Transport and diffusion of material quantities on propagating interfaces via level set methods

International Nuclear Information System (INIS)

Adalsteinsson, David; Sethian, J.A.

2003-01-01

We develop theory and numerical algorithms to apply level set methods to problems involving the transport and diffusion of material quantities in a level set framework. Level set methods are computational techniques for tracking moving interfaces; they work by embedding the propagating interface as the zero level set of a higher dimensional function, and then approximate the solution of the resulting initial value partial differential equation using upwind finite difference schemes. The traditional level set method works in the trace space of the evolving interface, and hence disregards any parameterization in the interface description. Consequently, material quantities on the interface which themselves are transported under the interface motion are not easily handled in this framework. We develop model equations and algorithmic techniques to extend the level set method to include these problems. We demonstrate the accuracy of our approach through a series of test examples and convergence studies

Method for calculating annual energy efficiency improvement of TV sets

International Nuclear Information System (INIS)

Varman, M.; Mahlia, T.M.I.; Masjuki, H.H.

2006-01-01

The popularization of 24 h pay-TV, interactive video games, web-TV, VCD and DVD are poised to have a large impact on overall TV electricity consumption in the Malaysia. Following this increased consumption, energy efficiency standard present a highly effective measure for decreasing electricity consumption in the residential sector. The main problem in setting energy efficiency standard is identifying annual efficiency improvement, due to the lack of time series statistical data available in developing countries. This study attempts to present a method of calculating annual energy efficiency improvement for TV set, which can be used for implementing energy efficiency standard for TV sets in Malaysia and other developing countries. Although the presented result is only an approximation, definitely it is one of the ways of accomplishing energy standard. Furthermore, the method can be used for other appliances without any major modification

Method for calculating annual energy efficiency improvement of TV sets

Energy Technology Data Exchange (ETDEWEB)

Varman, M. [Department of Mechanical Engineering, University of Malaya, Lembah Pantai, 50603 Kuala Lumpur (Malaysia); Mahlia, T.M.I. [Department of Mechanical Engineering, University of Malaya, Lembah Pantai, 50603 Kuala Lumpur (Malaysia)]. E-mail: indra@um.edu.my; Masjuki, H.H. [Department of Mechanical Engineering, University of Malaya, Lembah Pantai, 50603 Kuala Lumpur (Malaysia)

2006-10-15

The popularization of 24 h pay-TV, interactive video games, web-TV, VCD and DVD are poised to have a large impact on overall TV electricity consumption in the Malaysia. Following this increased consumption, energy efficiency standard present a highly effective measure for decreasing electricity consumption in the residential sector. The main problem in setting energy efficiency standard is identifying annual efficiency improvement, due to the lack of time series statistical data available in developing countries. This study attempts to present a method of calculating annual energy efficiency improvement for TV set, which can be used for implementing energy efficiency standard for TV sets in Malaysia and other developing countries. Although the presented result is only an approximation, definitely it is one of the ways of accomplishing energy standard. Furthermore, the method can be used for other appliances without any major modification.

The Forecasting of Labour Force Participation and the Unemployment Rate in Poland and Turkey Using Fuzzy Time Series Methods

Directory of Open Access Journals (Sweden)

Yolcu Ufuk

2016-06-01

Full Text Available Fuzzy time series methods based on the fuzzy set theory proposed by Zadeh (1965 was first introduced by Song and Chissom (1993. Since fuzzy time series methods do not have the assumptions that traditional time series do and have effective forecasting performance, the interest on fuzzy time series approaches is increasing rapidly. Fuzzy time series methods have been used in almost all areas, such as environmental science, economy and finance. The concepts of labour force participation and unemployment have great importance in terms of both the economy and sociology of countries. For this reason there are many studies on their forecasting. In this study, we aim to forecast the labour force participation and unemployment rate in Poland and Turkey using different fuzzy time series methods.

Genealogical series method. Hyperpolar points screen effect

International Nuclear Information System (INIS)

Gorbatov, A.M.

1991-01-01

The fundamental values of the genealogical series method -the genealogical integrals (sandwiches) have been investigated. The hyperpolar points screen effect has been found. It allows one to calculate the sandwiches for the Fermion systems with large number of particles and to ascertain the validity of the iterated-potential method as well. For the first time the genealogical-series method has been realized numerically for the central spin-independent potential

Series-parallel method of direct solar array regulation

Science.gov (United States)

Gooder, S. T.

1976-01-01

A 40 watt experimental solar array was directly regulated by shorting out appropriate combinations of series and parallel segments of a solar array. Regulation switches were employed to control the array at various set-point voltages between 25 and 40 volts. Regulation to within + or - 0.5 volt was obtained over a range of solar array temperatures and illumination levels as an active load was varied from open circuit to maximum available power. A fourfold reduction in regulation switch power dissipation was achieved with series-parallel regulation as compared to the usual series-only switching for direct solar array regulation.

Summation of Divergent Series and Zeldovich's Regularization Method

International Nuclear Information System (INIS)

Mur, V.D.; Pozdnyakov, S.G.; Popruzhenko, S.V.; Popov, V.S.

2005-01-01

A method for summing divergent series, including perturbation-theory series, is considered. This method is an analog of Zeldovich's regularization method in the theory of quasistationary states. It is shown that the method in question is more powerful than the well-known Abel and Borel methods, but that it is compatible with them (that is, it leads to the same value for the sum of a series). The constraints on the parameter domain that arise upon the removal of the regularization of divergent integrals by this method are discussed. The dynamical Stark shifts and widths of loosely bound s states in the field of a circularly polarized electromagnetic wave are calculated at various values of the Keldysh adiabaticity parameter and the multiquantum parameter

Setting health research priorities using the CHNRI method: III. Involving stakeholders

Directory of Open Access Journals (Sweden)

Sachiyo Yoshida

2016-06-01

Full Text Available Setting health research priorities is a complex and value–driven process. The introduction of the Child Health and Nutrition Research Initiative (CHNRI method has made the process of setting research priorities more transparent and inclusive, but much of the process remains in the hands of funders and researchers, as described in the previous two papers in this series. However, the value systems of numerous other important stakeholders, particularly those on the receiving end of health research products, are very rarely addressed in any process of priority setting. Inclusion of a larger and more diverse group of stakeholders in the process would result in a better reflection of the system of values of the broader community, resulting in recommendations that are more legitimate and acceptable.

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.

Jumps in GNSS coordinates time series, a simple and fast methodology to clean the data sets

Science.gov (United States)

Bruni, Sara; Zerbini, Susanna; Raicich, Fabio; Errico, Maddalena; Santi, Efisio

2014-05-01

GNSS coordinate time series often suffer from the presence of undesired offsets of different nature which may impair the reliable estimation of the long-period trend and that should be corrected in the original data sets. Examples of such discontinuities are those originated by earthquakes, monumentation problems, replacement/maintenance of the station equipment, change of the reference system and by a number of unforeseen events. We have developed an automated and fast data inspection procedure for estimating the time of occurrence and the magnitude of the jumps and for correcting the time series accordingly. These processing characteristics are important because many time series are now spanning almost two decades, and dense GNSS networks are becoming a reality. The procedure has been developed and tailored to GNSS data sets starting from the Sequential T-test Analysis of Regime Shifts (STARS) originally conceived by Rodionov (Geophys. Res. Lett., 31, L09204, 2004) in the context of climatic studies. This technique does not make any a priori assumption on the time of occurrence and on the magnitude of the discontinuities. A jump is detected and its magnitude estimated when, over two consecutive time windows of the same length, the mean value exhibits a statistically significant change. Three user-defined parameters are required: the cut-off length, L, representing the minimum time interval between two consecutive discontinuities, the significance level, p, of the exploited two-tailed Student t-test, and the Huber parameter, H, used to compute a weighted mean over the L-day intervals. The method has been tested on GPS coordinates time series of stations located in the southeastern Po Plain, in Italy. The series span more than 15 years and are affected by offsets of different nature. The methodology has proven to be effective, as confirmed by the comparison between the corrected GPS time series and those obtained by other co-located observation techniques such as

The Interval-Valued Triangular Fuzzy Soft Set and Its Method of Dynamic Decision Making

Directory of Open Access Journals (Sweden)

Xiaoguo Chen

2014-01-01

Full Text Available A concept of interval-valued triangular fuzzy soft set is presented, and some operations of “AND,” “OR,” intersection, union and complement, and so forth are defined. Then some relative properties are discussed and several conclusions are drawn. A dynamic decision making model is built based on the definition of interval-valued triangular fuzzy soft set, in which period weight is determined by the exponential decay method. The arithmetic weighted average operator of interval-valued triangular fuzzy soft set is given by the aggregating thought, thereby aggregating interval-valued triangular fuzzy soft sets of different time-series into a collective interval-valued triangular fuzzy soft set. The formulas of selection and decision values of different objects are given; therefore the optimal decision making is achieved according to the decision values. Finally, the steps of this method are concluded, and one example is given to explain the application of the method.

A novel mutual information-based Boolean network inference method from time-series gene expression data.

Directory of Open Access Journals (Sweden)

Shohag Barman

Full Text Available Inferring a gene regulatory network from time-series gene expression data in systems biology is a challenging problem. Many methods have been suggested, most of which have a scalability limitation due to the combinatorial cost of searching a regulatory set of genes. In addition, they have focused on the accurate inference of a network structure only. Therefore, there is a pressing need to develop a network inference method to search regulatory genes efficiently and to predict the network dynamics accurately.In this study, we employed a Boolean network model with a restricted update rule scheme to capture coarse-grained dynamics, and propose a novel mutual information-based Boolean network inference (MIBNI method. Given time-series gene expression data as an input, the method first identifies a set of initial regulatory genes using mutual information-based feature selection, and then improves the dynamics prediction accuracy by iteratively swapping a pair of genes between sets of the selected regulatory genes and the other genes. Through extensive simulations with artificial datasets, MIBNI showed consistently better performance than six well-known existing methods, REVEAL, Best-Fit, RelNet, CST, CLR, and BIBN in terms of both structural and dynamics prediction accuracy. We further tested the proposed method with two real gene expression datasets for an Escherichia coli gene regulatory network and a fission yeast cell cycle network, and also observed better results using MIBNI compared to the six other methods.Taken together, MIBNI is a promising tool for predicting both the structure and the dynamics of a gene regulatory network.

A robust anomaly based change detection method for time-series remote sensing images

Science.gov (United States)

Shoujing, Yin; Qiao, Wang; Chuanqing, Wu; Xiaoling, Chen; Wandong, Ma; Huiqin, Mao

2014-03-01

Time-series remote sensing images record changes happening on the earth surface, which include not only abnormal changes like human activities and emergencies (e.g. fire, drought, insect pest etc.), but also changes caused by vegetation phenology and climate changes. Yet, challenges occur in analyzing global environment changes and even the internal forces. This paper proposes a robust Anomaly Based Change Detection method (ABCD) for time-series images analysis by detecting abnormal points in data sets, which do not need to follow a normal distribution. With ABCD we can detect when and where changes occur, which is the prerequisite condition of global change studies. ABCD was tested initially with 10-day SPOT VGT NDVI (Normalized Difference Vegetation Index) times series tracking land cover type changes, seasonality and noise, then validated to real data in a large area in Jiangxi, south of China. Initial results show that ABCD can precisely detect spatial and temporal changes from long time series images rapidly.

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.

A Cryogenic Test Set-Up for the Qualification of Pre-Series Test Cells for the LHC Cryogenic Distribution Line

CERN Document Server

Livran, J; Parente, C; Riddone, G; Rybkowski, D; Veillet, N

2000-01-01

Three pre-series Test Cells of the LHC Cryogenic Distribution Line (QRL) [1], manufactured by three European industrial companies, will be tested in the year 2000 to qualify the design chosen and verify the thermal and mechanical performances. A dedicated test stand (170 m x 13 m) has been built for extensive testing and performance assessment of the pre-series units in parallel. They will be fed with saturated liquid helium at 4.2 K supplied by a mobile helium dewar. In addition, LN2 cooled helium will be used for cool-down and thermal shielding. For each of the three pre-series units, a set of end boxes has been designed and manufactured at CERN. This paper presents the layout of the cryogenic system for the pre-series units, the calorimetric methods as well as the results of the thermal calculation of the end box test.

A method for generating high resolution satellite image time series

Science.gov (United States)

Guo, Tao

2014-10-01

There is an increasing demand for satellite remote sensing data with both high spatial and temporal resolution in many applications. But it still is a challenge to simultaneously improve spatial resolution and temporal frequency due to the technical limits of current satellite observation systems. To this end, much R&D efforts have been ongoing for years and lead to some successes roughly in two aspects, one includes super resolution, pan-sharpen etc. methods which can effectively enhance the spatial resolution and generate good visual effects, but hardly preserve spectral signatures and result in inadequate analytical value, on the other hand, time interpolation is a straight forward method to increase temporal frequency, however it increase little informative contents in fact. In this paper we presented a novel method to simulate high resolution time series data by combing low resolution time series data and a very small number of high resolution data only. Our method starts with a pair of high and low resolution data set, and then a spatial registration is done by introducing LDA model to map high and low resolution pixels correspondingly. Afterwards, temporal change information is captured through a comparison of low resolution time series data, and then projected onto the high resolution data plane and assigned to each high resolution pixel according to the predefined temporal change patterns of each type of ground objects. Finally the simulated high resolution data is generated. A preliminary experiment shows that our method can simulate a high resolution data with a reasonable accuracy. The contribution of our method is to enable timely monitoring of temporal changes through analysis of time sequence of low resolution images only, and usage of costly high resolution data can be reduces as much as possible, and it presents a highly effective way to build up an economically operational monitoring solution for agriculture, forest, land use investigation

Adaptive settings of distance relay for MOV-protected series compensated line with distributed capacitance considering wind power

Science.gov (United States)

Sivov, Oleg Viktorovich

Series compensated lines are protected from overvoltage by metal-oxide-varistors (MOVs) connected in parallel with the capacitor bank. The nonlinear characteristics of MOV devices add complexity to fault analysis and distance protection operation. During faults, the impedance of the line is modified by an equivalent impedance of the parallel MOV/capacitor circuit, which affects the distance protection. The intermittent wind generation introduces additional complexity to the system performance and distance protection. Wind variation affects the fault current level and equivalent MOV/capacitor impedance during a fault, and hence the distance relay operation. This thesis studies the impact of the intermittent wind power generation on the operation of MOV during faults. For the purpose of simulation, an equivalent wind farm model is proposed to generate a wind generation profile using wind farm generation from California independent system operator (ISO) as a guide for wind power variation to perform the study. The IEEE 12-bus test system is modified to include MOV-protected series capacitor and the equivalent wind farm model. The modified test system is simulated in the MATLAB/Simulink environment. The study has been achieved considering three phase and single line to ground (SLG) faults on the series compensated line to show the effect of wind variation on the MOV operation. This thesis proposes an adaptive setting method for the mho relay distance protection of series compensated line considering effects of wind power variation and MOV operation. The distributed parameters of a transmission line are taken into account to avoid overreaching and underreaching of distance relays. The study shows that variable wind power affects system power flow and fault current in the compensated line during a fault which affects the operation of MOVs for different fault conditions. The equivalent per-phase impedance of the MOV/capacitor circuit has an effect on the system operation

Angular quadrature sets for the streaming ray method in x-y geometry

International Nuclear Information System (INIS)

England, R.; Filippone, W.L.

1983-01-01

Steaming ray (SR) computations normally employ a set of specially selected ray directions. For x-y geometry, these directions are not uniformly spaced in the azimuthal angle, nor do they conform to any of the standard quadrature sets in current use. For simplicity in all previous SR computations, uniform angular weights were used. This note investigates two methods--a bisection scheme and a Fourier scheme--for selecting more appropriate azimuthal angular weights. In the bisection scheme, the azimuthal weight assigned to an SR direction is half the angular spread (in the x-y plane) between its two adjacent ray directions. In the Fourier method, the weights are chosen such that the number of terms in a Fourier series exactly integrable on the interval (0, 2π) is maximized. Several sample calculations have been performed. While both the Fourier and bisection weights showed significant advantage over the uniform weights used previously, the Fourier scheme appears to be the best method. Lists of bisection and Fourier weights are given for quadrature sets containing 4, 8, 12, ..., 60 azimuthal SR directions

Summation of divergent series and Zel'dovich's regularization method

International Nuclear Information System (INIS)

Mur, V.D.; Pozdnyakov, S.G.; Popruzhenko, S.V.; Popov, V.S.

2005-01-01

The method of summation of divergent series, including series of a perturbation theory, which is an analog of the Zel'dovich regularization procedure in the theory of quasistationary states is considered. It is shown that this method is more powerful than the well-known Abel and Borel methods, but compatible with them (i. e., gives the same value for the sum of the series). The restrictions to the range of parameters which appear after removal of the regularization of integrals by this method are discussed. The dynamical Stark shifts and widths of weakly bound s states in a field of circularly polarized electromagnetic wave are calculated at different values of the Keldysh adiabaticity parameter and multiquantum parameter [ru

Differentiability properties of the efficient (u,q2)-set in the Markowitz portfolio selection method

NARCIS (Netherlands)

Kriens, J.; Strijbosch, L.W.G.; Vörös, J.

1994-01-01

The set of efficient (Rho2)-combinations in the (Rho2)-plane of the Markowitz portfolio selection method consists of a series of strictly convex parabola. In the transition points from one parabola to the next one, the curve may be indifferentiable. The article gives necessary and sufficient

Most probable dimension value and most flat interval methods for automatic estimation of dimension from time series

International Nuclear Information System (INIS)

Corana, A.; Bortolan, G.; Casaleggio, A.

2004-01-01

We present and compare two automatic methods for dimension estimation from time series. Both methods, based on conceptually different approaches, work on the derivative of the bi-logarithmic plot of the correlation integral versus the correlation length (log-log plot). The first method searches for the most probable dimension values (MPDV) and associates to each of them a possible scaling region. The second one searches for the most flat intervals (MFI) in the derivative of the log-log plot. The automatic procedures include the evaluation of the candidate scaling regions using two reliability indices. The data set used to test the methods consists of time series from known model attractors with and without the addition of noise, structured time series, and electrocardiographic signals from the MIT-BIH ECG database. Statistical analysis of results was carried out by means of paired t-test, and no statistically significant differences were found in the large majority of the trials. Consistent results are also obtained dealing with 'difficult' time series. In general for a more robust and reliable estimate, the use of both methods may represent a good solution when time series from complex systems are analyzed. Although we present results for the correlation dimension only, the procedures can also be used for the automatic estimation of generalized q-order dimensions and pointwise dimension. We think that the proposed methods, eliminating the need of operator intervention, allow a faster and more objective analysis, thus improving the usefulness of dimension analysis for the characterization of time series obtained from complex dynamical systems

The ab initio model potential method. Second series transition metal elements

International Nuclear Information System (INIS)

Barandiaran, Z.; Seijo, L.; Huzinaga, S.

1990-01-01

The ab initio core method potential model (AIMP) has already been presented in its nonrelativistic version and applied to the main group and first series transition metal elements [J. Chem. Phys. 86, 2132 (1987); 91, 7011 (1989)]. In this paper we extend the AIMP method to include relativistic effects within the Cowan--Griffin approximation and we present relativistic Zn-like core model potentials and valence basis sets, as well as their nonrelativistic Zn-like core and Kr-like core counterparts. The pilot molecular calculations on YO, TcO, AgO, and AgH reveal that the 4p orbital is indeed a core orbital only at the end part of the series, whereas the 4s orbital can be safely frozen from Y to Cd. The all-electron and model potential results agree in 0.01--0.02 A in R e and 25--50 cm -1 in bar ν e if the same type of valence part of the basis set is used. The comparison of the relativistic results on AgH with those of the all-electron Dirac--Fock calculations by Lee and McLean is satisfactory: the absolute value of R e is reproduced within the 0.01 A margin and the relativistic contraction of 0.077 A is also very well reproduced (0.075 A). Finally, the relative magnitude of the effects of the core orbital change, mass--velocity potential, and Darwin potential on the net relativistic effects are analyzed in the four molecules studied

Special values of the hypergeometric series

CERN Document Server

Ebisu, Akihito

2017-01-01

In this paper, the author presents a new method for finding identities for hypergeoemtric series, such as the (Gauss) hypergeometric series, the generalized hypergeometric series and the Appell-Lauricella hypergeometric series. Furthermore, using this method, the author gets identities for the hypergeometric series F(a,b;c;x) and shows that values of F(a,b;c;x) at some points x can be expressed in terms of gamma functions, together with certain elementary functions. The author tabulates the values of F(a,b;c;x) that can be obtained with this method and finds that this set includes almost all previously known values and many previously unknown values.

Non-invasive breast biopsy method using GD-DTPA contrast enhanced MRI series and F-18-FDG PET/CT dynamic image series

Science.gov (United States)

Magri, Alphonso William

algorithm. The best-fit parameters were used to create 3D parametric images. Compartmental modeling evaluation was based on the ability of parameter values to differentiate between tissue types. This evaluation was used on registered and unregistered image series and found that registration improved results. (5) PET and MR parametric images were registered through FEM- and FFD-based registration. Parametric image registration was evaluated using similarity measurements, target registration error, and qualitative comparison. Comparing FFD and FEM-based registration results showed that the FEM method is superior. This five-step process constitutes a novel multifaceted approach to a nonsurgical breast biopsy that successfully executes each step. Comparison of this method to biopsy still needs to be done with a larger set of subject data.

Degeneracy relations in QCD and the equivalence of two systematic all-orders methods for setting the renormalization scale

Directory of Open Access Journals (Sweden)

Huan-Yu Bi

2015-09-01

Full Text Available The Principle of Maximum Conformality (PMC eliminates QCD renormalization scale-setting uncertainties using fundamental renormalization group methods. The resulting scale-fixed pQCD predictions are independent of the choice of renormalization scheme and show rapid convergence. The coefficients of the scale-fixed couplings are identical to the corresponding conformal series with zero β-function. Two all-orders methods for systematically implementing the PMC-scale setting procedure for existing high order calculations are discussed in this article. One implementation is based on the PMC-BLM correspondence (PMC-I; the other, more recent, method (PMC-II uses the Rδ-scheme, a systematic generalization of the minimal subtraction renormalization scheme. Both approaches satisfy all of the principles of the renormalization group and lead to scale-fixed and scheme-independent predictions at each finite order. In this work, we show that PMC-I and PMC-II scale-setting methods are in practice equivalent to each other. We illustrate this equivalence for the four-loop calculations of the annihilation ratio Re+e− and the Higgs partial width Γ(H→bb¯. Both methods lead to the same resummed (‘conformal’ series up to all orders. The small scale differences between the two approaches are reduced as additional renormalization group {βi}-terms in the pQCD expansion are taken into account. We also show that special degeneracy relations, which underly the equivalence of the two PMC approaches and the resulting conformal features of the pQCD series, are in fact general properties of non-Abelian gauge theory.

Standard setting: comparison of two methods.

Science.gov (United States)

George, Sanju; Haque, M Sayeed; Oyebode, Femi

2006-09-14

The outcome of assessments is determined by the standard-setting method used. There is a wide range of standard-setting methods and the two used most extensively in undergraduate medical education in the UK are the norm-reference and the criterion-reference methods. The aims of the study were to compare these two standard-setting methods for a multiple-choice question examination and to estimate the test-retest and inter-rater reliability of the modified Angoff method. The norm-reference method of standard-setting (mean minus 1 SD) was applied to the 'raw' scores of 78 4th-year medical students on a multiple-choice examination (MCQ). Two panels of raters also set the standard using the modified Angoff method for the same multiple-choice question paper on two occasions (6 months apart). We compared the pass/fail rates derived from the norm reference and the Angoff methods and also assessed the test-retest and inter-rater reliability of the modified Angoff method. The pass rate with the norm-reference method was 85% (66/78) and that by the Angoff method was 100% (78 out of 78). The percentage agreement between Angoff method and norm-reference was 78% (95% CI 69% - 87%). The modified Angoff method had an inter-rater reliability of 0.81-0.82 and a test-retest reliability of 0.59-0.74. There were significant differences in the outcomes of these two standard-setting methods, as shown by the difference in the proportion of candidates that passed and failed the assessment. The modified Angoff method was found to have good inter-rater reliability and moderate test-retest reliability.

A Multipixel Time Series Analysis Method Accounting for Ground Motion, Atmospheric Noise, and Orbital Errors

Science.gov (United States)

Jolivet, R.; Simons, M.

2018-02-01

Interferometric synthetic aperture radar time series methods aim to reconstruct time-dependent ground displacements over large areas from sets of interferograms in order to detect transient, periodic, or small-amplitude deformation. Because of computational limitations, most existing methods consider each pixel independently, ignoring important spatial covariances between observations. We describe a framework to reconstruct time series of ground deformation while considering all pixels simultaneously, allowing us to account for spatial covariances, imprecise orbits, and residual atmospheric perturbations. We describe spatial covariances by an exponential decay function dependent of pixel-to-pixel distance. We approximate the impact of imprecise orbit information and residual long-wavelength atmosphere as a low-order polynomial function. Tests on synthetic data illustrate the importance of incorporating full covariances between pixels in order to avoid biased parameter reconstruction. An example of application to the northern Chilean subduction zone highlights the potential of this method.

Standard setting: Comparison of two methods

Directory of Open Access Journals (Sweden)

Oyebode Femi

2006-09-01

Full Text Available Abstract Background The outcome of assessments is determined by the standard-setting method used. There is a wide range of standard – setting methods and the two used most extensively in undergraduate medical education in the UK are the norm-reference and the criterion-reference methods. The aims of the study were to compare these two standard-setting methods for a multiple-choice question examination and to estimate the test-retest and inter-rater reliability of the modified Angoff method. Methods The norm – reference method of standard -setting (mean minus 1 SD was applied to the 'raw' scores of 78 4th-year medical students on a multiple-choice examination (MCQ. Two panels of raters also set the standard using the modified Angoff method for the same multiple-choice question paper on two occasions (6 months apart. We compared the pass/fail rates derived from the norm reference and the Angoff methods and also assessed the test-retest and inter-rater reliability of the modified Angoff method. Results The pass rate with the norm-reference method was 85% (66/78 and that by the Angoff method was 100% (78 out of 78. The percentage agreement between Angoff method and norm-reference was 78% (95% CI 69% – 87%. The modified Angoff method had an inter-rater reliability of 0.81 – 0.82 and a test-retest reliability of 0.59–0.74. Conclusion There were significant differences in the outcomes of these two standard-setting methods, as shown by the difference in the proportion of candidates that passed and failed the assessment. The modified Angoff method was found to have good inter-rater reliability and moderate test-retest reliability.

Sustainability in Health care by allocating resources effectively (SHARE) 1: introducing a series of papers reporting an investigation of disinvestment in a local healthcare setting

OpenAIRE

Harris, Claire; Green, Sally; Ramsey, Wayne; Allen, Kelly; King, Richard

2017-01-01

This is the first in a series of papers reporting Sustainability in Health care by Allocating Resources Effectively (SHARE). The SHARE Program is an investigation of concepts, opportunities, methods and implications for evidence-based investment and disinvestment in health technologies and clinical practices in a local healthcare setting. The papers in this series are targeted at clinicians, managers, policy makers, health service researchers and implementation scientists working in this cont...

