WorldWideScience

Sample records for non-linear time series

  1. Modeling of Volatility with Non-linear Time Series Model

    OpenAIRE

    Kim Song Yon; Kim Mun Chol

    2013-01-01

    In this paper, non-linear time series models are used to describe volatility in financial time series data. To describe volatility, two of the non-linear time series are combined into form TAR (Threshold Auto-Regressive Model) with AARCH (Asymmetric Auto-Regressive Conditional Heteroskedasticity) error term and its parameter estimation is studied.

  2. Non-linear time series analysis on flow instability of natural circulation under rolling motion condition

    International Nuclear Information System (INIS)

    Zhang, Wenchao; Tan, Sichao; Gao, Puzhen; Wang, Zhanwei; Zhang, Liansheng; Zhang, Hong

    2014-01-01

    Highlights: • Natural circulation flow instabilities in rolling motion are studied. • The method of non-linear time series analysis is used. • Non-linear evolution characteristic of flow instability is analyzed. • Irregular complex flow oscillations are chaotic oscillations. • The effect of rolling parameter on the threshold of chaotic oscillation is studied. - Abstract: Non-linear characteristics of natural circulation flow instabilities under rolling motion conditions were studied by the method of non-linear time series analysis. Experimental flow time series of different dimensionless power and rolling parameters were analyzed based on phase space reconstruction theory. Attractors which were reconstructed in phase space and the geometric invariants, including correlation dimension, Kolmogorov entropy and largest Lyapunov exponent, were determined. Non-linear characteristics of natural circulation flow instabilities under rolling motion conditions was studied based on the results of the geometric invariant analysis. The results indicated that the values of the geometric invariants first increase and then decrease as dimensionless power increases which indicated the non-linear characteristics of the system first enhance and then weaken. The irregular complex flow oscillation is typical chaotic oscillation because the value of geometric invariants is at maximum. The threshold of chaotic oscillation becomes larger as the rolling frequency or rolling amplitude becomes big. The main influencing factors that influence the non-linear characteristics of the natural circulation system under rolling motion are thermal driving force, flow resistance and the additional forces caused by rolling motion. The non-linear characteristics of the natural circulation system under rolling motion changes caused by the change of the feedback and coupling degree among these influencing factors when the dimensionless power or rolling parameters changes

  3. Non-linear auto-regressive models for cross-frequency coupling in neural time series

    Science.gov (United States)

    Tallot, Lucille; Grabot, Laetitia; Doyère, Valérie; Grenier, Yves; Gramfort, Alexandre

    2017-01-01

    We address the issue of reliably detecting and quantifying cross-frequency coupling (CFC) in neural time series. Based on non-linear auto-regressive models, the proposed method provides a generative and parametric model of the time-varying spectral content of the signals. As this method models the entire spectrum simultaneously, it avoids the pitfalls related to incorrect filtering or the use of the Hilbert transform on wide-band signals. As the model is probabilistic, it also provides a score of the model “goodness of fit” via the likelihood, enabling easy and legitimate model selection and parameter comparison; this data-driven feature is unique to our model-based approach. Using three datasets obtained with invasive neurophysiological recordings in humans and rodents, we demonstrate that these models are able to replicate previous results obtained with other metrics, but also reveal new insights such as the influence of the amplitude of the slow oscillation. Using simulations, we demonstrate that our parametric method can reveal neural couplings with shorter signals than non-parametric methods. We also show how the likelihood can be used to find optimal filtering parameters, suggesting new properties on the spectrum of the driving signal, but also to estimate the optimal delay between the coupled signals, enabling a directionality estimation in the coupling. PMID:29227989

  4. 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

  5. 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.

  6. Non-linear forecasting in high-frequency financial time series

    Science.gov (United States)

    Strozzi, F.; Zaldívar, J. M.

    2005-08-01

    A new methodology based on state space reconstruction techniques has been developed for trading in financial markets. The methodology has been tested using 18 high-frequency foreign exchange time series. The results are in apparent contradiction with the efficient market hypothesis which states that no profitable information about future movements can be obtained by studying the past prices series. In our (off-line) analysis positive gain may be obtained in all those series. The trading methodology is quite general and may be adapted to other financial time series. Finally, the steps for its on-line application are discussed.

  7. Non-linear time series extreme events and integer value problems

    CERN Document Server

    Turkman, Kamil Feridun; Zea Bermudez, Patrícia

    2014-01-01

    This book offers a useful combination of probabilistic and statistical tools for analyzing nonlinear time series. Key features of the book include a study of the extremal behavior of nonlinear time series and a comprehensive list of nonlinear models that address different aspects of nonlinearity. Several inferential methods, including quasi likelihood methods, sequential Markov Chain Monte Carlo Methods and particle filters, are also included so as to provide an overall view of the available tools for parameter estimation for nonlinear models. A chapter on integer time series models based on several thinning operations, which brings together all recent advances made in this area, is also included. Readers should have attended a prior course on linear time series, and a good grasp of simulation-based inferential methods is recommended. This book offers a valuable resource for second-year graduate students and researchers in statistics and other scientific areas who need a basic understanding of nonlinear time ...

  8. Non-linear dynamical classification of short time series of the rössler system in high noise regimes.

    Science.gov (United States)

    Lainscsek, Claudia; Weyhenmeyer, Jonathan; Hernandez, Manuel E; Poizner, Howard; Sejnowski, Terrence J

    2013-01-01

    Time series analysis with delay differential equations (DDEs) reveals non-linear properties of the underlying dynamical system and can serve as a non-linear time-domain classification tool. Here global DDE models were used to analyze short segments of simulated time series from a known dynamical system, the Rössler system, in high noise regimes. In a companion paper, we apply the DDE model developed here to classify short segments of encephalographic (EEG) data recorded from patients with Parkinson's disease and healthy subjects. Nine simulated subjects in each of two distinct classes were generated by varying the bifurcation parameter b and keeping the other two parameters (a and c) of the Rössler system fixed. All choices of b were in the chaotic parameter range. We diluted the simulated data using white noise ranging from 10 to -30 dB signal-to-noise ratios (SNR). Structure selection was supervised by selecting the number of terms, delays, and order of non-linearity of the model DDE model that best linearly separated the two classes of data. The distances d from the linear dividing hyperplane was then used to assess the classification performance by computing the area A' under the ROC curve. The selected model was tested on untrained data using repeated random sub-sampling validation. DDEs were able to accurately distinguish the two dynamical conditions, and moreover, to quantify the changes in the dynamics. There was a significant correlation between the dynamical bifurcation parameter b of the simulated data and the classification parameter d from our analysis. This correlation still held for new simulated subjects with new dynamical parameters selected from each of the two dynamical regimes. Furthermore, the correlation was robust to added noise, being significant even when the noise was greater than the signal. We conclude that DDE models may be used as a generalizable and reliable classification tool for even small segments of noisy data.

  9. Integration of Attributes from Non-Linear Characterization of Cardiovascular Time-Series for Prediction of Defibrillation Outcomes.

    Directory of Open Access Journals (Sweden)

    Sharad Shandilya

    Full Text Available The timing of defibrillation is mostly at arbitrary intervals during cardio-pulmonary resuscitation (CPR, rather than during intervals when the out-of-hospital cardiac arrest (OOH-CA patient is physiologically primed for successful countershock. Interruptions to CPR may negatively impact defibrillation success. Multiple defibrillations can be associated with decreased post-resuscitation myocardial function. We hypothesize that a more complete picture of the cardiovascular system can be gained through non-linear dynamics and integration of multiple physiologic measures from biomedical signals.Retrospective analysis of 153 anonymized OOH-CA patients who received at least one defibrillation for ventricular fibrillation (VF was undertaken. A machine learning model, termed Multiple Domain Integrative (MDI model, was developed to predict defibrillation success. We explore the rationale for non-linear dynamics and statistically validate heuristics involved in feature extraction for model development. Performance of MDI is then compared to the amplitude spectrum area (AMSA technique.358 defibrillations were evaluated (218 unsuccessful and 140 successful. Non-linear properties (Lyapunov exponent > 0 of the ECG signals indicate a chaotic nature and validate the use of novel non-linear dynamic methods for feature extraction. Classification using MDI yielded ROC-AUC of 83.2% and accuracy of 78.8%, for the model built with ECG data only. Utilizing 10-fold cross-validation, at 80% specificity level, MDI (74% sensitivity outperformed AMSA (53.6% sensitivity. At 90% specificity level, MDI had 68.4% sensitivity while AMSA had 43.3% sensitivity. Integrating available end-tidal carbon dioxide features into MDI, for the available 48 defibrillations, boosted ROC-AUC to 93.8% and accuracy to 83.3% at 80% sensitivity.At clinically relevant sensitivity thresholds, the MDI provides improved performance as compared to AMSA, yielding fewer unsuccessful defibrillations

  10. A New Method for Non-linear and Non-stationary Time Series Analysis:
    The Hilbert Spectral Analysis

    CERN Multimedia

    CERN. Geneva

    2000-01-01

    A new method for analysing non-linear and non-stationary data has been developed. The key part of the method is the Empirical Mode Decomposition method with which any complicated data set can be decomposed into a finite and often small number of Intrinsic Mode Functions (IMF). An IMF is defined as any function having the same numbers of zero crossing and extreme, and also having symmetric envelopes defined by the local maximal and minima respectively. The IMF also admits well-behaved Hilbert transform. This decomposition method is adaptive, and, therefore, highly efficient. Since the decomposition is based on the local characteristic time scale of the data, it is applicable to non-linear and non-stationary processes. With the Hilbert transform, the Intrinsic Mode Functions yield instantaneous frequencies as functions of time that give sharp identifications of imbedded structures. The final presentation of the results is an energy-frequency-time distribution, designated as the Hilbert Spectrum. Classical non-l...

  11. Investigation of prospects for forecasting non-linear time series by example of drilling oil and gas wells

    Science.gov (United States)

    Vlasenko, A. V.; Sizonenko, A. B.; Zhdanov, A. A.

    2018-05-01

    Discrete time series or mappings are proposed for describing the dynamics of a nonlinear system. The article considers the problems of forecasting the dynamics of the system from the time series generated by it. In particular, the commercial rate of drilling oil and gas wells can be considered as a series where each next value depends on the previous one. The main parameter here is the technical drilling speed. With the aim of eliminating the measurement error and presenting the commercial speed of the object to the current with a good accuracy, future or any of the elapsed time points, the use of the Kalman filter is suggested. For the transition from a deterministic model to a probabilistic one, the use of ensemble modeling is suggested. Ensemble systems can provide a wide range of visual output, which helps the user to evaluate the measure of confidence in the model. In particular, the availability of information on the estimated calendar duration of the construction of oil and gas wells will allow drilling companies to optimize production planning by rationalizing the approach to loading drilling rigs, which ultimately leads to maximization of profit and an increase of their competitiveness.

  12. Unsteady Solution of Non-Linear Differential Equations Using Walsh Function Series

    Science.gov (United States)

    Gnoffo, Peter A.

    2015-01-01

    Walsh functions form an orthonormal basis set consisting of square waves. The discontinuous nature of square waves make the system well suited for representing functions with discontinuities. The product of any two Walsh functions is another Walsh function - a feature that can radically change an algorithm for solving non-linear partial differential equations (PDEs). The solution algorithm of non-linear differential equations using Walsh function series is unique in that integrals and derivatives may be computed using simple matrix multiplication of series representations of functions. Solutions to PDEs are derived as functions of wave component amplitude. Three sample problems are presented to illustrate the Walsh function series approach to solving unsteady PDEs. These include an advection equation, a Burgers equation, and a Riemann problem. The sample problems demonstrate the use of the Walsh function solution algorithms, exploiting Fast Walsh Transforms in multi-dimensions (O(Nlog(N))). Details of a Fast Walsh Reciprocal, defined here for the first time, enable inversion of aWalsh Symmetric Matrix in O(Nlog(N)) operations. Walsh functions have been derived using a fractal recursion algorithm and these fractal patterns are observed in the progression of pairs of wave number amplitudes in the solutions. These patterns are most easily observed in a remapping defined as a fractal fingerprint (FFP). A prolongation of existing solutions to the next highest order exploits these patterns. The algorithms presented here are considered a work in progress that provide new alternatives and new insights into the solution of non-linear PDEs.

  13. Effects of national antibiotic stewardship and infection control strategies on hospital-associated and community-associated meticillin-resistant Staphylococcus aureus infections across a region of Scotland: a non-linear time-series study.

    Science.gov (United States)

    Lawes, Timothy; Lopez-Lozano, José-María; Nebot, Cesar A; Macartney, Gillian; Subbarao-Sharma, Rashmi; Dare, Ceri Rj; Wares, Karen D; Gould, Ian M

    2015-12-01

    Restriction of antibiotic consumption to below predefined total use thresholds might remove the selection pressure that maintains antimicrobial resistance within populations. We assessed the effect of national antibiotic stewardship and infection prevention and control programmes on prevalence density of meticillin-resistant Staphylococcus aureus (MRSA) infections across a region of Scotland. This non-linear time-series analysis and quasi-experimental study explored ecological determinants of MRSA epidemiology among 1,289,929 hospital admissions and 455,508 adults registered in primary care in northeast Scotland. Interventions included antibiotic stewardship to restrict use of so-called 4C (cephalosporins, co-amoxiclav, clindamycin, and fluoroquinolones) and macrolide antibiotics; a hand hygiene campaign; hospital environment inspections; and MRSA admission screening. Total effects were defined as the difference between scenarios with intervention (observed) and without intervention (predicted from time-series models). The primary outcomes were prevalence density of MRSA infections per 1000 occupied bed days (OBDs) in hospitals or per 10,000 inhabitants per day (IDs) in the community. During antibiotic stewardship, use of 4C and macrolide antibiotics fell by 47% (mean decrease 224 defined daily doses [DDDs] per 1000 OBDs, 95% CI 154-305, p=0·008) in hospitals and 27% (mean decrease 2·52 DDDs per 1000 IDs, 0·65-4·55, p=0·031) in the community. Hospital prevalence densities of MRSA were inversely related to intensified infection prevention and control, but positively associated with MRSA rates in neighbouring hospitals, importation pressures, bed occupancy, and use of fluoroquinolones, co-amoxiclav, and third-generation cephalosporins, or macrolide antibiotics that exceeded hospital-specific thresholds. Community prevalence density was predicted by hospital MRSA rates and above-threshold use of macrolides, fluoroquinolones, and clindamycin. MRSA prevalence

  14. New hybrid non-linear transformations of divergent perturbation series for quadratic Zeeman effects

    International Nuclear Information System (INIS)

    Belkic, D.

    1989-01-01

    The problem of hydrogen atoms in an external uniform magnetic field (quadratic Zeeman effect) is studied by means of perturbation theory. The power series for the ground-state energy in terms of magnetic-field strength B is divergent. Nevertheless, it is possible to induce convergence of this divergent series by applying various non-linear transformations. These transformations of originally divergent perturbation series yield new sequences, which then converge. The induced convergence is, however, quite slow. A new hybrid Shanks-Levin non-linear transform is devised here for accelerating these slowly converging series and sequences. Significant improvement in the convergence rate is obtained. Agreement with the exact results is excellent. (author)

  15. Non-linear ultrasonic time-reversal mirrors in NDT

    Czech Academy of Sciences Publication Activity Database

    Převorovský, Zdeněk

    -, č. 4 (2012), s. 4-4 [World Conference on Nondestructive Testing /18./. 16.4.2012-20.4.2012, Durban] R&D Projects: GA MPO(CZ) FR-TI1/274; GA MPO(CZ) FR-T1/198; GA ČR(CZ) GAP104/10/1430 Institutional research plan: CEZ:AV0Z2076919 Keywords : non-linear ime reversal mirror * ultrasonic techniques * ESAM Subject RIV: BI - Acoustics http://www.academia-ndt.org/Downloads/AcademiaNews4.pdf

  16. Non-linear Imaging using an Experimental Synthetic Aperture Real Time Ultrasound Scanner

    DEFF Research Database (Denmark)

    Rasmussen, Joachim; Du, Yigang; Jensen, Jørgen Arendt

    2011-01-01

    This paper presents the first non-linear B-mode image of a wire phantom using pulse inversion attained via an experimental synthetic aperture real-time ultrasound scanner (SARUS). The purpose of this study is to implement and validate non-linear imaging on SARUS for the further development of new...... non-linear techniques. This study presents non-linear and linear B-mode images attained via SARUS and an existing ultrasound system as well as a Field II simulation. The non-linear image shows an improved spatial resolution and lower full width half max and -20 dB resolution values compared to linear...

  17. Non-linear modelling of monthly mean vorticity time changes: an application to the western Mediterranean

    Directory of Open Access Journals (Sweden)

    M. Finizio

    Full Text Available Starting from a number of observables in the form of time-series of meteorological elements in various areas of the northern hemisphere, a model capable of fitting past records and predicting monthly vorticity time changes in the western Mediterranean is implemented. A new powerful statistical methodology is introduced (MARS in order to capture the non-linear dynamics of time-series representing the available 40-year history of the hemispheric circulation. The developed model is tested on a suitable independent data set. An ensemble forecast exercise is also carried out to check model stability in reference to the uncertainty of input quantities.

    Key words. Meteorology and atmospheric dynamics · General circulation ocean-atmosphere interactions · Synoptic-scale meteorology

  18. Non-linear time reversal ultrasonic pseudo-tomography

    Czech Academy of Sciences Publication Activity Database

    Převorovský, Zdeněk; Vejvodová, Šárka; Krofta, Josef; Převorovský, David

    2011-01-01

    Roč. 6, 3/4 (2011), s. 206-213 ISSN 1741-8410. [NDT in Progress. Praha, 05.11.2007-07.11.2007] R&D Projects: GA MPO(CZ) FR-TI1/274 Institutional research plan: CEZ:AV0Z20760514 Keywords : NDT * nonlinear elastic wave spectroscopy * time reversal mirrors * ultrasonic pseudo-tomography Subject RIV: BI - Acoustics http://www.inderscience.com/offer.php?id=43216

  19. Non-linear shape functions over time in the space-time finite element method

    Directory of Open Access Journals (Sweden)

    Kacprzyk Zbigniew

    2017-01-01

    Full Text Available This work presents a generalisation of the space-time finite element method proposed by Kączkowski in his seminal of 1970’s and early 1980’s works. Kączkowski used linear shape functions in time. The recurrence formula obtained by Kączkowski was conditionally stable. In this paper, non-linear shape functions in time are proposed.

  20. Dynamics of unsymmetric piecewise-linear/non-linear systems using finite elements in time

    Science.gov (United States)

    Wang, Yu

    1995-08-01

    The dynamic response and stability of a single-degree-of-freedom system with unsymmetric piecewise-linear/non-linear stiffness are analyzed using the finite element method in the time domain. Based on a Hamilton's weak principle, this method provides a simple and efficient approach for predicting all possible fundamental and sub-periodic responses. The stability of the steady state response is determined by using Floquet's theory without any special effort for calculating transition matrices. This method is applied to a number of examples, demonstrating its effectiveness even for a strongly non-linear problem involving both clearance and continuous stiffness non-linearities. Close agreement is found between available published findings and the predictions of the finite element in time approach, which appears to be an efficient and reliable alternative technique for non-linear dynamic response and stability analysis of periodic systems.

  1. Large-time asymptotic behaviour of solutions of non-linear Sobolev-type equations

    International Nuclear Information System (INIS)

    Kaikina, Elena I; Naumkin, Pavel I; Shishmarev, Il'ya A

    2009-01-01

    The large-time asymptotic behaviour of solutions of the Cauchy problem is investigated for a non-linear Sobolev-type equation with dissipation. For small initial data the approach taken is based on a detailed analysis of the Green's function of the linear problem and the use of the contraction mapping method. The case of large initial data is also closely considered. In the supercritical case the asymptotic formulae are quasi-linear. The asymptotic behaviour of solutions of a non-linear Sobolev-type equation with a critical non-linearity of the non-convective kind differs by a logarithmic correction term from the behaviour of solutions of the corresponding linear equation. For a critical convective non-linearity, as well as for a subcritical non-convective non-linearity it is proved that the leading term of the asymptotic expression for large times is a self-similar solution. For Sobolev equations with convective non-linearity the asymptotic behaviour of solutions in the subcritical case is the product of a rarefaction wave and a shock wave. Bibliography: 84 titles.

  2. Turning the tide or riding the waves? Impacts of antibiotic stewardship and infection control on MRSA strain dynamics in a Scottish region over 16 years: non-linear time series analysis.

    Science.gov (United States)

    Lawes, Timothy; López-Lozano, José-María; Nebot, César; Macartney, Gillian; Subbarao-Sharma, Rashmi; Dare, Ceri R J; Edwards, Giles F S; Gould, Ian M

    2015-03-26

    To explore temporal associations between planned antibiotic stewardship and infection control interventions and the molecular epidemiology of methicillin-resistant Staphylococcus aureus (MRSA). Retrospective ecological study and time-series analysis integrating typing data from the Scottish MRSA reference laboratory. Regional hospital and primary care in a Scottish Health Board. General adult (N=1,051,993) or intensive care (18,235) admissions and primary care registrations (460,000 inhabitants) between January 1997 and December 2012. Hand-hygiene campaign; MRSA admission screening; antibiotic stewardship limiting use of macrolides and '4Cs' (cephalosporins, coamoxiclav, clindamycin and fluoroquinolones). Prevalence density of MRSA clonal complexes CC22, CC30 and CC5/Other in hospital (isolates/1000 occupied bed days, OBDs) and community (isolates/10,000 inhabitant-days). 67% of all clinical MRSA isolates (10,707/15,947) were typed. Regional MRSA population structure was dominated by hospital epidemic strains CC30, CC22 and CC45. Following declines in overall MRSA prevalence density, CC5 and other strains of community origin became increasingly important. Reductions in use of '4Cs' and macrolides anticipated declines in sublineages with higher levels of associated resistances. In multivariate time-series models (R(2)=0.63-0.94) introduction of the hand-hygiene campaign, reductions in mean length of stay (when >4 days) and bed occupancy (when >74 to 78%) predicted declines in CC22 and CC30, but not CC5/other strains. Lower importation pressures, expanded MRSA admission screening, and reductions in macrolide and third generation cephalosporin use (thresholds for association: 135-141, and 48-81 defined daily doses/1000 OBDs, respectively) were followed by declines in all clonal complexes. Strain-specific associations with fluoroquinolones and clindamycin reflected resistance phenotypes of clonal complexes. Infection control measures and changes in population

  3. Comparison of modal spectral and non-linear time history analysis of a piping system

    International Nuclear Information System (INIS)

    Gerard, R.; Aelbrecht, D.; Lafaille, J.P.

    1987-01-01

    A typical piping system of the discharge line of the chemical and volumetric control system, outside the containment, between the penetration and the heat exchanger, an operating power plant was analyzed using four different methods: Modal spectral analysis with 2% constant damping, modal spectral analysis using ASME Code Case N411 (PVRC damping), linear time history analysis, non-linear time history analysis. This paper presents an estimation of the conservatism of the linear methods compared to the non-linear analysis. (orig./HP)

  4. The burden of ambient air pollution on years of life lost in Wuxi, China, 2012-2015: A time-series study using a distributed lag non-linear model.

    Science.gov (United States)

    Zhu, Jingying; Zhang, Xuhui; Zhang, Xi; Dong, Mei; Wu, Jiamei; Dong, Yunqiu; Chen, Rong; Ding, Xinliang; Huang, Chunhua; Zhang, Qi; Zhou, Weijie

    2017-05-01

    Ambient air pollution ranks high among the risk factors that increase the global burden of disease. Previous studies focused on assessing mortality risk and were sparsely performed in populous developing countries with deteriorating environments. We conducted a time-series study to evaluate the air pollution-associated years of life lost (YLL) and mortality risk and to identify potential modifiers relating to the season and demographic characteristics. Using linear (for YLL) and Poisson (for mortality) regression models and controlling for time-varying factors, we found that an interquartile range (IQR) increase in a three-day average cumulative (lag 0-2 day) concentrations of PM 2.5 , PM 10 , NO 2 and SO 2  corresponded to increases in YLL of 12.09 (95% confidence interval [CI]: 2.98-21.20), 13.69 (95% CI: 3.32-24.07), 26.95 (95% CI: 13.99-39.91) and 24.39 (95% CI: 8.62-40.15) years, respectively, and to percent increases in mortality of 1.34% (95% CI: 0.67-2.01%), 1.56% (95% CI: 0.80-2.33%), 3.36% (95% CI: 2.39-4.33%) and 2.39% (95% CI: 1.24-3.55%), respectively. Among the specific causes of death, cardiovascular and respiratory diseases were positively associated with gaseous pollutants (NO 2 and SO 2 ), and diabetes was positively correlated with NO 2 (in terms of the mortality risk). The effects of air pollutants were more pronounced in the cool season than in the warm season. The elderly (>65 years) and females were more vulnerable to air pollution. Studying effect estimates and their modifications by using YLL to detect premature death should support implementing health risk assessments, identifying susceptible groups and guiding policy-making and resource allocation according to specific local conditions. Copyright © 2017 Elsevier Ltd. All rights reserved.

  5. Gain scheduling for non-linear time-delay systems using approximated model

    NARCIS (Netherlands)

    Pham, H.T.; Lim, J.T

    2012-01-01

    The authors investigate a regulation problem of non-linear systems driven by an exogenous signal and time-delay in the input. In order to compensate for the input delay, they propose a reduction transformation containing the past information of the control input. Then, by utilising the Euler

  6. Non-linear wave loads and ship responses by a time-domain strip theory

    DEFF Research Database (Denmark)

    Xia, Jinzhu; Wang, Zhaohui; Jensen, Jørgen Juncher

    1998-01-01

    . Based on this time-domain strip theory, an efficient non-linear hydroelastic method of wave- and slamming-induced vertical motions and structural responses of ships is developed, where the structure is represented as a Timoshenko beam. Numerical calculations are presented for the S175 Containership...

  7. Non-Linear Wave Loads and Ship responses by a time-domain Strip Theory

    DEFF Research Database (Denmark)

    Xia, Jinzhu; Wang, Zhaohui; Jensen, Jørgen Juncher

    1998-01-01

    . Based on this time-domain strip theory, an efficient non-linear hyroelastic method of wave- and slamming-induced vertical motions and structural responses of ships is developed, where the structure is represented by the Timoshenko beam theory. Numerical calculations are presented for the S175...

  8. Modelling long term rockslide displacements with non-linear time-dependent relationships

    Science.gov (United States)

    De Caro, Mattia; Volpi, Giorgio; Castellanza, Riccardo; Crosta, Giovanni; Agliardi, Federico

    2015-04-01

    Rockslides undergoing rapid changes in behaviour pose major risks in alpine areas, and require careful characterization and monitoring both for civil protection and mitigation activities. In particular, these instabilities can undergo very slow movement with occasional and intermittent acceleration/deceleration stages of motion potentially leading to collapse. Therefore, the analysis of such instabilities remains a challenging issue. Rockslide displacements are strongly conditioned by hydrologic factors as suggested by correlations with groundwater fluctuations, snowmelt, with a frequently observed delay between perturbation and system reaction. The aim of this work is the simulation of the complex time-dependent behaviour of two case studies for which also a 2D transient hydrogeological simulation has been performed: Vajont rockslide (1960 to 1963) and the recent Mt. de La Saxe rockslide (2009 to 2012). Non-linear time-dependent constitutive relationships have been used to describe long-term creep deformation. Analyses have been performed using a "rheological-mechanical" approach that fits idealized models (e.g. viscoelastic, viscoplastic, elasto-viscoplastic, Burgers, nonlinear visco-plastic) to the experimental behaviour of specific materials by means of numerical constants. Bidimensional simulations were carried out using the finite difference code FLAC. Displacements time-series, available for the two landslides, show two superimposed deformation mechanisms: a creep process, leading to movements under "steady state" conditions (e.g. constant groundwater level), and a "dynamic" process, leading to an increase in displacement rate due to changes of external loads (e.g. groundwater level). For both cases sliding mass is considered as an elasto-plastic body subject to its self-weight, inertial and seepage forces varying with time according to water table fluctuation (due to snowmelt or changing in reservoir level) and derived from the previous hydrogeological

  9. Simplified non-linear time-history analysis based on the Theory of Plasticity

    DEFF Research Database (Denmark)

    Costa, Joao Domingues

    2005-01-01

    This paper aims at giving a contribution to the problem of developing simplified non-linear time-history (NLTH) analysis of structures which dynamical response is mainly governed by plastic deformations, able to provide designers with sufficiently accurate results. The method to be presented...... is based on the Theory of Plasticity. Firstly, the formulation and the computational procedure to perform time-history analysis of a rigid-plastic single degree of freedom (SDOF) system are presented. The necessary conditions for the method to incorporate pinching as well as strength degradation...

  10. Reactivity-induced time-dependencies of EBR-II linear and non-linear feedbacks

    International Nuclear Information System (INIS)

    Grimm, K.N.; Meneghetti, D.

    1988-01-01

    Time-dependent linear feedback reactivities are calculated for stereotypical subassemblies in the EBR-II reactor. These quantities are calculated from nodal reactivities obtained from a kinetic code analysis of an experiment in which the change in power resulted from the dropping of a control rod. Shown with these linear reactivities are the reactivity associated with the control-rod shaft contraction and also time-dependent non-linear (mainly bowing) component deduced from the inverse kinetics of the experimentally measured fission power and the calculated linear reactivities. (author)

  11. Estimation of non-linear continuous time models for the heat exchange dynamics of building integrated photovoltaic modules

    DEFF Research Database (Denmark)

    Jimenez, M.J.; Madsen, Henrik; Bloem, J.J.

    2008-01-01

    This paper focuses on a method for linear or non-linear continuous time modelling of physical systems using discrete time data. This approach facilitates a more appropriate modelling of more realistic non-linear systems. Particularly concerning advanced building components, convective and radiati...... that a description of the non-linear heat transfer is essential. The resulting model is a non-linear first order stochastic differential equation for the heat transfer of the PV component....... heat interchanges are non-linear effects and represent significant contributions in a variety of components such as photovoltaic integrated facades or roofs and those using these effects as passive cooling strategies, etc. Since models are approximations of the physical system and data is encumbered...

  12. Non-linear time variant model intended for polypyrrole-based actuators

    Science.gov (United States)

    Farajollahi, Meisam; Madden, John D. W.; Sassani, Farrokh

    2014-03-01

    Polypyrrole-based actuators are of interest due to their biocompatibility, low operation voltage and relatively high strain and force. Modeling and simulation are very important to predict the behaviour of each actuator. To develop an accurate model, we need to know the electro-chemo-mechanical specifications of the Polypyrrole. In this paper, the non-linear time-variant model of Polypyrrole film is derived and proposed using a combination of an RC transmission line model and a state space representation. The model incorporates the potential dependent ionic conductivity. A function of ionic conductivity of Polypyrrole vs. local charge is proposed and implemented in the non-linear model. Matching of the measured and simulated electrical response suggests that ionic conductivity of Polypyrrole decreases significantly at negative potential vs. silver/silver chloride and leads to reduced current in the cyclic voltammetry (CV) tests. The next stage is to relate the distributed charging of the polymer to actuation via the strain to charge ratio. Further work is also needed to identify ionic and electronic conductivities as well as capacitance as a function of oxidation state so that a fully predictive model can be created.

  13. Non-linear dielectric signatures of entropy changes in liquids subject to time dependent electric fields

    Energy Technology Data Exchange (ETDEWEB)

    Richert, Ranko [School of Molecular Sciences, Arizona State University, Tempe, Arizona 85287-1604 (United States)

    2016-03-21

    A model of non-linear dielectric polarization is studied in which the field induced entropy change is the source of polarization dependent retardation time constants. Numerical solutions for the susceptibilities of the system are obtained for parameters that represent the dynamic and thermodynamic behavior of glycerol. The calculations for high amplitude sinusoidal fields show a significant enhancement of the steady state loss for frequencies below that of the low field loss peak. Also at relatively low frequencies, the third harmonic susceptibility spectrum shows a “hump,” i.e., a maximum, with an amplitude that increases with decreasing temperature. Both of these non-linear effects are consistent with experimental evidence. While such features have been used to conclude on a temperature dependent number of dynamically correlated particles, N{sub corr}, the present result demonstrates that the third harmonic susceptibility display a peak with an amplitude that tracks the variation of the activation energy in a model that does not involve dynamical correlations or spatial scales.

  14. Effects of the time delays in a non linear pendular Fabry-Perot

    International Nuclear Information System (INIS)

    Tourrenc, P.; Deruelle, N.

    1985-01-01

    We study a one arm pendular Fabry-Perot interferometer with specifications corresponding to the two arms interferometers designed to detect gravitational radiation. We consider the non linearities originating from the radiation force and the effects of time delays due to the finite length of the arm. We derive the exact and the associated ''predictivised'' equations for the motion of the suspended mirror. We show that effects of time delays increase considerably the stability of the device when the optical relaxation time is of the order of the period of the pendulum, a case of relevance when light is recycled. However the thermal noise does not seem to be much modified when calculated within a simple approximation scheme

  15. A Non-Linear Digital Computer Model Requiring Short Computation Time for Studies Concerning the Hydrodynamics of the BWR

    Energy Technology Data Exchange (ETDEWEB)

    Reisch, F; Vayssier, G

    1969-05-15

    This non-linear model serves as one of the blocks in a series of codes to study the transient behaviour of BWR or PWR type reactors. This program is intended to be the hydrodynamic part of the BWR core representation or the hydrodynamic part of the PWR heat exchanger secondary side representation. The equations have been prepared for the CSMP digital simulation language. By using the most suitable integration routine available, the ratio of simulation time to real time is about one on an IBM 360/75 digital computer. Use of the slightly different language DSL/40 on an IBM 7044 computer takes about four times longer. The code has been tested against the Eindhoven loop with satisfactory agreement.

  16. New series active power filter for computers loads and small non-linear loads

    Energy Technology Data Exchange (ETDEWEB)

    Tarnini, M.Y. [Hariri Canadian Univ., Meshref (Lebanon)

    2009-07-01

    This paper proposed the use of a single-phase series active power filter to reduce voltage total harmonic distortion and provide improved power quality. Control schemes were developed using simple control algorithms and a reduced number of current transducers. The circuit was comprised of a power supply and zero crossing detector; a hall-effect current sensor and signal conditioning circuit; a microcontroller circuit; a driving circuit; and an inverter bridge. The filter corrected fundamental and sinusoidal voltage amplitudes. The amplitude of the fundamental current in the series filter was controlled using a microcontroller placed between the load voltage and a pre-established reference point. Experiments were conducted to test the source voltage and source current after compensation using a prototype of the filter. The control system provided effective correction of the power factor and harmonic distortion, and reached steady state in approximately 2 cycles. It was concluded that the compensator can also be adapted for use in 3-phase systems. 13 refs., 1 tab., 14 figs.

  17. Non-linear behaviour of power density and exposure time of argon laser on ocular tissues

    Energy Technology Data Exchange (ETDEWEB)

    El-Sayed, E M; Talaat, M S; Salem, E F [Physics Department, Faculty of Science, Ain Shams University, Cairo (Egypt)

    1997-12-31

    In ophthalmology, the thermal effect of argon laser is the most widely used category of laser- tissue interaction. The rise in tissue temperature has to exceed a threshold value for photo coagulation of retinal blood vessels. This value mainly depends on the laser. The most suitable argon laser power P and exposure time (t) which would be more effective for thermal and electrical behaviour of chicken eye was studied. This was achieved by measuring the variations in ocular temperature in electroretinogram (ERG) records under the effect of argon experiment, while power density (P) and exposure time (t) were varied in four different ways for each dose (pt). Results indicated that for the same laser dose, the temperature distribution of the eye, using low power density and high exposure time was higher than that high power density and low exposure time, indicating non-linearity of the laser dose. This finding was confirmed by ERG records which showed similar variations in b-wave latency, amplitude and duration, for the laser exposure conditions. This indicates variations in retinal function due to laser-dependent temperature variations. 5 figs., 3 tabs.

  18. Quantifying non-linear dynamics of mass-springs in series oscillators via asymptotic approach

    Science.gov (United States)

    Starosta, Roman; Sypniewska-Kamińska, Grażyna; Awrejcewicz, Jan

    2017-05-01

    Dynamical regular response of an oscillator with two serially connected springs with nonlinear characteristics of cubic type and governed by a set of differential-algebraic equations (DAEs) is studied. The classical approach of the multiple scales method (MSM) in time domain has been employed and appropriately modified to solve the governing DAEs of two systems, i.e. with one- and two degrees-of-freedom. The approximate analytical solutions have been verified by numerical simulations.

  19. Equilibrium arrival times to queues with general service times and non-linear utility functions

    DEFF Research Database (Denmark)

    Breinbjerg, Jesper

    2017-01-01

    by a general utility function which is decreasing in the waiting time and service completion time of each customer. Applications of such queueing games range from people choosing when to arrive at a grand opening sale to travellers choosing when to line up at the gate when boarding an airplane. We develop...

  20. Nonlinear discrete-time multirate adaptive control of non-linear vibrations of smart beams

    Science.gov (United States)

    Georgiou, Georgios; Foutsitzi, Georgia A.; Stavroulakis, Georgios E.

    2018-06-01

    The nonlinear adaptive digital control of a smart piezoelectric beam is considered. It is shown that in the case of a sampled-data context, a multirate control strategy provides an appropriate framework in order to achieve vibration regulation, ensuring the stability of the whole control system. Under parametric uncertainties in the model parameters (damping ratios, frequencies, levels of non linearities and cross coupling, control input parameters), the scheme is completed with an adaptation law deduced from hyperstability concepts. This results in the asymptotic satisfaction of the control objectives at the sampling instants. Simulation results are presented.

  1. Applicability of Time-Averaged Holography for Micro-Electro-Mechanical System Performing Non-Linear Oscillations

    Directory of Open Access Journals (Sweden)

    Paulius Palevicius

    2014-01-01

    Full Text Available Optical investigation of movable microsystem components using time-averaged holography is investigated in this paper. It is shown that even a harmonic excitation of a non-linear microsystem may result in an unpredictable chaotic motion. Analytical results between parameters of the chaotic oscillations and the formation of time-averaged fringes provide a deeper insight into computational and experimental interpretation of time-averaged MEMS holograms.

  2. Applicability of Time-Averaged Holography for Micro-Electro-Mechanical System Performing Non-Linear Oscillations

    Science.gov (United States)

    Palevicius, Paulius; Ragulskis, Minvydas; Palevicius, Arvydas; Ostasevicius, Vytautas

    2014-01-01

    Optical investigation of movable microsystem components using time-averaged holography is investigated in this paper. It is shown that even a harmonic excitation of a non-linear microsystem may result in an unpredictable chaotic motion. Analytical results between parameters of the chaotic oscillations and the formation of time-averaged fringes provide a deeper insight into computational and experimental interpretation of time-averaged MEMS holograms. PMID:24451467

  3. Applicability of time-averaged holography for micro-electro-mechanical system performing non-linear oscillations.

    Science.gov (United States)

    Palevicius, Paulius; Ragulskis, Minvydas; Palevicius, Arvydas; Ostasevicius, Vytautas

    2014-01-21

    Optical investigation of movable microsystem components using time-averaged holography is investigated in this paper. It is shown that even a harmonic excitation of a non-linear microsystem may result in an unpredictable chaotic motion. Analytical results between parameters of the chaotic oscillations and the formation of time-averaged fringes provide a deeper insight into computational and experimental interpretation of time-averaged MEMS holograms.

  4. Fluctuations of two-time quantities and non-linear response functions

    International Nuclear Information System (INIS)

    Corberi, F; Lippiello, E; Sarracino, A; Zannetti, M

    2010-01-01

    We study the fluctuations of the autocorrelation and autoresponse functions and, in particular, their variances and covariance. In a first general part of the paper, we show the equivalence of the variance of the response function to the second-order susceptibility of a composite operator, and we derive an equilibrium fluctuation-dissipation theorem beyond linear order, relating it to the other variances. In a second part of the paper we apply the formalism in the study of non-disordered ferromagnets, in equilibrium or in the coarsening kinetics following a critical or sub-critical quench. We show numerically that the variances and the non-linear susceptibility obey scaling with respect to the coherence length ξ in equilibrium, and with respect to the growing length L(t) after a quench, similar to what is known for the autocorrelation and the autoresponse functions

  5. Non-linear corrections to the time-covariance function derived from a multi-state chemical master equation.

    Science.gov (United States)

    Scott, M

    2012-08-01

    The time-covariance function captures the dynamics of biochemical fluctuations and contains important information about the underlying kinetic rate parameters. Intrinsic fluctuations in biochemical reaction networks are typically modelled using a master equation formalism. In general, the equation cannot be solved exactly and approximation methods are required. For small fluctuations close to equilibrium, a linearisation of the dynamics provides a very good description of the relaxation of the time-covariance function. As the number of molecules in the system decrease, deviations from the linear theory appear. Carrying out a systematic perturbation expansion of the master equation to capture these effects results in formidable algebra; however, symbolic mathematics packages considerably expedite the computation. The authors demonstrate that non-linear effects can reveal features of the underlying dynamics, such as reaction stoichiometry, not available in linearised theory. Furthermore, in models that exhibit noise-induced oscillations, non-linear corrections result in a shift in the base frequency along with the appearance of a secondary harmonic.

  6. Conservative fourth-order time integration of non-linear dynamic systems

    DEFF Research Database (Denmark)

    Krenk, Steen

    2015-01-01

    An energy conserving time integration algorithm with fourth-order accuracy is developed for dynamic systems with nonlinear stiffness. The discrete formulation is derived by integrating the differential state-space equations of motion over the integration time increment, and then evaluating...... the resulting time integrals of the inertia and stiffness terms via integration by parts. This process introduces the time derivatives of the state space variables, and these are then substituted from the original state-space differential equations. The resulting discrete form of the state-space equations...... is a direct fourth-order accurate representation of the original differential equations. This fourth-order form is energy conserving for systems with force potential in the form of a quartic polynomial in the displacement components. Energy conservation for a force potential of general form is obtained...

  7. Real-time Non-linear Target Tracking Control of Wheeled Mobile Robots

    Institute of Scientific and Technical Information of China (English)

    YU Wenyong

    2006-01-01

    A control strategy for real-time target tracking for wheeled mobile robots is presented. Using a modified Kalman filter for environment perception, a novel tracking control law derived from Lyapunov stability theory is introduced. Tuning of linear velocity and angular velocity with mechanical constraints is applied. The proposed control system can simultaneously solve the target trajectory prediction, real-time tracking, and posture regulation problems of a wheeled mobile robot. Experimental results illustrate the effectiveness of the proposed tracking control laws.

  8. International Work-Conference on Time Series

    CERN Document Server

    Pomares, Héctor; Valenzuela, Olga

    2017-01-01

    This volume of selected and peer-reviewed contributions on the latest developments in time series analysis and forecasting updates the reader on topics such as analysis of irregularly sampled time series, multi-scale analysis of univariate and multivariate time series, linear and non-linear time series models, advanced time series forecasting methods, applications in time series analysis and forecasting, advanced methods and online learning in time series and high-dimensional and complex/big data time series. The contributions were originally presented at the International Work-Conference on Time Series, ITISE 2016, held in Granada, Spain, June 27-29, 2016. The series of ITISE conferences provides a forum for scientists, engineers, educators and students to discuss the latest ideas and implementations in the foundations, theory, models and applications in the field of time series analysis and forecasting.  It focuses on interdisciplinary and multidisciplinary rese arch encompassing the disciplines of comput...

  9. Non-linear osmosis

    Science.gov (United States)

    Diamond, Jared M.

    1966-01-01

    1. The relation between osmotic gradient and rate of osmotic water flow has been measured in rabbit gall-bladder by a gravimetric procedure and by a rapid method based on streaming potentials. Streaming potentials were directly proportional to gravimetrically measured water fluxes. 2. As in many other tissues, water flow was found to vary with gradient in a markedly non-linear fashion. There was no consistent relation between the water permeability and either the direction or the rate of water flow. 3. Water flow in response to a given gradient decreased at higher osmolarities. The resistance to water flow increased linearly with osmolarity over the range 186-825 m-osM. 4. The resistance to water flow was the same when the gall-bladder separated any two bathing solutions with the same average osmolarity, regardless of the magnitude of the gradient. In other words, the rate of water flow is given by the expression (Om — Os)/[Ro′ + ½k′ (Om + Os)], where Ro′ and k′ are constants and Om and Os are the bathing solution osmolarities. 5. Of the theories advanced to explain non-linear osmosis in other tissues, flow-induced membrane deformations, unstirred layers, asymmetrical series-membrane effects, and non-osmotic effects of solutes could not explain the results. However, experimental measurements of water permeability as a function of osmolarity permitted quantitative reconstruction of the observed water flow—osmotic gradient curves. Hence non-linear osmosis in rabbit gall-bladder is due to a decrease in water permeability with increasing osmolarity. 6. The results suggest that aqueous channels in the cell membrane behave as osmometers, shrinking in concentrated solutions of impermeant molecules and thereby increasing membrane resistance to water flow. A mathematical formulation of such a membrane structure is offered. PMID:5945254

  10. A rationale for the observed non-linearity in pressure tube creep sag with time in service

    International Nuclear Information System (INIS)

    Sedran, P.J.

    2013-01-01

    In 2012, a paper was presented at the CNS SGC Conference which included an explanation for measured non-linear trends in Pressure Tube (PT) creep sag. The section of the 2012 paper covering this topic was revised and is presented as the main subject of this paper. The practical applications for the prediction of long-term Fuel Channel (FC) creep sag include the analysis of Calandria Tube - Liquid Injection Nozzle (CT-LIN) contact, and fuel passage and PT replacement assessments. The current practice for predicting FC creep sag in life cycle management applications is to use a linear model for creep sag versus time in service. However, PT sag measurements from the Point Lepreau Generating Station (PLGS) and Gentilly-2 (G-2) have displayed a non-linear trend with a creep sag rate that is decreasing with time in service. As an example, for PT F06 in PLGS, a 60% reduction in the nominal creep sag rate was observed for measurements taken 18 years apart. Subsequently, it was found that a 56% reduction in the creep sag rate for F06 over 18 years could be attributed to a fundamental geometric property of the PT creep sag profile. In addition, a further 1.6% decrease in the creep sag rate of the CT over the same period could be attributed to bending stress reductions due to the deformation of the CT. The resultant reduction in the PT creep sag rate for F06 was predicted to be 57.6%, closely matching the observed PT creep sag rate reduction of 60%. Therefore, this paper provides a rationale to explain the observed non-linear trends in PT creep sag, the use of which could benefit stations engaging in asset management as a means of FC life extension. This paper presents a summary of the worked performed to correlate the observed reductions in PT creep sag rate to the geometrical properties of the PT creep sag profile and the predicted bending stress reductions in the CT. (author)

  11. Large-distance and long-time asymptotic behavior of the reduced density matrix in the non-linear Schroedinger model

    Energy Technology Data Exchange (ETDEWEB)

    Kozlowski, K.K.

    2010-12-15

    Starting from the form factor expansion in finite volume, we derive the multidimensional generalization of the so-called Natte series for the zero-temperature, time and distance dependent reduced density matrix in the non-linear Schroedinger model. This representation allows one to read-off straightforwardly the long-time/large-distance asymptotic behavior of this correlator. Our method of analysis reduces the complexity of the computation of the asymptotic behavior of correlation functions in the so-called interacting integrable models, to the one appearing in free fermion equivalent models. We compute explicitly the first few terms appearing in the asymptotic expansion. Part of these terms stems from excitations lying away from the Fermi boundary, and hence go beyond what can be obtained by using the CFT/Luttinger liquid based predictions. (orig.)

  12. Nonlinear time series analysis with R

    CERN Document Server

    Huffaker, Ray; Rosa, Rodolfo

    2017-01-01

    In the process of data analysis, the investigator is often facing highly-volatile and random-appearing observed data. A vast body of literature shows that the assumption of underlying stochastic processes was not necessarily representing the nature of the processes under investigation and, when other tools were used, deterministic features emerged. Non Linear Time Series Analysis (NLTS) allows researchers to test whether observed volatility conceals systematic non linear behavior, and to rigorously characterize governing dynamics. Behavioral patterns detected by non linear time series analysis, along with scientific principles and other expert information, guide the specification of mechanistic models that serve to explain real-world behavior rather than merely reproducing it. Often there is a misconception regarding the complexity of the level of mathematics needed to understand and utilize the tools of NLTS (for instance Chaos theory). However, mathematics used in NLTS is much simpler than many other subjec...

  13. Effect of chamber enclosure time on soil respiration flux: A comparison of linear and non-linear flux calculation methods

    DEFF Research Database (Denmark)

    Kandel, Tanka P; Lærke, Poul Erik; Elsgaard, Lars

    2016-01-01

    One of the shortcomings of closed chamber methods for soil respiration (SR) measurements is the decreased CO2 diffusion rate from soil to chamber headspace that may occur due to increased chamber CO2 concentrations. This feedback on diffusion rate may lead to underestimation of pre-deployment flu......One of the shortcomings of closed chamber methods for soil respiration (SR) measurements is the decreased CO2 diffusion rate from soil to chamber headspace that may occur due to increased chamber CO2 concentrations. This feedback on diffusion rate may lead to underestimation of pre...... was placed on fixed collars, and CO2 concentration in the chamber headspace were recorded at 1-s intervals for 45 min. Fluxes were measured in different soil types (sandy, sandy loam and organic soils), and for various manipulations (tillage, rain and drought) and soil conditions (temperature and moisture......) to obtain a range of fluxes with different shapes of flux curves. The linear method provided more stable flux results during short enclosure times (few min) but underestimated initial fluxes by 15–300% after 45 min deployment time. Non-linear models reduced the underestimation as average underestimation...

  14. Non-linear seismic analysis of structures coupled with fluid

    International Nuclear Information System (INIS)

    Descleve, P.; Derom, P.; Dubois, J.

    1983-01-01

    This paper presents a method to calculate non-linear structure behaviour under horizontal and vertical seismic excitation, making possible the full non-linear seismic analysis of a reactor vessel. A pseudo forces method is used to introduce non linear effects and the problem is solved by superposition. Two steps are used in the method: - Linear calculation of the complete model. - Non linear analysis of thin shell elements and calculation of seismic induced pressure originating from linear and non linear effects, including permanent loads and thermal stresses. Basic aspects of the mathematical formulation are developed. It has been applied to axi-symmetric shell element using a Fourier series solution. For the fluid interaction effect, a comparison is made with a dynamic test. In an example of application, the displacement and pressure time history are given. (orig./GL)

  15. Stochastic models for time series

    CERN Document Server

    Doukhan, Paul

    2018-01-01

    This book presents essential tools for modelling non-linear time series. The first part of the book describes the main standard tools of probability and statistics that directly apply to the time series context to obtain a wide range of modelling possibilities. Functional estimation and bootstrap are discussed, and stationarity is reviewed. The second part describes a number of tools from Gaussian chaos and proposes a tour of linear time series models. It goes on to address nonlinearity from polynomial or chaotic models for which explicit expansions are available, then turns to Markov and non-Markov linear models and discusses Bernoulli shifts time series models. Finally, the volume focuses on the limit theory, starting with the ergodic theorem, which is seen as the first step for statistics of time series. It defines the distributional range to obtain generic tools for limit theory under long or short-range dependences (LRD/SRD) and explains examples of LRD behaviours. More general techniques (central limit ...

