Fuzzy Linear Regression for the Time Series Data which is Fuzzified with SMRGT Method

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Seçil YALAZ

2016-10-01

Full Text Available Our work on regression and classification provides a new contribution to the analysis of time series used in many areas for years. Owing to the fact that convergence could not obtained with the methods used in autocorrelation fixing process faced with time series regression application, success is not met or fall into obligation of changing the models’ degree. Changing the models’ degree may not be desirable in every situation. In our study, recommended for these situations, time series data was fuzzified by using the simple membership function and fuzzy rule generation technique (SMRGT and to estimate future an equation has created by applying fuzzy least square regression (FLSR method which is a simple linear regression method to this data. Although SMRGT has success in determining the flow discharge in open channels and can be used confidently for flow discharge modeling in open canals, as well as in pipe flow with some modifications, there is no clue about that this technique is successful in fuzzy linear regression modeling. Therefore, in order to address the luck of such a modeling, a new hybrid model has been described within this study. In conclusion, to demonstrate our methods’ efficiency, classical linear regression for time series data and linear regression for fuzzy time series data were applied to two different data sets, and these two approaches performances were compared by using different measures.

Asymptotic behaviour of a non-commutative rational series with a nonnegative linear representation

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Philippe Dumas

2007-01-01

Full Text Available We analyse the asymptotic behaviour in the mean of a non-commutative rational series, which originates from differential cryptanalysis, using tools from probability theory, and from analytic number theory. We derive a Fourier representation of a first-order summation function obtained by interpreting this rational series as a non-classical rational sequence via the octal numeration system. The method is applicable to a wide class of sequences rational with respect to a numeration system essentially under the condition that they admit a linear representation with nonnegative coefficients.

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

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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

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...

Predicting linear and nonlinear time series with applications in nuclear safeguards and nonproliferation

International Nuclear Information System (INIS)

Burr, T.L.

1994-04-01

This report is a primer on the analysis of both linear and nonlinear time series with applications in nuclear safeguards and nonproliferation. We analyze eight simulated and two real time series using both linear and nonlinear modeling techniques. The theoretical treatment is brief but references to pertinent theory are provided. Forecasting is our main goal. However, because our most common approach is to fit models to the data, we also emphasize checking model adequacy by analyzing forecast errors for serial correlation or nonconstant variance

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

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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.

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)

New insights into soil temperature time series modeling: linear or nonlinear?

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Bonakdari, Hossein; Moeeni, Hamid; Ebtehaj, Isa; Zeynoddin, Mohammad; Mahoammadian, Abdolmajid; Gharabaghi, Bahram

2018-03-01

Soil temperature (ST) is an important dynamic parameter, whose prediction is a major research topic in various fields including agriculture because ST has a critical role in hydrological processes at the soil surface. In this study, a new linear methodology is proposed based on stochastic methods for modeling daily soil temperature (DST). With this approach, the ST series components are determined to carry out modeling and spectral analysis. The results of this process are compared with two linear methods based on seasonal standardization and seasonal differencing in terms of four DST series. The series used in this study were measured at two stations, Champaign and Springfield, at depths of 10 and 20 cm. The results indicate that in all ST series reviewed, the periodic term is the most robust among all components. According to a comparison of the three methods applied to analyze the various series components, it appears that spectral analysis combined with stochastic methods outperformed the seasonal standardization and seasonal differencing methods. In addition to comparing the proposed methodology with linear methods, the ST modeling results were compared with the two nonlinear methods in two forms: considering hydrological variables (HV) as input variables and DST modeling as a time series. In a previous study at the mentioned sites, Kim and Singh Theor Appl Climatol 118:465-479, (2014) applied the popular Multilayer Perceptron (MLP) neural network and Adaptive Neuro-Fuzzy Inference System (ANFIS) nonlinear methods and considered HV as input variables. The comparison results signify that the relative error projected in estimating DST by the proposed methodology was about 6%, while this value with MLP and ANFIS was over 15%. Moreover, MLP and ANFIS models were employed for DST time series modeling. Due to these models' relatively inferior performance to the proposed methodology, two hybrid models were implemented: the weights and membership function of MLP and

Tightness of M-estimators for multiple linear regression in time series

DEFF Research Database (Denmark)

Johansen, Søren; Nielsen, Bent

We show tightness of a general M-estimator for multiple linear regression in time series. The positive criterion function for the M-estimator is assumed lower semi-continuous and sufficiently large for large argument: Particular cases are the Huber-skip and quantile regression. Tightness requires...

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

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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

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.

Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.

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Xu, Zhiguang; MacEachern, Steven; Xu, Xinyi

2015-02-01

We present a class of Bayesian copula models whose major components are the marginal (limiting) distribution of a stationary time series and the internal dynamics of the series. We argue that these are the two features with which an analyst is typically most familiar, and hence that these are natural components with which to work. For the marginal distribution, we use a nonparametric Bayesian prior distribution along with a cdf-inverse cdf transformation to obtain large support. For the internal dynamics, we rely on the traditionally successful techniques of normal-theory time series. Coupling the two components gives us a family of (Gaussian) copula transformed autoregressive models. The models provide coherent adjustments of time scales and are compatible with many extensions, including changes in volatility of the series. We describe basic properties of the models, show their ability to recover non-Gaussian marginal distributions, and use a GARCH modification of the basic model to analyze stock index return series. The models are found to provide better fit and improved short-range and long-range predictions than Gaussian competitors. The models are extensible to a large variety of fields, including continuous time models, spatial models, models for multiple series, models driven by external covariate streams, and non-stationary models.

A Non-standard Empirical Likelihood for Time Series

DEFF Research Database (Denmark)

Nordman, Daniel J.; Bunzel, Helle; Lahiri, Soumendra N.

Standard blockwise empirical likelihood (BEL) for stationary, weakly dependent time series requires specifying a fixed block length as a tuning parameter for setting confidence regions. This aspect can be difficult and impacts coverage accuracy. As an alternative, this paper proposes a new version...... of BEL based on a simple, though non-standard, data-blocking rule which uses a data block of every possible length. Consequently, the method involves no block selection and is also anticipated to exhibit better coverage performance. Its non-standard blocking scheme, however, induces non......-standard asymptotics and requires a significantly different development compared to standard BEL. We establish the large-sample distribution of log-ratio statistics from the new BEL method for calibrating confidence regions for mean or smooth function parameters of time series. This limit law is not the usual chi...

Time-Frequency Analysis of Non-Stationary Biological Signals with Sparse Linear Regression Based Fourier Linear Combiner

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Yubo Wang

2017-06-01

Full Text Available It is often difficult to analyze biological signals because of their nonlinear and non-stationary characteristics. This necessitates the usage of time-frequency decomposition methods for analyzing the subtle changes in these signals that are often connected to an underlying phenomena. This paper presents a new approach to analyze the time-varying characteristics of such signals by employing a simple truncated Fourier series model, namely the band-limited multiple Fourier linear combiner (BMFLC. In contrast to the earlier designs, we first identified the sparsity imposed on the signal model in order to reformulate the model to a sparse linear regression model. The coefficients of the proposed model are then estimated by a convex optimization algorithm. The performance of the proposed method was analyzed with benchmark test signals. An energy ratio metric is employed to quantify the spectral performance and results show that the proposed method Sparse-BMFLC has high mean energy (0.9976 ratio and outperforms existing methods such as short-time Fourier transfrom (STFT, continuous Wavelet transform (CWT and BMFLC Kalman Smoother. Furthermore, the proposed method provides an overall 6.22% in reconstruction error.

Time-Frequency Analysis of Non-Stationary Biological Signals with Sparse Linear Regression Based Fourier Linear Combiner.

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Wang, Yubo; Veluvolu, Kalyana C

2017-06-14

It is often difficult to analyze biological signals because of their nonlinear and non-stationary characteristics. This necessitates the usage of time-frequency decomposition methods for analyzing the subtle changes in these signals that are often connected to an underlying phenomena. This paper presents a new approach to analyze the time-varying characteristics of such signals by employing a simple truncated Fourier series model, namely the band-limited multiple Fourier linear combiner (BMFLC). In contrast to the earlier designs, we first identified the sparsity imposed on the signal model in order to reformulate the model to a sparse linear regression model. The coefficients of the proposed model are then estimated by a convex optimization algorithm. The performance of the proposed method was analyzed with benchmark test signals. An energy ratio metric is employed to quantify the spectral performance and results show that the proposed method Sparse-BMFLC has high mean energy (0.9976) ratio and outperforms existing methods such as short-time Fourier transfrom (STFT), continuous Wavelet transform (CWT) and BMFLC Kalman Smoother. Furthermore, the proposed method provides an overall 6.22% in reconstruction error.

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

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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

Studies in astronomical time series analysis. IV - Modeling chaotic and random processes with linear filters

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Scargle, Jeffrey D.

1990-01-01

While chaos arises only in nonlinear systems, standard linear time series models are nevertheless useful for analyzing data from chaotic processes. This paper introduces such a model, the chaotic moving average. This time-domain model is based on the theorem that any chaotic process can be represented as the convolution of a linear filter with an uncorrelated process called the chaotic innovation. A technique, minimum phase-volume deconvolution, is introduced to estimate the filter and innovation. The algorithm measures the quality of a model using the volume covered by the phase-portrait of the innovation process. Experiments on synthetic data demonstrate that the algorithm accurately recovers the parameters of simple chaotic processes. Though tailored for chaos, the algorithm can detect both chaos and randomness, distinguish them from each other, and separate them if both are present. It can also recover nonminimum-delay pulse shapes in non-Gaussian processes, both random and chaotic.

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...

Conditional time series forecasting with convolutional neural networks

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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

Non-parametric characterization of long-term rainfall time series

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Tiwari, Harinarayan; Pandey, Brij Kishor

2018-03-01

The statistical study of rainfall time series is one of the approaches for efficient hydrological system design. Identifying, and characterizing long-term rainfall time series could aid in improving hydrological systems forecasting. In the present study, eventual statistics was applied for the long-term (1851-2006) rainfall time series under seven meteorological regions of India. Linear trend analysis was carried out using Mann-Kendall test for the observed rainfall series. The observed trend using the above-mentioned approach has been ascertained using the innovative trend analysis method. Innovative trend analysis has been found to be a strong tool to detect the general trend of rainfall time series. Sequential Mann-Kendall test has also been carried out to examine nonlinear trends of the series. The partial sum of cumulative deviation test is also found to be suitable to detect the nonlinear trend. Innovative trend analysis, sequential Mann-Kendall test and partial cumulative deviation test have potential to detect the general as well as nonlinear trend for the rainfall time series. Annual rainfall analysis suggests that the maximum changes in mean rainfall is 11.53% for West Peninsular India, whereas the maximum fall in mean rainfall is 7.8% for the North Mountainous Indian region. The innovative trend analysis method is also capable of finding the number of change point available in the time series. Additionally, we have performed von Neumann ratio test and cumulative deviation test to estimate the departure from homogeneity. Singular spectrum analysis has been applied in this study to evaluate the order of departure from homogeneity in the rainfall time series. Monsoon season (JS) of North Mountainous India and West Peninsular India zones has higher departure from homogeneity and singular spectrum analysis shows the results to be in coherence with the same.

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)

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

International Nuclear Information System (INIS)

Munoz-Diosdado, A

2005-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2005-01-01

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

Local normalization: Uncovering correlations in non-stationary financial time series

Science.gov (United States)

Schäfer, Rudi; Guhr, Thomas

2010-09-01

The measurement of correlations between financial time series is of vital importance for risk management. In this paper we address an estimation error that stems from the non-stationarity of the time series. We put forward a method to rid the time series of local trends and variable volatility, while preserving cross-correlations. We test this method in a Monte Carlo simulation, and apply it to empirical data for the S&P 500 stocks.

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

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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.

Performance Evaluation of Linear (ARMA and Threshold Nonlinear (TAR Time Series Models in Daily River Flow Modeling (Case Study: Upstream Basin Rivers of Zarrineh Roud Dam

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Farshad Fathian

2017-01-01

Full Text Available Introduction: Time series models are generally categorized as a data-driven method or mathematically-based method. These models are known as one of the most important tools in modeling and forecasting of hydrological processes, which are used to design and scientific management of water resources projects. On the other hand, a better understanding of the river flow process is vital for appropriate streamflow modeling and forecasting. One of the main concerns of hydrological time series modeling is whether the hydrologic variable is governed by the linear or nonlinear models through time. Although the linear time series models have been widely applied in hydrology research, there has been some recent increasing interest in the application of nonlinear time series approaches. The threshold autoregressive (TAR method is frequently applied in modeling the mean (first order moment of financial and economic time series. Thise type of the model has not received considerable attention yet from the hydrological community. The main purposes of this paper are to analyze and to discuss stochastic modeling of daily river flow time series of the study area using linear (such as ARMA: autoregressive integrated moving average and non-linear (such as two- and three- regime TAR models. Material and Methods: The study area has constituted itself of four sub-basins namely, Saghez Chai, Jighato Chai, Khorkhoreh Chai and Sarogh Chai from west to east, respectively, which discharge water into the Zarrineh Roud dam reservoir. River flow time series of 6 hydro-gauge stations located on upstream basin rivers of Zarrineh Roud dam (located in the southern part of Urmia Lake basin were considered to model purposes. All the data series used here to start from January 1, 1997, and ends until December 31, 2011. In this study, the daily river flow data from January 01 1997 to December 31 2009 (13 years were chosen for calibration and data for January 01 2010 to December 31 2011

Chaotic time series. Part II. System Identification and Prediction

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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.

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

Building Chaotic Model From Incomplete Time Series

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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

Multivariate time series with linear state space structure

CERN Document Server

Gómez, Víctor

2016-01-01

This book presents a comprehensive study of multivariate time series with linear state space structure. The emphasis is put on both the clarity of the theoretical concepts and on efficient algorithms for implementing the theory. In particular, it investigates the relationship between VARMA and state space models, including canonical forms. It also highlights the relationship between Wiener-Kolmogorov and Kalman filtering both with an infinite and a finite sample. The strength of the book also lies in the numerous algorithms included for state space models that take advantage of the recursive nature of the models. Many of these algorithms can be made robust, fast, reliable and efficient. The book is accompanied by a MATLAB package called SSMMATLAB and a webpage presenting implemented algorithms with many examples and case studies. Though it lays a solid theoretical foundation, the book also focuses on practical application, and includes exercises in each chapter. It is intended for researchers and students wor...

About the Modeling of Radio Source Time Series as Linear Splines

Science.gov (United States)

Karbon, Maria; Heinkelmann, Robert; Mora-Diaz, Julian; Xu, Minghui; Nilsson, Tobias; Schuh, Harald

2016-12-01

Many of the time series of radio sources observed in geodetic VLBI show variations, caused mainly by changes in source structure. However, until now it has been common practice to consider source positions as invariant, or to exclude known misbehaving sources from the datum conditions. This may lead to a degradation of the estimated parameters, as unmodeled apparent source position variations can propagate to the other parameters through the least squares adjustment. In this paper we will introduce an automated algorithm capable of parameterizing the radio source coordinates as linear splines.

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

Bootstrap Power of Time Series Goodness of fit tests

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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.

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

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

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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.

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 ...

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)

Non-Gaussian lineshapes and dynamics of time-resolved linear and nonlinear (correlation) spectra.

Science.gov (United States)

Dinpajooh, Mohammadhasan; Matyushov, Dmitry V

2014-07-17

Signatures of nonlinear and non-Gaussian dynamics in time-resolved linear and nonlinear (correlation) 2D spectra are analyzed in a model considering a linear plus quadratic dependence of the spectroscopic transition frequency on a Gaussian nuclear coordinate of the thermal bath (quadratic coupling). This new model is contrasted to the commonly assumed linear dependence of the transition frequency on the medium nuclear coordinates (linear coupling). The linear coupling model predicts equality between the Stokes shift and equilibrium correlation functions of the transition frequency and time-independent spectral width. Both predictions are often violated, and we are asking here the question of whether a nonlinear solvent response and/or non-Gaussian dynamics are required to explain these observations. We find that correlation functions of spectroscopic observables calculated in the quadratic coupling model depend on the chromophore's electronic state and the spectral width gains time dependence, all in violation of the predictions of the linear coupling models. Lineshape functions of 2D spectra are derived assuming Ornstein-Uhlenbeck dynamics of the bath nuclear modes. The model predicts asymmetry of 2D correlation plots and bending of the center line. The latter is often used to extract two-point correlation functions from 2D spectra. The dynamics of the transition frequency are non-Gaussian. However, the effect of non-Gaussian dynamics is limited to the third-order (skewness) time correlation function, without affecting the time correlation functions of higher order. The theory is tested against molecular dynamics simulations of a model polar-polarizable chromophore dissolved in a force field water.

Subroutine for series solutions of linear differential equations

International Nuclear Information System (INIS)

Tasso, H.; Steuerwald, J.

1976-02-01

A subroutine for Taylor series solutions of systems of ordinary linear differential equations is descriebed. It uses the old idea of Lie series but allows simple implementation and is time-saving for symbolic manipulations. (orig.) [de

Efficient Computation of Multiscale Entropy over Short Biomedical Time Series Based on Linear State-Space Models

Directory of Open Access Journals (Sweden)

Luca Faes

2017-01-01

Full Text Available The most common approach to assess the dynamical complexity of a time series across multiple temporal scales makes use of the multiscale entropy (MSE and refined MSE (RMSE measures. In spite of their popularity, MSE and RMSE lack an analytical framework allowing their calculation for known dynamic processes and cannot be reliably computed over short time series. To overcome these limitations, we propose a method to assess RMSE for autoregressive (AR stochastic processes. The method makes use of linear state-space (SS models to provide the multiscale parametric representation of an AR process observed at different time scales and exploits the SS parameters to quantify analytically the complexity of the process. The resulting linear MSE (LMSE measure is first tested in simulations, both theoretically to relate the multiscale complexity of AR processes to their dynamical properties and over short process realizations to assess its computational reliability in comparison with RMSE. Then, it is applied to the time series of heart period, arterial pressure, and respiration measured for healthy subjects monitored in resting conditions and during physiological stress. This application to short-term cardiovascular variability documents that LMSE can describe better than RMSE the activity of physiological mechanisms producing biological oscillations at different temporal scales.

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

A Modularized Efficient Framework for Non-Markov Time Series Estimation

Science.gov (United States)

Schamberg, Gabriel; Ba, Demba; Coleman, Todd P.

2018-06-01

We present a compartmentalized approach to finding the maximum a-posteriori (MAP) estimate of a latent time series that obeys a dynamic stochastic model and is observed through noisy measurements. We specifically consider modern signal processing problems with non-Markov signal dynamics (e.g. group sparsity) and/or non-Gaussian measurement models (e.g. point process observation models used in neuroscience). Through the use of auxiliary variables in the MAP estimation problem, we show that a consensus formulation of the alternating direction method of multipliers (ADMM) enables iteratively computing separate estimates based on the likelihood and prior and subsequently "averaging" them in an appropriate sense using a Kalman smoother. As such, this can be applied to a broad class of problem settings and only requires modular adjustments when interchanging various aspects of the statistical model. Under broad log-concavity assumptions, we show that the separate estimation problems are convex optimization problems and that the iterative algorithm converges to the MAP estimate. As such, this framework can capture non-Markov latent time series models and non-Gaussian measurement models. We provide example applications involving (i) group-sparsity priors, within the context of electrophysiologic specrotemporal estimation, and (ii) non-Gaussian measurement models, within the context of dynamic analyses of learning with neural spiking and behavioral observations.

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.

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.

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.

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.

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.

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...

The Fourier decomposition method for nonlinear and non-stationary time series analysis.

Science.gov (United States)

Singh, Pushpendra; Joshi, Shiv Dutt; Patney, Rakesh Kumar; Saha, Kaushik

2017-03-01

for many decades, there has been a general perception in the literature that Fourier methods are not suitable for the analysis of nonlinear and non-stationary data. In this paper, we propose a novel and adaptive Fourier decomposition method (FDM), based on the Fourier theory, and demonstrate its efficacy for the analysis of nonlinear and non-stationary time series. The proposed FDM decomposes any data into a small number of 'Fourier intrinsic band functions' (FIBFs). The FDM presents a generalized Fourier expansion with variable amplitudes and variable frequencies of a time series by the Fourier method itself. We propose an idea of zero-phase filter bank-based multivariate FDM (MFDM), for the analysis of multivariate nonlinear and non-stationary time series, using the FDM. We also present an algorithm to obtain cut-off frequencies for MFDM. The proposed MFDM generates a finite number of band-limited multivariate FIBFs (MFIBFs). The MFDM preserves some intrinsic physical properties of the multivariate data, such as scale alignment, trend and instantaneous frequency. The proposed methods provide a time-frequency-energy (TFE) distribution that reveals the intrinsic structure of a data. Numerical computations and simulations have been carried out and comparison is made with the empirical mode decomposition algorithms.