Financial time series analysis based on information categorization method

Science.gov (United States)

Tian, Qiang; Shang, Pengjian; Feng, Guochen

2014-12-01

The paper mainly applies the information categorization method to analyze the financial time series. The method is used to examine the similarity of different sequences by calculating the distances between them. We apply this method to quantify the similarity of different stock markets. And we report the results of similarity in US and Chinese stock markets in periods 1991-1998 (before the Asian currency crisis), 1999-2006 (after the Asian currency crisis and before the global financial crisis), and 2007-2013 (during and after global financial crisis) by using this method. The results show the difference of similarity between different stock markets in different time periods and the similarity of the two stock markets become larger after these two crises. Also we acquire the results of similarity of 10 stock indices in three areas; it means the method can distinguish different areas' markets from the phylogenetic trees. The results show that we can get satisfactory information from financial markets by this method. The information categorization method can not only be used in physiologic time series, but also in financial time series.

Approximate k-NN delta test minimization method using genetic algorithms: Application to time series

CERN Document Server

Mateo, F; Gadea, Rafael; Sovilj, Dusan

2010-01-01

In many real world problems, the existence of irrelevant input variables (features) hinders the predictive quality of the models used to estimate the output variables. In particular, time series prediction often involves building large regressors of artificial variables that can contain irrelevant or misleading information. Many techniques have arisen to confront the problem of accurate variable selection, including both local and global search strategies. This paper presents a method based on genetic algorithms that intends to find a global optimum set of input variables that minimize the Delta Test criterion. The execution speed has been enhanced by substituting the exact nearest neighbor computation by its approximate version. The problems of scaling and projection of variables have been addressed. The developed method works in conjunction with MATLAB's Genetic Algorithm and Direct Search Toolbox. The goodness of the proposed methodology has been evaluated on several popular time series examples, and also ...

A reference data set for validating vapor pressure measurement techniques: homologous series of polyethylene glycols

Science.gov (United States)

Krieger, Ulrich K.; Siegrist, Franziska; Marcolli, Claudia; Emanuelsson, Eva U.; Gøbel, Freya M.; Bilde, Merete; Marsh, Aleksandra; Reid, Jonathan P.; Huisman, Andrew J.; Riipinen, Ilona; Hyttinen, Noora; Myllys, Nanna; Kurtén, Theo; Bannan, Thomas; Percival, Carl J.; Topping, David

2018-01-01

To predict atmospheric partitioning of organic compounds between gas and aerosol particle phase based on explicit models for gas phase chemistry, saturation vapor pressures of the compounds need to be estimated. Estimation methods based on functional group contributions require training sets of compounds with well-established saturation vapor pressures. However, vapor pressures of semivolatile and low-volatility organic molecules at atmospheric temperatures reported in the literature often differ by several orders of magnitude between measurement techniques. These discrepancies exceed the stated uncertainty of each technique which is generally reported to be smaller than a factor of 2. At present, there is no general reference technique for measuring saturation vapor pressures of atmospherically relevant compounds with low vapor pressures at atmospheric temperatures. To address this problem, we measured vapor pressures with different techniques over a wide temperature range for intercomparison and to establish a reliable training set. We determined saturation vapor pressures for the homologous series of polyethylene glycols (H - (O - CH2 - CH2)n - OH) for n = 3 to n = 8 ranging in vapor pressure at 298 K from 10-7 to 5×10-2 Pa and compare them with quantum chemistry calculations. Such a homologous series provides a reference set that covers several orders of magnitude in saturation vapor pressure, allowing a critical assessment of the lower limits of detection of vapor pressures for the different techniques as well as permitting the identification of potential sources of systematic error. Also, internal consistency within the series allows outlying data to be rejected more easily. Most of the measured vapor pressures agreed within the stated uncertainty range. Deviations mostly occurred for vapor pressure values approaching the lower detection limit of a technique. The good agreement between the measurement techniques (some of which are sensitive to the mass

TIME SERIES ANALYSIS USING A UNIQUE MODEL OF TRANSFORMATION

Directory of Open Access Journals (Sweden)

Goran Klepac

2007-12-01

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

Time Series Analysis of Insar Data: Methods and Trends

Science.gov (United States)

Osmanoglu, Batuhan; Sunar, Filiz; Wdowinski, Shimon; Cano-Cabral, Enrique

2015-01-01

Time series analysis of InSAR data has emerged as an important tool for monitoring and measuring the displacement of the Earth's surface. Changes in the Earth's surface can result from a wide range of phenomena such as earthquakes, volcanoes, landslides, variations in ground water levels, and changes in wetland water levels. Time series analysis is applied to interferometric phase measurements, which wrap around when the observed motion is larger than one-half of the radar wavelength. Thus, the spatio-temporal ''unwrapping" of phase observations is necessary to obtain physically meaningful results. Several different algorithms have been developed for time series analysis of InSAR data to solve for this ambiguity. These algorithms may employ different models for time series analysis, but they all generate a first-order deformation rate, which can be compared to each other. However, there is no single algorithm that can provide optimal results in all cases. Since time series analyses of InSAR data are used in a variety of applications with different characteristics, each algorithm possesses inherently unique strengths and weaknesses. In this review article, following a brief overview of InSAR technology, we discuss several algorithms developed for time series analysis of InSAR data using an example set of results for measuring subsidence rates in Mexico City.

Divergent series, summability and resurgence III resurgent methods and the first Painlevé equation

CERN Document Server

Delabaere, Eric

2016-01-01

The aim of this volume is two-fold. First, to show how the resurgent methods introduced in volume 1 can be applied efficiently in a non-linear setting; to this end further properties of the resurgence theory must be developed. Second, to analyze the fundamental example of the First Painlevé equation. The resurgent analysis of singularities is pushed all the way up to the so-called “bridge equation”, which concentrates all information about the non-linear Stokes phenomenon at infinity of the First Painlevé equation. The third in a series of three, entitled Divergent Series, Summability and Resurgence, this volume is aimed at graduate students, mathematicians and theoretical physicists who are interested in divergent power series and related problems, such as the Stokes phenomenon. The prerequisites are a working knowledge of complex analysis at the first-year graduate level and of the theory of resurgence, as presented in volume 1. .

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

Univariate Time Series Prediction of Solar Power Using a Hybrid Wavelet-ARMA-NARX Prediction Method

Energy Technology Data Exchange (ETDEWEB)

Nazaripouya, Hamidreza; Wang, Yubo; Chu, Chi-Cheng; Pota, Hemanshu; Gadh, Rajit

2016-05-02

This paper proposes a new hybrid method for super short-term solar power prediction. Solar output power usually has a complex, nonstationary, and nonlinear characteristic due to intermittent and time varying behavior of solar radiance. In addition, solar power dynamics is fast and is inertia less. An accurate super short-time prediction is required to compensate for the fluctuations and reduce the impact of solar power penetration on the power system. The objective is to predict one step-ahead solar power generation based only on historical solar power time series data. The proposed method incorporates discrete wavelet transform (DWT), Auto-Regressive Moving Average (ARMA) models, and Recurrent Neural Networks (RNN), while the RNN architecture is based on Nonlinear Auto-Regressive models with eXogenous inputs (NARX). The wavelet transform is utilized to decompose the solar power time series into a set of richer-behaved forming series for prediction. ARMA model is employed as a linear predictor while NARX is used as a nonlinear pattern recognition tool to estimate and compensate the error of wavelet-ARMA prediction. The proposed method is applied to the data captured from UCLA solar PV panels and the results are compared with some of the common and most recent solar power prediction methods. The results validate the effectiveness of the proposed approach and show a considerable improvement in the prediction precision.

Forecasting method for global radiation time series without training phase: Comparison with other well-known prediction methodologies

International Nuclear Information System (INIS)

Voyant, Cyril; Motte, Fabrice; Fouilloy, Alexis; Notton, Gilles; Paoli, Christophe; Nivet, Marie-Laure

2017-01-01

Integration of unpredictable renewable energy sources into electrical networks intensifies the complexity of the grid management due to their intermittent and unforeseeable nature. Because of the strong increase of solar power generation the prediction of solar yields becomes more and more important. Electrical operators need an estimation of the future production. For nowcasting and short term forecasting, the usual technics based on machine learning need large historical data sets of good quality during the training phase of predictors. However data are not always available and induce an advanced maintenance of meteorological stations, making the method inapplicable for poor instrumented or isolated sites. In this work, we propose intuitive methodologies based on the Kalman filter use (also known as linear quadratic estimation), able to predict a global radiation time series without the need of historical data. The accuracy of these methods is compared to other classical data driven methods, for different horizons of prediction and time steps. The proposed approach shows interesting capabilities allowing to improve quasi-systematically the prediction. For one to 10 h horizons Kalman model performances are competitive in comparison to more sophisticated models such as ANN which require both consistent historical data sets and computational resources. - Highlights: • Solar radiation forecasting with time series formalism. • Trainless approach compared to machine learning methods. • Very simple method dedicated to solar irradiation forecasting with high accuracy.

A method for summing nonalternating asymptotic series

International Nuclear Information System (INIS)

Kazakov, D.I.

1980-01-01

A method for reconstructing a function from its nonalternating asymptotic series is proposed. It can also be applied when only a limited number of coefficients and their high order asymptotic behaviour are known. The method is illustrated by examples of the ordinary simple integral simulating a functional integral in a theory with degenerate minimum and of the double-well unharmonic oscillator

A SPIRAL-BASED DOWNSCALING METHOD FOR GENERATING 30 M TIME SERIES IMAGE DATA

Directory of Open Access Journals (Sweden)

B. Liu

2017-09-01

Full Text Available The spatial detail and updating frequency of land cover data are important factors influencing land surface dynamic monitoring applications in high spatial resolution scale. However, the fragmentized patches and seasonal variable of some land cover types (e. g. small crop field, wetland make it labor-intensive and difficult in the generation of land cover data. Utilizing the high spatial resolution multi-temporal image data is a possible solution. Unfortunately, the spatial and temporal resolution of available remote sensing data like Landsat or MODIS datasets can hardly satisfy the minimum mapping unit and frequency of current land cover mapping / updating at the same time. The generation of high resolution time series may be a compromise to cover the shortage in land cover updating process. One of popular way is to downscale multi-temporal MODIS data with other high spatial resolution auxiliary data like Landsat. But the usual manner of downscaling pixel based on a window may lead to the underdetermined problem in heterogeneous area, result in the uncertainty of some high spatial resolution pixels. Therefore, the downscaled multi-temporal data can hardly reach high spatial resolution as Landsat data. A spiral based method was introduced to downscale low spatial and high temporal resolution image data to high spatial and high temporal resolution image data. By the way of searching the similar pixels around the adjacent region based on the spiral, the pixel set was made up in the adjacent region pixel by pixel. The underdetermined problem is prevented to a large extent from solving the linear system when adopting the pixel set constructed. With the help of ordinary least squares, the method inverted the endmember values of linear system. The high spatial resolution image was reconstructed on the basis of high spatial resolution class map and the endmember values band by band. Then, the high spatial resolution time series was formed with these

A Parsimonious Bootstrap Method to Model Natural Inflow Energy Series

Directory of Open Access Journals (Sweden)

Fernando Luiz Cyrino Oliveira

2014-01-01

Full Text Available The Brazilian energy generation and transmission system is quite peculiar in its dimension and characteristics. As such, it can be considered unique in the world. It is a high dimension hydrothermal system with huge participation of hydro plants. Such strong dependency on hydrological regimes implies uncertainties related to the energetic planning, requiring adequate modeling of the hydrological time series. This is carried out via stochastic simulations of monthly inflow series using the family of Periodic Autoregressive models, PAR(p, one for each period (month of the year. In this paper it is shown the problems in fitting these models by the current system, particularly the identification of the autoregressive order “p” and the corresponding parameter estimation. It is followed by a proposal of a new approach to set both the model order and the parameters estimation of the PAR(p models, using a nonparametric computational technique, known as Bootstrap. This technique allows the estimation of reliable confidence intervals for the model parameters. The obtained results using the Parsimonious Bootstrap Method of Moments (PBMOM produced not only more parsimonious model orders but also adherent stochastic scenarios and, in the long range, lead to a better use of water resources in the energy operation planning.

A cluster merging method for time series microarray with production values.

Science.gov (United States)

Chira, Camelia; Sedano, Javier; Camara, Monica; Prieto, Carlos; Villar, Jose R; Corchado, Emilio

2014-09-01

A challenging task in time-course microarray data analysis is to cluster genes meaningfully combining the information provided by multiple replicates covering the same key time points. This paper proposes a novel cluster merging method to accomplish this goal obtaining groups with highly correlated genes. The main idea behind the proposed method is to generate a clustering starting from groups created based on individual temporal series (representing different biological replicates measured in the same time points) and merging them by taking into account the frequency by which two genes are assembled together in each clustering. The gene groups at the level of individual time series are generated using several shape-based clustering methods. This study is focused on a real-world time series microarray task with the aim to find co-expressed genes related to the production and growth of a certain bacteria. The shape-based clustering methods used at the level of individual time series rely on identifying similar gene expression patterns over time which, in some models, are further matched to the pattern of production/growth. The proposed cluster merging method is able to produce meaningful gene groups which can be naturally ranked by the level of agreement on the clustering among individual time series. The list of clusters and genes is further sorted based on the information correlation coefficient and new problem-specific relevant measures. Computational experiments and results of the cluster merging method are analyzed from a biological perspective and further compared with the clustering generated based on the mean value of time series and the same shape-based algorithm.

A window-based time series feature extraction method.

Science.gov (United States)

Katircioglu-Öztürk, Deniz; Güvenir, H Altay; Ravens, Ursula; Baykal, Nazife

2017-10-01

This study proposes a robust similarity score-based time series feature extraction method that is termed as Window-based Time series Feature ExtraCtion (WTC). Specifically, WTC generates domain-interpretable results and involves significantly low computational complexity thereby rendering itself useful for densely sampled and populated time series datasets. In this study, WTC is applied to a proprietary action potential (AP) time series dataset on human cardiomyocytes and three precordial leads from a publicly available electrocardiogram (ECG) dataset. This is followed by comparing WTC in terms of predictive accuracy and computational complexity with shapelet transform and fast shapelet transform (which constitutes an accelerated variant of the shapelet transform). The results indicate that WTC achieves a slightly higher classification performance with significantly lower execution time when compared to its shapelet-based alternatives. With respect to its interpretable features, WTC has a potential to enable medical experts to explore definitive common trends in novel datasets. Copyright © 2017 Elsevier Ltd. All rights reserved.

A multiple-scale power series method for solving nonlinear ordinary differential equations

Directory of Open Access Journals (Sweden)

Chein-Shan Liu

2016-02-01

Full Text Available The power series solution is a cheap and effective method to solve nonlinear problems, like the Duffing-van der Pol oscillator, the Volterra population model and the nonlinear boundary value problems. A novel power series method by considering the multiple scales $R_k$ in the power term $(t/R_k^k$ is developed, which are derived explicitly to reduce the ill-conditioned behavior in the data interpolation. In the method a huge value times a tiny value is avoided, such that we can decrease the numerical instability and which is the main reason to cause the failure of the conventional power series method. The multiple scales derived from an integral can be used in the power series expansion, which provide very accurate numerical solutions of the problems considered in this paper.

Correlation and multifractality in climatological time series

International Nuclear Information System (INIS)

Pedron, I T

2010-01-01

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

Palmprint Verification Using Time Series Method

Directory of Open Access Journals (Sweden)

A. A. Ketut Agung Cahyawan Wiranatha

2013-11-01

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

Volume Sculpting Using the Level-Set Method

DEFF Research Database (Denmark)

Bærentzen, Jakob Andreas; Christensen, Niels Jørgen

2002-01-01

In this paper, we propose the use of the Level--Set Method as the underlying technology of a volume sculpting system. The main motivation is that this leads to a very generic technique for deformation of volumetric solids. In addition, our method preserves a distance field volume representation....... A scaling window is used to adapt the Level--Set Method to local deformations and to allow the user to control the intensity of the tool. Level--Set based tools have been implemented in an interactive sculpting system, and we show sculptures created using the system....

Finite test sets development method for test execution of safety critical software

International Nuclear Information System (INIS)

Shin, Sung Min; Kim, Hee Eun; Kang, Hyun Gook; Lee, Sung Jiun

2014-01-01

The V and V method has been utilized for this safety critical software, while SRGM has difficulties because of lack of failure occurrence data on developing phase. For the safety critical software, however, failure data cannot be gathered after installation in real plant when we consider the severe consequence. Therefore, to complement the V and V method, the test-based method need to be developed. Some studies on test-based reliability quantification method for safety critical software have been conducted in nuclear field. These studies provide useful guidance on generating test sets. An important concept of the guidance is that the test sets represent 'trajectories' (a series of successive values for the input variables of a program that occur during the operation of the software over time) in the space of inputs to the software.. Actually, the inputs to the software depends on the state of plant at that time, and these inputs form a new internal state of the software by changing values of some variables. In other words, internal state of the software at specific timing depends on the history of past inputs. Here the internal state of the software which can be changed by past inputs is named as Context of Software (CoS). In a certain CoS, a software failure occurs when a fault is triggered by some inputs. To cover the failure occurrence mechanism of a software, preceding researches insist that the inputs should be a trajectory form. However, in this approach, there are two critical problems. One is the length of the trajectory input. Input trajectory should long enough to cover failure mechanism, but the enough length is not clear. What is worse, to cover some accident scenario, one set of input should represent dozen hours of successive values. The other problem is number of tests needed. To satisfy a target reliability with reasonable confidence level, very large number of test sets are required. Development of this number of test sets is a herculean

Short-term prediction method of wind speed series based on fractal interpolation

International Nuclear Information System (INIS)

Xiu, Chunbo; Wang, Tiantian; Tian, Meng; Li, Yanqing; Cheng, Yi

2014-01-01

Highlights: • An improved fractal interpolation prediction method is proposed. • The chaos optimization algorithm is used to obtain the iterated function system. • The fractal extrapolate interpolation prediction of wind speed series is performed. - Abstract: In order to improve the prediction performance of the wind speed series, the rescaled range analysis is used to analyze the fractal characteristics of the wind speed series. An improved fractal interpolation prediction method is proposed to predict the wind speed series whose Hurst exponents are close to 1. An optimization function which is composed of the interpolation error and the constraint items of the vertical scaling factors in the fractal interpolation iterated function system is designed. The chaos optimization algorithm is used to optimize the function to resolve the optimal vertical scaling factors. According to the self-similarity characteristic and the scale invariance, the fractal extrapolate interpolation prediction can be performed by extending the fractal characteristic from internal interval to external interval. Simulation results show that the fractal interpolation prediction method can get better prediction result than others for the wind speed series with the fractal characteristic, and the prediction performance of the proposed method can be improved further because the fractal characteristic of its iterated function system is similar to that of the predicted wind speed series

Design of Passive Power Filter for Hybrid Series Active Power Filter using Estimation, Detection and Classification Method

Science.gov (United States)

Swain, Sushree Diptimayee; Ray, Pravat Kumar; Mohanty, K. B.

2016-06-01

This research paper discover the design of a shunt Passive Power Filter (PPF) in Hybrid Series Active Power Filter (HSAPF) that employs a novel analytic methodology which is superior than FFT analysis. This novel approach consists of the estimation, detection and classification of the signals. The proposed method is applied to estimate, detect and classify the power quality (PQ) disturbance such as harmonics. This proposed work deals with three methods: the harmonic detection through wavelet transform method, the harmonic estimation by Kalman Filter algorithm and harmonic classification by decision tree method. From different type of mother wavelets in wavelet transform method, the db8 is selected as suitable mother wavelet because of its potency on transient response and crouched oscillation at frequency domain. In harmonic compensation process, the detected harmonic is compensated through Hybrid Series Active Power Filter (HSAPF) based on Instantaneous Reactive Power Theory (IRPT). The efficacy of the proposed method is verified in MATLAB/SIMULINK domain and as well as with an experimental set up. The obtained results confirm the superiority of the proposed methodology than FFT analysis. This newly proposed PPF is used to make the conventional HSAPF more robust and stable.

Trend analysis using non-stationary time series clustering based on the finite element method

Science.gov (United States)

Gorji Sefidmazgi, M.; Sayemuzzaman, M.; Homaifar, A.; Jha, M. K.; Liess, S.

2014-05-01

In order to analyze low-frequency variability of climate, it is useful to model the climatic time series with multiple linear trends and locate the times of significant changes. In this paper, we have used non-stationary time series clustering to find change points in the trends. Clustering in a multi-dimensional non-stationary time series is challenging, since the problem is mathematically ill-posed. Clustering based on the finite element method (FEM) is one of the methods that can analyze multidimensional time series. One important attribute of this method is that it is not dependent on any statistical assumption and does not need local stationarity in the time series. In this paper, it is shown how the FEM-clustering method can be used to locate change points in the trend of temperature time series from in situ observations. This method is applied to the temperature time series of North Carolina (NC) and the results represent region-specific climate variability despite higher frequency harmonics in climatic time series. Next, we investigated the relationship between the climatic indices with the clusters/trends detected based on this clustering method. It appears that the natural variability of climate change in NC during 1950-2009 can be explained mostly by AMO and solar activity.

Counting SET-free sets

OpenAIRE

Harman, Nate

2016-01-01

We consider the following counting problem related to the card game SET: How many $k$-element SET-free sets are there in an $n$-dimensional SET deck? Through a series of algebraic reformulations and reinterpretations, we show the answer to this question satisfies two polynomiality conditions.

Residual power series method for fractional Sharma-Tasso-Olever equation

Directory of Open Access Journals (Sweden)

Amit Kumar

2016-02-01

Full Text Available In this paper, we introduce a modified analytical approximate technique to obtain solution of time fractional Sharma-Tasso-Olever equation. First, we present an alternative framework of the Residual power series method (RPSM which can be used simply and effectively to handle nonlinear fractional differential equations arising in several physical phenomena. This method is basically based on the generalized Taylor series formula and residual error function. A good result is found between our solution and the given solution. It is shown that the proposed method is reliable, efficient and easy to implement on all kinds of fractional nonlinear problems arising in science and technology.

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...

Time series analysis methods and applications for flight data

CERN Document Server

Zhang, Jianye

2017-01-01

This book focuses on different facets of flight data analysis, including the basic goals, methods, and implementation techniques. As mass flight data possesses the typical characteristics of time series, the time series analysis methods and their application for flight data have been illustrated from several aspects, such as data filtering, data extension, feature optimization, similarity search, trend monitoring, fault diagnosis, and parameter prediction, etc. An intelligent information-processing platform for flight data has been established to assist in aircraft condition monitoring, training evaluation and scientific maintenance. The book will serve as a reference resource for people working in aviation management and maintenance, as well as researchers and engineers in the fields of data analysis and data mining.

Methods for summing general Kapteyn series

Energy Technology Data Exchange (ETDEWEB)

Tautz, R C [Zentrum fuer Astronomie und Astrophysik, Technische Universitaet Berlin, Hardenbergstrasse 36, D-10623 Berlin (Germany); Lerche, I [Institut fuer Geowissenschaften, Naturwissenschaftliche Fakultaet III, Martin-Luther-Universitaet Halle, D-06099 Halle (Germany); Dominici, D, E-mail: rct@gmx.eu, E-mail: lercheian@yahoo.com, E-mail: dominicd@newpaltz.edu [Department of Mathematics, State University of New York at New Paltz, 1 Hawk Dr, New Paltz, NY 12561-2443 (United States)

2011-09-23

The general features and characteristics of Kapteyn series, which are a special type of series involving the Bessel function, are investigated. For many applications in physics, astrophysics and mathematics, it is crucial to have closed-form expressions in order to determine their functional structure and parametric behavior. The closed-form expressions of Kapteyn series have mostly been limited to special cases, even though there are often similarities in the approaches used to reduce the series to analytically tractable forms. The goal of this paper is to review the previous work in the area and to show that Kapteyn series can be expressed as trigonometric or gamma function series, which can be evaluated in a closed form for specific parameters. Two examples with a similar structure are given, showing the complexity of Kapteyn series. (paper)

Taylor-series method for four-nucleon wave functions

International Nuclear Information System (INIS)

Sandulescu, A.; Tarnoveanu, I.; Rizea, M.

1977-09-01

Taylor-series method for transforming the infinite or finite well two-nucleon wave functions from individual coordinates to relative and c.m. coordinates, by expanding the single particle shell model wave functions around c.m. of the system, is generalized to four-nucleon wave functions. Also the connections with the Talmi-Moshinsky method for two and four harmonic oscillator wave functions are deduced. For both methods Fortran IV programs for the expansion coefficients have been written and the equivalence of corresponding expressions numerically proved. (author)

Sustainability in Health care by allocating resources effectively (SHARE) 1: introducing a series of papers reporting an investigation of disinvestment in a local healthcare setting.

Science.gov (United States)

Harris, Claire; Green, Sally; Ramsey, Wayne; Allen, Kelly; King, Richard

2017-05-04

This is the first in a series of papers reporting Sustainability in Health care by Allocating Resources Effectively (SHARE). The SHARE Program is an investigation of concepts, opportunities, methods and implications for evidence-based investment and disinvestment in health technologies and clinical practices in a local healthcare setting. The papers in this series are targeted at clinicians, managers, policy makers, health service researchers and implementation scientists working in this context. This paper presents an overview of the organisation-wide, systematic, integrated, evidence-based approach taken by one Australian healthcare network and provides an introduction and guide to the suite of papers reporting the experiences and outcomes.

A local level set method based on a finite element method for unstructured meshes

International Nuclear Information System (INIS)

Ngo, Long Cu; Choi, Hyoung Gwon

2016-01-01

A local level set method for unstructured meshes has been implemented by using a finite element method. A least-square weighted residual method was employed for implicit discretization to solve the level set advection equation. By contrast, a direct re-initialization method, which is directly applicable to the local level set method for unstructured meshes, was adopted to re-correct the level set function to become a signed distance function after advection. The proposed algorithm was constructed such that the advection and direct reinitialization steps were conducted only for nodes inside the narrow band around the interface. Therefore, in the advection step, the Gauss–Seidel method was used to update the level set function using a node-by-node solution method. Some benchmark problems were solved by using the present local level set method. Numerical results have shown that the proposed algorithm is accurate and efficient in terms of computational time

A local level set method based on a finite element method for unstructured meshes

Energy Technology Data Exchange (ETDEWEB)

Ngo, Long Cu; Choi, Hyoung Gwon [School of Mechanical Engineering, Seoul National University of Science and Technology, Seoul (Korea, Republic of)

2016-12-15

A local level set method for unstructured meshes has been implemented by using a finite element method. A least-square weighted residual method was employed for implicit discretization to solve the level set advection equation. By contrast, a direct re-initialization method, which is directly applicable to the local level set method for unstructured meshes, was adopted to re-correct the level set function to become a signed distance function after advection. The proposed algorithm was constructed such that the advection and direct reinitialization steps were conducted only for nodes inside the narrow band around the interface. Therefore, in the advection step, the Gauss–Seidel method was used to update the level set function using a node-by-node solution method. Some benchmark problems were solved by using the present local level set method. Numerical results have shown that the proposed algorithm is accurate and efficient in terms of computational time.

Reliability Quantification Method for Safety Critical Software Based on a Finite Test Set

International Nuclear Information System (INIS)

Shin, Sung Min; Kim, Hee Eun; Kang, Hyun Gook; Lee, Seung Jun

2014-01-01

Software inside of digitalized system have very important role because it may cause irreversible consequence and affect the whole system as common cause failure. However, test-based reliability quantification method for some safety critical software has limitations caused by difficulties in developing input sets as a form of trajectory which is series of successive values of variables. To address these limitations, this study proposed another method which conduct the test using combination of single values of variables. To substitute the trajectory form of input using combination of variables, the possible range of each variable should be identified. For this purpose, assigned range of each variable, logical relations between variables, plant dynamics under certain situation, and characteristics of obtaining information of digital device are considered. A feasibility of the proposed method was confirmed through an application to the Reactor Protection System (RPS) software trip logic

Constructing networks from a dynamical system perspective for multivariate nonlinear time series.