  16. Efficient Non Linear Loudspeakers

    DEFF Research Database (Denmark)

    Petersen, Bo R.; Agerkvist, Finn T.

    2006-01-01

    Loudspeakers have traditionally been designed to be as linear as possible. However, as techniques for compensating non linearities are emerging, it becomes possible to use other design criteria. This paper present and examines a new idea for improving the efficiency of loudspeakers at high levels...... by changing the voice coil layout. This deliberate non-linear design has the benefit that a smaller amplifier can be used, which has the benefit of reducing system cost as well as reducing power consumption....

  17. Factorizable S-matrix for SO(D)/SO(2) circle times SO(D - 2) non-linear σ models with fermions

    International Nuclear Information System (INIS)

    Abdalla, E.; Lima-Santos, A.

    1988-01-01

    The authors compute the exact S matrix for the non-linear sigma model with symmetry SO(D)/SO(2) circle times SO(D-2) coupled to fermions in a minimal or supersymmetric way. The model has some relevance in string theory with non-zero external curvature

  18. Identification of an Equivalent Linear Model for a Non-Linear Time-Variant RC-Structure

    DEFF Research Database (Denmark)

    Kirkegaard, Poul Henning; Andersen, P.; Brincker, Rune

    are investigated and compared with ARMAX models used on a running window. The techniques are evaluated using simulated data generated by the non-linear finite element program SARCOF modeling a 10-storey 3-bay concrete structure subjected to amplitude modulated Gaussian white noise filtered through a Kanai......This paper considers estimation of the maximum softening for a RC-structure subjected to earthquake excitation. The so-called Maximum Softening damage indicator relates the global damage state of the RC-structure to the relative decrease of the fundamental eigenfrequency in an equivalent linear...

  19. Determinants of rotavirus transmission : a lag non-linear time series analysis

    NARCIS (Netherlands)

    van Gaalen, Rolina D; van de Kassteele, Jan; Hahné, Susan J M; Bruijning-Verhagen, Patricia; Wallinga, Jacco

    Rotavirus is a common viral infection among young children. As in many countries, the infection dynamics of rotavirus in the Netherlands are characterized by an annual winter peak, which was notably low in 2014. Previous work suggested an association between weather factors and both rotavirus

  20. Time-History Seismic Analysis of Masonry Buildings: A Comparison between Two Non-Linear Modelling Approaches

    Directory of Open Access Journals (Sweden)

    Michele Betti

    2015-05-01

    Full Text Available The paper presents a comparison between two numerical modelling approaches employed to investigate the seismic behavior of unreinforced masonry buildings with flexible diaphragms. The comparison is performed analyzing a two-story prototype tested on a shaking table at the CNR-ENEA research center of Casaccia (Italy. The first numerical model was built by using the finite element (FE technique, while the second one was built by a simplified macro-element (ME approach. Both models were employed to perform non-linear dynamic analyses, integrating the equations of motion by step-by-step procedures. The shaking table tests were simulated to analyze the behavior of the prototype from the initial elastic state until the development of extensive damage. The main results of the analyses are discussed and critically compared in terms of engineering parameters, such as accelerations, displacements and base shears. The effectiveness of both models within the investigated typology of buildings is then evaluated in depth.

  1. Doubling the spectrum of time-domain induced polarization: removal of non-linear self-potential drift, harmonic noise and spikes, tapered gating, and uncertainty estimation

    DEFF Research Database (Denmark)

    Olsson, Per-Ivar; Fiandaca, Gianluca; Larsen, Jakob Juul

    , a logarithmic gate width distribution for optimizing IP data quality and an estimate of gating uncertainty. Additional steps include modelling and cancelling of non-linear background drift and harmonic noise and a technique for efficiently identifying and removing spikes. The cancelling of non-linear background...... drift is based on a Cole-Cole model which effectively handles current induced electrode polarization drift. The model-based cancelling of harmonic noise reconstructs the harmonic noise as a sum of harmonic signals with a common fundamental frequency. After segmentation of the signal and determining....... The processing steps is successfully applied on full field profile data sets. With the model-based cancelling of harmonic noise, the first usable IP gate is moved one decade closer to time zero. Furthermore, with a Cole-Cole background drift model the shape of the response at late times is accurately retrieved...

  2. Semi-analog Monte Carlo (SMC) method for time-dependent non-linear three-dimensional heterogeneous radiative transfer problems

    International Nuclear Information System (INIS)

    Yun, Sung Hwan

    2004-02-01

    Radiative transfer is a complex phenomenon in which radiation field interacts with material. This thermal radiative transfer phenomenon is composed of two equations which are the balance equation of photons and the material energy balance equation. The two equations involve non-linearity due to the temperature and that makes the radiative transfer equation more difficult to solve. During the last several years, there have been many efforts to solve the non-linear radiative transfer problems by Monte Carlo method. Among them, it is known that Semi-Analog Monte Carlo (SMC) method developed by Ahrens and Larsen is accurate regard-less of the time step size in low temperature region. But their works are limited to one-dimensional, low temperature problems. In this thesis, we suggest some method to remove their limitations in the SMC method and apply to the more realistic problems. An initially cold problem was solved over entire temperature region by using piecewise linear interpolation of the heat capacity, while heat capacity is still fitted as a cubic curve within the lowest temperature region. If we assume the heat capacity to be linear in each temperature region, the non-linearity still remains in the radiative transfer equations. We then introduce the first-order Taylor expansion to linearize the non-linear radiative transfer equations. During the linearization procedure, absorption-reemission phenomena may be described by a conventional reemission time sampling scheme which is similar to the repetitive sampling scheme in particle transport Monte Carlo method. But this scheme causes significant stochastic errors, which necessitates many histories. Thus, we present a new reemission time sampling scheme which reduces stochastic errors by storing the information of absorption times. The results of the comparison of the two schemes show that the new scheme has less stochastic errors. Therefore, the improved SMC method is able to solve more realistic problems with

  3. Conditional time series forecasting with convolutional neural networks

    NARCIS (Netherlands)

    A. Borovykh (Anastasia); S.M. Bohte (Sander); C.W. Oosterlee (Cornelis)

    2017-01-01

    textabstractForecasting financial time series using past observations has been a significant topic of interest. While temporal relationships in the data exist, they are difficult to analyze and predict accurately due to the non-linear trends and noise present in the series. We propose to learn these

  4. Non linear microtearing modes

    International Nuclear Information System (INIS)

    Garbet, X.; Mourgues, F.; Samain, A.

    1987-01-01

    Among the various instabilities which could explain the anomalous electron heat transport observed in tokamaks during additional heating, a microtearing turbulence is a reasonable candidate since it affects directly the magnetic topology. This turbulence may be described in a proper frame rotating around the majors axis by a static potential vector. In strong non linear regimes, the flow of electrons along the stochastic field lines induces a current. The point is to know whether this current can sustain the turbulence. The mechanisms of this self-consistency, involving the combined effects of the thermal diamagnetism and of the electric drift are presented here

  5. Patient-specific non-linear finite element modelling for predicting soft organ deformation in real-time: application to non-rigid neuroimage registration.

    Science.gov (United States)

    Wittek, Adam; Joldes, Grand; Couton, Mathieu; Warfield, Simon K; Miller, Karol

    2010-12-01

    Long computation times of non-linear (i.e. accounting for geometric and material non-linearity) biomechanical models have been regarded as one of the key factors preventing application of such models in predicting organ deformation for image-guided surgery. This contribution presents real-time patient-specific computation of the deformation field within the brain for six cases of brain shift induced by craniotomy (i.e. surgical opening of the skull) using specialised non-linear finite element procedures implemented on a graphics processing unit (GPU). In contrast to commercial finite element codes that rely on an updated Lagrangian formulation and implicit integration in time domain for steady state solutions, our procedures utilise the total Lagrangian formulation with explicit time stepping and dynamic relaxation. We used patient-specific finite element meshes consisting of hexahedral and non-locking tetrahedral elements, together with realistic material properties for the brain tissue and appropriate contact conditions at the boundaries. The loading was defined by prescribing deformations on the brain surface under the craniotomy. Application of the computed deformation fields to register (i.e. align) the preoperative and intraoperative images indicated that the models very accurately predict the intraoperative deformations within the brain. For each case, computing the brain deformation field took less than 4 s using an NVIDIA Tesla C870 GPU, which is two orders of magnitude reduction in computation time in comparison to our previous study in which the brain deformation was predicted using a commercial finite element solver executed on a personal computer. Copyright © 2010 Elsevier Ltd. All rights reserved.

  6. Analysing Stable Time Series

    National Research Council Canada - National Science Library

    Adler, Robert

    1997-01-01

    We describe how to take a stable, ARMA, time series through the various stages of model identification, parameter estimation, and diagnostic checking, and accompany the discussion with a goodly number...

  7. Multivariate Time Series Search

    Data.gov (United States)

    National Aeronautics and Space Administration — Multivariate Time-Series (MTS) are ubiquitous, and are generated in areas as disparate as sensor recordings in aerospace systems, music and video streams, medical...

  8. Long time series

    DEFF Research Database (Denmark)

    Hisdal, H.; Holmqvist, E.; Hyvärinen, V.

    Awareness that emission of greenhouse gases will raise the global temperature and change the climate has led to studies trying to identify such changes in long-term climate and hydrologic time series. This report, written by the......Awareness that emission of greenhouse gases will raise the global temperature and change the climate has led to studies trying to identify such changes in long-term climate and hydrologic time series. This report, written by the...

  9. Visual time series analysis

    DEFF Research Database (Denmark)

    Fischer, Paul; Hilbert, Astrid

    2012-01-01

    We introduce a platform which supplies an easy-to-handle, interactive, extendable, and fast analysis tool for time series analysis. In contrast to other software suits like Maple, Matlab, or R, which use a command-line-like interface and where the user has to memorize/look-up the appropriate...... commands, our application is select-and-click-driven. It allows to derive many different sequences of deviations for a given time series and to visualize them in different ways in order to judge their expressive power and to reuse the procedure found. For many transformations or model-ts, the user may...... choose between manual and automated parameter selection. The user can dene new transformations and add them to the system. The application contains efficient implementations of advanced and recent techniques for time series analysis including techniques related to extreme value analysis and filtering...

  10. Modelling Loudspeaker Non-Linearities

    DEFF Research Database (Denmark)

    Agerkvist, Finn T.

    2007-01-01

    This paper investigates different techniques for modelling the non-linear parameters of the electrodynamic loudspeaker. The methods are tested not only for their accuracy within the range of original data, but also for the ability to work reasonable outside that range, and it is demonstrated...... that polynomial expansions are rather poor at this, whereas an inverse polynomial expansion or localized fitting functions such as the gaussian are better suited for modelling the Bl-factor and compliance. For the inductance the sigmoid function is shown to give very good results. Finally the time varying...

  11. Time Series Momentum

    DEFF Research Database (Denmark)

    Moskowitz, Tobias J.; Ooi, Yao Hua; Heje Pedersen, Lasse

    2012-01-01

    We document significant “time series momentum” in equity index, currency, commodity, and bond futures for each of the 58 liquid instruments we consider. We find persistence in returns for one to 12 months that partially reverses over longer horizons, consistent with sentiment theories of initial...... under-reaction and delayed over-reaction. A diversified portfolio of time series momentum strategies across all asset classes delivers substantial abnormal returns with little exposure to standard asset pricing factors and performs best during extreme markets. Examining the trading activities...

  12. Applied time series analysis

    CERN Document Server

    Woodward, Wayne A; Elliott, Alan C

    2011-01-01

    ""There is scarcely a standard technique that the reader will find left out … this book is highly recommended for those requiring a ready introduction to applicable methods in time series and serves as a useful resource for pedagogical purposes.""-International Statistical Review (2014), 82""Current time series theory for practice is well summarized in this book.""-Emmanuel Parzen, Texas A&M University""What an extraordinary range of topics covered, all very insightfully. I like [the authors'] innovations very much, such as the AR factor table.""-David Findley, U.S. Census Bureau (retired)""…

  13. Predicting chaotic time series

    International Nuclear Information System (INIS)

    Farmer, J.D.; Sidorowich, J.J.

    1987-01-01

    We present a forecasting technique for chaotic data. After embedding a time series in a state space using delay coordinates, we ''learn'' the induced nonlinear mapping using local approximation. This allows us to make short-term predictions of the future behavior of a time series, using information based only on past values. We present an error estimate for this technique, and demonstrate its effectiveness by applying it to several examples, including data from the Mackey-Glass delay differential equation, Rayleigh-Benard convection, and Taylor-Couette flow

  14. Generalized correlation dimension - a way to analyze short time changes in non-linear dynamics of thermal plasma

    Czech Academy of Sciences Publication Activity Database

    Gruber, Jan

    2011-01-01

    Roč. 56, č. 2 (2011), s. 185-205 ISSN 0001-7043 Institutional research plan: CEZ:AV0Z20570509 Keywords : correlation dimension * time-embeddings * chaos Subject RIV: BL - Plasma and Gas Discharge Physics

  15. Non-linear dynamics in Parkinsonism

    Directory of Open Access Journals (Sweden)

    Olivier eDarbin

    2013-12-01

    Full Text Available Over the last 30 years, the functions (and dysfunctions of the sensory-motor circuitry have been mostly conceptualized using linear modelizations which have resulted in two main models: the "rate hypothesis" and the "oscillatory hypothesis". In these two models, the basal ganglia data stream is envisaged as a random temporal combination of independent simple patterns issued from its probability distribution of interval interspikes or its spectrum of frequencies respectively.More recently, non-linear analyses have been introduced in the modelization of motor circuitry activities, and they have provided evidences that complex temporal organizations exist in basal ganglia neuronal activities. Regarding movement disorders, these complex temporal organizations in the basal ganglia data stream differ between conditions (i.e. parkinsonism, dyskinesia, healthy control and are responsive to treatments (i.e. L-DOPA,DBS. A body of evidence has reported that basal ganglia neuronal entropy (a marker for complexity/irregularity in time series is higher in hypokinetic state. In line with these findings, an entropy-based model has been recently formulated to introduce basal ganglia entropy as a marker for the alteration of motor processing and a factor of motor inhibition. Importantly, non-linear features have also been identified as a marker of condition and/or treatment effects in brain global signals (EEG, muscular activities (EMG or kinetic of motor symptoms (tremor, gait of patients with movement disorders. It is therefore warranted that the non-linear dynamics of motor circuitry will contribute to a better understanding of the neuronal dysfunctions underlying the spectrum of parkinsonian motor symptoms including tremor, rigidity and hypokinesia.

  16. A Hybrid Joint Moment Ratio Test for Financial Time Series

    NARCIS (Netherlands)

    P.A. Groenendijk (Patrick); A. Lucas (André); C.G. de Vries (Casper)

    1998-01-01

    textabstractWe advocate the use of absolute moment ratio statistics in conjunction with standard variance ratio statistics in order to disentangle linear dependence, non-linear dependence, and leptokurtosis in financial time series. Both statistics are computed for multiple return horizons

  17. Non-Linear Optical Phenomena in Detecting Materials as a Possibility for Fast Timing in Detectors of Ionizing Radiation

    CERN Document Server

    Korjik, M. V.; Buganov, O.; Fedorov, A. A.; Emelianchik, I.; Griesmayer, E.; Mechinsky, V.; Nargelas, S.; Sidletskiy, O.; Tamulaitis, G.; Tikhomirov, S. N.; Vaitkevicius, A.

    2016-01-01

    The time resolution of the detectors currently in use is limited by 50-70 ps due to the spontaneous processes involved in the development of the response signal, which forms after the relaxation of carriers generated during the interaction. In this study, we investigate the feasibility of exploiting sub-picosecond phenomena occurring after the interaction of scintillator material with ionizing radiation by probing the material with ultra-short laser pulses. One of the phenomena is the elastic polarization due to the local lattice distortion caused by the displacement of electrons and holes generated by ionization. The key feature of the elastic polarization is its short response time, which makes it prospective for using as an optically detectable time mark. The nonlinear optical absorption of femtosecond light pulses of appropriate wavelength is demonstrated to be a prospective tool to form the mark. This study was aimed at searching for inorganic crystalline media combining scintillation properties and non-...

  18. Long-time and large-distance asymptotic behavior of the current-current correlators in the non-linear Schroedinger model

    Energy Technology Data Exchange (ETDEWEB)

    Kozlowski, K.K. [Deutsches Elektronen-Synchrotron (DESY), Hamburg (Germany); Terras, V. [CNRS, ENS Lyon (France). Lab. de Physique

    2010-12-15

    We present a new method allowing us to derive the long-time and large-distance asymptotic behavior of the correlations functions of quantum integrable models from their exact representations. Starting from the form factor expansion of the correlation functions in finite volume, we explain how to reduce the complexity of the computation in the so-called interacting integrable models to the one appearing in free fermion equivalent models. We apply our method to the time-dependent zero-temperature current-current correlation function in the non-linear Schroedinger model and compute the first few terms in its asymptotic expansion. Our result goes beyond the conformal field theory based predictions: in the time-dependent case, other types of excitations than the ones on the Fermi surface contribute to the leading orders of the asymptotics. (orig.)

  19. Long-time and large-distance asymptotic behavior of the current-current correlators in the non-linear Schroedinger model

    International Nuclear Information System (INIS)

    Kozlowski, K.K.; Terras, V.

    2010-12-01

    We present a new method allowing us to derive the long-time and large-distance asymptotic behavior of the correlations functions of quantum integrable models from their exact representations. Starting from the form factor expansion of the correlation functions in finite volume, we explain how to reduce the complexity of the computation in the so-called interacting integrable models to the one appearing in free fermion equivalent models. We apply our method to the time-dependent zero-temperature current-current correlation function in the non-linear Schroedinger model and compute the first few terms in its asymptotic expansion. Our result goes beyond the conformal field theory based predictions: in the time-dependent case, other types of excitations than the ones on the Fermi surface contribute to the leading orders of the asymptotics. (orig.)

  20. Robust Forecasting of Non-Stationary Time Series

    OpenAIRE

    Croux, C.; Fried, R.; Gijbels, I.; Mahieu, K.

    2010-01-01

    This paper proposes a robust forecasting method for non-stationary time series. The time series is modelled using non-parametric heteroscedastic regression, and fitted by a localized MM-estimator, combining high robustness and large efficiency. The proposed method is shown to produce reliable forecasts in the presence of outliers, non-linearity, and heteroscedasticity. In the absence of outliers, the forecasts are only slightly less precise than those based on a localized Least Squares estima...

  1. Limitations of Feedback, Feedforward and IMC Controller for a First Order Non-Linear Process with Dead Time

    Directory of Open Access Journals (Sweden)

    Maruthai Suresh

    2010-10-01

    Full Text Available A nonlinear process, the heat exchanger whose parameters vary with respect to the process variable, is considered. The time constant and gain of the chosen process vary as a function of temperature. The limitations of the conventional feedback controller tuned using Ziegler-Nichols settings for the chosen process are brought out. The servo and regulatory responses through simulation and experimentation for various magnitudes of set-point changes and load changes at various operating points with the controller tuned only at a chosen nominal operating point are obtained and analyzed. Regulatory responses for output load changes are studied. The efficiency of feedforward controller and the effects of modeling error have been brought out. An IMC based system is presented to understand clearly how variations of system parameters affect the performance of the controller. The present work illustrates the effectiveness of Feedforward and IMC controller.

  2. Spatial and Time Dynamics of Non-Linear Vortices in Plasma Lens for High-Current Ion Beam Focusing

    Science.gov (United States)

    Goncharov, Alexei A.; Maslov, Vasyl I.; Onishchenko, Ivan N.; Tretyakov, Vitalij N.

    2002-11-01

    It is known from numerical simulation (see, for example, [1]) and from experiments (see, for example, [2]), that an electron density bunches as discrete vortices are long - living structures in vacuum. However, in laboratory experiments [2] it has been shown that the vortices are changed faster, when they are submersed in electrons, distributed around them. The charged plasma lens intended for a focussing of high-current ion beams, has the same crossed configuration of a radial electrical and longitudinal magnetic field [3], as only electron plasma. In this lens the vortical turbulence is excited [3]. The vortex - bunch and vortex - hole are rotated in the inverse directions in system of their rest. The instability development in initially homogeneous plasma causes that the vortices are excited by pairs. Namely, if the vortex - bunch of electrons is generated, near the vortex - hole of electrons is also generated. It is shown, that in nonuniform plasma the vortices behave is various in time. Namely, the vortex - bunch goes to area of larger electron density, and the vortex - hole goes to area of smaller electron density. The speed of the vortex - hole is less than speed of the vortex - bunch. It is shown, that the electron vortices, generated in the plasma lens, can result in to formation of spiral distribution of electron density. The physical mechanism of coalescence of electron vortices - bunches is proposed. 1.Driscoll C.F. et al. Plasma Phys. Contr. Fus. Res. 3 (1989) 507. 2.Kiwamoto Y. et al. Non-neutral plasma physics. Princeton. 1999. P. 99-105. 3.Goncharov A. et al. Plasma Phys. Rep. 20 (1994) 499.

  3. The time-walk of analog constant fraction discriminators using very fast scintillator detectors with linear and non-linear energy response

    Energy Technology Data Exchange (ETDEWEB)

    Regis, J.-M., E-mail: regis@ikp.uni-koeln.de [Institut fuer Kernphysik der Universitaet zu Koeln, Zuelpicher Str. 77, 50937 Koeln (Germany); Rudigier, M.; Jolie, J.; Blazhev, A.; Fransen, C.; Pascovici, G.; Warr, N. [Institut fuer Kernphysik der Universitaet zu Koeln, Zuelpicher Str. 77, 50937 Koeln (Germany)

    2012-08-21

    The electronic {gamma}-{gamma} fast timing technique allows for direct nuclear lifetime determination down to the few picoseconds region by measuring the time difference between two coincident {gamma}-ray transitions. Using high resolution ultra-fast LaBr{sub 3}(Ce) scintillator detectors in combination with the recently developed mirror symmetric centroid difference method, nuclear lifetimes are measured with a time resolving power of around 5 ps. The essence of the method is to calibrate the energy dependent position (centroid) of the prompt response function of the setup which is obtained for simultaneously occurring events. This time-walk of the prompt response function induced by the analog constant fraction discriminator has been determined by systematic measurements using different photomultiplier tubes and timing adjustments of the constant fraction discriminator. We propose a universal calibration function which describes the time-walk or the combined {gamma}-{gamma} time-walk characteristics, respectively, for either a linear or a non-linear amplitude versus energy dependency of the scintillator detector output pulses.

  4. Modelling bursty time series

    International Nuclear Information System (INIS)

    Vajna, Szabolcs; Kertész, János; Tóth, Bálint

    2013-01-01

    Many human-related activities show power-law decaying interevent time distribution with exponents usually varying between 1 and 2. We study a simple task-queuing model, which produces bursty time series due to the non-trivial dynamics of the task list. The model is characterized by a priority distribution as an input parameter, which describes the choice procedure from the list. We give exact results on the asymptotic behaviour of the model and we show that the interevent time distribution is power-law decaying for any kind of input distributions that remain normalizable in the infinite list limit, with exponents tunable between 1 and 2. The model satisfies a scaling law between the exponents of interevent time distribution (β) and autocorrelation function (α): α + β = 2. This law is general for renewal processes with power-law decaying interevent time distribution. We conclude that slowly decaying autocorrelation function indicates long-range dependence only if the scaling law is violated. (paper)

  5. Convergence of hybrid methods for solving non-linear partial ...

    African Journals Online (AJOL)

    This paper is concerned with the numerical solution and convergence analysis of non-linear partial differential equations using a hybrid method. The solution technique involves discretizing the non-linear system of PDE to obtain a corresponding non-linear system of algebraic difference equations to be solved at each time ...

  6. Non linear viscoelastic models

    DEFF Research Database (Denmark)

    Agerkvist, Finn T.

    2011-01-01

    Viscoelastic eects are often present in loudspeaker suspensions, this can be seen in the displacement transfer function which often shows a frequency dependent value below the resonance frequency. In this paper nonlinear versions of the standard linear solid model (SLS) are investigated....... The simulations show that the nonlinear version of the Maxwell SLS model can result in a time dependent small signal stiness while the Kelvin Voight version does not....

  7. Non-linear optical materials

    CERN Document Server

    Saravanan, R

    2018-01-01

    Non-linear optical materials have widespread and promising applications, but the efforts to understand the local structure, electron density distribution and bonding is still lacking. The present work explores the structural details, the electron density distribution and the local bond length distribution of some non-linear optical materials. It also gives estimation of the optical band gap, the particle size, crystallite size, and the elemental composition from UV-Visible analysis, SEM, XRD and EDS of some non-linear optical materials respectively.

  8. Non-linear Relationship between BOLD Activation and Amplitude of Beta Oscillations in the Supplementary Motor Area during Rhythmic Finger Tapping and Internal Timing

    Science.gov (United States)

    Gompf, Florian; Pflug, Anja; Laufs, Helmut; Kell, Christian A.

    2017-01-01

    Functional imaging studies using BOLD contrasts have consistently reported activation of the supplementary motor area (SMA) both during motor and internal timing tasks. Opposing findings, however, have been shown for the modulation of beta oscillations in the SMA. While movement suppresses beta oscillations in the SMA, motor and non-motor tasks that rely on internal timing increase the amplitude of beta oscillations in the SMA. These independent observations suggest that the relationship between beta oscillations and BOLD activation is more complex than previously thought. Here we set out to investigate this rapport by examining beta oscillations in the SMA during movement with varying degrees of internal timing demands. In a simultaneous EEG-fMRI experiment, 20 healthy right-handed subjects performed an auditory-paced finger-tapping task. Internal timing was operationalized by including conditions with taps on every fourth auditory beat, which necessitates generation of a slow internal rhythm, while tapping to every auditory beat reflected simple auditory-motor synchronization. In the SMA, BOLD activity increased and power in both the low and the high beta band decreased expectedly during each condition compared to baseline. Internal timing was associated with a reduced desynchronization of low beta oscillations compared to conditions without internal timing demands. In parallel with this relative beta power increase, internal timing activated the SMA more strongly in terms of BOLD. This documents a task-dependent non-linear relationship between BOLD and beta-oscillations in the SMA. We discuss different roles of beta synchronization and desynchronization in active processing within the same cortical region. PMID:29249950

  9. Non-linear Relationship between BOLD Activation and Amplitude of Beta Oscillations in the Supplementary Motor Area during Rhythmic Finger Tapping and Internal Timing.

    Science.gov (United States)

    Gompf, Florian; Pflug, Anja; Laufs, Helmut; Kell, Christian A

    2017-01-01

    Functional imaging studies using BOLD contrasts have consistently reported activation of the supplementary motor area (SMA) both during motor and internal timing tasks. Opposing findings, however, have been shown for the modulation of beta oscillations in the SMA. While movement suppresses beta oscillations in the SMA, motor and non-motor tasks that rely on internal timing increase the amplitude of beta oscillations in the SMA. These independent observations suggest that the relationship between beta oscillations and BOLD activation is more complex than previously thought. Here we set out to investigate this rapport by examining beta oscillations in the SMA during movement with varying degrees of internal timing demands. In a simultaneous EEG-fMRI experiment, 20 healthy right-handed subjects performed an auditory-paced finger-tapping task. Internal timing was operationalized by including conditions with taps on every fourth auditory beat, which necessitates generation of a slow internal rhythm, while tapping to every auditory beat reflected simple auditory-motor synchronization. In the SMA, BOLD activity increased and power in both the low and the high beta band decreased expectedly during each condition compared to baseline. Internal timing was associated with a reduced desynchronization of low beta oscillations compared to conditions without internal timing demands. In parallel with this relative beta power increase, internal timing activated the SMA more strongly in terms of BOLD. This documents a task-dependent non-linear relationship between BOLD and beta-oscillations in the SMA. We discuss different roles of beta synchronization and desynchronization in active processing within the same cortical region.

  10. Introduction to Time Series Modeling

    CERN Document Server

    Kitagawa, Genshiro

    2010-01-01

    In time series modeling, the behavior of a certain phenomenon is expressed in relation to the past values of itself and other covariates. Since many important phenomena in statistical analysis are actually time series and the identification of conditional distribution of the phenomenon is an essential part of the statistical modeling, it is very important and useful to learn fundamental methods of time series modeling. Illustrating how to build models for time series using basic methods, "Introduction to Time Series Modeling" covers numerous time series models and the various tools f

  11. GPS Position Time Series @ JPL

    Science.gov (United States)

    Owen, Susan; Moore, Angelyn; Kedar, Sharon; Liu, Zhen; Webb, Frank; Heflin, Mike; Desai, Shailen

    2013-01-01

    Different flavors of GPS time series analysis at JPL - Use same GPS Precise Point Positioning Analysis raw time series - Variations in time series analysis/post-processing driven by different users. center dot JPL Global Time Series/Velocities - researchers studying reference frame, combining with VLBI/SLR/DORIS center dot JPL/SOPAC Combined Time Series/Velocities - crustal deformation for tectonic, volcanic, ground water studies center dot ARIA Time Series/Coseismic Data Products - Hazard monitoring and response focused center dot ARIA data system designed to integrate GPS and InSAR - GPS tropospheric delay used for correcting InSAR - Caltech's GIANT time series analysis uses GPS to correct orbital errors in InSAR - Zhen Liu's talking tomorrow on InSAR Time Series analysis

  12. Estimate the time varying brain receptor occupancy in PET imaging experiments using non-linear fixed and mixed effect modeling approach

    International Nuclear Information System (INIS)

    Zamuner, Stefano; Gomeni, Roberto; Bye, Alan

    2002-01-01

    Positron-Emission Tomography (PET) is an imaging technology currently used in drug development as a non-invasive measure of drug distribution and interaction with biochemical target system. The level of receptor occupancy achieved by a compound can be estimated by comparing time-activity measurements in an experiment done using tracer alone with the activity measured when the tracer is given following administration of unlabelled compound. The effective use of this surrogate marker as an enabling tool for drug development requires the definition of a model linking the brain receptor occupancy with the fluctuation of plasma concentrations. However, the predictive performance of such a model is strongly related to the precision on the estimate of receptor occupancy evaluated in PET scans collected at different times following drug treatment. Several methods have been proposed for the analysis and the quantification of the ligand-receptor interactions investigated from PET data. The aim of the present study is to evaluate alternative parameter estimation strategies based on the use of non-linear mixed effect models allowing to account for intra and inter-subject variability on the time-activity and for covariates potentially explaining this variability. A comparison of the different modeling approaches is presented using real data. The results of this comparison indicates that the mixed effect approach with a primary model partitioning the variance in term of Inter-Individual Variability (IIV) and Inter-Occasion Variability (IOV) and a second stage model relating the changes on binding potential to the dose of unlabelled drug is definitely the preferred approach

  13. Chaotic time series. Part II. System Identification and Prediction

    Directory of Open Access Journals (Sweden)

    Bjørn Lillekjendlie

    1994-10-01

    Full Text Available This paper is the second in a series of two, and describes the current state of the art in modeling and prediction of chaotic time series. Sample data from deterministic non-linear systems may look stochastic when analysed with linear methods. However, the deterministic structure may be uncovered and non-linear models constructed that allow improved prediction. We give the background for such methods from a geometrical point of view, and briefly describe the following types of methods: global polynomials, local polynomials, multilayer perceptrons and semi-local methods including radial basis functions. Some illustrative examples from known chaotic systems are presented, emphasising the increase in prediction error with time. We compare some of the algorithms with respect to prediction accuracy and storage requirements, and list applications of these methods to real data from widely different areas.

  14. From Networks to Time Series

    Science.gov (United States)

    Shimada, Yutaka; Ikeguchi, Tohru; Shigehara, Takaomi

    2012-10-01

    In this Letter, we propose a framework to transform a complex network to a time series. The transformation from complex networks to time series is realized by the classical multidimensional scaling. Applying the transformation method to a model proposed by Watts and Strogatz [Nature (London) 393, 440 (1998)], we show that ring lattices are transformed to periodic time series, small-world networks to noisy periodic time series, and random networks to random time series. We also show that these relationships are analytically held by using the circulant-matrix theory and the perturbation theory of linear operators. The results are generalized to several high-dimensional lattices.

  15. Non-linear Capital Taxation Without Commitment

    OpenAIRE

    Emmanuel Farhi; Christopher Sleet; Iván Werning; Sevin Yeltekin

    2012-01-01

    We study efficient non-linear taxation of labour and capital in a dynamic Mirrleesian model incorporating political economy constraints. Policies are chosen sequentially over time, without commitment. Our main result is that the marginal tax on capital income is progressive, in the sense that richer agents face higher marginal tax rates. Copyright , Oxford University Press.

  16. Bootstrap Power of Time Series Goodness of fit tests

    Directory of Open Access Journals (Sweden)

    Sohail Chand

    2013-10-01

    Full Text Available In this article, we looked at power of various versions of Box and Pierce statistic and Cramer von Mises test. An extensive simulation study has been conducted to compare the power of these tests. Algorithms have been provided for the power calculations and comparison has also been made between the semi parametric bootstrap methods used for time series. Results show that Box-Pierce statistic and its various versions have good power against linear time series models but poor power against non linear models while situation reverses for Cramer von Mises test. Moreover, we found that dynamic bootstrap method is better than xed design bootstrap method.

  17. Time Series with Long Memory

    OpenAIRE

    西埜, 晴久

    2004-01-01

    The paper investigates an application of long-memory processes to economic time series. We show properties of long-memory processes, which are motivated to model a long-memory phenomenon in economic time series. An FARIMA model is described as an example of long-memory model in statistical terms. The paper explains basic limit theorems and estimation methods for long-memory processes in order to apply long-memory models to economic time series.

  18. Non-Linear Non Stationary Analysis of Two-Dimensional Time-Series Applied to GRACE Data, Phase II

    Data.gov (United States)

    National Aeronautics and Space Administration — The proposed innovative two-dimensional (2D) empirical mode decomposition (EMD) analysis was applied to NASA's Gravity Recovery and Climate Experiment (GRACE)...

  19. Is Switzerland an interest rate island after all? Time series and non-linear switching regime evidence

    OpenAIRE

    Feld, Lars P.; Köhler, Ekkehard A.

    2015-01-01

    Has the “Swiss interest rate anomaly” persisted after the financial crisis? Regarding the hypothesis that the Swiss interest rate anomaly results from systemic risk anticipation, we discuss whether Switzerland remains an interest rate island in the wake of the financial crisis. We find evidence for the demise of the interest rate bonus of the Swiss franc (CHF) vis-à-vis the Euro (EUR) after the Swiss National Bank (SNB) started to advocate an exchange rate floor with the Euro. After the compr...

  20. Generalized non-linear Schroedinger hierarchy

    International Nuclear Information System (INIS)

    Aratyn, H.; Gomes, J.F.; Zimerman, A.H.

    1994-01-01

    The importance in studying the completely integrable models have became evident in the last years due to the fact that those models present an algebraic structure extremely rich, providing the natural scenery for solitons description. Those models can be described through non-linear differential equations, pseudo-linear operators (Lax formulation), or a matrix formulation. The integrability implies in the existence of a conservation law associated to each of degree of freedom. Each conserved charge Q i can be associated to a Hamiltonian, defining a time evolution related to to a time t i through the Hamilton equation ∂A/∂t i =[A,Q i ]. Particularly, for a two-dimensions field theory, infinite degree of freedom exist, and consequently infinite conservation laws describing the time evolution in space of infinite times. The Hamilton equation defines a hierarchy of models which present a infinite set of conservation laws. This paper studies the generalized non-linear Schroedinger hierarchy

  1. Non-linear soil-structure interaction

    International Nuclear Information System (INIS)

    Wolf, J.P.

    1984-01-01

    The basic equation of motion to analyse the interaction of a non-linear structure and an irregular soil with the linear unbounded soil is formulated in the time domain. The contribution of the unbounded soil involves convolution integrals of the dynamic-stiffness coefficients in the time domain and the corresponding motions. As another possibility, a flexibility formulation fot the contribution of the unbounded soil using the dynamic-flexibility coefficients in the time domain, together with the direct-stiffness method for the structure and the irregular soil can be applied. As an example of a non-linear soil-structure-interaction analysis, the partial uplift of the basemat of a structure is examined. (Author) [pt

  2. Non-linear finite element analysis in structural mechanics

    CERN Document Server

    Rust, Wilhelm

    2015-01-01

    This monograph describes the numerical analysis of non-linearities in structural mechanics, i.e. large rotations, large strain (geometric non-linearities), non-linear material behaviour, in particular elasto-plasticity as well as time-dependent behaviour, and contact. Based on that, the book treats stability problems and limit-load analyses, as well as non-linear equations of a large number of variables. Moreover, the author presents a wide range of problem sets and their solutions. The target audience primarily comprises advanced undergraduate and graduate students of mechanical and civil engineering, but the book may also be beneficial for practising engineers in industry.

  3. Identification of Non-Linear Structures using Recurrent Neural Networks

    DEFF Research Database (Denmark)

    Kirkegaard, Poul Henning; Nielsen, Søren R. K.; Hansen, H. I.

    Two different partially recurrent neural networks structured as Multi Layer Perceptrons (MLP) are investigated for time domain identification of a non-linear structure.......Two different partially recurrent neural networks structured as Multi Layer Perceptrons (MLP) are investigated for time domain identification of a non-linear structure....

  4. Identification of Non-Linear Structures using Recurrent Neural Networks

    DEFF Research Database (Denmark)

    Kirkegaard, Poul Henning; Nielsen, Søren R. K.; Hansen, H. I.

    1995-01-01

    Two different partially recurrent neural networks structured as Multi Layer Perceptrons (MLP) are investigated for time domain identification of a non-linear structure.......Two different partially recurrent neural networks structured as Multi Layer Perceptrons (MLP) are investigated for time domain identification of a non-linear structure....

  5. Non-linear Loudspeaker Unit Modelling

    DEFF Research Database (Denmark)

    Pedersen, Bo Rohde; Agerkvist, Finn T.

    2008-01-01

    Simulations of a 6½-inch loudspeaker unit are performed and compared with a displacement measurement. The non-linear loudspeaker model is based on the major nonlinear functions and expanded with time-varying suspension behaviour and flux modulation. The results are presented with FFT plots of thr...... frequencies and different displacement levels. The model errors are discussed and analysed including a test with loudspeaker unit where the diaphragm is removed....

  6. Forecasting Cryptocurrencies Financial Time Series

    DEFF Research Database (Denmark)

    Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco

    2018-01-01

    This paper studies the predictability of cryptocurrencies time series. We compare several alternative univariate and multivariate models in point and density forecasting of four of the most capitalized series: Bitcoin, Litecoin, Ripple and Ethereum. We apply a set of crypto–predictors and rely...

  7. Time series with tailored nonlinearities

    Science.gov (United States)

    Räth, C.; Laut, I.

    2015-10-01

    It is demonstrated how to generate time series with tailored nonlinearities by inducing well-defined constraints on the Fourier phases. Correlations between the phase information of adjacent phases and (static and dynamic) measures of nonlinearities are established and their origin is explained. By applying a set of simple constraints on the phases of an originally linear and uncorrelated Gaussian time series, the observed scaling behavior of the intensity distribution of empirical time series can be reproduced. The power law character of the intensity distributions being typical for, e.g., turbulence and financial data can thus be explained in terms of phase correlations.

  8. Models for dependent time series

    CERN Document Server

    Tunnicliffe Wilson, Granville; Haywood, John

    2015-01-01

    Models for Dependent Time Series addresses the issues that arise and the methodology that can be applied when the dependence between time series is described and modeled. Whether you work in the economic, physical, or life sciences, the book shows you how to draw meaningful, applicable, and statistically valid conclusions from multivariate (or vector) time series data.The first four chapters discuss the two main pillars of the subject that have been developed over the last 60 years: vector autoregressive modeling and multivariate spectral analysis. These chapters provide the foundational mater

  9. Coupling electromagnetic pulse-shaped waves into wire-like interconnection structures with a non-linear protection – Time domain calculations by the PEEC method

    Directory of Open Access Journals (Sweden)

    G. Wollenberg

    2004-01-01

    Full Text Available An interconnection system whose loads protected by a voltage suppressor and a low-pass filter against overvoltages caused by coupling pulse-shaped electromagnetic waves is analyzed. The external wave influencing the system is assumed as a plane wave with HPM form. The computation is provided by a full-wave PEEC model for the interconnection structure incorporated in the SPICE code. Thus, nonlinear elements of the protection circuit can be included in the calculation. The analysis shows intermodulation distortions and penetrations of low frequency interferences caused by intermodulations through the protection circuits. The example examined shows the necessity of using full-wave models for interconnections together with non-linear circuit solvers for simulation of noise immunity in systems protected by nonlinear devices.

  10. Clustering of financial time series

    Science.gov (United States)

    D'Urso, Pierpaolo; Cappelli, Carmela; Di Lallo, Dario; Massari, Riccardo

    2013-05-01

    This paper addresses the topic of classifying financial time series in a fuzzy framework proposing two fuzzy clustering models both based on GARCH models. In general clustering of financial time series, due to their peculiar features, needs the definition of suitable distance measures. At this aim, the first fuzzy clustering model exploits the autoregressive representation of GARCH models and employs, in the framework of a partitioning around medoids algorithm, the classical autoregressive metric. The second fuzzy clustering model, also based on partitioning around medoids algorithm, uses the Caiado distance, a Mahalanobis-like distance, based on estimated GARCH parameters and covariances that takes into account the information about the volatility structure of time series. In order to illustrate the merits of the proposed fuzzy approaches an application to the problem of classifying 29 time series of Euro exchange rates against international currencies is presented and discussed, also comparing the fuzzy models with their crisp version.

  11. Time series analysis time series analysis methods and applications

    CERN Document Server

    Rao, Tata Subba; Rao, C R

    2012-01-01

    The field of statistics not only affects all areas of scientific activity, but also many other matters such as public policy. It is branching rapidly into so many different subjects that a series of handbooks is the only way of comprehensively presenting the various aspects of statistical methodology, applications, and recent developments. The Handbook of Statistics is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with Volume 30 dealing with time series. The series is addressed to the entire community of statisticians and scientists in various disciplines who use statistical methodology in their work. At the same time, special emphasis is placed on applications-oriented techniques, with the applied statistician in mind as the primary audience. Comprehensively presents the various aspects of statistical methodology Discusses a wide variety of diverse applications and recent developments Contributors are internationally renowened experts in their respect...

  12. Forecasting Cryptocurrencies Financial Time Series

    OpenAIRE

    Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco

    2018-01-01

    This paper studies the predictability of cryptocurrencies time series. We compare several alternative univariate and multivariate models in point and density forecasting of four of the most capitalized series: Bitcoin, Litecoin, Ripple and Ethereum. We apply a set of crypto–predictors and rely on Dynamic Model Averaging to combine a large set of univariate Dynamic Linear Models and several multivariate Vector Autoregressive models with different forms of time variation. We find statistical si...

  13. Grammar-based feature generation for time-series prediction

    CERN Document Server

    De Silva, Anthony Mihirana

    2015-01-01

    This book proposes a novel approach for time-series prediction using machine learning techniques with automatic feature generation. Application of machine learning techniques to predict time-series continues to attract considerable attention due to the difficulty of the prediction problems compounded by the non-linear and non-stationary nature of the real world time-series. The performance of machine learning techniques, among other things, depends on suitable engineering of features. This book proposes a systematic way for generating suitable features using context-free grammar. A number of feature selection criteria are investigated and a hybrid feature generation and selection algorithm using grammatical evolution is proposed. The book contains graphical illustrations to explain the feature generation process. The proposed approaches are demonstrated by predicting the closing price of major stock market indices, peak electricity load and net hourly foreign exchange client trade volume. The proposed method ...

  14. Attractor reconstruction for non-linear systems: a methodological note

    Science.gov (United States)

    Nichols, J.M.; Nichols, J.D.

    2001-01-01

    Attractor reconstruction is an important step in the process of making predictions for non-linear time-series and in the computation of certain invariant quantities used to characterize the dynamics of such series. The utility of computed predictions and invariant quantities is dependent on the accuracy of attractor reconstruction, which in turn is determined by the methods used in the reconstruction process. This paper suggests methods by which the delay and embedding dimension may be selected for a typical delay coordinate reconstruction. A comparison is drawn between the use of the autocorrelation function and mutual information in quantifying the delay. In addition, a false nearest neighbor (FNN) approach is used in minimizing the number of delay vectors needed. Results highlight the need for an accurate reconstruction in the computation of the Lyapunov spectrum and in prediction algorithms.

  15. The importance of non-linearities in modern proton synchrotrons

    International Nuclear Information System (INIS)

    Wilson, E.J.N.

    1977-01-01

    The paper outlines the physics and mathematics of non-linear field errors in the quide fields of accelerators, with particular reference to large accelerators such as the SPS. These non-linearities give rise to closed orbital distortions and non-linear resonances or stopbands. Both of these effects are briefly discussed and the use of resonances for slow beam extraction is also described. Another problem considered is that of chromaticity of the particle beam. The use of sextupoles to correct chromaticity and the Landau damping of beam instabilities using octupoles are also discussed. In the final section the application of Hamiltonian mechanics to non-linearities is demonstrated. The author concludes that the effect of non-linearities on particle dynamics may place a more severe limit on intensity and storage time in large rings than any other effect in transverse phase space. (B.D.)

  16. 10 ps resolution, 160 ns full scale range and less than 1.5% differential non-linearity time-to-digital converter module for high performance timing measurements

    Energy Technology Data Exchange (ETDEWEB)

    Markovic, B.; Tamborini, D.; Villa, F.; Tisa, S.; Tosi, A.; Zappa, F. [Politecnico di Milano, Dipartimento di Elettronica e Informazione, Piazza Leonardo da Vinci 32, 20133 Milano (Italy)

    2012-07-15

    We present a compact high performance time-to-digital converter (TDC) module that provides 10 ps timing resolution, 160 ns dynamic range and a differential non-linearity better than 1.5% LSB{sub rms}. The TDC can be operated either as a general-purpose time-interval measurement device, when receiving external START and STOP pulses, or in photon-timing mode, when employing the on-chip SPAD (single photon avalanche diode) detector for detecting photons and time-tagging them. The instrument precision is 15 ps{sub rms} (i.e., 36 ps{sub FWHM}) and in photon timing mode it is still better than 70 ps{sub FWHM}. The USB link to the remote PC allows the easy setting of measurement parameters, the fast download of acquired data, and their visualization and storing via an user-friendly software interface. The module proves to be the best candidate for a wide variety of applications such as: fluorescence lifetime imaging, time-of-flight ranging measurements, time-resolved positron emission tomography, single-molecule spectroscopy, fluorescence correlation spectroscopy, diffuse optical tomography, optical time-domain reflectometry, quantum optics, etc.

  17. Integer-valued time series

    NARCIS (Netherlands)

    van den Akker, R.

    2007-01-01

    This thesis adresses statistical problems in econometrics. The first part contributes statistical methodology for nonnegative integer-valued time series. The second part of this thesis discusses semiparametric estimation in copula models and develops semiparametric lower bounds for a large class of

  18. A penalized framework for distributed lag non-linear models.

    Science.gov (United States)

    Gasparrini, Antonio; Scheipl, Fabian; Armstrong, Ben; Kenward, Michael G

    2017-09-01

    Distributed lag non-linear models (DLNMs) are a modelling tool for describing potentially non-linear and delayed dependencies. Here, we illustrate an extension of the DLNM framework through the use of penalized splines within generalized additive models (GAM). This extension offers built-in model selection procedures and the possibility of accommodating assumptions on the shape of the lag structure through specific penalties. In addition, this framework includes, as special cases, simpler models previously proposed for linear relationships (DLMs). Alternative versions of penalized DLNMs are compared with each other and with the standard unpenalized version in a simulation study. Results show that this penalized extension to the DLNM class provides greater flexibility and improved inferential properties. The framework exploits recent theoretical developments of GAMs and is implemented using efficient routines within freely available software. Real-data applications are illustrated through two reproducible examples in time series and survival analysis. © 2017 The Authors Biometrics published by Wiley Periodicals, Inc. on behalf of International Biometric Society.

  19. Mathematical methods in time series analysis and digital image processing

    CERN Document Server

    Kurths, J; Maass, P; Timmer, J

    2008-01-01

    The aim of this volume is to bring together research directions in theoretical signal and imaging processing developed rather independently in electrical engineering, theoretical physics, mathematics and the computer sciences. In particular, mathematically justified algorithms and methods, the mathematical analysis of these algorithms, and methods as well as the investigation of connections between methods from time series analysis and image processing are reviewed. An interdisciplinary comparison of these methods, drawing upon common sets of test problems from medicine and geophysical/enviromental sciences, is also addressed. This volume coherently summarizes work carried out in the field of theoretical signal and image processing. It focuses on non-linear and non-parametric models for time series as well as on adaptive methods in image processing.

  20. Quantitative Assessment of Arrhythmia Using Non-linear Approach: A Non-invasive Prognostic Tool

    Science.gov (United States)

    Chakraborty, Monisha; Ghosh, Dipak

    2018-04-01

    Accurate prognostic tool to identify severity of Arrhythmia is yet to be investigated, owing to the complexity of the ECG signal. In this paper, we have shown that quantitative assessment of Arrhythmia is possible using non-linear technique based on "Hurst Rescaled Range Analysis". Although the concept of applying "non-linearity" for studying various cardiac dysfunctions is not entirely new, the novel objective of this paper is to identify the severity of the disease, monitoring of different medicine and their dose, and also to assess the efficiency of different medicine. The approach presented in this work is simple which in turn will help doctors in efficient disease management. In this work, Arrhythmia ECG time series are collected from MIT-BIH database. Normal ECG time series are acquired using POLYPARA system. Both time series are analyzed in thelight of non-linear approach following the method "Rescaled Range Analysis". The quantitative parameter, "Fractal Dimension" (D) is obtained from both types of time series. The major finding is that Arrhythmia ECG poses lower values of D as compared to normal. Further, this information can be used to access the severity of Arrhythmia quantitatively, which is a new direction of prognosis as well as adequate software may be developed for the use of medical practice.

  1. Recurrent Neural Network Applications for Astronomical Time Series

    Science.gov (United States)

    Protopapas, Pavlos

    2017-06-01

    The benefits of good predictive models in astronomy lie in early event prediction systems and effective resource allocation. Current time series methods applicable to regular time series have not evolved to generalize for irregular time series. In this talk, I will describe two Recurrent Neural Network methods, Long Short-Term Memory (LSTM) and Echo State Networks (ESNs) for predicting irregular time series. Feature engineering along with a non-linear modeling proved to be an effective predictor. For noisy time series, the prediction is improved by training the network on error realizations using the error estimates from astronomical light curves. In addition to this, we propose a new neural network architecture to remove correlation from the residuals in order to improve prediction and compensate for the noisy data. Finally, I show how to set hyperparameters for a stable and performant solution correctly. In this work, we circumvent this obstacle by optimizing ESN hyperparameters using Bayesian optimization with Gaussian Process priors. This automates the tuning procedure, enabling users to employ the power of RNN without needing an in-depth understanding of the tuning procedure.