Study of Railway Track Irregularity Standard Deviation Time Series Based on Data Mining and Linear Model

Directory of Open Access Journals (Sweden)

Jia Chaolong

2013-01-01

Full Text Available Good track geometry state ensures the safe operation of the railway passenger service and freight service. Railway transportation plays an important role in the Chinese economic and social development. This paper studies track irregularity standard deviation time series data and focuses on the characteristics and trend changes of track state by applying clustering analysis. Linear recursive model and linear-ARMA model based on wavelet decomposition reconstruction are proposed, and all they offer supports for the safe management of railway transportation.

A Regularized Linear Dynamical System Framework for Multivariate Time Series Analysis.

Science.gov (United States)

Liu, Zitao; Hauskrecht, Milos

2015-01-01

Linear Dynamical System (LDS) is an elegant mathematical framework for modeling and learning Multivariate Time Series (MTS). However, in general, it is difficult to set the dimension of an LDS's hidden state space. A small number of hidden states may not be able to model the complexities of a MTS, while a large number of hidden states can lead to overfitting. In this paper, we study learning methods that impose various regularization penalties on the transition matrix of the LDS model and propose a regularized LDS learning framework (rLDS) which aims to (1) automatically shut down LDSs' spurious and unnecessary dimensions, and consequently, address the problem of choosing the optimal number of hidden states; (2) prevent the overfitting problem given a small amount of MTS data; and (3) support accurate MTS forecasting. To learn the regularized LDS from data we incorporate a second order cone program and a generalized gradient descent method into the Maximum a Posteriori framework and use Expectation Maximization to obtain a low-rank transition matrix of the LDS model. We propose two priors for modeling the matrix which lead to two instances of our rLDS. We show that our rLDS is able to recover well the intrinsic dimensionality of the time series dynamics and it improves the predictive performance when compared to baselines on both synthetic and real-world MTS datasets.

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

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.

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

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...

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

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.

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…

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

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.

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...

Detecting nonlinearity in time series driven by non-Gaussian noise: the case of river flows

Directory of Open Access Journals (Sweden)

F. Laio

2004-01-01

Full Text Available Several methods exist for the detection of nonlinearity in univariate time series. In the present work we consider riverflow time series to infer the dynamical characteristics of the rainfall-runoff transformation. It is shown that the non-Gaussian nature of the driving force (rainfall can distort the results of such methods, in particular when surrogate data techniques are used. Deterministic versus stochastic (DVS plots, conditionally applied to the decay phases of the time series, are instead proved to be a suitable tool to detect nonlinearity in processes driven by non-Gaussian (Poissonian noise. An application to daily discharges from three Italian rivers provides important clues to the presence of nonlinearity in the rainfall-runoff transformation.

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.

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.

STATIONARITY OF ANNUAL MAXIMUM DAILY STREAMFLOW TIME SERIES IN SOUTH-EAST BRAZILIAN RIVERS

Directory of Open Access Journals (Sweden)

Jorge Machado Damázio

2015-08-01

Full Text Available DOI: 10.12957/cadest.2014.18302The paper presents a statistical analysis of annual maxima daily streamflow between 1931 and 2013 in South-East Brazil focused in detecting and modelling non-stationarity aspects. Flood protection for the large valleys in South-East Brazil is provided by multiple purpose reservoir systems built during 20th century, which design and operation plans has been done assuming stationarity of historical flood time series. Land cover changes and rapidly-increasing level of atmosphere greenhouse gases of the last century may be affecting flood regimes in these valleys so that it can be that nonstationary modelling should be applied to re-asses dam safety and flood control operation rules at the existent reservoir system. Six annual maximum daily streamflow time series are analysed. The time series were plotted together with fitted smooth loess functions and non-parametric statistical tests are performed to check the significance of apparent trends shown by the plots. Non-stationarity is modelled by fitting univariate extreme value distribution functions which location varies linearly with time. Stationarity and non-stationarity modelling are compared with the likelihood ratio statistic. In four of the six analyzed time series non-stationarity modelling outperformed stationarity modelling.Keywords: Stationarity; Extreme Value Distributions; Flood Frequency Analysis; Maximum Likelihood Method.

Integrating a Linear Signal Model with Groundwater and Rainfall time-series on the Characteristic Identification of Groundwater Systems

Science.gov (United States)

Chen, Yu-Wen; Wang, Yetmen; Chang, Liang-Cheng

2017-04-01

Groundwater resources play a vital role on regional supply. To avoid irreversible environmental impact such as land subsidence, the characteristic identification of groundwater system is crucial before sustainable management of groundwater resource. This study proposes a signal process approach to identify the character of groundwater systems based on long-time hydrologic observations include groundwater level and rainfall. The study process contains two steps. First, a linear signal model (LSM) is constructed and calibrated to simulate the variation of underground hydrology based on the time series of groundwater levels and rainfall. The mass balance equation of the proposed LSM contains three major terms contain net rate of horizontal exchange, rate of rainfall recharge and rate of pumpage and four parameters are required to calibrate. Because reliable records of pumpage is rare, the time-variant groundwater amplitudes of daily frequency (P ) calculated by STFT are assumed as linear indicators of puamage instead of pumpage records. Time series obtained from 39 observation wells and 50 rainfall stations in and around the study area, Pintung Plain, are paired for model construction. Second, the well-calibrated parameters of the linear signal model can be used to interpret the characteristic of groundwater system. For example, the rainfall recharge coefficient (γ) means the transform ratio between rainfall intention and groundwater level raise. The area around the observation well with higher γ means that the saturated zone here is easily affected by rainfall events and the material of unsaturated zone might be gravel or coarse sand with high infiltration ratio. Considering the spatial distribution of γ, the values of γ decrease from the upstream to the downstream of major rivers and also are correlated to the spatial distribution of grain size of surface soil. Via the time-series of groundwater levels and rainfall, the well-calibrated parameters of LSM have

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.

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.

A heteroscedastic generalized linear model with a non-normal speed factor for responses and response times.

Science.gov (United States)

Molenaar, Dylan; Bolsinova, Maria

2017-05-01

In generalized linear modelling of responses and response times, the observed response time variables are commonly transformed to make their distribution approximately normal. A normal distribution for the transformed response times is desirable as it justifies the linearity and homoscedasticity assumptions in the underlying linear model. Past research has, however, shown that the transformed response times are not always normal. Models have been developed to accommodate this violation. In the present study, we propose a modelling approach for responses and response times to test and model non-normality in the transformed response times. Most importantly, we distinguish between non-normality due to heteroscedastic residual variances, and non-normality due to a skewed speed factor. In a simulation study, we establish parameter recovery and the power to separate both effects. In addition, we apply the model to a real data set. © 2017 The Authors. British Journal of Mathematical and Statistical Psychology published by John Wiley & Sons Ltd on behalf of British Psychological Society.

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

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...

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.

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...

Financial time series prediction using spiking neural networks.

Science.gov (United States)

Reid, David; Hussain, Abir Jaafar; Tawfik, Hissam

2014-01-01

In this paper a novel application of a particular type of spiking neural network, a Polychronous Spiking Network, was used for financial time series prediction. It is argued that the inherent temporal capabilities of this type of network are suited to non-stationary data such as this. The performance of the spiking neural network was benchmarked against three systems: two "traditional", rate-encoded, neural networks; a Multi-Layer Perceptron neural network and a Dynamic Ridge Polynomial neural network, and a standard Linear Predictor Coefficients model. For this comparison three non-stationary and noisy time series were used: IBM stock data; US/Euro exchange rate data, and the price of Brent crude oil. The experiments demonstrated favourable prediction results for the Spiking Neural Network in terms of Annualised Return and prediction error for 5-Step ahead predictions. These results were also supported by other relevant metrics such as Maximum Drawdown and Signal-To-Noise ratio. This work demonstrated the applicability of the Polychronous Spiking Network to financial data forecasting and this in turn indicates the potential of using such networks over traditional systems in difficult to manage non-stationary environments.

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.

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

Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series

DEFF Research Database (Denmark)

Davis, Richard A.; Mikosch, Thomas Valentin; Pfaffel, Olivier

2016-01-01

In this paper we give an asymptotic theory for the eigenvalues of the sample covariance matrix of a multivariate time series. The time series constitutes a linear process across time and between components. The input noise of the linear process has regularly varying tails with index α∈(0,4) in...... particular, the time series has infinite fourth moment. We derive the limiting behavior for the largest eigenvalues of the sample covariance matrix and show point process convergence of the normalized eigenvalues. The limiting process has an explicit form involving points of a Poisson process and eigenvalues...... of a non-negative definite matrix. Based on this convergence we derive limit theory for a host of other continuous functionals of the eigenvalues, including the joint convergence of the largest eigenvalues, the joint convergence of the largest eigenvalue and the trace of the sample covariance matrix...

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

Track Irregularity Time Series Analysis and Trend Forecasting

Directory of Open Access Journals (Sweden)

Jia Chaolong

2012-01-01

Full Text Available The combination of linear and nonlinear methods is widely used in the prediction of time series data. This paper analyzes track irregularity time series data by using gray incidence degree models and methods of data transformation, trying to find the connotative relationship between the time series data. In this paper, GM (1,1 is based on first-order, single variable linear differential equations; after an adaptive improvement and error correction, it is used to predict the long-term changing trend of track irregularity at a fixed measuring point; the stochastic linear AR, Kalman filtering model, and artificial neural network model are applied to predict the short-term changing trend of track irregularity at unit section. Both long-term and short-term changes prove that the model is effective and can achieve the expected accuracy.

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

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...

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.)

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

Application of empirical mode decomposition with local linear quantile regression in financial time series forecasting.

Science.gov (United States)

Jaber, Abobaker M; Ismail, Mohd Tahir; Altaher, Alsaidi M

2014-01-01

This paper mainly forecasts the daily closing price of stock markets. We propose a two-stage technique that combines the empirical mode decomposition (EMD) with nonparametric methods of local linear quantile (LLQ). We use the proposed technique, EMD-LLQ, to forecast two stock index time series. Detailed experiments are implemented for the proposed method, in which EMD-LPQ, EMD, and Holt-Winter methods are compared. The proposed EMD-LPQ model is determined to be superior to the EMD and Holt-Winter methods in predicting the stock closing prices.

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.

Chaotic time series prediction: From one to another

International Nuclear Information System (INIS)

Zhao Pengfei; Xing Lei; Yu Jun

2009-01-01

In this Letter, a new local linear prediction model is proposed to predict a chaotic time series of a component x(t) by using the chaotic time series of another component y(t) in the same system with x(t). Our approach is based on the phase space reconstruction coming from the Takens embedding theorem. To illustrate our results, we present an example of Lorenz system and compare with the performance of the original local linear prediction model.

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.

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

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

Real-time, adaptive machine learning for non-stationary, near chaotic gasoline engine combustion time series.

Science.gov (United States)

Vaughan, Adam; Bohac, Stanislav V

2015-10-01

Fuel efficient Homogeneous Charge Compression Ignition (HCCI) engine combustion timing predictions must contend with non-linear chemistry, non-linear physics, period doubling bifurcation(s), turbulent mixing, model parameters that can drift day-to-day, and air-fuel mixture state information that cannot typically be resolved on a cycle-to-cycle basis, especially during transients. In previous work, an abstract cycle-to-cycle mapping function coupled with ϵ-Support Vector Regression was shown to predict experimentally observed cycle-to-cycle combustion timing over a wide range of engine conditions, despite some of the aforementioned difficulties. The main limitation of the previous approach was that a partially acasual randomly sampled training dataset was used to train proof of concept offline predictions. The objective of this paper is to address this limitation by proposing a new online adaptive Extreme Learning Machine (ELM) extension named Weighted Ring-ELM. This extension enables fully causal combustion timing predictions at randomly chosen engine set points, and is shown to achieve results that are as good as or better than the previous offline method. The broader objective of this approach is to enable a new class of real-time model predictive control strategies for high variability HCCI and, ultimately, to bring HCCI's low engine-out NOx and reduced CO2 emissions to production engines. Copyright © 2015 Elsevier Ltd. All rights reserved.

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...

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...

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...

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.

Similarity estimators for irregular and age uncertain time series

Science.gov (United States)

Rehfeld, K.; Kurths, J.

2013-09-01

Paleoclimate time series are often irregularly sampled and age uncertain, which is an important technical challenge to overcome for successful reconstruction of past climate variability and dynamics. Visual comparison and interpolation-based linear correlation approaches have been used to infer dependencies from such proxy time series. While the first is subjective, not measurable and not suitable for the comparison of many datasets at a time, the latter introduces interpolation bias, and both face difficulties if the underlying dependencies are nonlinear. In this paper we investigate similarity estimators that could be suitable for the quantitative investigation of dependencies in irregular and age uncertain time series. We compare the Gaussian-kernel based cross correlation (gXCF, Rehfeld et al., 2011) and mutual information (gMI, Rehfeld et al., 2013) against their interpolation-based counterparts and the new event synchronization function (ESF). We test the efficiency of the methods in estimating coupling strength and coupling lag numerically, using ensembles of synthetic stalagmites with short, autocorrelated, linear and nonlinearly coupled proxy time series, and in the application to real stalagmite time series. In the linear test case coupling strength increases are identified consistently for all estimators, while in the nonlinear test case the correlation-based approaches fail. The lag at which the time series are coupled is identified correctly as the maximum of the similarity functions in around 60-55% (in the linear case) to 53-42% (for the nonlinear processes) of the cases when the dating of the synthetic stalagmite is perfectly precise. If the age uncertainty increases beyond 5% of the time series length, however, the true coupling lag is not identified more often than the others for which the similarity function was estimated. Age uncertainty contributes up to half of the uncertainty in the similarity estimation process. Time series irregularity

Similarity estimators for irregular and age-uncertain time series

Science.gov (United States)

Rehfeld, K.; Kurths, J.

2014-01-01

Paleoclimate time series are often irregularly sampled and age uncertain, which is an important technical challenge to overcome for successful reconstruction of past climate variability and dynamics. Visual comparison and interpolation-based linear correlation approaches have been used to infer dependencies from such proxy time series. While the first is subjective, not measurable and not suitable for the comparison of many data sets at a time, the latter introduces interpolation bias, and both face difficulties if the underlying dependencies are nonlinear. In this paper we investigate similarity estimators that could be suitable for the quantitative investigation of dependencies in irregular and age-uncertain time series. We compare the Gaussian-kernel-based cross-correlation (gXCF, Rehfeld et al., 2011) and mutual information (gMI, Rehfeld et al., 2013) against their interpolation-based counterparts and the new event synchronization function (ESF). We test the efficiency of the methods in estimating coupling strength and coupling lag numerically, using ensembles of synthetic stalagmites with short, autocorrelated, linear and nonlinearly coupled proxy time series, and in the application to real stalagmite time series. In the linear test case, coupling strength increases are identified consistently for all estimators, while in the nonlinear test case the correlation-based approaches fail. The lag at which the time series are coupled is identified correctly as the maximum of the similarity functions in around 60-55% (in the linear case) to 53-42% (for the nonlinear processes) of the cases when the dating of the synthetic stalagmite is perfectly precise. If the age uncertainty increases beyond 5% of the time series length, however, the true coupling lag is not identified more often than the others for which the similarity function was estimated. Age uncertainty contributes up to half of the uncertainty in the similarity estimation process. Time series irregularity

Koopman Operator Framework for Time Series Modeling and Analysis

Science.gov (United States)

Surana, Amit

2018-01-01

We propose an interdisciplinary framework for time series classification, forecasting, and anomaly detection by combining concepts from Koopman operator theory, machine learning, and linear systems and control theory. At the core of this framework is nonlinear dynamic generative modeling of time series using the Koopman operator which is an infinite-dimensional but linear operator. Rather than working with the underlying nonlinear model, we propose two simpler linear representations or model forms based on Koopman spectral properties. We show that these model forms are invariants of the generative model and can be readily identified directly from data using techniques for computing Koopman spectral properties without requiring the explicit knowledge of the generative model. We also introduce different notions of distances on the space of such model forms which is essential for model comparison/clustering. We employ the space of Koopman model forms equipped with distance in conjunction with classical machine learning techniques to develop a framework for automatic feature generation for time series classification. The forecasting/anomaly detection framework is based on using Koopman model forms along with classical linear systems and control approaches. We demonstrate the proposed framework for human activity classification, and for time series forecasting/anomaly detection in power grid application.

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.

Regression and regression analysis time series prediction modeling on climate data of quetta, pakistan

International Nuclear Information System (INIS)

Jafri, Y.Z.; Kamal, L.

2007-01-01

Various statistical techniques was used on five-year data from 1998-2002 of average humidity, rainfall, maximum and minimum temperatures, respectively. The relationships to regression analysis time series (RATS) were developed for determining the overall trend of these climate parameters on the basis of which forecast models can be corrected and modified. We computed the coefficient of determination as a measure of goodness of fit, to our polynomial regression analysis time series (PRATS). The correlation to multiple linear regression (MLR) and multiple linear regression analysis time series (MLRATS) were also developed for deciphering the interdependence of weather parameters. Spearman's rand correlation and Goldfeld-Quandt test were used to check the uniformity or non-uniformity of variances in our fit to polynomial regression (PR). The Breusch-Pagan test was applied to MLR and MLRATS, respectively which yielded homoscedasticity. We also employed Bartlett's test for homogeneity of variances on a five-year data of rainfall and humidity, respectively which showed that the variances in rainfall data were not homogenous while in case of humidity, were homogenous. Our results on regression and regression analysis time series show the best fit to prediction modeling on climatic data of Quetta, Pakistan. (author)

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

Binary versus non-binary information in real time series: empirical results and maximum-entropy matrix models

Science.gov (United States)

Almog, Assaf; Garlaschelli, Diego

2014-09-01

The dynamics of complex systems, from financial markets to the brain, can be monitored in terms of multiple time series of activity of the constituent units, such as stocks or neurons, respectively. While the main focus of time series analysis is on the magnitude of temporal increments, a significant piece of information is encoded into the binary projection (i.e. the sign) of such increments. In this paper we provide further evidence of this by showing strong nonlinear relations between binary and non-binary properties of financial time series. These relations are a novel quantification of the fact that extreme price increments occur more often when most stocks move in the same direction. We then introduce an information-theoretic approach to the analysis of the binary signature of single and multiple time series. Through the definition of maximum-entropy ensembles of binary matrices and their mapping to spin models in statistical physics, we quantify the information encoded into the simplest binary properties of real time series and identify the most informative property given a set of measurements. Our formalism is able to accurately replicate, and mathematically characterize, the observed binary/non-binary relations. We also obtain a phase diagram allowing us to identify, based only on the instantaneous aggregate return of a set of multiple time series, a regime where the so-called ‘market mode’ has an optimal interpretation in terms of collective (endogenous) effects, a regime where it is parsimoniously explained by pure noise, and a regime where it can be regarded as a combination of endogenous and exogenous factors. Our approach allows us to connect spin models, simple stochastic processes, and ensembles of time series inferred from partial information.

Binary versus non-binary information in real time series: empirical results and maximum-entropy matrix models

International Nuclear Information System (INIS)

Almog, Assaf; Garlaschelli, Diego

2014-01-01

The dynamics of complex systems, from financial markets to the brain, can be monitored in terms of multiple time series of activity of the constituent units, such as stocks or neurons, respectively. While the main focus of time series analysis is on the magnitude of temporal increments, a significant piece of information is encoded into the binary projection (i.e. the sign) of such increments. In this paper we provide further evidence of this by showing strong nonlinear relations between binary and non-binary properties of financial time series. These relations are a novel quantification of the fact that extreme price increments occur more often when most stocks move in the same direction. We then introduce an information-theoretic approach to the analysis of the binary signature of single and multiple time series. Through the definition of maximum-entropy ensembles of binary matrices and their mapping to spin models in statistical physics, we quantify the information encoded into the simplest binary properties of real time series and identify the most informative property given a set of measurements. Our formalism is able to accurately replicate, and mathematically characterize, the observed binary/non-binary relations. We also obtain a phase diagram allowing us to identify, based only on the instantaneous aggregate return of a set of multiple time series, a regime where the so-called ‘market mode’ has an optimal interpretation in terms of collective (endogenous) effects, a regime where it is parsimoniously explained by pure noise, and a regime where it can be regarded as a combination of endogenous and exogenous factors. Our approach allows us to connect spin models, simple stochastic processes, and ensembles of time series inferred from partial information. (paper)

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.

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.

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

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.

Estimating monotonic rates from biological data using local linear regression.

Science.gov (United States)

Olito, Colin; White, Craig R; Marshall, Dustin J; Barneche, Diego R

2017-03-01

Accessing many fundamental questions in biology begins with empirical estimation of simple monotonic rates of underlying biological processes. Across a variety of disciplines, ranging from physiology to biogeochemistry, these rates are routinely estimated from non-linear and noisy time series data using linear regression and ad hoc manual truncation of non-linearities. Here, we introduce the R package LoLinR, a flexible toolkit to implement local linear regression techniques to objectively and reproducibly estimate monotonic biological rates from non-linear time series data, and demonstrate possible applications using metabolic rate data. LoLinR provides methods to easily and reliably estimate monotonic rates from time series data in a way that is statistically robust, facilitates reproducible research and is applicable to a wide variety of research disciplines in the biological sciences. © 2017. Published by The Company of Biologists Ltd.