Science.gov (United States)

Nakamura, Tomomichi; Tanizawa, Toshihiro; Small, Michael

2016-03-01

We describe a method for constructing networks for multivariate nonlinear time series. We approach the interaction between the various scalar time series from a deterministic dynamical system perspective and provide a generic and algorithmic test for whether the interaction between two measured time series is statistically significant. The method can be applied even when the data exhibit no obvious qualitative similarity: a situation in which the naive method utilizing the cross correlation function directly cannot correctly identify connectivity. To establish the connectivity between nodes we apply the previously proposed small-shuffle surrogate (SSS) method, which can investigate whether there are correlation structures in short-term variabilities (irregular fluctuations) between two data sets from the viewpoint of deterministic dynamical systems. The procedure to construct networks based on this idea is composed of three steps: (i) each time series is considered as a basic node of a network, (ii) the SSS method is applied to verify the connectivity between each pair of time series taken from the whole multivariate time series, and (iii) the pair of nodes is connected with an undirected edge when the null hypothesis cannot be rejected. The network constructed by the proposed method indicates the intrinsic (essential) connectivity of the elements included in the system or the underlying (assumed) system. The method is demonstrated for numerical data sets generated by known systems and applied to several experimental time series.

Empirical method to measure stochasticity and multifractality in nonlinear time series

Science.gov (United States)

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

2013-12-01

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

Winter Holts Oscillatory Method: A New Method of Resampling in Time Series.

Directory of Open Access Journals (Sweden)

Muhammad Imtiaz Subhani

2016-12-01

Full Text Available The core proposition behind this research is to create innovative methods of bootstrapping that can be applied in time series data. In order to find new methods of bootstrapping, various methods were reviewed; The data of automotive Sales, Market Shares and Net Exports of the top 10 countries, which includes China, Europe, United States of America (USA, Japan, Germany, South Korea, India, Mexico, Brazil, Spain and, Canada from 2002 to 2014 were collected through various sources which includes UN Comtrade, Index Mundi and World Bank. The findings of this paper confirmed that Bootstrapping for resampling through winter forecasting by Oscillation and Average methods give more robust results than the winter forecasting by any general methods.

Improved time series prediction with a new method for selection of model parameters

International Nuclear Information System (INIS)

Jade, A M; Jayaraman, V K; Kulkarni, B D

2006-01-01

A new method for model selection in prediction of time series is proposed. Apart from the conventional criterion of minimizing RMS error, the method also minimizes the error on the distribution of singularities, evaluated through the local Hoelder estimates and its probability density spectrum. Predictions of two simulated and one real time series have been done using kernel principal component regression (KPCR) and model parameters of KPCR have been selected employing the proposed as well as the conventional method. Results obtained demonstrate that the proposed method takes into account the sharp changes in a time series and improves the generalization capability of the KPCR model for better prediction of the unseen test data. (letter to the editor)

A probabilistic method for the estimation of ocean surface currents from short time series of HF radar data

Science.gov (United States)

Guérin, Charles-Antoine; Grilli, Stéphan T.

2018-01-01

We present a new method for inverting ocean surface currents from beam-forming HF radar data. In contrast with the classical method, which inverts radial currents based on shifts of the main Bragg line in the radar Doppler spectrum, the method works in the temporal domain and inverts currents from the amplitude modulation of the I and Q radar time series. Based on this principle, we propose a Maximum Likelihood approach, which can be combined with a Bayesian inference method assuming a prior current distribution, to infer values of the radial surface currents. We assess the method performance by using synthetic radar signal as well as field data, and systematically comparing results with those of the Doppler method. The new method is found advantageous for its robustness to noise at long range, its ability to accommodate shorter time series, and the possibility to use a priori information to improve the estimates. Limitations are related to current sign errors at far-ranges and biased estimates for small current values and very short samples. We apply the new technique to a data set from a typical 13.5 MHz WERA radar, acquired off of Vancouver Island, BC, and show that it can potentially improve standard synoptic current mapping.

Nonlinear time series analysis of the human electrocardiogram

International Nuclear Information System (INIS)

Perc, Matjaz

2005-01-01

We analyse the human electrocardiogram with simple nonlinear time series analysis methods that are appropriate for graduate as well as undergraduate courses. In particular, attention is devoted to the notions of determinism and stationarity in physiological data. We emphasize that methods of nonlinear time series analysis can be successfully applied only if the studied data set originates from a deterministic stationary system. After positively establishing the presence of determinism and stationarity in the studied electrocardiogram, we calculate the maximal Lyapunov exponent, thus providing interesting insights into the dynamics of the human heart. Moreover, to facilitate interest and enable the integration of nonlinear time series analysis methods into the curriculum at an early stage of the educational process, we also provide user-friendly programs for each implemented method

CUDA based Level Set Method for 3D Reconstruction of Fishes from Large Acoustic Data

DEFF Research Database (Denmark)

Sharma, Ojaswa; Anton, François

2009-01-01

Acoustic images present views of underwater dynamics, even in high depths. With multi-beam echo sounders (SONARs), it is possible to capture series of 2D high resolution acoustic images. 3D reconstruction of the water column and subsequent estimation of fish abundance and fish species identificat...... of suppressing threshold and show its convergence as the evolution proceeds. We also present a GPU based streaming computation of the method using NVIDIA's CUDA framework to handle large volume data-sets. Our implementation is optimised for memory usage to handle large volumes....

On tight multiparty Bell inequalities for many settings

OpenAIRE

Zukowski, Marek

2006-01-01

A derivation method is given which leads to a series of tight Bell inequalities for experiments involving N parties, with binary observables, and three possible local settings. The approach can be generalized to more settings. Ramifications are presented.

mHealth Series: mHealth project in Zhao County, rural China – Description of objectives, field site and methods

Directory of Open Access Journals (Sweden)

Michelle Helena van Velthoven

2013-12-01

Full Text Available We set up a collaboration between researchers in China and the UK that aimed to explore the use of mHealth in China. This is the first paper in a series of papers on a large mHealth project part of this collaboration. This paper included the aims and objectives of the mHealth project, our field site, and the detailed methods of two studies.

Minimum entropy density method for the time series analysis

Science.gov (United States)

Lee, Jeong Won; Park, Joongwoo Brian; Jo, Hang-Hyun; Yang, Jae-Suk; Moon, Hie-Tae

2009-01-01

The entropy density is an intuitive and powerful concept to study the complicated nonlinear processes derived from physical systems. We develop the minimum entropy density method (MEDM) to detect the structure scale of a given time series, which is defined as the scale in which the uncertainty is minimized, hence the pattern is revealed most. The MEDM is applied to the financial time series of Standard and Poor’s 500 index from February 1983 to April 2006. Then the temporal behavior of structure scale is obtained and analyzed in relation to the information delivery time and efficient market hypothesis.

Predictability of monthly temperature and precipitation using automatic time series forecasting methods

Science.gov (United States)

Papacharalampous, Georgia; Tyralis, Hristos; Koutsoyiannis, Demetris

2018-02-01

We investigate the predictability of monthly temperature and precipitation by applying automatic univariate time series forecasting methods to a sample of 985 40-year-long monthly temperature and 1552 40-year-long monthly precipitation time series. The methods include a naïve one based on the monthly values of the last year, as well as the random walk (with drift), AutoRegressive Fractionally Integrated Moving Average (ARFIMA), exponential smoothing state-space model with Box-Cox transformation, ARMA errors, Trend and Seasonal components (BATS), simple exponential smoothing, Theta and Prophet methods. Prophet is a recently introduced model inspired by the nature of time series forecasted at Facebook and has not been applied to hydrometeorological time series before, while the use of random walk, BATS, simple exponential smoothing and Theta is rare in hydrology. The methods are tested in performing multi-step ahead forecasts for the last 48 months of the data. We further investigate how different choices of handling the seasonality and non-normality affect the performance of the models. The results indicate that: (a) all the examined methods apart from the naïve and random walk ones are accurate enough to be used in long-term applications; (b) monthly temperature and precipitation can be forecasted to a level of accuracy which can barely be improved using other methods; (c) the externally applied classical seasonal decomposition results mostly in better forecasts compared to the automatic seasonal decomposition used by the BATS and Prophet methods; and (d) Prophet is competitive, especially when it is combined with externally applied classical seasonal decomposition.

Methods for obtaining sorption data from uranium-series disequilibria

International Nuclear Information System (INIS)

Finnegan, D.L.; Bryant, E.A.

1987-12-01

Two possible methods have been identified for obtaining in situ retardation factors from measurements of uranium-series disequilibria at Yucca Mountain. The first method would make use of the enhanced 234 U/ 238 U ratio in groundwater to derive a signature for exchangeable uranium sorbed on the rock; the exchangeable uranium would be leached and assayed. The second method would use the ratio of 222 Rn to 234 U in solution, corrected for weathering, to infer the retardation factor for uranium. Similar methods could be applied to thorium and radium

Finite test sets development method for test execution of safety critical software

International Nuclear Information System (INIS)

El-Bordany Ayman; Yun, Won Young

2014-01-01

It reads inputs, computes new states, and updates output for each scan cycle. Korea Nuclear Instrumentation and Control System (KNICS) has recently developed a fully digitalized Reactor Protection System (RPS) based on PLD. As a digital system, this RPS is equipped with a dedicated software. The Reliability of this software is crucial to NPPs safety where its malfunction may cause irreversible consequences and affect the whole system as a Common Cause Failure (CCF). To guarantee the reliability of the whole system, the reliability of this software needs to be quantified. There are three representative methods for software reliability quantification, namely the Verification and Validation (V and V) quality-based method, the Software Reliability Growth Model (SRGM), and the test-based method. An important concept of the guidance is that the test sets represent 'trajectories' (a series of successive values for the input variables of a program that occur during the operation of the software over time) in the space of inputs to the software.. Actually, the inputs to the software depends on the state of plant at that time, and these inputs form a new internal state of the software by changing values of some variables. In other words, internal state of the software at specific timing depends on the history of past inputs. Here the internal state of the software which can be changed by past inputs is named as Context of Software (CoS). In a certain CoS, a software failure occurs when a fault is triggered by some inputs. To cover the failure occurrence mechanism of a software, preceding researches insist that the inputs should be a trajectory form. However, in this approach, there are two critical problems. One is the length of the trajectory input. Input trajectory should long enough to cover failure mechanism, but the enough length is not clear. What is worse, to cover some accident scenario, one set of input should represent dozen hours of successive values

Low-derivative operators of the Standard Model effective field theory via Hilbert series methods

Energy Technology Data Exchange (ETDEWEB)

Lehman, Landon; Martin, Adam [Department of Physics, University of Notre Dame,Nieuwland Science Hall, Notre Dame, IN 46556 (United States)

2016-02-12

In this work, we explore an extension of Hilbert series techniques to count operators that include derivatives. For sufficiently low-derivative operators, we conjecture an algorithm that gives the number of invariant operators, properly accounting for redundancies due to the equations of motion and integration by parts. Specifically, the conjectured technique can be applied whenever there is only one Lorentz invariant for a given partitioning of derivatives among the fields. At higher numbers of derivatives, equation of motion redundancies can be removed, but the increased number of Lorentz contractions spoils the subtraction of integration by parts redundancies. While restricted, this technique is sufficient to automatically recreate the complete set of invariant operators of the Standard Model effective field theory for dimensions 6 and 7 (for arbitrary numbers of flavors). At dimension 8, the algorithm does not automatically generate the complete operator set; however, it suffices for all but five classes of operators. For these remaining classes, there is a well defined procedure to manually determine the number of invariants. Assuming our method is correct, we derive a set of 535 dimension-8 N{sub f}=1 operators.

Low-derivative operators of the Standard Model effective field theory via Hilbert series methods

International Nuclear Information System (INIS)

Lehman, Landon; Martin, Adam

2016-01-01

In this work, we explore an extension of Hilbert series techniques to count operators that include derivatives. For sufficiently low-derivative operators, we conjecture an algorithm that gives the number of invariant operators, properly accounting for redundancies due to the equations of motion and integration by parts. Specifically, the conjectured technique can be applied whenever there is only one Lorentz invariant for a given partitioning of derivatives among the fields. At higher numbers of derivatives, equation of motion redundancies can be removed, but the increased number of Lorentz contractions spoils the subtraction of integration by parts redundancies. While restricted, this technique is sufficient to automatically recreate the complete set of invariant operators of the Standard Model effective field theory for dimensions 6 and 7 (for arbitrary numbers of flavors). At dimension 8, the algorithm does not automatically generate the complete operator set; however, it suffices for all but five classes of operators. For these remaining classes, there is a well defined procedure to manually determine the number of invariants. Assuming our method is correct, we derive a set of 535 dimension-8 N_f=1 operators.

Implementation of Steiner point of fuzzy set.

Science.gov (United States)

Liang, Jiuzhen; Wang, Dejiang

2014-01-01

This paper deals with the implementation of Steiner point of fuzzy set. Some definitions and properties of Steiner point are investigated and extended to fuzzy set. This paper focuses on establishing efficient methods to compute Steiner point of fuzzy set. Two strategies of computing Steiner point of fuzzy set are proposed. One is called linear combination of Steiner points computed by a series of crisp α-cut sets of the fuzzy set. The other is an approximate method, which is trying to find the optimal α-cut set approaching the fuzzy set. Stability analysis of Steiner point of fuzzy set is also studied. Some experiments on image processing are given, in which the two methods are applied for implementing Steiner point of fuzzy image, and both strategies show their own advantages in computing Steiner point of fuzzy set.

Clustering Multivariate Time Series Using Hidden Markov Models

Directory of Open Access Journals (Sweden)

Shima Ghassempour

2014-03-01

Full Text Available In this paper we describe an algorithm for clustering multivariate time series with variables taking both categorical and continuous values. Time series of this type are frequent in health care, where they represent the health trajectories of individuals. The problem is challenging because categorical variables make it difficult to define a meaningful distance between trajectories. We propose an approach based on Hidden Markov Models (HMMs, where we first map each trajectory into an HMM, then define a suitable distance between HMMs and finally proceed to cluster the HMMs with a method based on a distance matrix. We test our approach on a simulated, but realistic, data set of 1,255 trajectories of individuals of age 45 and over, on a synthetic validation set with known clustering structure, and on a smaller set of 268 trajectories extracted from the longitudinal Health and Retirement Survey. The proposed method can be implemented quite simply using standard packages in R and Matlab and may be a good candidate for solving the difficult problem of clustering multivariate time series with categorical variables using tools that do not require advanced statistic knowledge, and therefore are accessible to a wide range of researchers.

Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (4).

Science.gov (United States)

Murase, Kenya

2016-01-01

Partial differential equations are often used in the field of medical physics. In this (final) issue, the methods for solving the partial differential equations were introduced, which include separation of variables, integral transform (Fourier and Fourier-sine transforms), Green's function, and series expansion methods. Some examples were also introduced, in which the integral transform and Green's function methods were applied to solving Pennes' bioheat transfer equation and the Fourier series expansion method was applied to Navier-Stokes equation for analyzing the wall shear stress in blood vessels.Finally, the author hopes that this series will be helpful for people who engage in medical physics.

On multiple level-set regularization methods for inverse problems

International Nuclear Information System (INIS)

DeCezaro, A; Leitão, A; Tai, X-C

2009-01-01

We analyze a multiple level-set method for solving inverse problems with piecewise constant solutions. This method corresponds to an iterated Tikhonov method for a particular Tikhonov functional G α based on TV–H 1 penalization. We define generalized minimizers for our Tikhonov functional and establish an existence result. Moreover, we prove convergence and stability results of the proposed Tikhonov method. A multiple level-set algorithm is derived from the first-order optimality conditions for the Tikhonov functional G α , similarly as the iterated Tikhonov method. The proposed multiple level-set method is tested on an inverse potential problem. Numerical experiments show that the method is able to recover multiple objects as well as multiple contrast levels

Methods for deconvolving sparse positive delta function series

International Nuclear Information System (INIS)

Trussell, H.J.; Schwalbe, L.A.

1981-01-01

Sparse delta function series occur as data in many chemical analyses and seismic methods. These original data are often sufficiently degraded by the recording instrument response that the individual delta function peaks are difficult to distinguish and measure. A method, which has been used to measure these peaks, is to fit a parameterized model by a nonlinear least-squares fitting algorithm. The deconvolution approaches described have the advantage of not requiring a parameterized point spread function, nor do they expect a fixed number of peaks. Two new methods are presented. The maximum power technique is reviewed. A maximum a posteriori technique is introduced. Results on both simulated and real data by the two methods are presented. The characteristics of the data can determine which method gives superior results. 5 figures

Seismic assessment of a site using the time series method

International Nuclear Information System (INIS)

Krutzik, N.J.; Rotaru, I.; Bobei, M.; Mingiuc, C.; Serban, V.; Androne, M.

2001-01-01

1. To increase the safety of a NPP located on a seismic site, the seismic acceleration level to which the NPP should be qualified must be as representative as possible for that site, with a conservative degree of safety but not too exaggerated. 2. The consideration of the seismic events affecting the site as independent events and the use of statistic methods to define some safety levels with very low annual occurrence probabilities (10 -4 ) may lead to some exaggerations of the seismic safety level. 3. The use of some very high values for the seismic accelerations imposed by the seismic safety levels required by the hazard analysis may lead to very expensive technical solutions that can make the plant operation more difficult and increase the maintenance costs. 4. The consideration of seismic events as a time series with dependence among the events produced may lead to a more representative assessment of a NPP site seismic activity and consequently to a prognosis on the seismic level values to which the NPP would be ensured throughout its life-span. That prognosis should consider the actual seismic activity (including small earthquakes in real time) of the focuses that affect the plant site. The method is useful for two purposes: a) research, i.e. homogenizing the history data basis by the generation of earthquakes during periods lacking information and correlation of the information with the existing information. The aim is to perform the hazard analysis using a homogeneous data set in order to determine the seismic design data for a site; b) operation, i.e. the performance of a prognosis on the seismic activity on a certain site and consideration of preventive measures to minimize the possible effects of an earthquake. 5. The paper proposes the application of Autoregressive Time Series to issue a prognosis on the seismic activity of a focus and presents the analysis on Vrancea focus that affects Cernavoda NPP site by this method. 6. The paper also presents the

The "Set Map" Method of Navigation.

Science.gov (United States)

Tippett, Julian

1998-01-01

Explains the "set map" method of using the baseplate compass to solve walkers' navigational needs as opposed to the 1-2-3 method for taking a bearing. The map, with the compass permanently clipped to it, is rotated to the position in which its features have the same orientation as their counterparts on the ground. Includes directions and…

A large set of potential past, present and future hydro-meteorological time series for the UK

Science.gov (United States)

Guillod, Benoit P.; Jones, Richard G.; Dadson, Simon J.; Coxon, Gemma; Bussi, Gianbattista; Freer, James; Kay, Alison L.; Massey, Neil R.; Sparrow, Sarah N.; Wallom, David C. H.; Allen, Myles R.; Hall, Jim W.

2018-01-01

Hydro-meteorological extremes such as drought and heavy precipitation can have large impacts on society and the economy. With potentially increasing risks associated with such events due to climate change, properly assessing the associated impacts and uncertainties is critical for adequate adaptation. However, the application of risk-based approaches often requires large sets of extreme events, which are not commonly available. Here, we present such a large set of hydro-meteorological time series for recent past and future conditions for the United Kingdom based on weather@home 2, a modelling framework consisting of a global climate model (GCM) driven by observed or projected sea surface temperature (SST) and sea ice which is downscaled to 25 km over the European domain by a regional climate model (RCM). Sets of 100 time series are generated for each of (i) a historical baseline (1900-2006), (ii) five near-future scenarios (2020-2049) and (iii) five far-future scenarios (2070-2099). The five scenarios in each future time slice all follow the Representative Concentration Pathway 8.5 (RCP8.5) and sample the range of sea surface temperature and sea ice changes from CMIP5 (Coupled Model Intercomparison Project Phase 5) models. Validation of the historical baseline highlights good performance for temperature and potential evaporation, but substantial seasonal biases in mean precipitation, which are corrected using a linear approach. For extremes in low precipitation over a long accumulation period ( > 3 months) and shorter-duration high precipitation (1-30 days), the time series generally represents past statistics well. Future projections show small precipitation increases in winter but large decreases in summer on average, leading to an overall drying, consistently with the most recent UK Climate Projections (UKCP09) but larger in magnitude than the latter. Both drought and high-precipitation events are projected to increase in frequency and intensity in most regions

Trend analysis using non-stationary time series clustering based on the finite element method

OpenAIRE

Gorji Sefidmazgi, M.; Sayemuzzaman, M.; Homaifar, A.; Jha, M. K.; Liess, S.

2014-01-01

In order to analyze low-frequency variability of climate, it is useful to model the climatic time series with multiple linear trends and locate the times of significant changes. In this paper, we have used non-stationary time series clustering to find change points in the trends. Clustering in a multi-dimensional non-stationary time series is challenging, since the problem is mathematically ill-posed. Clustering based on the finite element method (FEM) is one of the methods ...

Inferring Weighted Directed Association Networks from Multivariate Time Series with the Small-Shuffle Symbolic Transfer Entropy Spectrum Method

Directory of Open Access Journals (Sweden)

Yanzhu Hu

2016-09-01

Full Text Available Complex network methodology is very useful for complex system exploration. However, the relationships among variables in complex systems are usually not clear. Therefore, inferring association networks among variables from their observed data has been a popular research topic. We propose a method, named small-shuffle symbolic transfer entropy spectrum (SSSTES, for inferring association networks from multivariate time series. The method can solve four problems for inferring association networks, i.e., strong correlation identification, correlation quantification, direction identification and temporal relation identification. The method can be divided into four layers. The first layer is the so-called data layer. Data input and processing are the things to do in this layer. In the second layer, we symbolize the model data, original data and shuffled data, from the previous layer and calculate circularly transfer entropy with different time lags for each pair of time series variables. Thirdly, we compose transfer entropy spectrums for pairwise time series with the previous layer’s output, a list of transfer entropy matrix. We also identify the correlation level between variables in this layer. In the last layer, we build a weighted adjacency matrix, the value of each entry representing the correlation level between pairwise variables, and then get the weighted directed association network. Three sets of numerical simulated data from a linear system, a nonlinear system and a coupled Rossler system are used to show how the proposed approach works. Finally, we apply SSSTES to a real industrial system and get a better result than with two other methods.

Two-fractal overlap time series: Earthquakes and market crashes

Indian Academy of Sciences (India)

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

Ready for goal setting? Process evaluation of a patient-specific goal-setting method in physiotherapy.

Science.gov (United States)

Stevens, Anita; Köke, Albère; van der Weijden, Trudy; Beurskens, Anna

2017-08-31

Patient participation and goal setting appear to be difficult in daily physiotherapy practice, and practical methods are lacking. An existing patient-specific instrument, Patient-Specific Complaints (PSC), was therefore optimized into a new Patient Specific Goal-setting method (PSG). The aims of this study were to examine the feasibility of the PSG in daily physiotherapy practice, and to explore the potential impact of the new method. We conducted a process evaluation within a non-controlled intervention study. Community-based physiotherapists were instructed on how to work with the PSG in three group training sessions. The PSG is a six-step method embedded across the physiotherapy process, in which patients are stimulated to participate in the goal-setting process by: identifying problematic activities, prioritizing them, scoring their abilities, setting goals, planning and evaluating. Quantitative and qualitative data were collected among patients and physiotherapists by recording consultations and assessing patient files, questionnaires and written reflection reports. Data were collected from 51 physiotherapists and 218 patients, and 38 recordings and 219 patient files were analysed. The PSG steps were performed as intended, but the 'setting goals' and 'planning treatment' steps were not performed in detail. The patients and physiotherapists were positive about the method, and the physiotherapists perceived increased patient participation. They became aware of the importance of engaging patients in a dialogue, instead of focusing on gathering information. The lack of integration in the electronic patient system was a major barrier for optimal use in practice. Although the self-reported actual use of the PSG, i.e. informing and involving patients, and client-centred competences had improved, this was not completely confirmed by the objectively observed behaviour. The PSG is a feasible method and tends to have impact on increasing patient participation in the goal-setting

A level set method for multiple sclerosis lesion segmentation.

Science.gov (United States)

Zhao, Yue; Guo, Shuxu; Luo, Min; Shi, Xue; Bilello, Michel; Zhang, Shaoxiang; Li, Chunming

2018-06-01

In this paper, we present a level set method for multiple sclerosis (MS) lesion segmentation from FLAIR images in the presence of intensity inhomogeneities. We use a three-phase level set formulation of segmentation and bias field estimation to segment MS lesions and normal tissue region (including GM and WM) and CSF and the background from FLAIR images. To save computational load, we derive a two-phase formulation from the original multi-phase level set formulation to segment the MS lesions and normal tissue regions. The derived method inherits the desirable ability to precisely locate object boundaries of the original level set method, which simultaneously performs segmentation and estimation of the bias field to deal with intensity inhomogeneity. Experimental results demonstrate the advantages of our method over other state-of-the-art methods in terms of segmentation accuracy. Copyright © 2017 Elsevier Inc. All rights reserved.

A Unified Method of Finding Laplace Transforms, Fourier Transforms, and Fourier Series. [and] An Inversion Method for Laplace Transforms, Fourier Transforms, and Fourier Series. Integral Transforms and Series Expansions. Modules and Monographs in Undergraduate Mathematics and Its Applications Project. UMAP Units 324 and 325.

Science.gov (United States)

Grimm, C. A.

This document contains two units that examine integral transforms and series expansions. In the first module, the user is expected to learn how to use the unified method presented to obtain Laplace transforms, Fourier transforms, complex Fourier series, real Fourier series, and half-range sine series for given piecewise continuous functions. In…

Trend analysis of time-series data: A novel method for untargeted metabolite discovery

NARCIS (Netherlands)

Peters, S.; Janssen, H.-G.; Vivó-Truyols, G.

2010-01-01

A new strategy for biomarker discovery is presented that uses time-series metabolomics data. Data sets from samples analysed at different time points after an intervention are searched for compounds that show a meaningful trend following the intervention. Obviously, this requires new data-analytical

Generalized series method in the theory of atomic nucleus

International Nuclear Information System (INIS)

Gorbatov, A.M.

1991-01-01

On a hypersphere of a prescribed radius the so-called genealogical basis has been constructed. By making use of this basis, the many-body Schroedinger equation has been obtained for bound states of various physical systems. The genealogical series method, being in general outline the extension of the angular potential functions method, deals with the potential harmonics of any generation needed. The new approach provides an exact numerical description of the hadron systems with two-body higher interaction

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.