  2. Non-linear realization of α0 -extended supersymmetry

    International Nuclear Information System (INIS)

    Nishino, Hitoshi

    2000-01-01

    As generalizations of the original Volkov-Akulov action in four-dimensions, actions are found for all space-time dimensions D invariant under N non-linear realized global supersymmetries. We also give other such actions invariant under the global non-linear supersymmetry. As an interesting consequence, we find a non-linear supersymmetric Born-Infeld action for a non-Abelian gauge group for arbitrary D and N , which coincides with the linearly supersymmetric Born-Infeld action in D=10 at the lowest order. For the gauge group U(N) for M(atrix)-theory, this model has N 2 -extended non-linear supersymmetries, so that its large N limit corresponds to the infinitely many (α 0 ) supersymmetries. We also perform a duality transformation from F μν into its Hodge dual N μ 1 ctdot μD-2 . We next point out that any Chern-Simons action for any (super)groups has the non-linear supersymmetry as a hidden symmetry. Subsequently, we present a superspace formulation for the component results. We further find that as long as superspace supergravity is consistent, this generalized Volkov-Akulov action can further accommodate such curved superspace backgrounds with local supersymmetry, as a super p -brane action with fermionic kappa-symmetry. We further elaborate these results to what we call 'simplified' (Supersymmetry) 2 -models, with both linear and non-linear representations of supersymmetries in superspace at the same time. Our result gives a proof that there is no restriction on D or N for global non-linear supersymmetry. We also see that the non-linear realization of supersymmetry in 'curved' space-time can be interpreted as 'non-perturbative' effect starting with the 'flat' space-time

  3. A Time Series Forecasting Method

    Directory of Open Access Journals (Sweden)

    Wang Zhao-Yu

    2017-01-01

    Full Text Available This paper proposes a novel time series forecasting method based on a weighted self-constructing clustering technique. The weighted self-constructing clustering processes all the data patterns incrementally. If a data pattern is not similar enough to an existing cluster, it forms a new cluster of its own. However, if a data pattern is similar enough to an existing cluster, it is removed from the cluster it currently belongs to and added to the most similar cluster. During the clustering process, weights are learned for each cluster. Given a series of time-stamped data up to time t, we divide it into a set of training patterns. By using the weighted self-constructing clustering, the training patterns are grouped into a set of clusters. To estimate the value at time t + 1, we find the k nearest neighbors of the input pattern and use these k neighbors to decide the estimation. Experimental results are shown to demonstrate the effectiveness of the proposed approach.

  4. Multiple Indicator Stationary Time Series Models.

    Science.gov (United States)

    Sivo, Stephen A.

    2001-01-01

    Discusses the propriety and practical advantages of specifying multivariate time series models in the context of structural equation modeling for time series and longitudinal panel data. For time series data, the multiple indicator model specification improves on classical time series analysis. For panel data, the multiple indicator model…

  5. Integrating real-time and manual monitored data to predict hillslope soil moisture dynamics with high spatio-temporal resolution using linear and non-linear models

    Science.gov (United States)

    Spatio-temporal variability of soil moisture (') is a challenge that remains to be better understood. A trade-off exists between spatial coverage and temporal resolution when using the manual and real-time ' monitoring methods. This restricted the comprehensive and intensive examination of ' dynamic...

  6. Non-linear finite element modeling

    DEFF Research Database (Denmark)

    Mikkelsen, Lars Pilgaard

    The note is written for courses in "Non-linear finite element method". The note has been used by the author teaching non-linear finite element modeling at Civil Engineering at Aalborg University, Computational Mechanics at Aalborg University Esbjerg, Structural Engineering at the University...

  7. Non-linear realizations and bosonic branes

    International Nuclear Information System (INIS)

    West, P.

    2001-01-01

    In this very short note, following hep-th/0001216, we express the well known bosonic brane as a non-linear realization. The reader may also consult hep-th/9912226, 0001216 and 0005270 where the branes of M theory are constructed as a non-linear realisation. The automorphisms of the supersymmetry algebra play an essential role. (author)

  8. Neural Networks for Non-linear Control

    DEFF Research Database (Denmark)

    Sørensen, O.

    1994-01-01

    This paper describes how a neural network, structured as a Multi Layer Perceptron, is trained to predict, simulate and control a non-linear process.......This paper describes how a neural network, structured as a Multi Layer Perceptron, is trained to predict, simulate and control a non-linear process....

  9. Non-Linear Approximation of Bayesian Update

    KAUST Repository

    Litvinenko, Alexander

    2016-01-01

    We develop a non-linear approximation of expensive Bayesian formula. This non-linear approximation is applied directly to Polynomial Chaos Coefficients. In this way, we avoid Monte Carlo sampling and sampling error. We can show that the famous Kalman Update formula is a particular case of this update.

  10. Non-Linear Approximation of Bayesian Update

    KAUST Repository

    Litvinenko, Alexander

    2016-06-23

    We develop a non-linear approximation of expensive Bayesian formula. This non-linear approximation is applied directly to Polynomial Chaos Coefficients. In this way, we avoid Monte Carlo sampling and sampling error. We can show that the famous Kalman Update formula is a particular case of this update.

  11. Foundations of the non-linear mechanics of continua

    CERN Document Server

    Sedov, L I

    1966-01-01

    International Series of Monographs on Interdisciplinary and Advanced Topics in Science and Engineering, Volume 1: Foundations of the Non-Linear Mechanics of Continua deals with the theoretical apparatus, principal concepts, and principles used in the construction of models of material bodies that fill space continuously. This book consists of three chapters. Chapters 1 and 2 are devoted to the theory of tensors and kinematic applications, focusing on the little-known theory of non-linear tensor functions. The laws of dynamics and thermodynamics are covered in Chapter 3.This volume is suitable

  12. Non-linear processes in the Earth atmosphere boundary layer

    Science.gov (United States)

    Grunskaya, Lubov; Valery, Isakevich; Dmitry, Rubay

    2013-04-01

    The work is connected with studying electromagnetic fields in the resonator Earth-Ionosphere. There is studied the interconnection of tide processes of geophysical and astrophysical origin with the Earth electromagnetic fields. On account of non-linear property of the resonator Earth-Ionosphere the tides (moon and astrophysical tides) in the electromagnetic Earth fields are kinds of polyharmonic nature. It is impossible to detect such non-linear processes with the help of the classical spectral analysis. Therefore to extract tide processes in the electromagnetic fields, the method of covariance matrix eigen vectors is used. Experimental investigations of electromagnetic fields in the atmosphere boundary layer are done at the distance spaced stations, situated on Vladimir State University test ground, at Main Geophysical Observatory (St. Petersburg), on Kamchatka pen., on Lake Baikal. In 2012 there was continued to operate the multichannel synchronic monitoring system of electrical and geomagnetic fields at the spaced apart stations: VSU physical experimental proving ground; the station of the Institute of Solar and Terrestrial Physics of Russian Academy of Science (RAS) at Lake Baikal; the station of the Institute of volcanology and seismology of RAS in Paratunka; the station in Obninsk on the base of the scientific and production society "Typhoon". Such investigations turned out to be possible after developing the method of scanning experimental signal of electromagnetic field into non- correlated components. There was used a method of the analysis of the eigen vectors ofthe time series covariance matrix for exposing influence of the moon tides on Ez. The method allows to distribute an experimental signal into non-correlated periodicities. The present method is effective just in the situation when energetical deposit because of possible influence of moon tides upon the electromagnetic fields is little. There have been developed and realized in program components

  13. Distinguishing deterministic and noise components in ELM time series

    International Nuclear Information System (INIS)

    Zvejnieks, G.; Kuzovkov, V.N

    2004-01-01

    Full text: One of the main problems in the preliminary data analysis is distinguishing the deterministic and noise components in the experimental signals. For example, in plasma physics the question arises analyzing edge localized modes (ELMs): is observed ELM behavior governed by a complicate deterministic chaos or just by random processes. We have developed methodology based on financial engineering principles, which allows us to distinguish deterministic and noise components. We extended the linear auto regression method (AR) by including the non-linearity (NAR method). As a starting point we have chosen the nonlinearity in the polynomial form, however, the NAR method can be extended to any other type of non-linear functions. The best polynomial model describing the experimental ELM time series was selected using Bayesian Information Criterion (BIC). With this method we have analyzed type I ELM behavior in a subset of ASDEX Upgrade shots. Obtained results indicate that a linear AR model can describe the ELM behavior. In turn, it means that type I ELM behavior is of a relaxation or random type

  14. A Course in Time Series Analysis

    CERN Document Server

    Peña, Daniel; Tsay, Ruey S

    2011-01-01

    New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The authors begin with basic concepts in univariate time series, providing an up-to-date presentation of ARIMA models, including the Kalman filter, outlier analysis, automatic methods for building ARIMA models, a

  15. Non-linear Ultrasound Imaging

    DEFF Research Database (Denmark)

    Du, Yigang

    .3% relative to the measurement from a 1 inch diameter transducer. A preliminary study for harmonic imaging using synthetic aperture sequential beamforming (SASB) has been demonstrated. A wire phantom underwater measurement is made by an experimental synthetic aperture real-time ultrasound scanner (SARUS......) with a linear array transducer. The second harmonic imaging is obtained by a pulse inversion technique. The received data is beamformed by the SASB using a Beamformation Toolbox. In the measurements the lateral resolution at -6 dB is improved by 66% compared to the conventional imaging algorithm. There is also...... a 35% improvement for the lateral resolution at -6 dB compared with the sole harmonic imaging and a 46% improvement compared with merely using the SASB....

  16. The analysis of time series: an introduction

    National Research Council Canada - National Science Library

    Chatfield, Christopher

    1989-01-01

    .... A variety of practical examples are given to support the theory. The book covers a wide range of time-series topics, including probability models for time series, Box-Jenkins forecasting, spectral analysis, linear systems and system identification...

  17. Prediction and Geometry of Chaotic Time Series

    National Research Council Canada - National Science Library

    Leonardi, Mary

    1997-01-01

    This thesis examines the topic of chaotic time series. An overview of chaos, dynamical systems, and traditional approaches to time series analysis is provided, followed by an examination of state space reconstruction...

  18. Global Population Density Grid Time Series Estimates

    Data.gov (United States)

    National Aeronautics and Space Administration — Global Population Density Grid Time Series Estimates provide a back-cast time series of population density grids based on the year 2000 population grid from SEDAC's...

  19. Kolmogorov Space in Time Series Data

    OpenAIRE

    Kanjamapornkul, K.; Pinčák, R.

    2016-01-01

    We provide the proof that the space of time series data is a Kolmogorov space with $T_{0}$-separation axiom using the loop space of time series data. In our approach we define a cyclic coordinate of intrinsic time scale of time series data after empirical mode decomposition. A spinor field of time series data comes from the rotation of data around price and time axis by defining a new extradimension to time series data. We show that there exist hidden eight dimensions in Kolmogorov space for ...

  20. Effective Feature Preprocessing for Time Series Forecasting

    DEFF Research Database (Denmark)

    Zhao, Junhua; Dong, Zhaoyang; Xu, Zhao

    2006-01-01

    Time series forecasting is an important area in data mining research. Feature preprocessing techniques have significant influence on forecasting accuracy, therefore are essential in a forecasting model. Although several feature preprocessing techniques have been applied in time series forecasting...... performance in time series forecasting. It is demonstrated in our experiment that, effective feature preprocessing can significantly enhance forecasting accuracy. This research can be a useful guidance for researchers on effectively selecting feature preprocessing techniques and integrating them with time...... series forecasting models....

  1. Time Series Analysis and Forecasting by Example

    CERN Document Server

    Bisgaard, Soren

    2011-01-01

    An intuition-based approach enables you to master time series analysis with ease Time Series Analysis and Forecasting by Example provides the fundamental techniques in time series analysis using various examples. By introducing necessary theory through examples that showcase the discussed topics, the authors successfully help readers develop an intuitive understanding of seemingly complicated time series models and their implications. The book presents methodologies for time series analysis in a simplified, example-based approach. Using graphics, the authors discuss each presented example in

  2. Correlating non-linear properties with spectral states of RXTE data: possible observational evidences for four different accretion modes around compact objects

    Science.gov (United States)

    Adegoke, Oluwashina; Dhang, Prasun; Mukhopadhyay, Banibrata; Ramadevi, M. C.; Bhattacharya, Debbijoy

    2018-05-01

    By analysing the time series of RXTE/PCA data, the non-linear variabilities of compact sources have been repeatedly established. Depending on the variation in temporal classes, compact sources exhibit different non-linear features. Sometimes they show low correlation/fractal dimension, but in other classes or intervals of time they exhibit stochastic nature. This could be because the accretion flow around a compact object is a non-linear general relativistic system involving magnetohydrodynamics. However, the more conventional way of addressing a compact source is the analysis of its spectral state. Therefore, the question arises: What is the connection of non-linearity to the underlying spectral properties of the flow when the non-linear properties are related to the associated transport mechanisms describing the geometry of the flow? This work is aimed at addressing this question. Based on the connection between observed spectral and non-linear (time series) properties of two X-ray binaries: GRS 1915+105 and Sco X-1, we attempt to diagnose the underlying accretion modes of the sources in terms of known accretion classes, namely, Keplerian disc, slim disc, advection dominated accretion flow and general advective accretion flow. We explore the possible transition of the sources from one accretion mode to others with time. We further argue that the accretion rate must play an important role in transition between these modes.

  3. Duality between Time Series and Networks

    Science.gov (United States)

    Campanharo, Andriana S. L. O.; Sirer, M. Irmak; Malmgren, R. Dean; Ramos, Fernando M.; Amaral, Luís A. Nunes.

    2011-01-01

    Studying the interaction between a system's components and the temporal evolution of the system are two common ways to uncover and characterize its internal workings. Recently, several maps from a time series to a network have been proposed with the intent of using network metrics to characterize time series. Although these maps demonstrate that different time series result in networks with distinct topological properties, it remains unclear how these topological properties relate to the original time series. Here, we propose a map from a time series to a network with an approximate inverse operation, making it possible to use network statistics to characterize time series and time series statistics to characterize networks. As a proof of concept, we generate an ensemble of time series ranging from periodic to random and confirm that application of the proposed map retains much of the information encoded in the original time series (or networks) after application of the map (or its inverse). Our results suggest that network analysis can be used to distinguish different dynamic regimes in time series and, perhaps more importantly, time series analysis can provide a powerful set of tools that augment the traditional network analysis toolkit to quantify networks in new and useful ways. PMID:21858093

  4. Non-linear Growth Models in Mplus and SAS

    Science.gov (United States)

    Grimm, Kevin J.; Ram, Nilam

    2013-01-01

    Non-linear growth curves or growth curves that follow a specified non-linear function in time enable researchers to model complex developmental patterns with parameters that are easily interpretable. In this paper we describe how a variety of sigmoid curves can be fit using the Mplus structural modeling program and the non-linear mixed-effects modeling procedure NLMIXED in SAS. Using longitudinal achievement data collected as part of a study examining the effects of preschool instruction on academic gain we illustrate the procedures for fitting growth models of logistic, Gompertz, and Richards functions. Brief notes regarding the practical benefits, limitations, and choices faced in the fitting and estimation of such models are included. PMID:23882134

  5. Non linear identification applied to PWR steam generators

    International Nuclear Information System (INIS)

    Poncet, B.

    1982-11-01

    For the precise industrial purpose of PWR nuclear power plant steam generator water level control, a natural method is developed where classical techniques seem not to be efficient enough. From this essentially non-linear practical problem, an input-output identification of dynamic systems is proposed. Through Homodynamic Systems, characterized by a regularity property which can be found in most industrial processes with balance set, state form realizations are built, which resolve the exact joining of local dynamic behaviors, in both discrete and continuous time cases, avoiding any load parameter. Specifically non-linear modelling analytical means, which have no influence on local joined behaviors, are also pointed out. Non-linear autoregressive realizations allow us to perform indirect adaptive control under constraint of an admissible given dynamic family [fr

  6. A Review of Subsequence Time Series Clustering

    Directory of Open Access Journals (Sweden)

    Seyedjamal Zolhavarieh

    2014-01-01

    Full Text Available Clustering of subsequence time series remains an open issue in time series clustering. Subsequence time series clustering is used in different fields, such as e-commerce, outlier detection, speech recognition, biological systems, DNA recognition, and text mining. One of the useful fields in the domain of subsequence time series clustering is pattern recognition. To improve this field, a sequence of time series data is used. This paper reviews some definitions and backgrounds related to subsequence time series clustering. The categorization of the literature reviews is divided into three groups: preproof, interproof, and postproof period. Moreover, various state-of-the-art approaches in performing subsequence time series clustering are discussed under each of the following categories. The strengths and weaknesses of the employed methods are evaluated as potential issues for future studies.

  7. A review of subsequence time series clustering.

    Science.gov (United States)

    Zolhavarieh, Seyedjamal; Aghabozorgi, Saeed; Teh, Ying Wah

    2014-01-01

    Clustering of subsequence time series remains an open issue in time series clustering. Subsequence time series clustering is used in different fields, such as e-commerce, outlier detection, speech recognition, biological systems, DNA recognition, and text mining. One of the useful fields in the domain of subsequence time series clustering is pattern recognition. To improve this field, a sequence of time series data is used. This paper reviews some definitions and backgrounds related to subsequence time series clustering. The categorization of the literature reviews is divided into three groups: preproof, interproof, and postproof period. Moreover, various state-of-the-art approaches in performing subsequence time series clustering are discussed under each of the following categories. The strengths and weaknesses of the employed methods are evaluated as potential issues for future studies.

  8. A Review of Subsequence Time Series Clustering

    Science.gov (United States)

    Teh, Ying Wah

    2014-01-01

    Clustering of subsequence time series remains an open issue in time series clustering. Subsequence time series clustering is used in different fields, such as e-commerce, outlier detection, speech recognition, biological systems, DNA recognition, and text mining. One of the useful fields in the domain of subsequence time series clustering is pattern recognition. To improve this field, a sequence of time series data is used. This paper reviews some definitions and backgrounds related to subsequence time series clustering. The categorization of the literature reviews is divided into three groups: preproof, interproof, and postproof period. Moreover, various state-of-the-art approaches in performing subsequence time series clustering are discussed under each of the following categories. The strengths and weaknesses of the employed methods are evaluated as potential issues for future studies. PMID:25140332

  9. Formulating and testing a method for perturbing precipitation time series to reflect anticipated climatic changes

    DEFF Research Database (Denmark)

    Sørup, Hjalte Jomo Danielsen; Georgiadis, Stylianos; Gregersen, Ida Bülow

    2017-01-01

    Urban water infrastructure has very long planning horizons, and planning is thus very dependent on reliable estimates of the impacts of climate change. Many urban water systems are designed using time series with a high temporal resolution. To assess the impact of climate change on these systems......, similarly high-resolution precipitation time series for future climate are necessary. Climate models cannot at their current resolutions provide these time series at the relevant scales. Known methods for stochastic downscaling of climate change to urban hydrological scales have known shortcomings...... in constructing realistic climate-changed precipitation time series at the sub-hourly scale. In the present study we present a deterministic methodology to perturb historical precipitation time series at the minute scale to reflect non-linear expectations to climate change. The methodology shows good skill...

  10. E11 and the non-linear dual graviton

    Science.gov (United States)

    Tumanov, Alexander G.; West, Peter

    2018-04-01

    The non-linear dual graviton equation of motion as well as the duality relation between the gravity and dual gravity fields are found in E theory by carrying out E11 variations of previously found equations of motion. As a result the equations of motion in E theory have now been found at the full non-linear level up to, and including, level three, which contains the dual graviton field. When truncated to contain fields at levels three and less, and the spacetime is restricted to be the familiar eleven dimensional space time, the equations are equivalent to those of eleven dimensional supergravity.

  11. Simulación de sistemas eléctricos con cargas no lineales y variantes en el tiempo Simulation of electric systems with non-linear and time-variant loads

    Directory of Open Access Journals (Sweden)

    William Carvajal Carreño

    2011-06-01

    of them and it permits to analyze linear and non linear systems in the time domain, linear systems in the frequency domain and mixed systems using the proposed hybrid method. The tool is intended to be a versatile and comprehensive computation instrument. Besides, it can be used in a straightforward way to analyze harmonic propagation in electrical networks. Examples from the literature used in electrical circuits, power systems, and power electronics courses are shown. Likewise, in order to analyze non-linear or time-varying loads, test systems were created as a benchmark for testing simulators of harmonics in electrical systems. Simulation results are analyzed and observations about the convergence features and algorithm stability of the proposed method are given. Due to the complexity and computational burden of hybrid analysis, we have selected element models, system models and suitable algorithms to guarantee that the solution is reasonable in terms of simulation time and computer resources.

  12. Macroscopic and non-linear quantum games

    International Nuclear Information System (INIS)

    Aerts, D.; D'Hooghe, A.; Posiewnik, A.; Pykacz, J.

    2005-01-01

    Full text: We consider two models of quantum games. The first one is Marinatto and Weber's 'restricted' quantum game in which only the identity and the spin-flip operators are used. We show that this quantum game allows macroscopic mechanistic realization with the use of a version of the 'macroscopic quantum machine' described by Aerts already in 1980s. In the second model we use non-linear quantum state transformations which operate on points of spin-1/2 on the Bloch sphere and which can be used to distinguish optimally between two non-orthogonal states. We show that efficiency of these non-linear strategies out-perform any linear ones. Some hints on the possible theory of non-linear quantum games are given. (author)

  13. A non-linear kinematic hardening function

    International Nuclear Information System (INIS)

    Ottosen, N.S.

    1977-05-01

    Based on the classical theory of plasticity, and accepting the von Mises criterion as the initial yield criterion, a non-linear kinematic hardening function applicable both to Melan-Prager's and to Ziegler's hardening rule is proposed. This non-linear hardening function is determined by means of the uniaxial stress-strain curve, and any such curve is applicable. The proposed hardening function considers the problem of general reversed loading, and a smooth change in the behaviour from one plastic state to another nearlying plastic state is obtained. A review of both the kinematic hardening theory and the corresponding non-linear hardening assumptions is given, and it is shown that material behaviour is identical whether Melan-Prager's or Ziegler's hardening rule is applied, provided that the von Mises yield criterion is adopted. (author)

  14. Correlations and Non-Linear Probability Models

    DEFF Research Database (Denmark)

    Breen, Richard; Holm, Anders; Karlson, Kristian Bernt

    2014-01-01

    the dependent variable of the latent variable model and its predictor variables. We show how this correlation can be derived from the parameters of non-linear probability models, develop tests for the statistical significance of the derived correlation, and illustrate its usefulness in two applications. Under......Although the parameters of logit and probit and other non-linear probability models are often explained and interpreted in relation to the regression coefficients of an underlying linear latent variable model, we argue that they may also be usefully interpreted in terms of the correlations between...... certain circumstances, which we explain, the derived correlation provides a way of overcoming the problems inherent in cross-sample comparisons of the parameters of non-linear probability models....

  15. Topological data analysis of financial time series: Landscapes of crashes

    Science.gov (United States)

    Gidea, Marian; Katz, Yuri

    2018-02-01

    We explore the evolution of daily returns of four major US stock market indices during the technology crash of 2000, and the financial crisis of 2007-2009. Our methodology is based on topological data analysis (TDA). We use persistence homology to detect and quantify topological patterns that appear in multidimensional time series. Using a sliding window, we extract time-dependent point cloud data sets, to which we associate a topological space. We detect transient loops that appear in this space, and we measure their persistence. This is encoded in real-valued functions referred to as a 'persistence landscapes'. We quantify the temporal changes in persistence landscapes via their Lp-norms. We test this procedure on multidimensional time series generated by various non-linear and non-equilibrium models. We find that, in the vicinity of financial meltdowns, the Lp-norms exhibit strong growth prior to the primary peak, which ascends during a crash. Remarkably, the average spectral density at low frequencies of the time series of Lp-norms of the persistence landscapes demonstrates a strong rising trend for 250 trading days prior to either dotcom crash on 03/10/2000, or to the Lehman bankruptcy on 09/15/2008. Our study suggests that TDA provides a new type of econometric analysis, which complements the standard statistical measures. The method can be used to detect early warning signals of imminent market crashes. We believe that this approach can be used beyond the analysis of financial time series presented here.

  16. Data mining in time series databases

    CERN Document Server

    Kandel, Abraham; Bunke, Horst

    2004-01-01

    Adding the time dimension to real-world databases produces Time SeriesDatabases (TSDB) and introduces new aspects and difficulties to datamining and knowledge discovery. This book covers the state-of-the-artmethodology for mining time series databases. The novel data miningmethods presented in the book include techniques for efficientsegmentation, indexing, and classification of noisy and dynamic timeseries. A graph-based method for anomaly detection in time series isdescribed and the book also studies the implications of a novel andpotentially useful representation of time series as strings. Theproblem of detecting changes in data mining models that are inducedfrom temporal databases is additionally discussed.

  17. International Work-Conference on Time Series

    CERN Document Server

    Pomares, Héctor

    2016-01-01

    This volume presents selected peer-reviewed contributions from The International Work-Conference on Time Series, ITISE 2015, held in Granada, Spain, July 1-3, 2015. It discusses topics in time series analysis and forecasting, advanced methods and online learning in time series, high-dimensional and complex/big data time series as well as forecasting in real problems. The International Work-Conferences on Time Series (ITISE) provide a forum for scientists, engineers, educators and students to discuss the latest ideas and implementations in the foundations, theory, models and applications in the field of time series analysis and forecasting. It focuses on interdisciplinary and multidisciplinary research encompassing the disciplines of computer science, mathematics, statistics and econometrics.

  18. Non linear system become linear system

    Directory of Open Access Journals (Sweden)

    Petre Bucur

    2007-01-01

    Full Text Available The present paper refers to the theory and the practice of the systems regarding non-linear systems and their applications. We aimed the integration of these systems to elaborate their response as well as to highlight some outstanding features.

  19. BRITS: Bidirectional Recurrent Imputation for Time Series

    OpenAIRE

    Cao, Wei; Wang, Dong; Li, Jian; Zhou, Hao; Li, Lei; Li, Yitan

    2018-01-01

    Time series are widely used as signals in many classification/regression tasks. It is ubiquitous that time series contains many missing values. Given multiple correlated time series data, how to fill in missing values and to predict their class labels? Existing imputation methods often impose strong assumptions of the underlying data generating process, such as linear dynamics in the state space. In this paper, we propose BRITS, a novel method based on recurrent neural networks for missing va...

  20. Geometric noise reduction for multivariate time series.

    Science.gov (United States)

    Mera, M Eugenia; Morán, Manuel

    2006-03-01

    We propose an algorithm for the reduction of observational noise in chaotic multivariate time series. The algorithm is based on a maximum likelihood criterion, and its goal is to reduce the mean distance of the points of the cleaned time series to the attractor. We give evidence of the convergence of the empirical measure associated with the cleaned time series to the underlying invariant measure, implying the possibility to predict the long run behavior of the true dynamics.

  1. Frontiers in Time Series and Financial Econometrics

    OpenAIRE

    Ling, S.; McAleer, M.J.; Tong, H.

    2015-01-01

    __Abstract__ Two of the fastest growing frontiers in econometrics and quantitative finance are time series and financial econometrics. Significant theoretical contributions to financial econometrics have been made by experts in statistics, econometrics, mathematics, and time series analysis. The purpose of this special issue of the journal on “Frontiers in Time Series and Financial Econometrics” is to highlight several areas of research by leading academics in which novel methods have contrib...

  2. Neural Network Models for Time Series Forecasts

    OpenAIRE

    Tim Hill; Marcus O'Connor; William Remus

    1996-01-01

    Neural networks have been advocated as an alternative to traditional statistical forecasting methods. In the present experiment, time series forecasts produced by neural networks are compared with forecasts from six statistical time series methods generated in a major forecasting competition (Makridakis et al. [Makridakis, S., A. Anderson, R. Carbone, R. Fildes, M. Hibon, R. Lewandowski, J. Newton, E. Parzen, R. Winkler. 1982. The accuracy of extrapolation (time series) methods: Results of a ...

  3. Time series regression model for infectious disease and weather.

    Science.gov (United States)

    Imai, Chisato; Armstrong, Ben; Chalabi, Zaid; Mangtani, Punam; Hashizume, Masahiro

    2015-10-01

    Time series regression has been developed and long used to evaluate the short-term associations of air pollution and weather with mortality or morbidity of non-infectious diseases. The application of the regression approaches from this tradition to infectious diseases, however, is less well explored and raises some new issues. We discuss and present potential solutions for five issues often arising in such analyses: changes in immune population, strong autocorrelations, a wide range of plausible lag structures and association patterns, seasonality adjustments, and large overdispersion. The potential approaches are illustrated with datasets of cholera cases and rainfall from Bangladesh and influenza and temperature in Tokyo. Though this article focuses on the application of the traditional time series regression to infectious diseases and weather factors, we also briefly introduce alternative approaches, including mathematical modeling, wavelet analysis, and autoregressive integrated moving average (ARIMA) models. Modifications proposed to standard time series regression practice include using sums of past cases as proxies for the immune population, and using the logarithm of lagged disease counts to control autocorrelation due to true contagion, both of which are motivated from "susceptible-infectious-recovered" (SIR) models. The complexity of lag structures and association patterns can often be informed by biological mechanisms and explored by using distributed lag non-linear models. For overdispersed models, alternative distribution models such as quasi-Poisson and negative binomial should be considered. Time series regression can be used to investigate dependence of infectious diseases on weather, but may need modifying to allow for features specific to this context. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

  4. Forecasting Enrollments with Fuzzy Time Series.

    Science.gov (United States)

    Song, Qiang; Chissom, Brad S.

    The concept of fuzzy time series is introduced and used to forecast the enrollment of a university. Fuzzy time series, an aspect of fuzzy set theory, forecasts enrollment using a first-order time-invariant model. To evaluate the model, the conventional linear regression technique is applied and the predicted values obtained are compared to the…

  5. New evidence and impact of electron transport non-linearities based on new perturbative inter-modulation analysis

    Science.gov (United States)

    van Berkel, M.; Kobayashi, T.; Igami, H.; Vandersteen, G.; Hogeweij, G. M. D.; Tanaka, K.; Tamura, N.; Zwart, H. J.; Kubo, S.; Ito, S.; Tsuchiya, H.; de Baar, M. R.; LHD Experiment Group

    2017-12-01

    A new methodology to analyze non-linear components in perturbative transport experiments is introduced. The methodology has been experimentally validated in the Large Helical Device for the electron heat transport channel. Electron cyclotron resonance heating with different modulation frequencies by two gyrotrons has been used to directly quantify the amplitude of the non-linear component at the inter-modulation frequencies. The measurements show significant quadratic non-linear contributions and also the absence of cubic and higher order components. The non-linear component is analyzed using the Volterra series, which is the non-linear generalization of transfer functions. This allows us to study the radial distribution of the non-linearity of the plasma and to reconstruct linear profiles where the measurements were not distorted by non-linearities. The reconstructed linear profiles are significantly different from the measured profiles, demonstrating the significant impact that non-linearity can have.

  6. Fractal dimension algorithms and their application to time series associated with natural phenomena

    International Nuclear Information System (INIS)

    La Torre, F Cervantes-De; González-Trejo, J I; Real-Ramírez, C A; Hoyos-Reyes, L F

    2013-01-01

    Chaotic invariants like the fractal dimensions are used to characterize non-linear time series. The fractal dimension is an important characteristic of systems, because it contains information about their geometrical structure at multiple scales. In this work, three algorithms are applied to non-linear time series: spectral analysis, rescaled range analysis and Higuchi's algorithm. The analyzed time series are associated with natural phenomena. The disturbance storm time (Dst) is a global indicator of the state of the Earth's geomagnetic activity. The time series used in this work show a self-similar behavior, which depends on the time scale of measurements. It is also observed that fractal dimensions, D, calculated with Higuchi's method may not be constant over-all time scales. This work shows that during 2001, D reaches its lowest values in March and November. The possibility that D recovers a change pattern arising from self-organized critical phenomena is also discussed

  7. Analysis of Heavy-Tailed Time Series

    DEFF Research Database (Denmark)

    Xie, Xiaolei

    This thesis is about analysis of heavy-tailed time series. We discuss tail properties of real-world equity return series and investigate the possibility that a single tail index is shared by all return series of actively traded equities in a market. Conditions for this hypothesis to be true...... are identified. We study the eigenvalues and eigenvectors of sample covariance and sample auto-covariance matrices of multivariate heavy-tailed time series, and particularly for time series with very high dimensions. Asymptotic approximations of the eigenvalues and eigenvectors of such matrices are found...... and expressed in terms of the parameters of the dependence structure, among others. Furthermore, we study an importance sampling method for estimating rare-event probabilities of multivariate heavy-tailed time series generated by matrix recursion. We show that the proposed algorithm is efficient in the sense...

  8. Statistical criteria for characterizing irradiance time series.

    Energy Technology Data Exchange (ETDEWEB)

    Stein, Joshua S.; Ellis, Abraham; Hansen, Clifford W.

    2010-10-01

    We propose and examine several statistical criteria for characterizing time series of solar irradiance. Time series of irradiance are used in analyses that seek to quantify the performance of photovoltaic (PV) power systems over time. Time series of irradiance are either measured or are simulated using models. Simulations of irradiance are often calibrated to or generated from statistics for observed irradiance and simulations are validated by comparing the simulation output to the observed irradiance. Criteria used in this comparison should derive from the context of the analyses in which the simulated irradiance is to be used. We examine three statistics that characterize time series and their use as criteria for comparing time series. We demonstrate these statistics using observed irradiance data recorded in August 2007 in Las Vegas, Nevada, and in June 2009 in Albuquerque, New Mexico.

  9. The foundations of modern time series analysis

    CERN Document Server

    Mills, Terence C

    2011-01-01

    This book develops the analysis of Time Series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication in 1970, showing how these methods laid the foundations for the modern techniques of Time Series analysis that are in use today.

  10. Lag space estimation in time series modelling

    DEFF Research Database (Denmark)

    Goutte, Cyril

    1997-01-01

    The purpose of this article is to investigate some techniques for finding the relevant lag-space, i.e. input information, for time series modelling. This is an important aspect of time series modelling, as it conditions the design of the model through the regressor vector a.k.a. the input layer...

  11. Effect of parameter calculation in direct estimation of the Lyapunov exponent in short time series

    Directory of Open Access Journals (Sweden)

    A. M. López Jiménez

    2002-01-01

    Full Text Available The literature about non-linear dynamics offers a few recommendations, which sometimes are divergent, about the criteria to be used in order to select the optimal calculus parameters in the estimation of Lyapunov exponents by direct methods. These few recommendations are circumscribed to the analysis of chaotic systems. We have found no recommendation for the estimation of λ starting from the time series of classic systems. The reason for this is the interest in distinguishing variability due to a chaotic behavior of determinist dynamic systems of variability caused by white noise or linear stochastic processes, and less in the identification of non-linear terms from the analysis of time series. In this study we have centered in the dependence of the Lyapunov exponent, obtained by means of direct estimation, of the initial distance and the time evolution. We have used generated series of chaotic systems and generated series of classic systems with varying complexity. To generate the series we have used the logistic map.

  12. A hybrid approach EMD-HW for short-term forecasting of daily stock market time series data

    Science.gov (United States)

    Awajan, Ahmad Mohd; Ismail, Mohd Tahir

    2017-08-01

    Recently, forecasting time series has attracted considerable attention in the field of analyzing financial time series data, specifically within the stock market index. Moreover, stock market forecasting is a challenging area of financial time-series forecasting. In this study, a hybrid methodology between Empirical Mode Decomposition with the Holt-Winter method (EMD-HW) is used to improve forecasting performances in financial time series. The strength of this EMD-HW lies in its ability to forecast non-stationary and non-linear time series without a need to use any transformation method. Moreover, EMD-HW has a relatively high accuracy and offers a new forecasting method in time series. The daily stock market time series data of 11 countries is applied to show the forecasting performance of the proposed EMD-HW. Based on the three forecast accuracy measures, the results indicate that EMD-HW forecasting performance is superior to traditional Holt-Winter forecasting method.

  13. Non-Linear Dynamics and Fundamental Interactions

    CERN Document Server

    Khanna, Faqir

    2006-01-01

    The book is directed to researchers and graduate students pursuing an advanced degree. It provides details of techniques directed towards solving problems in non-linear dynamics and chos that are, in general, not amenable to a perturbative treatment. The consideration of fundamental interactions is a prime example where non-perturbative techniques are needed. Extension of these techniques to finite temperature problems is considered. At present these ideas are primarily used in a perturbative context. However, non-perturbative techniques have been considered in some specific cases. Experts in the field on non-linear dynamics and chaos and fundamental interactions elaborate the techniques and provide a critical look at the present status and explore future directions that may be fruitful. The text of the main talks will be very useful to young graduate students who are starting their studies in these areas.

  14. Entropic Analysis of Electromyography Time Series

    Science.gov (United States)

    Kaufman, Miron; Sung, Paul

    2005-03-01

    We are in the process of assessing the effectiveness of fractal and entropic measures for the diagnostic of low back pain from surface electromyography (EMG) time series. Surface electromyography (EMG) is used to assess patients with low back pain. In a typical EMG measurement, the voltage is measured every millisecond. We observed back muscle fatiguing during one minute, which results in a time series with 60,000 entries. We characterize the complexity of time series by computing the Shannon entropy time dependence. The analysis of the time series from different relevant muscles from healthy and low back pain (LBP) individuals provides evidence that the level of variability of back muscle activities is much larger for healthy individuals than for individuals with LBP. In general the time dependence of the entropy shows a crossover from a diffusive regime to a regime characterized by long time correlations (self organization) at about 0.01s.

  15. 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.

  16. On the Impact of a Quadratic Acceleration Term in the Analysis of Position Time Series

    Science.gov (United States)

    Bogusz, Janusz; Klos, Anna; Bos, Machiel Simon; Hunegnaw, Addisu; Teferle, Felix Norman

    2016-04-01

    The analysis of Global Navigation Satellite System (GNSS) position time series generally assumes that each of the coordinate component series is described by the sum of a linear rate (velocity) and various periodic terms. The residuals, the deviations between the fitted model and the observations, are then a measure of the epoch-to-epoch scatter and have been used for the analysis of the stochastic character (noise) of the time series. Often the parameters of interest in GNSS position time series are the velocities and their associated uncertainties, which have to be determined with the highest reliability. It is clear that not all GNSS position time series follow this simple linear behaviour. Therefore, we have added an acceleration term in the form of a quadratic polynomial function to the model in order to better describe the non-linear motion in the position time series. This non-linear motion could be a response to purely geophysical processes, for example, elastic rebound of the Earth's crust due to ice mass loss in Greenland, artefacts due to deficiencies in bias mitigation models, for example, of the GNSS satellite and receiver antenna phase centres, or any combination thereof. In this study we have simulated 20 time series with different stochastic characteristics such as white, flicker or random walk noise of length of 23 years. The noise amplitude was assumed at 1 mm/y-/4. Then, we added the deterministic part consisting of a linear trend of 20 mm/y (that represents the averaged horizontal velocity) and accelerations ranging from minus 0.6 to plus 0.6 mm/y2. For all these data we estimated the noise parameters with Maximum Likelihood Estimation (MLE) using the Hector software package without taken into account the non-linear term. In this way we set the benchmark to then investigate how the noise properties and velocity uncertainty may be affected by any un-modelled, non-linear term. The velocities and their uncertainties versus the accelerations for

  17. Homogenising time series: beliefs, dogmas and facts

    Science.gov (United States)

    Domonkos, P.

    2011-06-01

    In the recent decades various homogenisation methods have been developed, but the real effects of their application on time series are still not known sufficiently. The ongoing COST action HOME (COST ES0601) is devoted to reveal the real impacts of homogenisation methods more detailed and with higher confidence than earlier. As a part of the COST activity, a benchmark dataset was built whose characteristics approach well the characteristics of real networks of observed time series. This dataset offers much better opportunity than ever before to test the wide variety of homogenisation methods, and analyse the real effects of selected theoretical recommendations. Empirical results show that real observed time series usually include several inhomogeneities of different sizes. Small inhomogeneities often have similar statistical characteristics than natural changes caused by climatic variability, thus the pure application of the classic theory that change-points of observed time series can be found and corrected one-by-one is impossible. However, after homogenisation the linear trends, seasonal changes and long-term fluctuations of time series are usually much closer to the reality than in raw time series. Some problems around detecting multiple structures of inhomogeneities, as well as that of time series comparisons within homogenisation procedures are discussed briefly in the study.

  18. Network structure of multivariate time series.

    Science.gov (United States)

    Lacasa, Lucas; Nicosia, Vincenzo; Latora, Vito

    2015-10-21

    Our understanding of a variety of phenomena in physics, biology and economics crucially depends on the analysis of multivariate time series. While a wide range tools and techniques for time series analysis already exist, the increasing availability of massive data structures calls for new approaches for multidimensional signal processing. We present here a non-parametric method to analyse multivariate time series, based on the mapping of a multidimensional time series into a multilayer network, which allows to extract information on a high dimensional dynamical system through the analysis of the structure of the associated multiplex network. The method is simple to implement, general, scalable, does not require ad hoc phase space partitioning, and is thus suitable for the analysis of large, heterogeneous and non-stationary time series. We show that simple structural descriptors of the associated multiplex networks allow to extract and quantify nontrivial properties of coupled chaotic maps, including the transition between different dynamical phases and the onset of various types of synchronization. As a concrete example we then study financial time series, showing that a multiplex network analysis can efficiently discriminate crises from periods of financial stability, where standard methods based on time-series symbolization often fail.

  19. Useful tools for non-linear systems: Several non-linear integral inequalities

    Czech Academy of Sciences Publication Activity Database

    Agahi, H.; Mohammadpour, A.; Mesiar, Radko; Vaezpour, M. S.

    2013-01-01

    Roč. 49, č. 1 (2013), s. 73-80 ISSN 0950-7051 R&D Projects: GA ČR GAP402/11/0378 Institutional support: RVO:67985556 Keywords : Monotone measure * Comonotone functions * Integral inequalities * Universal integral Subject RIV: BA - General Mathematics Impact factor: 3.058, year: 2013 http://library.utia.cas.cz/separaty/2013/E/mesiar-useful tools for non-linear systems several non-linear integral inequalities.pdf

  20. Non linear characterisation of optical components of a high power laser chain

    International Nuclear Information System (INIS)

    Santran, Stephane

    2000-01-01

    This work concerns the realisation of non linear properties measurement prototypes in glasses in the near infrared and in the visible range. The various devices are time resolved colinear pump probe experiments in which the non linear susceptibility is deduced by the probe beam intensity variations induced by the pump probe coupled in the material. The sensitivity of these experiments allows us to observe unexpected variations, greater than 30%, of several fused silica non linear indexes. As well, this allow us to analyse the origin of the promising oxide glasses non linearity for all optical applications and to understand an d measure non linear processes in the two photons photodiodes. Finally, an original structure for the non linear index measurement in non degenerated configuration by a probe pulse phase measurement approach with a Sagnac interferometer is demonstrated and analysed. (author) [fr

  1. Modeling Time Series Data for Supervised Learning

    Science.gov (United States)

    Baydogan, Mustafa Gokce

    2012-01-01

    Temporal data are increasingly prevalent and important in analytics. Time series (TS) data are chronological sequences of observations and an important class of temporal data. Fields such as medicine, finance, learning science and multimedia naturally generate TS data. Each series provide a high-dimensional data vector that challenges the learning…

  2. Time series modeling, computation, and inference

    CERN Document Server

    Prado, Raquel

    2010-01-01

    The authors systematically develop a state-of-the-art analysis and modeling of time series. … this book is well organized and well written. The authors present various statistical models for engineers to solve problems in time series analysis. Readers no doubt will learn state-of-the-art techniques from this book.-Hsun-Hsien Chang, Computing Reviews, March 2012My favorite chapters were on dynamic linear models and vector AR and vector ARMA models.-William Seaver, Technometrics, August 2011… a very modern entry to the field of time-series modelling, with a rich reference list of the current lit

  3. Time Series Analysis Forecasting and Control

    CERN Document Server

    Box, George E P; Reinsel, Gregory C

    2011-01-01

    A modernized new edition of one of the most trusted books on time series analysis. Since publication of the first edition in 1970, Time Series Analysis has served as one of the most influential and prominent works on the subject. This new edition maintains its balanced presentation of the tools for modeling and analyzing time series and also introduces the latest developments that have occurred n the field over the past decade through applications from areas such as business, finance, and engineering. The Fourth Edition provides a clearly written exploration of the key methods for building, cl

  4. Visibility Graph Based Time Series Analysis.

    Science.gov (United States)

    Stephen, Mutua; Gu, Changgui; Yang, Huijie

    2015-01-01

    Network based time series analysis has made considerable achievements in the recent years. By mapping mono/multivariate time series into networks, one can investigate both it's microscopic and macroscopic behaviors. However, most proposed approaches lead to the construction of static networks consequently providing limited information on evolutionary behaviors. In the present paper we propose a method called visibility graph based time series analysis, in which series segments are mapped to visibility graphs as being descriptions of the corresponding states and the successively occurring states are linked. This procedure converts a time series to a temporal network and at the same time a network of networks. Findings from empirical records for stock markets in USA (S&P500 and Nasdaq) and artificial series generated by means of fractional Gaussian motions show that the method can provide us rich information benefiting short-term and long-term predictions. Theoretically, we propose a method to investigate time series from the viewpoint of network of networks.

  5. Visibility Graph Based Time Series Analysis.

    Directory of Open Access Journals (Sweden)

    Mutua Stephen

    Full Text Available Network based time series analysis has made considerable achievements in the recent years. By mapping mono/multivariate time series into networks, one can investigate both it's microscopic and macroscopic behaviors. However, most proposed approaches lead to the construction of static networks consequently providing limited information on evolutionary behaviors. In the present paper we propose a method called visibility graph based time series analysis, in which series segments are mapped to visibility graphs as being descriptions of the corresponding states and the successively occurring states are linked. This procedure converts a time series to a temporal network and at the same time a network of networks. Findings from empirical records for stock markets in USA (S&P500 and Nasdaq and artificial series generated by means of fractional Gaussian motions show that the method can provide us rich information benefiting short-term and long-term predictions. Theoretically, we propose a method to investigate time series from the viewpoint of network of networks.

  6. Data Mining Smart Energy Time Series

    Directory of Open Access Journals (Sweden)

    Janina POPEANGA

    2015-07-01

    Full Text Available With the advent of smart metering technology the amount of energy data will increase significantly and utilities industry will have to face another big challenge - to find relationships within time-series data and even more - to analyze such huge numbers of time series to find useful patterns and trends with fast or even real-time response. This study makes a small review of the literature in the field, trying to demonstrate how essential is the application of data mining techniques in the time series to make the best use of this large quantity of data, despite all the difficulties. Also, the most important Time Series Data Mining techniques are presented, highlighting their applicability in the energy domain.

  7. Time series prediction: statistical and neural techniques

    Science.gov (United States)

    Zahirniak, Daniel R.; DeSimio, Martin P.

    1996-03-01

    In this paper we compare the performance of nonlinear neural network techniques to those of linear filtering techniques in the prediction of time series. Specifically, we compare the results of using the nonlinear systems, known as multilayer perceptron and radial basis function neural networks, with the results obtained using the conventional linear Wiener filter, Kalman filter and Widrow-Hoff adaptive filter in predicting future values of stationary and non- stationary time series. Our results indicate the performance of each type of system is heavily dependent upon the form of the time series being predicted and the size of the system used. In particular, the linear filters perform adequately for linear or near linear processes while the nonlinear systems perform better for nonlinear processes. Since the linear systems take much less time to be developed, they should be tried prior to using the nonlinear systems when the linearity properties of the time series process are unknown.

  8. Detecting nonlinear structure in time series

    International Nuclear Information System (INIS)

    Theiler, J.

    1991-01-01

    We describe an approach for evaluating the statistical significance of evidence for nonlinearity in a time series. The formal application of our method requires the careful statement of a null hypothesis which characterizes a candidate linear process, the generation of an ensemble of ''surrogate'' data sets which are similar to the original time series but consistent with the null hypothesis, and the computation of a discriminating statistic for the original and for each of the surrogate data sets. The idea is to test the original time series against the null hypothesis by checking whether the discriminating statistic computed for the original time series differs significantly from the statistics computed for each of the surrogate sets. While some data sets very cleanly exhibit low-dimensional chaos, there are many cases where the evidence is sketchy and difficult to evaluate. We hope to provide a framework within which such claims of nonlinearity can be evaluated. 5 refs., 4 figs

  9. Nonparametric factor analysis of time series

    OpenAIRE

    Rodríguez-Poo, Juan M.; Linton, Oliver Bruce

    1998-01-01

    We introduce a nonparametric smoothing procedure for nonparametric factor analaysis of multivariate time series. The asymptotic properties of the proposed procedures are derived. We present an application based on the residuals from the Fair macromodel.

  10. Applied time series analysis and innovative computing

    CERN Document Server

    Ao, Sio-Iong

    2010-01-01

    This text is a systematic, state-of-the-art introduction to the use of innovative computing paradigms as an investigative tool for applications in time series analysis. It includes frontier case studies based on recent research.

  11. Measuring multiscaling in financial time-series

    International Nuclear Information System (INIS)

    Buonocore, R.J.; Aste, T.; Di Matteo, T.

    2016-01-01

    We discuss the origin of multiscaling in financial time-series and investigate how to best quantify it. Our methodology consists in separating the different sources of measured multifractality by analyzing the multi/uni-scaling behavior of synthetic time-series with known properties. We use the results from the synthetic time-series to interpret the measure of multifractality of real log-returns time-series. The main finding is that the aggregation horizon of the returns can introduce a strong bias effect on the measure of multifractality. This effect can become especially important when returns distributions have power law tails with exponents in the range (2, 5). We discuss the right aggregation horizon to mitigate this bias.

  12. Complex network approach to fractional time series

    Energy Technology Data Exchange (ETDEWEB)

    Manshour, Pouya [Physics Department, Persian Gulf University, Bushehr 75169 (Iran, Islamic Republic of)

    2015-10-15

    In order to extract correlation information inherited in stochastic time series, the visibility graph algorithm has been recently proposed, by which a time series can be mapped onto a complex network. We demonstrate that the visibility algorithm is not an appropriate one to study the correlation aspects of a time series. We then employ the horizontal visibility algorithm, as a much simpler one, to map fractional processes onto complex networks. The degree distributions are shown to have parabolic exponential forms with Hurst dependent fitting parameter. Further, we take into account other topological properties such as maximum eigenvalue of the adjacency matrix and the degree assortativity, and show that such topological quantities can also be used to predict the Hurst exponent, with an exception for anti-persistent fractional Gaussian noises. To solve this problem, we take into account the Spearman correlation coefficient between nodes' degrees and their corresponding data values in the original time series.

  13. Non-Linear Dynamics of Saturn's Rings

    Science.gov (United States)

    Esposito, L. W.