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...

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.

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.

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

Non-uniform multivariate embedding to assess the information transfer in cardiovascular and cardiorespiratory variability series.

Science.gov (United States)

Faes, Luca; Nollo, Giandomenico; Porta, Alberto

2012-03-01

The complexity of the short-term cardiovascular control prompts for the introduction of multivariate (MV) nonlinear time series analysis methods to assess directional interactions reflecting the underlying regulatory mechanisms. This study introduces a new approach for the detection of nonlinear Granger causality in MV time series, based on embedding the series by a sequential, non-uniform procedure, and on estimating the information flow from one series to another by means of the corrected conditional entropy. The approach is validated on short realizations of linear stochastic and nonlinear deterministic processes, and then evaluated on heart period, systolic arterial pressure and respiration variability series measured from healthy humans in the resting supine position and in the upright position after head-up tilt. Copyright © 2011 Elsevier Ltd. All rights reserved.

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.

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.

Time series linear regression of half-hourly radon levels in a residence

International Nuclear Information System (INIS)

Hull, D.A.

1990-01-01

This paper uses time series linear regression modelling to assess the impact of temperature and pressure differences on the radon measured in the basement and in the basement drain of a research house in the Princeton area of New Jersey. The models examine half-hour averages of several climate and house parameters for several periods of up to 11 days. The drain radon concentrations follow a strong diurnal pattern that shifts 12 hours in phase between the summer and the fall seasons. This shift can be linked both to the change in temperature differences between seasons and to an experiment which involved sealing the connection between the drain and the basement. We have found that both the basement and the drain radon concentrations are correlated to basement-outdoor and soil-outdoor temperature differences (the coefficient of determination varies between 0.6 and 0.8). The statistical models for the summer periods clearly describe a physical system where the basement drain pumps radon in during the night and sucks radon out during the day

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...

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 ...

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.

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.

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...

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)

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.

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

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.

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.

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....

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....

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

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.

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

Time-series-analysis techniques applied to nuclear-material accounting

International Nuclear Information System (INIS)

Pike, D.H.; Morrison, G.W.; Downing, D.J.

1982-05-01

This document is designed to introduce the reader to the applications of Time Series Analysis techniques to Nuclear Material Accountability data. Time series analysis techniques are designed to extract information from a collection of random variables ordered by time by seeking to identify any trends, patterns, or other structure in the series. Since nuclear material accountability data is a time series, one can extract more information using time series analysis techniques than by using other statistical techniques. Specifically, the objective of this document is to examine the applicability of time series analysis techniques to enhance loss detection of special nuclear materials. An introductory section examines the current industry approach which utilizes inventory differences. The error structure of inventory differences is presented. Time series analysis techniques discussed include the Shewhart Control Chart, the Cumulative Summation of Inventory Differences Statistics (CUSUM) and the Kalman Filter and Linear Smoother

Linear and non-linear Modified Gravity forecasts with future surveys

Science.gov (United States)

Casas, Santiago; Kunz, Martin; Martinelli, Matteo; Pettorino, Valeria

2017-12-01

Modified Gravity theories generally affect the Poisson equation and the gravitational slip in an observable way, that can be parameterized by two generic functions (η and μ) of time and space. We bin their time dependence in redshift and present forecasts on each bin for future surveys like Euclid. We consider both Galaxy Clustering and Weak Lensing surveys, showing the impact of the non-linear regime, with two different semi-analytical approximations. In addition to these future observables, we use a prior covariance matrix derived from the Planck observations of the Cosmic Microwave Background. In this work we neglect the information from the cross correlation of these observables, and treat them as independent. Our results show that η and μ in different redshift bins are significantly correlated, but including non-linear scales reduces or even eliminates the correlation, breaking the degeneracy between Modified Gravity parameters and the overall amplitude of the matter power spectrum. We further apply a Zero-phase Component Analysis and identify which combinations of the Modified Gravity parameter amplitudes, in different redshift bins, are best constrained by future surveys. We extend the analysis to two particular parameterizations of μ and η and consider, in addition to Euclid, also SKA1, SKA2, DESI: we find in this case that future surveys will be able to constrain the current values of η and μ at the 2-5% level when using only linear scales (wavevector k < 0 . 15 h/Mpc), depending on the specific time parameterization; sensitivity improves to about 1% when non-linearities are included.

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.

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...

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.

Linear-Time Non-Malleable Codes in the Bit-Wise Independent Tampering Model

DEFF Research Database (Denmark)

Cramer, Ronald; Damgård, Ivan Bjerre; Döttling, Nico

Non-malleable codes were introduced by Dziembowski et al. (ICS 2010) as coding schemes that protect a message against tampering attacks. Roughly speaking, a code is non-malleable if decoding an adversarially tampered encoding of a message m produces the original message m or a value m' (eventuall...... non-malleable codes of Agrawal et al. (TCC 2015) and of Cher- aghchi and Guruswami (TCC 2014) and improves the previous result in the bit-wise tampering model: it builds the first non-malleable codes with linear-time complexity and optimal-rate (i.e. rate 1 - o(1)).......Non-malleable codes were introduced by Dziembowski et al. (ICS 2010) as coding schemes that protect a message against tampering attacks. Roughly speaking, a code is non-malleable if decoding an adversarially tampered encoding of a message m produces the original message m or a value m' (eventually...... abort) completely unrelated with m. It is known that non-malleability is possible only for restricted classes of tampering functions. Since their introduction, a long line of works has established feasibility results of non-malleable codes against different families of tampering functions. However...

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.

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.

Nonlinear time series theory, methods and applications with R examples

CERN Document Server

Douc, Randal; Stoffer, David

2014-01-01

FOUNDATIONSLinear ModelsStochastic Processes The Covariance World Linear Processes The Multivariate Cases Numerical Examples ExercisesLinear Gaussian State Space Models Model Basics Filtering, Smoothing, and Forecasting Maximum Likelihood Estimation Smoothing Splines and the Kalman Smoother Asymptotic Distribution of the MLE Missing Data Modifications Structural Component Models State-Space Models with Correlated Errors Exercises Beyond Linear ModelsNonlinear Non-Gaussian Data Volterra Series Expansion Cumulants and Higher-Order Spectra Bilinear Models Conditionally Heteroscedastic Models Thre

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.

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-.

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.

Linear time series modeling of GPS-derived TEC observations over the Indo-Thailand region

Science.gov (United States)

Suraj, Puram Sai; Kumar Dabbakuti, J. R. K.; Chowdhary, V. Rajesh; Tripathi, Nitin K.; Ratnam, D. Venkata

2017-12-01

This paper proposes a linear time series model to represent the climatology of the ionosphere and to investigate the characteristics of hourly averaged total electron content (TEC). The GPS-TEC observation data at the Bengaluru international global navigation satellite system (GNSS) service (IGS) station (geographic 13.02°N , 77.57°E ; geomagnetic latitude 4.4°N ) have been utilized for processing the TEC data during an extended period (2009-2016) in the 24{th} solar cycle. Solar flux F10.7p index, geomagnetic Ap index, and periodic oscillation factors have been considered to construct a linear TEC model. It is evident from the results that solar activity effect on TEC is high. It reaches the maximum value (˜ 40 TECU) during the high solar activity (HSA) year (2014) and minimum value (˜ 15 TECU) during the low solar activity (LSA) year (2009). The larger magnitudes of semiannual variations are observed during the HSA periods. The geomagnetic effect on TEC is relatively low, with the highest being ˜ 4 TECU (March 2015). The magnitude of periodic variations can be seen more significantly during HSA periods (2013-2015) and less during LSA periods (2009-2011). The correlation coefficient of 0.89 between the observations and model-based estimations has been found. The RMSE between the observed TEC and model TEC values is 4.0 TECU (linear model) and 4.21 TECU (IRI2016 Model). Further, the linear TEC model has been validated at different latitudes over the northern low-latitude region. The solar component (F10.7p index) value decreases with an increase in latitude. The magnitudes of the periodic component become less significant with the increase in latitude. The influence of geomagnetic component becomes less significant at Lucknow GNSS station (26.76°N, 80.88°E) when compared to other GNSS stations. The hourly averaged TEC values have been considered and ionospheric features are well recovered with linear TEC model.

IceTrendr: a linear time-series approach to monitoring glacier environments using Landsat

Science.gov (United States)

Nelson, P.; Kennedy, R. E.; Nolin, A. W.; Hughes, J. M.; Braaten, J.

2017-12-01

Arctic glaciers in Alaska and Canada have experienced some of the greatest ice mass loss of any region in recent decades. A challenge to understanding these changing ecosystems, however, is developing globally-consistent, multi-decadal monitoring of glacier ice. We present a toolset and approach that captures, labels, and maps glacier change for use in climate science, hydrology, and Earth science education using Landsat Time Series (LTS). The core step is "temporal segmentation," wherein a yearly LTS is cleaned using pre-processing steps, converted to a snow/ice index, and then simplified into the salient shape of the change trajectory ("temporal signature") using linear segmentation. Such signatures can be characterized as simple `stable' or `transition of glacier ice to rock' to more complex multi-year changes like `transition of glacier ice to debris-covered glacier ice to open water to bare rock to vegetation'. This pilot study demonstrates the potential for interactively mapping, visualizing, and labeling glacier changes. What is truly innovative is that IceTrendr not only maps the changes but also uses expert knowledge to label the changes and such labels can be applied to other glaciers exhibiting statistically similar temporal signatures. Our key findings are that the IceTrendr concept and software can provide important functionality for glaciologists and educators interested in studying glacier changes during the Landsat TM timeframe (1984-present). Issues of concern with using dense Landsat time-series approaches for glacier monitoring include many missing images during the period 1984-1995 and that automated cloud mask are challenged and require the user to manually identify cloud-free images. IceTrendr is much more than just a simple "then and now" approach to glacier mapping. This process is a means of integrating the power of computing, remote sensing, and expert knowledge to "tell the story" of glacier changes.

On the non-stationarity of financial time series: impact on optimal portfolio selection

International Nuclear Information System (INIS)

Livan, Giacomo; Inoue, Jun-ichi; Scalas, Enrico

2012-01-01

We investigate the possible drawbacks of employing the standard Pearson estimator to measure correlation coefficients between financial stocks in the presence of non-stationary behavior, and we provide empirical evidence against the well-established common knowledge that using longer price time series provides better, more accurate, correlation estimates. Then, we investigate the possible consequences of instabilities in empirical correlation coefficient measurements on optimal portfolio selection. We rely on previously published works which provide a framework allowing us to take into account possible risk underestimations due to the non-optimality of the portfolio weights being used in order to distinguish such non-optimality effects from risk underestimations genuinely due to non-stationarities. We interpret such results in terms of instabilities in some spectral properties of portfolio correlation matrices. (paper)

Non-linear frequency response of non-isothermal adsorption controlled by micropore diffusion with variable diffusivity

Directory of Open Access Journals (Sweden)

MENKA PETKOVSKA

2000-12-01

Full Text Available The concept of higher order frequency response functions (FRFs is used for the analysis of non-linear adsorption kinetics on a particle scale, for the case of non-isothermal micropore diffusion with variable diffusivity. Six series of FRFs are defined for the general non-isothermal case. A non-linerar mathematical model is postulated and the first and second order FRFs derived and simulated. A variable diffusivity influences the shapes of the second order FRFs relating the sorbate concentration in the solid phase and t he gas pressure significantly, but they still keep their characteristics which can be used for discrimination of this from other kinetic mechanisms. It is also shown that first and second order particle FRFs offter sufficient information for an easy and fast estimation of all model parameters, including those defining the system non-linearity.

On spurious detection of linear response and misuse of the fluctuation-dissipation theorem in finite time series

Science.gov (United States)

Gottwald, Georg A.; Wormell, J. P.; Wouters, Jeroen

2016-09-01

Using a sensitive statistical test we determine whether or not one can detect the breakdown of linear response given observations of deterministic dynamical systems. A goodness-of-fit statistics is developed for a linear statistical model of the observations, based on results for central limit theorems for deterministic dynamical systems, and used to detect linear response breakdown. We apply the method to discrete maps which do not obey linear response and show that the successful detection of breakdown depends on the length of the time series, the magnitude of the perturbation and on the choice of the observable. We find that in order to reliably reject the assumption of linear response for typical observables sufficiently large data sets are needed. Even for simple systems such as the logistic map, one needs of the order of 106 observations to reliably detect the breakdown with a confidence level of 95 %; if less observations are available one may be falsely led to conclude that linear response theory is valid. The amount of data required is larger the smaller the applied perturbation. For judiciously chosen observables the necessary amount of data can be drastically reduced, but requires detailed a priori knowledge about the invariant measure which is typically not available for complex dynamical systems. Furthermore we explore the use of the fluctuation-dissipation theorem (FDT) in cases with limited data length or coarse-graining of observations. The FDT, if applied naively to a system without linear response, is shown to be very sensitive to the details of the sampling method, resulting in erroneous predictions of the response.

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)

EDITORIAL: Non-linear and non-Gaussian cosmological perturbations Non-linear and non-Gaussian cosmological perturbations

Science.gov (United States)

Sasaki, Misao; Wands, David

2010-06-01

In recent years there has been a resurgence of interest in the study of non-linear perturbations of cosmological models. This has been the result of both theoretical developments and observational advances. New theoretical challenges arise at second and higher order due to mode coupling and the need to develop new gauge-invariant variables beyond first order. In particular, non-linear interactions lead to deviations from a Gaussian distribution of primordial perturbations even if initial vacuum fluctuations are exactly Gaussian. These non-Gaussianities provide an important probe of models for the origin of structure in the very early universe. We now have a detailed picture of the primordial distribution of matter from surveys of the cosmic microwave background, notably NASA's WMAP satellite. The situation will continue to improve with future data from the ESA Planck satellite launched in 2009. To fully exploit these data cosmologists need to extend non-linear cosmological perturbation theory beyond the linear theory that has previously been sufficient on cosmological scales. Another recent development has been the realization that large-scale structure, revealed in high-redshift galaxy surveys, could also be sensitive to non-linearities in the primordial curvature perturbation. This focus section brings together a collection of invited papers which explore several topical issues in this subject. We hope it will be of interest to theoretical physicists and astrophysicists alike interested in understanding and interpreting recent developments in cosmological perturbation theory and models of the early universe. Of course it is only an incomplete snapshot of a rapidly developing field and we hope the reader will be inspired to read further work on the subject and, perhaps, fill in some of the missing pieces. This focus section is dedicated to the memory of Lev Kofman (1957-2009), an enthusiastic pioneer of inflationary cosmology and non-Gaussian perturbations.

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

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

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...

Linear engine development for series hybrid electric vehicles

Science.gov (United States)

Toth-Nagy, Csaba

This dissertation argues that diminishing oil reserves, concern over global climate change, and desire to improve ambient air quality all demand the development of environment-friendly personal transportation. In certain applications, series hybrid electric vehicles offer an attractive solution to reducing fuel consumption and emissions. Furthermore, linear engines are emerging as a powerplant suited to series HEV applications. In this dissertation, a linear engine/alternator was considered as the auxiliary power unit of a range extender series hybrid electric vehicle. A prototype linear engine/alternator was developed, constructed and tested at West Virginia University. The engine was a 2-stroke, 2-cylinder, dual piston, direct injection, diesel engine. Experiment on the engine was performed to study its behavior. The study variables included mass of the translator, amount of fuel injected, injection timing, load, and stroke with operating frequency and mechanical efficiency as the basis of comparison. The linear engine was analyzed in detail and a simple simulation model was constructed to compare the trends of simulation with the experimental data and to expand on the area where the experimental data were lacking. The simulation was based on a simple and analytical model, rather than a detailed and intensely numerical one. The experimental and theoretical data showed similar trends. Increasing translator mass decreased the operating frequency and increased compression ratio. Larger mass and increased compression ratio improved the ability of the engine to sustain operation and the engine was able to idle on less fuel injected into the cylinder. Increasing the stroke length caused the operating frequency to drop. Increasing fueling or decreasing the load resulted in increased operating frequency. This projects the possibility of using the operating frequency as an input for feedback control of the engine. Injection timing was varied to investigate two different

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...

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.

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.

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.

Automated classification of Permanent Scatterers time-series based on statistical characterization tests

Science.gov (United States)

Berti, Matteo; Corsini, Alessandro; Franceschini, Silvia; Iannacone, Jean Pascal

2013-04-01

time series are typically affected by a significant noise to signal ratio. The results of the analysis show that even with such a rough-quality dataset, our automated classification procedure can greatly improve radar interpretation of mass movements. In general, uncorrelated PS (type 0) are concentrated in flat areas such as fluvial terraces and valley bottoms, and along stable watershed divides; linear PS (type 1) are mainly located on slopes (both inside or outside mapped landslides) or near the edge of scarps or steep slopes; non-linear PS (types 2 to 5) typically fall inside landslide deposits or in the surrounding areas. The spatial distribution of classified PS allows to detect deformation phenomena not visible by considering the average velocity alone, and provide important information on the temporal evolution of the phenomena such as acceleration, deceleration, seasonal fluctuations, abrupt or continuous changes of the displacement rate. Based on these encouraging results we integrated all the classification algorithms into a Graphical User Interface (called PSTime) which is freely available as a standalone application.

Predicting long-term catchment nutrient export: the use of nonlinear time series models

Science.gov (United States)

Valent, Peter; Howden, Nicholas J. K.; Szolgay, Jan; Komornikova, Magda

2010-05-01

After the Second World War the nitrate concentrations in European water bodies changed significantly as the result of increased nitrogen fertilizer use and changes in land use. However, in the last decades, as a consequence of the implementation of nitrate-reducing measures in Europe, the nitrate concentrations in water bodies slowly decrease. This causes that the mean and variance of the observed time series also changes with time (nonstationarity and heteroscedascity). In order to detect changes and properly describe the behaviour of such time series by time series analysis, linear models (such as autoregressive (AR), moving average (MA) and autoregressive moving average models (ARMA)), are no more suitable. Time series with sudden changes in statistical characteristics can cause various problems in the calibration of traditional water quality models and thus give biased predictions. Proper statistical analysis of these non-stationary and heteroscedastic time series with the aim of detecting and subsequently explaining the variations in their statistical characteristics requires the use of nonlinear time series models. This information can be then used to improve the model building and calibration of conceptual water quality model or to select right calibration periods in order to produce reliable predictions. The objective of this contribution is to analyze two long time series of nitrate concentrations of the rivers Ouse and Stour with advanced nonlinear statistical modelling techniques and compare their performance with traditional linear models of the ARMA class in order to identify changes in the time series characteristics. The time series were analysed with nonlinear models with multiple regimes represented by self-exciting threshold autoregressive (SETAR) and Markov-switching models (MSW). The analysis showed that, based on the value of residual sum of squares (RSS) in both datasets, SETAR and MSW models described the time-series better than models of the

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

Impact of non-white noises in pulse amplitude measurements: a time-domain approach

International Nuclear Information System (INIS)

Pullia, A.

1998-01-01

The contribution of the 1/f-noise to the spectral line broadening in pulse amplitude measurements is derived with a time-domain analysis. The known time-domain relationships which provide the contributions of the series and parallel white noises are generalised for the case of 1/f and other typical non-white noises, by using the fractional derivative of either the system impulse response (time-invariant linear filters) or its weight function folded (time-variant linear filters). It is shown that a time-domain approach is also effective to determine the contribution of Lorentzian noises. A simple rule suitable to derive numerically the fractional derivative is given, which permits to calculate the effect of non-white noises even when the filter impulse response is not known analytically but only in sampled form. (orig.)

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

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

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 ...

Non-local quasi-linear parabolic equations

International Nuclear Information System (INIS)

Amann, H

2005-01-01

This is a survey of the most common approaches to quasi-linear parabolic evolution equations, a discussion of their advantages and drawbacks, and a presentation of an entirely new approach based on maximal L p regularity. The general results here apply, above all, to parabolic initial-boundary value problems that are non-local in time. This is illustrated by indicating their relevance for quasi-linear parabolic equations with memory and, in particular, for time-regularized versions of the Perona-Malik equation of image processing

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.)

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.

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

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

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

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

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)

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.)

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.

Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives

NARCIS (Netherlands)

Durbin, J.; Koopman, S.J.M.

1998-01-01

The analysis of non-Gaussian time series using state space models is considered from both classical and Bayesian perspectives. The treatment in both cases is based on simulation using importance sampling and antithetic variables; Monte Carlo Markov chain methods are not employed. Non-Gaussian

Genetic design of interpolated non-linear controllers for linear plants

International Nuclear Information System (INIS)

Ajlouni, N.

2000-01-01

The techniques of genetic algorithms are proposed as a means of designing non-linear PID control systems. It is shown that the use of genetic algorithms for this purpose results in highly effective non-linear PID control systems. These results are illustrated by using genetic algorithms to design a non-linear PID control system and contrasting the results with an optimally tuned linear PID controller. (author)

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.