Comparison of missing value imputation methods in time series: the case of Turkish meteorological data

Science.gov (United States)

Yozgatligil, Ceylan; Aslan, Sipan; Iyigun, Cem; Batmaz, Inci

2013-04-01

This study aims to compare several imputation methods to complete the missing values of spatio-temporal meteorological time series. To this end, six imputation methods are assessed with respect to various criteria including accuracy, robustness, precision, and efficiency for artificially created missing data in monthly total precipitation and mean temperature series obtained from the Turkish State Meteorological Service. Of these methods, simple arithmetic average, normal ratio (NR), and NR weighted with correlations comprise the simple ones, whereas multilayer perceptron type neural network and multiple imputation strategy adopted by Monte Carlo Markov Chain based on expectation-maximization (EM-MCMC) are computationally intensive ones. In addition, we propose a modification on the EM-MCMC method. Besides using a conventional accuracy measure based on squared errors, we also suggest the correlation dimension (CD) technique of nonlinear dynamic time series analysis which takes spatio-temporal dependencies into account for evaluating imputation performances. Depending on the detailed graphical and quantitative analysis, it can be said that although computational methods, particularly EM-MCMC method, are computationally inefficient, they seem favorable for imputation of meteorological time series with respect to different missingness periods considering both measures and both series studied. To conclude, using the EM-MCMC algorithm for imputing missing values before conducting any statistical analyses of meteorological data will definitely decrease the amount of uncertainty and give more robust results. Moreover, the CD measure can be suggested for the performance evaluation of missing data imputation particularly with computational methods since it gives more precise results in meteorological time series.

Consistent two-dimensional visualization of protein-ligand complex series

Directory of Open Access Journals (Sweden)

Stierand Katrin

2011-06-01

Full Text Available Abstract Background The comparative two-dimensional graphical representation of protein-ligand complex series featuring different ligands bound to the same active site offers a quick insight in their binding mode differences. In comparison to arbitrary orientations of the residue molecules in the individual complex depictions a consistent placement improves the legibility and comparability within the series. The automatic generation of such consistent layouts offers the possibility to apply it to large data sets originating from computer-aided drug design methods. Results We developed a new approach, which automatically generates a consistent layout of interacting residues for a given series of complexes. Based on the structural three-dimensional input information, a global two-dimensional layout for all residues of the complex ensemble is computed. The algorithm incorporates the three-dimensional adjacencies of the active site residues in order to find an universally valid circular arrangement of the residues around the ligand. Subsequent to a two-dimensional ligand superimposition step, a global placement for each residue is derived from the set of already placed ligands. The method generates high-quality layouts, showing mostly overlap-free solutions with molecules which are displayed as structure diagrams providing interaction information in atomic detail. Application examples document an improved legibility compared to series of diagrams whose layouts are calculated independently from each other. Conclusions The presented method extends the field of complex series visualizations. A series of molecules binding to the same protein active site is drawn in a graphically consistent way. Compared to existing approaches these drawings substantially simplify the visual analysis of large compound series.

Benchmarking a geostatistical procedure for the homogenisation of annual precipitation series

Science.gov (United States)

Caineta, Júlio; Ribeiro, Sara; Henriques, Roberto; Soares, Amílcar; Costa, Ana Cristina

2014-05-01

The European project COST Action ES0601, Advances in homogenisation methods of climate series: an integrated approach (HOME), has brought to attention the importance of establishing reliable homogenisation methods for climate data. In order to achieve that, a benchmark data set, containing monthly and daily temperature and precipitation data, was created to be used as a comparison basis for the effectiveness of those methods. Several contributions were submitted and evaluated by a number of performance metrics, validating the results against realistic inhomogeneous data. HOME also led to the development of new homogenisation software packages, which included feedback and lessons learned during the project. Preliminary studies have suggested a geostatistical stochastic approach, which uses Direct Sequential Simulation (DSS), as a promising methodology for the homogenisation of precipitation data series. Based on the spatial and temporal correlation between the neighbouring stations, DSS calculates local probability density functions at a candidate station to detect inhomogeneities. The purpose of the current study is to test and compare this geostatistical approach with the methods previously presented in the HOME project, using surrogate precipitation series from the HOME benchmark data set. The benchmark data set contains monthly precipitation surrogate series, from which annual precipitation data series were derived. These annual precipitation series were subject to exploratory analysis and to a thorough variography study. The geostatistical approach was then applied to the data set, based on different scenarios for the spatial continuity. Implementing this procedure also promoted the development of a computer program that aims to assist on the homogenisation of climate data, while minimising user interaction. Finally, in order to compare the effectiveness of this methodology with the homogenisation methods submitted during the HOME project, the obtained results

Series Transmission Line Transformer

Science.gov (United States)

Buckles, Robert A.; Booth, Rex; Yen, Boris T.

2004-06-29

A series transmission line transformer is set forth which includes two or more of impedance matched sets of at least two transmissions lines such as shielded cables, connected in parallel at one end ans series at the other in a cascading fashion. The cables are wound about a magnetic core. The series transmission line transformer (STLT) which can provide for higher impedance ratios and bandwidths, which is scalable, and which is of simpler design and construction.

R/S method for evaluation of pollutant time series in environmental quality assessment

Directory of Open Access Journals (Sweden)

Bu Quanmin

2008-12-01

Full Text Available The significance of the fluctuation and randomness of the time series of each pollutant in environmental quality assessment is described for the first time in this paper. A comparative study was made of three different computing methods: the same starting point method, the striding averaging method, and the stagger phase averaging method. All of them can be used to calculate the Hurst index, which quantifies fluctuation and randomness. This study used real water quality data from Shazhu monitoring station on Taihu Lake in Wuxi, Jiangsu Province. The results show that, of the three methods, the stagger phase averaging method is best for calculating the Hurst index of a pollutant time series from the perspective of statistical regularity.

Comparison of annual maximum series and partial duration series methods for modeling extreme hydrologic events

DEFF Research Database (Denmark)

Madsen, Henrik; Rasmussen, Peter F.; Rosbjerg, Dan

1997-01-01

Two different models for analyzing extreme hydrologic events, based on, respectively, partial duration series (PDS) and annual maximum series (AMS), are compared. The PDS model assumes a generalized Pareto distribution for modeling threshold exceedances corresponding to a generalized extreme value......). In the case of ML estimation, the PDS model provides the most efficient T-year event estimator. In the cases of MOM and PWM estimation, the PDS model is generally preferable for negative shape parameters, whereas the AMS model yields the most efficient estimator for positive shape parameters. A comparison...... of the considered methods reveals that in general, one should use the PDS model with MOM estimation for negative shape parameters, the PDS model with exponentially distributed exceedances if the shape parameter is close to zero, the AMS model with MOM estimation for moderately positive shape parameters, and the PDS...

Statistical methods of parameter estimation for deterministically chaotic time series

Science.gov (United States)

Pisarenko, V. F.; Sornette, D.

2004-03-01

We discuss the possibility of applying some standard statistical methods (the least-square method, the maximum likelihood method, and the method of statistical moments for estimation of parameters) to deterministically chaotic low-dimensional dynamic system (the logistic map) containing an observational noise. A “segmentation fitting” maximum likelihood (ML) method is suggested to estimate the structural parameter of the logistic map along with the initial value x1 considered as an additional unknown parameter. The segmentation fitting method, called “piece-wise” ML, is similar in spirit but simpler and has smaller bias than the “multiple shooting” previously proposed. Comparisons with different previously proposed techniques on simulated numerical examples give favorable results (at least, for the investigated combinations of sample size N and noise level). Besides, unlike some suggested techniques, our method does not require the a priori knowledge of the noise variance. We also clarify the nature of the inherent difficulties in the statistical analysis of deterministically chaotic time series and the status of previously proposed Bayesian approaches. We note the trade off between the need of using a large number of data points in the ML analysis to decrease the bias (to guarantee consistency of the estimation) and the unstable nature of dynamical trajectories with exponentially fast loss of memory of the initial condition. The method of statistical moments for the estimation of the parameter of the logistic map is discussed. This method seems to be the unique method whose consistency for deterministically chaotic time series is proved so far theoretically (not only numerically).

Year Ahead Demand Forecast of City Natural Gas Using Seasonal Time Series Methods

Directory of Open Access Journals (Sweden)

Mustafa Akpinar

2016-09-01

Full Text Available Consumption of natural gas, a major clean energy source, increases as energy demand increases. We studied specifically the Turkish natural gas market. Turkey’s natural gas consumption increased as well in parallel with the world‘s over the last decade. This consumption growth in Turkey has led to the formation of a market structure for the natural gas industry. This significant increase requires additional investments since a rise in consumption capacity is expected. One of the reasons for the consumption increase is the user-based natural gas consumption influence. This effect yields imbalances in demand forecasts and if the error rates are out of bounds, penalties may occur. In this paper, three univariate statistical methods, which have not been previously investigated for mid-term year-ahead monthly natural gas forecasting, are used to forecast natural gas demand in Turkey’s Sakarya province. Residential and low-consumption commercial data is used, which may contain seasonality. The goal of this paper is minimizing more or less gas tractions on mid-term consumption while improving the accuracy of demand forecasting. In forecasting models, seasonality and single variable impacts reinforce forecasts. This paper studies time series decomposition, Holt-Winters exponential smoothing and autoregressive integrated moving average (ARIMA methods. Here, 2011–2014 monthly data were prepared and divided into two series. The first series is 2011–2013 monthly data used for finding seasonal effects and model requirements. The second series is 2014 monthly data used for forecasting. For the ARIMA method, a stationary series was prepared and transformation process prior to forecasting was done. Forecasting results confirmed that as the computation complexity of the model increases, forecasting accuracy increases with lower error rates. Also, forecasting errors and the coefficients of determination values give more consistent results. Consequently

Measurement of time series variation of thermal diffusivity of magnetic fluid under magnetic field by forced Rayleigh scattering method

Energy Technology Data Exchange (ETDEWEB)

Motozawa, Masaaki, E-mail: motozawa.masaaki@shizuoka.ac.jp [Shizuoka University, 3-5-1 Johoku, Naka-ku, Hamamatsu-shi, Shizuoka 432-8561 (Japan); Muraoka, Takashi [Shizuoka University, 3-5-1 Johoku, Naka-ku, Hamamatsu-shi, Shizuoka 432-8561 (Japan); Motosuke, Masahiro, E-mail: mot@rs.tus.ac.jp [Tokyo University of Science, 6-3-1 Niijuku, Katsushika-ku, Tokyo 125-8585 (Japan); Fukuta, Mitsuhiro, E-mail: fukuta.mitsuhiro@shizuoka.ac.jp [Shizuoka University, 3-5-1 Johoku, Naka-ku, Hamamatsu-shi, Shizuoka 432-8561 (Japan)

2017-04-15

It can be expected that the thermal diffusivity of a magnetic fluid varies from time to time after applying a magnetic field because of the growth of the inner structure of a magnetic fluid such as chain-like clusters. In this study, time series variation of the thermal diffusivity of a magnetic fluid caused by applying a magnetic field was investigated experimentally. For the measurement of time series variation of thermal diffusivity, we attempted to apply the forced Rayleigh scattering method (FRSM), which has high temporal and high spatial resolution. We set up an optical system for the FRSM and measured the thermal diffusivity. A magnetic field was applied to a magnetic fluid in parallel and perpendicular to the heat flux direction, and the magnetic field intensity was 70 mT. The FRSM was successfully applied to measurement of the time series variation of the magnetic fluid from applying a magnetic field. The results show that a characteristic configuration in the time series variation of the thermal diffusivity of magnetic fluid was obtained in the case of applying a magnetic field parallel to the heat flux direction. In contrast, in the case of applying a magnetic field perpendicular to the heat flux, the thermal diffusivity of the magnetic fluid hardly changed during measurement. - Highlights: • Thermal diffusivity was measured by forced Rayleigh scattering method (FRSM). • FRSM has high temporal and high spatial resolutions for measurement. • We attempted to apply FRSM to magnetic fluid (MF). • Time series variation of thermal diffusivity of MF was successfully measured by FRSM. • Anisotropic thermal diffusivity of magnetic fluid was also successfully confirmed.

A large set of potential past, present and future hydro-meteorological time series for the UK

Directory of Open Access Journals (Sweden)

B. P. Guillod

2018-01-01

Full Text Available Hydro-meteorological extremes such as drought and heavy precipitation can have large impacts on society and the economy. With potentially increasing risks associated with such events due to climate change, properly assessing the associated impacts and uncertainties is critical for adequate adaptation. However, the application of risk-based approaches often requires large sets of extreme events, which are not commonly available. Here, we present such a large set of hydro-meteorological time series for recent past and future conditions for the United Kingdom based on weather@home 2, a modelling framework consisting of a global climate model (GCM driven by observed or projected sea surface temperature (SST and sea ice which is downscaled to 25 km over the European domain by a regional climate model (RCM. Sets of 100 time series are generated for each of (i a historical baseline (1900–2006, (ii five near-future scenarios (2020–2049 and (iii five far-future scenarios (2070–2099. The five scenarios in each future time slice all follow the Representative Concentration Pathway 8.5 (RCP8.5 and sample the range of sea surface temperature and sea ice changes from CMIP5 (Coupled Model Intercomparison Project Phase 5 models. Validation of the historical baseline highlights good performance for temperature and potential evaporation, but substantial seasonal biases in mean precipitation, which are corrected using a linear approach. For extremes in low precipitation over a long accumulation period ( > 3 months and shorter-duration high precipitation (1–30 days, the time series generally represents past statistics well. Future projections show small precipitation increases in winter but large decreases in summer on average, leading to an overall drying, consistently with the most recent UK Climate Projections (UKCP09 but larger in magnitude than the latter. Both drought and high-precipitation events are projected to increase in frequency and

A high-fidelity weather time series generator using the Markov Chain process on a piecewise level

Science.gov (United States)

Hersvik, K.; Endrerud, O.-E. V.

2017-12-01

A method is developed for generating a set of unique weather time-series based on an existing weather series. The method allows statistically valid weather variations to take place within repeated simulations of offshore operations. The numerous generated time series need to share the same statistical qualities as the original time series. Statistical qualities here refer mainly to the distribution of weather windows available for work, including durations and frequencies of such weather windows, and seasonal characteristics. The method is based on the Markov chain process. The core new development lies in how the Markov Process is used, specifically by joining small pieces of random length time series together rather than joining individual weather states, each from a single time step, which is a common solution found in the literature. This new Markov model shows favorable characteristics with respect to the requirements set forth and all aspects of the validation performed.

Determining the significance of associations between two series of discrete events : bootstrap methods /

Energy Technology Data Exchange (ETDEWEB)

Niehof, Jonathan T.; Morley, Steven K.

2012-01-01

We review and develop techniques to determine associations between series of discrete events. The bootstrap, a nonparametric statistical method, allows the determination of the significance of associations with minimal assumptions about the underlying processes. We find the key requirement for this method: one of the series must be widely spaced in time to guarantee the theoretical applicability of the bootstrap. If this condition is met, the calculated significance passes a reasonableness test. We conclude with some potential future extensions and caveats on the applicability of these methods. The techniques presented have been implemented in a Python-based software toolkit.

Evaluation of data reduction methods for dynamic PET series based on Monte Carlo techniques and the NCAT phantom

International Nuclear Information System (INIS)

Thireou, Trias; Rubio Guivernau, Jose Luis; Atlamazoglou, Vassilis; Ledesma, Maria Jesus; Pavlopoulos, Sotiris; Santos, Andres; Kontaxakis, George

2006-01-01

A realistic dynamic positron-emission tomography (PET) thoracic study was generated, using the 4D NURBS-based (non-uniform rational B-splines) cardiac-torso (NCAT) phantom and a sophisticated model of the PET imaging process, simulating two solitary pulmonary nodules. Three data reduction and blind source separation methods were applied to the simulated data: principal component analysis, independent component analysis and similarity mapping. All methods reduced the initial amount of image data to a smaller, comprehensive and easily managed set of parametric images, where structures were separated based on their different kinetic characteristics and the lesions were readily identified. The results indicate that the above-mentioned methods can provide an accurate tool for the support of both visual inspection and subsequent detailed kinetic analysis of the dynamic series via compartmental or non-compartmental models

Combinatorics of finite sets

CERN Document Server

Anderson, Ian

2011-01-01

Coherent treatment provides comprehensive view of basic methods and results of the combinatorial study of finite set systems. The Clements-Lindstrom extension of the Kruskal-Katona theorem to multisets is explored, as is the Greene-Kleitman result concerning k-saturated chain partitions of general partially ordered sets. Connections with Dilworth's theorem, the marriage problem, and probability are also discussed. Each chapter ends with a helpful series of exercises and outline solutions appear at the end. ""An excellent text for a topics course in discrete mathematics."" - Bulletin of the Ame

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.

Integration of educational methods and physical settings: Design ...

African Journals Online (AJOL)

... setting without having an architectural background. The theoretical framework of the research allows designers to consider key features and users' possible activities in High/ Scope settings and shape their designs accordingly. Keywords: daily activity; design; High/Scope education; interior space; teaching method ...

New significance test methods for Fourier analysis of geophysical time series

Directory of Open Access Journals (Sweden)

Z. Zhang

2011-09-01

Full Text Available When one applies the discrete Fourier transform to analyze finite-length time series, discontinuities at the data boundaries will distort its Fourier power spectrum. In this paper, based on a rigid statistics framework, we present a new significance test method which can extract the intrinsic feature of a geophysical time series very well. We show the difference in significance level compared with traditional Fourier tests by analyzing the Arctic Oscillation (AO and the Nino3.4 time series. In the AO, we find significant peaks at about 2.8, 4.3, and 5.7 yr periods and in Nino3.4 at about 12 yr period in tests against red noise. These peaks are not significant in traditional tests.

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.

Identification of neutral biochemical network models from time series data.

Science.gov (United States)

Vilela, Marco; Vinga, Susana; Maia, Marco A Grivet Mattoso; Voit, Eberhard O; Almeida, Jonas S

2009-05-05

The major difficulty in modeling biological systems from multivariate time series is the identification of parameter sets that endow a model with dynamical behaviors sufficiently similar to the experimental data. Directly related to this parameter estimation issue is the task of identifying the structure and regulation of ill-characterized systems. Both tasks are simplified if the mathematical model is canonical, i.e., if it is constructed according to strict guidelines. In this report, we propose a method for the identification of admissible parameter sets of canonical S-systems from biological time series. The method is based on a Monte Carlo process that is combined with an improved version of our previous parameter optimization algorithm. The method maps the parameter space into the network space, which characterizes the connectivity among components, by creating an ensemble of decoupled S-system models that imitate the dynamical behavior of the time series with sufficient accuracy. The concept of sloppiness is revisited in the context of these S-system models with an exploration not only of different parameter sets that produce similar dynamical behaviors but also different network topologies that yield dynamical similarity. The proposed parameter estimation methodology was applied to actual time series data from the glycolytic pathway of the bacterium Lactococcus lactis and led to ensembles of models with different network topologies. In parallel, the parameter optimization algorithm was applied to the same dynamical data upon imposing a pre-specified network topology derived from prior biological knowledge, and the results from both strategies were compared. The results suggest that the proposed method may serve as a powerful exploration tool for testing hypotheses and the design of new experiments.

Normalization methods in time series of platelet function assays

Science.gov (United States)

Van Poucke, Sven; Zhang, Zhongheng; Roest, Mark; Vukicevic, Milan; Beran, Maud; Lauwereins, Bart; Zheng, Ming-Hua; Henskens, Yvonne; Lancé, Marcus; Marcus, Abraham

2016-01-01

Abstract Platelet function can be quantitatively assessed by specific assays such as light-transmission aggregometry, multiple-electrode aggregometry measuring the response to adenosine diphosphate (ADP), arachidonic acid, collagen, and thrombin-receptor activating peptide and viscoelastic tests such as rotational thromboelastometry (ROTEM). The task of extracting meaningful statistical and clinical information from high-dimensional data spaces in temporal multivariate clinical data represented in multivariate time series is complex. Building insightful visualizations for multivariate time series demands adequate usage of normalization techniques. In this article, various methods for data normalization (z-transformation, range transformation, proportion transformation, and interquartile range) are presented and visualized discussing the most suited approach for platelet function data series. Normalization was calculated per assay (test) for all time points and per time point for all tests. Interquartile range, range transformation, and z-transformation demonstrated the correlation as calculated by the Spearman correlation test, when normalized per assay (test) for all time points. When normalizing per time point for all tests, no correlation could be abstracted from the charts as was the case when using all data as 1 dataset for normalization. PMID:27428217

RankExplorer: Visualization of Ranking Changes in Large Time Series Data.

Science.gov (United States)

Shi, Conglei; Cui, Weiwei; Liu, Shixia; Xu, Panpan; Chen, Wei; Qu, Huamin

2012-12-01

For many applications involving time series data, people are often interested in the changes of item values over time as well as their ranking changes. For example, people search many words via search engines like Google and Bing every day. Analysts are interested in both the absolute searching number for each word as well as their relative rankings. Both sets of statistics may change over time. For very large time series data with thousands of items, how to visually present ranking changes is an interesting challenge. In this paper, we propose RankExplorer, a novel visualization method based on ThemeRiver to reveal the ranking changes. Our method consists of four major components: 1) a segmentation method which partitions a large set of time series curves into a manageable number of ranking categories; 2) an extended ThemeRiver view with embedded color bars and changing glyphs to show the evolution of aggregation values related to each ranking category over time as well as the content changes in each ranking category; 3) a trend curve to show the degree of ranking changes over time; 4) rich user interactions to support interactive exploration of ranking changes. We have applied our method to some real time series data and the case studies demonstrate that our method can reveal the underlying patterns related to ranking changes which might otherwise be obscured in traditional visualizations.

Improved SAR Image Coregistration Using Pixel-Offset Series

KAUST Repository

Wang, Teng

2014-03-14

Synthetic aperture radar (SAR) image coregistration is a key procedure before interferometric SAR (InSAR) time-series analysis can be started. However, many geophysical data sets suffer from severe decorrelation problems due to a variety of reasons, making precise coregistration a nontrivial task. Here, we present a new strategy that uses a pixel-offset series of detected subimage patches dominated by point-like targets (PTs) to improve SAR image coregistrations. First, all potentially coherent image pairs are coregistered in a conventional way. In this step, we propose a coregistration quality index for each image to rank its relative “significance” within the data set and to select a reference image for the SAR data set. Then, a pixel-offset series of detected PTs is made from amplitude maps to improve the geometrical mapping functions. Finally, all images are resampled depending on the pixel offsets calculated from the updated geometrical mapping functions. We used images from a rural region near the North Anatolian Fault in eastern Turkey to test the proposed method, and clear coregistration improvements were found based on amplitude stability. This enhanced the fact that the coregistration strategy should therefore lead to improved InSAR time-series analysis results.

Improved SAR Image Coregistration Using Pixel-Offset Series

KAUST Repository

Wang, Teng; Jonsson, Sigurjon; Hanssen, Ramon F.

2014-01-01

Synthetic aperture radar (SAR) image coregistration is a key procedure before interferometric SAR (InSAR) time-series analysis can be started. However, many geophysical data sets suffer from severe decorrelation problems due to a variety of reasons, making precise coregistration a nontrivial task. Here, we present a new strategy that uses a pixel-offset series of detected subimage patches dominated by point-like targets (PTs) to improve SAR image coregistrations. First, all potentially coherent image pairs are coregistered in a conventional way. In this step, we propose a coregistration quality index for each image to rank its relative “significance” within the data set and to select a reference image for the SAR data set. Then, a pixel-offset series of detected PTs is made from amplitude maps to improve the geometrical mapping functions. Finally, all images are resampled depending on the pixel offsets calculated from the updated geometrical mapping functions. We used images from a rural region near the North Anatolian Fault in eastern Turkey to test the proposed method, and clear coregistration improvements were found based on amplitude stability. This enhanced the fact that the coregistration strategy should therefore lead to improved InSAR time-series analysis results.

Advantages and limitations of the SETS method

International Nuclear Information System (INIS)

Mahaffy, J.H.

1983-01-01

The stability-enchancing two-step (SETS) method has been used successfully in the Transient Reactor Analysis Code (TRAC) for several years. The method consists of a basic semi-implicit step combined with a stabilizer step that, taken together, eliminate the material Courant stability limit associated with standard semi-implicit numerical methods. This approach toward stability requires significantly fewer computational operations than a fully implicit method, but currently maintains the first-order accuracy in space and time of its semi-implicit predecessors

Quasi-measures, Hausdorff p-measures and Walsh and Haar series

Energy Technology Data Exchange (ETDEWEB)

Plotnikov, Mikhail G [Vologda State Academy of Milk Industry, Molochnoe, Vologda Region (Russian Federation)

2010-09-07

We study the classes of multiple Haar and Walsh series with at most polynomial growth of the rectangular partial sums. In terms of the Hausdorff p-measure, we find a sufficient condition (a criterion for the multiple Haar series) for a given set to be a U-set for series in the given class. We solve the recovery problem for the coefficients of the series in this class converging outside a uniqueness set. A Bari-type theorem is proved for the relative uniqueness sets for multiple Haar series. For one-dimensional Haar series, we get a criterion for a given set to be a U-set under certain assumptions that generalize the Arutyunyan-Talalyan conditions. We study the problem of describing those Cantor-type sets that are relative uniqueness sets for Haar series.

Set simulation of a turbulent arc by Monte-Carlo method

International Nuclear Information System (INIS)

Zhukov, M.F.; Devyatov, B.N.; Nazaruk, V.I.

1982-01-01

A method of simulation of turbulent arc fluctuations is suggested which is based on the probabilistic set description of conducting channel displacements over the plane not nodes with taking into account the turbulent eddies causing non-uniformity of the field of displacements. The problem is treated in terms of the random set theory. Methods to control the displacements by varying the local displacement sets are described. A local-set approach in the turbulent arc simulation is used for a statistical study of the arc form evolution in a turbulent gas flow. The method implies the performance of numerical experiments on a computer. Various ways to solve the problem of control of the geometric form of an arc column on a model are described. Under consideration are the problems of organization of physical experiments to obtain the required information for the identification of local sets. The suggested method of the application of mathematical experiments is associated with the principles of an operational game. (author)

Comparative study on gene set and pathway topology-based enrichment methods.

Science.gov (United States)

Bayerlová, Michaela; Jung, Klaus; Kramer, Frank; Klemm, Florian; Bleckmann, Annalen; Beißbarth, Tim

2015-10-22

Enrichment analysis is a popular approach to identify pathways or sets of genes which are significantly enriched in the context of differentially expressed genes. The traditional gene set enrichment approach considers a pathway as a simple gene list disregarding any knowledge of gene or protein interactions. In contrast, the new group of so called pathway topology-based methods integrates the topological structure of a pathway into the analysis. We comparatively investigated gene set and pathway topology-based enrichment approaches, considering three gene set and four topological methods. These methods were compared in two extensive simulation studies and on a benchmark of 36 real datasets, providing the same pathway input data for all methods. In the benchmark data analysis both types of methods showed a comparable ability to detect enriched pathways. The first simulation study was conducted with KEGG pathways, which showed considerable gene overlaps between each other. In this study with original KEGG pathways, none of the topology-based methods outperformed the gene set approach. Therefore, a second simulation study was performed on non-overlapping pathways created by unique gene IDs. Here, methods accounting for pathway topology reached higher accuracy than the gene set methods, however their sensitivity was lower. We conducted one of the first comprehensive comparative works on evaluating gene set against pathway topology-based enrichment methods. The topological methods showed better performance in the simulation scenarios with non-overlapping pathways, however, they were not conclusively better in the other scenarios. This suggests that simple gene set approach might be sufficient to detect an enriched pathway under realistic circumstances. Nevertheless, more extensive studies and further benchmark data are needed to systematically evaluate these methods and to assess what gain and cost pathway topology information introduces into enrichment analysis. Both

[Correlation coefficient-based principle and method for the classification of jump degree in hydrological time series].