    2016-12-01

    Non-linear processes can explain why Saturn's rings are so active and dynamic. Ring systems differ from simple linear systems in two significant ways: 1. They are systems of granular material: where particle-to-particle collisions dominate; thus a kinetic, not a fluid description needed. Stresses are strikingly inhomogeneous and fluctuations are large compared to equilibrium. 2. They are strongly forced by resonances: which drive a non-linear response, that push the system across thresholds that lead to persistent states. Some of this non-linearity is captured in a simple Predator-Prey Model: Periodic forcing from the moon causes streamline crowding; This damps the relative velocity. About a quarter phase later, the aggregates stir the system to higher relative velocity and the limit cycle repeats each orbit, with relative velocity ranging from nearly zero to a multiple of the orbit average. Summary of Halo Results: A predator-prey model for ring dynamics produces transient structures like `straw' that can explain the halo morphology and spectroscopy: Cyclic velocity changes cause perturbed regions to reach higher collision speeds at some orbital phases, which preferentially removes small regolith particles; surrounding particles diffuse back too slowly to erase the effect: this gives the halo morphology; this requires energetic collisions (v ≈ 10m/sec, with throw distances about 200km, implying objects of scale R ≈ 20km).Transform to Duffing Eqn : With the coordinate transformation, z = M2/3, the Predator-Prey equations can be combined to form a single second-order differential equation with harmonic resonance forcing.Ring dynamics and history implications: Moon-triggered clumping explains both small and large particles at resonances. We calculate the stationary size distribution using a cell-to-cell mapping procedure that converts the phase-plane trajectories to a Markov chain. Approximating it as an asymmetric random walk with reflecting boundaries

  14. Multivariate Time Series Decomposition into Oscillation Components.

    Science.gov (United States)

    Matsuda, Takeru; Komaki, Fumiyasu

    2017-08-01

    Many time series are considered to be a superposition of several oscillation components. We have proposed a method for decomposing univariate time series into oscillation components and estimating their phases (Matsuda & Komaki, 2017 ). In this study, we extend that method to multivariate time series. We assume that several oscillators underlie the given multivariate time series and that each variable corresponds to a superposition of the projections of the oscillators. Thus, the oscillators superpose on each variable with amplitude and phase modulation. Based on this idea, we develop gaussian linear state-space models and use them to decompose the given multivariate time series. The model parameters are estimated from data using the empirical Bayes method, and the number of oscillators is determined using the Akaike information criterion. Therefore, the proposed method extracts underlying oscillators in a data-driven manner and enables investigation of phase dynamics in a given multivariate time series. Numerical results show the effectiveness of the proposed method. From monthly mean north-south sunspot number data, the proposed method reveals an interesting phase relationship.

  15. A non-linear model of economic production processes

    Science.gov (United States)

    Ponzi, A.; Yasutomi, A.; Kaneko, K.

    2003-06-01

    We present a new two phase model of economic production processes which is a non-linear dynamical version of von Neumann's neoclassical model of production, including a market price-setting phase as well as a production phase. The rate of an economic production process is observed, for the first time, to depend on the minimum of its input supplies. This creates highly non-linear supply and demand dynamics. By numerical simulation, production networks are shown to become unstable when the ratio of different products to total processes increases. This provides some insight into observed stability of competitive capitalist economies in comparison to monopolistic economies. Capitalist economies are also shown to have low unemployment.

  16. On the non-linear scale of cosmological perturbation theory

    CERN Document Server

    Blas, Diego; Konstandin, Thomas

    2013-01-01

    We discuss the convergence of cosmological perturbation theory. We prove that the polynomial enhancement of the non-linear corrections expected from the effects of soft modes is absent in equal-time correlators like the power or bispectrum. We first show this at leading order by resumming the most important corrections of soft modes to an arbitrary skeleton of hard fluctuations. We derive the same result in the eikonal approximation, which also allows us to show the absence of enhancement at any order. We complement the proof by an explicit calculation of the power spectrum at two-loop order, and by further numerical checks at higher orders. Using these insights, we argue that the modification of the power spectrum from soft modes corresponds at most to logarithmic corrections. Finally, we discuss the asymptotic behavior in the large and small momentum regimes and identify the expansion parameter pertinent to non-linear corrections.

  17. On the non-linear scale of cosmological perturbation theory

    International Nuclear Information System (INIS)

    Blas, Diego; Garny, Mathias; Konstandin, Thomas

    2013-04-01

    We discuss the convergence of cosmological perturbation theory. We prove that the polynomial enhancement of the non-linear corrections expected from the effects of soft modes is absent in equal-time correlators like the power or bispectrum. We first show this at leading order by resumming the most important corrections of soft modes to an arbitrary skeleton of hard fluctuations. We derive the same result in the eikonal approximation, which also allows us to show the absence of enhancement at any order. We complement the proof by an explicit calculation of the power spectrum at two-loop order, and by further numerical checks at higher orders. Using these insights, we argue that the modification of the power spectrum from soft modes corresponds at most to logarithmic corrections. Finally, we discuss the asymptotic behavior in the large and small momentum regimes and identify the expansion parameter pertinent to non-linear corrections.

  18. On the non-linear scale of cosmological perturbation theory

    Energy Technology Data Exchange (ETDEWEB)

    Blas, Diego [European Organization for Nuclear Research (CERN), Geneva (Switzerland); Garny, Mathias; Konstandin, Thomas [Deutsches Elektronen-Synchrotron (DESY), Hamburg (Germany)

    2013-04-15

    We discuss the convergence of cosmological perturbation theory. We prove that the polynomial enhancement of the non-linear corrections expected from the effects of soft modes is absent in equal-time correlators like the power or bispectrum. We first show this at leading order by resumming the most important corrections of soft modes to an arbitrary skeleton of hard fluctuations. We derive the same result in the eikonal approximation, which also allows us to show the absence of enhancement at any order. We complement the proof by an explicit calculation of the power spectrum at two-loop order, and by further numerical checks at higher orders. Using these insights, we argue that the modification of the power spectrum from soft modes corresponds at most to logarithmic corrections. Finally, we discuss the asymptotic behavior in the large and small momentum regimes and identify the expansion parameter pertinent to non-linear corrections.

  19. NON-LINEAR FINITE ELEMENT MODELING OF DEEP DRAWING PROCESS

    Directory of Open Access Journals (Sweden)

    Hasan YILDIZ

    2004-03-01

    Full Text Available Deep drawing process is one of the main procedures used in different branches of industry. Finding numerical solutions for determination of the mechanical behaviour of this process will save time and money. In die surfaces, which have complex geometries, it is hard to determine the effects of parameters of sheet metal forming. Some of these parameters are wrinkling, tearing, and determination of the flow of the thin sheet metal in the die and thickness change. However, the most difficult one is determination of material properties during plastic deformation. In this study, the effects of all these parameters are analyzed before producing the dies. The explicit non-linear finite element method is chosen to be used in the analysis. The numerical results obtained for non-linear material and contact models are also compared with the experiments. A good agreement between the numerical and the experimental results is obtained. The results obtained for the models are given in detail.

  20. Introduction to time series analysis and forecasting

    CERN Document Server

    Montgomery, Douglas C; Kulahci, Murat

    2008-01-01

    An accessible introduction to the most current thinking in and practicality of forecasting techniques in the context of time-oriented data. Analyzing time-oriented data and forecasting are among the most important problems that analysts face across many fields, ranging from finance and economics to production operations and the natural sciences. As a result, there is a widespread need for large groups of people in a variety of fields to understand the basic concepts of time series analysis and forecasting. Introduction to Time Series Analysis and Forecasting presents the time series analysis branch of applied statistics as the underlying methodology for developing practical forecasts, and it also bridges the gap between theory and practice by equipping readers with the tools needed to analyze time-oriented data and construct useful, short- to medium-term, statistically based forecasts.

  1. Detecting chaos in irregularly sampled time series.

    Science.gov (United States)

    Kulp, C W

    2013-09-01

    Recently, Wiebe and Virgin [Chaos 22, 013136 (2012)] developed an algorithm which detects chaos by analyzing a time series' power spectrum which is computed using the Discrete Fourier Transform (DFT). Their algorithm, like other time series characterization algorithms, requires that the time series be regularly sampled. Real-world data, however, are often irregularly sampled, thus, making the detection of chaotic behavior difficult or impossible with those methods. In this paper, a characterization algorithm is presented, which effectively detects chaos in irregularly sampled time series. The work presented here is a modification of Wiebe and Virgin's algorithm and uses the Lomb-Scargle Periodogram (LSP) to compute a series' power spectrum instead of the DFT. The DFT is not appropriate for irregularly sampled time series. However, the LSP is capable of computing the frequency content of irregularly sampled data. Furthermore, a new method of analyzing the power spectrum is developed, which can be useful for differentiating between chaotic and non-chaotic behavior. The new characterization algorithm is successfully applied to irregularly sampled data generated by a model as well as data consisting of observations of variable stars.

  2. Non-linear aeroelastic prediction for aircraft applications

    Science.gov (United States)

    de C. Henshaw, M. J.; Badcock, K. J.; Vio, G. A.; Allen, C. B.; Chamberlain, J.; Kaynes, I.; Dimitriadis, G.; Cooper, J. E.; Woodgate, M. A.; Rampurawala, A. M.; Jones, D.; Fenwick, C.; Gaitonde, A. L.; Taylor, N. V.; Amor, D. S.; Eccles, T. A.; Denley, C. J.

    2007-05-01

    in this domain. This is set within the context of a generic industrial process and the requirements of UK and US aeroelastic qualification. A range of test cases, from simple small DOF cases to full aircraft, have been used to evaluate and validate the non-linear methods developed and to make comparison with the linear methods in everyday use. These have focused mainly on aerodynamic non-linearity, although some results for structural non-linearity are also presented. The challenges associated with time domain (coupled computational fluid dynamics-computational structural model (CFD-CSM)) methods have been addressed through the development of grid movement, fluid-structure coupling, and control surface movement technologies. Conclusions regarding the accuracy and computational cost of these are presented. The computational cost of time-domain methods, despite substantial improvements in efficiency, remains high. However, significant advances have been made in reduced order methods, that allow non-linear behaviour to be modelled, but at a cost comparable with that of the regular linear methods. Of particular note is a method based on Hopf bifurcation that has reached an appropriate maturity for deployment on real aircraft configurations, though only limited results are presented herein. Results are also presented for dynamically linearised CFD approaches that hold out the possibility of non-linear results at a fraction of the cost of time coupled CFD-CSM methods. Local linearisation approaches (higher order harmonic balance and continuation method) are also presented; these have the advantage that no prior assumption of the nature of the aeroelastic instability is required, but currently these methods are limited to low DOF problems and it is thought that these will not reach a level of maturity appropriate to real aircraft problems for some years to come. Nevertheless, guidance on the most likely approaches has been derived and this forms the basis for ongoing

  3. Neural Generalized Predictive Control of a non-linear Process

    DEFF Research Database (Denmark)

    Sørensen, Paul Haase; Nørgård, Peter Magnus; Ravn, Ole

    1998-01-01

    The use of neural network in non-linear control is made difficult by the fact the stability and robustness is not guaranteed and that the implementation in real time is non-trivial. In this paper we introduce a predictive controller based on a neural network model which has promising stability qu...... detail and discuss the implementation difficulties. The neural generalized predictive controller is tested on a pneumatic servo sys-tem.......The use of neural network in non-linear control is made difficult by the fact the stability and robustness is not guaranteed and that the implementation in real time is non-trivial. In this paper we introduce a predictive controller based on a neural network model which has promising stability...... qualities. The controller is a non-linear version of the well-known generalized predictive controller developed in linear control theory. It involves minimization of a cost function which in the present case has to be done numerically. Therefore, we develop the numerical algorithms necessary in substantial...

  4. Development of non-linear TWB parts

    Energy Technology Data Exchange (ETDEWEB)

    Lee, J.; Yoon, C.S.; Lim, J.D. [Hyundai Motor Company and Kia Motors Corp. (Korea). Advanced Technology Center; Park, H.C. [Hyundai Hysco (Korea). Technical Research Lab.

    2005-07-01

    New manufacturing methods have applied for automotive parts to reduce total weight of car, resulting in improvement of fuel efficiency. TWB technique is applied to auto body parts, especially door inner, side inner and outer panel, and center floor panel to accomplish this goal. We applied non-linear (circular welded) TWB to shock absorber housing (to reduce total weight of shock absorber housing assembly). Welding line and shape of blank were determined by FEM analysis. High formability steel sheet and 440MPa grade high strength steel sheet were laser welded and press formed to final shock absorber housing (S/ABS HSG) panel and assembled with other sub parts. As a result, more than 10% of total weight of shock absorber housing assembly could be reduced compared with the mass of same part manufactured by conventional method. Also circular welding technique made it possible to design optimum welding line of TWB part. This paper is about result of FEM analysis and development procedure of non-linear TWB part (shock absorber housing assembly). (orig.)

  5. Non linear effects in piezoelectric materials

    Directory of Open Access Journals (Sweden)

    Gonnard, P.

    2002-02-01

    Full Text Available The static and dynamic non-linear behaviours of a soft and a hard zirconate titanate composition are investigated in this paper as a function of electrical and mechanical fields. The calculated Rayleigh coefficients show that they are similar for the permittivity ε T33 and the piezoelectric constant and nul for the voltage constant d33 and the compliance at zero D (D = dielectric displacement. A non-linear electromechanical equivalent circuit is built up with components proportional to D. Finally an extended model to non-Rayleigh type behaviours is proposed.

    Los comportamientos no lineales estáticos y dinámicos de composiciones blandas y duras de titanato circonato de plomo se investigan en este trabajo en función de campos eléctricos y mecánicos. Los coeficientes de Rayleigh calculados son similares para la permitividad εT33 y la constantes piezoléctrica d33 y nulos para la constante g33 y la complianza a D cero (D=desplazamiento dieléctrico. Se construye un circuito electromecánico no lineal equivalente con componentes proporcionales a D. Finalmente se propone un modelo extendido a comportamientos de tipo no-Rayleigh.

  6. Clinical and epidemiological rounds. Time series

    Directory of Open Access Journals (Sweden)

    León-Álvarez, Alba Luz

    2016-07-01

    Full Text Available Analysis of time series is a technique that implicates the study of individuals or groups observed in successive moments in time. This type of analysis allows the study of potential causal relationships between different variables that change over time and relate to each other. It is the most important technique to make inferences about the future, predicting, on the basis or what has happened in the past and it is applied in different disciplines of knowledge. Here we discuss different components of time series, the analysis technique and specific examples in health research.

  7. Time Series Forecasting with Missing Values

    Directory of Open Access Journals (Sweden)

    Shin-Fu Wu

    2015-11-01

    Full Text Available Time series prediction has become more popular in various kinds of applications such as weather prediction, control engineering, financial analysis, industrial monitoring, etc. To deal with real-world problems, we are often faced with missing values in the data due to sensor malfunctions or human errors. Traditionally, the missing values are simply omitted or replaced by means of imputation methods. However, omitting those missing values may cause temporal discontinuity. Imputation methods, on the other hand, may alter the original time series. In this study, we propose a novel forecasting method based on least squares support vector machine (LSSVM. We employ the input patterns with the temporal information which is defined as local time index (LTI. Time series data as well as local time indexes are fed to LSSVM for doing forecasting without imputation. We compare the forecasting performance of our method with other imputation methods. Experimental results show that the proposed method is promising and is worth further investigations.

  8. Efficient Approximate OLAP Querying Over Time Series

    DEFF Research Database (Denmark)

    Perera, Kasun Baruhupolage Don Kasun Sanjeewa; Hahmann, Martin; Lehner, Wolfgang

    2016-01-01

    The ongoing trend for data gathering not only produces larger volumes of data, but also increases the variety of recorded data types. Out of these, especially time series, e.g. various sensor readings, have attracted attention in the domains of business intelligence and decision making. As OLAP...... queries play a major role in these domains, it is desirable to also execute them on time series data. While this is not a problem on the conceptual level, it can become a bottleneck with regards to query run-time. In general, processing OLAP queries gets more computationally intensive as the volume...... of data grows. This is a particular problem when querying time series data, which generally contains multiple measures recorded at fine time granularities. Usually, this issue is addressed either by scaling up hardware or by employing workload based query optimization techniques. However, these solutions...

  9. Time averaging, ageing and delay analysis of financial time series

    Science.gov (United States)

    Cherstvy, Andrey G.; Vinod, Deepak; Aghion, Erez; Chechkin, Aleksei V.; Metzler, Ralf

    2017-06-01

    We introduce three strategies for the analysis of financial time series based on time averaged observables. These comprise the time averaged mean squared displacement (MSD) as well as the ageing and delay time methods for varying fractions of the financial time series. We explore these concepts via statistical analysis of historic time series for several Dow Jones Industrial indices for the period from the 1960s to 2015. Remarkably, we discover a simple universal law for the delay time averaged MSD. The observed features of the financial time series dynamics agree well with our analytical results for the time averaged measurables for geometric Brownian motion, underlying the famed Black-Scholes-Merton model. The concepts we promote here are shown to be useful for financial data analysis and enable one to unveil new universal features of stock market dynamics.

  10. Highly comparative time-series analysis: the empirical structure of time series and their methods.

    Science.gov (United States)

    Fulcher, Ben D; Little, Max A; Jones, Nick S

    2013-06-06

    The process of collecting and organizing sets of observations represents a common theme throughout the history of science. However, despite the ubiquity of scientists measuring, recording and analysing the dynamics of different processes, an extensive organization of scientific time-series data and analysis methods has never been performed. Addressing this, annotated collections of over 35 000 real-world and model-generated time series, and over 9000 time-series analysis algorithms are analysed in this work. We introduce reduced representations of both time series, in terms of their properties measured by diverse scientific methods, and of time-series analysis methods, in terms of their behaviour on empirical time series, and use them to organize these interdisciplinary resources. This new approach to comparing across diverse scientific data and methods allows us to organize time-series datasets automatically according to their properties, retrieve alternatives to particular analysis methods developed in other scientific disciplines and automate the selection of useful methods for time-series classification and regression tasks. The broad scientific utility of these tools is demonstrated on datasets of electroencephalograms, self-affine time series, heartbeat intervals, speech signals and others, in each case contributing novel analysis techniques to the existing literature. Highly comparative techniques that compare across an interdisciplinary literature can thus be used to guide more focused research in time-series analysis for applications across the scientific disciplines.

  11. Turbulencelike Behavior of Seismic Time Series

    International Nuclear Information System (INIS)

    Manshour, P.; Saberi, S.; Sahimi, Muhammad; Peinke, J.; Pacheco, Amalio F.; Rahimi Tabar, M. Reza

    2009-01-01

    We report on a stochastic analysis of Earth's vertical velocity time series by using methods originally developed for complex hierarchical systems and, in particular, for turbulent flows. Analysis of the fluctuations of the detrended increments of the series reveals a pronounced transition in their probability density function from Gaussian to non-Gaussian. The transition occurs 5-10 hours prior to a moderate or large earthquake, hence representing a new and reliable precursor for detecting such earthquakes

  12. Introduction to time series analysis and forecasting

    CERN Document Server

    Montgomery, Douglas C; Kulahci, Murat

    2015-01-01

    Praise for the First Edition ""…[t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics."" -MAA Reviews Thoroughly updated throughout, Introduction to Time Series Analysis and Forecasting, Second Edition presents the underlying theories of time series analysis that are needed to analyze time-oriented data and construct real-world short- to medium-term statistical forecasts.    Authored by highly-experienced academics and professionals in engineering statistics, the Second Edition features discussions on both

  13. Time series modeling in traffic safety research.

    Science.gov (United States)

    Lavrenz, Steven M; Vlahogianni, Eleni I; Gkritza, Konstantina; Ke, Yue

    2018-08-01

    The use of statistical models for analyzing traffic safety (crash) data has been well-established. However, time series techniques have traditionally been underrepresented in the corresponding literature, due to challenges in data collection, along with a limited knowledge of proper methodology. In recent years, new types of high-resolution traffic safety data, especially in measuring driver behavior, have made time series modeling techniques an increasingly salient topic of study. Yet there remains a dearth of information to guide analysts in their use. This paper provides an overview of the state of the art in using time series models in traffic safety research, and discusses some of the fundamental techniques and considerations in classic time series modeling. It also presents ongoing and future opportunities for expanding the use of time series models, and explores newer modeling techniques, including computational intelligence models, which hold promise in effectively handling ever-larger data sets. The information contained herein is meant to guide safety researchers in understanding this broad area of transportation data analysis, and provide a framework for understanding safety trends that can influence policy-making. Copyright © 2017 Elsevier Ltd. All rights reserved.

  14. Forecasting autoregressive time series under changing persistence

    DEFF Research Database (Denmark)

    Kruse, Robinson

    Changing persistence in time series models means that a structural change from nonstationarity to stationarity or vice versa occurs over time. Such a change has important implications for forecasting, as negligence may lead to inaccurate model predictions. This paper derives generally applicable...

  15. Use of recurrence plot and recurrence quantification analysis in Taiwan unemployment rate time series

    Science.gov (United States)

    Chen, Wei-Shing

    2011-04-01

    The aim of the article is to answer the question if the Taiwan unemployment rate dynamics is generated by a non-linear deterministic dynamic process. This paper applies a recurrence plot and recurrence quantification approach based on the analysis of non-stationary hidden transition patterns of the unemployment rate of Taiwan. The case study uses the time series data of the Taiwan’s unemployment rate during the period from 1978/01 to 2010/06. The results show that recurrence techniques are able to identify various phases in the evolution of unemployment transition in Taiwan.

  16. Building Chaotic Model From Incomplete Time Series

    Science.gov (United States)

    Siek, Michael; Solomatine, Dimitri

    2010-05-01

    This paper presents a number of novel techniques for building a predictive chaotic model from incomplete time series. A predictive chaotic model is built by reconstructing the time-delayed phase space from observed time series and the prediction is made by a global model or adaptive local models based on the dynamical neighbors found in the reconstructed phase space. In general, the building of any data-driven models depends on the completeness and quality of the data itself. However, the completeness of the data availability can not always be guaranteed since the measurement or data transmission is intermittently not working properly due to some reasons. We propose two main solutions dealing with incomplete time series: using imputing and non-imputing methods. For imputing methods, we utilized the interpolation methods (weighted sum of linear interpolations, Bayesian principle component analysis and cubic spline interpolation) and predictive models (neural network, kernel machine, chaotic model) for estimating the missing values. After imputing the missing values, the phase space reconstruction and chaotic model prediction are executed as a standard procedure. For non-imputing methods, we reconstructed the time-delayed phase space from observed time series with missing values. This reconstruction results in non-continuous trajectories. However, the local model prediction can still be made from the other dynamical neighbors reconstructed from non-missing values. We implemented and tested these methods to construct a chaotic model for predicting storm surges at Hoek van Holland as the entrance of Rotterdam Port. The hourly surge time series is available for duration of 1990-1996. For measuring the performance of the proposed methods, a synthetic time series with missing values generated by a particular random variable to the original (complete) time series is utilized. There exist two main performance measures used in this work: (1) error measures between the actual

  17. Image denoising using non linear diffusion tensors

    International Nuclear Information System (INIS)

    Benzarti, F.; Amiri, H.

    2011-01-01

    Image denoising is an important pre-processing step for many image analysis and computer vision system. It refers to the task of recovering a good estimate of the true image from a degraded observation without altering and changing useful structure in the image such as discontinuities and edges. In this paper, we propose a new approach for image denoising based on the combination of two non linear diffusion tensors. One allows diffusion along the orientation of greatest coherences, while the other allows diffusion along orthogonal directions. The idea is to track perfectly the local geometry of the degraded image and applying anisotropic diffusion mainly along the preferred structure direction. To illustrate the effective performance of our model, we present some experimental results on a test and real photographic color images.

  18. Optimal non-linear health insurance.

    Science.gov (United States)

    Blomqvist, A

    1997-06-01

    Most theoretical and empirical work on efficient health insurance has been based on models with linear insurance schedules (a constant co-insurance parameter). In this paper, dynamic optimization techniques are used to analyse the properties of optimal non-linear insurance schedules in a model similar to one originally considered by Spence and Zeckhauser (American Economic Review, 1971, 61, 380-387) and reminiscent of those that have been used in the literature on optimal income taxation. The results of a preliminary numerical example suggest that the welfare losses from the implicit subsidy to employer-financed health insurance under US tax law may be a good deal smaller than previously estimated using linear models.

  19. Non linear self consistency of microtearing modes

    International Nuclear Information System (INIS)

    Garbet, X.; Mourgues, F.; Samain, A.

    1987-01-01

    The self consistency of a microtearing turbulence is studied in non linear regimes where the ergodicity of the flux lines determines the electron response. The current which sustains the magnetic perturbation via the Ampere law results from the combines action of the radial electric field in the frame where the island chains are static and of the thermal electron diamagnetism. Numerical calculations show that at usual values of β pol in Tokamaks the turbulence can create a diffusion coefficient of order ν th p 2 i where p i is the ion larmor radius and ν th the electron ion collision frequency. On the other hand, collisionless regimes involving special profiles of each mode near the resonant surface seem possible

  20. Non Linear Beam Dynamics Studies at SPEAR

    International Nuclear Information System (INIS)

    Terebilo, A.; Pellegrini, C.; Cornacchia, M.; Corbett, J.; Martin, D.

    2011-01-01

    The frequency map analysis of a Hamiltonian system recently introduced to accelerators physics in combination with turn-by-turn phase space measurements opens new experimental opportunities for studying non linear dynamic in storage rings. In this paper we report on the experimental program at SPEAR having the goal of measuring the frequency map of the machine. In this paper we discuss the accuracy of the instantaneous tune extraction from experimental data and demonstrate the possibility of the frequency map measurement. The instantaneous tune extraction technique can be applied to experimental tracking data with reasonable accuracy. Frequency map can be experimentally determined using the existing turn-by-turn phase space measurement techniques and NAFF instantaneous tune extraction.

  1. Understanding climate impacts on vegetation using a spatiotemporal non-linear Granger causality framework

    Science.gov (United States)

    Papagiannopoulou, Christina; Decubber, Stijn; Miralles, Diego; Demuzere, Matthias; Dorigo, Wouter; Verhoest, Niko; Waegeman, Willem

    2017-04-01

    Satellite data provide an abundance of information about crucial climatic and environmental variables. These data - consisting of global records, spanning up to 35 years and having the form of multivariate time series with different spatial and temporal resolutions - enable the study of key climate-vegetation interactions. Although methods which are based on correlations and linear models are typically used for this purpose, their assumptions for linearity about the climate-vegetation relationships are too simplistic. Therefore, we adopt a recently proposed non-linear Granger causality analysis [1], in which we incorporate spatial information, concatenating data from neighboring pixels and training a joint model on the combined data. Experimental results based on global data sets show that considering non-linear relationships leads to a higher explained variance of past vegetation dynamics, compared to simple linear models. Our approach consists of several steps. First, we compile an extensive database [1], which includes multiple data sets for land surface temperature, near-surface air temperature, surface radiation, precipitation, snow water equivalents and surface soil moisture. Based on this database, high-level features are constructed and considered as predictors in our machine-learning framework. These high-level features include (de-trended) seasonal anomalies, lagged variables, past cumulative variables, and extreme indices, all calculated based on the raw climatic data. Second, we apply a spatiotemporal non-linear Granger causality framework - in which the linear predictive model is substituted for a non-linear machine learning algorithm - in order to assess which of these predictor variables Granger-cause vegetation dynamics at each 1° pixel. We use the de-trended anomalies of Normalized Difference Vegetation Index (NDVI) to characterize vegetation, being the target variable of our framework. Experimental results indicate that climate strongly (Granger

  2. Layered Ensemble Architecture for Time Series Forecasting.

    Science.gov (United States)

    Rahman, Md Mustafizur; Islam, Md Monirul; Murase, Kazuyuki; Yao, Xin

    2016-01-01

    Time series forecasting (TSF) has been widely used in many application areas such as science, engineering, and finance. The phenomena generating time series are usually unknown and information available for forecasting is only limited to the past values of the series. It is, therefore, necessary to use an appropriate number of past values, termed lag, for forecasting. This paper proposes a layered ensemble architecture (LEA) for TSF problems. Our LEA consists of two layers, each of which uses an ensemble of multilayer perceptron (MLP) networks. While the first ensemble layer tries to find an appropriate lag, the second ensemble layer employs the obtained lag for forecasting. Unlike most previous work on TSF, the proposed architecture considers both accuracy and diversity of the individual networks in constructing an ensemble. LEA trains different networks in the ensemble by using different training sets with an aim of maintaining diversity among the networks. However, it uses the appropriate lag and combines the best trained networks to construct the ensemble. This indicates LEAs emphasis on accuracy of the networks. The proposed architecture has been tested extensively on time series data of neural network (NN)3 and NN5 competitions. It has also been tested on several standard benchmark time series data. In terms of forecasting accuracy, our experimental results have revealed clearly that LEA is better than other ensemble and nonensemble methods.

  3. Non-linearities in Holocene floodplain sediment storage

    Science.gov (United States)

    Notebaert, Bastiaan; Nils, Broothaerts; Jean-François, Berger; Gert, Verstraeten

    2013-04-01

    Floodplain sediment storage is an important part of the sediment cascade model, buffering sediment delivery between hillslopes and oceans, which is hitherto not fully quantified in contrast to other global sediment budget components. Quantification and dating of floodplain sediment storage is data and financially demanding, limiting contemporary estimates for larger spatial units to simple linear extrapolations from a number of smaller catchments. In this paper we will present non-linearities in both space and time for floodplain sediment budgets in three different catchments. Holocene floodplain sediments of the Dijle catchment in the Belgian loess region, show a clear distinction between morphological stages: early Holocene peat accumulation, followed by mineral floodplain aggradation from the start of the agricultural period on. Contrary to previous assumptions, detailed dating of this morphological change at different shows an important non-linearity in geomorphologic changes of the floodplain, both between and within cross sections. A second example comes from the Pre-Alpine French Valdaine region, where non-linearities and complex system behavior exists between (temporal) patterns of soil erosion and floodplain sediment deposition. In this region Holocene floodplain deposition is characterized by different cut-and-fill phases. The quantification of these different phases shows a complicated image of increasing and decreasing floodplain sediment storage, which hampers the image of increasing sediment accumulation over time. Although fill stages may correspond with large quantities of deposited sediment and traditionally calculated sedimentation rates for such stages are high, they do not necessary correspond with a long-term net increase in floodplain deposition. A third example is based on the floodplain sediment storage in the Amblève catchment, located in the Belgian Ardennes uplands. Detailed floodplain sediment quantification for this catchments shows

  4. Time series clustering in large data sets

    Directory of Open Access Journals (Sweden)

    Jiří Fejfar

    2011-01-01

    Full Text Available The clustering of time series is a widely researched area. There are many methods for dealing with this task. We are actually using the Self-organizing map (SOM with the unsupervised learning algorithm for clustering of time series. After the first experiment (Fejfar, Weinlichová, Šťastný, 2009 it seems that the whole concept of the clustering algorithm is correct but that we have to perform time series clustering on much larger dataset to obtain more accurate results and to find the correlation between configured parameters and results more precisely. The second requirement arose in a need for a well-defined evaluation of results. It seems useful to use sound recordings as instances of time series again. There are many recordings to use in digital libraries, many interesting features and patterns can be found in this area. We are searching for recordings with the similar development of information density in this experiment. It can be used for musical form investigation, cover songs detection and many others applications.The objective of the presented paper is to compare clustering results made with different parameters of feature vectors and the SOM itself. We are describing time series in a simplistic way evaluating standard deviations for separated parts of recordings. The resulting feature vectors are clustered with the SOM in batch training mode with different topologies varying from few neurons to large maps.There are other algorithms discussed, usable for finding similarities between time series and finally conclusions for further research are presented. We also present an overview of the related actual literature and projects.

  5. Introduction to time series and forecasting

    CERN Document Server

    Brockwell, Peter J

    2016-01-01

    This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space mod...

  6. An integer optimization algorithm for robust identification of non-linear gene regulatory networks

    Directory of Open Access Journals (Sweden)

    Chemmangattuvalappil Nishanth

    2012-09-01

    Full Text Available Abstract Background Reverse engineering gene networks and identifying regulatory interactions are integral to understanding cellular decision making processes. Advancement in high throughput experimental techniques has initiated innovative data driven analysis of gene regulatory networks. However, inherent noise associated with biological systems requires numerous experimental replicates for reliable conclusions. Furthermore, evidence of robust algorithms directly exploiting basic biological traits are few. Such algorithms are expected to be efficient in their performance and robust in their prediction. Results We have developed a network identification algorithm to accurately infer both the topology and strength of regulatory interactions from time series gene expression data in the presence of significant experimental noise and non-linear behavior. In this novel formulism, we have addressed data variability in biological systems by integrating network identification with the bootstrap resampling technique, hence predicting robust interactions from limited experimental replicates subjected to noise. Furthermore, we have incorporated non-linearity in gene dynamics using the S-system formulation. The basic network identification formulation exploits the trait of sparsity of biological interactions. Towards that, the identification algorithm is formulated as an integer-programming problem by introducing binary variables for each network component. The objective function is targeted to minimize the network connections subjected to the constraint of maximal agreement between the experimental and predicted gene dynamics. The developed algorithm is validated using both in silico and experimental data-sets. These studies show that the algorithm can accurately predict the topology and connection strength of the in silico networks, as quantified by high precision and recall, and small discrepancy between the actual and predicted kinetic parameters

  7. Quantization of a non-linearly realized supersymmetric theory

    International Nuclear Information System (INIS)

    Shima, Kazunari

    1976-01-01

    The two-dimensional version of the Volkov-Akulov's Lagrngian, where the super-symmetry is realized non-linearly by means of a single Majorana spinor psi(x), is quantized. The equal time anti-commutators for the field are not c-numbers but functions of the field itself. By the explicite calculation we shall show that supersymmetry charges of the model form the supersymmetry algebra(the graded Lie algebra) and the supersymmetry charges exactly generate a constant translation of psi(x) in the spinor space. In this work we restrict our investigation to the two-dimensional space-time for the sake of simplicity. (auth.)

  8. Linear and non-linear energy barriers in systems of interacting single-domain ferromagnetic particles

    International Nuclear Information System (INIS)

    Petrila, Iulian; Bodale, Ilie; Rotarescu, Cristian; Stancu, Alexandru

    2011-01-01

    A comparative analysis between linear and non-linear energy barriers used for modeling statistical thermally-excited ferromagnetic systems is presented. The linear energy barrier is obtained by new symmetry considerations about the anisotropy energy and the link with the non-linear energy barrier is also presented. For a relevant analysis we compare the effects of linear and non-linear energy barriers implemented in two different models: Preisach-Neel and Ising-Metropolis. The differences between energy barriers which are reflected in different coercive field dependence of the temperature are also presented. -- Highlights: → The linear energy barrier is obtained from symmetry considerations. → The linear and non-linear energy barriers are calibrated and implemented in Preisach-Neel and Ising-Metropolis models. → The temperature and time effects of the linear and non-linear energy barriers are analyzed.

  9. Complex dynamic in ecological time series

    Science.gov (United States)

    Peter Turchin; Andrew D. Taylor

    1992-01-01

    Although the possibility of complex dynamical behaviors-limit cycles, quasiperiodic oscillations, and aperiodic chaos-has been recognized theoretically, most ecologists are skeptical of their importance in nature. In this paper we develop a methodology for reconstructing endogenous (or deterministic) dynamics from ecological time series. Our method consists of fitting...

  10. Inferring interdependencies from short time series

    Indian Academy of Sciences (India)

    Abstract. Complex networks provide an invaluable framework for the study of interlinked dynamical systems. In many cases, such networks are constructed from observed time series by first estimating the ...... does not quantify causal relations (unlike IOTA, or .... Africa_map_regions.svg, which is under public domain.

  11. On modeling panels of time series

    NARCIS (Netherlands)

    Ph.H.B.F. Franses (Philip Hans)

    2002-01-01

    textabstractThis paper reviews research issues in modeling panels of time series. Examples of this type of data are annually observed macroeconomic indicators for all countries in the world, daily returns on the individual stocks listed in the S&P500, and the sales records of all items in a

  12. 25 years of time series forecasting

    NARCIS (Netherlands)

    de Gooijer, J.G.; Hyndman, R.J.

    2006-01-01

    We review the past 25 years of research into time series forecasting. In this silver jubilee issue, we naturally highlight results published in journals managed by the International Institute of Forecasters (Journal of Forecasting 1982-1985 and International Journal of Forecasting 1985-2005). During

  13. Nonlinear Time Series Analysis via Neural Networks

    Science.gov (United States)

    Volná, Eva; Janošek, Michal; Kocian, Václav; Kotyrba, Martin

    This article deals with a time series analysis based on neural networks in order to make an effective forex market [Moore and Roche, J. Int. Econ. 58, 387-411 (2002)] pattern recognition. Our goal is to find and recognize important patterns which repeatedly appear in the market history to adapt our trading system behaviour based on them.

  14. Markov Trends in Macroeconomic Time Series

    NARCIS (Netherlands)

    R. Paap (Richard)

    1997-01-01

    textabstractMany macroeconomic time series are characterised by long periods of positive growth, expansion periods, and short periods of negative growth, recessions. A popular model to describe this phenomenon is the Markov trend, which is a stochastic segmented trend where the slope depends on the

  15. Modeling vector nonlinear time series using POLYMARS

    NARCIS (Netherlands)

    de Gooijer, J.G.; Ray, B.K.

    2003-01-01

    A modified multivariate adaptive regression splines method for modeling vector nonlinear time series is investigated. The method results in models that can capture certain types of vector self-exciting threshold autoregressive behavior, as well as provide good predictions for more general vector

  16. Modeling seasonality in bimonthly time series

    NARCIS (Netherlands)

    Ph.H.B.F. Franses (Philip Hans)

    1992-01-01

    textabstractA recurring issue in modeling seasonal time series variables is the choice of the most adequate model for the seasonal movements. One selection method for quarterly data is proposed in Hylleberg et al. (1990). Market response models are often constructed for bimonthly variables, and

  17. Time Series Modelling using Proc Varmax

    DEFF Research Database (Denmark)

    Milhøj, Anders

    2007-01-01

    In this paper it will be demonstrated how various time series problems could be met using Proc Varmax. The procedure is rather new and hence new features like cointegration, testing for Granger causality are included, but it also means that more traditional ARIMA modelling as outlined by Box...

  18. On clustering fMRI time series

    DEFF Research Database (Denmark)

    Goutte, Cyril; Toft, Peter Aundal; Rostrup, E.

    1999-01-01

    Analysis of fMRI time series is often performed by extracting one or more parameters for the individual voxels. Methods based, e.g., on various statistical tests are then used to yield parameters corresponding to probability of activation or activation strength. However, these methods do...

  19. Robust Control Charts for Time Series Data

    NARCIS (Netherlands)

    Croux, C.; Gelper, S.; Mahieu, K.

    2010-01-01

    This article presents a control chart for time series data, based on the one-step- ahead forecast errors of the Holt-Winters forecasting method. We use robust techniques to prevent that outliers affect the estimation of the control limits of the chart. Moreover, robustness is important to maintain

  20. Optimal transformations for categorical autoregressive time series

    NARCIS (Netherlands)

    Buuren, S. van

    1996-01-01

    This paper describes a method for finding optimal transformations for analyzing time series by autoregressive models. 'Optimal' implies that the agreement between the autoregressive model and the transformed data is maximal. Such transformations help 1) to increase the model fit, and 2) to analyze

  1. Lecture notes for Advanced Time Series Analysis

    DEFF Research Database (Denmark)

    Madsen, Henrik; Holst, Jan

    1997-01-01

    A first version of this notes was used at the lectures in Grenoble, and they are now extended and improved (together with Jan Holst), and used in Ph.D. courses on Advanced Time Series Analysis at IMM and at the Department of Mathematical Statistics, University of Lund, 1994, 1997, ...

  2. Forecasting with periodic autoregressive time series models

    NARCIS (Netherlands)

    Ph.H.B.F. Franses (Philip Hans); R. Paap (Richard)

    1999-01-01

    textabstractThis paper is concerned with forecasting univariate seasonal time series data using periodic autoregressive models. We show how one should account for unit roots and deterministic terms when generating out-of-sample forecasts. We illustrate the models for various quarterly UK consumption

  3. The non-linear evolution of edge localized modes

    International Nuclear Information System (INIS)

    Wenninger, Ronald

    2013-01-01

    Edge localized modes (ELMs) are instabilities in the edge of tokamak plasmas in the high confinement regime (H-mode). Without them the edge transport in ordinary H-mode plasmas is too low to establish a stationary situation. However in a future device large unmitigated ELMs are believed to cause divertor power flux densities far in excess of tolerable material limits. Hence the size of energy loss per ELM and the resulting ELM frequency must be controlled. To proceed in understanding how the ELM size is determined and how ELM mitigation methods work it is necessary to characterize the non-linear evolution of pedestal erosion. In order to achieve this experimental data is compared to the results of ELM simulations with the code JOREK (reduced MHD, non-linear) applying a specially developed synthetic magnetic diagnostic. The experimental data are acquired by several fast sampling diagnostics at the experiments ASDEX Upgrade and TCV at a large number of toroidal/poloidal positions. A central element of the presented work is the detailed characterization of dominant magnetic perturbations during ELMs. These footprints of the instability can be observed most intensely in close temporal vicinity to the onset of pedestal erosion. Dominant magnetic perturbations are caused by current perturbations located at or inside the last closed flux surface. In ASDEX Upgrade under certain conditions dominant magnetic perturbations like other H-mode edge instabilities display a similarity to solitons. Furthermore - as expected - they are often observed to be correlated to a perturbation of electron temperature. In TCV it is possible to characterize the evolution of the toroidal structure of dominant magnetic perturbations. Between growing above the level of background fluctuations and the maximum perturbation level for all time instance a similar toroidal structure is observed. This rigid mode-structure is an indication for non-linear coupling. Most frequently the dominant toroidal

  4. The non-linear evolution of edge localized modes

    Energy Technology Data Exchange (ETDEWEB)

    Wenninger, Ronald

    2013-01-09

    Edge localized modes (ELMs) are instabilities in the edge of tokamak plasmas in the high confinement regime (H-mode). Without them the edge transport in ordinary H-mode plasmas is too low to establish a stationary situation. However in a future device large unmitigated ELMs are believed to cause divertor power flux densities far in excess of tolerable material limits. Hence the size of energy loss per ELM and the resulting ELM frequency must be controlled. To proceed in understanding how the ELM size is determined and how ELM mitigation methods work it is necessary to characterize the non-linear evolution of pedestal erosion. In order to achieve this experimental data is compared to the results of ELM simulations with the code JOREK (reduced MHD, non-linear) applying a specially developed synthetic magnetic diagnostic. The experimental data are acquired by several fast sampling diagnostics at the experiments ASDEX Upgrade and TCV at a large number of toroidal/poloidal positions. A central element of the presented work is the detailed characterization of dominant magnetic perturbations during ELMs. These footprints of the instability can be observed most intensely in close temporal vicinity to the onset of pedestal erosion. Dominant magnetic perturbations are caused by current perturbations located at or inside the last closed flux surface. In ASDEX Upgrade under certain conditions dominant magnetic perturbations like other H-mode edge instabilities display a similarity to solitons. Furthermore - as expected - they are often observed to be correlated to a perturbation of electron temperature. In TCV it is possible to characterize the evolution of the toroidal structure of dominant magnetic perturbations. Between growing above the level of background fluctuations and the maximum perturbation level for all time instance a similar toroidal structure is observed. This rigid mode-structure is an indication for non-linear coupling. Most frequently the dominant toroidal

  5. Stochastic nature of series of waiting times

    Science.gov (United States)

    Anvari, Mehrnaz; Aghamohammadi, Cina; Dashti-Naserabadi, H.; Salehi, E.; Behjat, E.; Qorbani, M.; Khazaei Nezhad, M.; Zirak, M.; Hadjihosseini, Ali; Peinke, Joachim; Tabar, M. Reza Rahimi

    2013-06-01

    Although fluctuations in the waiting time series have been studied for a long time, some important issues such as its long-range memory and its stochastic features in the presence of nonstationarity have so far remained unstudied. Here we find that the “waiting times” series for a given increment level have long-range correlations with Hurst exponents belonging to the interval 1/2time distribution. We find that the logarithmic difference of waiting times series has a short-range correlation, and then we study its stochastic nature using the Markovian method and determine the corresponding Kramers-Moyal coefficients. As an example, we analyze the velocity fluctuations in high Reynolds number turbulence and determine the level dependence of Markov time scales, as well as the drift and diffusion coefficients. We show that the waiting time distributions exhibit power law tails, and we were able to model the distribution with a continuous time random walk.

  6. The Statistical Analysis of Time Series

    CERN Document Server

    Anderson, T W

    2011-01-01

    The Wiley Classics Library consists of selected books that have become recognized classics in their respective fields. With these new unabridged and inexpensive editions, Wiley hopes to extend the life of these important works by making them available to future generations of mathematicians and scientists. Currently available in the Series: T. W. Anderson Statistical Analysis of Time Series T. S. Arthanari & Yadolah Dodge Mathematical Programming in Statistics Emil Artin Geometric Algebra Norman T. J. Bailey The Elements of Stochastic Processes with Applications to the Natural Sciences George

  7. What marketing scholars should know about time series analysis : time series applications in marketing

    NARCIS (Netherlands)

    Horváth, Csilla; Kornelis, Marcel; Leeflang, Peter S.H.

    2002-01-01

    In this review, we give a comprehensive summary of time series techniques in marketing, and discuss a variety of time series analysis (TSA) techniques and models. We classify them in the sets (i) univariate TSA, (ii) multivariate TSA, and (iii) multiple TSA. We provide relevant marketing

  8. Algorithm for Compressing Time-Series Data

    Science.gov (United States)

    Hawkins, S. Edward, III; Darlington, Edward Hugo

    2012-01-01

    An algorithm based on Chebyshev polynomials effects lossy compression of time-series data or other one-dimensional data streams (e.g., spectral data) that are arranged in blocks for sequential transmission. The algorithm was developed for use in transmitting data from spacecraft scientific instruments to Earth stations. In spite of its lossy nature, the algorithm preserves the information needed for scientific analysis. The algorithm is computationally simple, yet compresses data streams by factors much greater than two. The algorithm is not restricted to spacecraft or scientific uses: it is applicable to time-series data in general. The algorithm can also be applied to general multidimensional data that have been converted to time-series data, a typical example being image data acquired by raster scanning. However, unlike most prior image-data-compression algorithms, this algorithm neither depends on nor exploits the two-dimensional spatial correlations that are generally present in images. In order to understand the essence of this compression algorithm, it is necessary to understand that the net effect of this algorithm and the associated decompression algorithm is to approximate the original stream of data as a sequence of finite series of Chebyshev polynomials. For the purpose of this algorithm, a block of data or interval of time for which a Chebyshev polynomial series is fitted to the original data is denoted a fitting interval. Chebyshev approximation has two properties that make it particularly effective for compressing serial data streams with minimal loss of scientific information: The errors associated with a Chebyshev approximation are nearly uniformly distributed over the fitting interval (this is known in the art as the "equal error property"); and the maximum deviations of the fitted Chebyshev polynomial from the original data have the smallest possible values (this is known in the art as the "min-max property").

  9. Non-linear spin transport in magnetic semiconductor superlattices

    International Nuclear Information System (INIS)

    Bejar, Manuel; Sanchez, David; Platero, Gloria; MacDonald, A.H.

    2004-01-01

    The electronic spin dynamics in DC-biased n-doped II-VI semiconductor multiquantum wells doped with magnetic impurities is presented. Under certain range of electronic doping, conventional semiconductor superlattices present self-sustained oscillations. Magnetically doped wells (Mn) present large spin splittings due to the exchange interaction. The interplay between non-linear interwell transport, the electron-electron interaction and the exchange between electrons and the magnetic impurities produces interesting time-dependent features in the spin polarization current tuned by an external magnetic field

  10. Numerical solution of non-linear diffusion problems

    International Nuclear Information System (INIS)

    Carmen, A. del; Ferreri, J.C.

    1998-01-01

    This paper presents a method for the numerical solution of non-linear diffusion problems using finite-differences in moving grids. Due to the presence of steep fronts in the solution domain and to the presence of advective terms originating in the grid movement, an implicit TVD scheme, first order in time and second order in space has been developed. Some algebraic details of the derivation are given. Results are shown for the pure advection of a scalar as a test case and an example dealing with the slow spreading of viscous fluids over plane surfaces. The agreement between numerical and analytical solutions is excellent. (author). 8 refs., 3 figs

  11. Non-linear calculation of PCRV using dynamic relaxation

    International Nuclear Information System (INIS)

    Schnellenbach, G.

    1979-01-01

    A brief review is presented of a numerical method called the dynamic relaxation method for stress analysis of the concrete in prestressed concrete pressure vessels. By this method the three-dimensional elliptic differential equations of the continuum are changed into the four-dimensional hyperbolic differential equations known as wave equations. The boundary value problem of the static system is changed into an initial and boundary value problem for which a solution exists if the physical system is defined at time t=0. The effect of non-linear stress-strain behaviour of the material as well as creep and cracking are considered

  12. Beyer's non-linearity parameter (B/A) in benzylidene aniline Schiff base liquid crystalline systems

    International Nuclear Information System (INIS)

    Nagi Reddy, M.V.V.; Pisipati, V.G.K.M.; Madhavi Latha, D.; Datta Prasad, P.V.

    2011-01-01

    The non-linearity parameter B/A is estimated for a number of liquid crystal materials of the type N-(p-n-alkoxy benzylidene)-p-n-alkyl anilines, popularly known as nO.m, where n and m are the aliphatic chains on either side of the rigid core, which can be varied from 1 to 18 to realize a number of LC materials with a variety LC phase variants. The B/A values are computed from both density and sound velocity data following standard relations reported in literature. This systematic study in a homologous series provides an opportunity to study how this parameter behaves with (1) either the alkoxy and/or alkyl chain number, (2) with the total chain number (n+m), (3) with increase in molecular weight and (4) whether the linear relations reported in literature either with αT [thermal expansion coefficient (α) and temperature (T)] and sound velocity (u) will hold good or not and if so to what extent. The results are discussed with the body of data available in literature on liquids, liquid mixtures and other LC materials. -- Research highlights: → The Bayer's non-linearity parameter (B/A) is estimated for the first time for a number liquid crystal materials of the type N-(p-n-alkoxy benzylidene)-p-nalkyl anilines. → The magnitude of B/A estimated from sound velocity data is higher compared to that estimated thermal expansion data. → The B/A value decreases with increase in molecular weight with an even odd fashion and reaches a minimum value and saturates. → These studies reveal that both the thermal expansion coefficient and sound velocity are the tools to estimate the non-linear parameter B/A in the case of liquid crystals.

  13. Prediction of Mind-Wandering with Electroencephalogram and Non-linear Regression Modeling.

    Science.gov (United States)

    Kawashima, Issaku; Kumano, Hiroaki

    2017-01-01

    Mind-wandering (MW), task-unrelated thought, has been examined by researchers in an increasing number of articles using models to predict whether subjects are in MW, using numerous physiological variables. However, these models are not applicable in general situations. Moreover, they output only binary classification. The current study suggests that the combination of electroencephalogram (EEG) variables and non-linear regression modeling can be a good indicator of MW intensity. We recorded EEGs of 50 subjects during the performance of a Sustained Attention to Response Task, including a thought sampling probe that inquired the focus of attention. We calculated the power and coherence value and prepared 35 patterns of variable combinations and applied Support Vector machine Regression (SVR) to them. Finally, we chose four SVR models: two of them non-linear models and the others linear models; two of the four models are composed of a limited number of electrodes to satisfy model usefulness. Examination using the held-out data indicated that all models had robust predictive precision and provided significantly better estimations than a linear regression model using single electrode EEG variables. Furthermore, in limited electrode condition, non-linear SVR model showed significantly better precision than linear SVR model. The method proposed in this study helps investigations into MW in various little-examined situations. Further, by measuring MW with a high temporal resolution EEG, unclear aspects of MW, such as time series variation, are expected to be revealed. Furthermore, our suggestion that a few electrodes can also predict MW contributes to the development of neuro-feedback studies.