Time-dependent switched discrete-time linear systems control and filtering

CERN Document Server

Zhang, Lixian; Shi, Peng; Lu, Qiugang

2016-01-01

This book focuses on the basic control and filtering synthesis problems for discrete-time switched linear systems under time-dependent switching signals. Chapter 1, as an introduction of the book, gives the backgrounds and motivations of switched systems, the definitions of the typical time-dependent switching signals, the differences and links to other types of systems with hybrid characteristics and a literature review mainly on the control and filtering for the underlying systems. By summarizing the multiple Lyapunov-like functions (MLFs) approach in which different requirements on comparisons of Lyapunov function values at switching instants, a series of methodologies are developed for the issues on stability and stabilization, and l2-gain performance or tube-based robustness for l∞ disturbance, respectively, in Chapters 2 and 3. Chapters 4 and 5 are devoted to the control and filtering problems for the time-dependent switched linear systems with either polytopic uncertainties or measurable time-varying...

Developing a complex independent component analysis technique to extract non-stationary patterns from geophysical time-series

Science.gov (United States)

Forootan, Ehsan; Kusche, Jürgen

2016-04-01

Geodetic/geophysical observations, such as the time series of global terrestrial water storage change or sea level and temperature change, represent samples of physical processes and therefore contain information about complex physical interactionswith many inherent time scales. Extracting relevant information from these samples, for example quantifying the seasonality of a physical process or its variability due to large-scale ocean-atmosphere interactions, is not possible by rendering simple time series approaches. In the last decades, decomposition techniques have found increasing interest for extracting patterns from geophysical observations. Traditionally, principal component analysis (PCA) and more recently independent component analysis (ICA) are common techniques to extract statistical orthogonal (uncorrelated) and independent modes that represent the maximum variance of observations, respectively. PCA and ICA can be classified as stationary signal decomposition techniques since they are based on decomposing the auto-covariance matrix or diagonalizing higher (than two)-order statistical tensors from centered time series. However, the stationary assumption is obviously not justifiable for many geophysical and climate variables even after removing cyclic components e.g., the seasonal cycles. In this paper, we present a new decomposition method, the complex independent component analysis (CICA, Forootan, PhD-2014), which can be applied to extract to non-stationary (changing in space and time) patterns from geophysical time series. Here, CICA is derived as an extension of real-valued ICA (Forootan and Kusche, JoG-2012), where we (i) define a new complex data set using a Hilbert transformation. The complex time series contain the observed values in their real part, and the temporal rate of variability in their imaginary part. (ii) An ICA algorithm based on diagonalization of fourth-order cumulants is then applied to decompose the new complex data set in (i

A four-stage hybrid model for hydrological time series forecasting.

Science.gov (United States)

Di, Chongli; Yang, Xiaohua; Wang, Xiaochao

2014-01-01

Hydrological time series forecasting remains a difficult task due to its complicated nonlinear, non-stationary and multi-scale characteristics. To solve this difficulty and improve the prediction accuracy, a novel four-stage hybrid model is proposed for hydrological time series forecasting based on the principle of 'denoising, decomposition and ensemble'. The proposed model has four stages, i.e., denoising, decomposition, components prediction and ensemble. In the denoising stage, the empirical mode decomposition (EMD) method is utilized to reduce the noises in the hydrological time series. Then, an improved method of EMD, the ensemble empirical mode decomposition (EEMD), is applied to decompose the denoised series into a number of intrinsic mode function (IMF) components and one residual component. Next, the radial basis function neural network (RBFNN) is adopted to predict the trend of all of the components obtained in the decomposition stage. In the final ensemble prediction stage, the forecasting results of all of the IMF and residual components obtained in the third stage are combined to generate the final prediction results, using a linear neural network (LNN) model. For illustration and verification, six hydrological cases with different characteristics are used to test the effectiveness of the proposed model. The proposed hybrid model performs better than conventional single models, the hybrid models without denoising or decomposition and the hybrid models based on other methods, such as the wavelet analysis (WA)-based hybrid models. In addition, the denoising and decomposition strategies decrease the complexity of the series and reduce the difficulties of the forecasting. With its effective denoising and accurate decomposition ability, high prediction precision and wide applicability, the new model is very promising for complex time series forecasting. This new forecast model is an extension of nonlinear prediction models.

A Four-Stage Hybrid Model for Hydrological Time Series Forecasting

Science.gov (United States)

Di, Chongli; Yang, Xiaohua; Wang, Xiaochao

2014-01-01

Hydrological time series forecasting remains a difficult task due to its complicated nonlinear, non-stationary and multi-scale characteristics. To solve this difficulty and improve the prediction accuracy, a novel four-stage hybrid model is proposed for hydrological time series forecasting based on the principle of ‘denoising, decomposition and ensemble’. The proposed model has four stages, i.e., denoising, decomposition, components prediction and ensemble. In the denoising stage, the empirical mode decomposition (EMD) method is utilized to reduce the noises in the hydrological time series. Then, an improved method of EMD, the ensemble empirical mode decomposition (EEMD), is applied to decompose the denoised series into a number of intrinsic mode function (IMF) components and one residual component. Next, the radial basis function neural network (RBFNN) is adopted to predict the trend of all of the components obtained in the decomposition stage. In the final ensemble prediction stage, the forecasting results of all of the IMF and residual components obtained in the third stage are combined to generate the final prediction results, using a linear neural network (LNN) model. For illustration and verification, six hydrological cases with different characteristics are used to test the effectiveness of the proposed model. The proposed hybrid model performs better than conventional single models, the hybrid models without denoising or decomposition and the hybrid models based on other methods, such as the wavelet analysis (WA)-based hybrid models. In addition, the denoising and decomposition strategies decrease the complexity of the series and reduce the difficulties of the forecasting. With its effective denoising and accurate decomposition ability, high prediction precision and wide applicability, the new model is very promising for complex time series forecasting. This new forecast model is an extension of nonlinear prediction models. PMID:25111782

Linear and non-linear simulation of joints contact surface using ...

African Journals Online (AJOL)

The joint modelling including non-linear effects needs accurate and precise study of their behaviors. When joints are under the dynamic loading, micro, macro- slip happens in contact surface which is non-linear reason of the joint contact surface. The non-linear effects of joint contact surface on total behavior of structure are ...

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.

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

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....

Linearization and Control of Series-Series Compensated Inductive Power Transfer System Based on Extended Describing Function Concept

Directory of Open Access Journals (Sweden)

Kunwar Aditya

2016-11-01

Full Text Available The extended describing function (EDF is a well-known method for modelling resonant converters due to its high accuracy. However, it requires complex mathematical formulation effort. This paper presents a simplified non-linear mathematical model of series-series (SS compensated inductive power transfer (IPT system, considering zero-voltage switching in the inverter. This simplified mathematical model permits the user to derive the small-signal model using the EDF method, with less computational effort, while maintaining the accuracy of an actual physical model. The derived model has been verified using a frequency sweep method in PLECS. The small-signal model has been used to design the voltage loop controller for a SS compensated IPT system. The designed controller was implemented on a 3.6 kW experimental setup, to test its robustness.

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.

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

A discrete homotopy perturbation method for non-linear Schrodinger equation

Directory of Open Access Journals (Sweden)

H. A. Wahab

2015-12-01

Full Text Available A general analysis is made by homotopy perturbation method while taking the advantages of the initial guess, appearance of the embedding parameter, different choices of the linear operator to the approximated solution to the non-linear Schrodinger equation. We are not dependent upon the Adomian polynomials and find the linear forms of the components without these calculations. The discretised forms of the nonlinear Schrodinger equation allow us whether to apply any numerical technique on the discritisation forms or proceed for perturbation solution of the problem. The discretised forms obtained by constructed homotopy provide the linear parts of the components of the solution series and hence a new discretised form is obtained. The general discretised form for the NLSE allows us to choose any initial guess and the solution in the closed form.

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

Multiresolution analysis of Bursa Malaysia KLCI time series

Science.gov (United States)

Ismail, Mohd Tahir; Dghais, Amel Abdoullah Ahmed

2017-05-01

In general, a time series is simply a sequence of numbers collected at regular intervals over a period. Financial time series data processing is concerned with the theory and practice of processing asset price over time, such as currency, commodity data, and stock market data. The primary aim of this study is to understand the fundamental characteristics of selected financial time series by using the time as well as the frequency domain analysis. After that prediction can be executed for the desired system for in sample forecasting. In this study, multiresolution analysis which the assist of discrete wavelet transforms (DWT) and maximal overlap discrete wavelet transform (MODWT) will be used to pinpoint special characteristics of Bursa Malaysia KLCI (Kuala Lumpur Composite Index) daily closing prices and return values. In addition, further case study discussions include the modeling of Bursa Malaysia KLCI using linear ARIMA with wavelets to address how multiresolution approach improves fitting and forecasting results.

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.

A wavelet method for modeling and despiking motion artifacts from resting-state fMRI time series

Science.gov (United States)

Patel, Ameera X.; Kundu, Prantik; Rubinov, Mikail; Jones, P. Simon; Vértes, Petra E.; Ersche, Karen D.; Suckling, John; Bullmore, Edward T.

2014-01-01

The impact of in-scanner head movement on functional magnetic resonance imaging (fMRI) signals has long been established as undesirable. These effects have been traditionally corrected by methods such as linear regression of head movement parameters. However, a number of recent independent studies have demonstrated that these techniques are insufficient to remove motion confounds, and that even small movements can spuriously bias estimates of functional connectivity. Here we propose a new data-driven, spatially-adaptive, wavelet-based method for identifying, modeling, and removing non-stationary events in fMRI time series, caused by head movement, without the need for data scrubbing. This method involves the addition of just one extra step, the Wavelet Despike, in standard pre-processing pipelines. With this method, we demonstrate robust removal of a range of different motion artifacts and motion-related biases including distance-dependent connectivity artifacts, at a group and single-subject level, using a range of previously published and new diagnostic measures. The Wavelet Despike is able to accommodate the substantial spatial and temporal heterogeneity of motion artifacts and can consequently remove a range of high and low frequency artifacts from fMRI time series, that may be linearly or non-linearly related to physical movements. Our methods are demonstrated by the analysis of three cohorts of resting-state fMRI data, including two high-motion datasets: a previously published dataset on children (N = 22) and a new dataset on adults with stimulant drug dependence (N = 40). We conclude that there is a real risk of motion-related bias in connectivity analysis of fMRI data, but that this risk is generally manageable, by effective time series denoising strategies designed to attenuate synchronized signal transients induced by abrupt head movements. The Wavelet Despiking software described in this article is freely available for download at www

Long-memory time series theory and methods

CERN Document Server

Palma, Wilfredo

2007-01-01

Wilfredo Palma, PhD, is Chairman and Professor of Statistics in the Department of Statistics at Pontificia Universidad Católica de Chile. Dr. Palma has published several refereed articles and has received over a dozen academic honors and awards. His research interests include time series analysis, prediction theory, state space systems, linear models, and econometrics.

Drunk driving detection based on classification of multivariate time series.

Science.gov (United States)

Li, Zhenlong; Jin, Xue; Zhao, Xiaohua

2015-09-01

This paper addresses the problem of detecting drunk driving based on classification of multivariate time series. First, driving performance measures were collected from a test in a driving simulator located in the Traffic Research Center, Beijing University of Technology. Lateral position and steering angle were used to detect drunk driving. Second, multivariate time series analysis was performed to extract the features. A piecewise linear representation was used to represent multivariate time series. A bottom-up algorithm was then employed to separate multivariate time series. The slope and time interval of each segment were extracted as the features for classification. Third, a support vector machine classifier was used to classify driver's state into two classes (normal or drunk) according to the extracted features. The proposed approach achieved an accuracy of 80.0%. Drunk driving detection based on the analysis of multivariate time series is feasible and effective. The approach has implications for drunk driving detection. Copyright © 2015 Elsevier Ltd and National Safety Council. All rights reserved.

Forecasting electricity spot-prices using linear univariate time-series models

International Nuclear Information System (INIS)

Cuaresma, Jesus Crespo; Hlouskova, Jaroslava; Kossmeier, Stephan; Obersteiner, Michael

2004-01-01

This paper studies the forecasting abilities of a battery of univariate models on hourly electricity spot prices, using data from the Leipzig Power Exchange. The specifications studied include autoregressive models, autoregressive-moving average models and unobserved component models. The results show that specifications, where each hour of the day is modelled separately present uniformly better forecasting properties than specifications for the whole time-series, and that the inclusion of simple probabilistic processes for the arrival of extreme price events can lead to improvements in the forecasting abilities of univariate models for electricity spot prices. (Author)

Answers to selected problems in multivariable calculus with linear algebra and series

CERN Document Server

Trench, William F

1972-01-01

Answers to Selected Problems in Multivariable Calculus with Linear Algebra and Series contains the answers to selected problems in linear algebra, the calculus of several variables, and series. Topics covered range from vectors and vector spaces to linear matrices and analytic geometry, as well as differential calculus of real-valued functions. Theorems and definitions are included, most of which are followed by worked-out illustrative examples.The problems and corresponding solutions deal with linear equations and matrices, including determinants; vector spaces and linear transformations; eig

Is the local linearity of space-time inherited from the linearity of probabilities?

Science.gov (United States)

Müller, Markus P.; Carrozza, Sylvain; Höhn, Philipp A.

2017-02-01

The appearance of linear spaces, describing physical quantities by vectors and tensors, is ubiquitous in all of physics, from classical mechanics to the modern notion of local Lorentz invariance. However, as natural as this seems to the physicist, most computer scientists would argue that something like a ‘local linear tangent space’ is not very typical and in fact a quite surprising property of any conceivable world or algorithm. In this paper, we take the perspective of the computer scientist seriously, and ask whether there could be any inherently information-theoretic reason to expect this notion of linearity to appear in physics. We give a series of simple arguments, spanning quantum information theory, group representation theory, and renormalization in quantum gravity, that supports a surprising thesis: namely, that the local linearity of space-time might ultimately be a consequence of the linearity of probabilities. While our arguments involve a fair amount of speculation, they have the virtue of being independent of any detailed assumptions on quantum gravity, and they are in harmony with several independent recent ideas on emergent space-time in high-energy physics.

Is the local linearity of space-time inherited from the linearity of probabilities?

International Nuclear Information System (INIS)

Müller, Markus P; Carrozza, Sylvain; Höhn, Philipp A

2017-01-01

The appearance of linear spaces, describing physical quantities by vectors and tensors, is ubiquitous in all of physics, from classical mechanics to the modern notion of local Lorentz invariance. However, as natural as this seems to the physicist, most computer scientists would argue that something like a ‘local linear tangent space’ is not very typical and in fact a quite surprising property of any conceivable world or algorithm. In this paper, we take the perspective of the computer scientist seriously, and ask whether there could be any inherently information-theoretic reason to expect this notion of linearity to appear in physics. We give a series of simple arguments, spanning quantum information theory, group representation theory, and renormalization in quantum gravity, that supports a surprising thesis: namely, that the local linearity of space-time might ultimately be a consequence of the linearity of probabilities. While our arguments involve a fair amount of speculation, they have the virtue of being independent of any detailed assumptions on quantum gravity, and they are in harmony with several independent recent ideas on emergent space-time in high-energy physics. (paper)

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.

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...

Time series pCO2 at a coastal mooring: Internal consistency, seasonal cycles, and interannual variability

Science.gov (United States)

Reimer, Janet J.; Cai, Wei-Jun; Xue, Liang; Vargas, Rodrigo; Noakes, Scott; Hu, Xinping; Signorini, Sergio R.; Mathis, Jeremy T.; Feely, Richard A.; Sutton, Adrienne J.; Sabine, Christopher; Musielewicz, Sylvia; Chen, Baoshan; Wanninkhof, Rik

2017-08-01

Marine carbonate system monitoring programs often consist of multiple observational methods that include underway cruise data, moored autonomous time series, and discrete water bottle samples. Monitored parameters include all, or some of the following: partial pressure of CO2 of the water (pCO2w) and air, dissolved inorganic carbon (DIC), total alkalinity (TA), and pH. Any combination of at least two of the aforementioned parameters can be used to calculate the others. In this study at the Gray's Reef (GR) mooring in the South Atlantic Bight (SAB) we: examine the internal consistency of pCO2w from underway cruise, moored autonomous time series, and calculated from bottle samples (DIC-TA pairing); describe the seasonal to interannual pCO2w time series variability and air-sea flux (FCO2), as well as describe the potential sources of pCO2w variability; and determine the source/sink for atmospheric pCO2. Over the 8.5 years of GR mooring time series, mooring-underway and mooring-bottle calculated-pCO2w strongly correlate with r-values > 0.90. pCO2w and FCO2 time series follow seasonal thermal patterns; however, seasonal non-thermal processes, such as terrestrial export, net biological production, and air-sea exchange also influence variability. The linear slope of time series pCO2w increases by 5.2 ± 1.4 μatm y-1 with FCO2 increasing 51-70 mmol m-2 y-1. The net FCO2 sign can switch interannually with the magnitude varying greatly. Non-thermal pCO2w is also increasing over the time series, likely indicating that terrestrial export and net biological processes drive the long term pCO2w increase.

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.

A Fast Multi-layer Subnetwork Connection Method for Time Series InSAR Technique

Directory of Open Access Journals (Sweden)

WU Hong'an

2016-10-01

Full Text Available Nowadays, times series interferometric synthetic aperture radar (InSAR technique has been widely used in ground deformation monitoring, especially in urban areas where lots of stable point targets can be detected. However, in standard time series InSAR technique, affected by atmospheric correlation distance and the threshold of linear model coherence, the Delaunay triangulation for connecting point targets can be easily separated into many discontinuous subnetworks. Thus it is difficult to retrieve ground deformation in non-urban areas. In order to monitor ground deformation in large areas efficiently, a novel multi-layer subnetwork connection (MLSC method is proposed for connecting all subnetworks. The advantage of the method is that it can quickly reduce the number of subnetworks with valid edges layer-by-layer. This method is compared with the existing complex network connecting mehod. The experimental results demonstrate that the data processing time of the proposed method is only 32.56% of the latter one.

Linear versus non-linear supersymmetry, in general

Energy Technology Data Exchange (ETDEWEB)

Ferrara, Sergio [Theoretical Physics Department, CERN,CH-1211 Geneva 23 (Switzerland); INFN - Laboratori Nazionali di Frascati,Via Enrico Fermi 40, I-00044 Frascati (Italy); Department of Physics and Astronomy, UniversityC.L.A.,Los Angeles, CA 90095-1547 (United States); Kallosh, Renata [SITP and Department of Physics, Stanford University,Stanford, California 94305 (United States); Proeyen, Antoine Van [Institute for Theoretical Physics, Katholieke Universiteit Leuven,Celestijnenlaan 200D, B-3001 Leuven (Belgium); Wrase, Timm [Institute for Theoretical Physics, Technische Universität Wien,Wiedner Hauptstr. 8-10, A-1040 Vienna (Austria)

2016-04-12

We study superconformal and supergravity models with constrained superfields. The underlying version of such models with all unconstrained superfields and linearly realized supersymmetry is presented here, in addition to the physical multiplets there are Lagrange multiplier (LM) superfields. Once the equations of motion for the LM superfields are solved, some of the physical superfields become constrained. The linear supersymmetry of the original models becomes non-linearly realized, its exact form can be deduced from the original linear supersymmetry. Known examples of constrained superfields are shown to require the following LM’s: chiral superfields, linear superfields, general complex superfields, some of them are multiplets with a spin.

Linear versus non-linear supersymmetry, in general

International Nuclear Information System (INIS)

Ferrara, Sergio; Kallosh, Renata; Proeyen, Antoine Van; Wrase, Timm

2016-01-01

We study superconformal and supergravity models with constrained superfields. The underlying version of such models with all unconstrained superfields and linearly realized supersymmetry is presented here, in addition to the physical multiplets there are Lagrange multiplier (LM) superfields. Once the equations of motion for the LM superfields are solved, some of the physical superfields become constrained. The linear supersymmetry of the original models becomes non-linearly realized, its exact form can be deduced from the original linear supersymmetry. Known examples of constrained superfields are shown to require the following LM’s: chiral superfields, linear superfields, general complex superfields, some of them are multiplets with a spin.

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…

time series modeling of daily abandoned calls in a call centre

African Journals Online (AJOL)

DJFLEX

Models for evaluating and predicting the short periodic time series in daily ... Ugwuowo (2006) proposed asymmetric angular- linear multivariate regression models, ..... Using the parameter estimates in Table 3, the fitted Fourier series model is ..... For the SARIMA model with the stochastic component also being white noise, ...

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.

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...

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

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

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)

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....

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

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)

Characterizing multi-scale self-similar behavior and non-statistical properties of fluctuations in financial time series

Science.gov (United States)

Ghosh, Sayantan; Manimaran, P.; Panigrahi, Prasanta K.