Science.gov (United States)

Wu, Zi Yi; Xie, Ping; Sang, Yan Fang; Gu, Hai Ting

2018-04-01

The phenomenon of jump is one of the importantly external forms of hydrological variabi-lity under environmental changes, representing the adaption of hydrological nonlinear systems to the influence of external disturbances. Presently, the related studies mainly focus on the methods for identifying the jump positions and jump times in hydrological time series. In contrast, few studies have focused on the quantitative description and classification of jump degree in hydrological time series, which make it difficult to understand the environmental changes and evaluate its potential impacts. Here, we proposed a theatrically reliable and easy-to-apply method for the classification of jump degree in hydrological time series, using the correlation coefficient as a basic index. The statistical tests verified the accuracy, reasonability, and applicability of this method. The relationship between the correlation coefficient and the jump degree of series were described using mathematical equation by derivation. After that, several thresholds of correlation coefficients under different statistical significance levels were chosen, based on which the jump degree could be classified into five levels: no, weak, moderate, strong and very strong. Finally, our method was applied to five diffe-rent observed hydrological time series, with diverse geographic and hydrological conditions in China. The results of the classification of jump degrees in those series were closely accorded with their physically hydrological mechanisms, indicating the practicability of our method.

Time Series Analysis of the Effectiveness and Safety of Capsule Endoscopy between the Premarketing and Postmarketing Settings: A Meta-Analysis.

Directory of Open Access Journals (Sweden)

Kazuo Iijima

Full Text Available Clinical studies for assessing the effectiveness and safety in a premarketing setting are conducted under time and cost constraints. In recent years, postmarketing data analysis has been given more attention. However, to our knowledge, no studies have compared the effectiveness and the safety between the pre- and postmarketing settings. In this study, we aimed to investigate the importance of the postmarketing data analysis using clinical data.Studies on capsule endoscopy with rich clinical data in both pre- and postmarketing settings were selected for the analysis. For effectiveness, clinical studies published before October 10, 2015 comparing capsule endoscopy and conventional flexible endoscopy measuring the detection ratio of obscure gastrointestinal bleeding were selected (premarketing: 4 studies and postmarketing: 8 studies from PubMed (MEDLINE, Cochrane Library, EMBASE and Web of Science. Among the 12 studies, 5 were blinded and 7 were non-blinded. A time series meta-analysis was conducted. Effectiveness (odds ratio decreased in the postmarketing setting (premarketing: 5.19 [95% confidence interval: 3.07-8.76] vs. postmarketing: 1.48 [0.81-2.69]. The change in odds ratio was caused by the increase in the detection ratio with flexible endoscopy as the control group. The efficacy of capsule endoscopy did not change between pre- and postmarketing settings. Heterogeneity (I2 increased in the postmarketing setting because of one study. For safety, in terms of endoscope retention in the body, data from the approval summary and adverse event reports were analyzed. The incidence of retention decreased in the postmarketing setting (premarketing: 0.75% vs postmarketing: 0.095%. The introduction of the new patency capsule for checking the patency of the digestive tract might contribute to the decrease.Effectiveness and safety could change in the postmarketing setting. Therefore, time series meta-analyses could be useful to continuously monitor the

The Gaussian Graphical Model in Cross-Sectional and Time-Series Data.

Science.gov (United States)

Epskamp, Sacha; Waldorp, Lourens J; Mõttus, René; Borsboom, Denny

2018-04-16

We discuss the Gaussian graphical model (GGM; an undirected network of partial correlation coefficients) and detail its utility as an exploratory data analysis tool. The GGM shows which variables predict one-another, allows for sparse modeling of covariance structures, and may highlight potential causal relationships between observed variables. We describe the utility in three kinds of psychological data sets: data sets in which consecutive cases are assumed independent (e.g., cross-sectional data), temporally ordered data sets (e.g., n = 1 time series), and a mixture of the 2 (e.g., n > 1 time series). In time-series analysis, the GGM can be used to model the residual structure of a vector-autoregression analysis (VAR), also termed graphical VAR. Two network models can then be obtained: a temporal network and a contemporaneous network. When analyzing data from multiple subjects, a GGM can also be formed on the covariance structure of stationary means-the between-subjects network. We discuss the interpretation of these models and propose estimation methods to obtain these networks, which we implement in the R packages graphicalVAR and mlVAR. The methods are showcased in two empirical examples, and simulation studies on these methods are included in the supplementary materials.

A time-series method for automated measurement of changes in mitotic and interphase duration from time-lapse movies.

Directory of Open Access Journals (Sweden)

Frederic D Sigoillot

Full Text Available Automated time-lapse microscopy can visualize proliferation of large numbers of individual cells, enabling accurate measurement of the frequency of cell division and the duration of interphase and mitosis. However, extraction of quantitative information by manual inspection of time-lapse movies is too time-consuming to be useful for analysis of large experiments.Here we present an automated time-series approach that can measure changes in the duration of mitosis and interphase in individual cells expressing fluorescent histone 2B. The approach requires analysis of only 2 features, nuclear area and average intensity. Compared to supervised learning approaches, this method reduces processing time and does not require generation of training data sets. We demonstrate that this method is as sensitive as manual analysis in identifying small changes in interphase or mitotic duration induced by drug or siRNA treatment.This approach should facilitate automated analysis of high-throughput time-lapse data sets to identify small molecules or gene products that influence timing of cell division.

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.

Relaxation of functions of STO-3G and 6-31G* basis sets in the series of isoelectronic to LiF molecule

International Nuclear Information System (INIS)

Ermakov, A.I.; Belousov, V.V.

2007-01-01

Relaxation effect of functions of the basis sets (BS) STO-3G and 6-31G* on their equilibration in the series of isoelectron molecules: LiF, BeO, BN and C 2 is considered. Values of parameters (exponential factor of basis functions, orbital exponents of Gauss primitives and coefficients of their grouping) of basis functions in molecules are discovered using the criterion of minimum of energy by the unlimited Hartree-Fock method calculations (UHF) with the help of direct optimization of parameters: the simplex-method and Rosenbrock method. Certain schemes of optimization differing by the amount of varying parameters have been done. Interaction of basis functions parameters of concerned sets through medium values of the Gauss exponents is established. Effects of relaxation on the change of full energy and relative errors of the calculations of interatomic distances, normal oscillations frequencies, dissociation energy and other properties of molecules are considered. Change of full energy during the relaxation of basis functions (RBF) STO-3G and 6-31G* amounts 1100 and 80 kJ/mol correspondingly, and it is in need of the account during estimation of energetic characteristics, especially for systems with high-polar chemical bonds. The relaxation BS STO-3G practically in all considered cases improves description of molecular properties, whereas the relaxation BS 6-31G* lightly effects on its equilibration [ru

Identifying Heterogeneities in Subsurface Environment using the Level Set Method

Energy Technology Data Exchange (ETDEWEB)

Lei, Hongzhuan [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Lu, Zhiming [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Vesselinov, Velimir Valentinov [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

2016-08-25

These are slides from a presentation on identifying heterogeneities in subsurface environment using the level set method. The slides start with the motivation, then explain Level Set Method (LSM), the algorithms, some examples are given, and finally future work is explained.

The power series method in the effectiveness factor calculations

OpenAIRE

Filipich, C. P.; Villa, L. T.; Grossi, Ricardo Oscar

2017-01-01

In the present paper, exact analytical solutions are obtained for nonlinear ordinary differential equations which appear in complex diffusionreaction processes. A technique based on the power series method is used. Numerical results were computed for a number of cases which correspond to boundary value problems available in the literature. Additionally, new numerical results were generated for several important cases. Fil: Filipich, C. P.. Universidad Tecnológica Nacional. Facultad Regiona...

Arbitrage, market definition and monitoring a time series approach

OpenAIRE

Burke, S; Hunter, J

2012-01-01

This article considers the application to regional price data of time series methods to test stationarity, multivariate cointegration and exogeneity. The discovery of stationary price differentials in a bivariate setting implies that the series are rendered stationary by capturing a common trend and we observe through this mechanism long-run arbitrage. This is indicative of a broader market definition and efficiency. The problem is considered in relation to more than 700 weekly data points on...

Hybrid perturbation methods based on statistical time series models

Science.gov (United States)

San-Juan, Juan Félix; San-Martín, Montserrat; Pérez, Iván; López, Rosario

2016-04-01

In this work we present a new methodology for orbit propagation, the hybrid perturbation theory, based on the combination of an integration method and a prediction technique. The former, which can be a numerical, analytical or semianalytical theory, generates an initial approximation that contains some inaccuracies derived from the fact that, in order to simplify the expressions and subsequent computations, not all the involved forces are taken into account and only low-order terms are considered, not to mention the fact that mathematical models of perturbations not always reproduce physical phenomena with absolute precision. The prediction technique, which can be based on either statistical time series models or computational intelligence methods, is aimed at modelling and reproducing missing dynamics in the previously integrated approximation. This combination results in the precision improvement of conventional numerical, analytical and semianalytical theories for determining the position and velocity of any artificial satellite or space debris object. In order to validate this methodology, we present a family of three hybrid orbit propagators formed by the combination of three different orders of approximation of an analytical theory and a statistical time series model, and analyse their capability to process the effect produced by the flattening of the Earth. The three considered analytical components are the integration of the Kepler problem, a first-order and a second-order analytical theories, whereas the prediction technique is the same in the three cases, namely an additive Holt-Winters method.

Gene set analysis: limitations in popular existing methods and proposed improvements.

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Mishra, Pashupati; Törönen, Petri; Leino, Yrjö; Holm, Liisa

2014-10-01

Gene set analysis is the analysis of a set of genes that collectively contribute to a biological process. Most popular gene set analysis methods are based on empirical P-value that requires large number of permutations. Despite numerous gene set analysis methods developed in the past decade, the most popular methods still suffer from serious limitations. We present a gene set analysis method (mGSZ) based on Gene Set Z-scoring function (GSZ) and asymptotic P-values. Asymptotic P-value calculation requires fewer permutations, and thus speeds up the gene set analysis process. We compare the GSZ-scoring function with seven popular gene set scoring functions and show that GSZ stands out as the best scoring function. In addition, we show improved performance of the GSA method when the max-mean statistics is replaced by the GSZ scoring function. We demonstrate the importance of both gene and sample permutations by showing the consequences in the absence of one or the other. A comparison of asymptotic and empirical methods of P-value estimation demonstrates a clear advantage of asymptotic P-value over empirical P-value. We show that mGSZ outperforms the state-of-the-art methods based on two different evaluations. We compared mGSZ results with permutation and rotation tests and show that rotation does not improve our asymptotic P-values. We also propose well-known asymptotic distribution models for three of the compared methods. mGSZ is available as R package from cran.r-project.org. © The Author 2014. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Identification of neutral biochemical network models from time series data

Directory of Open Access Journals (Sweden)

Maia Marco

2009-05-01

Full Text Available Abstract Background The major difficulty in modeling biological systems from multivariate time series is the identification of parameter sets that endow a model with dynamical behaviors sufficiently similar to the experimental data. Directly related to this parameter estimation issue is the task of identifying the structure and regulation of ill-characterized systems. Both tasks are simplified if the mathematical model is canonical, i.e., if it is constructed according to strict guidelines. Results In this report, we propose a method for the identification of admissible parameter sets of canonical S-systems from biological time series. The method is based on a Monte Carlo process that is combined with an improved version of our previous parameter optimization algorithm. The method maps the parameter space into the network space, which characterizes the connectivity among components, by creating an ensemble of decoupled S-system models that imitate the dynamical behavior of the time series with sufficient accuracy. The concept of sloppiness is revisited in the context of these S-system models with an exploration not only of different parameter sets that produce similar dynamical behaviors but also different network topologies that yield dynamical similarity. Conclusion The proposed parameter estimation methodology was applied to actual time series data from the glycolytic pathway of the bacterium Lactococcus lactis and led to ensembles of models with different network topologies. In parallel, the parameter optimization algorithm was applied to the same dynamical data upon imposing a pre-specified network topology derived from prior biological knowledge, and the results from both strategies were compared. The results suggest that the proposed method may serve as a powerful exploration tool for testing hypotheses and the design of new experiments.

Forecasting Jakarta composite index (IHSG) based on chen fuzzy time series and firefly clustering algorithm

Science.gov (United States)

Ningrum, R. W.; Surarso, B.; Farikhin; Safarudin, Y. M.

2018-03-01

This paper proposes the combination of Firefly Algorithm (FA) and Chen Fuzzy Time Series Forecasting. Most of the existing fuzzy forecasting methods based on fuzzy time series use the static length of intervals. Therefore, we apply an artificial intelligence, i.e., Firefly Algorithm (FA) to set non-stationary length of intervals for each cluster on Chen Method. The method is evaluated by applying on the Jakarta Composite Index (IHSG) and compare with classical Chen Fuzzy Time Series Forecasting. Its performance verified through simulation using Matlab.

Data catalog series for space science and applications flight missions. Volume 3B: Descriptions of data sets from low- and medium-altitude scientific spacecraft and investigations

Science.gov (United States)

Jackson, John E. (Editor); Horowitz, Richard (Editor)

1986-01-01

The main purpose of the data catalog series is to provide descriptive references to data generated by space science flight missions. The data sets described include all of the actual holdings of the Space Science Data Center (NSSDC), all data sets for which direct contact information is available, and some data collections held and serviced by foreign investigators, NASA and other U.S. government agencies. This volume contains narrative descriptions of data sets from low and medium altitude scientific spacecraft and investigations. The following spacecraft series are included: Mariner, Pioneer, Pioneer Venus, Venera, Viking, Voyager, and Helios. Separate indexes to the planetary and interplanetary missions are also provided.

Data Catalog Series for Space Science and Applications Flight Missions. Volume 2B; Descriptions of Data Sets from Geostationary and High-Altitude Scientific Spacecraft and Investigations

Science.gov (United States)

Schofield, Norman J. (Editor); Parthasarathy, R. (Editor); Hills, H. Kent (Editor)

1988-01-01

The main purpose of the data catalog series is to provide descriptive references to data generated by space science flight missions. The data sets described include all of the actual holdings of the Space Science Data Center (NSSDC), all data sets for which direct contact information is available, and some data collections held and serviced by foreign investigators, NASA and other U.S. government agencies. This volume contains narrative descriptions of data sets from geostationary and high altitude scientific spacecraft and investigations. The following spacecraft series are included: Mariner, Pioneer, Pioneer Venus, Venera, Viking, Voyager, and Helios. Separate indexes to the planetary and interplanetary missions are also provided.

A prediction method based on wavelet transform and multiple models fusion for chaotic time series

International Nuclear Information System (INIS)

Zhongda, Tian; Shujiang, Li; Yanhong, Wang; Yi, Sha

2017-01-01

In order to improve the prediction accuracy of chaotic time series, a prediction method based on wavelet transform and multiple models fusion is proposed. The chaotic time series is decomposed and reconstructed by wavelet transform, and approximate components and detail components are obtained. According to different characteristics of each component, least squares support vector machine (LSSVM) is used as predictive model for approximation components. At the same time, an improved free search algorithm is utilized for predictive model parameters optimization. Auto regressive integrated moving average model (ARIMA) is used as predictive model for detail components. The multiple prediction model predictive values are fusion by Gauss–Markov algorithm, the error variance of predicted results after fusion is less than the single model, the prediction accuracy is improved. The simulation results are compared through two typical chaotic time series include Lorenz time series and Mackey–Glass time series. The simulation results show that the prediction method in this paper has a better prediction.

Optimizing distance-based methods for large data sets

Science.gov (United States)

Scholl, Tobias; Brenner, Thomas

2015-10-01

Distance-based methods for measuring spatial concentration of industries have received an increasing popularity in the spatial econometrics community. However, a limiting factor for using these methods is their computational complexity since both their memory requirements and running times are in {{O}}(n^2). In this paper, we present an algorithm with constant memory requirements and shorter running time, enabling distance-based methods to deal with large data sets. We discuss three recent distance-based methods in spatial econometrics: the D&O-Index by Duranton and Overman (Rev Econ Stud 72(4):1077-1106, 2005), the M-function by Marcon and Puech (J Econ Geogr 10(5):745-762, 2010) and the Cluster-Index by Scholl and Brenner (Reg Stud (ahead-of-print):1-15, 2014). Finally, we present an alternative calculation for the latter index that allows the use of data sets with millions of firms.

Study of two new methods of geochronometry: dating method of carbonaceous formations by U-series disequilibrium gamma spectrometry; ESR dating method of rich U-content fossil dental enamel

International Nuclear Information System (INIS)

Ma, Jean-Luc

1984-01-01

First, the U-series disequilibrium dating method was re-examined using non-destructive γ-spectrometry. A new low-background (≤ 10 ppb U- equivalent) Ge-HP γ-spectrometer has been used to date travertine with small U-content (∼ 0.1 ppm) and low (≤ 5%) Th/U , content, by comparison with old-limestone γ-spectra. Second, a new ESR dating method has been developed using fossil dental enamel which is rich in U-content (10 - 100 ppm). Both methods were applied to Arago Cave (Tautavel, France): - with an ionium-age of 120 ka (10%), the upper travertine seems to have been set up during the Riss-deglaciation period. - the high (∼ 50%) Th/U-content samples of the intermediate travertine are un-datable. - the ESR-age of EQUUS mosbachensis enamel is 400 ka (10%) for the G-soil of Arago. XXI H. erectus, and 600 ka (10%) for the Q-soil above (- 1 m) of the lower travertine of which Io-age is older than 350 ka. (author)

Pan-European stochastic flood event set

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Kadlec, Martin; Pinto, Joaquim G.; He, Yi; Punčochář, Petr; Kelemen, Fanni D.; Manful, Desmond; Palán, Ladislav

2017-04-01

Impact Forecasting (IF), the model development center of Aon Benfield, has been developing a large suite of catastrophe flood models on probabilistic bases for individual countries in Europe. Such natural catastrophes do not follow national boundaries: for example, the major flood in 2016 was responsible for the Europe's largest insured loss of USD3.4bn and affected Germany, France, Belgium, Austria and parts of several other countries. Reflecting such needs, IF initiated a pan-European flood event set development which combines cross-country exposures with country based loss distributions to provide more insightful data to re/insurers. Because the observed discharge data are not available across the whole Europe in sufficient quantity and quality to permit a detailed loss evaluation purposes, a top-down approach was chosen. This approach is based on simulating precipitation from a GCM/RCM model chain followed by a calculation of discharges using rainfall-runoff modelling. IF set up this project in a close collaboration with Karlsruhe Institute of Technology (KIT) regarding the precipitation estimates and with University of East Anglia (UEA) in terms of the rainfall-runoff modelling. KIT's main objective is to provide high resolution daily historical and stochastic time series of key meteorological variables. A purely dynamical downscaling approach with the regional climate model COSMO-CLM (CCLM) is used to generate the historical time series, using re-analysis data as boundary conditions. The resulting time series are validated against the gridded observational dataset E-OBS, and different bias-correction methods are employed. The generation of the stochastic time series requires transfer functions between large-scale atmospheric variables and regional temperature and precipitation fields. These transfer functions are developed for the historical time series using reanalysis data as predictors and bias-corrected CCLM simulated precipitation and temperature as

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...

Data catalog series for space science and applications flight missions. Volume 1B: Descriptions of data sets from planetary and heliocentric spacecraft and investigations

Science.gov (United States)

Horowitz, Richard (Compiler); Jackson, John E. (Compiler); Cameron, Winifred S. (Compiler)

1987-01-01

The main purpose of the data catalog series is to provide descriptive references to data generated by space science flight missions. The data sets described include all of the actual holdings of the Space Science Data Center (NSSDC), all data sets for which direct contact information is available, and some data collections held and serviced by foreign investigators, NASA and other U.S. government agencies. This volume contains narrative descriptions of planetary and heliocentric spacecraft and associated experiments. The following spacecraft series are included: Mariner, Pioneer, Pioneer Venus, Venera, Viking, Voyager, and Helios. Separate indexes to the planetary and interplanetary missions are also provided.

[Proposal of a method for collective analysis of work-related accidents in the hospital setting].

Science.gov (United States)

Osório, Claudia; Machado, Jorge Mesquita Huet; Minayo-Gomez, Carlos

2005-01-01

The article presents a method for the analysis of work-related accidents in hospitals, with the double aim of analyzing accidents in light of actual work activity and enhancing the vitality of the various professions that comprise hospital work. This process involves both research and intervention, combining knowledge output with training of health professionals, fostering expanded participation by workers in managing their daily work. The method consists of stimulating workers to recreate the situation in which a given accident occurred, shifting themselves to the position of observers of their own work. In the first stage of analysis, workers are asked to show the work analyst how the accident occurred; in the second stage, the work accident victim and analyst jointly record the described series of events in a diagram; in the third, the resulting record is re-discussed and further elaborated; in the fourth, the work accident victim and analyst evaluate and implement measures aimed to prevent the accident from recurring. The article concludes by discussing the method's possibilities and limitations in the hospital setting.

A simple mass-conserved level set method for simulation of multiphase flows

Science.gov (United States)

Yuan, H.-Z.; Shu, C.; Wang, Y.; Shu, S.

2018-04-01

In this paper, a modified level set method is proposed for simulation of multiphase flows with large density ratio and high Reynolds number. The present method simply introduces a source or sink term into the level set equation to compensate the mass loss or offset the mass increase. The source or sink term is derived analytically by applying the mass conservation principle with the level set equation and the continuity equation of flow field. Since only a source term is introduced, the application of the present method is as simple as the original level set method, but it can guarantee the overall mass conservation. To validate the present method, the vortex flow problem is first considered. The simulation results are compared with those from the original level set method, which demonstrates that the modified level set method has the capability of accurately capturing the interface and keeping the mass conservation. Then, the proposed method is further validated by simulating the Laplace law, the merging of two bubbles, a bubble rising with high density ratio, and Rayleigh-Taylor instability with high Reynolds number. Numerical results show that the mass is a well-conserved by the present method.

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

Forecasting nonlinear chaotic time series with function expression method based on an improved genetic-simulated annealing algorithm.

Science.gov (United States)

Wang, Jun; Zhou, Bi-hua; Zhou, Shu-dao; Sheng, Zheng

2015-01-01

The paper proposes a novel function expression method to forecast chaotic time series, using an improved genetic-simulated annealing (IGSA) algorithm to establish the optimum function expression that describes the behavior of time series. In order to deal with the weakness associated with the genetic algorithm, the proposed algorithm incorporates the simulated annealing operation which has the strong local search ability into the genetic algorithm to enhance the performance of optimization; besides, the fitness function and genetic operators are also improved. Finally, the method is applied to the chaotic time series of Quadratic and Rossler maps for validation. The effect of noise in the chaotic time series is also studied numerically. The numerical results verify that the method can forecast chaotic time series with high precision and effectiveness, and the forecasting precision with certain noise is also satisfactory. It can be concluded that the IGSA algorithm is energy-efficient and superior.

Segmenting the Parotid Gland using Registration and Level Set Methods

DEFF Research Database (Denmark)

Hollensen, Christian; Hansen, Mads Fogtmann; Højgaard, Liselotte

. The method was evaluated on a test set consisting of 8 corresponding data sets. The attained total volume Dice coefficient and mean Haussdorff distance were 0.61 ± 0.20 and 15.6 ± 7.4 mm respectively. The method has improvement potential which could be exploited in order for clinical introduction....

Transformer induced instability of the series resonant converter

Science.gov (United States)

King, R. J.; Stuart, T. A.

1983-01-01

It is shown that the common series resonant power converter is subject to a low frequency oscillation that can lead to the loss of cyclic stability. This oscillation is caused by a low frequency resonant circuit formed by the normal L and C components in series with the magnetizing inductance of the output transformer. Three methods for eliminating this oscillation are presented and analyzed. One of these methods requires a change in the circuit topology during the resonance cycle. This requires a new set of steady state equations which are derived and presented in a normalized form. Experimental results are included which demonstrate the nature of the low frequency oscillation before cyclic stability is lost.

A parametric level-set method for partially discrete tomography

NARCIS (Netherlands)

A. Kadu (Ajinkya); T. van Leeuwen (Tristan); K.J. Batenburg (Joost)

2017-01-01

textabstractThis paper introduces a parametric level-set method for tomographic reconstruction of partially discrete images. Such images consist of a continuously varying background and an anomaly with a constant (known) grey-value. We express the geometry of the anomaly using a level-set function,

Knowledge Reduction Based on Divide and Conquer Method in Rough Set Theory

Directory of Open Access Journals (Sweden)

Feng Hu

2012-01-01

Full Text Available The divide and conquer method is a typical granular computing method using multiple levels of abstraction and granulations. So far, although some achievements based on divided and conquer method in the rough set theory have been acquired, the systematic methods for knowledge reduction based on divide and conquer method are still absent. In this paper, the knowledge reduction approaches based on divide and conquer method, under equivalence relation and under tolerance relation, are presented, respectively. After that, a systematic approach, named as the abstract process for knowledge reduction based on divide and conquer method in rough set theory, is proposed. Based on the presented approach, two algorithms for knowledge reduction, including an algorithm for attribute reduction and an algorithm for attribute value reduction, are presented. Some experimental evaluations are done to test the methods on uci data sets and KDDCUP99 data sets. The experimental results illustrate that the proposed approaches are efficient to process large data sets with good recognition rate, compared with KNN, SVM, C4.5, Naive Bayes, and CART.

The CACAO Method for Smoothing, Gap Filling, and Characterizing Seasonal Anomalies in Satellite Time Series

Science.gov (United States)

Verger, Aleixandre; Baret, F.; Weiss, M.; Kandasamy, S.; Vermote, E.

2013-01-01

Consistent, continuous, and long time series of global biophysical variables derived from satellite data are required for global change research. A novel climatology fitting approach called CACAO (Consistent Adjustment of the Climatology to Actual Observations) is proposed to reduce noise and fill gaps in time series by scaling and shifting the seasonal climatological patterns to the actual observations. The shift and scale CACAO parameters adjusted for each season allow quantifying shifts in the timing of seasonal phenology and inter-annual variations in magnitude as compared to the average climatology. CACAO was assessed first over simulated daily Leaf Area Index (LAI) time series with varying fractions of missing data and noise. Then, performances were analyzed over actual satellite LAI products derived from AVHRR Long-Term Data Record for the 1981-2000 period over the BELMANIP2 globally representative sample of sites. Comparison with two widely used temporal filtering methods-the asymmetric Gaussian (AG) model and the Savitzky-Golay (SG) filter as implemented in TIMESAT-revealed that CACAO achieved better performances for smoothing AVHRR time series characterized by high level of noise and frequent missing observations. The resulting smoothed time series captures well the vegetation dynamics and shows no gaps as compared to the 50-60% of still missing data after AG or SG reconstructions. Results of simulation experiments as well as confrontation with actual AVHRR time series indicate that the proposed CACAO method is more robust to noise and missing data than AG and SG methods for phenology extraction.

Probabilistic modelling of overflow, surcharge and flooding in urban drainage using the first-order reliability method and parameterization of local rain series.

Science.gov (United States)

Thorndahl, S; Willems, P

2008-01-01

Failure of urban drainage systems may occur due to surcharge or flooding at specific manholes in the system, or due to overflows from combined sewer systems to receiving waters. To quantify the probability or return period of failure, standard approaches make use of the simulation of design storms or long historical rainfall series in a hydrodynamic model of the urban drainage system. In this paper, an alternative probabilistic method is investigated: the first-order reliability method (FORM). To apply this method, a long rainfall time series was divided in rainstorms (rain events), and each rainstorm conceptualized to a synthetic rainfall hyetograph by a Gaussian shape with the parameters rainstorm depth, duration and peak intensity. Probability distributions were calibrated for these three parameters and used on the basis of the failure probability estimation, together with a hydrodynamic simulation model to determine the failure conditions for each set of parameters. The method takes into account the uncertainties involved in the rainstorm parameterization. Comparison is made between the failure probability results of the FORM method, the standard method using long-term simulations and alternative methods based on random sampling (Monte Carlo direct sampling and importance sampling). It is concluded that without crucial influence on the modelling accuracy, the FORM is very applicable as an alternative to traditional long-term simulations of urban drainage systems.