  14. Linear and non-linear autoregressive models for short-term wind speed forecasting

    International Nuclear Information System (INIS)

    Lydia, M.; Suresh Kumar, S.; Immanuel Selvakumar, A.; Edwin Prem Kumar, G.

    2016-01-01

    Highlights: • Models for wind speed prediction at 10-min intervals up to 1 h built on time-series wind speed data. • Four different multivariate models for wind speed built based on exogenous variables. • Non-linear models built using three data mining algorithms outperform the linear models. • Autoregressive models based on wind direction perform better than other models. - Abstract: Wind speed forecasting aids in estimating the energy produced from wind farms. The soaring energy demands of the world and minimal availability of conventional energy sources have significantly increased the role of non-conventional sources of energy like solar, wind, etc. Development of models for wind speed forecasting with higher reliability and greater accuracy is the need of the hour. In this paper, models for predicting wind speed at 10-min intervals up to 1 h have been built based on linear and non-linear autoregressive moving average models with and without external variables. The autoregressive moving average models based on wind direction and annual trends have been built using data obtained from Sotavento Galicia Plc. and autoregressive moving average models based on wind direction, wind shear and temperature have been built on data obtained from Centre for Wind Energy Technology, Chennai, India. While the parameters of the linear models are obtained using the Gauss–Newton algorithm, the non-linear autoregressive models are developed using three different data mining algorithms. The accuracy of the models has been measured using three performance metrics namely, the Mean Absolute Error, Root Mean Squared Error and Mean Absolute Percentage Error.

  15. Prediction of Mind-Wandering with Electroencephalogram and Non-linear Regression Modeling

    Directory of Open Access Journals (Sweden)

    Issaku Kawashima

    2017-07-01

    Full Text Available Mind-wandering (MW, task-unrelated thought, has been examined by researchers in an increasing number of articles using models to predict whether subjects are in MW, using numerous physiological variables. However, these models are not applicable in general situations. Moreover, they output only binary classification. The current study suggests that the combination of electroencephalogram (EEG variables and non-linear regression modeling can be a good indicator of MW intensity. We recorded EEGs of 50 subjects during the performance of a Sustained Attention to Response Task, including a thought sampling probe that inquired the focus of attention. We calculated the power and coherence value and prepared 35 patterns of variable combinations and applied Support Vector machine Regression (SVR to them. Finally, we chose four SVR models: two of them non-linear models and the others linear models; two of the four models are composed of a limited number of electrodes to satisfy model usefulness. Examination using the held-out data indicated that all models had robust predictive precision and provided significantly better estimations than a linear regression model using single electrode EEG variables. Furthermore, in limited electrode condition, non-linear SVR model showed significantly better precision than linear SVR model. The method proposed in this study helps investigations into MW in various little-examined situations. Further, by measuring MW with a high temporal resolution EEG, unclear aspects of MW, such as time series variation, are expected to be revealed. Furthermore, our suggestion that a few electrodes can also predict MW contributes to the development of neuro-feedback studies.

  16. Inverse statistical approach in heartbeat time series

    International Nuclear Information System (INIS)

    Ebadi, H; Shirazi, A H; Mani, Ali R; Jafari, G R

    2011-01-01

    We present an investigation on heart cycle time series, using inverse statistical analysis, a concept borrowed from studying turbulence. Using this approach, we studied the distribution of the exit times needed to achieve a predefined level of heart rate alteration. Such analysis uncovers the most likely waiting time needed to reach a certain change in the rate of heart beat. This analysis showed a significant difference between the raw data and shuffled data, when the heart rate accelerates or decelerates to a rare event. We also report that inverse statistical analysis can distinguish between the electrocardiograms taken from healthy volunteers and patients with heart failure

  17. Visibility graphlet approach to chaotic time series

    Energy Technology Data Exchange (ETDEWEB)

    Mutua, Stephen [Business School, University of Shanghai for Science and Technology, Shanghai 200093 (China); Computer Science Department, Masinde Muliro University of Science and Technology, P.O. Box 190-50100, Kakamega (Kenya); Gu, Changgui, E-mail: gu-changgui@163.com, E-mail: hjyang@ustc.edu.cn; Yang, Huijie, E-mail: gu-changgui@163.com, E-mail: hjyang@ustc.edu.cn [Business School, University of Shanghai for Science and Technology, Shanghai 200093 (China)

    2016-05-15

    Many novel methods have been proposed for mapping time series into complex networks. Although some dynamical behaviors can be effectively captured by existing approaches, the preservation and tracking of the temporal behaviors of a chaotic system remains an open problem. In this work, we extended the visibility graphlet approach to investigate both discrete and continuous chaotic time series. We applied visibility graphlets to capture the reconstructed local states, so that each is treated as a node and tracked downstream to create a temporal chain link. Our empirical findings show that the approach accurately captures the dynamical properties of chaotic systems. Networks constructed from periodic dynamic phases all converge to regular networks and to unique network structures for each model in the chaotic zones. Furthermore, our results show that the characterization of chaotic and non-chaotic zones in the Lorenz system corresponds to the maximal Lyapunov exponent, thus providing a simple and straightforward way to analyze chaotic systems.

  18. Time-Series Analysis: A Cautionary Tale

    Science.gov (United States)

    Damadeo, Robert

    2015-01-01

    Time-series analysis has often been a useful tool in atmospheric science for deriving long-term trends in various atmospherically important parameters (e.g., temperature or the concentration of trace gas species). In particular, time-series analysis has been repeatedly applied to satellite datasets in order to derive the long-term trends in stratospheric ozone, which is a critical atmospheric constituent. However, many of the potential pitfalls relating to the non-uniform sampling of the datasets were often ignored and the results presented by the scientific community have been unknowingly biased. A newly developed and more robust application of this technique is applied to the Stratospheric Aerosol and Gas Experiment (SAGE) II version 7.0 ozone dataset and the previous biases and newly derived trends are presented.

  19. Time Series Analysis Using Geometric Template Matching.

    Science.gov (United States)

    Frank, Jordan; Mannor, Shie; Pineau, Joelle; Precup, Doina

    2013-03-01

    We present a novel framework for analyzing univariate time series data. At the heart of the approach is a versatile algorithm for measuring the similarity of two segments of time series called geometric template matching (GeTeM). First, we use GeTeM to compute a similarity measure for clustering and nearest-neighbor classification. Next, we present a semi-supervised learning algorithm that uses the similarity measure with hierarchical clustering in order to improve classification performance when unlabeled training data are available. Finally, we present a boosting framework called TDEBOOST, which uses an ensemble of GeTeM classifiers. TDEBOOST augments the traditional boosting approach with an additional step in which the features used as inputs to the classifier are adapted at each step to improve the training error. We empirically evaluate the proposed approaches on several datasets, such as accelerometer data collected from wearable sensors and ECG data.

  20. Forecasting with nonlinear time series models

    DEFF Research Database (Denmark)

    Kock, Anders Bredahl; Teräsvirta, Timo

    In this paper, nonlinear models are restricted to mean nonlinear parametric models. Several such models popular in time series econo- metrics are presented and some of their properties discussed. This in- cludes two models based on universal approximators: the Kolmogorov- Gabor polynomial model...... applied to economic fore- casting problems, is briefly highlighted. A number of large published studies comparing macroeconomic forecasts obtained using different time series models are discussed, and the paper also contains a small simulation study comparing recursive and direct forecasts in a partic...... and two versions of a simple artificial neural network model. Techniques for generating multi-period forecasts from nonlinear models recursively are considered, and the direct (non-recursive) method for this purpose is mentioned as well. Forecasting with com- plex dynamic systems, albeit less frequently...

  1. Reconstruction of tritium time series in precipitation

    International Nuclear Information System (INIS)

    Celle-Jeanton, H.; Gourcy, L.; Aggarwal, P.K.

    2002-01-01

    Tritium is commonly used in groundwaters studies to calculate the recharge rate and to identify the presence of a modern recharge. The knowledge of 3 H precipitation time series is then very important for the study of groundwater recharge. Rozanski and Araguas provided good information on precipitation tritium content in 180 stations of the GNIP network to the end of 1987, but it shows some lacks of measurements either within one chronicle or within one region (the Southern hemisphere for instance). Therefore, it seems to be essential to find a method to recalculate data for a region where no measurement is available.To solve this problem, we propose another method which is based on triangulation. It needs the knowledge of 3 H time series of 3 stations surrounding geographically the 4-th station for which tritium input curve has to be reconstructed

  2. Time Series Forecasting with Missing Values

    OpenAIRE

    Shin-Fu Wu; Chia-Yung Chang; Shie-Jue Lee

    2015-01-01

    Time series prediction has become more popular in various kinds of applications such as weather prediction, control engineering, financial analysis, industrial monitoring, etc. To deal with real-world problems, we are often faced with missing values in the data due to sensor malfunctions or human errors. Traditionally, the missing values are simply omitted or replaced by means of imputation methods. However, omitting those missing values may cause temporal discontinuity. Imputation methods, o...

  3. Time series analysis of barometric pressure data

    International Nuclear Information System (INIS)

    La Rocca, Paola; Riggi, Francesco; Riggi, Daniele

    2010-01-01

    Time series of atmospheric pressure data, collected over a period of several years, were analysed to provide undergraduate students with educational examples of application of simple statistical methods of analysis. In addition to basic methods for the analysis of periodicities, a comparison of two forecast models, one based on autoregression algorithms, and the other making use of an artificial neural network, was made. Results show that the application of artificial neural networks may give slightly better results compared to traditional methods.

  4. Application of non-linear discretetime feedback regulators with assignable closed-loop dynamics

    Directory of Open Access Journals (Sweden)

    Dubljević Stevan

    2003-01-01

    Full Text Available In the present work the application of a new approach is demonstrated to a discrete-time state feedback regulator synthesis with feedback linearization and pole-placement for non-linear discrete-time systems. Under the simultaneous implementation of a non-linear coordinate transformation and a non-linear state feedback law computed through the solution of a system of non-linear functional equations, both the feedback linearization and pole-placement design objectives were accomplished. The non-linear state feedback regulator synthesis method was applied to a continuous stirred tank reactor (CSTR under non-isothermal operating conditions that exhibits steady-state multiplicity. The control objective was to regulate the reactor at the middle unstable steady state by manipulating the rate of input heat in the reactor. Simulation studies were performed to evaluate the performance of the proposed non-linear state feedback regulator, as it was shown a non-linear state feedback regulator clearly outperformed a standard linear one, especially in the presence of adverse disturbance under which linear regulation at the unstable steady state was not feasible.

  5. Global non-linear effect of temperature on economic production.

    Science.gov (United States)

    Burke, Marshall; Hsiang, Solomon M; Miguel, Edward

    2015-11-12

    Growing evidence demonstrates that climatic conditions can have a profound impact on the functioning of modern human societies, but effects on economic activity appear inconsistent. Fundamental productive elements of modern economies, such as workers and crops, exhibit highly non-linear responses to local temperature even in wealthy countries. In contrast, aggregate macroeconomic productivity of entire wealthy countries is reported not to respond to temperature, while poor countries respond only linearly. Resolving this conflict between micro and macro observations is critical to understanding the role of wealth in coupled human-natural systems and to anticipating the global impact of climate change. Here we unify these seemingly contradictory results by accounting for non-linearity at the macro scale. We show that overall economic productivity is non-linear in temperature for all countries, with productivity peaking at an annual average temperature of 13 °C and declining strongly at higher temperatures. The relationship is globally generalizable, unchanged since 1960, and apparent for agricultural and non-agricultural activity in both rich and poor countries. These results provide the first evidence that economic activity in all regions is coupled to the global climate and establish a new empirical foundation for modelling economic loss in response to climate change, with important implications. If future adaptation mimics past adaptation, unmitigated warming is expected to reshape the global economy by reducing average global incomes roughly 23% by 2100 and widening global income inequality, relative to scenarios without climate change. In contrast to prior estimates, expected global losses are approximately linear in global mean temperature, with median losses many times larger than leading models indicate.

  6. Global non-linear effect of temperature on economic production

    Science.gov (United States)

    Burke, Marshall; Hsiang, Solomon M.; Miguel, Edward

    2015-11-01

    Growing evidence demonstrates that climatic conditions can have a profound impact on the functioning of modern human societies, but effects on economic activity appear inconsistent. Fundamental productive elements of modern economies, such as workers and crops, exhibit highly non-linear responses to local temperature even in wealthy countries. In contrast, aggregate macroeconomic productivity of entire wealthy countries is reported not to respond to temperature, while poor countries respond only linearly. Resolving this conflict between micro and macro observations is critical to understanding the role of wealth in coupled human-natural systems and to anticipating the global impact of climate change. Here we unify these seemingly contradictory results by accounting for non-linearity at the macro scale. We show that overall economic productivity is non-linear in temperature for all countries, with productivity peaking at an annual average temperature of 13 °C and declining strongly at higher temperatures. The relationship is globally generalizable, unchanged since 1960, and apparent for agricultural and non-agricultural activity in both rich and poor countries. These results provide the first evidence that economic activity in all regions is coupled to the global climate and establish a new empirical foundation for modelling economic loss in response to climate change, with important implications. If future adaptation mimics past adaptation, unmitigated warming is expected to reshape the global economy by reducing average global incomes roughly 23% by 2100 and widening global income inequality, relative to scenarios without climate change. In contrast to prior estimates, expected global losses are approximately linear in global mean temperature, with median losses many times larger than leading models indicate.

  7. Causal strength induction from time series data.

    Science.gov (United States)

    Soo, Kevin W; Rottman, Benjamin M

    2018-04-01

    One challenge when inferring the strength of cause-effect relations from time series data is that the cause and/or effect can exhibit temporal trends. If temporal trends are not accounted for, a learner could infer that a causal relation exists when it does not, or even infer that there is a positive causal relation when the relation is negative, or vice versa. We propose that learners use a simple heuristic to control for temporal trends-that they focus not on the states of the cause and effect at a given instant, but on how the cause and effect change from one observation to the next, which we call transitions. Six experiments were conducted to understand how people infer causal strength from time series data. We found that participants indeed use transitions in addition to states, which helps them to reach more accurate causal judgments (Experiments 1A and 1B). Participants use transitions more when the stimuli are presented in a naturalistic visual format than a numerical format (Experiment 2), and the effect of transitions is not driven by primacy or recency effects (Experiment 3). Finally, we found that participants primarily use the direction in which variables change rather than the magnitude of the change for estimating causal strength (Experiments 4 and 5). Collectively, these studies provide evidence that people often use a simple yet effective heuristic for inferring causal strength from time series data. (PsycINFO Database Record (c) 2018 APA, all rights reserved).

  8. Interpretable Categorization of Heterogeneous Time Series Data

    Science.gov (United States)

    Lee, Ritchie; Kochenderfer, Mykel J.; Mengshoel, Ole J.; Silbermann, Joshua

    2017-01-01

    We analyze data from simulated aircraft encounters to validate and inform the development of a prototype aircraft collision avoidance system. The high-dimensional and heterogeneous time series dataset is analyzed to discover properties of near mid-air collisions (NMACs) and categorize the NMAC encounters. Domain experts use these properties to better organize and understand NMAC occurrences. Existing solutions either are not capable of handling high-dimensional and heterogeneous time series datasets or do not provide explanations that are interpretable by a domain expert. The latter is critical to the acceptance and deployment of safety-critical systems. To address this gap, we propose grammar-based decision trees along with a learning algorithm. Our approach extends decision trees with a grammar framework for classifying heterogeneous time series data. A context-free grammar is used to derive decision expressions that are interpretable, application-specific, and support heterogeneous data types. In addition to classification, we show how grammar-based decision trees can also be used for categorization, which is a combination of clustering and generating interpretable explanations for each cluster. We apply grammar-based decision trees to a simulated aircraft encounter dataset and evaluate the performance of four variants of our learning algorithm. The best algorithm is used to analyze and categorize near mid-air collisions in the aircraft encounter dataset. We describe each discovered category in detail and discuss its relevance to aircraft collision avoidance.

  9. Interpretation of a compositional time series

    Science.gov (United States)

    Tolosana-Delgado, R.; van den Boogaart, K. G.

    2012-04-01

    Common methods for multivariate time series analysis use linear operations, from the definition of a time-lagged covariance/correlation to the prediction of new outcomes. However, when the time series response is a composition (a vector of positive components showing the relative importance of a set of parts in a total, like percentages and proportions), then linear operations are afflicted of several problems. For instance, it has been long recognised that (auto/cross-)correlations between raw percentages are spurious, more dependent on which other components are being considered than on any natural link between the components of interest. Also, a long-term forecast of a composition in models with a linear trend will ultimately predict negative components. In general terms, compositional data should not be treated in a raw scale, but after a log-ratio transformation (Aitchison, 1986: The statistical analysis of compositional data. Chapman and Hill). This is so because the information conveyed by a compositional data is relative, as stated in their definition. The principle of working in coordinates allows to apply any sort of multivariate analysis to a log-ratio transformed composition, as long as this transformation is invertible. This principle is of full application to time series analysis. We will discuss how results (both auto/cross-correlation functions and predictions) can be back-transformed, viewed and interpreted in a meaningful way. One view is to use the exhaustive set of all possible pairwise log-ratios, which allows to express the results into D(D - 1)/2 separate, interpretable sets of one-dimensional models showing the behaviour of each possible pairwise log-ratios. Another view is the interpretation of estimated coefficients or correlations back-transformed in terms of compositions. These two views are compatible and complementary. These issues are illustrated with time series of seasonal precipitation patterns at different rain gauges of the USA

  10. Timing calibration and spectral cleaning of LOFAR time series data

    NARCIS (Netherlands)

    Corstanje, A.; Buitink, S.; Enriquez, J. E.; Falcke, H.; Horandel, J. R.; Krause, M.; Nelles, A.; Rachen, J. P.; Schellart, P.; Scholten, O.; ter Veen, S.; Thoudam, S.; Trinh, T. N. G.

    We describe a method for spectral cleaning and timing calibration of short time series data of the voltage in individual radio interferometer receivers. It makes use of phase differences in fast Fourier transform (FFT) spectra across antenna pairs. For strong, localized terrestrial sources these are

  11. Non-linear leak currents affect mammalian neuron physiology

    Directory of Open Access Journals (Sweden)

    Shiwei eHuang

    2015-11-01

    Full Text Available In their seminal works on squid giant axons, Hodgkin and Huxley approximated the membrane leak current as Ohmic, i.e. linear, since in their preparation, sub-threshold current rectification due to the influence of ionic concentration is negligible. Most studies on mammalian neurons have made the same, largely untested, assumption. Here we show that the membrane time constant and input resistance of mammalian neurons (when other major voltage-sensitive and ligand-gated ionic currents are discounted varies non-linearly with membrane voltage, following the prediction of a Goldman-Hodgkin-Katz-based passive membrane model. The model predicts that under such conditions, the time constant/input resistance-voltage relationship will linearize if the concentration differences across the cell membrane are reduced. These properties were observed in patch-clamp recordings of cerebellar Purkinje neurons (in the presence of pharmacological blockers of other background ionic currents and were more prominent in the sub-threshold region of the membrane potential. Model simulations showed that the non-linear leak affects voltage-clamp recordings and reduces temporal summation of excitatory synaptic input. Together, our results demonstrate the importance of trans-membrane ionic concentration in defining the functional properties of the passive membrane in mammalian neurons as well as other excitable cells.

  12. Analysis of fractional non-linear diffusion behaviors based on Adomian polynomials

    Directory of Open Access Journals (Sweden)

    Wu Guo-Cheng

    2017-01-01

    Full Text Available A time-fractional non-linear diffusion equation of two orders is considered to investigate strong non-linearity through porous media. An equivalent integral equation is established and Adomian polynomials are adopted to linearize non-linear terms. With the Taylor expansion of fractional order, recurrence formulae are proposed and novel numerical solutions are obtained to depict the diffusion behaviors more accurately. The result shows that the method is suitable for numerical simulation of the fractional diffusion equations of multi-orders.

  13. A Multiphase Non-Linear Mixed Effects Model: An Application to Spirometry after Lung Transplantation

    Science.gov (United States)

    Rajeswaran, Jeevanantham; Blackstone, Eugene H.

    2014-01-01

    In medical sciences, we often encounter longitudinal temporal relationships that are non-linear in nature. The influence of risk factors may also change across longitudinal follow-up. A system of multiphase non-linear mixed effects model is presented to model temporal patterns of longitudinal continuous measurements, with temporal decomposition to identify the phases and risk factors within each phase. Application of this model is illustrated using spirometry data after lung transplantation using readily available statistical software. This application illustrates the usefulness of our flexible model when dealing with complex non-linear patterns and time varying coefficients. PMID:24919830

  14. Short- and long-term variations in non-linear dynamics of heart rate variability

    DEFF Research Database (Denmark)

    Kanters, J K; Højgaard, M V; Agner, E

    1996-01-01

    OBJECTIVES: The purpose of the study was to investigate the short- and long-term variations in the non-linear dynamics of heart rate variability, and to determine the relationships between conventional time and frequency domain methods and the newer non-linear methods of characterizing heart rate...... rate and describes mainly linear correlations. Non-linear predictability is correlated with heart rate variability measured as the standard deviation of the R-R intervals and the respiratory activity expressed as power of the high-frequency band. The dynamics of heart rate variability changes suddenly...

  15. Outlier Detection in Structural Time Series Models

    DEFF Research Database (Denmark)

    Marczak, Martyna; Proietti, Tommaso

    investigate via Monte Carlo simulations how this approach performs for detecting additive outliers and level shifts in the analysis of nonstationary seasonal time series. The reference model is the basic structural model, featuring a local linear trend, possibly integrated of order two, stochastic seasonality......Structural change affects the estimation of economic signals, like the underlying growth rate or the seasonally adjusted series. An important issue, which has attracted a great deal of attention also in the seasonal adjustment literature, is its detection by an expert procedure. The general......–to–specific approach to the detection of structural change, currently implemented in Autometrics via indicator saturation, has proven to be both practical and effective in the context of stationary dynamic regression models and unit–root autoregressions. By focusing on impulse– and step–indicator saturation, we...

  16. Analysis of JET ELMy time series

    International Nuclear Information System (INIS)

    Zvejnieks, G.; Kuzovkov, V.N.

    2005-01-01

    Full text: Achievement of the planned operational regime in the next generation tokamaks (such as ITER) still faces principal problems. One of the main challenges is obtaining the control of edge localized modes (ELMs), which should lead to both long plasma pulse times and reasonable divertor life time. In order to control ELMs the hypothesis was proposed by Degeling [1] that ELMs exhibit features of chaotic dynamics and thus a standard chaos control methods might be applicable. However, our findings which are based on the nonlinear autoregressive (NAR) model contradict this hypothesis for JET ELMy time-series. In turn, it means that ELM behavior is of a relaxation or random type. These conclusions coincide with our previous results obtained for ASDEX Upgrade time series [2]. [1] A.W. Degeling, Y.R. Martin, P.E. Bak, J. B.Lister, and X. Llobet, Plasma Phys. Control. Fusion 43, 1671 (2001). [2] G. Zvejnieks, V.N. Kuzovkov, O. Dumbrajs, A.W. Degeling, W. Suttrop, H. Urano, and H. Zohm, Physics of Plasmas 11, 5658 (2004)

  17. A non-linear model of information seeking behaviour

    Directory of Open Access Journals (Sweden)

    Allen E. Foster

    2005-01-01

    Full Text Available The results of a qualitative, naturalistic, study of information seeking behaviour are reported in this paper. The study applied the methods recommended by Lincoln and Guba for maximising credibility, transferability, dependability, and confirmability in data collection and analysis. Sampling combined purposive and snowball methods, and led to a final sample of 45 inter-disciplinary researchers from the University of Sheffield. In-depth semi-structured interviews were used to elicit detailed examples of information seeking. Coding of interview transcripts took place in multiple iterations over time and used Atlas-ti software to support the process. The results of the study are represented in a non-linear Model of Information Seeking Behaviour. The model describes three core processes (Opening, Orientation, and Consolidation and three levels of contextual interaction (Internal Context, External Context, and Cognitive Approach, each composed of several individual activities and attributes. The interactivity and shifts described by the model show information seeking to be non-linear, dynamic, holistic, and flowing. The paper concludes by describing the whole model of behaviours as analogous to an artist's palette, in which activities remain available throughout information seeking. A summary of key implications of the model and directions for further research are included.

  18. Software for the nuclear reactor dynamics study using time series processing

    International Nuclear Information System (INIS)

    Valero, Esbel T.; Montesino, Maria E.

    1997-01-01

    The parametric monitoring in Nuclear Power Plant (NPP) permits the operational surveillance of nuclear reactor. The methods employed in order to process this information such as FFT, autoregressive models and other, have some limitations when those regimens in which appear strongly non-linear behaviors are analyzed. In last years the chaos theory has offered new ways in order to explain complex dynamic behaviors. This paper describes a software (ECASET) that allow, by time series processing from NPP's acquisition system, to characterize the nuclear reactor dynamic as a complex dynamical system. Here we show using ECASET's results the possibility of classifying the different regimens appearing in nuclear reactors. The results of several temporal series processing from real systems are introduced. This type of analysis complements the results obtained with traditional methods and can constitute a new tool for monitoring nuclear reactors. (author). 13 refs., 3 figs

  19. Non linear structures seismic analysis by modal synthesis

    International Nuclear Information System (INIS)

    Aita, S.; Brochard, D.; Guilbaud, D.; Gibert, R.J.

    1987-01-01

    The structures submitted to a seismic excitation, may present a great amplitude response which induces a non linear behaviour. These non linearities have an important influence on the response of the structure. Even in this case (local shocks) the modal synthesis method remains attractive. In this paper we will present the way of taking into account, a local non linearity (shock between structures) in the seismic response of structures, by using the modal synthesis method [fr

  20. SYSTEMATIC SAMPLING FOR NON - LINEAR TREND IN MILK YIELD DATA

    OpenAIRE

    Tanuj Kumar Pandey; Vinod Kumar

    2014-01-01

    The present paper utilizes systematic sampling procedures for milk yield data exhibiting some non-linear trends. The best fitted mathematical forms of non-linear trend present in the milk yield data are obtained and the expressions of average variances of the estimators of population mean under simple random, usual systematic and modified systematic sampling procedures have been derived for populations showing non-linear trend. A comparative study is made among the three sampli...

  1. Hamiltonian structures of some non-linear evolution equations

    International Nuclear Information System (INIS)

    Tu, G.Z.

    1983-06-01

    The Hamiltonian structure of the O(2,1) non-linear sigma model, generalized AKNS equations, are discussed. By reducing the O(2,1) non-linear sigma model to its Hamiltonian form some new conservation laws are derived. A new hierarchy of non-linear evolution equations is proposed and shown to be generalized Hamiltonian equations with an infinite number of conservation laws. (author)

  2. Fourier analysis of time series an introduction

    CERN Document Server

    Bloomfield, Peter

    2000-01-01

    A new, revised edition of a yet unrivaled work on frequency domain analysis Long recognized for his unique focus on frequency domain methods for the analysis of time series data as well as for his applied, easy-to-understand approach, Peter Bloomfield brings his well-known 1976 work thoroughly up to date. With a minimum of mathematics and an engaging, highly rewarding style, Bloomfield provides in-depth discussions of harmonic regression, harmonic analysis, complex demodulation, and spectrum analysis. All methods are clearly illustrated using examples of specific data sets, while ample

  3. Estimating High-Dimensional Time Series Models

    DEFF Research Database (Denmark)

    Medeiros, Marcelo C.; Mendes, Eduardo F.

    We study the asymptotic properties of the Adaptive LASSO (adaLASSO) in sparse, high-dimensional, linear time-series models. We assume both the number of covariates in the model and candidate variables can increase with the number of observations and the number of candidate variables is, possibly......, larger than the number of observations. We show the adaLASSO consistently chooses the relevant variables as the number of observations increases (model selection consistency), and has the oracle property, even when the errors are non-Gaussian and conditionally heteroskedastic. A simulation study shows...

  4. Inferring causality from noisy time series data

    DEFF Research Database (Denmark)

    Mønster, Dan; Fusaroli, Riccardo; Tylén, Kristian

    2016-01-01

    Convergent Cross-Mapping (CCM) has shown high potential to perform causal inference in the absence of models. We assess the strengths and weaknesses of the method by varying coupling strength and noise levels in coupled logistic maps. We find that CCM fails to infer accurate coupling strength...... and even causality direction in synchronized time-series and in the presence of intermediate coupling. We find that the presence of noise deterministically reduces the level of cross-mapping fidelity, while the convergence rate exhibits higher levels of robustness. Finally, we propose that controlled noise...

  5. Useful Pattern Mining on Time Series

    DEFF Research Database (Denmark)

    Goumatianos, Nikitas; Christou, Ioannis T; Lindgren, Peter

    2013-01-01

    We present the architecture of a “useful pattern” mining system that is capable of detecting thousands of different candlestick sequence patterns at the tick or any higher granularity levels. The system architecture is highly distributed and performs most of its highly compute-intensive aggregation...... calculations as complex but efficient distributed SQL queries on the relational databases that store the time-series. We present initial results from mining all frequent candlestick sequences with the characteristic property that when they occur then, with an average at least 60% probability, they signal a 2...

  6. On the Use of Running Trends as Summary Statistics for Univariate Time Series and Time Series Association

    OpenAIRE

    Trottini, Mario; Vigo, Isabel; Belda, Santiago

    2015-01-01

    Given a time series, running trends analysis (RTA) involves evaluating least squares trends over overlapping time windows of L consecutive time points, with overlap by all but one observation. This produces a new series called the “running trends series,” which is used as summary statistics of the original series for further analysis. In recent years, RTA has been widely used in climate applied research as summary statistics for time series and time series association. There is no doubt that ...

  7. Time series analysis of temporal networks

    Science.gov (United States)

    Sikdar, Sandipan; Ganguly, Niloy; Mukherjee, Animesh

    2016-01-01

    A common but an important feature of all real-world networks is that they are temporal in nature, i.e., the network structure changes over time. Due to this dynamic nature, it becomes difficult to propose suitable growth models that can explain the various important characteristic properties of these networks. In fact, in many application oriented studies only knowing these properties is sufficient. For instance, if one wishes to launch a targeted attack on a network, this can be done even without the knowledge of the full network structure; rather an estimate of some of the properties is sufficient enough to launch the attack. We, in this paper show that even if the network structure at a future time point is not available one can still manage to estimate its properties. We propose a novel method to map a temporal network to a set of time series instances, analyze them and using a standard forecast model of time series, try to predict the properties of a temporal network at a later time instance. To our aim, we consider eight properties such as number of active nodes, average degree, clustering coefficient etc. and apply our prediction framework on them. We mainly focus on the temporal network of human face-to-face contacts and observe that it represents a stochastic process with memory that can be modeled as Auto-Regressive-Integrated-Moving-Average (ARIMA). We use cross validation techniques to find the percentage accuracy of our predictions. An important observation is that the frequency domain properties of the time series obtained from spectrogram analysis could be used to refine the prediction framework by identifying beforehand the cases where the error in prediction is likely to be high. This leads to an improvement of 7.96% (for error level ≤20%) in prediction accuracy on an average across all datasets. As an application we show how such prediction scheme can be used to launch targeted attacks on temporal networks. Contribution to the Topical Issue

  8. Anomaly on Superspace of Time Series Data

    Science.gov (United States)

    Capozziello, Salvatore; Pincak, Richard; Kanjamapornkul, Kabin

    2017-11-01

    We apply the G-theory and anomaly of ghost and antighost fields in the theory of supersymmetry to study a superspace over time series data for the detection of hidden general supply and demand equilibrium in the financial market. We provide proof of the existence of a general equilibrium point over 14 extradimensions of the new G-theory compared with the M-theory of the 11 dimensions model of Edward Witten. We found that the process of coupling between nonequilibrium and equilibrium spinor fields of expectation ghost fields in the superspace of time series data induces an infinitely long exact sequence of cohomology from a short exact sequence of moduli state space model. If we assume that the financial market is separated into two topological spaces of supply and demand as the D-brane and anti-D-brane model, then we can use a cohomology group to compute the stability of the market as a stable point of the general equilibrium of the interaction between D-branes of the market. We obtain the result that the general equilibrium will exist if and only if the 14th Batalin-Vilkovisky cohomology group with the negative dimensions underlying 14 major hidden factors influencing the market is zero.

  9. Tool Wear Monitoring Using Time Series Analysis

    Science.gov (United States)

    Song, Dong Yeul; Ohara, Yasuhiro; Tamaki, Haruo; Suga, Masanobu

    A tool wear monitoring approach considering the nonlinear behavior of cutting mechanism caused by tool wear and/or localized chipping is proposed, and its effectiveness is verified through the cutting experiment and actual turning machining. Moreover, the variation in the surface roughness of the machined workpiece is also discussed using this approach. In this approach, the residual error between the actually measured vibration signal and the estimated signal obtained from the time series model corresponding to dynamic model of cutting is introduced as the feature of diagnosis. Consequently, it is found that the early tool wear state (i.e. flank wear under 40µm) can be monitored, and also the optimal tool exchange time and the tool wear state for actual turning machining can be judged by this change in the residual error. Moreover, the variation of surface roughness Pz in the range of 3 to 8µm can be estimated by the monitoring of the residual error.

  10. Time Series Based for Online Signature Verification

    Directory of Open Access Journals (Sweden)

    I Ketut Gede Darma Putra

    2013-11-01

    Full Text Available Signature verification system is to match the tested signature with a claimed signature. This paper proposes time series based for feature extraction method and dynamic time warping for match method. The system made by process of testing 900 signatures belong to 50 participants, 3 signatures for reference and 5 signatures from original user, simple imposters and trained imposters for signatures test. The final result system was tested with 50 participants with 3 references. This test obtained that system accuracy without imposters is 90,44897959% at threshold 44 with rejection errors (FNMR is 5,2% and acceptance errors (FMR is 4,35102%, when with imposters system accuracy is 80,1361% at threshold 27 with error rejection (FNMR is 15,6% and acceptance errors (average FMR is 4,263946%, with details as follows: acceptance errors is 0,391837%, acceptance errors simple imposters is 3,2% and acceptance errors trained imposters is 9,2%.

  11. Primordial black holes in linear and non-linear regimes

    Energy Technology Data Exchange (ETDEWEB)

    Allahyari, Alireza; Abolhasani, Ali Akbar [Department of Physics, Sharif University of Technology, Tehran (Iran, Islamic Republic of); Firouzjaee, Javad T., E-mail: allahyari@physics.sharif.edu, E-mail: j.taghizadeh.f@ipm.ir [School of Astronomy, Institute for Research in Fundamental Sciences (IPM), P.O. Box 19395-5531, Tehran (Iran, Islamic Republic of)

    2017-06-01

    We revisit the formation of primordial black holes (PBHs) in the radiation-dominated era for both linear and non-linear regimes, elaborating on the concept of an apparent horizon. Contrary to the expectation from vacuum models, we argue that in a cosmological setting a density fluctuation with a high density does not always collapse to a black hole. To this end, we first elaborate on the perturbation theory for spherically symmetric space times in the linear regime. Thereby, we introduce two gauges. This allows to introduce a well defined gauge-invariant quantity for the expansion of null geodesics. Using this quantity, we argue that PBHs do not form in the linear regime irrespective of the density of the background. Finally, we consider the formation of PBHs in non-linear regimes, adopting the spherical collapse picture. In this picture, over-densities are modeled by closed FRW models in the radiation-dominated era. The difference of our approach is that we start by finding an exact solution for a closed radiation-dominated universe. This yields exact results for turn-around time and radius. It is important that we take the initial conditions from the linear perturbation theory. Additionally, instead of using uniform Hubble gauge condition, both density and velocity perturbations are admitted in this approach. Thereby, the matching condition will impose an important constraint on the initial velocity perturbations δ {sup h} {sub 0} = −δ{sub 0}/2. This can be extended to higher orders. Using this constraint, we find that the apparent horizon of a PBH forms when δ > 3 at turn-around time. The corrections also appear from the third order. Moreover, a PBH forms when its apparent horizon is outside the sound horizon at the re-entry time. Applying this condition, we infer that the threshold value of the density perturbations at horizon re-entry should be larger than δ {sub th} > 0.7.

  12. A Quantitative and Combinatorial Approach to Non-Linear Meanings of Multiplication

    Science.gov (United States)

    Tillema, Erik; Gatza, Andrew

    2016-01-01

    We provide a conceptual analysis of how combinatorics problems have the potential to support students to establish non-linear meanings of multiplication (NLMM). The problems we analyze we have used in a series of studies with 6th, 8th, and 10th grade students. We situate the analysis in prior work on students' quantitative and multiplicative…

  13. Automated time series forecasting for biosurveillance.

    Science.gov (United States)

    Burkom, Howard S; Murphy, Sean Patrick; Shmueli, Galit

    2007-09-30

    For robust detection performance, traditional control chart monitoring for biosurveillance is based on input data free of trends, day-of-week effects, and other systematic behaviour. Time series forecasting methods may be used to remove this behaviour by subtracting forecasts from observations to form residuals for algorithmic input. We describe three forecast methods and compare their predictive accuracy on each of 16 authentic syndromic data streams. The methods are (1) a non-adaptive regression model using a long historical baseline, (2) an adaptive regression model with a shorter, sliding baseline, and (3) the Holt-Winters method for generalized exponential smoothing. Criteria for comparing the forecasts were the root-mean-square error, the median absolute per cent error (MedAPE), and the median absolute deviation. The median-based criteria showed best overall performance for the Holt-Winters method. The MedAPE measures over the 16 test series averaged 16.5, 11.6, and 9.7 for the non-adaptive regression, adaptive regression, and Holt-Winters methods, respectively. The non-adaptive regression forecasts were degraded by changes in the data behaviour in the fixed baseline period used to compute model coefficients. The mean-based criterion was less conclusive because of the effects of poor forecasts on a small number of calendar holidays. The Holt-Winters method was also most effective at removing serial autocorrelation, with most 1-day-lag autocorrelation coefficients below 0.15. The forecast methods were compared without tuning them to the behaviour of individual series. We achieved improved predictions with such tuning of the Holt-Winters method, but practical use of such improvements for routine surveillance will require reliable data classification methods.

  14. Forecasting non-stationary diarrhea, acute respiratory infection, and malaria time-series in Niono, Mali.

    Science.gov (United States)

    Medina, Daniel C; Findley, Sally E; Guindo, Boubacar; Doumbia, Seydou

    2007-11-21

    Much of the developing world, particularly sub-Saharan Africa, exhibits high levels of morbidity and mortality associated with diarrhea, acute respiratory infection, and malaria. With the increasing awareness that the aforementioned infectious diseases impose an enormous burden on developing countries, public health programs therein could benefit from parsimonious general-purpose forecasting methods to enhance infectious disease intervention. Unfortunately, these disease time-series often i) suffer from non-stationarity; ii) exhibit large inter-annual plus seasonal fluctuations; and, iii) require disease-specific tailoring of forecasting methods. In this longitudinal retrospective (01/1996-06/2004) investigation, diarrhea, acute respiratory infection of the lower tract, and malaria consultation time-series are fitted with a general-purpose econometric method, namely the multiplicative Holt-Winters, to produce contemporaneous on-line forecasts for the district of Niono, Mali. This method accommodates seasonal, as well as inter-annual, fluctuations and produces reasonably accurate median 2- and 3-month horizon forecasts for these non-stationary time-series, i.e., 92% of the 24 time-series forecasts generated (2 forecast horizons, 3 diseases, and 4 age categories = 24 time-series forecasts) have mean absolute percentage errors circa 25%. The multiplicative Holt-Winters forecasting method: i) performs well across diseases with dramatically distinct transmission modes and hence it is a strong general-purpose forecasting method candidate for non-stationary epidemiological time-series; ii) obliquely captures prior non-linear interactions between climate and the aforementioned disease dynamics thus, obviating the need for more complex disease-specific climate-based parametric forecasting methods in the district of Niono; furthermore, iii) readily decomposes time-series into seasonal components thereby potentially assisting with programming of public health interventions

  15. Non-linear wave packet dynamics of coherent states

    Indian Academy of Sciences (India)

    In recent years, the non-linear quantum dynamics of these states have revealed some striking features. It was found that under the action of a Hamil- tonian which is a non-linear function of the photon operator(s) only, an initial coherent state loses its coherent structure quickly due to quantum dephasing induced by the non-.

  16. Non-linearity aspects in the design of submarine pipelines

    NARCIS (Netherlands)

    Fernández, M.L.

    1981-01-01

    An arbitrary attempt has been made to classify and discuss some non-linearity aspects related to design, construction and operation of submarine pipelines. Non-linearities usually interrelate and take part of a comprehensive design, making difficult to quantify their individual influence or

  17. Non-linear dynamics of wind turbine wings

    DEFF Research Database (Denmark)

    Larsen, Jesper Winther; Nielsen, Søren R.K.

    2006-01-01

    The paper deals with the formulation of non-linear vibrations of a wind turbine wing described in a wing fixed moving coordinate system. The considered structural model is a Bernoulli-Euler beam with due consideration to axial twist. The theory includes geometrical non-linearities induced...

  18. Modeling Non-Linear Material Properties in Composite Materials

    Science.gov (United States)

    2016-06-28

    Technical Report ARWSB-TR-16013 MODELING NON-LINEAR MATERIAL PROPERTIES IN COMPOSITE MATERIALS Michael F. Macri Andrew G...REPORT TYPE Technical 3. DATES COVERED (From - To) 4. TITLE AND SUBTITLE MODELING NON-LINEAR MATERIAL PROPERTIES IN COMPOSITE MATERIALS ...systems are increasingly incorporating composite materials into their design. Many of these systems subject the composites to environmental conditions

  19. Linearity and Non-linearity of Photorefractive effect in Materials ...

    African Journals Online (AJOL)

    In this paper we have studied the Linearity and Non-linearity of Photorefractive effect in materials using the band transport model. For low light beam intensities the change in the refractive index is proportional to the electric field for linear optics while for non- linear optics the change in refractive index is directly proportional ...

  20. Algorithms for non-linear M-estimation

    DEFF Research Database (Denmark)

    Madsen, Kaj; Edlund, O; Ekblom, H

    1997-01-01

    In non-linear regression, the least squares method is most often used. Since this estimator is highly sensitive to outliers in the data, alternatives have became increasingly popular during the last decades. We present algorithms for non-linear M-estimation. A trust region approach is used, where...

  1. Non-linear stochastic response of a shallow cable

    DEFF Research Database (Denmark)

    Larsen, Jesper Winther; Nielsen, Søren R.K.

    2004-01-01

    The paper considers the stochastic response of geometrical non-linear shallow cables. Large rain-wind induced cable oscillations with non-linear interactions have been observed in many large cable stayed bridges during the last decades. The response of the cable is investigated for a reduced two...

  2. On-line analysis of reactor noise using time-series analysis

    International Nuclear Information System (INIS)

    McGevna, V.G.

    1981-10-01

    A method to allow use of time series analysis for on-line noise analysis has been developed. On-line analysis of noise in nuclear power reactors has been limited primarily to spectral analysis and related frequency domain techniques. Time series analysis has many distinct advantages over spectral analysis in the automated processing of reactor noise. However, fitting an autoregressive-moving average (ARMA) model to time series data involves non-linear least squares estimation. Unless a high speed, general purpose computer is available, the calculations become too time consuming for on-line applications. To eliminate this problem, a special purpose algorithm was developed for fitting ARMA models. While it is based on a combination of steepest descent and Taylor series linearization, properties of the ARMA model are used so that the auto- and cross-correlation functions can be used to eliminate the need for estimating derivatives. The number of calculations, per iteration varies lineegardless of the mee 0.2% yield strength displayed anisotropy, with axial and circumferential values being greater than radial. For CF8-CPF8 and CF8M-CPF8M castings to meet current ASME Code S acid fuel cells

  3. Palmprint Verification Using Time Series Method

    Directory of Open Access Journals (Sweden)

    A. A. Ketut Agung Cahyawan Wiranatha

    2013-11-01

    Full Text Available The use of biometrics as an automatic recognition system is growing rapidly in solving security problems, palmprint is one of biometric system which often used. This paper used two steps in center of mass moment method for region of interest (ROI segmentation and apply the time series method combined with block window method as feature representation. Normalized Euclidean Distance is used to measure the similarity degrees of two feature vectors of palmprint. System testing is done using 500 samples palms, with 4 samples as the reference image and the 6 samples as test images. Experiment results show that this system can achieve a high performance with success rate about 97.33% (FNMR=1.67%, FMR=1.00 %, T=0.036.

  4. Deconvolution of time series in the laboratory

    Science.gov (United States)

    John, Thomas; Pietschmann, Dirk; Becker, Volker; Wagner, Christian

    2016-10-01

    In this study, we present two practical applications of the deconvolution of time series in Fourier space. First, we reconstruct a filtered input signal of sound cards that has been heavily distorted by a built-in high-pass filter using a software approach. Using deconvolution, we can partially bypass the filter and extend the dynamic frequency range by two orders of magnitude. Second, we construct required input signals for a mechanical shaker in order to obtain arbitrary acceleration waveforms, referred to as feedforward control. For both situations, experimental and theoretical approaches are discussed to determine the system-dependent frequency response. Moreover, for the shaker, we propose a simple feedback loop as an extension to the feedforward control in order to handle nonlinearities of the system.

  5. Using entropy to cut complex time series

    Science.gov (United States)

    Mertens, David; Poncela Casasnovas, Julia; Spring, Bonnie; Amaral, L. A. N.

    2013-03-01

    Using techniques from statistical physics, physicists have modeled and analyzed human phenomena varying from academic citation rates to disease spreading to vehicular traffic jams. The last decade's explosion of digital information and the growing ubiquity of smartphones has led to a wealth of human self-reported data. This wealth of data comes at a cost, including non-uniform sampling and statistically significant but physically insignificant correlations. In this talk I present our work using entropy to identify stationary sub-sequences of self-reported human weight from a weight management web site. Our entropic approach-inspired by the infomap network community detection algorithm-is far less biased by rare fluctuations than more traditional time series segmentation techniques. Supported by the Howard Hughes Medical Institute

  6. Normalizing the causality between time series

    Science.gov (United States)

    Liang, X. San

    2015-08-01

    Recently, a rigorous yet concise formula was derived to evaluate information flow, and hence the causality in a quantitative sense, between time series. To assess the importance of a resulting causality, it needs to be normalized. The normalization is achieved through distinguishing a Lyapunov exponent-like, one-dimensional phase-space stretching rate and a noise-to-signal ratio from the rate of information flow in the balance of the marginal entropy evolution of the flow recipient. It is verified with autoregressive models and applied to a real financial analysis problem. An unusually strong one-way causality is identified from IBM (International Business Machines Corporation) to GE (General Electric Company) in their early era, revealing to us an old story, which has almost faded into oblivion, about "Seven Dwarfs" competing with a giant for the mainframe computer market.

  7. Non-linear numerical studies of the tearing mode

    International Nuclear Information System (INIS)

    Schnack, D.D. Jr.

    1978-01-01

    A non-linear, time dependent, hydromagnetic model is developed and applied to the tearing mode, one of a class of instabilities which can occur in a magnetically confined plasma when the constraint of infinite conductivity is relaxed. The model is based on the eight partial differential equations of resistive magnetohydrodynamics (MHD). The equations are expressed as a set of conservation laws which conserves magnetic flux, momentum, mass, and total energy. These equations are then written in general, orthogonal, curvilinear coordinates in two space dimensions, so that the model can readily be applied to a variety of geometries. No assumption about the ordering of terms is made. The resulting equations are then solved by the method of finite differences on an Eulerian mesh. The model is applied to several geometries

  8. Non-linear calibration models for near infrared spectroscopy

    DEFF Research Database (Denmark)

    Ni, Wangdong; Nørgaard, Lars; Mørup, Morten

    2014-01-01

    by ridge regression (RR). The performance of the different methods is demonstrated by their practical applications using three real-life near infrared (NIR) data sets. Different aspects of the various approaches including computational time, model interpretability, potential over-fitting using the non-linear...... models on linear problems, robustness to small or medium sample sets, and robustness to pre-processing, are discussed. The results suggest that GPR and BANN are powerful and promising methods for handling linear as well as nonlinear systems, even when the data sets are moderately small. The LS......-SVM), relevance vector machines (RVM), Gaussian process regression (GPR), artificial neural network (ANN), and Bayesian ANN (BANN). In this comparison, partial least squares (PLS) regression is used as a linear benchmark, while the relationship of the methods is considered in terms of traditional calibration...

  9. Locally supersymmetric D=3 non-linear sigma models

    International Nuclear Information System (INIS)

    Wit, B. de; Tollsten, A.K.; Nicolai, H.

    1993-01-01

    We study non-linear sigma models with N local supersymmetries in three space-time dimensions. For N=1 and 2 the target space of these models is riemannian or Kaehler, respectively. All N>2 theories are associated with Einstein spaces. For N=3 the target space is quaternionic, while for N=4 it generally decomposes, into two separate quaternionic spaces, associated with inequivalent supermultiplets. For N=5, 6, 8 there is a unique (symmetric) space for any given number of supermultiplets. Beyond that there are only theories based on a single supermultiplet for N=9, 10, 12 and 16, associated with coset spaces with the exceptional isometry groups F 4(-20) , E 6(-14) , E 7(-5) and E 8(+8) , respectively. For N=3 and N ≥ 5 the D=2 theories obtained by dimensional reduction are two-loop finite. (orig.)

  10. Non-linear dielectric monitoring of biological suspensions

    International Nuclear Information System (INIS)

    Treo, E F; Felice, C J

    2007-01-01

    Non-linear dielectric spectroscopy as a tool for in situ monitoring of enzyme assumes a non-linear behavior of the sample when a sinusoidal voltage is applied to it. Even many attempts have been made to improve the original experiments, all of them had limited success. In this paper we present upgrades made to a non-linear dielectric spectrometer developed and the results obtained when using different cells. We emphasized on the electrode surface, characterizing the grinding and polishing procedure. We found that the biological medium does not behave as expected, and the non-linear response is generated in the electrode-electrolyte interface. The electrochemistry of this interface can bias unpredictably the measured non-linear response

  11. Load compensation for single phase system using series active filter ...

    African Journals Online (AJOL)

    Load compensation for single phase system using series active filter. ... KK Mishra, R Gupta ... load varies from time to time, the non linear load ranging from voltage source type harmonic load (VSHL) dominant to current source type harmonic ...

  12. Phase correction and error estimation in InSAR time series analysis

    Science.gov (United States)

    Zhang, Y.; Fattahi, H.; Amelung, F.