2011-11-01

We make use of wavelet transform to study the multi-scale, self-similar behavior and deviations thereof, in the stock prices of large companies, belonging to different economic sectors. The stock market returns exhibit multi-fractal characteristics, with some of the companies showing deviations at small and large scales. The fact that, the wavelets belonging to the Daubechies’ (Db) basis enables one to isolate local polynomial trends of different degrees, plays the key role in isolating fluctuations at different scales. One of the primary motivations of this work is to study the emergence of the k-3 behavior [X. Gabaix, P. Gopikrishnan, V. Plerou, H. Stanley, A theory of power law distributions in financial market fluctuations, Nature 423 (2003) 267-270] of the fluctuations starting with high frequency fluctuations. We make use of Db4 and Db6 basis sets to respectively isolate local linear and quadratic trends at different scales in order to study the statistical characteristics of these financial time series. The fluctuations reveal fat tail non-Gaussian behavior, unstable periodic modulations, at finer scales, from which the characteristic k-3 power law behavior emerges at sufficiently large scales. We further identify stable periodic behavior through the continuous Morlet wavelet.

Performance evaluation of linear time-series ionospheric Total Electron Content model over low latitude Indian GPS stations

Science.gov (United States)

Dabbakuti, J. R. K. Kumar; Venkata Ratnam, D.

2017-10-01

Precise modeling of the ionospheric Total Electron Content (TEC) is a critical aspect of Positioning, Navigation, and Timing (PNT) services intended for the Global Navigation Satellite Systems (GNSS) applications as well as Earth Observation System (EOS), satellite communication, and space weather forecasting applications. In this paper, linear time series modeling has been carried out on ionospheric TEC at two different locations at Koneru Lakshmaiah University (KLU), Guntur (geographic 16.44° N, 80.62° E; geomagnetic 7.55° N) and Bangalore (geographic 12.97° N, 77.59° E; geomagnetic 4.53° N) at the northern low-latitude region, for the year 2013 in the 24th solar cycle. The impact of the solar and geomagnetic activity on periodic oscillations of TEC has been investigated. Results confirm that the correlation coefficient of the estimated TEC from the linear model TEC and the observed GPS-TEC is around 93%. Solar activity is the key component that influences ionospheric daily averaged TEC while periodic component reveals the seasonal dependency of TEC. Furthermore, it is observed that the influence of geomagnetic activity component on TEC is different at both the latitudes. The accuracy of the model has been assessed by comparing the International Reference Ionosphere (IRI) 2012 model TEC and TEC measurements. Moreover, the absence of winter anomaly is remarkable, as determined by the Root Mean Square Error (RMSE) between the linear model TEC and GPS-TEC. On the contrary, the IRI2012 model TEC evidently failed to predict the absence of winter anomaly in the Equatorial Ionization Anomaly (EIA) crest region. The outcome of this work will be useful for improving the ionospheric now-casting models under various geophysical conditions.

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...

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

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.

Solving non-linear Horn clauses using a linear Horn clause solver

DEFF Research Database (Denmark)

Kafle, Bishoksan; Gallagher, John Patrick; Ganty, Pierre

2016-01-01

In this paper we show that checking satisfiability of a set of non-linear Horn clauses (also called a non-linear Horn clause program) can be achieved using a solver for linear Horn clauses. We achieve this by interleaving a program transformation with a satisfiability checker for linear Horn...... clauses (also called a solver for linear Horn clauses). The program transformation is based on the notion of tree dimension, which we apply to a set of non-linear clauses, yielding a set whose derivation trees have bounded dimension. Such a set of clauses can be linearised. The main algorithm...... dimension. We constructed a prototype implementation of this approach and performed some experiments on a set of verification problems, which shows some promise....

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.

Investigation of Relationship Between Hydrologic Processes of Precipitation, Evaporation and Stream Flow Using Linear Time Series Models (Case study: Western Basins of Lake Urmia

Directory of Open Access Journals (Sweden)

M. Moravej

2016-02-01

Full Text Available Introduction: Studying the hydrological cycle, especially in large scales such as water catchments, is difficult and complicated despite the fact that the numbers of hydrological components are limited. This complexity rises from complex interactions between hydrological components and environment. Recognition, determination and modeling of all interactive processes are needed to address this issue, but it's not feasible for dealing with practical engineering problems. So, it is more convenient to consider hydrological components as stochastic phenomenon, and use stochastic models for modeling them. Stochastic simulation of time series models related to water resources, particularly hydrologic time series, have been widely used in recent decades in order to solve issues pertaining planning and management of water resource systems. In this study time series models fitted to the precipitation, evaporation and stream flow series separately and the relationships between stream flow and precipitation processes are investigated. In fact, the three mentioned processes should be modeled in parallel to each other in order to acquire a comprehensive vision of hydrological conditions in the region. Moreover, the relationship between the hydrologic processes has been mostly studied with respect to their trends. It is desirable to investigate the relationship between trends of hydrological processes and climate change, while the relationship of the models has not been taken into consideration. The main objective of this study is to investigate the relationship between hydrological processes and their effects on each other and the selected models. Material and Method: In the current study, the four sub-basins of Lake Urmia Basin namely Zolachay (A, Nazloochay (B, Shahrchay (C and Barandoozchay (D were considered. Precipitation, evaporation and stream flow time series were modeled by linear time series. Fundamental assumptions of time series analysis namely

Hierarchical and Non-Hierarchical Linear and Non-Linear Clustering Methods to “Shakespeare Authorship Question”

Directory of Open Access Journals (Sweden)

Refat Aljumily

2015-09-01

Full Text Available A few literary scholars have long claimed that Shakespeare did not write some of his best plays (history plays and tragedies and proposed at one time or another various suspect authorship candidates. Most modern-day scholars of Shakespeare have rejected this claim, arguing that strong evidence that Shakespeare wrote the plays and poems being his name appears on them as the author. This has caused and led to an ongoing scholarly academic debate for quite some long time. Stylometry is a fast-growing field often used to attribute authorship to anonymous or disputed texts. Stylometric attempts to resolve this literary puzzle have raised interesting questions over the past few years. The following paper contributes to “the Shakespeare authorship question” by using a mathematically-based methodology to examine the hypothesis that Shakespeare wrote all the disputed plays traditionally attributed to him. More specifically, the mathematically based methodology used here is based on Mean Proximity, as a linear hierarchical clustering method, and on Principal Components Analysis, as a non-hierarchical linear clustering method. It is also based, for the first time in the domain, on Self-Organizing Map U-Matrix and Voronoi Map, as non-linear clustering methods to cover the possibility that our data contains significant non-linearities. Vector Space Model (VSM is used to convert texts into vectors in a high dimensional space. The aim of which is to compare the degrees of similarity within and between limited samples of text (the disputed plays. The various works and plays assumed to have been written by Shakespeare and possible authors notably, Sir Francis Bacon, Christopher Marlowe, John Fletcher, and Thomas Kyd, where “similarity” is defined in terms of correlation/distance coefficient measure based on the frequency of usage profiles of function words, word bi-grams, and character triple-grams. The claim that Shakespeare authored all the disputed

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

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.

Efficient Transfer Entropy Analysis of Non-Stationary Neural Time Series

Science.gov (United States)

Vicente, Raul; Díaz-Pernas, Francisco J.; Wibral, Michael

2014-01-01

Information theory allows us to investigate information processing in neural systems in terms of information transfer, storage and modification. Especially the measure of information transfer, transfer entropy, has seen a dramatic surge of interest in neuroscience. Estimating transfer entropy from two processes requires the observation of multiple realizations of these processes to estimate associated probability density functions. To obtain these necessary observations, available estimators typically assume stationarity of processes to allow pooling of observations over time. This assumption however, is a major obstacle to the application of these estimators in neuroscience as observed processes are often non-stationary. As a solution, Gomez-Herrero and colleagues theoretically showed that the stationarity assumption may be avoided by estimating transfer entropy from an ensemble of realizations. Such an ensemble of realizations is often readily available in neuroscience experiments in the form of experimental trials. Thus, in this work we combine the ensemble method with a recently proposed transfer entropy estimator to make transfer entropy estimation applicable to non-stationary time series. We present an efficient implementation of the approach that is suitable for the increased computational demand of the ensemble method's practical application. In particular, we use a massively parallel implementation for a graphics processing unit to handle the computationally most heavy aspects of the ensemble method for transfer entropy estimation. We test the performance and robustness of our implementation on data from numerical simulations of stochastic processes. We also demonstrate the applicability of the ensemble method to magnetoencephalographic data. While we mainly evaluate the proposed method for neuroscience data, we expect it to be applicable in a variety of fields that are concerned with the analysis of information transfer in complex biological, social, and

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.

A new non-parametric stationarity test of time series in the time domain

KAUST Repository

Jin, Lei; Wang, Suojin; Wang, Haiyan

2014-01-01

© 2015 The Royal Statistical Society and Blackwell Publishing Ltd. We propose a new double-order selection test for checking second-order stationarity of a time series. To develop the test, a sequence of systematic samples is defined via Walsh

Extracting Leading Nonlinear Modes of Changing Climate From Global SST Time Series

Science.gov (United States)

Mukhin, D.; Gavrilov, A.; Loskutov, E. M.; Feigin, A. M.; Kurths, J.

2017-12-01

Data-driven modeling of climate requires adequate principal variables extracted from observed high-dimensional data. For constructing such variables it is needed to find spatial-temporal patterns explaining a substantial part of the variability and comprising all dynamically related time series from the data. The difficulties of this task rise from the nonlinearity and non-stationarity of the climate dynamical system. The nonlinearity leads to insufficiency of linear methods of data decomposition for separating different processes entangled in the observed time series. On the other hand, various forcings, both anthropogenic and natural, make the dynamics non-stationary, and we should be able to describe the response of the system to such forcings in order to separate the modes explaining the internal variability. The method we present is aimed to overcome both these problems. The method is based on the Nonlinear Dynamical Mode (NDM) decomposition [1,2], but takes into account external forcing signals. An each mode depends on hidden, unknown a priori, time series which, together with external forcing time series, are mapped onto data space. Finding both the hidden signals and the mapping allows us to study the evolution of the modes' structure in changing external conditions and to compare the roles of the internal variability and forcing in the observed behavior. The method is used for extracting of the principal modes of SST variability on inter-annual and multidecadal time scales accounting the external forcings such as CO2, variations of the solar activity and volcanic activity. The structure of the revealed teleconnection patterns as well as their forecast under different CO2 emission scenarios are discussed.[1] Mukhin, D., Gavrilov, A., Feigin, A., Loskutov, E., & Kurths, J. (2015). Principal nonlinear dynamical modes of climate variability. Scientific Reports, 5, 15510. [2] Gavrilov, A., Mukhin, D., Loskutov, E., Volodin, E., Feigin, A., & Kurths, J. (2016

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)

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

Kriging Methodology and Its Development in Forecasting Econometric Time Series

Directory of Open Access Journals (Sweden)

Andrej Gajdoš

2017-03-01

Full Text Available One of the approaches for forecasting future values of a time series or unknown spatial data is kriging. The main objective of the paper is to introduce a general scheme of kriging in forecasting econometric time series using a family of linear regression time series models (shortly named as FDSLRM which apply regression not only to a trend but also to a random component of the observed time series. Simultaneously performing a Monte Carlo simulation study with a real electricity consumption dataset in the R computational langure and environment, we investigate the well-known problem of “negative” estimates of variance components when kriging predictions fail. Our following theoretical analysis, including also the modern apparatus of advanced multivariate statistics, gives us the formulation and proof of a general theorem about the explicit form of moments (up to sixth order for a Gaussian time series observation. This result provides a basis for further theoretical and computational research in the kriging methodology development.

Linear and non-linear analyses of Conner's Continuous Performance Test-II discriminate adult patients with attention deficit hyperactivity disorder from patients with mood and anxiety disorders.

Science.gov (United States)

Fasmer, Ole Bernt; Mjeldheim, Kristin; Førland, Wenche; Hansen, Anita L; Syrstad, Vigdis Elin Giæver; Oedegaard, Ketil J; Berle, Jan Øystein

2016-08-11

Attention Deficit Hyperactivity Disorder (ADHD) is a heterogeneous disorder. Therefore it is important to look for factors that can contribute to better diagnosis and classification of these patients. The aims of the study were to characterize adult psychiatric out-patients with a mixture of mood, anxiety and attentional problems using an objective neuropsychological test of attention combined with an assessment of mood instability. Newly referred patients (n = 99; aged 18-65 years) requiring diagnostic evaluation of ADHD, mood or anxiety disorders were recruited, and were given a comprehensive diagnostic evaluation including the self-report form of the cyclothymic temperament scale and Conner's Continuous Performance Test II (CPT-II). In addition to the traditional measures from this test we have extracted raw data and analysed time series using linear and non-linear mathematical methods. Fifty patients fulfilled criteria for ADHD, while 49 did not, and were given other psychiatric diagnoses (clinical controls). When compared to the clinical controls the ADHD patients had more omission and commission errors, and higher reaction time variability. Analyses of response times showed higher values for skewness in the ADHD patients, and lower values for sample entropy and symbolic dynamics. Among the ADHD patients 59 % fulfilled criteria for a cyclothymic temperament, and this group had higher reaction time variability and lower scores on complexity than the group without this temperament. The CPT-II is a useful instrument in the assessment of ADHD in adult patients. Additional information from this test was obtained by analyzing response times using linear and non-linear methods, and this showed that ADHD patients with a cyclothymic temperament were different from those without this temperament.

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.

Segmentation algorithm for non-stationary compound Poisson processes. With an application to inventory time series of market members in a financial market

Science.gov (United States)

Tóth, B.; Lillo, F.; Farmer, J. D.

2010-11-01

We introduce an algorithm for the segmentation of a class of regime switching processes. The segmentation algorithm is a non parametric statistical method able to identify the regimes (patches) of a time series. The process is composed of consecutive patches of variable length. In each patch the process is described by a stationary compound Poisson process, i.e. a Poisson process where each count is associated with a fluctuating signal. The parameters of the process are different in each patch and therefore the time series is non-stationary. Our method is a generalization of the algorithm introduced by Bernaola-Galván, et al. [Phys. Rev. Lett. 87, 168105 (2001)]. We show that the new algorithm outperforms the original one for regime switching models of compound Poisson processes. As an application we use the algorithm to segment the time series of the inventory of market members of the London Stock Exchange and we observe that our method finds almost three times more patches than the original one.

On structural identifiability analysis of the cascaded linear dynamic systems in isotopically non-stationary 13C labelling experiments.

Science.gov (United States)

Lin, Weilu; Wang, Zejian; Huang, Mingzhi; Zhuang, Yingping; Zhang, Siliang

2018-06-01

The isotopically non-stationary 13C labelling experiments, as an emerging experimental technique, can estimate the intracellular fluxes of the cell culture under an isotopic transient period. However, to the best of our knowledge, the issue of the structural identifiability analysis of non-stationary isotope experiments is not well addressed in the literature. In this work, the local structural identifiability analysis for non-stationary cumomer balance equations is conducted based on the Taylor series approach. The numerical rank of the Jacobian matrices of the finite extended time derivatives of the measured fractions with respect to the free parameters is taken as the criterion. It turns out that only one single time point is necessary to achieve the structural identifiability analysis of the cascaded linear dynamic system of non-stationary isotope experiments. The equivalence between the local structural identifiability of the cascaded linear dynamic systems and the local optimum condition of the nonlinear least squares problem is elucidated in the work. Optimal measurements sets can then be determined for the metabolic network. Two simulated metabolic networks are adopted to demonstrate the utility of the proposed method. Copyright © 2018 Elsevier Inc. All rights reserved.

A wavelet method for modeling and despiking motion artifacts from resting-state fMRI time series.

Science.gov (United States)

Patel, Ameera X; Kundu, Prantik; Rubinov, Mikail; Jones, P Simon; Vértes, Petra E; Ersche, Karen D; Suckling, John; Bullmore, Edward T

2014-07-15

The impact of in-scanner head movement on functional magnetic resonance imaging (fMRI) signals has long been established as undesirable. These effects have been traditionally corrected by methods such as linear regression of head movement parameters. However, a number of recent independent studies have demonstrated that these techniques are insufficient to remove motion confounds, and that even small movements can spuriously bias estimates of functional connectivity. Here we propose a new data-driven, spatially-adaptive, wavelet-based method for identifying, modeling, and removing non-stationary events in fMRI time series, caused by head movement, without the need for data scrubbing. This method involves the addition of just one extra step, the Wavelet Despike, in standard pre-processing pipelines. With this method, we demonstrate robust removal of a range of different motion artifacts and motion-related biases including distance-dependent connectivity artifacts, at a group and single-subject level, using a range of previously published and new diagnostic measures. The Wavelet Despike is able to accommodate the substantial spatial and temporal heterogeneity of motion artifacts and can consequently remove a range of high and low frequency artifacts from fMRI time series, that may be linearly or non-linearly related to physical movements. Our methods are demonstrated by the analysis of three cohorts of resting-state fMRI data, including two high-motion datasets: a previously published dataset on children (N=22) and a new dataset on adults with stimulant drug dependence (N=40). We conclude that there is a real risk of motion-related bias in connectivity analysis of fMRI data, but that this risk is generally manageable, by effective time series denoising strategies designed to attenuate synchronized signal transients induced by abrupt head movements. The Wavelet Despiking software described in this article is freely available for download at www

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.

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...

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)

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

On statistical inference in time series analysis of the evolution of road safety.

Science.gov (United States)

Commandeur, Jacques J F; Bijleveld, Frits D; Bergel-Hayat, Ruth; Antoniou, Constantinos; Yannis, George; Papadimitriou, Eleonora

2013-11-01

Data collected for building a road safety observatory usually include observations made sequentially through time. Examples of such data, called time series data, include annual (or monthly) number of road traffic accidents, traffic fatalities or vehicle kilometers driven in a country, as well as the corresponding values of safety performance indicators (e.g., data on speeding, seat belt use, alcohol use, etc.). Some commonly used statistical techniques imply assumptions that are often violated by the special properties of time series data, namely serial dependency among disturbances associated with the observations. The first objective of this paper is to demonstrate the impact of such violations to the applicability of standard methods of statistical inference, which leads to an under or overestimation of the standard error and consequently may produce erroneous inferences. Moreover, having established the adverse consequences of ignoring serial dependency issues, the paper aims to describe rigorous statistical techniques used to overcome them. In particular, appropriate time series analysis techniques of varying complexity are employed to describe the development over time, relating the accident-occurrences to explanatory factors such as exposure measures or safety performance indicators, and forecasting the development into the near future. Traditional regression models (whether they are linear, generalized linear or nonlinear) are shown not to naturally capture the inherent dependencies in time series data. Dedicated time series analysis techniques, such as the ARMA-type and DRAG approaches are discussed next, followed by structural time series models, which are a subclass of state space methods. The paper concludes with general recommendations and practice guidelines for the use of time series models in road safety research. Copyright © 2012 Elsevier Ltd. All rights reserved.

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

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

A Design of Mechanical Frequency Converter Linear and Non-linear Spring Combination for Energy Harvesting

International Nuclear Information System (INIS)

Yamamoto, K; Fujita, T; Kanda, K; Maenaka, K; Badel, A; Formosa, F

2014-01-01

In this study, the improvement of energy harvesting from wideband vibration with random change by using a combination of linear and nonlinear spring system is investigated. The system consists of curved beam spring for non-linear buckling, which supports the linear mass-spring resonator. Applying shock acceleration generates a snap through action to the buckling spring. From the FEM analysis, we showed that the snap through acceleration from the buckling action has no relationship with the applied shock amplitude and duration. We use this uniform acceleration as an impulse shock source for the linear resonator. It is easy to obtain the maximum shock response from the uniform snap through acceleration by using a shock response spectrum (SRS) analysis method. At first we investigated the relationship between the snap-through behaviour and an initial curved deflection. Then a time response result for non-linear springs with snap through and minimum force that makes a buckling behaviour were obtained by FEM analysis. By obtaining the optimum SRS frequency for linear resonator, we decided its resonant frequency with the MATLAB simulator

Monitoring of Non-Linear Ground Movement in an Open Pit Iron Mine Based on an Integration of Advanced DInSAR Techniques Using TerraSAR-X Data

Directory of Open Access Journals (Sweden)

José Claudio Mura

2016-05-01

Full Text Available This work presents an investigation to determine ground deformation based on an integration of DInSAR Time-Series (DTS and Persistent Scatterer Interferometry (PSI techniques aiming at detecting high rates of linear and non-linear ground movement. The combined techniques were applied in an open pit iron mine located in Carajás Mineral Province (Brazilian Amazon region, using a set of 33 TerraSAR-X-1 images acquired from March 2012 to April 2013 when, due to a different deformation behavior during the dry and wet seasons in the Amazon region, a non-linear deformation was detected. The DTS analysis was performed on a stack of multi-look unwrapped interferograms using an extension of the SVD (Singular Value Decomposition, where a set of additional weighted constraints on the acceleration of the displacement was incorporated to control the smoothness of the time-series solutions, whose objective was to correct the atmospheric phase artifacts. The height errors and the deformation history provided by the DTS technique were used as previous information to perform the PSI analysis. This procedure improved the capability of the PSI technique to detect non-linear movement as well as to increase the numbers of point density of the final results. The results of the combined techniques are presented and compared with total station/prisms and ground-based radar (GBR measurements.