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.

Use of the Box-Cox Transformation in Detecting Changepoints in Daily Precipitation Data Series

Science.gov (United States)

Wang, X. L.; Chen, H.; Wu, Y.; Pu, Q.

2009-04-01

This study integrates a Box-Cox power transformation procedure into two statistical tests for detecting changepoints in Gaussian data series, to make the changepoint detection methods applicable to non-Gaussian data series, such as daily precipitation amounts. The detection power aspects of transformed methods in a common trend two-phase regression setting are assessed by Monte Carlo simulations for data of a log-normal or Gamma distribution. The results show that the transformed methods have increased the power of detection, in comparison with the corresponding original (untransformed) methods. The transformed data much better approximate to a Gaussian distribution. As an example of application, the new methods are applied to a series of daily precipitation amounts recorded at a station in Canada, showing satisfactory detection power.

Multi-phase flow monitoring with electrical impedance tomography using level set based method

International Nuclear Information System (INIS)

Liu, Dong; Khambampati, Anil Kumar; Kim, Sin; Kim, Kyung Youn

2015-01-01

Highlights: • LSM has been used for shape reconstruction to monitor multi-phase flow using EIT. • Multi-phase level set model for conductivity is represented by two level set functions. • LSM handles topological merging and breaking naturally during evolution process. • To reduce the computational time, a narrowband technique was applied. • Use of narrowband and optimization approach results in efficient and fast method. - Abstract: In this paper, a level set-based reconstruction scheme is applied to multi-phase flow monitoring using electrical impedance tomography (EIT). The proposed scheme involves applying a narrowband level set method to solve the inverse problem of finding the interface between the regions having different conductivity values. The multi-phase level set model for the conductivity distribution inside the domain is represented by two level set functions. The key principle of the level set-based method is to implicitly represent the shape of interface as the zero level set of higher dimensional function and then solve a set of partial differential equations. The level set-based scheme handles topological merging and breaking naturally during the evolution process. It also offers several advantages compared to traditional pixel-based approach. Level set-based method for multi-phase flow is tested with numerical and experimental data. It is found that level set-based method has better reconstruction performance when compared to pixel-based method

Design method for low order two-degree-of-freedom controller based on Pade approximation of the denominator series expansion

International Nuclear Information System (INIS)

Ishikawa, Nobuyuki; Suzuki, Katsuo

1999-01-01

Having advantages of setting independently feedback characteristics such as disturbance rejection specification and reference response characteristics, two-degree-of-freedom (2DOF) control is widely utilized to improve the control performance. The ordinary design method such as model matching usually derives high-ordered feedforward element of 2DOF controller. In this paper, we propose a new design method for low order feedforward element which is based on Pade approximation of the denominator series expansion. The features of the proposed method are as follows: (1) it is suited to realize reference response characteristics in low frequency region, (2) the order of the feedforward element can be selected apart from the feedback element. These are essential to the 2DOF controller design. With this method, 2DOF reactor power controller is designed and its control performance is evaluated by numerical simulation with reactor dynamics model. For this evaluation, it is confirmed that the controller designed by the proposed method possesses equivalent control characteristics to the controller by the ordinary model matching method. (author)

R package imputeTestbench to compare imputations methods for univariate time series

OpenAIRE

Bokde, Neeraj; Kulat, Kishore; Beck, Marcus W; Asencio-Cortés, Gualberto

2016-01-01

This paper describes the R package imputeTestbench that provides a testbench for comparing imputation methods for missing data in univariate time series. The imputeTestbench package can be used to simulate the amount and type of missing data in a complete dataset and compare filled data using different imputation methods. The user has the option to simulate missing data by removing observations completely at random or in blocks of different sizes. Several default imputation methods are includ...

The application of time series models to cloud field morphology analysis

Science.gov (United States)

Chin, Roland T.; Jau, Jack Y. C.; Weinman, James A.

1987-01-01

A modeling method for the quantitative description of remotely sensed cloud field images is presented. A two-dimensional texture modeling scheme based on one-dimensional time series procedures is adopted for this purpose. The time series procedure used is the seasonal autoregressive, moving average (ARMA) process in Box and Jenkins. Cloud field properties such as directionality, clustering and cloud coverage can be retrieved by this method. It has been demonstrated that a cloud field image can be quantitatively defined by a small set of parameters and synthesized surrogates can be reconstructed from these model parameters. This method enables cloud climatology to be studied quantitatively.

Introduction to time series and forecasting

CERN Document Server

Brockwell, Peter J

2016-01-01

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

Series interconnected photovoltaic cells and method for making same

Science.gov (United States)

Albright, Scot P.; Chamberlin, Rhodes R.; Thompson, Roger A.

1995-01-01

A novel photovoltaic module (10) and method for constructing the same are disclosed. The module (10) includes a plurality of photovoltaic cells (12) formed on a substrate (14) and laterally separated by interconnection regions (15). Each cell (12) includes a bottom electrode (16), a photoactive layer (18) and a top electrode layer (20). Adjacent cells (12) are connected in electrical series by way of a conductive-buffer line (22). The buffer line (22) is also useful in protecting the bottom electrode (16) against severing during downstream layer cutting processes.

A LEVEL SET BASED SHAPE OPTIMIZATION METHOD FOR AN ELLIPTIC OBSTACLE PROBLEM

KAUST Repository

Burger, Martin

2011-04-01

In this paper, we construct a level set method for an elliptic obstacle problem, which can be reformulated as a shape optimization problem. We provide a detailed shape sensitivity analysis for this reformulation and a stability result for the shape Hessian at the optimal shape. Using the shape sensitivities, we construct a geometric gradient flow, which can be realized in the context of level set methods. We prove the convergence of the gradient flow to an optimal shape and provide a complete analysis of the level set method in terms of viscosity solutions. To our knowledge this is the first complete analysis of a level set method for a nonlocal shape optimization problem. Finally, we discuss the implementation of the methods and illustrate its behavior through several computational experiments. © 2011 World Scientific Publishing Company.

A Multivariate Time Series Method for Monte Carlo Reactor Analysis

International Nuclear Information System (INIS)

Taro Ueki

2008-01-01

A robust multivariate time series method has been established for the Monte Carlo calculation of neutron multiplication problems. The method is termed Coarse Mesh Projection Method (CMPM) and can be implemented using the coarse statistical bins for acquisition of nuclear fission source data. A novel aspect of CMPM is the combination of the general technical principle of projection pursuit in the signal processing discipline and the neutron multiplication eigenvalue problem in the nuclear engineering discipline. CMPM enables reactor physicists to accurately evaluate major eigenvalue separations of nuclear reactors with continuous energy Monte Carlo calculation. CMPM was incorporated in the MCNP Monte Carlo particle transport code of Los Alamos National Laboratory. The great advantage of CMPM over the traditional Fission Matrix method is demonstrated for the three space-dimensional modeling of the initial core of a pressurized water reactor

Nonlinear detection of disordered voice productions from short time series based on a Volterra-Wiener-Korenberg model

Energy Technology Data Exchange (ETDEWEB)

Zhang Yu, E-mail: yuzhang@xmu.edu.cn [Key Laboratory of Underwater Acoustic Communication and Marine Information Technology of the Ministry of Education, Xiamen University, Xiamen Fujian 361005 (China); Sprecher, Alicia J. [Department of Surgery, Division of Otolaryngology - Head and Neck Surgery, University of Wisconsin School of Medicine and Public Health, Madison, WI 53792-7375 (United States); Zhao Zongxi [Key Laboratory of Underwater Acoustic Communication and Marine Information Technology of the Ministry of Education, Xiamen University, Xiamen Fujian 361005 (China); Jiang, Jack J. [Department of Surgery, Division of Otolaryngology - Head and Neck Surgery, University of Wisconsin School of Medicine and Public Health, Madison, WI 53792-7375 (United States)

2011-09-15

Highlights: > The VWK method effectively detects the nonlinearity of a discrete map. > The method describes the chaotic time series of a biomechanical vocal fold model. > Nonlinearity in laryngeal pathology is detected from short and noisy time series. - Abstract: In this paper, we apply the Volterra-Wiener-Korenberg (VWK) model method to detect nonlinearity in disordered voice productions. The VWK method effectively describes the nonlinearity of a third-order nonlinear map. It allows for the analysis of short and noisy data sets. The extracted VWK model parameters show an agreement with the original nonlinear map parameters. Furthermore, the VWK mode method is applied to successfully assess the nonlinearity of a biomechanical voice production model simulating irregular vibratory dynamics of vocal folds with a unilateral vocal polyp. Finally, we show the clinical applicability of this nonlinear detection method to analyze the electroglottographic data generated by 14 patients with vocal nodules or polyps. The VWK model method shows potential in describing the nonlinearity inherent in disordered voice productions from short and noisy time series that are common in the clinical setting.

Nonlinear detection of disordered voice productions from short time series based on a Volterra-Wiener-Korenberg model

International Nuclear Information System (INIS)

Zhang Yu; Sprecher, Alicia J.; Zhao Zongxi; Jiang, Jack J.

2011-01-01

Highlights: → The VWK method effectively detects the nonlinearity of a discrete map. → The method describes the chaotic time series of a biomechanical vocal fold model. → Nonlinearity in laryngeal pathology is detected from short and noisy time series. - Abstract: In this paper, we apply the Volterra-Wiener-Korenberg (VWK) model method to detect nonlinearity in disordered voice productions. The VWK method effectively describes the nonlinearity of a third-order nonlinear map. It allows for the analysis of short and noisy data sets. The extracted VWK model parameters show an agreement with the original nonlinear map parameters. Furthermore, the VWK mode method is applied to successfully assess the nonlinearity of a biomechanical voice production model simulating irregular vibratory dynamics of vocal folds with a unilateral vocal polyp. Finally, we show the clinical applicability of this nonlinear detection method to analyze the electroglottographic data generated by 14 patients with vocal nodules or polyps. The VWK model method shows potential in describing the nonlinearity inherent in disordered voice productions from short and noisy time series that are common in the clinical setting.

A LEVEL SET BASED SHAPE OPTIMIZATION METHOD FOR AN ELLIPTIC OBSTACLE PROBLEM

KAUST Repository

Burger, Martin; Matevosyan, Norayr; Wolfram, Marie-Therese

2011-01-01

analysis of the level set method in terms of viscosity solutions. To our knowledge this is the first complete analysis of a level set method for a nonlocal shape optimization problem. Finally, we discuss the implementation of the methods and illustrate its

Variable Selection in Time Series Forecasting Using Random Forests

Directory of Open Access Journals (Sweden)

Hristos Tyralis

2017-10-01

Full Text Available Time series forecasting using machine learning algorithms has gained popularity recently. Random forest is a machine learning algorithm implemented in time series forecasting; however, most of its forecasting properties have remained unexplored. Here we focus on assessing the performance of random forests in one-step forecasting using two large datasets of short time series with the aim to suggest an optimal set of predictor variables. Furthermore, we compare its performance to benchmarking methods. The first dataset is composed by 16,000 simulated time series from a variety of Autoregressive Fractionally Integrated Moving Average (ARFIMA models. The second dataset consists of 135 mean annual temperature time series. The highest predictive performance of RF is observed when using a low number of recent lagged predictor variables. This outcome could be useful in relevant future applications, with the prospect to achieve higher predictive accuracy.

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...

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...

Intersection of triadic Cantor sets with their translates. II. Hausdorff measure spectrum function and its introduction for the classification of Cantor sets

Energy Technology Data Exchange (ETDEWEB)

Li Jun; Nekka, Fahima E-mail: fahima.nekka@umontreal.ca

2004-01-01

Initiated by the purpose of classification of sets having the same fractal dimension, we continue, in this second paper of a series of two, our investigation of intersection of triadic Cantor sets and their use in the classification of fractal sets. We exploit the infinite tree structure of translation elements to give the exact expressions of these elements. We generalize this result to a family of uniform Cantor sets for which we also give the Hausdorff measure spectrum function (HMSF). We develop three algorithms for the construction of HMSF of triadic Cantor sets. Then, we introduce a new method based on HMSF as a way for tracing the geometrical organization of a fractal set. The HMSF does carry a huge amount of information about the set to likely be explored in a chosen way. To extract this information, we develop a one by one step method and apply it to typical fractal sets. This results in a complete identification of fractals.0.

Effect of the absolute statistic on gene-sampling gene-set analysis methods.

Science.gov (United States)

Nam, Dougu

2017-06-01

Gene-set enrichment analysis and its modified versions have commonly been used for identifying altered functions or pathways in disease from microarray data. In particular, the simple gene-sampling gene-set analysis methods have been heavily used for datasets with only a few sample replicates. The biggest problem with this approach is the highly inflated false-positive rate. In this paper, the effect of absolute gene statistic on gene-sampling gene-set analysis methods is systematically investigated. Thus far, the absolute gene statistic has merely been regarded as a supplementary method for capturing the bidirectional changes in each gene set. Here, it is shown that incorporating the absolute gene statistic in gene-sampling gene-set analysis substantially reduces the false-positive rate and improves the overall discriminatory ability. Its effect was investigated by power, false-positive rate, and receiver operating curve for a number of simulated and real datasets. The performances of gene-set analysis methods in one-tailed (genome-wide association study) and two-tailed (gene expression data) tests were also compared and discussed.

A Kalman Filter-Based Method to Generate Continuous Time Series of Medium-Resolution NDVI Images

Directory of Open Access Journals (Sweden)

Fernando Sedano

2014-12-01

Full Text Available A data assimilation method to produce complete temporal sequences of synthetic medium-resolution images is presented. The method implements a Kalman filter recursive algorithm that integrates medium and moderate resolution imagery. To demonstrate the approach, time series of 30-m spatial resolution NDVI images at 16-day time steps were generated using Landsat NDVI images and MODIS NDVI products at four sites with different ecosystems and land cover-land use dynamics. The results show that the time series of synthetic NDVI images captured seasonal land surface dynamics and maintained the spatial structure of the landscape at higher spatial resolution. The time series of synthetic medium-resolution NDVI images were validated within a Monte Carlo simulation framework. Normalized residuals decreased as the number of available observations increased, ranging from 0.2 to below 0.1. Residuals were also significantly lower for time series of synthetic NDVI images generated at combined recursion (smoothing than individually at forward and backward recursions (filtering. Conversely, the uncertainties of the synthetic images also decreased when the number of available observations increased and combined recursions were implemented.

Recurrence Density Enhanced Complex Networks for Nonlinear Time Series Analysis

Science.gov (United States)

Costa, Diego G. De B.; Reis, Barbara M. Da F.; Zou, Yong; Quiles, Marcos G.; Macau, Elbert E. N.

We introduce a new method, which is entitled Recurrence Density Enhanced Complex Network (RDE-CN), to properly analyze nonlinear time series. Our method first transforms a recurrence plot into a figure of a reduced number of points yet preserving the main and fundamental recurrence properties of the original plot. This resulting figure is then reinterpreted as a complex network, which is further characterized by network statistical measures. We illustrate the computational power of RDE-CN approach by time series by both the logistic map and experimental fluid flows, which show that our method distinguishes different dynamics sufficiently well as the traditional recurrence analysis. Therefore, the proposed methodology characterizes the recurrence matrix adequately, while using a reduced set of points from the original recurrence plots.

From Taylor series to Taylor models

International Nuclear Information System (INIS)

Berz, Martin

1997-01-01

An overview of the background of Taylor series methods and the utilization of the differential algebraic structure is given, and various associated techniques are reviewed. The conventional Taylor methods are extended to allow for a rigorous treatment of bounds for the remainder of the expansion in a similarly universal way. Utilizing differential algebraic and functional analytic arguments on the set of Taylor models, arbitrary order integrators with rigorous remainder treatment are developed. The integrators can meet pre-specified accuracy requirements in a mathematically strict way, and are a stepping stone towards fully rigorous estimates of stability of repetitive systems

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.

Turbulence time series data hole filling using Karhunen-Loeve and ARIMA methods

International Nuclear Information System (INIS)

Chang, M P J L; Nazari, H; Font, C O; Gilbreath, G C; Oh, E

2007-01-01

Measurements of optical turbulence time series data using unattended instruments over long time intervals inevitably lead to data drop-outs or degraded signals. We present a comparison of methods using both Principal Component Analysis, which is also known as the Karhunen-Loeve decomposition, and ARIMA that seek to correct for these event-induced and mechanically-induced signal drop-outs and degradations. We report on the quality of the correction by examining the Intrinsic Mode Functions generated by Empirical Mode Decomposition. The data studied are optical turbulence parameter time series from a commercial long path length optical anemometer/scintillometer, measured over several hundred metres in outdoor environments

Efficiency of Choice Set Generation Methods for Bicycle Routes

DEFF Research Database (Denmark)

Halldórsdóttir, Katrín; Rieser-Schüssler, Nadine; W. Axhausen, Kay

behaviour, observed choices and alternatives composing the choice set of each cyclist are necessary. However, generating the alternative choice sets can prove challenging. This paper analyses the efficiency of various choice set generation methods for bicycle routes in order to contribute to our...... travelling information with GPS loggers, compared to self-reported RP data, is more accurate geographic locations and routes. Also, the GPS traces give more reliable information on times and prevent trip underreporting, and it is possible to collect information on many trips by the same person without...

Optimal separable bases and series expansions

International Nuclear Information System (INIS)

Poirier, B.

1997-01-01

A method is proposed for the efficient calculation of the Green close-quote s functions and eigenstates for quantum systems of two or more dimensions. For a given Hamiltonian, the best possible separable approximation is obtained from the set of all Hilbert-space operators. It is shown that this determination itself, as well as the solution of the resultant approximation, is a problem of reduced dimensionality. Moreover, the approximate eigenstates constitute the optimal separable basis, in the sense of self-consistent field theory. The full solution is obtained from the approximation via iterative expansion. In the time-independent perturbation expansion for instance, all of the first-order energy corrections are zero. In the Green close-quote s function case, we have a distorted-wave Born series with optimized convergence properties. This series may converge even when the usual Born series diverges. Analytical results are presented for an application of the method to the two-dimensional shifted harmonic-oscillator system, in the course of which the quantum tanh 2 potential problem is solved exactly. The universal presence of bound states in the latter is shown to imply long-lived resonances in the former. In a comparison with other theoretical methods, we find that the reaction path Hamiltonian fails to predict such resonances. copyright 1997 The American Physical Society

Multi person detection and tracking based on hierarchical level-set method

Science.gov (United States)

Khraief, Chadia; Benzarti, Faouzi; Amiri, Hamid

2018-04-01

In this paper, we propose an efficient unsupervised method for mutli-person tracking based on hierarchical level-set approach. The proposed method uses both edge and region information in order to effectively detect objects. The persons are tracked on each frame of the sequence by minimizing an energy functional that combines color, texture and shape information. These features are enrolled in covariance matrix as region descriptor. The present method is fully automated without the need to manually specify the initial contour of Level-set. It is based on combined person detection and background subtraction methods. The edge-based is employed to maintain a stable evolution, guide the segmentation towards apparent boundaries and inhibit regions fusion. The computational cost of level-set is reduced by using narrow band technique. Many experimental results are performed on challenging video sequences and show the effectiveness of the proposed method.

Level set method for image segmentation based on moment competition

Science.gov (United States)

Min, Hai; Wang, Xiao-Feng; Huang, De-Shuang; Jin, Jing; Wang, Hong-Zhi; Li, Hai

2015-05-01

We propose a level set method for image segmentation which introduces the moment competition and weakly supervised information into the energy functional construction. Different from the region-based level set methods which use force competition, the moment competition is adopted to drive the contour evolution. Here, a so-called three-point labeling scheme is proposed to manually label three independent points (weakly supervised information) on the image. Then the intensity differences between the three points and the unlabeled pixels are used to construct the force arms for each image pixel. The corresponding force is generated from the global statistical information of a region-based method and weighted by the force arm. As a result, the moment can be constructed and incorporated into the energy functional to drive the evolving contour to approach the object boundary. In our method, the force arm can take full advantage of the three-point labeling scheme to constrain the moment competition. Additionally, the global statistical information and weakly supervised information are successfully integrated, which makes the proposed method more robust than traditional methods for initial contour placement and parameter setting. Experimental results with performance analysis also show the superiority of the proposed method on segmenting different types of complicated images, such as noisy images, three-phase images, images with intensity inhomogeneity, and texture images.

On the Application of the Fourier Series Solution to the Hydromagnetic Buoyant Two-Dimensional Laminar Vertical Jet

Directory of Open Access Journals (Sweden)

Marco Rosales-Vera

2012-01-01

Full Text Available The problem of a hydromagnetic hot two-dimensional laminar jet issuing vertically into an otherwise quiescent fluid of a lower temperature is studied. We propose solutions to the boundary layer equations using the classical Fourier series. The method is essentiall to transform the boundary layer equations to a coupled set of nonlinear first-order ordinary differential equations through the Fourier series. The accuracy of the results has been tested by the comparison of the velocity distributions obtained by the Fourier series with those calculated by finite difference method. The results show that the present method, based on the Fourier series, is an efficient method, suitable to solve boundary layer equations applied to plane jet flows with high accuracy.

Which DTW Method Applied to Marine Univariate Time Series Imputation

OpenAIRE

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

2017-01-01

International audience; Missing data are ubiquitous in any domains of applied sciences. Processing datasets containing missing values can lead to a loss of efficiency and unreliable results, especially for large missing sub-sequence(s). Therefore, the aim of this paper is to build a framework for filling missing values in univariate time series and to perform a comparison of different similarity metrics used for the imputation task. This allows to suggest the most suitable methods for the imp...

Products of multiple Fourier series with application to the multiblade transformation

Science.gov (United States)

Kunz, D. L.

1981-01-01

A relatively simple and systematic method for forming the products of multiple Fourier series using tensor like operations is demonstrated. This symbolic multiplication can be performed for any arbitrary number of series, and the coefficients of a set of linear differential equations with periodic coefficients from a rotating coordinate system to a nonrotating system is also demonstrated. It is shown that using Fourier operations to perform this transformation make it easily understood, simple to apply, and generally applicable.

Fourier analysis of time series an introduction

CERN Document Server

Bloomfield, Peter

2000-01-01

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

Wu’s Characteristic Set Method for SystemVerilog Assertions Verification

Directory of Open Access Journals (Sweden)

Xinyan Gao

2013-01-01

Full Text Available We propose a verification solution based on characteristic set of Wu’s method towards SystemVerilog assertion checking over digital circuit systems. We define a suitable subset of SVAs so that an efficient polynomial modeling mechanism for both circuit descriptions and assertions can be applied. We present an algorithm framework based on the algebraic representations using characteristic set of polynomial system. This symbolic algebraic approach is a useful supplement to the existent verification methods based on simulation.

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

Fourier Series

Indian Academy of Sciences (India)

The theory of Fourier series deals with periodic functions. By a periodic ..... including Dirichlet, Riemann and Cantor occupied themselves with the problem of ... to converge only on a set which is negligible in a certain sense (Le. of measure ...

Multichannel biomedical time series clustering via hierarchical probabilistic latent semantic analysis.

Science.gov (United States)

Wang, Jin; Sun, Xiangping; Nahavandi, Saeid; Kouzani, Abbas; Wu, Yuchuan; She, Mary

2014-11-01

Biomedical time series clustering that automatically groups a collection of time series according to their internal similarity is of importance for medical record management and inspection such as bio-signals archiving and retrieval. In this paper, a novel framework that automatically groups a set of unlabelled multichannel biomedical time series according to their internal structural similarity is proposed. Specifically, we treat a multichannel biomedical time series as a document and extract local segments from the time series as words. We extend a topic model, i.e., the Hierarchical probabilistic Latent Semantic Analysis (H-pLSA), which was originally developed for visual motion analysis to cluster a set of unlabelled multichannel time series. The H-pLSA models each channel of the multichannel time series using a local pLSA in the first layer. The topics learned in the local pLSA are then fed to a global pLSA in the second layer to discover the categories of multichannel time series. Experiments on a dataset extracted from multichannel Electrocardiography (ECG) signals demonstrate that the proposed method performs better than previous state-of-the-art approaches and is relatively robust to the variations of parameters including length of local segments and dictionary size. Although the experimental evaluation used the multichannel ECG signals in a biometric scenario, the proposed algorithm is a universal framework for multichannel biomedical time series clustering according to their structural similarity, which has many applications in biomedical time series management. Copyright © 2014 Elsevier Ireland Ltd. All rights reserved.

Evaluation of statistical methods for quantifying fractal scaling in water-quality time series with irregular sampling

Science.gov (United States)

Zhang, Qian; Harman, Ciaran J.; Kirchner, James W.

2018-02-01

River water-quality time series often exhibit fractal scaling, which here refers to autocorrelation that decays as a power law over some range of scales. Fractal scaling presents challenges to the identification of deterministic trends because (1) fractal scaling has the potential to lead to false inference about the statistical significance of trends and (2) the abundance of irregularly spaced data in water-quality monitoring networks complicates efforts to quantify fractal scaling. Traditional methods for estimating fractal scaling - in the form of spectral slope (β) or other equivalent scaling parameters (e.g., Hurst exponent) - are generally inapplicable to irregularly sampled data. Here we consider two types of estimation approaches for irregularly sampled data and evaluate their performance using synthetic time series. These time series were generated such that (1) they exhibit a wide range of prescribed fractal scaling behaviors, ranging from white noise (β = 0) to Brown noise (β = 2) and (2) their sampling gap intervals mimic the sampling irregularity (as quantified by both the skewness and mean of gap-interval lengths) in real water-quality data. The results suggest that none of the existing methods fully account for the effects of sampling irregularity on β estimation. First, the results illustrate the danger of using interpolation for gap filling when examining autocorrelation, as the interpolation methods consistently underestimate or overestimate β under a wide range of prescribed β values and gap distributions. Second, the widely used Lomb-Scargle spectral method also consistently underestimates β. A previously published modified form, using only the lowest 5 % of the frequencies for spectral slope estimation, has very poor precision, although the overall bias is small. Third, a recent wavelet-based method, coupled with an aliasing filter, generally has the smallest bias and root-mean-squared error among all methods for a wide range of

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

NARCIS (Netherlands)

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

2002-01-01

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

Forecasting Cryptocurrencies Financial Time Series

DEFF Research Database (Denmark)

Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco

2018-01-01

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

Discrete Data Qualification System and Method Comprising Noise Series Fault Detection

Science.gov (United States)

Fulton, Christopher; Wong, Edmond; Melcher, Kevin; Bickford, Randall

2013-01-01

A Sensor Data Qualification (SDQ) function has been developed that allows the onboard flight computers on NASA s launch vehicles to determine the validity of sensor data to ensure that critical safety and operational decisions are not based on faulty sensor data. This SDQ function includes a novel noise series fault detection algorithm for qualification of the output data from LO2 and LH2 low-level liquid sensors. These sensors are positioned in a launch vehicle s propellant tanks in order to detect propellant depletion during a rocket engine s boost operating phase. This detection capability can prevent the catastrophic situation where the engine operates without propellant. The output from each LO2 and LH2 low-level liquid sensor is a discrete valued signal that is expected to be in either of two states, depending on whether the sensor is immersed (wet) or exposed (dry). Conventional methods for sensor data qualification, such as threshold limit checking, are not effective for this type of signal due to its discrete binary-state nature. To address this data qualification challenge, a noise computation and evaluation method, also known as a noise fault detector, was developed to detect unreasonable statistical characteristics in the discrete data stream. The method operates on a time series of discrete data observations over a moving window of data points and performs a continuous examination of the resulting observation stream to identify the presence of anomalous characteristics. If the method determines the existence of anomalous results, the data from the sensor is disqualified for use by other monitoring or control functions.