    2017-12-01

    During the last decade several InSAR time series approaches have been developed in response to the non-idea acquisition strategy of SAR satellites, such as large spatial and temporal baseline with non-regular acquisitions. The small baseline tubes and regular acquisitions of new SAR satellites such as Sentinel-1 allows us to form fully connected networks of interferograms and simplifies the time series analysis into a weighted least square inversion of an over-determined system. Such robust inversion allows us to focus more on the understanding of different components in InSAR time-series and its uncertainties. We present an open-source python-based package for InSAR time series analysis, called PySAR (https://yunjunz.github.io/PySAR/), with unique functionalities for obtaining unbiased ground displacement time-series, geometrical and atmospheric correction of InSAR data and quantifying the InSAR uncertainty. Our implemented strategy contains several features including: 1) improved spatial coverage using coherence-based network of interferograms, 2) unwrapping error correction using phase closure or bridging, 3) tropospheric delay correction using weather models and empirical approaches, 4) DEM error correction, 5) optimal selection of reference date and automatic outlier detection, 6) InSAR uncertainty due to the residual tropospheric delay, decorrelation and residual DEM error, and 7) variance-covariance matrix of final products for geodetic inversion. We demonstrate the performance using SAR datasets acquired by Cosmo-Skymed and TerraSAR-X, Sentinel-1 and ALOS/ALOS-2, with application on the highly non-linear volcanic deformation in Japan and Ecuador (figure 1). Our result shows precursory deformation before the 2015 eruptions of Cotopaxi volcano, with a maximum uplift of 3.4 cm on the western flank (fig. 1b), with a standard deviation of 0.9 cm (fig. 1a), supporting the finding by Morales-Rivera et al. (2017, GRL); and a post-eruptive subsidence on the same

  13. Phase correlation of foreign exchange time series

    Science.gov (United States)

    Wu, Ming-Chya

    2007-03-01

    Correlation of foreign exchange rates in currency markets is investigated based on the empirical data of USD/DEM and USD/JPY exchange rates for a period from February 1 1986 to December 31 1996. The return of exchange time series is first decomposed into a number of intrinsic mode functions (IMFs) by the empirical mode decomposition method. The instantaneous phases of the resultant IMFs calculated by the Hilbert transform are then used to characterize the behaviors of pricing transmissions, and the correlation is probed by measuring the phase differences between two IMFs in the same order. From the distribution of phase differences, our results show explicitly that the correlations are stronger in daily time scale than in longer time scales. The demonstration for the correlations in periods of 1986-1989 and 1990-1993 indicates two exchange rates in the former period were more correlated than in the latter period. The result is consistent with the observations from the cross-correlation calculation.

  14. Costationarity of Locally Stationary Time Series Using costat

    OpenAIRE

    Cardinali, Alessandro; Nason, Guy P.

    2013-01-01

    This article describes the R package costat. This package enables a user to (i) perform a test for time series stationarity; (ii) compute and plot time-localized autocovariances, and (iii) to determine and explore any costationary relationship between two locally stationary time series. Two locally stationary time series are said to be costationary if there exists two time-varying combination functions such that the linear combination of the two series with the functions produces another time...

  15. Fisher information framework for time series modeling

    Science.gov (United States)

    Venkatesan, R. C.; Plastino, A.

    2017-08-01

    A robust prediction model invoking the Takens embedding theorem, whose working hypothesis is obtained via an inference procedure based on the minimum Fisher information principle, is presented. The coefficients of the ansatz, central to the working hypothesis satisfy a time independent Schrödinger-like equation in a vector setting. The inference of (i) the probability density function of the coefficients of the working hypothesis and (ii) the establishing of constraint driven pseudo-inverse condition for the modeling phase of the prediction scheme, is made, for the case of normal distributions, with the aid of the quantum mechanical virial theorem. The well-known reciprocity relations and the associated Legendre transform structure for the Fisher information measure (FIM, hereafter)-based model in a vector setting (with least square constraints) are self-consistently derived. These relations are demonstrated to yield an intriguing form of the FIM for the modeling phase, which defines the working hypothesis, solely in terms of the observed data. Cases for prediction employing time series' obtained from the: (i) the Mackey-Glass delay-differential equation, (ii) one ECG signal from the MIT-Beth Israel Deaconess Hospital (MIT-BIH) cardiac arrhythmia database, and (iii) one ECG signal from the Creighton University ventricular tachyarrhythmia database. The ECG samples were obtained from the Physionet online repository. These examples demonstrate the efficiency of the prediction model. Numerical examples for exemplary cases are provided.

  16. Modelling non-linear effects of dark energy

    Science.gov (United States)

    Bose, Benjamin; Baldi, Marco; Pourtsidou, Alkistis

    2018-04-01

    We investigate the capabilities of perturbation theory in capturing non-linear effects of dark energy. We test constant and evolving w models, as well as models involving momentum exchange between dark energy and dark matter. Specifically, we compare perturbative predictions at 1-loop level against N-body results for four non-standard equations of state as well as varying degrees of momentum exchange between dark energy and dark matter. The interaction is modelled phenomenologically using a time dependent drag term in the Euler equation. We make comparisons at the level of the matter power spectrum and the redshift space monopole and quadrupole. The multipoles are modelled using the Taruya, Nishimichi and Saito (TNS) redshift space spectrum. We find perturbation theory does very well in capturing non-linear effects coming from dark sector interaction. We isolate and quantify the 1-loop contribution coming from the interaction and from the non-standard equation of state. We find the interaction parameter ξ amplifies scale dependent signatures in the range of scales considered. Non-standard equations of state also give scale dependent signatures within this same regime. In redshift space the match with N-body is improved at smaller scales by the addition of the TNS free parameter σv. To quantify the importance of modelling the interaction, we create mock data sets for varying values of ξ using perturbation theory. This data is given errors typical of Stage IV surveys. We then perform a likelihood analysis using the first two multipoles on these sets and a ξ=0 modelling, ignoring the interaction. We find the fiducial growth parameter f is generally recovered even for very large values of ξ both at z=0.5 and z=1. The ξ=0 modelling is most biased in its estimation of f for the phantom w=‑1.1 case.

  17. Time series modeling for syndromic surveillance

    Directory of Open Access Journals (Sweden)

    Mandl Kenneth D

    2003-01-01

    Full Text Available Abstract Background Emergency department (ED based syndromic surveillance systems identify abnormally high visit rates that may be an early signal of a bioterrorist attack. For example, an anthrax outbreak might first be detectable as an unusual increase in the number of patients reporting to the ED with respiratory symptoms. Reliably identifying these abnormal visit patterns requires a good understanding of the normal patterns of healthcare usage. Unfortunately, systematic methods for determining the expected number of (ED visits on a particular day have not yet been well established. We present here a generalized methodology for developing models of expected ED visit rates. Methods Using time-series methods, we developed robust models of ED utilization for the purpose of defining expected visit rates. The models were based on nearly a decade of historical data at a major metropolitan academic, tertiary care pediatric emergency department. The historical data were fit using trimmed-mean seasonal models, and additional models were fit with autoregressive integrated moving average (ARIMA residuals to account for recent trends in the data. The detection capabilities of the model were tested with simulated outbreaks. Results Models were built both for overall visits and for respiratory-related visits, classified according to the chief complaint recorded at the beginning of each visit. The mean absolute percentage error of the ARIMA models was 9.37% for overall visits and 27.54% for respiratory visits. A simple detection system based on the ARIMA model of overall visits was able to detect 7-day-long simulated outbreaks of 30 visits per day with 100% sensitivity and 97% specificity. Sensitivity decreased with outbreak size, dropping to 94% for outbreaks of 20 visits per day, and 57% for 10 visits per day, all while maintaining a 97% benchmark specificity. Conclusions Time series methods applied to historical ED utilization data are an important tool

  18. Identifying timescales and possible precursors of the awake to asleep transition in EOG time series

    International Nuclear Information System (INIS)

    Carniel, Roberto; Del Pin, Enrico; Budai, Riccardo; Pascolo, Paolo

    2005-01-01

    In this work we study the awake to asleep state transition in eye blinking activity. In this perspective the human electroculographic activity (EOG) was first experimentally investigated by means of a spectral analyses of the time series resulting for processes underlying both the brain activity and the eye dynamics. We studied the evolution of the spectral content both via the classical spectrogram and with the computation of summarizing scalar parameters: mean frequency, maximum frequency, spectral variance. With these tools we highlighted a significative dynamical change appearing before the transition from the awake to the asleep state, characterized by a general widening of the spectrum, that translates into a decrease of the maximum frequency, an increase of the average frequency and an increase of the spectral variance. Due to inherently high non-linearities involved, chaotic patterns were likely to occur in the experimental time series. These were analyzed therefore with the chaos theory. In particular we studied the time evolution of dynamical parameters as computed on different windows of the time series, i.e. optimal delay time as suggested by autocorrelation and mutual information on one side, embedding quality evaluation as suggested by the False Nearest Neighbours percentage on the other

  19. Flicker Noise in GNSS Station Position Time Series: How much is due to Crustal Loading Deformations?

    Science.gov (United States)

    Rebischung, P.; Chanard, K.; Metivier, L.; Altamimi, Z.

    2017-12-01

    The presence of colored noise in GNSS station position time series was detected 20 years ago. It has been shown since then that the background spectrum of non-linear GNSS station position residuals closely follows a power-law process (known as flicker noise, 1/f noise or pink noise), with some white noise taking over at the highest frequencies. However, the origin of the flicker noise present in GNSS station position time series is still unclear. Flicker noise is often described as intrinsic to the GNSS system, i.e. due to errors in the GNSS observations or in their modeling, but no such error source has been identified so far that could explain the level of observed flicker noise, nor its spatial correlation.We investigate another possible contributor to the observed flicker noise, namely real crustal displacements driven by surface mass transports, i.e. non-tidal loading deformations. This study is motivated by the presence of power-law noise in the time series of low-degree (≤ 40) and low-order (≤ 12) Stokes coefficients observed by GRACE - power-law noise might also exist at higher degrees and orders, but obscured by GRACE observational noise. By comparing GNSS station position time series with loading deformation time series derived from GRACE gravity fields, both with their periodic components removed, we therefore assess whether GNSS and GRACE both plausibly observe the same flicker behavior of surface mass transports / loading deformations. Taking into account GRACE observability limitations, we also quantify the amount of flicker noise in GNSS station position time series that could be explained by such flicker loading deformations.

  20. Autoregressive models as a tool to discriminate chaos from randomness in geoelectrical time series: an application to earthquake prediction

    Directory of Open Access Journals (Sweden)

    C. Serio

    1997-06-01

    Full Text Available The time dynamics of geoelectrical precursory time series has been investigated and a method to discriminate chaotic behaviour in geoelectrical precursory time series is proposed. It allows us to detect low-dimensional chaos when the only information about the time series comes from the time series themselves. The short-term predictability of these time series is evaluated using two possible forecasting approaches: global autoregressive approximation and local autoregressive approximation. The first views the data as a realization of a linear stochastic process, whereas the second considers the data points as a realization of a deterministic process, supposedly non-linear. The comparison of the predictive skill of the two techniques is a test to discriminate between low-dimensional chaos and random dynamics. The analyzed time series are geoelectrical measurements recorded by an automatic station located in Tito (Southern Italy in one of the most seismic areas of the Mediterranean region. Our findings are that the global (linear approach is superior to the local one and the physical system governing the phenomena of electrical nature is characterized by a large number of degrees of freedom. Power spectra of the filtered time series follow a P(f = F-a scaling law: they exhibit the typical behaviour of a broad class of fractal stochastic processes and they are a signature of the self-organized systems.

  1. Climate Prediction Center (CPC) Global Temperature Time Series

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The global temperature time series provides time series charts using station based observations of daily temperature. These charts provide information about the...

  2. Climate Prediction Center (CPC) Global Precipitation Time Series

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The global precipitation time series provides time series charts showing observations of daily precipitation as well as accumulated precipitation compared to normal...

  3. Software for the nuclear reactor dynamics study using time series processing; Software para el estudio de la dinamica de reactores nucleares mediante el procesamiento de series temporales

    Energy Technology Data Exchange (ETDEWEB)

    Valero, Esbel T.; Montesino, Maria E. [Instituto Superior de Ciencia y Tecnologia Nuclear (ISCTN), La Habana (Cuba)

    1997-12-01

    The parametric monitoring in Nuclear Power Plant (NPP) permits the operational surveillance of nuclear reactor. The methods employed in order to process this information such as FFT, autoregressive models and other, have some limitations when those regimens in which appear strongly non-linear behaviors are analyzed. In last years the chaos theory has offered new ways in order to explain complex dynamic behaviors. This paper describes a software (ECASET) that allow, by time series processing from NPP`s acquisition system, to characterize the nuclear reactor dynamic as a complex dynamical system. Here we show using ECASET`s results the possibility of classifying the different regimens appearing in nuclear reactors. The results of several temporal series processing from real systems are introduced. This type of analysis complements the results obtained with traditional methods and can constitute a new tool for monitoring nuclear reactors. (author). 13 refs., 3 figs.

  4. Non-linear phenomena in ionised media

    International Nuclear Information System (INIS)

    Oprescu, B.; Anghel, S.

    2004-01-01

    The aim of the present paper is to show, on experimental bases, that the occurrence of the microwaves in a plasma device is preceded by the formation of an unstable double layer, which, by exciting an ion-acoustic wave in the ionized gas column, permits the modulations of the electron speed within a beam of fast electrons crossing the gas. The starting point used in achieving this device was the following: to create an ionized medium (which can be obtained through the agency of the cylindrical cathode) in which a fast electron beam is injected at the same time as an unstable double layer form. Such a cathode capable of meeting the two conditions was first developed by G. G. Bratescu, D. Ciobotaru and G. Dima, namely, the cathode in semi-closed geometry. The experiments were carried out in water vapors under low pressure. (authors)

  5. Foundations of Sequence-to-Sequence Modeling for Time Series

    OpenAIRE

    Kuznetsov, Vitaly; Mariet, Zelda

    2018-01-01

    The availability of large amounts of time series data, paired with the performance of deep-learning algorithms on a broad class of problems, has recently led to significant interest in the use of sequence-to-sequence models for time series forecasting. We provide the first theoretical analysis of this time series forecasting framework. We include a comparison of sequence-to-sequence modeling to classical time series models, and as such our theory can serve as a quantitative guide for practiti...

  6. Transmission of linear regression patterns between time series: from relationship in time series to complex networks.

    Science.gov (United States)

    Gao, Xiangyun; An, Haizhong; Fang, Wei; Huang, Xuan; Li, Huajiao; Zhong, Weiqiong; Ding, Yinghui

    2014-07-01

    The linear regression parameters between two time series can be different under different lengths of observation period. If we study the whole period by the sliding window of a short period, the change of the linear regression parameters is a process of dynamic transmission over time. We tackle fundamental research that presents a simple and efficient computational scheme: a linear regression patterns transmission algorithm, which transforms linear regression patterns into directed and weighted networks. The linear regression patterns (nodes) are defined by the combination of intervals of the linear regression parameters and the results of the significance testing under different sizes of the sliding window. The transmissions between adjacent patterns are defined as edges, and the weights of the edges are the frequency of the transmissions. The major patterns, the distance, and the medium in the process of the transmission can be captured. The statistical results of weighted out-degree and betweenness centrality are mapped on timelines, which shows the features of the distribution of the results. Many measurements in different areas that involve two related time series variables could take advantage of this algorithm to characterize the dynamic relationships between the time series from a new perspective.

  7. Fourier imaging of non-linear structure formation

    International Nuclear Information System (INIS)

    Brandbyge, Jacob; Hannestad, Steen

    2017-01-01

    We perform a Fourier space decomposition of the dynamics of non-linear cosmological structure formation in ΛCDM models. From N -body simulations involving only cold dark matter we calculate 3-dimensional non-linear density, velocity divergence and vorticity Fourier realizations, and use these to calculate the fully non-linear mode coupling integrals in the corresponding fluid equations. Our approach allows for a reconstruction of the amount of mode coupling between any two wavenumbers as a function of redshift. With our Fourier decomposition method we identify the transfer of power from larger to smaller scales, the stable clustering regime, the scale where vorticity becomes important, and the suppression of the non-linear divergence power spectrum as compared to linear theory. Our results can be used to improve and calibrate semi-analytical structure formation models.

  8. Linear and non-linear optics of condensed matter

    International Nuclear Information System (INIS)

    McLean, T.P.

    1977-01-01

    Part I - Linear optics: 1. General introduction. 2. Frequency dependence of epsilon(ω, k vector). 3. Wave-vector dependence of epsilon(ω, k vector). 4. Tensor character of epsilon(ω, k vector). Part II - Non-linear optics: 5. Introduction. 6. A classical theory of non-linear response in one dimension. 7. The generalization to three dimensions. 8. General properties of the polarizability tensors. 9. The phase-matching condition. 10. Propagation in a non-linear dielectric. 11. Second harmonic generation. 12. Coupling of three waves. 13. Materials and their non-linearities. 14. Processes involving energy exchange with the medium. 15. Two-photon absorption. 16. Stimulated Raman effect. 17. Electro-optic effects. 18. Limitations of the approach presented here. (author)

  9. Fourier imaging of non-linear structure formation

    Energy Technology Data Exchange (ETDEWEB)

    Brandbyge, Jacob; Hannestad, Steen, E-mail: jacobb@phys.au.dk, E-mail: sth@phys.au.dk [Department of Physics and Astronomy, University of Aarhus, Ny Munkegade 120, DK-8000 Aarhus C (Denmark)

    2017-04-01

    We perform a Fourier space decomposition of the dynamics of non-linear cosmological structure formation in ΛCDM models. From N -body simulations involving only cold dark matter we calculate 3-dimensional non-linear density, velocity divergence and vorticity Fourier realizations, and use these to calculate the fully non-linear mode coupling integrals in the corresponding fluid equations. Our approach allows for a reconstruction of the amount of mode coupling between any two wavenumbers as a function of redshift. With our Fourier decomposition method we identify the transfer of power from larger to smaller scales, the stable clustering regime, the scale where vorticity becomes important, and the suppression of the non-linear divergence power spectrum as compared to linear theory. Our results can be used to improve and calibrate semi-analytical structure formation models.

  10. Sphaleron in a non-linear sigma model

    International Nuclear Information System (INIS)

    Sogo, Kiyoshi; Fujimoto, Yasushi.

    1989-08-01

    We present an exact classical saddle point solution in a non-linear sigma model. It has a topological charge 1/2 and mediates the vacuum transition. The quantum fluctuations and the transition rate are also examined. (author)

  11. Alternative theories of the non-linear negative mass instability

    International Nuclear Information System (INIS)

    Channell, P.J.

    1974-01-01

    A theory non-linear negative mass instability is extended to include resistance. The basic assumption is explained physically and an alternative theory is offered. The two theories are compared computationally. 7 refs., 8 figs

  12. On a non-linear pseudodifferential boundary value problem

    International Nuclear Information System (INIS)

    Nguyen Minh Chuong.

    1989-12-01

    A pseudodifferential boundary value problem for operators with symbols taking values in Sobolev spaces and with non-linear right-hand side was studied. Existence and uniqueness theorems were proved. (author). 11 refs

  13. Effectiveness of firefly algorithm based neural network in time series ...

    African Journals Online (AJOL)

    Effectiveness of firefly algorithm based neural network in time series forecasting. ... In the experiments, three well known time series were used to evaluate the performance. Results obtained were compared with ... Keywords: Time series, Artificial Neural Network, Firefly Algorithm, Particle Swarm Optimization, Overfitting ...

  14. Time Series Observations in the North Indian Ocean

    Digital Repository Service at National Institute of Oceanography (India)

    Shenoy, D.M.; Naik, H.; Kurian, S.; Naqvi, S.W.A.; Khare, N.

    Ocean and the ongoing time series study (Candolim Time Series; CaTS) off Goa. In addition, this article also focuses on the new time series initiative in the Arabian Sea and the Bay of Bengal under Sustained Indian Ocean Biogeochemistry and Ecosystem...

  15. Non-linear iterative strategy for nem refinement and extension

    International Nuclear Information System (INIS)

    Engrand, P.R.; Maldonado, G.I.; Al-Chalabi, R.; Turinsky, P.J.

    1994-10-01

    The following work is related to the non-linear iterative strategy developed by K. Smith to solve the Nodal Expansion Method (NEM) representation of the neutron diffusion equations. We show how to improve this strategy and how to adapt it to time dependant problems. This work has been done in the NESTLE code, developed at North Carolina State University. When using Smith's strategy, one ends up with a two-node problem which corresponds to a matrix with a fixed structure and a size of 16 x 16 (for a 2 group representation). We show how to reduce this matrix into 2 equivalent systems which sizes are 4 x 4 and 8 x 8. The whole problem needs many of these 2 node problems solution. Therefore the gain in CPU time reaches 45% in the nodal part of the code. To adapt Smith's strategy to time dependent problems, the idea is to get the same structure of the 2 node problem system as in steady-state calculation. To achieve this, one has to approximate the values of the past time-step and of the previous by a second order polynomial and to treat it as a source term. We show here how to make this approximation consistent and accurate. (authors). 1 tab., 2 refs

  16. Heterotic sigma models and non-linear strings

    International Nuclear Information System (INIS)

    Hull, C.M.

    1986-01-01

    The two-dimensional supersymmetric non-linear sigma models are examined with respect to the heterotic string. The paper was presented at the workshop on :Supersymmetry and its applications', Cambridge, United Kingdom, 1985. The non-linear sigma model with Wess-Zumino-type term, the coupling of the fermionic superfields to the sigma model, super-conformal invariance, and the supersymmetric string, are all discussed. (U.K.)

  17. Non-linear programming method in optimization of fast reactors

    International Nuclear Information System (INIS)

    Pavelesku, M.; Dumitresku, Kh.; Adam, S.

    1975-01-01

    Application of the non-linear programming methods on optimization of nuclear materials distribution in fast reactor is discussed. The programming task composition is made on the basis of the reactor calculation dependent on the fuel distribution strategy. As an illustration of this method application the solution of simple example is given. Solution of the non-linear program is done on the basis of the numerical method SUMT. (I.T.)

  18. Applications of Kalman filters based on non-linear functions to numerical weather predictions

    Directory of Open Access Journals (Sweden)

    G. Galanis

    2006-10-01

    Full Text Available This paper investigates the use of non-linear functions in classical Kalman filter algorithms on the improvement of regional weather forecasts. The main aim is the implementation of non linear polynomial mappings in a usual linear Kalman filter in order to simulate better non linear problems in numerical weather prediction. In addition, the optimal order of the polynomials applied for such a filter is identified. This work is based on observations and corresponding numerical weather predictions of two meteorological parameters characterized by essential differences in their evolution in time, namely, air temperature and wind speed. It is shown that in both cases, a polynomial of low order is adequate for eliminating any systematic error, while higher order functions lead to instabilities in the filtered results having, at the same time, trivial contribution to the sensitivity of the filter. It is further demonstrated that the filter is independent of the time period and the geographic location of application.

  19. Applications of Kalman filters based on non-linear functions to numerical weather predictions

    Directory of Open Access Journals (Sweden)

    G. Galanis

    2006-10-01

    Full Text Available This paper investigates the use of non-linear functions in classical Kalman filter algorithms on the improvement of regional weather forecasts. The main aim is the implementation of non linear polynomial mappings in a usual linear Kalman filter in order to simulate better non linear problems in numerical weather prediction. In addition, the optimal order of the polynomials applied for such a filter is identified. This work is based on observations and corresponding numerical weather predictions of two meteorological parameters characterized by essential differences in their evolution in time, namely, air temperature and wind speed. It is shown that in both cases, a polynomial of low order is adequate for eliminating any systematic error, while higher order functions lead to instabilities in the filtered results having, at the same time, trivial contribution to the sensitivity of the filter. It is further demonstrated that the filter is independent of the time period and the geographic location of application.

  20. Comparison of time-series registration methods in breast dynamic infrared imaging

    Science.gov (United States)

    Riyahi-Alam, S.; Agostini, V.; Molinari, F.; Knaflitz, M.

    2015-03-01

    Automated motion reduction in dynamic infrared imaging is on demand in clinical applications, since movement disarranges time-temperature series of each pixel, thus originating thermal artifacts that might bias the clinical decision. All previously proposed registration methods are feature based algorithms requiring manual intervention. The aim of this work is to optimize the registration strategy specifically for Breast Dynamic Infrared Imaging and to make it user-independent. We implemented and evaluated 3 different 3D time-series registration methods: 1. Linear affine, 2. Non-linear Bspline, 3. Demons applied to 12 datasets of healthy breast thermal images. The results are evaluated through normalized mutual information with average values of 0.70 ±0.03, 0.74 ±0.03 and 0.81 ±0.09 (out of 1) for Affine, Bspline and Demons registration, respectively, as well as breast boundary overlap and Jacobian determinant of the deformation field. The statistical analysis of the results showed that symmetric diffeomorphic Demons' registration method outperforms also with the best breast alignment and non-negative Jacobian values which guarantee image similarity and anatomical consistency of the transformation, due to homologous forces enforcing the pixel geometric disparities to be shortened on all the frames. We propose Demons' registration as an effective technique for time-series dynamic infrared registration, to stabilize the local temperature oscillation.

  1. Optimization of piezoelectric cantilever energy harvesters including non-linear effects

    International Nuclear Information System (INIS)

    Patel, R; McWilliam, S; Popov, A A

    2014-01-01

    This paper proposes a versatile non-linear model for predicting piezoelectric energy harvester performance. The presented model includes (i) material non-linearity, for both substrate and piezoelectric layers, and (ii) geometric non-linearity incorporated by assuming inextensibility and accurately representing beam curvature. The addition of a sub-model, which utilizes the transfer matrix method to predict eigenfrequencies and eigenvectors for segmented beams, allows for accurate optimization of piezoelectric layer coverage. A validation of the overall theoretical model is performed through experimental testing on both uniform and non-uniform samples manufactured in-house. For the harvester composition used in this work, the magnitude of material non-linearity exhibited by the piezoelectric layer is 35 times greater than that of the substrate layer. It is also observed that material non-linearity, responsible for reductions in resonant frequency with increases in base acceleration, is dominant over geometric non-linearity for standard piezoelectric harvesting devices. Finally, over the tested range, energy loss due to damping is found to increase in a quasi-linear fashion with base acceleration. During an optimization study on piezoelectric layer coverage, results from the developed model were compared with those from a linear model. Unbiased comparisons between harvesters were realized by using devices with identical natural frequencies—created by adjusting the device substrate thickness. Results from three studies, each with a different assumption on mechanical damping variations, are presented. Findings showed that, depending on damping variation, a non-linear model is essential for such optimization studies with each model predicting vastly differing optimum configurations. (paper)

  2. CauseMap: fast inference of causality from complex time series

    Directory of Open Access Journals (Sweden)

    M. Cyrus Maher

    2015-03-01

    Full Text Available Background. Establishing health-related causal relationships is a central pursuit in biomedical research. Yet, the interdependent non-linearity of biological systems renders causal dynamics laborious and at times impractical to disentangle. This pursuit is further impeded by the dearth of time series that are sufficiently long to observe and understand recurrent patterns of flux. However, as data generation costs plummet and technologies like wearable devices democratize data collection, we anticipate a coming surge in the availability of biomedically-relevant time series data. Given the life-saving potential of these burgeoning resources, it is critical to invest in the development of open source software tools that are capable of drawing meaningful insight from vast amounts of time series data.Results. Here we present CauseMap, the first open source implementation of convergent cross mapping (CCM, a method for establishing causality from long time series data (≳25 observations. Compared to existing time series methods, CCM has the advantage of being model-free and robust to unmeasured confounding that could otherwise induce spurious associations. CCM builds on Takens’ Theorem, a well-established result from dynamical systems theory that requires only mild assumptions. This theorem allows us to reconstruct high dimensional system dynamics using a time series of only a single variable. These reconstructions can be thought of as shadows of the true causal system. If reconstructed shadows can predict points from opposing time series, we can infer that the corresponding variables are providing views of the same causal system, and so are causally related. Unlike traditional metrics, this test can establish the directionality of causation, even in the presence of feedback loops. Furthermore, since CCM can extract causal relationships from times series of, e.g., a single individual, it may be a valuable tool to personalized medicine. We implement

  3. CauseMap: fast inference of causality from complex time series.

    Science.gov (United States)

    Maher, M Cyrus; Hernandez, Ryan D

    2015-01-01

    Background. Establishing health-related causal relationships is a central pursuit in biomedical research. Yet, the interdependent non-linearity of biological systems renders causal dynamics laborious and at times impractical to disentangle. This pursuit is further impeded by the dearth of time series that are sufficiently long to observe and understand recurrent patterns of flux. However, as data generation costs plummet and technologies like wearable devices democratize data collection, we anticipate a coming surge in the availability of biomedically-relevant time series data. Given the life-saving potential of these burgeoning resources, it is critical to invest in the development of open source software tools that are capable of drawing meaningful insight from vast amounts of time series data. Results. Here we present CauseMap, the first open source implementation of convergent cross mapping (CCM), a method for establishing causality from long time series data (≳25 observations). Compared to existing time series methods, CCM has the advantage of being model-free and robust to unmeasured confounding that could otherwise induce spurious associations. CCM builds on Takens' Theorem, a well-established result from dynamical systems theory that requires only mild assumptions. This theorem allows us to reconstruct high dimensional system dynamics using a time series of only a single variable. These reconstructions can be thought of as shadows of the true causal system. If reconstructed shadows can predict points from opposing time series, we can infer that the corresponding variables are providing views of the same causal system, and so are causally related. Unlike traditional metrics, this test can establish the directionality of causation, even in the presence of feedback loops. Furthermore, since CCM can extract causal relationships from times series of, e.g., a single individual, it may be a valuable tool to personalized medicine. We implement CCM in Julia, a

  4. Study of the effect of static/dynamic Coulomb friction variation at the tape-head interface of a spacecraft tape recorder by non-linear time response simulation

    Science.gov (United States)

    Mukhopadhyay, A. K.

    1978-01-01

    A description is presented of six simulation cases investigating the effect of the variation of static-dynamic Coulomb friction on servo system stability/performance. The upper and lower levels of dynamic Coulomb friction which allowed operation within requirements were determined roughly to be three times and 50% respectively of nominal values considered in a table. A useful application for the nonlinear time response simulation is the sensitivity analysis of final hardware design with respect to such system parameters as cannot be varied realistically or easily in the actual hardware. Parameters of the static/dynamic Coulomb friction fall in this category.

  5. Angular spectrum approach for fast simulation of pulsed non-linear ultrasound fields

    DEFF Research Database (Denmark)

    Du, Yigang; Jensen, Henrik; Jensen, Jørgen Arendt

    2011-01-01

    The paper presents an Angular Spectrum Approach (ASA) for simulating pulsed non-linear ultrasound fields. The source of the ASA is generated by Field II, which can simulate array transducers of any arbitrary geometry and focusing. The non-linear ultrasound simulation program - Abersim, is used...... as the reference. A linear array transducer with 64 active elements is simulated by both Field II and Abersim. The excitation is a 2-cycle sine wave with a frequency of 5 MHz. The second harmonic field in the time domain is simulated using ASA. Pulse inversion is used in the Abersim simulation to remove...... the fundamental and keep the second harmonic field, since Abersim simulates non-linear fields with all harmonic components. ASA and Abersim are compared for the pulsed fundamental and second harmonic fields in the time domain at depths of 30 mm, 40 mm (focal depth) and 60 mm. Full widths at -6 dB (FWHM) are f0...

  6. Non-linear analysis of solid propellant burning rate behavior

    Energy Technology Data Exchange (ETDEWEB)

    Junye Wang [Zhejiang Univ. of Technology, College of Mechanical and Electrical Engineering, Hanzhou (China)

    2000-07-01

    The parametric analysis of the thermal wave model of the non-steady combustion of solid propellants is carried out under a sudden compression. First, to observe non-linear effects, solutions are obtained using a computer under prescribed pressure variations. Then, the effects of rearranging the spatial mesh, additional points, and the time step on numerical solutions are evaluated. Finally, the behaviour of the thermal wave combustion model is examined under large heat releases (H) and a dynamic factor ({beta}). The numerical predictions show that (1) the effect of a dynamic factor ({beta}), related to the magnitude of dp/dt, on the peak burning rate increases as the value of beta increases. However, unsteady burning rate 'runaway' does not appear and will return asymptotically to ap{sup n}, when {beta}{>=}10.0. The burning rate 'runaway' is a numerical difficulty, not a solution to the models. (2) At constant beta and m, the amplitude of the burning rate increases with increasing H. However, the increase in the burning rate amplitude is stepwise, and there is no apparent intrinsic instability limit. A damped oscillation of burning rate occurs when the value of H is less. However, when H>1.0, the state of an intrinsically unstable model is composed of repeated, amplitude spikes, i.e. an undamped oscillation occurs. (3) The effect of the time step on the peak burning rate increases as H increases. (Author)

  7. Hidden Markov Models for Time Series An Introduction Using R

    CERN Document Server

    Zucchini, Walter

    2009-01-01

    Illustrates the flexibility of HMMs as general-purpose models for time series data. This work presents an overview of HMMs for analyzing time series data, from continuous-valued, circular, and multivariate series to binary data, bounded and unbounded counts and categorical observations.

  8. Instabilities in fluid layers and in reaction-diffusion systems: Steady states, time-periodic solutions, non-periodic attractors, and related convective and otherwise non-linear phenomena

    Energy Technology Data Exchange (ETDEWEB)

    Garcia Velarde, M

    1977-07-01

    Thermo convective instabilities in horizontal fluid layers are discussed with emphasis on the Rayleigh-Bernard model problem. Steady solutions and time-dependent phenomena (relaxation oscillations and transition to turbulence) are studied within the nonlinear Boussinesq-Oberbeck approximation. Homogeneous steady solutions, limit cycles, and inhomogeneous (ordered) spatial structures are also studied in simple reaction-diffusion systems. Lastly, the non-periodic attractor that appears at large Rayleigh numbers in the truncated Boussinesq-Oberbeck model of Lorenz, is constructed, and a discussion of turbulent behavior is given. (Author) 105 refs.

  9. Instabilities in fluid layers and in reaction-diffusion systems: Steady states, time-periodic solutions, non-periodic attractors, and related convective and otherwise non-linear phenomena

    International Nuclear Information System (INIS)

    Garcia Velarde, M.

    1977-01-01

    Thermoconvective instabilities in horizontal fluid layers are discussed with emphasis on the Rayleigh-Benard model problem. Steady solutions and time-dependent phenomena (relaxation oscillations and transition to turbulence) are studied within the nonlinear Boussinesq-Oberbeck approximation. Homogeneous steady solutions, limit cycles, and inhomogeneous (ordered) spatial structures are also studied in simple reaction-diffusion systems. Lastly, the non-periodic attractor that appears at large Rayleigh numbers in the truncated Boussinesq-Oberbeck model of Lorenz, is constructed, and a discussion of turbulent behavior is given. (author) [es

  10. Instabilities in fluid layers and in reaction-diffusion systems: Steady states, time-periodic solutions, non-periodic attractors, and related convective and otherwise non-linear phenomena

    International Nuclear Information System (INIS)

    Garcia Velarde, M.

    1977-01-01

    Thermo convective instabilities in horizontal fluid layers are discussed with emphasis on the Rayleigh-Bernard model problem. Steady solutions and time-dependent phenomena (relaxation oscillations and transition to turbulence) are studied within the nonlinear Boussinesq-Oberbeck approximation. Homogeneous steady solutions, limit cycles, and inhomogeneous (ordered) spatial structures are also studied in simple reaction-diffusion systems. Lastly, the non-periodic attractor that appears at large Rayleigh numbers in the truncated Boussinesq-Oberbeck model of Lorenz, is constructed, and a discussion of turbulent behavior is given. (Author) 105 refs

  11. Control of fast non linear systems - application to a turbo charged SI engine with variable valve timing; controle des systemes rapides non lineaires - application au moteur a allumage commande turbocompresse a distribution variable

    Energy Technology Data Exchange (ETDEWEB)

    Colin, G.

    2006-10-15

    Spark ignition engine control has become a major issue for the compliance with emissions legislation while ensuring driving comfort. Engine down-sizing is one of the promising ways to reduce fuel consumption and resulting CO{sub 2} emissions. Combining several existing technologies such as supercharging and variable valve actuation, down-sizing is a typical example of the problems encountered in Spark Ignited (SI) engine control: nonlinear systems with saturation of actuators; numerous major physical phenomena not measurable; limited computing time; control objectives (consumption, pollution, performance) often competing. A methodology of modelling and model-based control (internal model and predictive control) for these systems is also proposed and applied to the air path of the down-sized engine. Models, physicals and generics, are built to estimate in-cylinder air mass, residual burned gases mass and air scavenged mass from the intake to the exhaust. The complete and generic engine torque control architecture for the turbo-charged SI engine with variable cam-shaft timing was tested in simulation and experimentally (on engine and vehicle). These tests show that new possibilities are offered in order to decrease pollutant emissions and optimize engine efficiency. (author)

  12. Seismic analysis of equipment system with non-linearities such as gap and friction using equivalent linearization method

    International Nuclear Information System (INIS)

    Murakami, H.; Hirai, T.; Nakata, M.; Kobori, T.; Mizukoshi, K.; Takenaka, Y.; Miyagawa, N.

    1989-01-01

    Many of the equipment systems of nuclear power plants contain a number of non-linearities, such as gap and friction, due to their mechanical functions. It is desirable to take such non-linearities into account appropriately for the evaluation of the aseismic soundness. However, in usual design works, linear analysis method with rough assumptions is applied from engineering point of view. An equivalent linearization method is considered to be one of the effective analytical techniques to evaluate non-linear responses, provided that errors to a certain extent are tolerated, because it has greater simplicity in analysis and economization in computing time than non-linear analysis. The objective of this paper is to investigate the applicability of the equivalent linearization method to evaluate the maximum earthquake response of equipment systems such as the CANDU Fuelling Machine which has multiple non- linearities

  13. Filtering Non-Linear Transfer Functions on Surfaces.

    Science.gov (United States)

    Heitz, Eric; Nowrouzezahrai, Derek; Poulin, Pierre; Neyret, Fabrice

    2014-07-01

    Applying non-linear transfer functions and look-up tables to procedural functions (such as noise), surface attributes, or even surface geometry are common strategies used to enhance visual detail. Their simplicity and ability to mimic a wide range of realistic appearances have led to their adoption in many rendering problems. As with any textured or geometric detail, proper filtering is needed to reduce aliasing when viewed across a range of distances, but accurate and efficient transfer function filtering remains an open problem for several reasons: transfer functions are complex and non-linear, especially when mapped through procedural noise and/or geometry-dependent functions, and the effects of perspective and masking further complicate the filtering over a pixel's footprint. We accurately solve this problem by computing and sampling from specialized filtering distributions on the fly, yielding very fast performance. We investigate the case where the transfer function to filter is a color map applied to (macroscale) surface textures (like noise), as well as color maps applied according to (microscale) geometric details. We introduce a novel representation of a (potentially modulated) color map's distribution over pixel footprints using Gaussian statistics and, in the more complex case of high-resolution color mapped microsurface details, our filtering is view- and light-dependent, and capable of correctly handling masking and occlusion effects. Our approach can be generalized to filter other physical-based rendering quantities. We propose an application to shading with irradiance environment maps over large terrains. Our framework is also compatible with the case of transfer functions used to warp surface geometry, as long as the transformations can be represented with Gaussian statistics, leading to proper view- and light-dependent filtering results. Our results match ground truth and our solution is well suited to real-time applications, requires only a few

  14. Non-linear gauge transformations in D=10 SYM theory and the BCJ duality

    Energy Technology Data Exchange (ETDEWEB)

    Lee, Seungjin [Max-Planck-Institut für Gravitationsphysik Albert-Einstein-Institut,14476 Potsdam (Germany); Mafra, Carlos R. [Institute for Advanced Study, School of Natural Sciences,Einstein Drive, Princeton, NJ 08540 (United States); DAMTP, University of Cambridge,Wilberforce Road, Cambridge, CB3 0WA (United Kingdom); Schlotterer, Oliver [Max-Planck-Institut für Gravitationsphysik Albert-Einstein-Institut,14476 Potsdam (Germany)

    2016-03-14

    Recent progress on scattering amplitudes in super Yang-Mills and superstring theory benefitted from the use of multiparticle superfields. They universally capture tree-level subdiagrams, and their generating series solve the non-linear equations of ten-dimensional super Yang-Mills. We provide simplified recursions for multiparticle superfields and relate them to earlier representations through non-linear gauge transformations of their generating series. Moreover, we discuss the gauge transformations which enforce their Lie symmetries as suggested by the Bern-Carrasco-Johansson duality between color and kinematics. Another gauge transformation due to Harnad and Shnider is shown to streamline the theta-expansion of multiparticle superfields, bypassing the need to use their recursion relations beyond the lowest components. The findings of this work tremendously simplify the component extraction from kinematic factors in pure spinor superspace.

  15. Efficient Algorithms for Segmentation of Item-Set Time Series

    Science.gov (United States)

    Chundi, Parvathi; Rosenkrantz, Daniel J.

    We propose a special type of time series, which we call an item-set time series, to facilitate the temporal analysis of software version histories, email logs, stock market data, etc. In an item-set time series, each observed data value is a set of discrete items. We formalize the concept of an item-set time series and present efficient algorithms for segmenting a given item-set time series. Segmentation of a time series partitions the time series into a sequence of segments where each segment is constructed by combining consecutive time points of the time series. Each segment is associated with an item set that is computed from the item sets of the time points in that segment, using a function which we call a measure function. We then define a concept called the segment difference, which measures the difference between the item set of a segment and the item sets of the time points in that segment. The segment difference values are required to construct an optimal segmentation of the time series. We describe novel and efficient algorithms to compute segment difference values for each of the measure functions described in the paper. We outline a dynamic programming based scheme to construct an optimal segmentation of the given item-set time series. We use the item-set time series segmentation techniques to analyze the temporal content of three different data sets—Enron email, stock market data, and a synthetic data set. The experimental results show that an optimal segmentation of item-set time series data captures much more temporal content than a segmentation constructed based on the number of time points in each segment, without examining the item set data at the time points, and can be used to analyze different types of temporal data.

  16. Non-linear properties of R-R distributions as a measure of heart rate variability

    International Nuclear Information System (INIS)

    Irurzun, I.M.; Bergero, P.; Cordero, M.C.; Defeo, M.M.; Vicente, J.L.; Mola, E.E.

    2003-01-01

    We analyze the dynamic quality of the R-R interbeat intervals of electrocardiographic signals from healthy people and from patients with premature ventricular contractions (PVCs) by applying different measure algorithms to standardised public domain data sets of heart rate variability. Our aim is to assess the utility of these algorithms for the above mentioned purposes. Long and short time series, 24 and 0.50 h respectively, of interbeat intervals of healthy and PVC subjects were compared with the aim of developing a fast method to investigate their temporal organization. Two different methods were used: power spectral analysis and the integral correlation method. Power spectral analysis has proven to be a powerful tool for detecting long-range correlations. If it is applied in a short time series, power spectra of healthy and PVC subjects show a similar behavior, which disqualifies power spectral analysis as a fast method to distinguish healthy from PVC subjects. The integral correlation method allows us to study the fractal properties of interbeat intervals of electrocardiographic signals. The cardiac activity of healthy and PVC people stems from dynamics of chaotic nature characterized by correlation dimensions d f equal to 3.40±0.50 and 5.00±0.80 for healthy and PVC subjects respectively. The methodology presented in this article bridges the gap between theoretical and experimental studies of non-linear phenomena. From our results we conclude that the minimum number of coupled differential equations to describe cardiac activity must be six and seven for healthy and PVC individuals respectively. From the present analysis we conclude that the correlation integral method is particularly suitable, in comparison with the power spectral analysis, for the early detection of arrhythmias on short time (0.5 h) series

  17. Fast simulation of non-linear pulsed ultrasound fields using an angular spectrum approach

    DEFF Research Database (Denmark)

    Du, Yigang; Jensen, Jørgen Arendt

    2013-01-01

    A fast non-linear pulsed ultrasound field simulation is presented. It is implemented based on an angular spectrum approach (ASA), which analytically solves the non-linear wave equation. The ASA solution to the Westervelt equation is derived in detail. The calculation speed is significantly...... increased compared to a numerical solution using an operator splitting method (OSM). The ASA has been modified and extended to pulsed non-linear ultrasound fields in combination with Field II, where any array transducer with arbitrary geometry, excitation, focusing and apodization can be simulated...... with a center frequency of 5 MHz. The speed is increased approximately by a factor of 140 and the calculation time is 12 min with a standard PC, when simulating the second harmonic pulse at the focal point. For the second harmonic point spread function the full width error is 1.5% at 6 dB and 6.4% at 12 d...

  18. Single-nary philosophy for non-linear study of mechanics of materials

    International Nuclear Information System (INIS)

    Tran, C.

    2005-01-01

    Non-linear study of mechanics of materials is formulated in this paper as a problem of meta-intelligent system analysis. Non-linearity will be singled out as an important concept for understanding of high-order complex systems. Through single-nary thinking, which will be represented in this work, we introduce a modification of Aristotelian philosophy using modal logic and multi-valued logic (these logics we call 'high-order' logic). Next, non-linear cause - effect relations are expressed through non-additive measures and multiple-information aggregation principles based on fuzzy integration. The study of real time behaviors, required experiences and intuition, will be realized using truth measures (non-additive measures) and a procedure for information processing in intelligence levels. (author)

  19. Non linear stability analysis of parallel channels with natural circulation

    Energy Technology Data Exchange (ETDEWEB)

    Mishra, Ashish Mani; Singh, Suneet, E-mail: suneet.singh@iitb.ac.in

    2016-12-01

    Highlights: • Nonlinear instabilities in natural circulation loop are studied. • Generalized Hopf points, Sub and Supercritical Hopf bifurcations are identified. • Bogdanov–Taken Point (BT Point) is observed by nonlinear stability analysis. • Effect of parameters on stability of system is studied. - Abstract: Linear stability analysis of two-phase flow in natural circulation loop is quite extensively studied by many researchers in past few years. It can be noted that linear stability analysis is limited to the small perturbations only. It is pointed out that such systems typically undergo Hopf bifurcation. If the Hopf bifurcation is subcritical, then for relatively large perturbation, the system has unstable limit cycles in the (linearly) stable region in the parameter space. Hence, linear stability analysis capturing only infinitesimally small perturbations is not sufficient. In this paper, bifurcation analysis is carried out to capture the non-linear instability of the dynamical system and both subcritical and supercritical bifurcations are observed. The regions in the parameter space for which subcritical and supercritical bifurcations exist are identified. These regions are verified by numerical simulation of the time-dependent, nonlinear ODEs for the selected points in the operating parameter space using MATLAB ODE solver.

  20. Non-linear response of electrode-electrolyte interface at high current density

    International Nuclear Information System (INIS)

    Ruiz, G.A.; Felice, C.J.; Valentinuzzi, M.E.

    2005-01-01

    A distributed parameter non-linear circuit is presented as fractal model of an electrode-electrolyte interface. It includes the charge transfer resistance and the double layer capacitance at each fractal level. The circuit explains the linear behavior of its series equivalent resistance R eq with signals of amplitudes eq Fourier spectrum. As a consequence, both the equivalent resistance and reactance drop with voltage, facts reported experimentally by other authors

  1. Analytical exact solution of the non-linear Schroedinger equation

    International Nuclear Information System (INIS)

    Martins, Alisson Xavier; Rocha Filho, Tarcisio Marciano da

    2011-01-01

    Full text: In this work we present how to classify and obtain analytical solutions of the Schroedinger equation with a generic non-linearity in 1+1 dimensions. Our approach is based on the determination of Lie symmetry transformation mapping solutions into solutions, and non-classical symmetry transformations, mapping a given solution into itself. From these symmetries it is then possible to reduce the equation to a system of ordinary differential equations which can then be solved using standard methods. The generic non-linearity is handled by considering it as an additional unknown in the determining equations for the symmetry transformations. This results in an over-determined system of non-linear partial differential equations. Its solution can then be determined in some cases by reducing it to the so called involutive (triangular) form, and then solved. This reduction is very tedious and can only performed using a computer algebra system. Once the determining system is solved, we obtain the explicit form for the non-linearity admitting a Lie or non-classical symmetry. The analytical solutions are then derived by solving the reduced ordinary differential equations. The non-linear determining system for the non-classical symmetry transformations and Lie symmetry generators are obtaining using the computer algebra package SADE (symmetry analysis of differential equations), developed at our group. (author)

  2. The Importance of Non-Linearity on Turbulent Fluxes

    DEFF Research Database (Denmark)

    Rokni, Masoud

    2007-01-01

    Two new non-linear models for the turbulent heat fluxes are derived and developed from the transport equation of the scalar passive flux. These models are called as non-linear eddy diffusivity and non-linear scalar flux. The structure of these models is compared with the exact solution which...... is derived from the Cayley-Hamilton theorem and contains a three term-basis plus a non-linear term due to scalar fluxes. In order to study the performance of the model itself, all other turbulent quantities are taken from a DNS channel flow data-base and thus the error source has been minimized. The results...... are compared with the DNS channel flow and good agreement is achieved. It has been shown that the non-linearity parts of the models are important to capture the true path of the streamwise scalar fluxes. It has also been shown that one of model constant should have negative sign rather than positive, which had...

  3. TIME SERIES ANALYSIS USING A UNIQUE MODEL OF TRANSFORMATION

    Directory of Open Access Journals (Sweden)

    Goran Klepac

    2007-12-01

    Full Text Available REFII1 model is an authorial mathematical model for time series data mining. The main purpose of that model is to automate time series analysis, through a unique transformation model of time series. An advantage of this approach of time series analysis is the linkage of different methods for time series analysis, linking traditional data mining tools in time series, and constructing new algorithms for analyzing time series. It is worth mentioning that REFII model is not a closed system, which means that we have a finite set of methods. At first, this is a model for transformation of values of time series, which prepares data used by different sets of methods based on the same model of transformation in a domain of problem space. REFII model gives a new approach in time series analysis based on a unique model of transformation, which is a base for all kind of time series analysis. The advantage of REFII model is its possible application in many different areas such as finance, medicine, voice recognition, face recognition and text mining.

  4. Validity of purchasing power parity for selected Latin American countries: Linear and non-linear unit root tests

    Directory of Open Access Journals (Sweden)

    Claudio Roberto Fóffano Vasconcelos

    2016-01-01

    Full Text Available The aim of this study is to examine empirically the validity of PPP in the context of unit root tests based on linear and non-linear models of the real effective exchange rate of Argentina, Brazil, Chile, Colombia, Mexico, Peru and Venezuela. For this purpose, we apply the Harvey et al. (2008 linearity test and the non-linear unit root test (Kruse, 2011. The results show that the series with linear characteristics are Argentina, Brazil, Chile, Colombia and Peru and those with non-linear characteristics are Mexico and Venezuela. The linear unit root tests indicate that the real effective exchange rate is stationary for Chile and Peru, and the non-linear unit root tests evidence that Mexico is stationary. In the period analyzed, the results show support for the validity of PPP in only three of the seven countries.

  5. Calculations of stationary solutions for the non linear viscous resistive MHD equations in slab geometry

    International Nuclear Information System (INIS)

    Edery, D.