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.

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 ...

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...

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....

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.

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

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.

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

Modelling and Predicting Backstroke Start Performance Using Non-Linear and Linear Models.

Science.gov (United States)

de Jesus, Karla; Ayala, Helon V H; de Jesus, Kelly; Coelho, Leandro Dos S; Medeiros, Alexandre I A; Abraldes, José A; Vaz, Mário A P; Fernandes, Ricardo J; Vilas-Boas, João Paulo

2018-03-01

Our aim was to compare non-linear and linear mathematical model responses for backstroke start performance prediction. Ten swimmers randomly completed eight 15 m backstroke starts with feet over the wedge, four with hands on the highest horizontal and four on the vertical handgrip. Swimmers were videotaped using a dual media camera set-up, with the starts being performed over an instrumented block with four force plates. Artificial neural networks were applied to predict 5 m start time using kinematic and kinetic variables and to determine the accuracy of the mean absolute percentage error. Artificial neural networks predicted start time more robustly than the linear model with respect to changing training to the validation dataset for the vertical handgrip (3.95 ± 1.67 vs. 5.92 ± 3.27%). Artificial neural networks obtained a smaller mean absolute percentage error than the linear model in the horizontal (0.43 ± 0.19 vs. 0.98 ± 0.19%) and vertical handgrip (0.45 ± 0.19 vs. 1.38 ± 0.30%) using all input data. The best artificial neural network validation revealed a smaller mean absolute error than the linear model for the horizontal (0.007 vs. 0.04 s) and vertical handgrip (0.01 vs. 0.03 s). Artificial neural networks should be used for backstroke 5 m start time prediction due to the quite small differences among the elite level performances.

ALBEDO PATTERN RECOGNITION AND TIME-SERIES ANALYSES IN MALAYSIA

Directory of Open Access Journals (Sweden)

S. A. Salleh

2012-07-01

Full Text Available Pattern recognition and time-series analyses will enable one to evaluate and generate predictions of specific phenomena. The albedo pattern and time-series analyses are very much useful especially in relation to climate condition monitoring. This study is conducted to seek for Malaysia albedo pattern changes. The pattern recognition and changes will be useful for variety of environmental and climate monitoring researches such as carbon budgeting and aerosol mapping. The 10 years (2000–2009 MODIS satellite images were used for the analyses and interpretation. These images were being processed using ERDAS Imagine remote sensing software, ArcGIS 9.3, the 6S code for atmospherical calibration and several MODIS tools (MRT, HDF2GIS, Albedo tools. There are several methods for time-series analyses were explored, this paper demonstrates trends and seasonal time-series analyses using converted HDF format MODIS MCD43A3 albedo land product. The results revealed significance changes of albedo percentages over the past 10 years and the pattern with regards to Malaysia's nebulosity index (NI and aerosol optical depth (AOD. There is noticeable trend can be identified with regards to its maximum and minimum value of the albedo. The rise and fall of the line graph show a similar trend with regards to its daily observation. The different can be identified in term of the value or percentage of rises and falls of albedo. Thus, it can be concludes that the temporal behavior of land surface albedo in Malaysia have a uniform behaviours and effects with regards to the local monsoons. However, although the average albedo shows linear trend with nebulosity index, the pattern changes of albedo with respects to the nebulosity index indicates that there are external factors that implicates the albedo values, as the sky conditions and its diffusion plotted does not have uniform trend over the years, especially when the trend of 5 years interval is examined, 2000 shows high

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

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.

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.

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...

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

A new non-parametric stationarity test of time series in the time domain

KAUST Repository

Jin, Lei

2014-11-07

© 2015 The Royal Statistical Society and Blackwell Publishing Ltd. We propose a new double-order selection test for checking second-order stationarity of a time series. To develop the test, a sequence of systematic samples is defined via Walsh functions. Then the deviations of the autocovariances based on these systematic samples from the corresponding autocovariances of the whole time series are calculated and the uniform asymptotic joint normality of these deviations over different systematic samples is obtained. With a double-order selection scheme, our test statistic is constructed by combining the deviations at different lags in the systematic samples. The null asymptotic distribution of the statistic proposed is derived and the consistency of the test is shown under fixed and local alternatives. Simulation studies demonstrate well-behaved finite sample properties of the method proposed. Comparisons with some existing tests in terms of power are given both analytically and empirically. In addition, the method proposed is applied to check the stationarity assumption of a chemical process viscosity readings data set.

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....

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.

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.

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.

Krylov Subspace Methods for Complex Non-Hermitian Linear Systems. Thesis

Science.gov (United States)

Freund, Roland W.

1991-01-01

We consider Krylov subspace methods for the solution of large sparse linear systems Ax = b with complex non-Hermitian coefficient matrices. Such linear systems arise in important applications, such as inverse scattering, numerical solution of time-dependent Schrodinger equations, underwater acoustics, eddy current computations, numerical computations in quantum chromodynamics, and numerical conformal mapping. Typically, the resulting coefficient matrices A exhibit special structures, such as complex symmetry, or they are shifted Hermitian matrices. In this paper, we first describe a Krylov subspace approach with iterates defined by a quasi-minimal residual property, the QMR method, for solving general complex non-Hermitian linear systems. Then, we study special Krylov subspace methods designed for the two families of complex symmetric respectively shifted Hermitian linear systems. We also include some results concerning the obvious approach to general complex linear systems by solving equivalent real linear systems for the real and imaginary parts of x. Finally, numerical experiments for linear systems arising from the complex Helmholtz equation are reported.

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.

The linear-non-linear frontier for the Goldstone Higgs

International Nuclear Information System (INIS)

Gavela, M.B.; Saa, S.; Kanshin, K.; Machado, P.A.N.

2016-01-01

The minimal SO(5)/SO(4) σ-model is used as a template for the ultraviolet completion of scenarios in which the Higgs particle is a low-energy remnant of some high-energy dynamics, enjoying a (pseudo) Nambu-Goldstone-boson ancestry. Varying the σ mass allows one to sweep from the perturbative regime to the customary non-linear implementations. The low-energy benchmark effective non-linear Lagrangian for bosons and fermions is obtained, determining as well the operator coefficients including linear corrections. At first order in the latter, three effective bosonic operators emerge which are independent of the explicit soft breaking assumed. The Higgs couplings to vector bosons and fermions turn out to be quite universal: the linear corrections are proportional to the explicit symmetry-breaking parameters. Furthermore, we define an effective Yukawa operator which allows a simple parametrization and comparison of different heavy-fermion ultraviolet completions. In addition, one particular fermionic completion is explored in detail, obtaining the corresponding leading low-energy fermionic operators. (orig.)

The linear-non-linear frontier for the Goldstone Higgs

Energy Technology Data Exchange (ETDEWEB)

Gavela, M.B.; Saa, S. [IFT-UAM/CSIC, Universidad Autonoma de Madrid, Departamento de Fisica Teorica y Instituto de Fisica Teorica, Madrid (Spain); Kanshin, K. [Universita di Padova, Dipartimento di Fisica e Astronomia ' G. Galilei' , Padua (Italy); INFN, Padova (Italy); Machado, P.A.N. [IFT-UAM/CSIC, Universidad Autonoma de Madrid, Departamento de Fisica Teorica y Instituto de Fisica Teorica, Madrid (Spain); Fermi National Accelerator Laboratory, Theoretical Physics Department, Batavia, IL (United States)

2016-12-15

The minimal SO(5)/SO(4) σ-model is used as a template for the ultraviolet completion of scenarios in which the Higgs particle is a low-energy remnant of some high-energy dynamics, enjoying a (pseudo) Nambu-Goldstone-boson ancestry. Varying the σ mass allows one to sweep from the perturbative regime to the customary non-linear implementations. The low-energy benchmark effective non-linear Lagrangian for bosons and fermions is obtained, determining as well the operator coefficients including linear corrections. At first order in the latter, three effective bosonic operators emerge which are independent of the explicit soft breaking assumed. The Higgs couplings to vector bosons and fermions turn out to be quite universal: the linear corrections are proportional to the explicit symmetry-breaking parameters. Furthermore, we define an effective Yukawa operator which allows a simple parametrization and comparison of different heavy-fermion ultraviolet completions. In addition, one particular fermionic completion is explored in detail, obtaining the corresponding leading low-energy fermionic operators. (orig.)

Synthetic river flow time series generator for dispatch and spot price forecast

International Nuclear Information System (INIS)

Flores, R.A.

2007-01-01

Decision-making in electricity markets is complicated by uncertainties in demand growth, power supplies and fuel prices. In Peru, where the electrical power system is highly dependent on water resources at dams and river flows, hydrological uncertainties play a primary role in planning, price and dispatch forecast. This paper proposed a signal processing method for generating new synthetic river flow time series as a support for planning and spot market price forecasting. River flow time series are natural phenomena representing a continuous-time domain process. As an alternative synthetic representation of the original river flow time series, this proposed signal processing method preserves correlations, basic statistics and seasonality. It takes into account deterministic, periodic and non periodic components such as those due to the El Nino Southern Oscillation phenomenon. The new synthetic time series has many correlations with the original river flow time series, rendering it suitable for possible replacement of the classical method of sorting historical river flow time series. As a dispatch and planning approach to spot pricing, the proposed method offers higher accuracy modeling by decomposing the signal into deterministic, periodic, non periodic and stochastic sub signals. 4 refs., 4 tabs., 13 figs

Time-varying surrogate data to assess nonlinearity in nonstationary time series: application to heart rate variability.

Science.gov (United States)

Faes, Luca; Zhao, He; Chon, Ki H; Nollo, Giandomenico

2009-03-01

We propose a method to extend to time-varying (TV) systems the procedure for generating typical surrogate time series, in order to test the presence of nonlinear dynamics in potentially nonstationary signals. The method is based on fitting a TV autoregressive (AR) model to the original series and then regressing the model coefficients with random replacements of the model residuals to generate TV AR surrogate series. The proposed surrogate series were used in combination with a TV sample entropy (SE) discriminating statistic to assess nonlinearity in both simulated and experimental time series, in comparison with traditional time-invariant (TIV) surrogates combined with the TIV SE discriminating statistic. Analysis of simulated time series showed that using TIV surrogates, linear nonstationary time series may be erroneously regarded as nonlinear and weak TV nonlinearities may remain unrevealed, while the use of TV AR surrogates markedly increases the probability of a correct interpretation. Application to short (500 beats) heart rate variability (HRV) time series recorded at rest (R), after head-up tilt (T), and during paced breathing (PB) showed: 1) modifications of the SE statistic that were well interpretable with the known cardiovascular physiology; 2) significant contribution of nonlinear dynamics to HRV in all conditions, with significant increase during PB at 0.2 Hz respiration rate; and 3) a disagreement between TV AR surrogates and TIV surrogates in about a quarter of the series, suggesting that nonstationarity may affect HRV recordings and bias the outcome of the traditional surrogate-based nonlinearity test.

Linear versus non-linear structural information limit in high-resolution transmission electron microscopy

International Nuclear Information System (INIS)

Van Aert, S.; Chen, J.H.; Van Dyck, D.

2010-01-01

A widely used performance criterion in high-resolution transmission electron microscopy (HRTEM) is the information limit. It corresponds to the inverse of the maximum spatial object frequency that is linearly transmitted with sufficient intensity from the exit plane of the object to the image plane and is limited due to partial temporal coherence. In practice, the information limit is often measured from a diffractogram or from Young's fringes assuming a weak phase object scattering beyond the inverse of the information limit. However, for an aberration corrected electron microscope, with an information limit in the sub-angstrom range, weak phase objects are no longer applicable since they do not scatter sufficiently in this range. Therefore, one relies on more strongly scattering objects such as crystals of heavy atoms observed along a low index zone axis. In that case, dynamical scattering becomes important such that the non-linear and linear interaction may be equally important. The non-linear interaction may then set the experimental cut-off frequency observed in a diffractogram. The goal of this paper is to quantify both the linear and the non-linear information transfer in terms of closed form analytical expressions. Whereas the cut-off frequency set by the linear transfer can be directly related with the attainable resolution, information from the non-linear transfer can only be extracted using quantitative, model-based methods. In contrast to the historic definition of the information limit depending on microscope parameters only, the expressions derived in this paper explicitly incorporate their dependence on the structure parameters as well. In order to emphasize this dependence and to distinguish from the usual information limit, the expressions derived for the inverse cut-off frequencies will be referred to as the linear and non-linear structural information limit. The present findings confirm the well-known result that partial temporal coherence has

Forecasts for the Canadian Lynx time series using method that bombine neural networks, wavelet shrinkage and decomposition

Directory of Open Access Journals (Sweden)

Levi Lopes Teixeira

2015-12-01

Full Text Available Time series forecasting is widely used in various areas of human knowledge, especially in the planning and strategic direction of companies. The success of this task depends on the forecasting techniques applied. In this paper, a hybrid approach to project time series is suggested. To validate the methodology, a time series already modeled by other authors was chosen, allowing the comparison of results. The proposed methodology includes the following techniques: wavelet shrinkage, wavelet decomposition at level r, and artificial neural networks (ANN. Firstly, a time series to be forecasted is submitted to the proposed wavelet filtering method, which decomposes it to components of trend and linear residue. Then, both are decomposed via level r wavelet decomposition, generating r + 1 Wavelet Components (WCs for each one; and then each WC is individually modeled by an ANN. Finally, the predictions for all WCs are linearly combined, producing forecasts to the underlying time series. For evaluating purposes, the time series of Canadian Lynx has been used, and all results achieved by the proposed method were better than others in existing literature.

Multiple Time Series Ising Model for Financial Market Simulations

International Nuclear Information System (INIS)

Takaishi, Tetsuya

2015-01-01

In this paper we propose an Ising model which simulates multiple financial time series. Our model introduces the interaction which couples to spins of other systems. Simulations from our model show that time series exhibit the volatility clustering that is often observed in the real financial markets. Furthermore we also find non-zero cross correlations between the volatilities from our model. Thus our model can simulate stock markets where volatilities of stocks are mutually correlated

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...

Scalability of Direct Solver for Non-stationary Cahn-Hilliard Simulations with Linearized time Integration Scheme

KAUST Repository

Woźniak, M.

2016-06-02

We study the features of a new mixed integration scheme dedicated to solving the non-stationary variational problems. The scheme is composed of the FEM approximation with respect to the space variable coupled with a 3-leveled time integration scheme with a linearized right-hand side operator. It was applied in solving the Cahn-Hilliard parabolic equation with a nonlinear, fourth-order elliptic part. The second order of the approximation along the time variable was proven. Moreover, the good scalability of the software based on this scheme was confirmed during simulations. We verify the proposed time integration scheme by monitoring the Ginzburg-Landau free energy. The numerical simulations are performed by using a parallel multi-frontal direct solver executed over STAMPEDE Linux cluster. Its scalability was compared to the results of the three direct solvers, including MUMPS, SuperLU and PaSTiX.

A Thermodynamic Theory Of Solid Viscoelasticity. Part 1: Linear Viscoelasticity.

Science.gov (United States)

Freed, Alan D.; Leonov, Arkady I.

2002-01-01

The present series of three consecutive papers develops a general theory for linear and finite solid viscoelasticity. Because the most important object for nonlinear studies are rubber-like materials, the general approach is specified in a form convenient for solving problems important for many industries that involve rubber-like materials. General linear and nonlinear theories for non-isothermal deformations of viscoelastic solids are developed based on the quasi-linear approach of non-equilibrium thermodynamics. In this, the first paper of the series, we analyze non-isothermal linear viscoelasticity, which is applicable in a range of small strains not only to all synthetic polymers and bio-polymers but also to some non-polymeric materials. Although the linear case seems to be well developed, there still are some reasons to implement a thermodynamic derivation of constitutive equations for solid-like, non-isothermal, linear viscoelasticity. The most important is the thermodynamic modeling of thermo-rheological complexity , i.e. different temperature dependences of relaxation parameters in various parts of relaxation spectrum. A special structure of interaction matrices is established for different physical mechanisms contributed to the normal relaxation modes. This structure seems to be in accord with observations, and creates a simple mathematical framework for both continuum and molecular theories of the thermo-rheological complex relaxation phenomena. Finally, a unified approach is briefly discussed that, in principle, allows combining both the long time (discrete) and short time (continuous) descriptions of relaxation behaviors for polymers in the rubbery and glassy regions.

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...

Estimation of a noise level using coarse-grained entropy of experimental time series of internal pressure in a combustion engine

International Nuclear Information System (INIS)

Litak, Grzegorz; Taccani, Rodolfo; Radu, Robert; Urbanowicz, Krzysztof; HoIyst, Janusz A.; Wendeker, MirosIaw; Giadrossi, Alessandro

2005-01-01

We report our results on non-periodic experimental time series of pressure in a single cylinder spark ignition engine. The experiments were performed for different levels of loading. We estimate the noise level in internal pressure calculating the coarse-grained entropy from variations of maximal pressures in successive cycles. The results show that the dynamics of the combustion is a non-linear multidimensional process mediated by noise. Our results show that so defined level of noise in internal pressure is not monotonous function of loading

Comparison of equivalent linear and non linear methods on ground response analysis: case study at West Bangka site

International Nuclear Information System (INIS)

Eko Rudi Iswanto; Eric Yee

2016-01-01

Within the framework of identifying NPP sites, site surveys are performed in West Bangka (WB), Bangka-Belitung Island Province. Ground response analysis of a potential site has been carried out using peak strain profiles and peak ground acceleration. The objective of this research is to compare Equivalent Linear (EQL) and Non Linear (NL) methods of ground response analysis on the selected NPP site (West Bangka) using Deep Soil software. Equivalent linear method is widely used because requires soil data in simple way and short time of computational process. On the other hand, non linear method is capable of representing the actual soil behaviour by considering non linear soil parameter. The results showed that EQL method has similar trends to NL method. At surface layer, the acceleration values for EQL and NL methods are resulted as 0.425 g and 0.375 g respectively. NL method is more reliable in capturing higher frequencies of spectral acceleration compared to EQL method. (author)

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)

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...

The necessity for a time local dimension in systems with time-varying attractors

DEFF Research Database (Denmark)

Særmark, Knud H; Ashkenazy, Y; Levitan, J

1997-01-01

We show that a simple non-linear system for ordinary differential equations may possess a time-varying attractor dimension. This indicates that it is infeasible to characterize EEG and MEG time series with a single time global dimension. We suggest another measure for the description of non...

A linear evolution for non-linear dynamics and correlations in realistic nuclei

International Nuclear Information System (INIS)

Levin, E.; Lublinsky, M.

2004-01-01

A new approach to high energy evolution based on a linear equation for QCD generating functional is developed. This approach opens a possibility for systematic study of correlations inside targets, and, in particular, inside realistic nuclei. Our results are presented as three new equations. The first one is a linear equation for QCD generating functional (and for scattering amplitude) that sums the 'fan' diagrams. For the amplitude this equation is equivalent to the non-linear Balitsky-Kovchegov equation. The second equation is a generalization of the Balitsky-Kovchegov non-linear equation to interactions with realistic nuclei. It includes a new correlation parameter which incorporates, in a model-dependent way, correlations inside the nuclei. The third equation is a non-linear equation for QCD generating functional (and for scattering amplitude) that in addition to the 'fan' diagrams sums the Glauber-Mueller multiple rescatterings

Measurements of Rayleigh-Taylor-Induced Magnetic Fields in the Linear and Non-linear Regimes

Science.gov (United States)

Manuel, Mario

2012-10-01

Magnetic fields are generated in plasmas by the Biermann-battery, or thermoelectric, source driven by non-collinear temperature and density gradients. The ablation front in laser-irradiated targets is susceptible to Rayleigh-Taylor (RT) growth that produces gradients capable of generating magnetic fields. Measurements of these RT-induced magnetic fields in planar foils have been made using a combination of x-ray and monoenergetic-proton radiography techniques. At a perturbation wavelength of 120 μm, proton radiographs indicate an increase of the magnetic-field strength from ˜1 to ˜10 Tesla during the linear growth phase. A characteristic change in field structure was observed later in time for irradiated foils of different initial surface perturbations. Proton radiographs show a regular cellular configuration initiated at the same time during the drive, independent of the initial foil conditions. This non-linear behavior has been experimentally investigated and the source of these characteristic features will be discussed.

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)

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...

Modelling female fertility traits in beef cattle using linear and non-linear models.