Methods of solving sequence and series problems

CERN Document Server

Grigorieva, Ellina

2016-01-01

This book aims to dispel the mystery and fear experienced by students surrounding sequences, series, convergence, and their applications. The author, an accomplished female mathematician, achieves this by taking a problem solving approach, starting with fascinating problems and solving them step by step with clear explanations and illuminating diagrams. The reader will find the problems interesting, unusual, and fun, yet solved with the rigor expected in a competition. Some problems are taken directly from mathematics competitions, with the name and year of the exam provided for reference. Proof techniques are emphasized, with a variety of methods presented. The text aims to expand the mind of the reader by often presenting multiple ways to attack the same problem, as well as drawing connections with different fields of mathematics. Intuitive and visual arguments are presented alongside technical proofs to provide a well-rounded methodology. With nearly 300 problems including hints, answers, and solutions,Met...

"Observation Obscurer" - Time Series Viewer, Editor and Processor

Science.gov (United States)

Andronov, I. L.

The program is described, which contains a set of subroutines suitable for East viewing and interactive filtering and processing of regularly and irregularly spaced time series. Being a 32-bit DOS application, it may be used as a default fast viewer/editor of time series in any compute shell ("commander") or in Windows. It allows to view the data in the "time" or "phase" mode, to remove ("obscure") or filter outstanding bad points; to make scale transformations and smoothing using few methods (e.g. mean with phase binning, determination of the statistically opti- mal number of phase bins; "running parabola" (Andronov, 1997, As. Ap. Suppl, 125, 207) fit and to make time series analysis using some methods, e.g. correlation, autocorrelation and histogram analysis: determination of extrema etc. Some features have been developed specially for variable star observers, e.g. the barycentric correction, the creation and fast analysis of "OC" diagrams etc. The manual for "hot keys" is presented. The computer code was compiled with a 32-bit Free Pascal (www.freepascal.org).

An empirical method for approximating stream baseflow time series using groundwater table fluctuations

Science.gov (United States)

Meshgi, Ali; Schmitter, Petra; Babovic, Vladan; Chui, Ting Fong May

2014-11-01

Developing reliable methods to estimate stream baseflow has been a subject of interest due to its importance in catchment response and sustainable watershed management. However, to date, in the absence of complex numerical models, baseflow is most commonly estimated using statistically derived empirical approaches that do not directly incorporate physically-meaningful information. On the other hand, Artificial Intelligence (AI) tools such as Genetic Programming (GP) offer unique capabilities to reduce the complexities of hydrological systems without losing relevant physical information. This study presents a simple-to-use empirical equation to estimate baseflow time series using GP so that minimal data is required and physical information is preserved. A groundwater numerical model was first adopted to simulate baseflow for a small semi-urban catchment (0.043 km2) located in Singapore. GP was then used to derive an empirical equation relating baseflow time series to time series of groundwater table fluctuations, which are relatively easily measured and are physically related to baseflow generation. The equation was then generalized for approximating baseflow in other catchments and validated for a larger vegetation-dominated basin located in the US (24 km2). Overall, this study used GP to propose a simple-to-use equation to predict baseflow time series based on only three parameters: minimum daily baseflow of the entire period, area of the catchment and groundwater table fluctuations. It serves as an alternative approach for baseflow estimation in un-gauged systems when only groundwater table and soil information is available, and is thus complementary to other methods that require discharge measurements.

Systematic approach to critical phenomena by the extended variational method and coherent-anomaly method

International Nuclear Information System (INIS)

Kawashima, N.; Katori, M.; Tsallis, C.; Suzuki, M.

1989-01-01

A general procedure to study critical phenomena of magnetic systems is discussed. It consists of systematic series of Landau-like approximations (Extended Variational Method) and the coherent-anomaly method (CAM). As for susceptibility, the present method is equivalent to the power-series CAM theory. On the other hand, the EVM gives a set of new approximants for other physical quantities. Applications to d-dimensional Ising ferromagnets are also described. The critical points and exponents are estimated with high accuracy. (author) [pt

Reconstruction of thin electromagnetic inclusions by a level-set method

International Nuclear Information System (INIS)

Park, Won-Kwang; Lesselier, Dominique

2009-01-01

In this contribution, we consider a technique of electromagnetic imaging (at a single, non-zero frequency) which uses the level-set evolution method for reconstructing a thin inclusion (possibly made of disconnected parts) with either dielectric or magnetic contrast with respect to the embedding homogeneous medium. Emphasis is on the proof of the concept, the scattering problem at hand being so far based on a two-dimensional scalar model. To do so, two level-set functions are employed; the first one describes location and shape, and the other one describes connectivity and length. Speeds of evolution of the level-set functions are calculated via the introduction of Fréchet derivatives of a least-square cost functional. Several numerical experiments on noiseless and noisy data as well illustrate how the proposed method behaves

A Comparison of Various Forecasting Methods for Autocorrelated Time Series

Directory of Open Access Journals (Sweden)

Karin Kandananond

2012-07-01

Full Text Available The accuracy of forecasts significantly affects the overall performance of a whole supply chain system. Sometimes, the nature of consumer products might cause difficulties in forecasting for the future demands because of its complicated structure. In this study, two machine learning methods, artificial neural network (ANN and support vector machine (SVM, and a traditional approach, the autoregressive integrated moving average (ARIMA model, were utilized to predict the demand for consumer products. The training data used were the actual demand of six different products from a consumer product company in Thailand. Initially, each set of data was analysed using Ljung‐Box‐Q statistics to test for autocorrelation. Afterwards, each method was applied to different sets of data. The results indicated that the SVM method had a better forecast quality (in terms of MAPE than ANN and ARIMA in every category of products.

An Unsupervised Change Detection Method Using Time-Series of PolSAR Images from Radarsat-2 and GaoFen-3.

Science.gov (United States)

Liu, Wensong; Yang, Jie; Zhao, Jinqi; Shi, Hongtao; Yang, Le

2018-02-12

The traditional unsupervised change detection methods based on the pixel level can only detect the changes between two different times with same sensor, and the results are easily affected by speckle noise. In this paper, a novel method is proposed to detect change based on time-series data from different sensors. Firstly, the overall difference image of the time-series PolSAR is calculated by omnibus test statistics, and difference images between any two images in different times are acquired by R j test statistics. Secondly, the difference images are segmented with a Generalized Statistical Region Merging (GSRM) algorithm which can suppress the effect of speckle noise. Generalized Gaussian Mixture Model (GGMM) is then used to obtain the time-series change detection maps in the final step of the proposed method. To verify the effectiveness of the proposed method, we carried out the experiment of change detection using time-series PolSAR images acquired by Radarsat-2 and Gaofen-3 over the city of Wuhan, in China. Results show that the proposed method can not only detect the time-series change from different sensors, but it can also better suppress the influence of speckle noise and improve the overall accuracy and Kappa coefficient.

A High-Performance Parallel FDTD Method Enhanced by Using SSE Instruction Set

Directory of Open Access Journals (Sweden)

Dau-Chyrh Chang

2012-01-01

Full Text Available We introduce a hardware acceleration technique for the parallel finite difference time domain (FDTD method using the SSE (streaming (single instruction multiple data SIMD extensions instruction set. The implementation of SSE instruction set to parallel FDTD method has achieved the significant improvement on the simulation performance. The benchmarks of the SSE acceleration on both the multi-CPU workstation and computer cluster have demonstrated the advantages of (vector arithmetic logic unit VALU acceleration over GPU acceleration. Several engineering applications are employed to demonstrate the performance of parallel FDTD method enhanced by SSE instruction set.

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...

Multiattribute Grey Target Decision Method Based on Soft Set Theory

Directory of Open Access Journals (Sweden)

Xia Wang

2014-01-01

Full Text Available With respect to the Multiattribute decision-making problems in which the evaluation attribute sets are different and the evaluating values of alternatives are interval grey numbers, a multiattribute grey target decision-making method in which the attribute sets are different was proposed. The concept of grey soft set was defined, and its “AND” operation was assigned by combining the intersection operation of grey number. The expression approach of new grey soft set of attribute sets considering by all decision makers were gained by applying the “AND” operation of grey soft set, and the weights of synthesis attribute were proved. The alternatives were ranked according to the size of distance of bull’s eyes of each alternative under synthetic attribute sets. The green supplier selection was illustrated to demonstrate the effectiveness of proposed model.

An accurate conservative level set/ghost fluid method for simulating turbulent atomization

International Nuclear Information System (INIS)

Desjardins, Olivier; Moureau, Vincent; Pitsch, Heinz

2008-01-01

This paper presents a novel methodology for simulating incompressible two-phase flows by combining an improved version of the conservative level set technique introduced in [E. Olsson, G. Kreiss, A conservative level set method for two phase flow, J. Comput. Phys. 210 (2005) 225-246] with a ghost fluid approach. By employing a hyperbolic tangent level set function that is transported and re-initialized using fully conservative numerical schemes, mass conservation issues that are known to affect level set methods are greatly reduced. In order to improve the accuracy of the conservative level set method, high order numerical schemes are used. The overall robustness of the numerical approach is increased by computing the interface normals from a signed distance function reconstructed from the hyperbolic tangent level set by a fast marching method. The convergence of the curvature calculation is ensured by using a least squares reconstruction. The ghost fluid technique provides a way of handling the interfacial forces and large density jumps associated with two-phase flows with good accuracy, while avoiding artificial spreading of the interface. Since the proposed approach relies on partial differential equations, its implementation is straightforward in all coordinate systems, and it benefits from high parallel efficiency. The robustness and efficiency of the approach is further improved by using implicit schemes for the interface transport and re-initialization equations, as well as for the momentum solver. The performance of the method is assessed through both classical level set transport tests and simple two-phase flow examples including topology changes. It is then applied to simulate turbulent atomization of a liquid Diesel jet at Re=3000. The conservation errors associated with the accurate conservative level set technique are shown to remain small even for this complex case

From Taylor series to Taylor models

International Nuclear Information System (INIS)

Berz, M.

1997-01-01

An overview of the background of Taylor series methods and the utilization of the differential algebraic structure is given, and various associated techniques are reviewed. The conventional Taylor methods are extended to allow for a rigorous treatment of bounds for the remainder of the expansion in a similarly universal way. Utilizing differential algebraic and functional analytic arguments on the set of Taylor models, arbitrary order integrators with rigorous remainder treatment are developed. The integrators can meet pre-specified accuracy requirements in a mathematically strict way, and are a stepping stone towards fully rigorous estimates of stability of repetitive systems. copyright 1997 American Institute of Physics

Principal components and iterative regression analysis of geophysical series: Application to Sunspot number (1750 2004)

Science.gov (United States)

Nordemann, D. J. R.; Rigozo, N. R.; de Souza Echer, M. P.; Echer, E.

2008-11-01

We present here an implementation of a least squares iterative regression method applied to the sine functions embedded in the principal components extracted from geophysical time series. This method seems to represent a useful improvement for the non-stationary time series periodicity quantitative analysis. The principal components determination followed by the least squares iterative regression method was implemented in an algorithm written in the Scilab (2006) language. The main result of the method is to obtain the set of sine functions embedded in the series analyzed in decreasing order of significance, from the most important ones, likely to represent the physical processes involved in the generation of the series, to the less important ones that represent noise components. Taking into account the need of a deeper knowledge of the Sun's past history and its implication to global climate change, the method was applied to the Sunspot Number series (1750-2004). With the threshold and parameter values used here, the application of the method leads to a total of 441 explicit sine functions, among which 65 were considered as being significant and were used for a reconstruction that gave a normalized mean squared error of 0.146.

Solving Fokker-Planck Equations on Cantor Sets Using Local Fractional Decomposition Method

Directory of Open Access Journals (Sweden)

Shao-Hong Yan

2014-01-01

Full Text Available The local fractional decomposition method is applied to approximate the solutions for Fokker-Planck equations on Cantor sets with local fractional derivative. The obtained results give the present method that is very effective and simple for solving the differential equations on Cantor set.

A Cartesian Adaptive Level Set Method for Two-Phase Flows

Science.gov (United States)

Ham, F.; Young, Y.-N.

2003-01-01

In the present contribution we develop a level set method based on local anisotropic Cartesian adaptation as described in Ham et al. (2002). Such an approach should allow for the smallest possible Cartesian grid capable of resolving a given flow. The remainder of the paper is organized as follows. In section 2 the level set formulation for free surface calculations is presented and its strengths and weaknesses relative to the other free surface methods reviewed. In section 3 the collocated numerical method is described. In section 4 the method is validated by solving the 2D and 3D drop oscilation problem. In section 5 we present some results from more complex cases including the 3D drop breakup in an impulsively accelerated free stream, and the 3D immiscible Rayleigh-Taylor instability. Conclusions are given in section 6.

Interpolation in Time Series : An Introductive Overview of Existing Methods, Their Performance Criteria and Uncertainty Assessment

NARCIS (Netherlands)

Lepot, M.J.; Aubin, Jean Baptiste; Clemens, F.H.L.R.

2017-01-01

A thorough review has been performed on interpolation methods to fill gaps in time-series, efficiency criteria, and uncertainty quantifications. On one hand, there are numerous available methods: interpolation, regression, autoregressive, machine learning methods, etc. On the other hand, there are

Historical Climatology Series

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — The Historical Climatology Series (HCS) is a set of climate-related publications published by NOAA's National Climatic Data Center beginning in 1978. HCS is...

Separation of Stochastic and Deterministic Information from Seismological Time Series with Nonlinear Dynamics and Maximum Entropy Methods

International Nuclear Information System (INIS)

Gutierrez, Rafael M.; Useche, Gina M.; Buitrago, Elias

2007-01-01

We present a procedure developed to detect stochastic and deterministic information contained in empirical time series, useful to characterize and make models of different aspects of complex phenomena represented by such data. This procedure is applied to a seismological time series to obtain new information to study and understand geological phenomena. We use concepts and methods from nonlinear dynamics and maximum entropy. The mentioned method allows an optimal analysis of the available information

Gradient augmented level set method for phase change simulations

Science.gov (United States)

Anumolu, Lakshman; Trujillo, Mario F.

2018-01-01

A numerical method for the simulation of two-phase flow with phase change based on the Gradient-Augmented-Level-set (GALS) strategy is presented. Sharp capturing of the vaporization process is enabled by: i) identification of the vapor-liquid interface, Γ (t), at the subgrid level, ii) discontinuous treatment of thermal physical properties (except for μ), and iii) enforcement of mass, momentum, and energy jump conditions, where the gradients of the dependent variables are obtained at Γ (t) and are consistent with their analytical expression, i.e. no local averaging is applied. Treatment of the jump in velocity and pressure at Γ (t) is achieved using the Ghost Fluid Method. The solution of the energy equation employs the sub-grid knowledge of Γ (t) to discretize the temperature Laplacian using second-order one-sided differences, i.e. the numerical stencil completely resides within each respective phase. To carefully evaluate the benefits or disadvantages of the GALS approach, the standard level set method is implemented and compared against the GALS predictions. The results show the expected trend that interface identification and transport are predicted noticeably better with GALS over the standard level set. This benefit carries over to the prediction of the Laplacian and temperature gradients in the neighborhood of the interface, which are directly linked to the calculation of the vaporization rate. However, when combining the calculation of interface transport and reinitialization with two-phase momentum and energy, the benefits of GALS are to some extent neutralized, and the causes for this behavior are identified and analyzed. Overall the additional computational costs associated with GALS are almost the same as those using the standard level set technique.

SET: A Pupil Detection Method Using Sinusoidal Approximation

Directory of Open Access Journals (Sweden)

Amir-Homayoun eJavadi

2015-04-01

Full Text Available Mobile eye-tracking in external environments remains challenging, despite recent advances in eye-tracking software and hardware engineering. Many current methods fail to deal with the vast range of outdoor lighting conditions and the speed at which these can change. This confines experiments to artificial environments where conditions must be tightly controlled. Additionally, the emergence of low-cost eye tracking devices calls for the development of analysis tools that enable non-technical researchers to process the output of their images. We have developed a fast and accurate method (known as ‘SET’ that is suitable even for natural environments with uncontrolled, dynamic and even extreme lighting conditions. We compared the performance of SET with that of two open-source alternatives by processing two collections of eye images: images of natural outdoor scenes with extreme lighting variations (‘Natural’; and images of less challenging indoor scenes (‘CASIA-Iris-Thousand’. We show that SET excelled in outdoor conditions and was faster, without significant loss of accuracy, indoors. SET offers a low cost eye-tracking solution, delivering high performance even in challenging outdoor environments. It is offered through an open-source MATLAB toolkit as well as a dynamic-link library (‘DLL’, which can be imported into many programming languages including C# and Visual Basic in Windows OS (www.eyegoeyetracker.co.uk.

Evaluation of statistical methods for quantifying fractal scaling in water-quality time series with irregular sampling

Directory of Open Access Journals (Sweden)

Q. Zhang

2018-02-01

Full Text Available River water-quality time series often exhibit fractal scaling, which here refers to autocorrelation that decays as a power law over some range of scales. Fractal scaling presents challenges to the identification of deterministic trends because (1 fractal scaling has the potential to lead to false inference about the statistical significance of trends and (2 the abundance of irregularly spaced data in water-quality monitoring networks complicates efforts to quantify fractal scaling. Traditional methods for estimating fractal scaling – in the form of spectral slope (β or other equivalent scaling parameters (e.g., Hurst exponent – are generally inapplicable to irregularly sampled data. Here we consider two types of estimation approaches for irregularly sampled data and evaluate their performance using synthetic time series. These time series were generated such that (1 they exhibit a wide range of prescribed fractal scaling behaviors, ranging from white noise (β  =  0 to Brown noise (β  =  2 and (2 their sampling gap intervals mimic the sampling irregularity (as quantified by both the skewness and mean of gap-interval lengths in real water-quality data. The results suggest that none of the existing methods fully account for the effects of sampling irregularity on β estimation. First, the results illustrate the danger of using interpolation for gap filling when examining autocorrelation, as the interpolation methods consistently underestimate or overestimate β under a wide range of prescribed β values and gap distributions. Second, the widely used Lomb–Scargle spectral method also consistently underestimates β. A previously published modified form, using only the lowest 5 % of the frequencies for spectral slope estimation, has very poor precision, although the overall bias is small. Third, a recent wavelet-based method, coupled with an aliasing filter, generally has the smallest bias and root-mean-squared error among

Radiocarbon dating uncertainty and the reliability of the PEWMA method of time-series analysis for research on long-term human-environment interaction.

Science.gov (United States)

Carleton, W Christopher; Campbell, David; Collard, Mark

2018-01-01

Statistical time-series analysis has the potential to improve our understanding of human-environment interaction in deep time. However, radiocarbon dating-the most common chronometric technique in archaeological and palaeoenvironmental research-creates challenges for established statistical methods. The methods assume that observations in a time-series are precisely dated, but this assumption is often violated when calibrated radiocarbon dates are used because they usually have highly irregular uncertainties. As a result, it is unclear whether the methods can be reliably used on radiocarbon-dated time-series. With this in mind, we conducted a large simulation study to investigate the impact of chronological uncertainty on a potentially useful time-series method. The method is a type of regression involving a prediction algorithm called the Poisson Exponentially Weighted Moving Average (PEMWA). It is designed for use with count time-series data, which makes it applicable to a wide range of questions about human-environment interaction in deep time. Our simulations suggest that the PEWMA method can often correctly identify relationships between time-series despite chronological uncertainty. When two time-series are correlated with a coefficient of 0.25, the method is able to identify that relationship correctly 20-30% of the time, providing the time-series contain low noise levels. With correlations of around 0.5, it is capable of correctly identifying correlations despite chronological uncertainty more than 90% of the time. While further testing is desirable, these findings indicate that the method can be used to test hypotheses about long-term human-environment interaction with a reasonable degree of confidence.

The partial duration series method in regional index-flood modeling

DEFF Research Database (Denmark)

Madsen, Henrik; Rosbjerg, Dan

1997-01-01

A regional index-flood method based on the partial duration series model is introduced. The model comprises the assumptions of a Poisson-distributed number of threshold exceedances and generalized Pareto (GP) distributed peak magnitudes. The regional T-year event estimator is based on a regional...... estimator is superior to the at-site estimator even in extremely heterogenous regions, the performance of the regional estimator being relatively better in regions with a negative shape parameter. When the record length increases, the relative performance of the regional estimator decreases, but it is still...

A Novel Generation Method for the PV Power Time Series Combining the Decomposition Technique and Markov Chain Theory

DEFF Research Database (Denmark)

Xu, Shenzhi; Ai, Xiaomeng; Fang, Jiakun

2017-01-01

Photovoltaic (PV) power generation has made considerable developments in recent years. But its intermittent and volatility of its output has seriously affected the security operation of the power system. In order to better understand the PV generation and provide sufficient data support...... for analysis the impacts, a novel generation method for PV power time series combining decomposition technique and Markov chain theory is presented in this paper. It digs important factors from historical data from existing PV plants and then reproduce new data with similar patterns. In detail, the proposed...... method first decomposes the PV power time series into ideal output curve, amplitude parameter series and random fluctuating component three parts. Then generating daily ideal output curve by the extraction of typical daily data, amplitude parameter series based on the Markov chain Monte Carlo (MCMC...

Seismic assessment of a site using the time series method

International Nuclear Information System (INIS)

Krutzik, N.J.; Rotaru, I.; Bobei, M.; Mingiuc, C.; Serban, V.; Androne, M.

1997-01-01

To increase the safety of a NPP located on a seismic site, the seismic acceleration level to which the NPP should be qualified must be as representative as possible for that site, with a conservative degree of safety but not too exaggerated. The consideration of the seismic events affecting the site as independent events and the use of statistic methods to define some safety levels with very low annual occurrence probability (10 -4 ) may lead to some exaggerations of the seismic safety level. The use of some very high value for the seismic acceleration imposed by the seismic safety levels required by the hazard analysis may lead to very costly technical solutions that can make the plant operation more difficult and increase maintenance costs. The considerations of seismic events as a time series with dependence among the events produced, may lead to a more representative assessment of a NPP site seismic activity and consequently to a prognosis on the seismic level values to which the NPP would be ensured throughout its life-span. That prognosis should consider the actual seismic activity (including small earthquakes in real time) of the focuses that affect the plant site. The paper proposes the applications of Autoregressive Time Series to issue a prognosis on the seismic activity of a focus and presents the analysis on Vrancea focus that affects NPP Cernavoda site, by this method. The paper also presents the manner to analyse the focus activity as per the new approach and it assesses the maximum seismic acceleration that may affect NPP Cernavoda throughout its life-span (∼ 30 years). Development and applications of new mathematical analysis method, both for long - and short - time intervals, may lead to important contributions in the process of foretelling the seismic events in the future. (authors)

Comparison of Co-Temporal Modeling Algorithms on Sparse Experimental Time Series Data Sets.

Science.gov (United States)

Allen, Edward E; Norris, James L; John, David J; Thomas, Stan J; Turkett, William H; Fetrow, Jacquelyn S

2010-01-01

Multiple approaches for reverse-engineering biological networks from time-series data have been proposed in the computational biology literature. These approaches can be classified by their underlying mathematical algorithms, such as Bayesian or algebraic techniques, as well as by their time paradigm, which includes next-state and co-temporal modeling. The types of biological relationships, such as parent-child or siblings, discovered by these algorithms are quite varied. It is important to understand the strengths and weaknesses of the various algorithms and time paradigms on actual experimental data. We assess how well the co-temporal implementations of three algorithms, continuous Bayesian, discrete Bayesian, and computational algebraic, can 1) identify two types of entity relationships, parent and sibling, between biological entities, 2) deal with experimental sparse time course data, and 3) handle experimental noise seen in replicate data sets. These algorithms are evaluated, using the shuffle index metric, for how well the resulting models match literature models in terms of siblings and parent relationships. Results indicate that all three co-temporal algorithms perform well, at a statistically significant level, at finding sibling relationships, but perform relatively poorly in finding parent relationships.

Multi-step-prediction of chaotic time series based on co-evolutionary recurrent neural network

International Nuclear Information System (INIS)

Ma Qianli; Zheng Qilun; Peng Hong; Qin Jiangwei; Zhong Tanwei

2008-01-01

This paper proposes a co-evolutionary recurrent neural network (CERNN) for the multi-step-prediction of chaotic time series, it estimates the proper parameters of phase space reconstruction and optimizes the structure of recurrent neural networks by co-evolutionary strategy. The searching space was separated into two subspaces and the individuals are trained in a parallel computational procedure. It can dynamically combine the embedding method with the capability of recurrent neural network to incorporate past experience due to internal recurrence. The effectiveness of CERNN is evaluated by using three benchmark chaotic time series data sets: the Lorenz series, Mackey-Glass series and real-world sun spot series. The simulation results show that CERNN improves the performances of multi-step-prediction of chaotic time series

Multi-Scale Entropy Analysis as a Method for Time-Series Analysis of Climate Data

Directory of Open Access Journals (Sweden)

Heiko Balzter

2015-03-01

Full Text Available Evidence is mounting that the temporal dynamics of the climate system are changing at the same time as the average global temperature is increasing due to multiple climate forcings. A large number of extreme weather events such as prolonged cold spells, heatwaves, droughts and floods have been recorded around the world in the past 10 years. Such changes in the temporal scaling behaviour of climate time-series data can be difficult to detect. While there are easy and direct ways of analysing climate data by calculating the means and variances for different levels of temporal aggregation, these methods can miss more subtle changes in their dynamics. This paper describes multi-scale entropy (MSE analysis as a tool to study climate time-series data and to identify temporal scales of variability and their change over time in climate time-series. MSE estimates the sample entropy of the time-series after coarse-graining at different temporal scales. An application of MSE to Central European, variance-adjusted, mean monthly air temperature anomalies (CRUTEM4v is provided. The results show that the temporal scales of the current climate (1960–2014 are different from the long-term average (1850–1960. For temporal scale factors longer than 12 months, the sample entropy increased markedly compared to the long-term record. Such an increase can be explained by systems theory with greater complexity in the regional temperature data. From 1961 the patterns of monthly air temperatures are less regular at time-scales greater than 12 months than in the earlier time period. This finding suggests that, at these inter-annual time scales, the temperature variability has become less predictable than in the past. It is possible that climate system feedbacks are expressed in altered temporal scales of the European temperature time-series data. A comparison with the variance and Shannon entropy shows that MSE analysis can provide additional information on the

A Body of Work Standard-Setting Method with Construct Maps

Science.gov (United States)

Wyse, Adam E.; Bunch, Michael B.; Deville, Craig; Viger, Steven G.