    1983-11-01

    The reduced system of the non linear resistive MHD equations is used in the 2-D one helicity approximation in the numerical computations of stationary tearing modes. The critical magnetic Raynolds number S (S=tausub(r)/tausub(H) where tausub(R) and tausub(H) are respectively the characteristic resistive and hydro magnetic times) and the corresponding linear solution are computed as a starting approximation for the full non linear equations. These equations are then treated numerically by an iterative procedure which is shown to be rapidly convergent. A numerical application is given in the last part of this paper

  6. Non-Linear Rheological Properties and Neutron Scattering Investigation on Dilute Ring-Linear Blends

    DEFF Research Database (Denmark)

    Pyckhout-Hintzen, W.; Bras, A.R.; Wischnewski, A.

    in a filament stretching rheometer, followed by quenching, strong anisotropic scattering patterns were obtained which were described by affinely deformed rings which function as giant, polymeric chemical crosslinks or sliplinks and more or less isotropic topological contributions from the entangling...... with interpenetrating linear chains. At the same time the non-linear rheological and mechanical data fit to a non-affine slip-tube model as for moderately crosslinked networks and to interchain pressure models or a modified non-linear Doi-Edwards description for the observed strain hardening during the extensional...

  7. Expectation propagation for large scale Bayesian inference of non-linear molecular networks from perturbation data.

    Science.gov (United States)

    Narimani, Zahra; Beigy, Hamid; Ahmad, Ashar; Masoudi-Nejad, Ali; Fröhlich, Holger

    2017-01-01

    Inferring the structure of molecular networks from time series protein or gene expression data provides valuable information about the complex biological processes of the cell. Causal network structure inference has been approached using different methods in the past. Most causal network inference techniques, such as Dynamic Bayesian Networks and ordinary differential equations, are limited by their computational complexity and thus make large scale inference infeasible. This is specifically true if a Bayesian framework is applied in order to deal with the unavoidable uncertainty about the correct model. We devise a novel Bayesian network reverse engineering approach using ordinary differential equations with the ability to include non-linearity. Besides modeling arbitrary, possibly combinatorial and time dependent perturbations with unknown targets, one of our main contributions is the use of Expectation Propagation, an algorithm for approximate Bayesian inference over large scale network structures in short computation time. We further explore the possibility of integrating prior knowledge into network inference. We evaluate the proposed model on DREAM4 and DREAM8 data and find it competitive against several state-of-the-art existing network inference methods.

  8. An Energy-Based Similarity Measure for Time Series

    Directory of Open Access Journals (Sweden)

    Pierre Brunagel

    2007-11-01

    Full Text Available A new similarity measure, called SimilB, for time series analysis, based on the cross-ΨB-energy operator (2004, is introduced. ΨB is a nonlinear measure which quantifies the interaction between two time series. Compared to Euclidean distance (ED or the Pearson correlation coefficient (CC, SimilB includes the temporal information and relative changes of the time series using the first and second derivatives of the time series. SimilB is well suited for both nonstationary and stationary time series and particularly those presenting discontinuities. Some new properties of ΨB are presented. Particularly, we show that ΨB as similarity measure is robust to both scale and time shift. SimilB is illustrated with synthetic time series and an artificial dataset and compared to the CC and the ED measures.

  9. Time-series prediction and applications a machine intelligence approach

    CERN Document Server

    Konar, Amit

    2017-01-01

    This book presents machine learning and type-2 fuzzy sets for the prediction of time-series with a particular focus on business forecasting applications. It also proposes new uncertainty management techniques in an economic time-series using type-2 fuzzy sets for prediction of the time-series at a given time point from its preceding value in fluctuating business environments. It employs machine learning to determine repetitively occurring similar structural patterns in the time-series and uses stochastic automaton to predict the most probabilistic structure at a given partition of the time-series. Such predictions help in determining probabilistic moves in a stock index time-series Primarily written for graduate students and researchers in computer science, the book is equally useful for researchers/professionals in business intelligence and stock index prediction. A background of undergraduate level mathematics is presumed, although not mandatory, for most of the sections. Exercises with tips are provided at...

  10. Fractal time series analysis of postural stability in elderly and control subjects

    Directory of Open Access Journals (Sweden)

    Doussot Michel

    2007-05-01

    Full Text Available Abstract Background The study of balance using stabilogram analysis is of particular interest in the study of falls. Although simple statistical parameters derived from the stabilogram have been shown to predict risk of falls, such measures offer little insight into the underlying control mechanisms responsible for degradation in balance. In contrast, fractal and non-linear time-series analysis of stabilograms, such as estimations of the Hurst exponent (H, may provide information related to the underlying motor control strategies governing postural stability. In order to be adapted for a home-based follow-up of balance, such methods need to be robust, regardless of the experimental protocol, while producing time-series that are as short as possible. The present study compares two methods of calculating H: Detrended Fluctuation Analysis (DFA and Stabilogram Diffusion Analysis (SDA for elderly and control subjects, as well as evaluating the effect of recording duration. Methods Centre of pressure signals were obtained from 90 young adult subjects and 10 elderly subjects. Data were sampled at 100 Hz for 30 s, including stepping onto and off the force plate. Estimations of H were made using sliding windows of 10, 5, and 2.5 s durations, with windows slid forward in 1-s increments. Multivariate analysis of variance was used to test for the effect of time, age and estimation method on the Hurst exponent, while the intra-class correlation coefficient (ICC was used as a measure of reliability. Results Both SDA and DFA methods were able to identify differences in postural stability between control and elderly subjects for time series as short as 5 s, with ICC values as high as 0.75 for DFA. Conclusion Both methods would be well-suited to non-invasive longitudinal assessment of balance. In addition, reliable estimations of H were obtained from time series as short as 5 s.

  11. Pattern formation due to non-linear vortex diffusion

    Science.gov (United States)

    Wijngaarden, Rinke J.; Surdeanu, R.; Huijbregtse, J. M.; Rector, J. H.; Dam, B.; Einfeld, J.; Wördenweber, R.; Griessen, R.

    Penetration of magnetic flux in YBa 2Cu 3O 7 superconducting thin films in an external magnetic field is visualized using a magneto-optic technique. A variety of flux patterns due to non-linear vortex diffusion is observed: (1) Roughening of the flux front with scaling exponents identical to those observed in burning paper including two distinct regimes where respectively spatial disorder and temporal disorder dominate. In the latter regime Kardar-Parisi-Zhang behavior is found. (2) Fractal penetration of flux with Hausdorff dimension depending on the critical current anisotropy. (3) Penetration as ‘flux-rivers’. (4) The occurrence of commensurate and incommensurate channels in films with anti-dots as predicted in numerical simulations by Reichhardt, Olson and Nori. It is shown that most of the observed behavior is related to the non-linear diffusion of vortices by comparison with simulations of the non-linear diffusion equation appropriate for vortices.

  12. Noise and non-linearities in high-throughput data

    International Nuclear Information System (INIS)

    Nguyen, Viet-Anh; Lió, Pietro; Koukolíková-Nicola, Zdena; Bagnoli, Franco

    2009-01-01

    High-throughput data analyses are becoming common in biology, communications, economics and sociology. The vast amounts of data are usually represented in the form of matrices and can be considered as knowledge networks. Spectra-based approaches have proved useful in extracting hidden information within such networks and for estimating missing data, but these methods are based essentially on linear assumptions. The physical models of matching, when applicable, often suggest non-linear mechanisms, that may sometimes be identified as noise. The use of non-linear models in data analysis, however, may require the introduction of many parameters, which lowers the statistical weight of the model. According to the quality of data, a simpler linear analysis may be more convenient than more complex approaches. In this paper, we show how a simple non-parametric Bayesian model may be used to explore the role of non-linearities and noise in synthetic and experimental data sets

  13. Structure Learning in Stochastic Non-linear Dynamical Systems

    Science.gov (United States)

    Morris, R. D.; Smelyanskiy, V. N.; Luchinsky, D. G.

    2005-12-01

    A great many systems can be modeled in the non-linear dynamical systems framework, as x˙ = f(x) + ξ(t), where f(x) is the potential function for the system, and ξ(t) is the driving noise. Modeling the potential using a set of basis functions, we derive the posterior for the basis coefficients. A more challenging problem is to determine the set of basis functions that are required to model a particular system. We show that using the Bayesian Information Criteria (BIC) to rank models, and the beam search technique, that we can accurately determine the structure of simple non-linear dynamical system models, and the structure of the coupling between non-linear dynamical systems where the individual systems are known. This last case has important ecological applications, for example in predator-prey systems, where the very structure of the coupling between predator-prey pairs can have great ecological significance.

  14. Stability of non-linear constitutive formulations for viscoelastic fluids

    CERN Document Server

    Siginer, Dennis A

    2014-01-01

    Stability of Non-linear Constitutive Formulations for Viscoelastic Fluids provides a complete and up-to-date view of the field of constitutive equations for flowing viscoelastic fluids, in particular on their non-linear behavior, the stability of these constitutive equations that is their predictive power, and the impact of these constitutive equations on the dynamics of viscoelastic fluid flow in tubes. This book gives an overall view of the theories and attendant methodologies developed independently of thermodynamic considerations as well as those set within a thermodynamic framework to derive non-linear rheological constitutive equations for viscoelastic fluids. Developments in formulating Maxwell-like constitutive differential equations as well as single integral constitutive formulations are discussed in the light of Hadamard and dissipative type of instabilities.

  15. Vector bilinear autoregressive time series model and its superiority ...

    African Journals Online (AJOL)

    In this research, a vector bilinear autoregressive time series model was proposed and used to model three revenue series (X1, X2, X3) . The “orders” of the three series were identified on the basis of the distribution of autocorrelation and partial autocorrelation functions and were used to construct the vector bilinear models.

  16. Transfer Entropy Estimation and Directional Coupling Change Detection in Biomedical Time Series

    Directory of Open Access Journals (Sweden)

    Lee Joon

    2012-04-01

    Full Text Available Abstract Background The detection of change in magnitude of directional coupling between two non-linear time series is a common subject of interest in the biomedical domain, including studies involving the respiratory chemoreflex system. Although transfer entropy is a useful tool in this avenue, no study to date has investigated how different transfer entropy estimation methods perform in typical biomedical applications featuring small sample size and presence of outliers. Methods With respect to detection of increased coupling strength, we compared three transfer entropy estimation techniques using both simulated time series and respiratory recordings from lambs. The following estimation methods were analyzed: fixed-binning with ranking, kernel density estimation (KDE, and the Darbellay-Vajda (D-V adaptive partitioning algorithm extended to three dimensions. In the simulated experiment, sample size was varied from 50 to 200, while coupling strength was increased. In order to introduce outliers, the heavy-tailed Laplace distribution was utilized. In the lamb experiment, the objective was to detect increased respiratory-related chemosensitivity to O2 and CO2 induced by a drug, domperidone. Specifically, the separate influence of end-tidal PO2 and PCO2 on minute ventilation (V˙E before and after administration of domperidone was analyzed. Results In the simulation, KDE detected increased coupling strength at the lowest SNR among the three methods. In the lamb experiment, D-V partitioning resulted in the statistically strongest increase in transfer entropy post-domperidone for PO2→V˙E. In addition, D-V partitioning was the only method that could detect an increase in transfer entropy for PCO2→V˙E, in agreement with experimental findings. Conclusions Transfer entropy is capable of detecting directional coupling changes in non-linear biomedical time series analysis featuring a small number of observations and presence of outliers. The results

  17. A novel weight determination method for time series data aggregation

    Science.gov (United States)

    Xu, Paiheng; Zhang, Rong; Deng, Yong

    2017-09-01

    Aggregation in time series is of great importance in time series smoothing, predicting and other time series analysis process, which makes it crucial to address the weights in times series correctly and reasonably. In this paper, a novel method to obtain the weights in time series is proposed, in which we adopt induced ordered weighted aggregation (IOWA) operator and visibility graph averaging (VGA) operator and linearly combine the weights separately generated by the two operator. The IOWA operator is introduced to the weight determination of time series, through which the time decay factor is taken into consideration. The VGA operator is able to generate weights with respect to the degree distribution in the visibility graph constructed from the corresponding time series, which reflects the relative importance of vertices in time series. The proposed method is applied to two practical datasets to illustrate its merits. The aggregation of Construction Cost Index (CCI) demonstrates the ability of proposed method to smooth time series, while the aggregation of The Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) illustrate how proposed method maintain the variation tendency of original data.

  18. Stochastic development regression on non-linear manifolds

    DEFF Research Database (Denmark)

    Kühnel, Line; Sommer, Stefan Horst

    2017-01-01

    We introduce a regression model for data on non-linear manifolds. The model describes the relation between a set of manifold valued observations, such as shapes of anatomical objects, and Euclidean explanatory variables. The approach is based on stochastic development of Euclidean diffusion...... processes to the manifold. Defining the data distribution as the transition distribution of the mapped stochastic process, parameters of the model, the non-linear analogue of design matrix and intercept, are found via maximum likelihood. The model is intrinsically related to the geometry encoded...

  19. Non-Linear Fibres for Widely Tunable Femtosecond Fibre Lasers

    DEFF Research Database (Denmark)

    Pedersen, Martin Erland Vestergaard

    and numerically. For the intermodal four-wave mixing experiment an alternative version of the Generalised Non-Linear Schrödinger Equation is derived, which includes the correct dispersion of the transverse field. It is observed that the alternative version of the Generalised Non-Linear Schrödinger Equation......, as opposed to the commonly used version, is able to reproduce the intermodal four-wave mixing experiment. The relation between the intramodal self-phase modulation and the intramodal Raman effect is determined from experimental measurements on a number of step-index fibres. The Raman fraction is found...

  20. On the stability of non-linear systems

    International Nuclear Information System (INIS)

    Guelman, M.

    1968-09-01

    A study is made of the absolute stability of nonlinear systems, using Liapounov's second method and taking into account the results obtained from V.M. Popov's work. The results already established are first presented, in particular concerning the frequency domain criterions for absolute stability of automatic control systems containing one single non linearity. The results have been extended to show the existence of a limiting parabola. New use is then made of the methods studied for deriving absolute stability criterions for a system containing a different type of non linearity. Finally, the results obtained are considered from the point of view of Aizerman's conjecture. (author) [fr

  1. Implementation of neural network based non-linear predictive

    DEFF Research Database (Denmark)

    Sørensen, Paul Haase; Nørgård, Peter Magnus; Ravn, Ole

    1998-01-01

    The paper describes a control method for non-linear systems based on generalized predictive control. Generalized predictive control (GPC) was developed to control linear systems including open loop unstable and non-minimum phase systems, but has also been proposed extended for the control of non......-linear systems. GPC is model-based and in this paper we propose the use of a neural network for the modeling of the system. Based on the neural network model a controller with extended control horizon is developed and the implementation issues are discussed, with particular emphasis on an efficient Quasi......-Newton optimization algorithm. The performance is demonstrated on a pneumatic servo system....

  2. Mathematical problems in non-linear Physics: some results

    International Nuclear Information System (INIS)

    1979-01-01

    The basic results presented in this report are the following: 1) Characterization of the range and Kernel of the variational derivative. 2) Determination of general conservation laws in linear evolution equations, as well as bounds for the number of polynomial conserved densities in non-linear evolution equations in two independent variables of even order. 3) Construction of the most general evolution equation which has a given family of conserved densities. 4) Regularity conditions for the validity of the Lie invariance method. 5) A simple class of perturbations in non-linear wave equations. 6) Soliton solutions in generalized KdV equations. (author)

  3. Capturing Structure Implicitly from Time-Series having Limited Data

    OpenAIRE

    Emaasit, Daniel; Johnson, Matthew

    2018-01-01

    Scientific fields such as insider-threat detection and highway-safety planning often lack sufficient amounts of time-series data to estimate statistical models for the purpose of scientific discovery. Moreover, the available limited data are quite noisy. This presents a major challenge when estimating time-series models that are robust to overfitting and have well-calibrated uncertainty estimates. Most of the current literature in these fields involve visualizing the time-series for noticeabl...

  4. Quad-copter UAV BLDC Motor Control: Linear v/s non-linear control maps

    Directory of Open Access Journals (Sweden)

    Deep Parikh

    2015-08-01

    Full Text Available This paper presents some investigations and comparison of using linear versus non-linear static motor-control maps for the speed control of a BLDC (Brush Less Direct Current motors used in quad-copter UAV (Unmanned Aerial Vehicles. The motor-control map considered here is the inverse of the static map relating motor-speed output to motor-voltage input for a typical out-runner type Brushless DC Motors (BLDCM.  Traditionally, quad-copter BLDC motor speed control uses simple linear motor-control map defined by the motor-constant specification. However, practical BLDC motors show non-linear characteristic, particularly when operated across wide operating speed-range as is commonly required in quad-copter UAV flight operations. In this paper, our investigations to compare performance of linear versus non-linear motor-control maps are presented. The investigations cover simulation-based and experimental study of BLDC motor speed control systems for  quad-copter vehicle available. First the non-linear map relating rotor RPM to motor voltage for quad-copter BLDC motor is obtained experimentally using an optical speed encoder. The performance of the linear versus non-linear motor-control-maps for the speed control are studied. The investigations also cover study of time-responses for various standard test input-signals e.g. step, ramp and pulse inputs, applied as the reference speed-commands. Also, simple 2-degree of freedom test-bed is developed in our laboratory to help test the open-loop and closed-loop experimental investigations. The non-linear motor-control map is found to perform better in BLDC motor speed tracking control performance and thereby helping achieve better quad-copter roll-angle attitude control.

  5. Integrated all optical transmodulator circuits with non-linear gain elements and tunable optical fibers

    NARCIS (Netherlands)

    Kuindersma, P.I.; Leijtens, X.J.M.; Zantvoort, van J.H.C.; Waardt, de H.

    2012-01-01

    We characterize integrated InP circuits for high speed ‘all-optical’ signal processing. Single chip circuits act as optical transistors. Transmodulation is performed by non-linear gain sections. Integrated tunable filters give signal equalization in time domain.

  6. PWR control system design using advanced linear and non-linear methodologies

    International Nuclear Information System (INIS)

    Rabindran, N.; Whitmarsh-Everiss, M.J.

    2004-01-01

    Consideration is here given to the methodology deployed for non-linear heuristic analysis in the time domain supported by multi-variable linear control system design methods for the purposes of operational dynamics and control system analysis. This methodology is illustrated by the application of structural singular value μ analysis to Pressurised Water Reactor control system design. (author)

  7. Modeling exposure–lag–response associations with distributed lag non-linear models

    Science.gov (United States)

    Gasparrini, Antonio

    2014-01-01

    In biomedical research, a health effect is frequently associated with protracted exposures of varying intensity sustained in the past. The main complexity of modeling and interpreting such phenomena lies in the additional temporal dimension needed to express the association, as the risk depends on both intensity and timing of past exposures. This type of dependency is defined here as exposure–lag–response association. In this contribution, I illustrate a general statistical framework for such associations, established through the extension of distributed lag non-linear models, originally developed in time series analysis. This modeling class is based on the definition of a cross-basis, obtained by the combination of two functions to flexibly model linear or nonlinear exposure-responses and the lag structure of the relationship, respectively. The methodology is illustrated with an example application to cohort data and validated through a simulation study. This modeling framework generalizes to various study designs and regression models, and can be applied to study the health effects of protracted exposures to environmental factors, drugs or carcinogenic agents, among others. © 2013 The Authors. Statistics in Medicine published by John Wiley & Sons, Ltd. PMID:24027094

  8. Non-linearity and spatial resolution in a cellular automaton model of a small upland basin

    Directory of Open Access Journals (Sweden)

    T. J. Coulthard

    1998-01-01

    Full Text Available The continuing development of computational fluid dynamics is allowing the high resolution study of hydraulic and sediment transport processes but, due to computational complexities, these are rarely applied to areas larger than a reach. Existing approaches, based upon linked cross sections, can give a quasi two-dimensional view, effectively simulating sediment transport for a single river reach. However, a basin represents a whole discrete dynamic system within which channel, floodplain and slope processes operate over a wide range of space and time scales. Here, a cellular automaton (CA approach has been used to overcome some of these difficulties, in which the landscape is represented as a series of fixed size cells. For every model iteration, each cell acts only in relation to the influence of its immediate neighbours in accordance with appropriate rules. The model presented here takes approximations of existing flow and sediment transport equations, and integrates them, together with slope and floodplain approximations, within a cellular automaton framework. This method has been applied to the basin of Cam Gill Beck (4.2 km2 above Starbotton, upper Wharfedale, a tributary of the River Wharfe, North Yorkshire, UK. This approach provides, for the first time, a workable model of the whole basin at a 1 m resolution. Preliminary results show the evolution of bars, braids, terraces and alluvial fans which are similar to those observed in the field, and examples of large and small scale non-linear behaviour which may have considerable implications for future models.

  9. Mathematical foundations of time series analysis a concise introduction

    CERN Document Server

    Beran, Jan

    2017-01-01

    This book provides a concise introduction to the mathematical foundations of time series analysis, with an emphasis on mathematical clarity. The text is reduced to the essential logical core, mostly using the symbolic language of mathematics, thus enabling readers to very quickly grasp the essential reasoning behind time series analysis. It appeals to anybody wanting to understand time series in a precise, mathematical manner. It is suitable for graduate courses in time series analysis but is equally useful as a reference work for students and researchers alike.

  10. Trend time-series modeling and forecasting with neural networks.

    Science.gov (United States)

    Qi, Min; Zhang, G Peter

    2008-05-01

    Despite its great importance, there has been no general consensus on how to model the trends in time-series data. Compared to traditional approaches, neural networks (NNs) have shown some promise in time-series forecasting. This paper investigates how to best model trend time series using NNs. Four different strategies (raw data, raw data with time index, detrending, and differencing) are used to model various trend patterns (linear, nonlinear, deterministic, stochastic, and breaking trend). We find that with NNs differencing often gives meritorious results regardless of the underlying data generating processes (DGPs). This finding is also confirmed by the real gross national product (GNP) series.

  11. Time series analysis in the social sciences the fundamentals

    CERN Document Server

    Shin, Youseop

    2017-01-01

    Times Series Analysis in the Social Sciences is a practical and highly readable introduction written exclusively for students and researchers whose mathematical background is limited to basic algebra. The book focuses on fundamental elements of time series analysis that social scientists need to understand so they can employ time series analysis for their research and practice. Through step-by-step explanations and using monthly violent crime rates as case studies, this book explains univariate time series from the preliminary visual analysis through the modeling of seasonality, trends, and re

  12. Stochastic time series analysis of hydrology data for water resources

    Science.gov (United States)

    Sathish, S.; Khadar Babu, S. K.

    2017-11-01

    The prediction to current publication of stochastic time series analysis in hydrology and seasonal stage. The different statistical tests for predicting the hydrology time series on Thomas-Fiering model. The hydrology time series of flood flow have accept a great deal of consideration worldwide. The concentration of stochastic process areas of time series analysis method are expanding with develop concerns about seasonal periods and global warming. The recent trend by the researchers for testing seasonal periods in the hydrologic flowseries using stochastic process on Thomas-Fiering model. The present article proposed to predict the seasonal periods in hydrology using Thomas-Fiering model.

  13. Interpretable Early Classification of Multivariate Time Series

    Science.gov (United States)

    Ghalwash, Mohamed F.

    2013-01-01

    Recent advances in technology have led to an explosion in data collection over time rather than in a single snapshot. For example, microarray technology allows us to measure gene expression levels in different conditions over time. Such temporal data grants the opportunity for data miners to develop algorithms to address domain-related problems,…

  14. Time series analysis of soil Radon-222 recorded at Kutch region, Gujarat, India

    International Nuclear Information System (INIS)

    Madhusudan Rao, K.; Rastogi, B.K.; Barman, Chiranjib; Chaudhuri, Hirok

    2013-01-01

    Kutch region in Gujarat lies in a seismic vulnerable zone (seismic zone-v). After the devastating Bhuj earthquake (7.7M) of January 26, 2001 in the Kutch region several researcher focused their attention to monitor geophysical and geochemical precursors for earthquakes in the region. In order to find out the possible geochemical precursory signals for earthquake events, we monitored radioactive gas radon-222 in sub surface soil gas at Kutch region. We have analysed the recorded soil radon-222 time series by means of nonlinear techniques such as FFT power spectral analysis, empirical mode decomposition, multi-fractal analysis along with other linear statistical methods. Some fascinating and fruitful results originated out the nonlinear analysis of the said time series have been discussed in the present paper. The entire analytical method aided us to recognize the nature and pattern of soil radon-222 emanation process. Moreover the recording and statistical and non-linear analysis of soil radon data at Kutch region will assist us to understand the preparation phase of an imminent seismic event in the region. (author)

  15. Visibility graph analysis of heart rate time series and bio-marker of congestive heart failure

    Science.gov (United States)

    Bhaduri, Anirban; Bhaduri, Susmita; Ghosh, Dipak

    2017-09-01

    Study of RR interval time series for Congestive Heart Failure had been an area of study with different methods including non-linear methods. In this article the cardiac dynamics of heart beat are explored in the light of complex network analysis, viz. visibility graph method. Heart beat (RR Interval) time series data taken from Physionet database [46, 47] belonging to two groups of subjects, diseased (congestive heart failure) (29 in number) and normal (54 in number) are analyzed with the technique. The overall results show that a quantitative parameter can significantly differentiate between the diseased subjects and the normal subjects as well as different stages of the disease. Further, the data when split into periods of around 1 hour each and analyzed separately, also shows the same consistent differences. This quantitative parameter obtained using the visibility graph analysis thereby can be used as a potential bio-marker as well as a subsequent alarm generation mechanism for predicting the onset of Congestive Heart Failure.

  16. Efficient Estimation of Extreme Non-linear Roll Motions using the First-order Reliability Method (FORM)

    DEFF Research Database (Denmark)

    Jensen, Jørgen Juncher

    2007-01-01

    In on-board decision support systems efficient procedures are needed for real-time estimation of the maximum ship responses to be expected within the next few hours, given on-line information on the sea state and user defined ranges of possible headings and speeds. For linear responses standard...... frequency domain methods can be applied. To non-linear responses like the roll motion, standard methods like direct time domain simulations are not feasible due to the required computational time. However, the statistical distribution of non-linear ship responses can be estimated very accurately using...... the first-order reliability method (FORM), well-known from structural reliability problems. To illustrate the proposed procedure, the roll motion is modelled by a simplified non-linear procedure taking into account non-linear hydrodynamic damping, time-varying restoring and wave excitation moments...

  17. Studies on time series applications in environmental sciences

    CERN Document Server

    Bărbulescu, Alina

    2016-01-01

    Time series analysis and modelling represent a large study field, implying the approach from the perspective of the time and frequency, with applications in different domains. Modelling hydro-meteorological time series is difficult due to the characteristics of these series, as long range dependence, spatial dependence, the correlation with other series. Continuous spatial data plays an important role in planning, risk assessment and decision making in environmental management. In this context, in this book we present various statistical tests and modelling techniques used for time series analysis, as well as applications to hydro-meteorological series from Dobrogea, a region situated in the south-eastern part of Romania, less studied till now. Part of the results are accompanied by their R code. .

  18. Current algebra of classical non-linear sigma models

    International Nuclear Information System (INIS)

    Forger, M.; Laartz, J.; Schaeper, U.

    1992-01-01

    The current algebra of classical non-linear sigma models on arbitrary Riemannian manifolds is analyzed. It is found that introducing, in addition to the Noether current j μ associated with the global symmetry of the theory, a composite scalar field j, the algebra closes under Poisson brackets. (orig.)

  19. Smoothing identification of systems with small non-linearities

    Czech Academy of Sciences Publication Activity Database

    Kozánek, Jan; Piranda, J.

    2003-01-01

    Roč. 38, č. 1 (2003), s. 71-84 ISSN 0025-6455 R&D Projects: GA ČR GA101/00/1471 Institutional research plan: CEZ:AV0Z2076919 Keywords : identification * small non-linearities * smoothing methods Subject RIV: BI - Acoustics Impact factor: 0.237, year: 2003

  20. Non-linear excitation of gravitational radiation antennae

    International Nuclear Information System (INIS)

    Blair, D.G.

    1982-01-01

    A mechanism of non-linear excitation is proposed to explain observed excess noise in gravitational radiation antennae, driven by low frequency vibration. The mechanism is analogous to the excitation of a violin string by low frequency bowing. Numerical estimates for Weber bars suspended by cables are in good agreement with observations. (Auth.)

  1. Non Linear signa models probing the string structure

    International Nuclear Information System (INIS)

    Abdalla, E.

    1987-01-01

    The introduction of a term depending on the extrinsic curvature to the string action, and related non linear sigma models defined on a symmetric space SO(D)/SO(2) x SO(d-2) is descussed . Coupling to fermions are also treated. (author) [pt

  2. Non-linear variation of the beta function with momentum

    International Nuclear Information System (INIS)

    Parzen, G.

    1983-07-01

    A theory is presented for computing the non-linear dependence of the β-functions on momentum. Results are found for the quadratic term. The results of the theory are compared with computed results. A procedure is proposed for computing the strengths of the sextupole correctors to correct the dependence of the β-function on momentum

  3. Non-linear thermal fluctuations in a diode

    NARCIS (Netherlands)

    Kampen, N.G. van

    As an example of non-linear noise the fluctuations in a circuit consisting of a diode and a condenser C are studied. From the master equation for this system the following results are derived. 1. (i) The equilibrium distribution of the voltage is rigorously Gaussian, the average voltage being

  4. Effect of Integral Non-Linearity on Energy Calibration of ...

    African Journals Online (AJOL)

    The integral non-linearity (INL) of four spectroscopy systems, two integrated (A1 and A2) and two classical (B1 and B2) systems was determined using pulses from a random pulse generator. The effect of INL on the system's energy calibration was also determined. The effect is minimal in the classical system at high ...

  5. Non-linear Behavior of Curved Sandwich Panels

    DEFF Research Database (Denmark)

    Berggreen, Carl Christian; Jolma, P.; Karjalainen, J. P.

    2003-01-01

    In this paper the non-linear behavior of curved sandwich panels is investigated both numerically and experimentally. Focus is on various aspects of finite element modeling and calculation procedures. A simply supported, singly curved, CFRP/PVC sandwich panel is analyzed under uniform pressure loa...

  6. Validation of Individual Non-Linear Predictive Pharmacokinetic ...

    African Journals Online (AJOL)

    3Department of Veterinary Medicine, Faculty of Agriculture, University of Novi Sad, Novi Sad, Republic of Serbia ... Purpose: To evaluate the predictive performance of phenytoin multiple dosing non-linear pharmacokinetic ... status epilepticus affects an estimated 152,000 ..... causal factors, i.e., infection, inflammation, tissue.

  7. S-AMP for non-linear observation models

    DEFF Research Database (Denmark)

    Cakmak, Burak; Winther, Ole; Fleury, Bernard H.

    2015-01-01

    Recently we presented the S-AMP approach, an extension of approximate message passing (AMP), to be able to handle general invariant matrix ensembles. In this contribution we extend S-AMP to non-linear observation models. We obtain generalized AMP (GAMP) as the special case when the measurement...

  8. Non-Linear Interactive Stories in Computer Games

    DEFF Research Database (Denmark)

    Bangsø, Olav; Jensen, Ole Guttorm; Kocka, Tomas

    2003-01-01

    The paper introduces non-linear interactive stories (NOLIST) as a means to generate varied and interesting stories for computer games automatically. We give a compact representation of a NOLIST based on the specification of atomic stories, and show how to build an object-oriented Bayesian network...

  9. Linearity and Non-linearity of Photorefractive effect in Materials ...

    African Journals Online (AJOL)

    Linearity and Non-linearity of Photorefractive effect in Materials using the Band transport ... For low light beam intensities the change in the refractive index is ... field is spatially phase shifted by /2 relative to the interference fringe pattern, which ...

  10. Quantum osp-invariant non-linear Schroedinger equation

    International Nuclear Information System (INIS)

    Kulish, P.P.

    1985-04-01

    The generalizations of the non-linear Schroedinger equation (NS) associated with the orthosymplectic superalgebras are formulated. The simplest osp(1/2)-NS model is solved by the quantum inverse scattering method on a finite interval under periodic boundary conditions as well as on the wholeline in the case of a finite number of excitations. (author)

  11. Non-linear coupling of drift modes in a quadrupole

    International Nuclear Information System (INIS)

    Elliott, J.A.; Sandeman, J.C.; Tessema, G.Y.

    1990-01-01

    We report continuing experimental studies of non-linear interactions of drift waves, with direct evidence of a growth saturation mechanism by transfer of energy to lower frequency modes. Wave launching experiments show that the decay rate of drift waves can be strongly amplitude dependent. (author) 9 refs., 5 figs

  12. Some aspects of non-linear semi-groups

    International Nuclear Information System (INIS)

    Plant, A.T.

    1976-01-01

    Some simpler theorems in the theory of non-linear semi-groups of non-reflexive Banach spaces are proved, with the intention to introduce the reader to this active field of research. Flow invariance, in particular for Lipschitz generators, and contraction semi-groups are discussed in some detail. (author)

  13. Applicability of refined Born approximation to non-linear equations

    International Nuclear Information System (INIS)

    Rayski, J.

    1990-01-01

    A computational method called ''Refined Born Approximation'', formerly applied exclusively to linear problems, is shown to be successfully applicable also to non-linear problems enabling me to compute bifurcations and other irregular solutions which cannot be obtained by the standard perturbation procedures. (author)

  14. An inhomogeneous wave equation and non-linear Diophantine approximation

    DEFF Research Database (Denmark)

    Beresnevich, V.; Dodson, M. M.; Kristensen, S.

    2008-01-01

    A non-linear Diophantine condition involving perfect squares and arising from an inhomogeneous wave equation on the torus guarantees the existence of a smooth solution. The exceptional set associated with the failure of the Diophantine condition and hence of the existence of a smooth solution...

  15. About one non linear generalization of the compression reflection ...

    African Journals Online (AJOL)

    Both cases of stage and spiral iterations are considered. A geometrical interpretation of a convergence of a generalize method of iteration is brought, the case of stage and spiral iterations are considered. The formula for the non linear generalize compression reflection operator as a function from one variable is obtained.

  16. Quantum-dot-based integrated non-linear sources

    DEFF Research Database (Denmark)

    Bernard, Alice; Mariani, Silvia; Andronico, Alessio

    2015-01-01

    The authors report on the design and the preliminary characterisation of two active non-linear sources in the terahertz and near-infrared range. The former is associated to difference-frequency generation between whispering gallery modes of an AlGaAs microring resonator, whereas the latter...

  17. Geometrically non linear analysis of functionally graded material ...

    African Journals Online (AJOL)

    user

    when compared to the other engineering materials (Akhavan and Hamed, 2010). However, FGM plates under mechanical loading may undergo elastic instability. Hence, the non-linear behavior of functionally graded plates has to be understood for their optimum design. Reddy (2000) proposed the theoretical formulation ...

  18. Canonical structure of evolution equations with non-linear ...

    Indian Academy of Sciences (India)

    The dispersion produced is compensated by non-linear effects resulting in the formation of exponentially localized .... determining the values of Lagrange's multipliers αis. We postulate that a slightly .... c3 «w2x -v. (36). To include the effect of the secondary constraint c3 in the total Hamiltonian H we modify. (33) as. 104.

  19. Numerical simulation of non-linear phenomena in geotechnical engineering

    DEFF Research Database (Denmark)

    Sørensen, Emil Smed

    Geotechnical problems are often characterized by the non-linear behavior of soils and rock which are strongly linked to the inherent properties of the porous structure of the material as well as the presence and possible flow of any surrounding fluids. Dynamic problems involving such soil-fluid i...

  20. A non-linear dissipative model of magnetism

    Czech Academy of Sciences Publication Activity Database

    Durand, P.; Paidarová, Ivana

    2010-01-01

    Roč. 89, č. 6 (2010), s. 67004 ISSN 1286-4854 R&D Projects: GA AV ČR IAA100400501 Institutional research plan: CEZ:AV0Z40400503 Keywords : non-linear dissipative model of magnetism * thermodynamics * physical chemistry Subject RIV: CF - Physical ; Theoretical Chemistry http://epljournal.edpsciences.org/

  1. Modeling and verifying non-linearities in heterodyne displacement interferometry

    NARCIS (Netherlands)

    Cosijns, S.J.A.G.; Haitjema, H.; Schellekens, P.H.J.

    2002-01-01

    The non-linearities in a heterodyne laser interferometer system occurring from the phase measurement system of the interferometer andfrom non-ideal polarization effects of the optics are modeled into one analytical expression which includes the initial polarization state ofthe laser source, the

  2. Hierarchical Meta-Learning in Time Series Forecasting for Improved Interference-Less Machine Learning

    Directory of Open Access Journals (Sweden)

    David Afolabi

    2017-11-01

    Full Text Available The importance of an interference-less machine learning scheme in time series prediction is crucial, as an oversight can have a negative cumulative effect, especially when predicting many steps ahead of the currently available data. The on-going research on noise elimination in time series forecasting has led to a successful approach of decomposing the data sequence into component trends to identify noise-inducing information. The empirical mode decomposition method separates the time series/signal into a set of intrinsic mode functions ranging from high to low frequencies, which can be summed up to reconstruct the original data. The usual assumption that random noises are only contained in the high-frequency component has been shown not to be the case, as observed in our previous findings. The results from that experiment reveal that noise can be present in a low frequency component, and this motivates the newly-proposed algorithm. Additionally, to prevent the erosion of periodic trends and patterns within the series, we perform the learning of local and global trends separately in a hierarchical manner which succeeds in detecting and eliminating short/long term noise. The algorithm is tested on four datasets from financial market data and physical science data. The simulation results are compared with the conventional and state-of-the-art approaches for time series machine learning, such as the non-linear autoregressive neural network and the long short-term memory recurrent neural network, respectively. Statistically significant performance gains are recorded when the meta-learning algorithm for noise reduction is used in combination with these artificial neural networks. For time series data which cannot be decomposed into meaningful trends, applying the moving average method to create meta-information for guiding the learning process is still better than the traditional approach. Therefore, this new approach is applicable to the forecasting

  3. DTW-APPROACH FOR UNCORRELATED MULTIVARIATE TIME SERIES IMPUTATION

    OpenAIRE

    Phan , Thi-Thu-Hong; Poisson Caillault , Emilie; Bigand , André; Lefebvre , Alain

    2017-01-01

    International audience; Missing data are inevitable in almost domains of applied sciences. Data analysis with missing values can lead to a loss of efficiency and unreliable results, especially for large missing sub-sequence(s). Some well-known methods for multivariate time series imputation require high correlations between series or their features. In this paper , we propose an approach based on the shape-behaviour relation in low/un-correlated multivariate time series under an assumption of...

  4. Core seismic behaviour: linear and non-linear models

    International Nuclear Information System (INIS)

    Bernard, M.; Van Dorsselaere, M.; Gauvain, M.; Jenapierre-Gantenbein, M.

    1981-08-01

    The usual methodology for the core seismic behaviour analysis leads to a double complementary approach: to define a core model to be included in the reactor-block seismic response analysis, simple enough but representative of basic movements (diagrid or slab), to define a finer core model, with basic data issued from the first model. This paper presents the history of the different models of both kinds. The inert mass model (IMM) yielded a first rough diagrid movement. The direct linear model (DLM), without shocks and with sodium as an added mass, let to two different ones: DLM 1 with independent movements of the fuel and radial blanket subassemblies, and DLM 2 with a core combined movement. The non-linear (NLM) ''CORALIE'' uses the same basic modelization (Finite Element Beams) but accounts for shocks. It studies the response of a diameter on flats and takes into account the fluid coupling and the wrapper tube flexibility at the pad level. Damping consists of one modal part of 2% and one part due to shocks. Finally, ''CORALIE'' yields the time-history of the displacements and efforts on the supports, but damping (probably greater than 2%) and fluid-structures interaction are still to be precised. The validation experiments were performed on a RAPSODIE core mock-up on scale 1, in similitude of 1/3 as to SPX 1. The equivalent linear model (ELM) was developed for the SPX 1 reactor-block response analysis and a specified seismic level (SB or SM). It is composed of several oscillators fixed to the diagrid and yields the same maximum displacements and efforts than the NLM. The SPX 1 core seismic analysis with a diagrid input spectrum which corresponds to a 0,1 g group acceleration, has been carried out with these models: some aspects of these calculations are presented here

  5. Non-Linear Structural Dynamics Characterization using a Scanning Laser Vibrometer

    Science.gov (United States)

    Pai, P. F.; Lee, S.-Y.

    2003-01-01

    This paper presents the use of a scanning laser vibrometer and a signal decomposition method to characterize non-linear dynamics of highly flexible structures. A Polytec PI PSV-200 scanning laser vibrometer is used to measure transverse velocities of points on a structure subjected to a harmonic excitation. Velocity profiles at different times are constructed using the measured velocities, and then each velocity profile is decomposed using the first four linear mode shapes and a least-squares curve-fitting method. From the variations of the obtained modal \\ielocities with time we search for possible non-linear phenomena. A cantilevered titanium alloy beam subjected to harmonic base-excitations around the second. third, and fourth natural frequencies are examined in detail. Influences of the fixture mass. gravity. mass centers of mode shapes. and non-linearities are evaluated. Geometrically exact equations governing the planar, harmonic large-amplitude vibrations of beams are solved for operational deflection shapes using the multiple shooting method. Experimental results show the existence of 1:3 and 1:2:3 external and internal resonances. energy transfer from high-frequency modes to the first mode. and amplitude- and phase- modulation among several modes. Moreover, the existence of non-linear normal modes is found to be questionable.

  6. The development and validation of a numerical integration method for non-linear viscoelastic modeling

    Science.gov (United States)

    Ramo, Nicole L.; Puttlitz, Christian M.

    2018-01-01

    Compelling evidence that many biological soft tissues display both strain- and time-dependent behavior has led to the development of fully non-linear viscoelastic modeling techniques to represent the tissue’s mechanical response under dynamic conditions. Since the current stress state of a viscoelastic material is dependent on all previous loading events, numerical analyses are complicated by the requirement of computing and storing the stress at each step throughout the load history. This requirement quickly becomes computationally expensive, and in some cases intractable, for finite element models. Therefore, we have developed a strain-dependent numerical integration approach for capturing non-linear viscoelasticity that enables calculation of the current stress from a strain-dependent history state variable stored from the preceding time step only, which improves both fitting efficiency and computational tractability. This methodology was validated based on its ability to recover non-linear viscoelastic coefficients from simulated stress-relaxation (six strain levels) and dynamic cyclic (three frequencies) experimental stress-strain data. The model successfully fit each data set with average errors in recovered coefficients of 0.3% for stress-relaxation fits and 0.1% for cyclic. The results support the use of the presented methodology to develop linear or non-linear viscoelastic models from stress-relaxation or cyclic experimental data of biological soft tissues. PMID:29293558

  7. Two-fractal overlap time series: Earthquakes and market crashes

    Indian Academy of Sciences (India)

    velocity over the other and time series of stock prices. An anticipation method for some of the crashes have been proposed here, based on these observations. Keywords. Cantor set; time series; earthquake; market crash. PACS Nos 05.00; 02.50.-r; 64.60; 89.65.Gh; 95.75.Wx. 1. Introduction. Capturing dynamical patterns of ...

  8. Metagenomics meets time series analysis: unraveling microbial community dynamics

    NARCIS (Netherlands)

    Faust, K.; Lahti, L.M.; Gonze, D.; Vos, de W.M.; Raes, J.

    2015-01-01

    The recent increase in the number of microbial time series studies offers new insights into the stability and dynamics of microbial communities, from the world's oceans to human microbiota. Dedicated time series analysis tools allow taking full advantage of these data. Such tools can reveal periodic

  9. forecasting with nonlinear time series model: a monte-carlo

    African Journals Online (AJOL)

    PUBLICATIONS1

    erated recursively up to any step greater than one. For nonlinear time series model, point forecast for step one can be done easily like in the linear case but forecast for a step greater than or equal to ..... London. Franses, P. H. (1998). Time series models for business and Economic forecasting, Cam- bridge University press.

  10. Critical values for unit root tests in seasonal time series

    NARCIS (Netherlands)

    Ph.H.B.F. Franses (Philip Hans); B. Hobijn (Bart)

    1997-01-01

    textabstractIn this paper, we present tables with critical values for a variety of tests for seasonal and non-seasonal unit roots in seasonal time series. We consider (extensions of) the Hylleberg et al. and Osborn et al. test procedures. These extensions concern time series with increasing seasonal

  11. Measurements of spatial population synchrony: influence of time series transformations.

    Science.gov (United States)

    Chevalier, Mathieu; Laffaille, Pascal; Ferdy, Jean-Baptiste; Grenouillet, Gaël

    2015-09-01

    Two mechanisms have been proposed to explain spatial population synchrony: dispersal among populations, and the spatial correlation of density-independent factors (the "Moran effect"). To identify which of these two mechanisms is driving spatial population synchrony, time series transformations (TSTs) of abundance data have been used to remove the signature of one mechanism, and highlight the effect of the other. However, several issues with TSTs remain, and to date no consensus has emerged about how population time series should be handled in synchrony studies. Here, by using 3131 time series involving 34 fish species found in French rivers, we computed several metrics commonly used in synchrony studies to determine whether a large-scale climatic factor (temperature) influenced fish population dynamics at the regional scale, and to test the effect of three commonly used TSTs (detrending, prewhitening and a combination of both) on these metrics. We also tested whether the influence of TSTs on time series and population synchrony levels was related to the features of the time series using both empirical and simulated time series. For several species, and regardless of the TST used, we evidenced a Moran effect on freshwater fish populations. However, these results were globally biased downward by TSTs which reduced our ability to detect significant signals. Depending on the species and the features of the time series, we found that TSTs could lead to contradictory results, regardless of the metric considered. Finally, we suggest guidelines on how population time series should be processed in synchrony studies.

  12. Transition Icons for Time-Series Visualization and Exploratory Analysis.

    Science.gov (United States)

    Nickerson, Paul V; Baharloo, Raheleh; Wanigatunga, Amal A; Manini, Todd M; Tighe, Patrick J; Rashidi, Parisa

    2018-03-01

    The modern healthcare landscape has seen the rapid emergence of techniques and devices that temporally monitor and record physiological signals. The prevalence of time-series data within the healthcare field necessitates the development of methods that can analyze the data in order to draw meaningful conclusions. Time-series behavior is notoriously difficult to intuitively understand due to its intrinsic high-dimensionality, which is compounded in the case of analyzing groups of time series collected from different patients. Our framework, which we call transition icons, renders common patterns in a visual format useful for understanding the shared behavior within groups of time series. Transition icons are adept at detecting and displaying subtle differences and similarities, e.g., between measurements taken from patients receiving different treatment strategies or stratified by demographics. We introduce various methods that collectively allow for exploratory analysis of groups of time series, while being free of distribution assumptions and including simple heuristics for parameter determination. Our technique extracts discrete transition patterns from symbolic aggregate approXimation representations, and compiles transition frequencies into a bag of patterns constructed for each group. These transition frequencies are normalized and aligned in icon form to intuitively display the underlying patterns. We demonstrate the transition icon technique for two time-series datasets-postoperative pain scores, and hip-worn accelerometer activity counts. We believe transition icons can be an important tool for researchers approaching time-series data, as they give rich and intuitive information about collective time-series behaviors.

  13. Time Series Econometrics for the 21st Century

    Science.gov (United States)

    Hansen, Bruce E.

    2017-01-01

    The field of econometrics largely started with time series analysis because many early datasets were time-series macroeconomic data. As the field developed, more cross-sectional and longitudinal datasets were collected, which today dominate the majority of academic empirical research. In nonacademic (private sector, central bank, and governmental)…

  14. The Prediction of Teacher Turnover Employing Time Series Analysis.

    Science.gov (United States)

    Costa, Crist H.

    The purpose of this study was to combine knowledge of teacher demographic data with time-series forecasting methods to predict teacher turnover. Moving averages and exponential smoothing were used to forecast discrete time series. The study used data collected from the 22 largest school districts in Iowa, designated as FACT schools. Predictions…

  15. Small Sample Properties of Bayesian Multivariate Autoregressive Time Series Models

    Science.gov (United States)

    Price, Larry R.

    2012-01-01

    The aim of this study was to compare the small sample (N = 1, 3, 5, 10, 15) performance of a Bayesian multivariate vector autoregressive (BVAR-SEM) time series model relative to frequentist power and parameter estimation bias. A multivariate autoregressive model was developed based on correlated autoregressive time series vectors of varying…

  16. Time series forecasting based on deep extreme learning machine

    NARCIS (Netherlands)

    Guo, Xuqi; Pang, Y.; Yan, Gaowei; Qiao, Tiezhu; Yang, Guang-Hong; Yang, Dan

    2017-01-01

    Multi-layer Artificial Neural Networks (ANN) has caught widespread attention as a new method for time series forecasting due to the ability of approximating any nonlinear function. In this paper, a new local time series prediction model is established with the nearest neighbor domain theory, in

  17. Parameterizing unconditional skewness in models for financial time series

    DEFF Research Database (Denmark)

    He, Changli; Silvennoinen, Annastiina; Teräsvirta, Timo

    In this paper we consider the third-moment structure of a class of time series models. It is often argued that the marginal distribution of financial time series such as returns is skewed. Therefore it is of importance to know what properties a model should possess if it is to accommodate...

  18. Robust Forecasting of Non-Stationary Time Series

    NARCIS (Netherlands)

    Croux, C.; Fried, R.; Gijbels, I.; Mahieu, K.

    2010-01-01

    This paper proposes a robust forecasting method for non-stationary time series. The time series is modelled using non-parametric heteroscedastic regression, and fitted by a localized MM-estimator, combining high robustness and large efficiency. The proposed method is shown to produce reliable

  19. Efficient use of correlation entropy for analysing time series data

    Indian Academy of Sciences (India)

    Abstract. The correlation dimension D2 and correlation entropy K2 are both important quantifiers in nonlinear time series analysis. However, use of D2 has been more common compared to K2 as a discriminating measure. One reason for this is that D2 is a static measure and can be easily evaluated from a time series.

  20. Time series prediction of apple scab using meteorological ...

    African Journals Online (AJOL)

    A new prediction model for the early warning of apple scab is proposed in this study. The method is based on artificial intelligence and time series prediction. The infection period of apple scab was evaluated as the time series prediction model instead of summation of wetness duration. Also, the relations of different ...

  1. A Hybrid Joint Moment Ratio Test for Financial Time Series

    NARCIS (Netherlands)

    Groenendijk, Patrick A.; Lucas, André; Vries, de Casper G.

    1998-01-01

    We advocate the use of absolute moment ratio statistics in conjunctionwith standard variance ratio statistics in order to disentangle lineardependence, non-linear dependence, and leptokurtosis in financial timeseries. Both statistics are computed for multiple return horizonssimultaneously, and the

  2. A Dynamic Fuzzy Cluster Algorithm for Time Series

    Directory of Open Access Journals (Sweden)

    Min Ji

    2013-01-01

    clustering time series by introducing the definition of key point and improving FCM algorithm. The proposed algorithm works by determining those time series whose class labels are vague and further partitions them into different clusters over time. The main advantage of this approach compared with other existing algorithms is that the property of some time series belonging to different clusters over time can be partially revealed. Results from simulation-based experiments on geographical data demonstrate the excellent performance and the desired results have been obtained. The proposed algorithm can be applied to solve other clustering problems in data mining.