Science.gov (United States)

Naya, H; Peñagaricano, F; Urioste, J I

2017-06-01

Female fertility traits are key components of the profitability of beef cattle production. However, these traits are difficult and expensive to measure, particularly under extensive pastoral conditions, and consequently, fertility records are in general scarce and somehow incomplete. Moreover, fertility traits are usually dominated by the effects of herd-year environment, and it is generally assumed that relatively small margins are kept for genetic improvement. New ways of modelling genetic variation in these traits are needed. Inspired in the methodological developments made by Prof. Daniel Gianola and co-workers, we assayed linear (Gaussian), Poisson, probit (threshold), censored Poisson and censored Gaussian models to three different kinds of endpoints, namely calving success (CS), number of days from first calving (CD) and number of failed oestrus (FE). For models involving FE and CS, non-linear models overperformed their linear counterparts. For models derived from CD, linear versions displayed better adjustment than the non-linear counterparts. Non-linear models showed consistently higher estimates of heritability and repeatability in all cases (h 2  linear models; h 2  > 0.23 and r > 0.24, for non-linear models). While additive and permanent environment effects showed highly favourable correlations between all models (>0.789), consistency in selecting the 10% best sires showed important differences, mainly amongst the considered endpoints (FE, CS and CD). In consequence, endpoints should be considered as modelling different underlying genetic effects, with linear models more appropriate to describe CD and non-linear models better for FE and CS. © 2017 Blackwell Verlag GmbH.

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.

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.

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.

A novel time series link prediction method: Learning automata approach

Science.gov (United States)

Moradabadi, Behnaz; Meybodi, Mohammad Reza

2017-09-01

Link prediction is a main social network challenge that uses the network structure to predict future links. The common link prediction approaches to predict hidden links use a static graph representation where a snapshot of the network is analyzed to find hidden or future links. For example, similarity metric based link predictions are a common traditional approach that calculates the similarity metric for each non-connected link and sort the links based on their similarity metrics and label the links with higher similarity scores as the future links. Because people activities in social networks are dynamic and uncertainty, and the structure of the networks changes over time, using deterministic graphs for modeling and analysis of the social network may not be appropriate. In the time-series link prediction problem, the time series link occurrences are used to predict the future links In this paper, we propose a new time series link prediction based on learning automata. In the proposed algorithm for each link that must be predicted there is one learning automaton and each learning automaton tries to predict the existence or non-existence of the corresponding link. To predict the link occurrence in time T, there is a chain consists of stages 1 through T - 1 and the learning automaton passes from these stages to learn the existence or non-existence of the corresponding link. Our preliminary link prediction experiments with co-authorship and email networks have provided satisfactory results when time series link occurrences are considered.

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...

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.

Linear and non-linear amplification of high-mode perturbations at the ablation front in HiPER targets

Energy Technology Data Exchange (ETDEWEB)

Olazabal-Loume, M; Breil, J; Hallo, L; Ribeyre, X [CELIA, UMR 5107 Universite Bordeaux 1-CNRS-CEA, 351 cours de la Liberation, 33405 Talence (France); Sanz, J, E-mail: olazabal@celia.u-bordeaux1.f [ETSI Aeronauticos, Universidad Politecnica de Madrid, Madrid 28040 (Spain)

2011-01-15

The linear and non-linear sensitivity of the 180 kJ baseline HiPER target to high-mode perturbations, i.e. surface roughness, is addressed using two-dimensional simulations and a complementary analysis by linear and non-linear ablative Rayleigh-Taylor models. Simulations provide an assessment of an early non-linear stage leading to a significant deformation of the ablation surface for modes of maximum linear growth factor. A design using a picket prepulse evidences an improvement in the target stability inducing a delay of the non-linear behavior. Perturbation evolution and shape, evidenced by simulations of the non-linear stage, are analyzed with existing self-consistent non-linear theory.

Regional Landslide Mapping Aided by Automated Classification of SqueeSAR™ Time Series (Northern Apennines, Italy)

Science.gov (United States)

Iannacone, J.; Berti, M.; Allievi, J.; Del Conte, S.; Corsini, A.

2013-12-01

Space borne InSAR has proven to be very valuable for landslides detection. In particular, extremely slow landslides (Cruden and Varnes, 1996) can be now clearly identified, thanks to the millimetric precision reached by recent multi-interferometric algorithms. The typical approach in radar interpretation for landslides mapping is based on average annual velocity of the deformation which is calculated over the entire times series. The Hotspot and Cluster Analysis (Lu et al., 2012) and the PSI-based matrix approach (Cigna et al., 2013) are examples of landslides mapping techniques based on average annual velocities. However, slope movements can be affected by non-linear deformation trends, (i.e. reactivation of dormant landslides, deceleration due to natural or man-made slope stabilization, seasonal activity, etc). Therefore, analyzing deformation time series is crucial in order to fully characterize slope dynamics. While this is relatively simple to be carried out manually when dealing with small dataset, the time series analysis over regional scale dataset requires automated classification procedures. Berti et al. (2013) developed an automatic procedure for the analysis of InSAR time series based on a sequence of statistical tests. The analysis allows to classify the time series into six distinctive target trends (0=uncorrelated; 1=linear; 2=quadratic; 3=bilinear; 4=discontinuous without constant velocity; 5=discontinuous with change in velocity) which are likely to represent different slope processes. The analysis also provides a series of descriptive parameters which can be used to characterize the temporal changes of ground motion. All the classification algorithms were integrated into a Graphical User Interface called PSTime. We investigated an area of about 2000 km2 in the Northern Apennines of Italy by using SqueeSAR™ algorithm (Ferretti et al., 2011). Two Radarsat-1 data stack, comprising of 112 scenes in descending orbit and 124 scenes in ascending orbit

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 ...

Phase synchronization based minimum spanning trees for analysis of financial time series with nonlinear correlations

Science.gov (United States)

Radhakrishnan, Srinivasan; Duvvuru, Arjun; Sultornsanee, Sivarit; Kamarthi, Sagar

2016-02-01

The cross correlation coefficient has been widely applied in financial time series analysis, in specific, for understanding chaotic behaviour in terms of stock price and index movements during crisis periods. To better understand time series correlation dynamics, the cross correlation matrices are represented as networks, in which a node stands for an individual time series and a link indicates cross correlation between a pair of nodes. These networks are converted into simpler trees using different schemes. In this context, Minimum Spanning Trees (MST) are the most favoured tree structures because of their ability to preserve all the nodes and thereby retain essential information imbued in the network. Although cross correlations underlying MSTs capture essential information, they do not faithfully capture dynamic behaviour embedded in the time series data of financial systems because cross correlation is a reliable measure only if the relationship between the time series is linear. To address the issue, this work investigates a new measure called phase synchronization (PS) for establishing correlations among different time series which relate to one another, linearly or nonlinearly. In this approach the strength of a link between a pair of time series (nodes) is determined by the level of phase synchronization between them. We compare the performance of phase synchronization based MST with cross correlation based MST along selected network measures across temporal frame that includes economically good and crisis periods. We observe agreement in the directionality of the results across these two methods. They show similar trends, upward or downward, when comparing selected network measures. Though both the methods give similar trends, the phase synchronization based MST is a more reliable representation of the dynamic behaviour of financial systems than the cross correlation based MST because of the former's ability to quantify nonlinear relationships among time

Time Series Discord Detection in Medical Data using a Parallel Relational Database

Energy Technology Data Exchange (ETDEWEB)

Woodbridge, Diane; Rintoul, Mark Daniel; Wilson, Andrew T.; Goldstein, Richard

2015-10-01

Recent advances in sensor technology have made continuous real-time health monitoring available in both hospital and non-hospital settings. Since data collected from high frequency medical sensors includes a huge amount of data, storing and processing continuous medical data is an emerging big data area. Especially detecting anomaly in real time is important for patients’ emergency detection and prevention. A time series discord indicates a subsequence that has the maximum difference to the rest of the time series subsequences, meaning that it has abnormal or unusual data trends. In this study, we implemented two versions of time series discord detection algorithms on a high performance parallel database management system (DBMS) and applied them to 240 Hz waveform data collected from 9,723 patients. The initial brute force version of the discord detection algorithm takes each possible subsequence and calculates a distance to the nearest non-self match to find the biggest discords in time series. For the heuristic version of the algorithm, a combination of an array and a trie structure was applied to order time series data for enhancing time efficiency. The study results showed efficient data loading, decoding and discord searches in a large amount of data, benefiting from the time series discord detection algorithm and the architectural characteristics of the parallel DBMS including data compression, data pipe-lining, and task scheduling.

A review on prognostic techniques for non-stationary and non-linear rotating systems

Science.gov (United States)

Kan, Man Shan; Tan, Andy C. C.; Mathew, Joseph

2015-10-01

The field of prognostics has attracted significant interest from the research community in recent times. Prognostics enables the prediction of failures in machines resulting in benefits to plant operators such as shorter downtimes, higher operation reliability, reduced operations and maintenance cost, and more effective maintenance and logistics planning. Prognostic systems have been successfully deployed for the monitoring of relatively simple rotating machines. However, machines and associated systems today are increasingly complex. As such, there is an urgent need to develop prognostic techniques for such complex systems operating in the real world. This review paper focuses on prognostic techniques that can be applied to rotating machinery operating under non-linear and non-stationary conditions. The general concept of these techniques, the pros and cons of applying these methods, as well as their applications in the research field are discussed. Finally, the opportunities and challenges in implementing prognostic systems and developing effective techniques for monitoring machines operating under non-stationary and non-linear conditions are also discussed.

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...

Infinite sets of conservation laws for linear and non-linear field equations

International Nuclear Information System (INIS)

Niederle, J.

1984-01-01

The work was motivated by a desire to understand group theoretically the existence of an infinite set of conservation laws for non-interacting fields and to carry over these conservation laws to the case of interacting fields. The relation between an infinite set of conservation laws of a linear field equation and the enveloping algebra of its space-time symmetry group was established. It is shown that in the case of the Korteweg-de Vries (KdV) equation to each symmetry of the corresponding linear equation delta sub(o)uxxx=u sub() determined by an element of the enveloping algebra of the space translation algebra, there corresponds a symmetry of the full KdV equation

Fast and local non-linear evolution of steep wave-groups on deep water: A comparison of approximate models to fully non-linear simulations

International Nuclear Information System (INIS)

Adcock, T. A. A.; Taylor, P. H.

2016-01-01

The non-linear Schrödinger equation and its higher order extensions are routinely used for analysis of extreme ocean waves. This paper compares the evolution of individual wave-packets modelled using non-linear Schrödinger type equations with packets modelled using fully non-linear potential flow models. The modified non-linear Schrödinger Equation accurately models the relatively large scale non-linear changes to the shape of wave-groups, with a dramatic contraction of the group along the mean propagation direction and a corresponding extension of the width of the wave-crests. In addition, as extreme wave form, there is a local non-linear contraction of the wave-group around the crest which leads to a localised broadening of the wave spectrum which the bandwidth limited non-linear Schrödinger Equations struggle to capture. This limitation occurs for waves of moderate steepness and a narrow underlying spectrum

Multiple linear regression and regression with time series error models in forecasting PM10 concentrations in Peninsular Malaysia.

Science.gov (United States)

Ng, Kar Yong; Awang, Norhashidah

2018-01-06

Frequent haze occurrences in Malaysia have made the management of PM 10 (particulate matter with aerodynamic less than 10 μm) pollution a critical task. This requires knowledge on factors associating with PM 10 variation and good forecast of PM 10 concentrations. Hence, this paper demonstrates the prediction of 1-day-ahead daily average PM 10 concentrations based on predictor variables including meteorological parameters and gaseous pollutants. Three different models were built. They were multiple linear regression (MLR) model with lagged predictor variables (MLR1), MLR model with lagged predictor variables and PM 10 concentrations (MLR2) and regression with time series error (RTSE) model. The findings revealed that humidity, temperature, wind speed, wind direction, carbon monoxide and ozone were the main factors explaining the PM 10 variation in Peninsular Malaysia. Comparison among the three models showed that MLR2 model was on a same level with RTSE model in terms of forecasting accuracy, while MLR1 model was the worst.

Models for Pooled Time-Series Cross-Section Data

Directory of Open Access Journals (Sweden)

Lawrence E Raffalovich

2015-07-01

Full Text Available Several models are available for the analysis of pooled time-series cross-section (TSCS data, defined as “repeated observations on fixed units” (Beck and Katz 1995. In this paper, we run the following models: (1 a completely pooled model, (2 fixed effects models, and (3 multi-level/hierarchical linear models. To illustrate these models, we use a Generalized Least Squares (GLS estimator with cross-section weights and panel-corrected standard errors (with EViews 8 on the cross-national homicide trends data of forty countries from 1950 to 2005, which we source from published research (Messner et al. 2011. We describe and discuss the similarities and differences between the models, and what information each can contribute to help answer substantive research questions. We conclude with a discussion of how the models we present may help to mitigate validity threats inherent in pooled time-series cross-section data analysis.

Automated Feature Design for Time Series Classification by Genetic Programming

OpenAIRE

Harvey, Dustin Yewell

2014-01-01

Time series classification (TSC) methods discover and exploit patterns in time series and other one-dimensional signals. Although many accurate, robust classifiers exist for multivariate feature sets, general approaches are needed to extend machine learning techniques to make use of signal inputs. Numerous applications of TSC can be found in structural engineering, especially in the areas of structural health monitoring and non-destructive evaluation. Additionally, the fields of process contr...

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.

Iterated non-linear model predictive control based on tubes and contractive constraints.

Science.gov (United States)

Murillo, M; Sánchez, G; Giovanini, L

2016-05-01

This paper presents a predictive control algorithm for non-linear systems based on successive linearizations of the non-linear dynamic around a given trajectory. A linear time varying model is obtained and the non-convex constrained optimization problem is transformed into a sequence of locally convex ones. The robustness of the proposed algorithm is addressed adding a convex contractive constraint. To account for linearization errors and to obtain more accurate results an inner iteration loop is added to the algorithm. A simple methodology to obtain an outer bounding-tube for state trajectories is also presented. The convergence of the iterative process and the stability of the closed-loop system are analyzed. The simulation results show the effectiveness of the proposed algorithm in controlling a quadcopter type unmanned aerial vehicle. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

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)

The non-linear ion trap. Part 5. Nature of non-linear resonances and resonant ion ejection

Science.gov (United States)

Franzen, J.

1994-01-01

The superposition of higher order multipole fields on the basic quadrupole field in ion traps generates a non-harmonic oscillator system for the ions. Fourier analyses of simulated secular oscillations in non-linear ion traps, therefore, not only reveal the sideband frequencies, well-known from the Mathieu theory, but additionally a commonwealth of multipole-specific overtones (or higher harmonics), and corresponding sidebands of overtones. Non-linear resonances occur when the overtone frequencies match sideband frequencies. It can be shown that in each of the resonance conditions, not just one overtone matches one sideband, instead, groups of overtones match groups of sidebands. The generation of overtones is studied by Fourier analysis of computed ion oscillations in the direction of thez axis. Even multipoles (octopole, dodecapole, etc.) generate only odd orders of higher harmonics (3, 5, etc.) of the secular frequency, explainable by the symmetry with regard to the planez = 0. In contrast, odd multipoles (hexapole, decapole, etc.) generate all orders of higher harmonics. For all multipoles, the lowest higher harmonics are found to be strongest. With multipoles of higher orders, the strength of the overtones decreases weaker with the order of the harmonics. Forz direction resonances in stationary trapping fields, the function governing the amplitude growth is investigated by computer simulations. The ejection in thez direction, as a function of timet, follows, at least in good approximation, the equation wheren is the order of multipole, andC is a constant. This equation is strictly valid for the electrically applied dipole field (n = 1), matching the secular frequency or one of its sidebands, resulting in a linear increase of the amplitude. It is valid also for the basic quadrupole field (n = 2) outside the stability area, giving an exponential increase. It is at least approximately valid for the non-linear resonances by weak superpositions of all higher odd

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)

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.

Comparison of correlation analysis techniques for irregularly sampled time series

Directory of Open Access Journals (Sweden)

K. Rehfeld

2011-06-01

Full Text Available Geoscientific measurements often provide time series with irregular time sampling, requiring either data reconstruction (interpolation or sophisticated methods to handle irregular sampling. We compare the linear interpolation technique and different approaches for analyzing the correlation functions and persistence of irregularly sampled time series, as Lomb-Scargle Fourier transformation and kernel-based methods. In a thorough benchmark test we investigate the performance of these techniques.

All methods have comparable root mean square errors (RMSEs for low skewness of the inter-observation time distribution. For high skewness, very irregular data, interpolation bias and RMSE increase strongly. We find a 40 % lower RMSE for the lag-1 autocorrelation function (ACF for the Gaussian kernel method vs. the linear interpolation scheme,in the analysis of highly irregular time series. For the cross correlation function (CCF the RMSE is then lower by 60 %. The application of the Lomb-Scargle technique gave results comparable to the kernel methods for the univariate, but poorer results in the bivariate case. Especially the high-frequency components of the signal, where classical methods show a strong bias in ACF and CCF magnitude, are preserved when using the kernel methods.

We illustrate the performances of interpolation vs. Gaussian kernel method by applying both to paleo-data from four locations, reflecting late Holocene Asian monsoon variability as derived from speleothem δ¹⁸O measurements. Cross correlation results are similar for both methods, which we attribute to the long time scales of the common variability. The persistence time (memory is strongly overestimated when using the standard, interpolation-based, approach. Hence, the Gaussian kernel is a reliable and more robust estimator with significant advantages compared to other techniques and suitable for large scale application to paleo-data.

An evaluation of dynamic mutuality measurements and methods in cyclic time series

Science.gov (United States)

Xia, Xiaohua; Huang, Guitian; Duan, Na

2010-12-01

Several measurements and techniques have been developed to detect dynamic mutuality and synchronicity of time series in econometrics. This study aims to compare the performances of five methods, i.e., linear regression, dynamic correlation, Markov switching models, concordance index and recurrence quantification analysis, through numerical simulations. We evaluate the abilities of these methods to capture structure changing and cyclicity in time series and the findings of this paper would offer guidance to both academic and empirical researchers. Illustration examples are also provided to demonstrate the subtle differences of these techniques.

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...

Methods for removal of unwanted signals from gravity time-series: Comparison using linear techniques complemented with analysis of system dynamics

Science.gov (United States)

Valencio, Arthur; Grebogi, Celso; Baptista, Murilo S.

2017-10-01

The presence of undesirable dominating signals in geophysical experimental data is a challenge in many subfields. One remarkable example is surface gravimetry, where frequencies from Earth tides correspond to time-series fluctuations up to a thousand times larger than the phenomena of major interest, such as hydrological gravity effects or co-seismic gravity changes. This work discusses general methods for the removal of unwanted dominating signals by applying them to 8 long-period gravity time-series of the International Geodynamics and Earth Tides Service, equivalent to the acquisition from 8 instruments in 5 locations representative of the network. We compare three different conceptual approaches for tide removal: frequency filtering, physical modelling, and data-based modelling. Each approach reveals a different limitation to be considered depending on the intended application. Vestiges of tides remain in the residues for the modelling procedures, whereas the signal was distorted in different ways by the filtering and data-based procedures. The linear techniques employed were power spectral density, spectrogram, cross-correlation, and classical harmonics decomposition, while the system dynamics was analysed by state-space reconstruction and estimation of the largest Lyapunov exponent. Although the tides could not be completely eliminated, they were sufficiently reduced to allow observation of geophysical events of interest above the 10 nm s-2 level, exemplified by a hydrology-related event of 60 nm s-2. The implementations adopted for each conceptual approach are general, so that their principles could be applied to other kinds of data affected by undesired signals composed mainly by periodic or quasi-periodic components.

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

Non-LTE line-blanketed model atmospheres of hot stars. 1: Hybrid complete linearization/accelerated lambda iteration method

Science.gov (United States)

Hubeny, I.; Lanz, T.

1995-01-01

A new munerical method for computing non-Local Thermodynamic Equilibrium (non-LTE) model stellar atmospheres is presented. The method, called the hybird complete linearization/accelerated lambda iretation (CL/ALI) method, combines advantages of both its constituents. Its rate of convergence is virtually as high as for the standard CL method, while the computer time per iteration is almost as low as for the standard ALI method. The method is formulated as the standard complete lineariation, the only difference being that the radiation intensity at selected frequency points is not explicity linearized; instead, it is treated by means of the ALI approach. The scheme offers a wide spectrum of options, ranging from the full CL to the full ALI method. We deonstrate that the method works optimally if the majority of frequency points are treated in the ALI mode, while the radiation intensity at a few (typically two to 30) frequency points is explicity linearized. We show how this method can be applied to calculate metal line-blanketed non-LTE model atmospheres, by using the idea of 'superlevels' and 'superlines' introduced originally by Anderson (1989). We calculate several illustrative models taking into accont several tens of thosands of lines of Fe III to Fe IV and show that the hybrid CL/ALI method provides a robust method for calculating non-LTE line-blanketed model atmospheres for a wide range of stellar parameters. The results for individual stellar types will be presented in subsequent papers in this series.

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...

The Cauchy problem for non-linear Klein-Gordon equations

International Nuclear Information System (INIS)

Simon, J.C.H.; Taflin, E.

1993-01-01

We consider in R n+1 , n≥2, the non-linear Klein-Gordon equation. We prove for such an equation that there is neighbourhood of zero in a Hilbert space of initial conditions for which the Cauchy problem has global solutions and on which there is asymptotic completeness. The inverse of the wave operator linearizes the non-linear equation. If, moreover, the equation is manifestly Poincare covariant then the non-linear representation of the Poincare-Lie algebra, associated with the non-linear Klein-Gordon equation is integrated to a non-linear representation of the Poincare group on an invariant neighbourhood of zero in the Hilbert space. This representation is linearized by the inverse of the wave operator. The Hilbert space is, in both cases, the closure of the space of the differentiable vectors for the linear representation of the Poincare group, associated with the Klein-Gordon equation, with respect to a norm defined by the representation of the enveloping algebra. (orig.)

LINEAR AND NON-LINEAR ANALYSES OF CABLE-STAYED STEEL FRAME SUBJECTED TO SEISMIC ACTIONS

Directory of Open Access Journals (Sweden)

Marko Đuran

2017-01-01

Full Text Available In this study, linear and non-linear dynamic analyses of a cable-stayed steel frame subjected to seismic actions are performed. The analyzed cable-stayed frame is the main supporting structure of a wide-span sports hall. Since the complex dynamic behavior of cable-stayed structures results in significant geometric nonlinearity, a nonlinear time history analysis is conducted. As a reference, an analysis using the European standard approach, the so-called linear modal response spectrum method, is also performed. The analyses are conducted for different seismic actions considering dependence on the response spectrums for various ground types and the corresponding artificially generated accelerograms. Despite fundamental differences between the two analyses, results indicate that the modal response spectrum analysis is surprisingly consistent with the internal forces and bending moment distributions of the nonlinear time history analysis. However, significantly smaller values of bending moments, internal forces, and displacements are obtained with the response spectrum analysis.

Modern linear control design a time-domain approach

CERN Document Server

Caravani, Paolo

2013-01-01

This book offers a compact introduction to modern linear control design.  The simplified overview presented of linear time-domain methodology paves the road for the study of more advanced non-linear techniques. Only rudimentary knowledge of linear systems theory is assumed - no use of Laplace transforms or frequency design tools is required. Emphasis is placed on assumptions and logical implications, rather than abstract completeness; on interpretation and physical meaning, rather than theoretical formalism; on results and solutions, rather than derivation or solvability.  The topics covered include transient performance and stabilization via state or output feedback; disturbance attenuation and robust control; regional eigenvalue assignment and constraints on input or output variables; asymptotic regulation and disturbance rejection. Lyapunov theory and Linear Matrix Inequalities (LMI) are discussed as key design methods. All methods are demonstrated with MATLAB to promote practical use and comprehension. ...

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...

Multistability of neural networks with discontinuous non-monotonic piecewise linear activation functions and time-varying delays.

Science.gov (United States)

Nie, Xiaobing; Zheng, Wei Xing

2015-05-01

This paper is concerned with the problem of coexistence and dynamical behaviors of multiple equilibrium points for neural networks with discontinuous non-monotonic piecewise linear activation functions and time-varying delays. The fixed point theorem and other analytical tools are used to develop certain sufficient conditions that ensure that the n-dimensional discontinuous neural networks with time-varying delays can have at least 5(n) equilibrium points, 3(n) of which are locally stable and the others are unstable. The importance of the derived results is that it reveals that the discontinuous neural networks can have greater storage capacity than the continuous ones. Moreover, different from the existing results on multistability of neural networks with discontinuous activation functions, the 3(n) locally stable equilibrium points obtained in this paper are located in not only saturated regions, but also unsaturated regions, due to the non-monotonic structure of discontinuous activation functions. A numerical simulation study is conducted to illustrate and support the derived theoretical results. Copyright © 2015 Elsevier Ltd. All rights reserved.

Linear models for multivariate, time series, and spatial data

CERN Document Server

Christensen, Ronald

1991-01-01

This is a companion volume to Plane Answers to Complex Questions: The Theory 0/ Linear Models. It consists of six additional chapters written in the same spirit as the last six chapters of the earlier book. Brief introductions are given to topics related to linear model theory. No attempt is made to give a comprehensive treatment of the topics. Such an effort would be futile. Each chapter is on a topic so broad that an in depth discussion would require a book-Iength treatment. People need to impose structure on the world in order to understand it. There is a limit to the number of unrelated facts that anyone can remem­ ber. If ideas can be put within a broad, sophisticatedly simple structure, not only are they easier to remember but often new insights become avail­ able. In fact, sophisticatedly simple models of the world may be the only ones that work. I have often heard Arnold Zellner say that, to the best of his knowledge, this is true in econometrics. The process of modeling is fundamental to understand...

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

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.

Extracting biologically significant patterns from short time series gene expression data

Directory of Open Access Journals (Sweden)

McGinnis Thomas

2009-08-01

Full Text Available Abstract Background Time series gene expression data analysis is used widely to study the dynamics of various cell processes. Most of the time series data available today consist of few time points only, thus making the application of standard clustering techniques difficult. Results We developed two new algorithms that are capable of extracting biological patterns from short time point series gene expression data. The two algorithms, ASTRO and MiMeSR, are inspired by the rank order preserving framework and the minimum mean squared residue approach, respectively. However, ASTRO and MiMeSR differ from previous approaches in that they take advantage of the relatively few number of time points in order to reduce the problem from NP-hard to linear. Tested on well-defined short time expression data, we found that our approaches are robust to noise, as well as to random patterns, and that they can correctly detect the temporal expression profile of relevant functional categories. Evaluation of our methods was performed using Gene Ontology (GO annotations and chromatin immunoprecipitation (ChIP-chip data. Conclusion Our approaches generally outperform both standard clustering algorithms and algorithms designed specifically for clustering of short time series gene expression data. Both algorithms are available at http://www.benoslab.pitt.edu/astro/.

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.

Notes on economic time series analysis system theoretic perspectives

CERN Document Server

Aoki, Masanao

1983-01-01

In seminars and graduate level courses I have had several opportunities to discuss modeling and analysis of time series with economists and economic graduate students during the past several years. These experiences made me aware of a gap between what economic graduate students are taught about vector-valued time series and what is available in recent system literature. Wishing to fill or narrow the gap that I suspect is more widely spread than my personal experiences indicate, I have written these notes to augment and reor­ ganize materials I have given in these courses and seminars. I have endeavored to present, in as much a self-contained way as practicable, a body of results and techniques in system theory that I judge to be relevant and useful to economists interested in using time series in their research. I have essentially acted as an intermediary and interpreter of system theoretic results and perspectives in time series by filtering out non-essential details, and presenting coherent accounts of wha...

Applicability of linear and non-linear potential flow models on a Wavestar float

DEFF Research Database (Denmark)

Bozonnet, Pauline; Dupin, Victor; Tona, Paolino

2017-01-01

as a model based on non-linear potential flow theory and weakscatterer hypothesis are successively considered. Simple tests, such as dip tests, decay tests and captive tests enable to highlight the improvements obtained with the introduction of nonlinearities. Float motion under wave actions and without...... control action, limited to small amplitude motion with a single float, is well predicted by the numerical models, including the linear one. Still, float velocity is better predicted by accounting for non-linear hydrostatic and Froude-Krylov forces.......Numerical models based on potential flow theory, including different types of nonlinearities are compared and validated against experimental data for the Wavestar wave energy converter technology. Exact resolution of the rotational motion, non-linear hydrostatic and Froude-Krylov forces as well...

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 ...

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 ...

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.

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.

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…

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

Time series analysis and its applications with R examples

CERN Document Server

Shumway, Robert H

2017-01-01

The fourth edition of this popular graduate textbook, like its predecessors, presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using nontrivial data illustrate solutions to problems such as discovering natural and anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and monitoring a nuclear test ban treaty. The book is designed as a textbook for graduate level students in the physical, biological, and social sciences and as a graduate level text in statistics. Some parts may also serve as an undergraduate introductory course. Theory and methodology are separated to allow presentations on different levels. In addition to coverage of classical methods of time series regression, ARIMA models, spectral analysis and state-space models, the text includes modern developments including categorical time series analysis, multivariate spectral methods, long memory series, nonli...

A modified temporal criterion to meta-optimize the extended Kalman filter for land cover classification of remotely sensed time series

Science.gov (United States)

Salmon, B. P.; Kleynhans, W.; Olivier, J. C.; van den Bergh, F.; Wessels, K. J.

2018-05-01

Humans are transforming land cover at an ever-increasing rate. Accurate geographical maps on land cover, especially rural and urban settlements are essential to planning sustainable development. Time series extracted from MODerate resolution Imaging Spectroradiometer (MODIS) land surface reflectance products have been used to differentiate land cover classes by analyzing the seasonal patterns in reflectance values. The proper fitting of a parametric model to these time series usually requires several adjustments to the regression method. To reduce the workload, a global setting of parameters is done to the regression method for a geographical area. In this work we have modified a meta-optimization approach to setting a regression method to extract the parameters on a per time series basis. The standard deviation of the model parameters and magnitude of residuals are used as scoring function. We successfully fitted a triply modulated model to the seasonal patterns of our study area using a non-linear extended Kalman filter (EKF). The approach uses temporal information which significantly reduces the processing time and storage requirements to process each time series. It also derives reliability metrics for each time series individually. The features extracted using the proposed method are classified with a support vector machine and the performance of the method is compared to the original approach on our ground truth data.

Construction of local and non-local conservation laws for non-linear field equations

International Nuclear Information System (INIS)

Vladimirov, V.S.; Volovich, I.V.

1984-08-01

A method of constructing conserved currents for non-linear field equations is presented. More explicitly for non-linear equations, which can be derived from compatibility conditions of some linear system with a parameter, a procedure of obtaining explicit expressions for local and non-local currents is developed. Some examples such as the classical Heisenberg spin chain and supersymmetric Yang-Mills theory are considered. (author)

Comparisons between two wavelet functions in extracting coherent structures from solar wind time series

International Nuclear Information System (INIS)

Bolzani, M.J.A.; Guarnieri, F.L.; Vieira, Paulo Cesar

2009-01-01

Nowadays, wavelet analysis of turbulent flows have become increasingly popular. However, the study of geometric characteristics from wavelet functions is still poorly explored. In this work we compare the performance of two wavelet functions in extracting the coherent structures from solar wind velocity time series. The data series are from years 1996 to 2002 (except 1998 and 1999). The wavelet algorithm decomposes the annual time-series in two components: the coherent part and non-coherent one, using the daubechies-4 and haar wavelet function. The threshold assumed is based on a percentage of maximum variance found in each dyadic scale. After the extracting procedure, we applied the power spectral density on the original time series and coherent time series to obtain spectral indices. The results from spectral indices show higher values for the coherent part obtained by daubechies-4 than those obtained by the haar wavelet function. Using the kurtosis statistical parameter, on coherent and non-coherent time series, it was possible to conjecture that the differences found between two wavelet functions may be associated with their geometric forms. (author)

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...

Computation of the Short-Time Linear Canonical Transform with Dual Window

Directory of Open Access Journals (Sweden)

Lei Huang

2017-01-01

Full Text Available The short-time linear canonical transform (STLCT, which maps the time domain signal into the joint time and frequency domain, has recently attracted some attention in the area of signal processing. However, its applications are still limited due to the fact that selection of coefficients of the short-time linear canonical series (STLCS is not unique, because time and frequency elementary functions (together known as basis function of STLCS do not constitute an orthogonal basis. To solve this problem, this paper investigates a dual window solution. First, the nonorthogonal problem that suffered from original window is fulfilled by orthogonal condition with dual window. Then based on the obtained condition, a dual window computation approach of the GT is extended to the STLCS. In addition, simulations verify the validity of the proposed condition and solutions. Furthermore, some possible applied directions are discussed.

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

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.

Single-machine common/slack due window assignment problems with linear decreasing processing times

Science.gov (United States)

Zhang, Xingong; Lin, Win-Chin; Wu, Wen-Hsiang; Wu, Chin-Chia

2017-08-01

This paper studies linear non-increasing processing times and the common/slack due window assignment problems on a single machine, where the actual processing time of a job is a linear non-increasing function of its starting time. The aim is to minimize the sum of the earliness cost, tardiness cost, due window location and due window size. Some optimality results are discussed for the common/slack due window assignment problems and two O(n log n) time algorithms are presented to solve the two problems. Finally, two examples are provided to illustrate the correctness of the corresponding algorithms.

Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression

NARCIS (Netherlands)

D.E. Allen (David); A.K. Singh (Abhay); R.J. Powell (Robert); M.J. McAleer (Michael); J. Taylor (James); L. Thomas (Lyn)

2013-01-01

textabstractThe purpose of this paper is to examine the asymmetric relationship between price and implied volatility and the associated extreme quantile dependence using linear and non linear quantile regression approach. Our goal in this paper is to demonstrate that the relationship between the

A canonical eight-dimensional formalism for linear and non-linear classical spin-orbit motion in storage rings

International Nuclear Information System (INIS)

Barber, D.P.; Heinemann, K.; Ripken, G.

1991-05-01

In the following report we begin to reformulate work by Derbenev on the behaviour of coupled quantized spin-orbit motion. To this end we present a classical symplectic treatment of linear and non-linear spin-orbit motion for storage rings using a fully coupled eight-dimensional formalism which generalizes earlier investigations of coupled synchro-betatron oscillations by introducing two additional canonical spin variables which behave, in a small-angle limit, like those already used in linearised spin theory. Thus in addition to the usual x-z-s couplings, both the spin to orbit and orbit to spin coupling are described canonically. Since the spin Hamiltonian can be expanded in a Taylor series in canonical variables, the formalism is convenient for use in 8-dimensional symplectic tracking calculations with the help, for example, of Lie algebra or differential algebra for the study of chaotic spin motion, for construction of spin normal forms and for the study of the effect of Stern-Gerlach forces. (orig.)

Signals for Non-Cummutative Interactions at Linear Colliders

International Nuclear Information System (INIS)

Rizzo, Thomas G.

2001-01-01

Recent theoretical results have demonstrated that non-commutative geometries naturally appear within the context of string/M-theory. One consequence of this possibility is that QED takes on a non-abelian nature due to the introduction of 3- and 4-point functions. In addition, each QED vertex acquires a momentum dependent phase factor. We parameterize the effects of non-commutative space-time co-ordinates and show that they lead to observable signatures in several 2 → 2 QED processes in e + e - collisions. In particular, we examine pair annihilation, Moller and Bhabha scattering, as well as γγ → γγ scattering and show that non-commutative scales of order a TeV can be probed at high energy linear colliders

Signals for Non-Cummutative Interactions at Linear Colliders

Energy Technology Data Exchange (ETDEWEB)

Rizzo, Thomas G.

2001-07-23

Recent theoretical results have demonstrated that non-commutative geometries naturally appear within the context of string/M-theory. One consequence of this possibility is that QED takes on a non-abelian nature due to the introduction of 3- and 4-point functions. In addition, each QED vertex acquires a momentum dependent phase factor. We parameterize the effects of non-commutative space-time co-ordinates and show that they lead to observable signatures in several 2 {yields} 2 QED processes in e{sup +}e{sup -} collisions. In particular, we examine pair annihilation, Moller and Bhabha scattering, as well as {gamma}{gamma} {yields} {gamma}{gamma} scattering and show that non-commutative scales of order a TeV can be probed at high energy linear colliders.

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.

Visuo-manual tracking: does intermittent control with aperiodic sampling explain linear power and non-linear remnant without sensorimotor noise?

Science.gov (United States)

Gollee, Henrik; Gawthrop, Peter J; Lakie, Martin; Loram, Ian D

2017-11-01

A human controlling an external system is described most easily and conventionally as linearly and continuously translating sensory input to motor output, with the inevitable output remnant, non-linearly related to the input, attributed to sensorimotor noise. Recent experiments show sustained manual tracking involves repeated refractoriness (insensitivity to sensory information for a certain duration), with the temporary 200-500 ms periods of irresponsiveness to sensory input making the control process intrinsically non-linear. This evidence calls for re-examination of the extent to which random sensorimotor noise is required to explain the non-linear remnant. This investigation of manual tracking shows how the full motor output (linear component and remnant) can be explained mechanistically by aperiodic sampling triggered by prediction error thresholds. Whereas broadband physiological noise is general to all processes, aperiodic sampling is associated with sensorimotor decision making within specific frontal, striatal and parietal networks; we conclude that manual tracking utilises such slow serial decision making pathways up to several times per second. The human operator is described adequately by linear translation of sensory input to motor output. Motor output also always includes a non-linear remnant resulting from random sensorimotor noise from multiple sources, and non-linear input transformations, for example thresholds or refractory periods. Recent evidence showed that manual tracking incurs substantial, serial, refractoriness (insensitivity to sensory information of 350 and 550 ms for 1st and 2nd order systems respectively). Our two questions are: (i) What are the comparative merits of explaining the non-linear remnant using noise or non-linear transformations? (ii) Can non-linear transformations represent serial motor decision making within the sensorimotor feedback loop intrinsic to tracking? Twelve participants (instructed to act in three prescribed

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

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

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.

A novel methodology for non-linear system identification of battery cells used in non-road hybrid electric vehicles

Science.gov (United States)

Unger, Johannes; Hametner, Christoph; Jakubek, Stefan; Quasthoff, Marcus

2014-12-01

An accurate state of charge (SoC) estimation of a traction battery in hybrid electric non-road vehicles, which possess higher dynamics and power densities than on-road vehicles, requires a precise battery cell terminal voltage model. This paper presents a novel methodology for non-linear system identification of battery cells to obtain precise battery models. The methodology comprises the architecture of local model networks (LMN) and optimal model based design of experiments (DoE). Three main novelties are proposed: 1) Optimal model based DoE, which aims to high dynamically excite the battery cells at load ranges frequently used in operation. 2) The integration of corresponding inputs in the LMN to regard the non-linearities SoC, relaxation, hysteresis as well as temperature effects. 3) Enhancements to the local linear model tree (LOLIMOT) construction algorithm, to achieve a physical appropriate interpretation of the LMN. The framework is applicable for different battery cell chemistries and different temperatures, and is real time capable, which is shown on an industrial PC. The accuracy of the obtained non-linear battery model is demonstrated on cells with different chemistries and temperatures. The results show significant improvement due to optimal experiment design and integration of the battery non-linearities within the LMN structure.

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-.

A meta-analysis of cambium phenology and growth: linear and non-linear patterns in conifers of the northern hemisphere.

Science.gov (United States)

Rossi, Sergio; Anfodillo, Tommaso; Cufar, Katarina; Cuny, Henri E; Deslauriers, Annie; Fonti, Patrick; Frank, David; Gricar, Jozica; Gruber, Andreas; King, Gregory M; Krause, Cornelia; Morin, Hubert; Oberhuber, Walter; Prislan, Peter; Rathgeber, Cyrille B K

2013-12-01

Ongoing global warming has been implicated in shifting phenological patterns such as the timing and duration of the growing season across a wide variety of ecosystems. Linear models are routinely used to extrapolate these observed shifts in phenology into the future and to estimate changes in associated ecosystem properties such as net primary productivity. Yet, in nature, linear relationships may be special cases. Biological processes frequently follow more complex, non-linear patterns according to limiting factors that generate shifts and discontinuities, or contain thresholds beyond which responses change abruptly. This study investigates to what extent cambium phenology is associated with xylem growth and differentiation across conifer species of the northern hemisphere. Xylem cell production is compared with the periods of cambial activity and cell differentiation assessed on a weekly time scale on histological sections of cambium and wood tissue collected from the stems of nine species in Canada and Europe over 1-9 years per site from 1998 to 2011. The dynamics of xylogenesis were surprisingly homogeneous among conifer species, although dispersions from the average were obviously observed. Within the range analysed, the relationships between the phenological timings were linear, with several slopes showing values close to or not statistically different from 1. The relationships between the phenological timings and cell production were distinctly non-linear, and involved an exponential pattern. The trees adjust their phenological timings according to linear patterns. Thus, shifts of one phenological phase are associated with synchronous and comparable shifts of the successive phases. However, small increases in the duration of xylogenesis could correspond to a substantial increase in cell production. The findings suggest that the length of the growing season and the resulting amount of growth could respond differently to changes in environmental conditions.

Non-linear feedback control of the p53 protein-mdm2 inhibitor system using the derivative-free non-linear Kalman filter.

Science.gov (United States)

Rigatos, Gerasimos G

2016-06-01

It is proven that the model of the p53-mdm2 protein synthesis loop is a differentially flat one and using a diffeomorphism (change of state variables) that is proposed by differential flatness theory it is shown that the protein synthesis model can be transformed into the canonical (Brunovsky) form. This enables the design of a feedback control law that maintains the concentration of the p53 protein at the desirable levels. To estimate the non-measurable elements of the state vector describing the p53-mdm2 system dynamics, the derivative-free non-linear Kalman filter is used. Moreover, to compensate for modelling uncertainties and external disturbances that affect the p53-mdm2 system, the derivative-free non-linear Kalman filter is re-designed as a disturbance observer. The derivative-free non-linear Kalman filter consists of the Kalman filter recursion applied on the linearised equivalent of the protein synthesis model together with an inverse transformation based on differential flatness theory that enables to retrieve estimates for the state variables of the initial non-linear model. The proposed non-linear feedback control and perturbations compensation method for the p53-mdm2 system can result in more efficient chemotherapy schemes where the infusion of medication will be better administered.