  3. Variable Selection in Time Series Forecasting Using Random Forests

    Directory of Open Access Journals (Sweden)

    Hristos Tyralis

    2017-10-01

    Full Text Available Time series forecasting using machine learning algorithms has gained popularity recently. Random forest is a machine learning algorithm implemented in time series forecasting; however, most of its forecasting properties have remained unexplored. Here we focus on assessing the performance of random forests in one-step forecasting using two large datasets of short time series with the aim to suggest an optimal set of predictor variables. Furthermore, we compare its performance to benchmarking methods. The first dataset is composed by 16,000 simulated time series from a variety of Autoregressive Fractionally Integrated Moving Average (ARFIMA models. The second dataset consists of 135 mean annual temperature time series. The highest predictive performance of RF is observed when using a low number of recent lagged predictor variables. This outcome could be useful in relevant future applications, with the prospect to achieve higher predictive accuracy.

  4. Quantifying the astronomical contribution to Pleistocene climate change: A non-linear, statistical approach

    Science.gov (United States)

    Crucifix, Michel; Wilkinson, Richard; Carson, Jake; Preston, Simon; Alemeida, Carlos; Rougier, Jonathan

    2013-04-01

    The existence of an action of astronomical forcing on the Pleistocene climate is almost undisputed. However, quantifying this action is not straightforward. In particular, the phenomenon of deglaciation is generally interpreted as a manifestation of instability, which is typical of non-linear systems. As a consequence, explaining the Pleistocene climate record as the addition of an astronomical contribution and noise-as often done using harmonic analysis tools-is potentially deceptive. Rather, we advocate a methodology in which non-linear stochastic dynamical systems are calibrated on the Pleistocene climate record. The exercise, though, requires careful statistical reasoning and state-of-the-art techniques. In fact, the problem has been judged to be mathematically 'intractable and unsolved' and some pragmatism is justified. In order to illustrate the methodology we consider one dynamical system that potentially captures four dynamical features of the Pleistocene climate : the existence of a saddle-node bifurcation in at least one of its slow components, a time-scale separation between a slow and a fast component, the action of astronomical forcing, and the existence a stochastic contribution to the system dynamics. This model is obviously not the only possible representation of Pleistocene dynamics, but it encapsulates well enough both our theoretical and empirical knowledge into a very simple form to constitute a valid starting point. The purpose of this poster is to outline the practical challenges in calibrating such a model on paleoclimate observations. Just as in time series analysis, there is no one single and universal test or criteria that would demonstrate the validity of an approach. Several methods exist to calibrate the model and judgement develops by the confrontation of the results of the different methods. In particular, we consider here the Kalman filter variants, the Particle Monte-Carlo Markov Chain, and two other variants of Sequential Monte

  5. Frontiers in Time Series and Financial Econometrics : An overview

    NARCIS (Netherlands)

    S. Ling (Shiqing); M.J. McAleer (Michael); H. Tong (Howell)

    2015-01-01

    markdownabstract__Abstract__ Two of the fastest growing frontiers in econometrics and quantitative finance are time series and financial econometrics. Significant theoretical contributions to financial econometrics have been made by experts in statistics, econometrics, mathematics, and time

  6. Frontiers in Time Series and Financial Econometrics: An Overview

    NARCIS (Netherlands)

    S. Ling (Shiqing); M.J. McAleer (Michael); H. Tong (Howell)

    2015-01-01

    markdownabstract__Abstract__ Two of the fastest growing frontiers in econometrics and quantitative finance are time series and financial econometrics. Significant theoretical contributions to financial econometrics have been made by experts in statistics, econometrics, mathematics, and time

  7. vector bilinear autoregressive time series model and its superiority

    African Journals Online (AJOL)

    KEYWORDS: Linear time series, Autoregressive process, Autocorrelation function, Partial autocorrelation function,. Vector time .... important result on matrix algebra with respect to the spectral ..... application to covariance analysis of super-.

  8. Effectiveness of Multivariate Time Series Classification Using Shapelets

    Directory of Open Access Journals (Sweden)

    A. P. Karpenko

    2015-01-01

    Full Text Available Typically, time series classifiers require signal pre-processing (filtering signals from noise and artifact removal, etc., enhancement of signal features (amplitude, frequency, spectrum, etc., classification of signal features in space using the classical techniques and classification algorithms of multivariate data. We consider a method of classifying time series, which does not require enhancement of the signal features. The method uses the shapelets of time series (time series shapelets i.e. small fragments of this series, which reflect properties of one of its classes most of all.Despite the significant number of publications on the theory and shapelet applications for classification of time series, the task to evaluate the effectiveness of this technique remains relevant. An objective of this publication is to study the effectiveness of a number of modifications of the original shapelet method as applied to the multivariate series classification that is a littlestudied problem. The paper presents the problem statement of multivariate time series classification using the shapelets and describes the shapelet–based basic method of binary classification, as well as various generalizations and proposed modification of the method. It also offers the software that implements a modified method and results of computational experiments confirming the effectiveness of the algorithmic and software solutions.The paper shows that the modified method and the software to use it allow us to reach the classification accuracy of about 85%, at best. The shapelet search time increases in proportion to input data dimension.

  9. Pseudo-random bit generator based on lag time series

    Science.gov (United States)

    García-Martínez, M.; Campos-Cantón, E.

    2014-12-01

    In this paper, we present a pseudo-random bit generator (PRBG) based on two lag time series of the logistic map using positive and negative values in the bifurcation parameter. In order to hidden the map used to build the pseudo-random series we have used a delay in the generation of time series. These new series when they are mapped xn against xn+1 present a cloud of points unrelated to the logistic map. Finally, the pseudo-random sequences have been tested with the suite of NIST giving satisfactory results for use in stream ciphers.

  10. Spherically symmetric analysis on open FLRW solution in non-linear massive gravity

    Energy Technology Data Exchange (ETDEWEB)

    Chiang, Chien-I; Izumi, Keisuke; Chen, Pisin, E-mail: chienichiang@berkeley.edu, E-mail: izumi@phys.ntu.edu.tw, E-mail: chen@slac.stanford.edu [Leung Center for Cosmology and Particle Astrophysics, National Taiwan University, Taipei 10617, Taiwan (China)

    2012-12-01

    We study non-linear massive gravity in the spherically symmetric context. Our main motivation is to investigate the effect of helicity-0 mode which remains elusive after analysis of cosmological perturbation around an open Friedmann-Lemaitre-Robertson-Walker (FLRW) universe. The non-linear form of the effective energy-momentum tensor stemming from the mass term is derived for the spherically symmetric case. Only in the special case where the area of the two sphere is not deviated away from the FLRW universe, the effective energy momentum tensor becomes completely the same as that of cosmological constant. This opens a window for discriminating the non-linear massive gravity from general relativity (GR). Indeed, by further solving these spherically symmetric gravitational equations of motion in vacuum to the linear order, we obtain a solution which has an arbitrary time-dependent parameter. In GR, this parameter is a constant and corresponds to the mass of a star. Our result means that Birkhoff's theorem no longer holds in the non-linear massive gravity and suggests that energy can probably be emitted superluminously (with infinite speed) on the self-accelerating background by the helicity-0 mode, which could be a potential plague of this theory.

  11. Analysis of time series and size of equivalent sample

    International Nuclear Information System (INIS)

    Bernal, Nestor; Molina, Alicia; Pabon, Daniel; Martinez, Jorge

    2004-01-01

    In a meteorological context, a first approach to the modeling of time series is to use models of autoregressive type. This allows one to take into account the meteorological persistence or temporal behavior, thereby identifying the memory of the analyzed process. This article seeks to pre-sent the concept of the size of an equivalent sample, which helps to identify in the data series sub periods with a similar structure. Moreover, in this article we examine the alternative of adjusting the variance of the series, keeping in mind its temporal structure, as well as an adjustment to the covariance of two time series. This article presents two examples, the first one corresponding to seven simulated series with autoregressive structure of first order, and the second corresponding to seven meteorological series of anomalies of the air temperature at the surface in two Colombian regions

  12. Characterizing time series: when Granger causality triggers complex networks

    International Nuclear Information System (INIS)

    Ge Tian; Cui Yindong; Lin Wei; Liu Chong; Kurths, Jürgen

    2012-01-01

    In this paper, we propose a new approach to characterize time series with noise perturbations in both the time and frequency domains by combining Granger causality and complex networks. We construct directed and weighted complex networks from time series and use representative network measures to describe their physical and topological properties. Through analyzing the typical dynamical behaviors of some physical models and the MIT-BIH human electrocardiogram data sets, we show that the proposed approach is able to capture and characterize various dynamics and has much potential for analyzing real-world time series of rather short length. (paper)

  13. Characterizing time series: when Granger causality triggers complex networks

    Science.gov (United States)

    Ge, Tian; Cui, Yindong; Lin, Wei; Kurths, Jürgen; Liu, Chong

    2012-08-01

    In this paper, we propose a new approach to characterize time series with noise perturbations in both the time and frequency domains by combining Granger causality and complex networks. We construct directed and weighted complex networks from time series and use representative network measures to describe their physical and topological properties. Through analyzing the typical dynamical behaviors of some physical models and the MIT-BIHMassachusetts Institute of Technology-Beth Israel Hospital. human electrocardiogram data sets, we show that the proposed approach is able to capture and characterize various dynamics and has much potential for analyzing real-world time series of rather short length.

  14. Sensor-Generated Time Series Events: A Definition Language

    Science.gov (United States)

    Anguera, Aurea; Lara, Juan A.; Lizcano, David; Martínez, Maria Aurora; Pazos, Juan

    2012-01-01

    There are now a great many domains where information is recorded by sensors over a limited time period or on a permanent basis. This data flow leads to sequences of data known as time series. In many domains, like seismography or medicine, time series analysis focuses on particular regions of interest, known as events, whereas the remainder of the time series contains hardly any useful information. In these domains, there is a need for mechanisms to identify and locate such events. In this paper, we propose an events definition language that is general enough to be used to easily and naturally define events in time series recorded by sensors in any domain. The proposed language has been applied to the definition of time series events generated within the branch of medicine dealing with balance-related functions in human beings. A device, called posturograph, is used to study balance-related functions. The platform has four sensors that record the pressure intensity being exerted on the platform, generating four interrelated time series. As opposed to the existing ad hoc proposals, the results confirm that the proposed language is valid, that is generally applicable and accurate, for identifying the events contained in the time series.

  15. Effects on noise properties of GPS time series caused by higher-order ionospheric corrections

    Science.gov (United States)

    Jiang, Weiping; Deng, Liansheng; Li, Zhao; Zhou, Xiaohui; Liu, Hongfei

    2014-04-01

    Higher-order ionospheric (HOI) effects are one of the principal technique-specific error sources in precise global positioning system (GPS) analysis. These effects also influence the non-linear characteristics of GPS coordinate time series. In this paper, we investigate these effects on coordinate time series in terms of seasonal variations and noise amplitudes. Both power spectral techniques and maximum likelihood estimators (MLE) are used to evaluate these effects quantitatively and qualitatively. Our results show an overall improvement for the analysis of global sites if HOI effects are considered. We note that the noise spectral index that is used for the determination of the optimal noise models in our analysis ranged between -1 and 0 both with and without HOI corrections, implying that the coloured noise cannot be removed by these corrections. However, the corrections were found to have improved noise properties for global sites. After the corrections were applied, the noise amplitudes at most sites decreased, among which the white noise amplitudes decreased remarkably. The white noise amplitudes of up to 81.8% of the selected sites decreased in the up component, and the flicker noise of 67.5% of the sites decreased in the north component. Stacked periodogram results show that, no matter whether the HOI effects are considered or not, a common fundamental period of 1.04 cycles per year (cpy), together with the expected annual and semi-annual signals, can explain all peaks of the north and up components well. For the east component, however, reasonable results can be obtained only based on HOI corrections. HOI corrections are useful for better detecting the periodic signals in GPS coordinate time series. Moreover, the corrections contributed partly to the seasonal variations of the selected sites, especially for the up component. Statistically, HOI corrections reduced more than 50% and more than 65% of the annual and semi-annual amplitudes respectively at the

  16. State-space forecasting of Schistosoma haematobium time-series in Niono, Mali.

    Science.gov (United States)

    Medina, Daniel C; Findley, Sally E; Doumbia, Seydou

    2008-08-13

    Much of the developing world, particularly sub-Saharan Africa, exhibits high levels of morbidity and mortality associated with infectious diseases. The incidence of Schistosoma sp.-which are neglected tropical diseases exposing and infecting more than 500 and 200 million individuals in 77 countries, respectively-is rising because of 1) numerous irrigation and hydro-electric projects, 2) steady shifts from nomadic to sedentary existence, and 3) ineffective control programs. Notwithstanding the colossal scope of these parasitic infections, less than 0.5% of Schistosoma sp. investigations have attempted to predict their spatial and or temporal distributions. Undoubtedly, public health programs in developing countries could benefit from parsimonious forecasting and early warning systems to enhance management of these parasitic diseases. In this longitudinal retrospective (01/1996-06/2004) investigation, the Schistosoma haematobium time-series for the district of Niono, Mali, was fitted with general-purpose exponential smoothing methods to generate contemporaneous on-line forecasts. These methods, which are encapsulated within a state-space framework, accommodate seasonal and inter-annual time-series fluctuations. Mean absolute percentage error values were circa 25% for 1- to 5-month horizon forecasts. The exponential smoothing state-space framework employed herein produced reasonably accurate forecasts for this time-series, which reflects the incidence of S. haematobium-induced terminal hematuria. It obliquely captured prior non-linear interactions between disease dynamics and exogenous covariates (e.g., climate, irrigation, and public health interventions), thus obviating the need for more complex forecasting methods in the district of Niono, Mali. Therefore, this framework could assist with managing and assessing S. haematobium transmission and intervention impact, respectively, in this district and potentially elsewhere in the Sahel.

  17. A new method based on fractal variance function for analysis and quantification of sympathetic and vagal activity in variability of R-R time series in ECG signals

    Energy Technology Data Exchange (ETDEWEB)

    Conte, Elio [Department of Pharmacology and Human Physiology and Tires, Center for Innovative Technologies for Signal Detection and Processing, University of Bari, Bari (Italy); School of Advanced International Studies on Nuclear, Theoretical and Nonlinear Methodologies-Bari (Italy)], E-mail: fisio2@fisiol.uniba.it; Federici, Antonio [Department of Pharmacology and Human Physiology and Tires, Center for Innovative Technologies for Signal Detection and Processing, University of Bari, Bari (Italy); Zbilut, Joseph P. [Department of Molecular Biophysics and Physiology, Rush University Medical Center, 1653W Congress, Chicago, IL 60612 (United States)

    2009-08-15

    It is known that R-R time series calculated from a recorded ECG, are strongly correlated to sympathetic and vagal regulation of the sinus pacemaker activity. In human physiology it is a crucial question to estimate such components with accuracy. Fourier analysis dominates still to day the data analysis efforts of such data ignoring that FFT is valid under some crucial restrictions that results largely violated in R-R time series data as linearity and stationarity. In order to go over such approach, we introduce a new method, called CZF. It is based on variogram analysis. It is aimed from a profound link with Recurrence Quantification Analysis that is a basic tool for investigation of non linear and non stationary time series. Therefore, a relevant feature of the method is that it finally may be applied also in cases of non linear and non stationary time series analysis. In addition, the method enables also to analyze the fractal variance function, the Generalized Fractal Dimension and, finally, the relative probability density function of the data. The CZF gives very satisfactory results. In the present paper it has been applied to direct experimental cases of normal subjects, patients with hypertension before and after therapy and in children under some different conditions of experimentation.

  18. A new method based on fractal variance function for analysis and quantification of sympathetic and vagal activity in variability of R-R time series in ECG signals

    International Nuclear Information System (INIS)

    Conte, Elio; Federici, Antonio; Zbilut, Joseph P.

    2009-01-01

    It is known that R-R time series calculated from a recorded ECG, are strongly correlated to sympathetic and vagal regulation of the sinus pacemaker activity. In human physiology it is a crucial question to estimate such components with accuracy. Fourier analysis dominates still to day the data analysis efforts of such data ignoring that FFT is valid under some crucial restrictions that results largely violated in R-R time series data as linearity and stationarity. In order to go over such approach, we introduce a new method, called CZF. It is based on variogram analysis. It is aimed from a profound link with Recurrence Quantification Analysis that is a basic tool for investigation of non linear and non stationary time series. Therefore, a relevant feature of the method is that it finally may be applied also in cases of non linear and non stationary time series analysis. In addition, the method enables also to analyze the fractal variance function, the Generalized Fractal Dimension and, finally, the relative probability density function of the data. The CZF gives very satisfactory results. In the present paper it has been applied to direct experimental cases of normal subjects, patients with hypertension before and after therapy and in children under some different conditions of experimentation.

  19. Time Series Decomposition into Oscillation Components and Phase Estimation.

    Science.gov (United States)

    Matsuda, Takeru; Komaki, Fumiyasu

    2017-02-01

    Many time series are naturally considered as a superposition of several oscillation components. For example, electroencephalogram (EEG) time series include oscillation components such as alpha, beta, and gamma. We propose a method for decomposing time series into such oscillation components using state-space models. Based on the concept of random frequency modulation, gaussian linear state-space models for oscillation components are developed. In this model, the frequency of an oscillator fluctuates by noise. Time series decomposition is accomplished by this model like the Bayesian seasonal adjustment method. Since the model parameters are estimated from data by the empirical Bayes' method, the amplitudes and the frequencies of oscillation components are determined in a data-driven manner. Also, the appropriate number of oscillation components is determined with the Akaike information criterion (AIC). In this way, the proposed method provides a natural decomposition of the given time series into oscillation components. In neuroscience, the phase of neural time series plays an important role in neural information processing. The proposed method can be used to estimate the phase of each oscillation component and has several advantages over a conventional method based on the Hilbert transform. Thus, the proposed method enables an investigation of the phase dynamics of time series. Numerical results show that the proposed method succeeds in extracting intermittent oscillations like ripples and detecting the phase reset phenomena. We apply the proposed method to real data from various fields such as astronomy, ecology, tidology, and neuroscience.

  20. Comparison of Simulated and Measured Non-linear Ultrasound Fields

    DEFF Research Database (Denmark)

    Du, Yigang; Jensen, Henrik; Jensen, Jørgen Arendt

    2011-01-01

    In this paper results from a non-linear AS (angular spectrum) based ultrasound simulation program are compared to water-tank measurements. A circular concave transducer with a diameter of 1 inch (25.4 mm) is used as the emitting source. The measured pulses are rst compared with the linear...... simulation program Field II, which will be used to generate the source for the AS simulation. The generated non-linear ultrasound eld is measured by a hydrophone in the focal plane. The second harmonic component from the measurement is compared with the AS simulation, which is used to calculate both...... fundamental and second harmonic elds. The focused piston transducer with a center frequency of 5 MHz is excited by a waveform generator emitting a 6-cycle sine wave. The hydrophone is mounted in the focal plane 118 mm from the transducer. The point spread functions at the focal depth from Field II...

  1. Non-linear elastic thermal stress analysis with phase changes

    International Nuclear Information System (INIS)

    Amada, S.; Yang, W.H.

    1978-01-01

    The non-linear elastic, thermal stress analysis with temperature induced phase changes in the materials is presented. An infinite plate (or body) with a circular hole (or tunnel) is subjected to a thermal loading on its inner surface. The peak temperature around the hole reaches beyond the melting point of the material. The non-linear diffusion equation is solved numerically using the finite difference method. The material properties change rapidly at temperatures where the change of crystal structures and solid-liquid transition occur. The elastic stresses induced by the transient non-homogeneous temperature distribution are calculated. The stresses change remarkably when the phase changes occur and there are residual stresses remaining in the plate after one cycle of thermal loading. (Auth.)

  2. Dark matter as a non-linear effect of gravitation

    International Nuclear Information System (INIS)

    Maia, M.D.; Capistrano, A.J.S.

    2006-01-01

    The rotation curves of stars in disk galaxies are calculated with the Newtonian law of motion applied to a scalar potential derived from the geodesic equation, only, under the slow motion condition, the so-called Nearly Newtonian Gravity (NNG). A nearly Newtonian gravitational potential, Φ NN = -1/2 c 2 (1+g 44 ), is obtained, characterized by an exact solution of Einsteins equations, with the non-linear effects present in the component g 44 . This gravitational field lies somewhere between General Relativity and Newtonian Gravity. Therefore, Einsteins equations and the equivalence principle are preserved, but the general covariance is broken. The resulting curves are remarkably close to the observed rotation curves in spiral galaxies, suggesting that a substantial component of dark matter may be explained by the non-linearity of Einsteins equations. (author)

  3. Stochastic development regression on non-linear manifolds

    DEFF Research Database (Denmark)

    Kühnel, Line; Sommer, Stefan Horst

    2017-01-01

    We introduce a regression model for data on non-linear manifolds. The model describes the relation between a set of manifold valued observations, such as shapes of anatomical objects, and Euclidean explanatory variables. The approach is based on stochastic development of Euclidean diffusion...... processes to the manifold. Defining the data distribution as the transition distribution of the mapped stochastic process, parameters of the model, the non-linear analogue of design matrix and intercept, are found via maximum likelihood. The model is intrinsically related to the geometry encoded...... in the connection of the manifold. We propose an estimation procedure which applies the Laplace approximation of the likelihood function. A simulation study of the performance of the model is performed and the model is applied to a real dataset of Corpus Callosum shapes....

  4. Constrained non-linear waves for offshore wind turbine design

    International Nuclear Information System (INIS)

    Rainey, P J; Camp, T R

    2007-01-01

    Advancements have been made in the modelling of extreme wave loading in the offshore environment. We give an overview of wave models used at present, and their relative merits. We describe a method for embedding existing non-linear solutions for large, regular wave kinematics into linear, irregular seas. Although similar methods have been used before, the new technique is shown to offer advances in computational practicality, repeatability, and accuracy. NewWave theory has been used to constrain the linear simulation, allowing best possible fit with the large non-linear wave. GH Bladed was used to compare the effect of these models on a generic 5 MW turbine mounted on a tripod support structure

  5. Non-linear wave equations:Mathematical techniques

    International Nuclear Information System (INIS)

    1978-01-01

    An account of certain well-established mathematical methods, which prove useful to deal with non-linear partial differential equations is presented. Within the strict framework of Functional Analysis, it describes Semigroup Techniques in Banach Spaces as well as variational approaches towards critical points. Detailed proofs are given of the existence of local and global solutions of the Cauchy problem and of the stability of stationary solutions. The formal approach based upon invariance under Lie transformations deserves attention due to its wide range of applicability, even if the explicit solutions thus obtained do not allow for a deep analysis of the equations. A compre ensive introduction to the inverse scattering approach and to the solution concept for certain non-linear equations of physical interest are also presented. A detailed discussion is made about certain convergence and stability problems which arise in importance need not be emphasized. (author) [es

  6. Implementation of neural network based non-linear predictive control

    DEFF Research Database (Denmark)

    Sørensen, Paul Haase; Nørgård, Peter Magnus; Ravn, Ole

    1999-01-01

    This paper describes a control method for non-linear systems based on generalized predictive control. Generalized predictive control (GPC) was developed to control linear systems, including open-loop unstable and non-minimum phase systems, but has also been proposed to be extended for the control...... of non-linear systems. GPC is model based and in this paper we propose the use of a neural network for the modeling of the system. Based on the neural network model, a controller with extended control horizon is developed and the implementation issues are discussed, with particular emphasis...... on an efficient quasi-Newton algorithm. The performance is demonstrated on a pneumatic servo system....

  7. Signal Processing for Time-Series Functions on a Graph

    Science.gov (United States)

    2018-02-01

    Figures Fig. 1 Time -series function on a fixed graph.............................................2 iv Approved for public release; distribution is...φi〉`2(V)φi (39) 6= f̄ (40) Instead, we simply recover the average of f over time . 13 Approved for public release; distribution is unlimited. This...ARL-TR-8276• FEB 2018 US Army Research Laboratory Signal Processing for Time -Series Functions on a Graph by Humberto Muñoz-Barona, Jean Vettel, and

  8. Clinical time series prediction: Toward a hierarchical dynamical system framework.

    Science.gov (United States)

    Liu, Zitao; Hauskrecht, Milos

    2015-09-01

    Developing machine learning and data mining algorithms for building temporal models of clinical time series is important for understanding of the patient condition, the dynamics of a disease, effect of various patient management interventions and clinical decision making. In this work, we propose and develop a novel hierarchical framework for modeling clinical time series data of varied length and with irregularly sampled observations. Our hierarchical dynamical system framework for modeling clinical time series combines advantages of the two temporal modeling approaches: the linear dynamical system and the Gaussian process. We model the irregularly sampled clinical time series by using multiple Gaussian process sequences in the lower level of our hierarchical framework and capture the transitions between Gaussian processes by utilizing the linear dynamical system. The experiments are conducted on the complete blood count (CBC) panel data of 1000 post-surgical cardiac patients during their hospitalization. Our framework is evaluated and compared to multiple baseline approaches in terms of the mean absolute prediction error and the absolute percentage error. We tested our framework by first learning the time series model from data for the patients in the training set, and then using it to predict future time series values for the patients in the test set. We show that our model outperforms multiple existing models in terms of its predictive accuracy. Our method achieved a 3.13% average prediction accuracy improvement on ten CBC lab time series when it was compared against the best performing baseline. A 5.25% average accuracy improvement was observed when only short-term predictions were considered. A new hierarchical dynamical system framework that lets us model irregularly sampled time series data is a promising new direction for modeling clinical time series and for improving their predictive performance. Copyright © 2014 Elsevier B.V. All rights reserved.

  9. Clinical time series prediction: towards a hierarchical dynamical system framework

    Science.gov (United States)

    Liu, Zitao; Hauskrecht, Milos

    2014-01-01

    Objective Developing machine learning and data mining algorithms for building temporal models of clinical time series is important for understanding of the patient condition, the dynamics of a disease, effect of various patient management interventions and clinical decision making. In this work, we propose and develop a novel hierarchical framework for modeling clinical time series data of varied length and with irregularly sampled observations. Materials and methods Our hierarchical dynamical system framework for modeling clinical time series combines advantages of the two temporal modeling approaches: the linear dynamical system and the Gaussian process. We model the irregularly sampled clinical time series by using multiple Gaussian process sequences in the lower level of our hierarchical framework and capture the transitions between Gaussian processes by utilizing the linear dynamical system. The experiments are conducted on the complete blood count (CBC) panel data of 1000 post-surgical cardiac patients during their hospitalization. Our framework is evaluated and compared to multiple baseline approaches in terms of the mean absolute prediction error and the absolute percentage error. Results We tested our framework by first learning the time series model from data for the patient in the training set, and then applying the model in order to predict future time series values on the patients in the test set. We show that our model outperforms multiple existing models in terms of its predictive accuracy. Our method achieved a 3.13% average prediction accuracy improvement on ten CBC lab time series when it was compared against the best performing baseline. A 5.25% average accuracy improvement was observed when only short-term predictions were considered. Conclusion A new hierarchical dynamical system framework that lets us model irregularly sampled time series data is a promising new direction for modeling clinical time series and for improving their predictive

  10. An explicit method in non-linear soil-structure interaction

    International Nuclear Information System (INIS)

    Kunar, R.R.

    1981-01-01

    The explicit method of analysis in the time domain is ideally suited for the solution of transient dynamic non-linear problems. Though the method is not new, its application to seismic soil-structure interaction is relatively new and deserving of public discussion. This paper describes the principles of the explicit approach in soil-structure interaction and it presents a simple algorithm that can be used in the development of explicit computer codes. The paper also discusses some of the practical considerations like non-reflecting boundaries and time steps. The practicality of the method is demonstrated using a computer code, PRESS, which is used to compare the treatment of strain-dependent properties using average strain levels over the whole time history (the equivalent linear method) and using the actual strain levels at every time step to modify the soil properties (non-linear method). (orig.)

  11. Linear Algebraic Method for Non-Linear Map Analysis

    International Nuclear Information System (INIS)

    Yu, L.; Nash, B.

    2009-01-01

    We present a newly developed method to analyze some non-linear dynamics problems such as the Henon map using a matrix analysis method from linear algebra. Choosing the Henon map as an example, we analyze the spectral structure, the tune-amplitude dependence, the variation of tune and amplitude during the particle motion, etc., using the method of Jordan decomposition which is widely used in conventional linear algebra.

  12. NON-LINEAR MODELING OF THE RHIC INTERACTION REGIONS

    International Nuclear Information System (INIS)

    TOMAS, R.; FISCHER, W.; JAIN, A.; LUO, Y.; PILAT, F.

    2004-01-01

    For RHIC's collision lattices the dominant sources of transverse non-linearities are located in the interaction regions. The field quality is available for most of the magnets in the interaction regions from the magnetic measurements, or from extrapolations of these measurements. We discuss the implementation of these measurements in the MADX models of the Blue and the Yellow rings and their impact on beam stability

  13. N=4 superconformal mechanics as a non linear realization

    International Nuclear Information System (INIS)

    Anabalon, Andres; Gomis, Joaquim; Kamimura, Kiyoshi; Zanelli, Jorge

    2006-01-01

    An action for a superconformal particle is constructed using the non linear realization method for the group PSU(1,1/2), without introducing superfields. The connection between PSU(1,1/2) and black hole physics is discussed. The lagrangian contains six arbitrary constants and describes a non-BPS superconformal particle. The BPS case is obtained if a precise relation between the constants in the lagrangian is verified, which implies that the action becomes kappa-symmetric

  14. General treatment of a non-linear gauge condition

    International Nuclear Information System (INIS)

    Malleville, C.

    1982-06-01

    A non linear gauge condition is presented in the frame of a non abelian gauge theory broken with the Higgs mechanism. It is shown that this condition already introduced for the standard SU(2) x U(1) model can be generalized for any gauge model with the same type of simplification, namely the suppression of any coupling of the form: massless gauge boson, massive gauge boson, unphysical Higgs [fr

  15. Patient specific dynamic geometric models from sequential volumetric time series image data.

    Science.gov (United States)

    Cameron, B M; Robb, R A

    2004-01-01

    Generating patient specific dynamic models is complicated by the complexity of the motion intrinsic and extrinsic to the anatomic structures being modeled. Using a physics-based sequentially deforming algorithm, an anatomically accurate dynamic four-dimensional model can be created from a sequence of 3-D volumetric time series data sets. While such algorithms may accurately track the cyclic non-linear motion of the heart, they generally fail to accurately track extrinsic structural and non-cyclic motion. To accurately model these motions, we have modified a physics-based deformation algorithm to use a meta-surface defining the temporal and spatial maxima of the anatomic structure as the base reference surface. A mass-spring physics-based deformable model, which can expand or shrink with the local intrinsic motion, is applied to the metasurface, deforming this base reference surface to the volumetric data at each time point. As the meta-surface encompasses the temporal maxima of the structure, any extrinsic motion is inherently encoded into the base reference surface and allows the computation of the time point surfaces to be performed in parallel. The resultant 4-D model can be interactively transformed and viewed from different angles, showing the spatial and temporal motion of the anatomic structure. Using texture maps and per-vertex coloring, additional data such as physiological and/or biomechanical variables (e.g., mapping electrical activation sequences onto contracting myocardial surfaces) can be associated with the dynamic model, producing a 5-D model. For acquisition systems that may capture only limited time series data (e.g., only images at end-diastole/end-systole or inhalation/exhalation), this algorithm can provide useful interpolated surfaces between the time points. Such models help minimize the number of time points required to usefully depict the motion of anatomic structures for quantitative assessment of regional dynamics.

  16. Non-linear simulations of ELMs in ASDEX upgrade

    Energy Technology Data Exchange (ETDEWEB)

    Lessig, Alexander; Hoelzl, Matthias; Orain, Francois; Guenter, Sibylle [Max-Planck-Institut fuer Plasmaphysik, Boltzmannstrasse 2, 85748 Garching (Germany); Becoulet, Marina; Huysmans, Guido [CEA-IRFM, Cadarache, 13108 Saint-Paul-Lez-Durance (France); Collaboration: the ASDEX Upgrade Team

    2016-07-01

    Large edge localized modes (ELMs) are a severe concern for the operation of future tokamak devices like ITER or DEMO due to the high transient heat loads induced on divertor targets and wall structures. It is therefore important to study ELMs both theoretically and experimentally in order to obtain a comprehensive understanding of the underlying mechanisms which is necessary for the prediction of ELM properties and the design of ELM mitigation systems. Using the non-linear MHD code JOREK, we have performed first simulations of full ELM crashes in ASDEX Upgrade, taking into account a large number of toroidal Fourier harmonics. The evolution of the toroidal mode spectrum has been investigated. In particular, we confirm the previously observed non-linear drive of linearly sub-dominant low-n components in the early non-linear phase of the ELM crash. Preliminary comparisons of the simulations with experimental observations regarding heat and particle losses, pedestal evolution and heat deposition patterns are shown. On the long run we aim at code validation as well as an improved understanding of the ELM dynamics and possibly a better characterization of different ELM types.

  17. Non-linear Q-clouds around Kerr black holes

    International Nuclear Information System (INIS)

    Herdeiro, Carlos; Radu, Eugen; Rúnarsson, Helgi

    2014-01-01

    Q-balls are regular extended ‘objects’ that exist for some non-gravitating, self-interacting, scalar field theories with a global, continuous, internal symmetry, on Minkowski spacetime. Here, analogous objects are also shown to exist around rotating (Kerr) black holes, as non-linear bound states of a test scalar field. We dub such configurations Q-clouds. We focus on a complex massive scalar field with quartic plus hexic self-interactions. Without the self-interactions, linear clouds have been shown to exist, in synchronous rotation with the black hole horizon, along 1-dimensional subspaces – existence lines – of the Kerr 2-dimensional parameter space. They are zero modes of the superradiant instability. Non-linear Q-clouds, on the other hand, are also in synchronous rotation with the black hole horizon; but they exist on a 2-dimensional subspace, delimited by a minimal horizon angular velocity and by an appropriate existence line, wherein the non-linear terms become irrelevant and the Q-cloud reduces to a linear cloud. Thus, Q-clouds provide an example of scalar bound states around Kerr black holes which, generically, are not zero modes of the superradiant instability. We describe some physical properties of Q-clouds, whose backreaction leads to a new family of hairy black holes, continuously connected to the Kerr family

  18. Analysis of complex time series using refined composite multiscale entropy

    International Nuclear Information System (INIS)

    Wu, Shuen-De; Wu, Chiu-Wen; Lin, Shiou-Gwo; Lee, Kung-Yen; Peng, Chung-Kang

    2014-01-01

    Multiscale entropy (MSE) is an effective algorithm for measuring the complexity of a time series that has been applied in many fields successfully. However, MSE may yield an inaccurate estimation of entropy or induce undefined entropy because the coarse-graining procedure reduces the length of a time series considerably at large scales. Composite multiscale entropy (CMSE) was recently proposed to improve the accuracy of MSE, but it does not resolve undefined entropy. Here we propose a refined composite multiscale entropy (RCMSE) to improve CMSE. For short time series analyses, we demonstrate that RCMSE increases the accuracy of entropy estimation and reduces the probability of inducing undefined entropy.

  19. Forecasting daily meteorological time series using ARIMA and regression models

    Science.gov (United States)

    Murat, Małgorzata; Malinowska, Iwona; Gos, Magdalena; Krzyszczak, Jaromir

    2018-04-01

    The daily air temperature and precipitation time series recorded between January 1, 1980 and December 31, 2010 in four European sites (Jokioinen, Dikopshof, Lleida and Lublin) from different climatic zones were modeled and forecasted. In our forecasting we used the methods of the Box-Jenkins and Holt- Winters seasonal auto regressive integrated moving-average, the autoregressive integrated moving-average with external regressors in the form of Fourier terms and the time series regression, including trend and seasonality components methodology with R software. It was demonstrated that obtained models are able to capture the dynamics of the time series data and to produce sensible forecasts.

  20. Segmentation of Nonstationary Time Series with Geometric Clustering

    DEFF Research Database (Denmark)

    Bocharov, Alexei; Thiesson, Bo

    2013-01-01

    We introduce a non-parametric method for segmentation in regimeswitching time-series models. The approach is based on spectral clustering of target-regressor tuples and derives a switching regression tree, where regime switches are modeled by oblique splits. Such models can be learned efficiently...... from data, where clustering is used to propose one single split candidate at each split level. We use the class of ART time series models to serve as illustration, but because of the non-parametric nature of our segmentation approach, it readily generalizes to a wide range of time-series models that go...

  1. Modelling road accidents: An approach using structural time series

    Science.gov (United States)

    Junus, Noor Wahida Md; Ismail, Mohd Tahir

    2014-09-01

    In this paper, the trend of road accidents in Malaysia for the years 2001 until 2012 was modelled using a structural time series approach. The structural time series model was identified using a stepwise method, and the residuals for each model were tested. The best-fitted model was chosen based on the smallest Akaike Information Criterion (AIC) and prediction error variance. In order to check the quality of the model, a data validation procedure was performed by predicting the monthly number of road accidents for the year 2012. Results indicate that the best specification of the structural time series model to represent road accidents is the local level with a seasonal model.

  2. Multivariate time series analysis with R and financial applications

    CERN Document Server

    Tsay, Ruey S

    2013-01-01

    Since the publication of his first book, Analysis of Financial Time Series, Ruey Tsay has become one of the most influential and prominent experts on the topic of time series. Different from the traditional and oftentimes complex approach to multivariate (MV) time series, this sequel book emphasizes structural specification, which results in simplified parsimonious VARMA modeling and, hence, eases comprehension. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-worl

  3. Non-linear dynamo waves in an incompressible medium when the turbulence dissipative coefficients depend on temperature

    Directory of Open Access Journals (Sweden)

    A. D. Pataraya

    1997-01-01

    Full Text Available Non-linear α-ω; dynamo waves existing in an incompressible medium with the turbulence dissipative coefficients depending on temperature are studied in this paper. We investigate of α-ω solar non-linear dynamo waves when only the first harmonics of magnetic induction components are included. If we ignore the second harmonics in the non-linear equation, the turbulent magnetic diffusion coefficient increases together with the temperature, the coefficient of turbulent viscosity decreases, and for an interval of time the value of dynamo number is greater than 1. In these conditions a stationary solution of the non-linear equation for the dynamo wave's amplitude exists; meaning that the magnetic field is sufficiently excited. The amplitude of the dynamo waves oscillates and becomes stationary. Using these results we can explain the existence of Maunder's minimum.

  4. Predicting haemodynamic networks using electrophysiology: The role of non-linear and cross-frequency interactions

    Science.gov (United States)

    Tewarie, P.; Bright, M.G.; Hillebrand, A.; Robson, S.E.; Gascoyne, L.E.; Morris, P.G.; Meier, J.; Van Mieghem, P.; Brookes, M.J.

    2016-01-01

    Understanding the electrophysiological basis of resting state networks (RSNs) in the human brain is a critical step towards elucidating how inter-areal connectivity supports healthy brain function. In recent years, the relationship between RSNs (typically measured using haemodynamic signals) and electrophysiology has been explored using functional Magnetic Resonance Imaging (fMRI) and magnetoencephalography (MEG). Significant progress has been made, with similar spatial structure observable in both modalities. However, there is a pressing need to understand this relationship beyond simple visual similarity of RSN patterns. Here, we introduce a mathematical model to predict fMRI-based RSNs using MEG. Our unique model, based upon a multivariate Taylor series, incorporates both phase and amplitude based MEG connectivity metrics, as well as linear and non-linear interactions within and between neural oscillations measured in multiple frequency bands. We show that including non-linear interactions, multiple frequency bands and cross-frequency terms significantly improves fMRI network prediction. This shows that fMRI connectivity is not only the result of direct electrophysiological connections, but is also driven by the overlap of connectivity profiles between separate regions. Our results indicate that a complete understanding of the electrophysiological basis of RSNs goes beyond simple frequency-specific analysis, and further exploration of non-linear and cross-frequency interactions will shed new light on distributed network connectivity, and its perturbation in pathology. PMID:26827811

  5. Scalable Prediction of Energy Consumption using Incremental Time Series Clustering

    Energy Technology Data Exchange (ETDEWEB)

    Simmhan, Yogesh; Noor, Muhammad Usman

    2013-10-09

    Time series datasets are a canonical form of high velocity Big Data, and often generated by pervasive sensors, such as found in smart infrastructure. Performing predictive analytics on time series data can be computationally complex, and requires approximation techniques. In this paper, we motivate this problem using a real application from the smart grid domain. We propose an incremental clustering technique, along with a novel affinity score for determining cluster similarity, which help reduce the prediction error for cumulative time series within a cluster. We evaluate this technique, along with optimizations, using real datasets from smart meters, totaling ~700,000 data points, and show the efficacy of our techniques in improving the prediction error of time series data within polynomial time.

  6. Characterizing interdependencies of multiple time series theory and applications

    CERN Document Server

    Hosoya, Yuzo; Takimoto, Taro; Kinoshita, Ryo

    2017-01-01

    This book introduces academic researchers and professionals to the basic concepts and methods for characterizing interdependencies of multiple time series in the frequency domain. Detecting causal directions between a pair of time series and the extent of their effects, as well as testing the non existence of a feedback relation between them, have constituted major focal points in multiple time series analysis since Granger introduced the celebrated definition of causality in view of prediction improvement. Causality analysis has since been widely applied in many disciplines. Although most analyses are conducted from the perspective of the time domain, a frequency domain method introduced in this book sheds new light on another aspect that disentangles the interdependencies between multiple time series in terms of long-term or short-term effects, quantitatively characterizing them. The frequency domain method includes the Granger noncausality test as a special case. Chapters 2 and 3 of the book introduce an i...

  7. Scale-dependent intrinsic entropies of complex time series.

    Science.gov (United States)

    Yeh, Jia-Rong; Peng, Chung-Kang; Huang, Norden E

    2016-04-13

    Multi-scale entropy (MSE) was developed as a measure of complexity for complex time series, and it has been applied widely in recent years. The MSE algorithm is based on the assumption that biological systems possess the ability to adapt and function in an ever-changing environment, and these systems need to operate across multiple temporal and spatial scales, such that their complexity is also multi-scale and hierarchical. Here, we present a systematic approach to apply the empirical mode decomposition algorithm, which can detrend time series on various time scales, prior to analysing a signal's complexity by measuring the irregularity of its dynamics on multiple time scales. Simulated time series of fractal Gaussian noise and human heartbeat time series were used to study the performance of this new approach. We show that our method can successfully quantify the fractal properties of the simulated time series and can accurately distinguish modulations in human heartbeat time series in health and disease. © 2016 The Author(s).

  8. Quantifying memory in complex physiological time-series.

    Science.gov (United States)

    Shirazi, Amir H; Raoufy, Mohammad R; Ebadi, Haleh; De Rui, Michele; Schiff, Sami; Mazloom, Roham; Hajizadeh, Sohrab; Gharibzadeh, Shahriar; Dehpour, Ahmad R; Amodio, Piero; Jafari, G Reza; Montagnese, Sara; Mani, Ali R

    2013-01-01

    In a time-series, memory is a statistical feature that lasts for a period of time and distinguishes the time-series from a random, or memory-less, process. In the present study, the concept of "memory length" was used to define the time period, or scale over which rare events within a physiological time-series do not appear randomly. The method is based on inverse statistical analysis and provides empiric evidence that rare fluctuations in cardio-respiratory time-series are 'forgotten' quickly in healthy subjects while the memory for such events is significantly prolonged in pathological conditions such as asthma (respiratory time-series) and liver cirrhosis (heart-beat time-series). The memory length was significantly higher in patients with uncontrolled asthma compared to healthy volunteers. Likewise, it was significantly higher in patients with decompensated cirrhosis compared to those with compensated cirrhosis and healthy volunteers. We also observed that the cardio-respiratory system has simple low order dynamics and short memory around its average, and high order dynamics around rare fluctuations.

  9. Elements of nonlinear time series analysis and forecasting

    CERN Document Server

    De Gooijer, Jan G

    2017-01-01

    This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods. The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods. To make the book as user friendly as possible...

  10. A Detailed Analytical Study of Non-Linear Semiconductor Device Modelling

    Directory of Open Access Journals (Sweden)

    Umesh Kumar

    1995-01-01

    junction diode have been developed. The results of computer simulated examples have been presented in each case. The non-linear lumped model for Gunn is a unified model as it describes the diffusion effects as the-domain traves from cathode to anode. An additional feature of this model is that it describes the domain extinction and nucleation phenomena in Gunn dioder with the help of a simple timing circuit. The non-linear lumped model for SCR is general and is valid under any mode of operation in any circuit environment. The memristive circuit model for p-n junction diodes is capable of simulating realistically the diode’s dynamic behavior under reverse, forward and sinusiodal operating modes. The model uses memristor, the charge-controlled resistor to mimic various second-order effects due to conductivity modulation. It is found that both storage time and fall time of the diode can be accurately predicted.

  11. Graphical Data Analysis on the Circle: Wrap-Around Time Series Plots for (Interrupted) Time Series Designs.

    Science.gov (United States)

    Rodgers, Joseph Lee; Beasley, William Howard; Schuelke, Matthew

    2014-01-01

    Many data structures, particularly time series data, are naturally seasonal, cyclical, or otherwise circular. Past graphical methods for time series have focused on linear plots. In this article, we move graphical analysis onto the circle. We focus on 2 particular methods, one old and one new. Rose diagrams are circular histograms and can be produced in several different forms using the RRose software system. In addition, we propose, develop, illustrate, and provide software support for a new circular graphical method, called Wrap-Around Time Series Plots (WATS Plots), which is a graphical method useful to support time series analyses in general but in particular in relation to interrupted time series designs. We illustrate the use of WATS Plots with an interrupted time series design evaluating the effect of the Oklahoma City bombing on birthrates in Oklahoma County during the 10 years surrounding the bombing of the Murrah Building in Oklahoma City. We compare WATS Plots with linear time series representations and overlay them with smoothing and error bands. Each method is shown to have advantages in relation to the other; in our example, the WATS Plots more clearly show the existence and effect size of the fertility differential.

  12. Non-linear absorption for concentrated solar energy transport

    Energy Technology Data Exchange (ETDEWEB)

    Jaramillo, O. A; Del Rio, J.A; Huelsz, G [Centro de Investigacion de Energia, UNAM, Temixco, Morelos (Mexico)

    2000-07-01

    In order to determine the maximum solar energy that can be transported using SiO{sub 2} optical fibers, analysis of non-linear absorption is required. In this work, we model the interaction between solar radiation and the SiO{sub 2} optical fiber core to determine the dependence of the absorption of the radioactive intensity. Using Maxwell's equations we obtain the relation between the refractive index and the electric susceptibility up to second order in terms of the electric field intensity. This is not enough to obtain an explicit expression for the non-linear absorption. Thus, to obtain the non-linear optical response, we develop a microscopic model of an harmonic driven oscillators with damp ing, based on the Drude-Lorentz theory. We solve this model using experimental information for the SiO{sub 2} optical fiber, and we determine the frequency-dependence of the non-linear absorption and the non-linear extinction of SiO{sub 2} optical fibers. Our results estimate that the average value over the solar spectrum for the non-linear extinction coefficient for SiO{sub 2} is k{sub 2}=10{sup -}29m{sup 2}V{sup -}2. With this result we conclude that the non-linear part of the absorption coefficient of SiO{sub 2} optical fibers during the transport of concentrated solar energy achieved by a circular concentrator is negligible, and therefore the use of optical fibers for solar applications is an actual option. [Spanish] Con el objeto de determinar la maxima energia solar que puede transportarse usando fibras opticas de SiO{sub 2} se requiere el analisis de absorcion no linear. En este trabajo modelamos la interaccion entre la radiacion solar y el nucleo de la fibra optica de SiO{sub 2} para determinar la dependencia de la absorcion de la intensidad radioactiva. Mediante el uso de las ecuaciones de Maxwell obtenemos la relacion entre el indice de refraccion y la susceptibilidad electrica hasta el segundo orden en terminos de intensidad del campo electrico. Esto no es

  13. Growth And Export Expansion In Mauritius - A Time Series Analysis ...

    African Journals Online (AJOL)

    Growth And Export Expansion In Mauritius - A Time Series Analysis. ... RV Sannassee, R Pearce ... Using Granger Causality tests, the short-run analysis results revealed that there is significant reciprocal causality between real export earnings ...

  14. On robust forecasting of autoregressive time series under censoring

    OpenAIRE

    Kharin, Y.; Badziahin, I.

    2009-01-01

    Problems of robust statistical forecasting are considered for autoregressive time series observed under distortions generated by interval censoring. Three types of robust forecasting statistics are developed; meansquare risk is evaluated for the developed forecasting statistics. Numerical results are given.

  15. AFSC/ABL: Ugashik sockeye salmon scale time series

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — A time series of scale samples (1956 b?? 2002) collected from adult sockeye salmon returning to Ugashik River were retrieved from the Alaska Department of Fish and...

  16. Unsupervised land cover change detection: meaningful sequential time series analysis

    CSIR Research Space (South Africa)

    Salmon, BP

    2011-06-01

    Full Text Available An automated land cover change detection method is proposed that uses coarse spatial resolution hyper-temporal earth observation satellite time series data. The study compared three different unsupervised clustering approaches that operate on short...

  17. Fast and Flexible Multivariate Time Series Subsequence Search

    Data.gov (United States)

    National Aeronautics and Space Administration — Multivariate Time-Series (MTS) are ubiquitous, and are generated in areas as disparate as sensor recordings in aerospace systems, music and video streams, medical...

  18. AFSC/ABL: Naknek sockeye salmon scale time series

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — A time series of scale samples (1956 2002) collected from adult sockeye salmon returning to Naknek River were retrieved from the Alaska Department of Fish and Game....

  19. Constructing ordinal partition transition networks from multivariate time series.

    Science.gov (United States)

    Zhang, Jiayang; Zhou, Jie; Tang, Ming; Guo, Heng; Small, Michael; Zou, Yong

    2017-08-10

    A growing number of algorithms have been proposed to map a scalar time series into ordinal partition transition networks. However, most observable phenomena in the empirical sciences are of a multivariate nature. We construct ordinal partition transition networks for multivariate time series. This approach yields weighted directed networks representing the pattern transition properties of time series in velocity space, which hence provides dynamic insights of the underling system. Furthermore, we propose a measure of entropy to characterize ordinal partition transition dynamics, which is sensitive to capturing the possible local geometric changes of phase space trajectories. We demonstrate the applicability of pattern transition networks to capture phase coherence to non-coherence transitions, and to characterize paths to phase synchronizations. Therefore, we conclude that the ordinal partition transition network approach provides complementary insight to the traditional symbolic analysis of nonlinear multivariate time series.

  20. forecasting with nonlinear time series model: a monte-carlo

    African Journals Online (AJOL)

    PUBLICATIONS1

    Carlo method of forecasting using a special nonlinear time series model, called logistic smooth transition ... We illustrate this new method using some simulation ..... in MATLAB 7.5.0. ... process (DGP) using the logistic smooth transi-.