2014-01-01

This article describes a novel variation of the Body of Work method that uses construct maps to overcome problems of transparency, rater inconsistency, and scores gaps commonly occurring with the Body of Work method. The Body of Work method with construct maps was implemented to set cut-scores for two separate K-12 assessment programs in a large…

Multidimensional scaling analysis of financial time series based on modified cross-sample entropy methods

Science.gov (United States)

He, Jiayi; Shang, Pengjian; Xiong, Hui

2018-06-01

Stocks, as the concrete manifestation of financial time series with plenty of potential information, are often used in the study of financial time series. In this paper, we utilize the stock data to recognize their patterns through out the dissimilarity matrix based on modified cross-sample entropy, then three-dimensional perceptual maps of the results are provided through multidimensional scaling method. Two modified multidimensional scaling methods are proposed in this paper, that is, multidimensional scaling based on Kronecker-delta cross-sample entropy (MDS-KCSE) and multidimensional scaling based on permutation cross-sample entropy (MDS-PCSE). These two methods use Kronecker-delta based cross-sample entropy and permutation based cross-sample entropy to replace the distance or dissimilarity measurement in classical multidimensional scaling (MDS). Multidimensional scaling based on Chebyshev distance (MDSC) is employed to provide a reference for comparisons. Our analysis reveals a clear clustering both in synthetic data and 18 indices from diverse stock markets. It implies that time series generated by the same model are easier to have similar irregularity than others, and the difference in the stock index, which is caused by the country or region and the different financial policies, can reflect the irregularity in the data. In the synthetic data experiments, not only the time series generated by different models can be distinguished, the one generated under different parameters of the same model can also be detected. In the financial data experiment, the stock indices are clearly divided into five groups. Through analysis, we find that they correspond to five regions, respectively, that is, Europe, North America, South America, Asian-Pacific (with the exception of mainland China), mainland China and Russia. The results also demonstrate that MDS-KCSE and MDS-PCSE provide more effective divisions in experiments than MDSC.

The utility of imputed matched sets. Analyzing probabilistically linked databases in a low information setting.

Science.gov (United States)

Thomas, A M; Cook, L J; Dean, J M; Olson, L M

2014-01-01

To compare results from high probability matched sets versus imputed matched sets across differing levels of linkage information. A series of linkages with varying amounts of available information were performed on two simulated datasets derived from multiyear motor vehicle crash (MVC) and hospital databases, where true matches were known. Distributions of high probability and imputed matched sets were compared against the true match population for occupant age, MVC county, and MVC hour. Regression models were fit to simulated log hospital charges and hospitalization status. High probability and imputed matched sets were not significantly different from occupant age, MVC county, and MVC hour in high information settings (p > 0.999). In low information settings, high probability matched sets were significantly different from occupant age and MVC county (p sets were not (p > 0.493). High information settings saw no significant differences in inference of simulated log hospital charges and hospitalization status between the two methods. High probability and imputed matched sets were significantly different from the outcomes in low information settings; however, imputed matched sets were more robust. The level of information available to a linkage is an important consideration. High probability matched sets are suitable for high to moderate information settings and for situations involving case-specific analysis. Conversely, imputed matched sets are preferable for low information settings when conducting population-based analyses.

[Teaching methods for clinical settings: a literature review].

Science.gov (United States)

Brugnolli, Anna; Benaglio, Carla

2017-01-01

. Teaching Methods for clinical settings: a review. The teaching process during internship requires several methods to promote the acquisition of more complex technical skills such as relational, decisional and planning abilities. To describe effective teaching methods to promote the learning of relational, decisional and planning skills. A literature review of the teaching methods that have proven most effective, most appreciated by students, and most frequently used in Italian nursing schools. Clinical teaching is a central element to transform clinical experiences during internship in professional competences. The students are gradually brought to become more independent, because they are offered opportunities to practice in real contexts, to receive feedback, to have positive role models, to become more autonomous: all elements that facilitate and potentiate learning. Clinical teaching should be based on a variety of methods. The students value a gradual progression both in clinical experiences and teaching strategies from more supervised methods to methods more oriented towards reflecting on clinical practice and self-directed learning.

Fuzzy time-series based on Fibonacci sequence for stock price forecasting

Science.gov (United States)

Chen, Tai-Liang; Cheng, Ching-Hsue; Jong Teoh, Hia

2007-07-01

Time-series models have been utilized to make reasonably accurate predictions in the areas of stock price movements, academic enrollments, weather, etc. For promoting the forecasting performance of fuzzy time-series models, this paper proposes a new model, which incorporates the concept of the Fibonacci sequence, the framework of Song and Chissom's model and the weighted method of Yu's model. This paper employs a 5-year period TSMC (Taiwan Semiconductor Manufacturing Company) stock price data and a 13-year period of TAIEX (Taiwan Stock Exchange Capitalization Weighted Stock Index) stock index data as experimental datasets. By comparing our forecasting performances with Chen's (Forecasting enrollments based on fuzzy time-series. Fuzzy Sets Syst. 81 (1996) 311-319), Yu's (Weighted fuzzy time-series models for TAIEX forecasting. Physica A 349 (2004) 609-624) and Huarng's (The application of neural networks to forecast fuzzy time series. Physica A 336 (2006) 481-491) models, we conclude that the proposed model surpasses in accuracy these conventional fuzzy time-series models.

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.

Simulation of ion behavior in an open three-dimensional Paul trap using a power series method

Energy Technology Data Exchange (ETDEWEB)

Herbane, Mustapha Said, E-mail: mherbane@hotmail.com [King Khalid University, Faculty of Science, Department of Physics, P.O. Box 9004, Abha (Saudi Arabia); Berriche, Hamid [King Khalid University, Faculty of Science, Department of Physics, P.O. Box 9004, Abha (Saudi Arabia); Laboratoire des Interfaces et Matériaux Avancés, Physics Department, College of Science, University of Monastir, 5019 Monastir (Tunisia); Abd El-hady, Alaa [King Khalid University, Faculty of Science, Department of Physics, P.O. Box 9004, Abha (Saudi Arabia); Department of Physics, Faculty of Science, Zagazig University, Zagazig 44519 (Egypt); Al Shahrani, Ghadah [King Khalid University, Faculty of Science, Department of Physics, P.O. Box 9004, Abha (Saudi Arabia); Ban, Gilles; Fléchard, Xavier; Liénard, Etienne [LPC CAEN-ENSICAEN, 6 Boulevard du Marechal Juin, 14050 Caen Cedex (France)

2014-07-01

Simulations of the dynamics of ions trapped in a Paul trap with terms in the potential up to the order 10 have been carried out. The power series method is used to solve numerically the equations of motion of the ions. The stability diagram has been studied and the buffer gas cooling has been implemented by a Monte Carlo method. The dipole excitation was also included. The method has been applied to an existing trap and it has shown good agreement with the experimental results and previous simulations using other methods. - Highlights: • Paul trap with potentials up to the order 10. • Series solution of the ions equations of motion. • Hard sphere model for the simulation of the buffer gas cooling and simulation of the dipolar excitation.

A statistical method linking geological and historical eruption time series for volcanic hazard estimations: Applications to active polygenetic volcanoes

Science.gov (United States)

Mendoza-Rosas, Ana Teresa; De la Cruz-Reyna, Servando

2008-09-01

The probabilistic analysis of volcanic eruption time series is an essential step for the assessment of volcanic hazard and risk. Such series describe complex processes involving different types of eruptions over different time scales. A statistical method linking geological and historical eruption time series is proposed for calculating the probabilities of future eruptions. The first step of the analysis is to characterize the eruptions by their magnitudes. As is the case in most natural phenomena, lower magnitude events are more frequent, and the behavior of the eruption series may be biased by such events. On the other hand, eruptive series are commonly studied using conventional statistics and treated as homogeneous Poisson processes. However, time-dependent series, or sequences including rare or extreme events, represented by very few data of large eruptions require special methods of analysis, such as the extreme-value theory applied to non-homogeneous Poisson processes. Here we propose a general methodology for analyzing such processes attempting to obtain better estimates of the volcanic hazard. This is done in three steps: Firstly, the historical eruptive series is complemented with the available geological eruption data. The linking of these series is done assuming an inverse relationship between the eruption magnitudes and the occurrence rate of each magnitude class. Secondly, we perform a Weibull analysis of the distribution of repose time between successive eruptions. Thirdly, the linked eruption series are analyzed as a non-homogeneous Poisson process with a generalized Pareto distribution as intensity function. As an application, the method is tested on the eruption series of five active polygenetic Mexican volcanoes: Colima, Citlaltépetl, Nevado de Toluca, Popocatépetl and El Chichón, to obtain hazard estimates.

Decision and game theory in management with intuitionistic fuzzy sets

CERN Document Server

Li, Deng-Feng

2014-01-01

The focus of this book is on establishing theories and methods of both decision and game analysis in management using intuitionistic fuzzy sets. It proposes a series of innovative theories, models and methods such as the representation theorem and extension principle of intuitionistic fuzzy sets, ranking methods of intuitionistic fuzzy numbers, non-linear and linear programming methods for intuitionistic fuzzy multi-attribute decision making and (interval-valued) intuitionistic fuzzy matrix games. These theories and methods form the theory system of intuitionistic fuzzy decision making and games, which is not only remarkably different from those of the traditional, Bayes and/or fuzzy decision theory but can also provide an effective and efficient tool for solving complex management problems. Since there is a certain degree of inherent hesitancy in real-life management, which cannot always be described by the traditional mathematical methods and/or fuzzy set theory, this book offers an effective approach to us...

RESEARCH PRIORITY-SETTING IN PAPUA NEW GUINEA: POLICIES, METHODS AND PRACTICALITIES

OpenAIRE

Omuru, Eric; Kingwell, Ross S.

2000-01-01

Agricultural research priority-setting at best promotes the effective and efficient use of scarce research resources. This paper reviews firstly the priority-setting methods used in Papua New Guinea for agricultural R&D and examines the practicalities of implementing these and other methods. Secondly, this paper reports on key factors affecting the strategic directions for agricultural R&D in Papua New Guinea. These factors include:(i) the long term trends in international crop prices; (ii) l...

A Gaussian Process Based Online Change Detection Algorithm for Monitoring Periodic Time Series

Energy Technology Data Exchange (ETDEWEB)

Chandola, Varun [ORNL; Vatsavai, Raju [ORNL

2011-01-01

Online time series change detection is a critical component of many monitoring systems, such as space and air-borne remote sensing instruments, cardiac monitors, and network traffic profilers, which continuously analyze observations recorded by sensors. Data collected by such sensors typically has a periodic (seasonal) component. Most existing time series change detection methods are not directly applicable to handle such data, either because they are not designed to handle periodic time series or because they cannot operate in an online mode. We propose an online change detection algorithm which can handle periodic time series. The algorithm uses a Gaussian process based non-parametric time series prediction model and monitors the difference between the predictions and actual observations within a statistically principled control chart framework to identify changes. A key challenge in using Gaussian process in an online mode is the need to solve a large system of equations involving the associated covariance matrix which grows with every time step. The proposed algorithm exploits the special structure of the covariance matrix and can analyze a time series of length T in O(T^2) time while maintaining a O(T) memory footprint, compared to O(T^4) time and O(T^2) memory requirement of standard matrix manipulation methods. We experimentally demonstrate the superiority of the proposed algorithm over several existing time series change detection algorithms on a set of synthetic and real time series. Finally, we illustrate the effectiveness of the proposed algorithm for identifying land use land cover changes using Normalized Difference Vegetation Index (NDVI) data collected for an agricultural region in Iowa state, USA. Our algorithm is able to detect different types of changes in a NDVI validation data set (with ~80% accuracy) which occur due to crop type changes as well as disruptive changes (e.g., natural disasters).

[Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (1)].

Science.gov (United States)

Murase, Kenya

2014-01-01

Utilization of differential equations and methods for solving them in medical physics are presented. First, the basic concept and the kinds of differential equations were overviewed. Second, separable differential equations and well-known first-order and second-order differential equations were introduced, and the methods for solving them were described together with several examples. In the next issue, the symbolic and series expansion methods for solving differential equations will be mainly introduced.

Multiplier convergent series and uniform convergence of mapping ...

Indian Academy of Sciences (India)

MS received 14 April 2011; revised 17 November 2012. Abstract. In this paper, we introduce the frame property of complex sequence sets and study the uniform convergence of nonlinear mapping series in β-dual of spaces consisting of multiplier convergent series. Keywords. Multiplier convergent series; mapping series. 1.

Interaction of impeller and guide vane in a series-designed axial-flow pump

International Nuclear Information System (INIS)

Kim, S; Choi, Y S; Lee, K Y; Kim, J H

2012-01-01

In this paper, the interaction of the impeller and guide vane in a series-designed axial-flow pump was examined through the implementation of a commercial CFD code. The impeller series design refers to the general design procedure of the base impeller shape which must satisfy the various flow rate and head requirements by changing the impeller setting angle and number of blades of the base impeller. An arc type meridional shape was used to keep the meridional shape of the hub and shroud with various impeller setting angles. The blade angle and the thickness distribution of the impeller were designed as an NACA airfoil type. In the design of the guide vane, it was necessary to consider the outlet flow condition of the impeller with the given setting angle. The meridional shape of the guide vane were designed taking into consideration the setting angle of the impeller, and the blade angle distribution of the guide vane was determined with a traditional design method using vane plane development. In order to achieve the optimum impeller design and guide vane, three-dimensional computational fluid dynamics and the DOE method were applied. The interaction between the impeller and guide vane with different combination set of impeller setting angles and number of impeller blades was addressed by analyzing the flow field of the computational results.

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

Methods for Detecting Early Warnings of Critical Transitions in Time Series Illustrated Using Simulated Ecological Data

Science.gov (United States)

Dakos, Vasilis; Carpenter, Stephen R.; Brock, William A.; Ellison, Aaron M.; Guttal, Vishwesha; Ives, Anthony R.; Kéfi, Sonia; Livina, Valerie; Seekell, David A.; van Nes, Egbert H.; Scheffer, Marten

2012-01-01

Many dynamical systems, including lakes, organisms, ocean circulation patterns, or financial markets, are now thought to have tipping points where critical transitions to a contrasting state can happen. Because critical transitions can occur unexpectedly and are difficult to manage, there is a need for methods that can be used to identify when a critical transition is approaching. Recent theory shows that we can identify the proximity of a system to a critical transition using a variety of so-called ‘early warning signals’, and successful empirical examples suggest a potential for practical applicability. However, while the range of proposed methods for predicting critical transitions is rapidly expanding, opinions on their practical use differ widely, and there is no comparative study that tests the limitations of the different methods to identify approaching critical transitions using time-series data. Here, we summarize a range of currently available early warning methods and apply them to two simulated time series that are typical of systems undergoing a critical transition. In addition to a methodological guide, our work offers a practical toolbox that may be used in a wide range of fields to help detect early warning signals of critical transitions in time series data. PMID:22815897

Teaching to Think: Applying the Socratic Method outside the Law School Setting

Science.gov (United States)

Peterson, Evan

2009-01-01

An active learning process has the potential to provide educational benefits above-and-beyond what they might receive from more traditional, passive approaches. The Socratic Method is a unique approach to passive learning that facilitates critical thinking, open-mindedness, and teamwork. By imposing a series of guided questions to students, an…

Sector Identification in a Set of Stock Return Time Series Traded at the London Stock Exchange

Science.gov (United States)

Coronnello, C.; Tumminello, M.; Lillo, F.; Micciche, S.; Mantegna, R. N.

2005-09-01

We compare some methods recently used in the literature to detect the existence of a certain degree of common behavior of stock returns belonging to the same economic sector. Specifically, we discuss methods based on random matrix theory and hierarchical clustering techniques. We apply these methods to a portfolio of stocks traded at the London Stock Exchange. The investigated time series are recorded both at a daily time horizon and at a 5-minute time horizon. The correlation coefficient matrix is very different at different time horizons confirming that more structured correlation coefficient matrices are observed for long time horizons. All the considered methods are able to detect economic information and the presence of clusters characterized by the economic sector of stocks. However, different methods present a different degree of sensitivity with respect to different sectors. Our comparative analysis suggests that the application of just a single method could not be able to extract all the economic information present in the correlation coefficient matrix of a stock portfolio.

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.

A Time-Series Water Level Forecasting Model Based on Imputation and Variable Selection Method.

Science.gov (United States)

Yang, Jun-He; Cheng, Ching-Hsue; Chan, Chia-Pan

2017-01-01

Reservoirs are important for households and impact the national economy. This paper proposed a time-series forecasting model based on estimating a missing value followed by variable selection to forecast the reservoir's water level. This study collected data from the Taiwan Shimen Reservoir as well as daily atmospheric data from 2008 to 2015. The two datasets are concatenated into an integrated dataset based on ordering of the data as a research dataset. The proposed time-series forecasting model summarily has three foci. First, this study uses five imputation methods to directly delete the missing value. Second, we identified the key variable via factor analysis and then deleted the unimportant variables sequentially via the variable selection method. Finally, the proposed model uses a Random Forest to build the forecasting model of the reservoir's water level. This was done to compare with the listing method under the forecasting error. These experimental results indicate that the Random Forest forecasting model when applied to variable selection with full variables has better forecasting performance than the listing model. In addition, this experiment shows that the proposed variable selection can help determine five forecast methods used here to improve the forecasting capability.

TIME SERIES MODELS OF THREE SETS OF RXTE OBSERVATIONS OF 4U 1543–47

International Nuclear Information System (INIS)

Koen, C.

2013-01-01

The X-ray nova 4U 1543–47 was in a different physical state (low/hard, high/soft, and very high) during the acquisition of each of the three time series analyzed in this paper. Standard time series models of the autoregressive moving average (ARMA) family are fitted to these series. The low/hard data can be adequately modeled by a simple low-order model with fixed coefficients, once the slowly varying mean count rate has been accounted for. The high/soft series requires a higher order model, or an ARMA model with variable coefficients. The very high state is characterized by a succession of 'dips', with roughly equal depths. These seem to appear independently of one another. The underlying stochastic series can again be modeled by an ARMA form, or roughly as the sum of an ARMA series and white noise. The structuring of each model in terms of short-lived aperiodic and 'quasi-periodic' components is discussed.

Statistical time series methods for damage diagnosis in a scale aircraft skeleton structure: loosened bolts damage scenarios

International Nuclear Information System (INIS)

Kopsaftopoulos, Fotis P; Fassois, Spilios D

2011-01-01

A comparative assessment of several vibration based statistical time series methods for Structural Health Monitoring (SHM) is presented via their application to a scale aircraft skeleton laboratory structure. A brief overview of the methods, which are either scalar or vector type, non-parametric or parametric, and pertain to either the response-only or excitation-response cases, is provided. Damage diagnosis, including both the detection and identification subproblems, is tackled via scalar or vector vibration signals. The methods' effectiveness is assessed via repeated experiments under various damage scenarios, with each scenario corresponding to the loosening of one or more selected bolts. The results of the study confirm the 'global' damage detection capability and effectiveness of statistical time series methods for SHM.

Factors Analysis And Profit Achievement For Trading Company By Using Rough Set Method

Directory of Open Access Journals (Sweden)

Muhammad Ardiansyah Sembiring

2017-06-01

Full Text Available This research has been done to analysis the financial raport fortrading company and it is  intimately  related  to  some  factors  which  determine  the profit of company. The result of this reseach is showed about  New Knowledge and perform of the rule. In  discussion, by followed data mining process and using Rough Set method. Rough Set is to analyzed the performance of the result. This  reseach will be assist to the manager of company with draw the intactandobjective. Rough set method is also to difined  the rule of discovery process and started the formation about Decision System, Equivalence Class, Discernibility Matrix,  Discernibility Matrix Modulo D, Reduction and General Rules. Rough set method is efective model about the performing analysis in the company.   Keywords : Data Mining, General Rules, Profit,. Rough Set.

[Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (2)].

Science.gov (United States)

Murase, Kenya

2015-01-01

In this issue, symbolic methods for solving differential equations were firstly introduced. Of the symbolic methods, Laplace transform method was also introduced together with some examples, in which this method was applied to solving the differential equations derived from a two-compartment kinetic model and an equivalent circuit model for membrane potential. Second, series expansion methods for solving differential equations were introduced together with some examples, in which these methods were used to solve Bessel's and Legendre's differential equations. In the next issue, simultaneous differential equations and various methods for solving these differential equations will be introduced together with some examples in medical physics.

GenoSets: visual analytic methods for comparative genomics.

Directory of Open Access Journals (Sweden)

Aurora A Cain

Full Text Available Many important questions in biology are, fundamentally, comparative, and this extends to our analysis of a growing number of sequenced genomes. Existing genomic analysis tools are often organized around literal views of genomes as linear strings. Even when information is highly condensed, these views grow cumbersome as larger numbers of genomes are added. Data aggregation and summarization methods from the field of visual analytics can provide abstracted comparative views, suitable for sifting large multi-genome datasets to identify critical similarities and differences. We introduce a software system for visual analysis of comparative genomics data. The system automates the process of data integration, and provides the analysis platform to identify and explore features of interest within these large datasets. GenoSets borrows techniques from business intelligence and visual analytics to provide a rich interface of interactive visualizations supported by a multi-dimensional data warehouse. In GenoSets, visual analytic approaches are used to enable querying based on orthology, functional assignment, and taxonomic or user-defined groupings of genomes. GenoSets links this information together with coordinated, interactive visualizations for both detailed and high-level categorical analysis of summarized data. GenoSets has been designed to simplify the exploration of multiple genome datasets and to facilitate reasoning about genomic comparisons. Case examples are included showing the use of this system in the analysis of 12 Brucella genomes. GenoSets software and the case study dataset are freely available at http://genosets.uncc.edu. We demonstrate that the integration of genomic data using a coordinated multiple view approach can simplify the exploration of large comparative genomic data sets, and facilitate reasoning about comparisons and features of interest.

Stabilized Conservative Level Set Method with Adaptive Wavelet-based Mesh Refinement

Science.gov (United States)

Shervani-Tabar, Navid; Vasilyev, Oleg V.

2016-11-01

This paper addresses one of the main challenges of the conservative level set method, namely the ill-conditioned behavior of the normal vector away from the interface. An alternative formulation for reconstruction of the interface is proposed. Unlike the commonly used methods which rely on the unit normal vector, Stabilized Conservative Level Set (SCLS) uses a modified renormalization vector with diminishing magnitude away from the interface. With the new formulation, in the vicinity of the interface the reinitialization procedure utilizes compressive flux and diffusive terms only in the normal direction to the interface, thus, preserving the conservative level set properties, while away from the interfaces the directional diffusion mechanism automatically switches to homogeneous diffusion. The proposed formulation is robust and general. It is especially well suited for use with adaptive mesh refinement (AMR) approaches due to need for a finer resolution in the vicinity of the interface in comparison with the rest of the domain. All of the results were obtained using the Adaptive Wavelet Collocation Method, a general AMR-type method, which utilizes wavelet decomposition to adapt on steep gradients in the solution while retaining a predetermined order of accuracy.

Big Data impacts on stochastic Forecast Models: Evidence from FX time series

Directory of Open Access Journals (Sweden)

Sebastian Dietz

2013-12-01

Full Text Available With the rise of the Big Data paradigm new tasks for prediction models appeared. In addition to the volume problem of such data sets nonlinearity becomes important, as the more detailed data sets contain also more comprehensive information, e.g. about non regular seasonal or cyclical movements as well as jumps in time series. This essay compares two nonlinear methods for predicting a high frequency time series, the USD/Euro exchange rate. The first method investigated is Autoregressive Neural Network Processes (ARNN, a neural network based nonlinear extension of classical autoregressive process models from time series analysis (see Dietz 2011. Its advantage is its simple but scalable time series process model architecture, which is able to include all kinds of nonlinearities based on the universal approximation theorem of Hornik, Stinchcombe and White 1989 and the extensions of Hornik 1993. However, restrictions related to the numeric estimation procedures limit the flexibility of the model. The alternative is a Support Vector Machine Model (SVM, Vapnik 1995. The two methods compared have different approaches of error minimization (Empirical error minimization at the ARNN vs. structural error minimization at the SVM. Our new finding is, that time series data classified as “Big Data” need new methods for prediction. Estimation and prediction was performed using the statistical programming language R. Besides prediction results we will also discuss the impact of Big Data on data preparation and model validation steps. Normal 0 21 false false false DE X-NONE X-NONE /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Normale Tabelle"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-priority:99; mso-style-parent:""; mso-padding-alt:0cm 5.4pt 0cm 5.4pt; mso-para-margin:0cm; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman","serif";}

Supremum Norm Posterior Contraction and Credible Sets for Nonparametric Multivariate Regression

NARCIS (Netherlands)

Yoo, W.W.; Ghosal, S

2016-01-01

In the setting of nonparametric multivariate regression with unknown error variance, we study asymptotic properties of a Bayesian method for estimating a regression function f and its mixed partial derivatives. We use a random series of tensor product of B-splines with normal basis coefficients as a

The development of a patient-specific method for physiotherapy goal setting: a user-centered design.

Science.gov (United States)

Stevens, Anita; Köke, Albère; van der Weijden, Trudy; Beurskens, Anna

2018-08-01

To deliver client-centered care, physiotherapists need to identify the patients' individual treatment goals. However, practical tools for involving patients in goal setting are lacking. The purpose of this study was to improve the frequently used Patient-Specific Complaints instrument in Dutch physiotherapy, and to develop it into a feasible method to improve physiotherapy goal setting. An iterative user-centered design was conducted in co-creation with the physiotherapists and patients, in three phases. Their needs and preferences were identified by means of group meetings and questionnaires. The new method was tested in several field tests in physiotherapy practices. Four main objectives for improvement were formulated: clear instructions for the administration procedure, targeted use across the physiotherapy process, client-activating communication skills, and a client-centered attitude of the physiotherapist. A theoretical goal-setting framework and elements of shared decision making were integrated into the new-called, Patient-Specific Goal-setting method, together with a practical training course. The user-centered approach resulted in a goal-setting method that is fully integrated in the physiotherapy process. The new goal-setting method contributes to a more structured approach to goal setting and enables patient participation and goal-oriented physiotherapy. Before large-scale implementation, its feasibility in physiotherapy practice needs to be investigated. Implications for rehabilitation Involving patients and physiotherapists in the development and testing of a goal-setting method, increases the likelihood of its feasibility in practice. The integration of a goal-setting method into the physiotherapy process offers the opportunity to focus more fully on the patient's goals. Patients should be informed about the aim of every step of the goal-setting process in order to increase their awareness and involvement. Training physiotherapists to use a patient

New methods to minimize the preventive maintenance cost of series-parallel systems using ant colony optimization

International Nuclear Information System (INIS)

Samrout, M.; Yalaoui, F.; Cha-hat telet, E.; Chebbo, N.

2005-01-01

This article is based on a previous study made by Bris, Chatelet and Yalaoui [Bris R, Chatelet E, Yalaoui F. New method to minimise the preventive maintenance cost of series-parallel systems. Reliab Eng Syst Saf 2003;82:247-55]. They use genetic algorithm to minimize preventive maintenance cost problem for the series-parallel systems. We propose to improve their results developing a new method based on another technique, the Ant Colony Optimization (ACO). The resolution consists in determining the solution vector of system component inspection periods, T P . Those calculations were applied within the programming tool Matlab. Thus, highly interesting results and improvements of previous studies were obtained

Properties of Asymmetric Detrended Fluctuation Analysis in the time series of RR intervals

Science.gov (United States)

Piskorski, J.; Kosmider, M.; Mieszkowski, D.; Krauze, T.; Wykretowicz, A.; Guzik, P.

2018-02-01

Heart rate asymmetry is a phenomenon by which the accelerations and decelerations of heart rate behave differently, and this difference is consistent and unidirectional, i.e. in most of the analyzed recordings the inequalities have the same directions. So far, it has been established for variance and runs based types of descriptors of RR intervals time series. In this paper we apply the newly developed method of Asymmetric Detrended Fluctuation Analysis, which so far has mainly been used with economic time series, to the set of 420 stationary 30 min time series of RR intervals from young, healthy individuals aged between 20 and 40. This asymmetric approach introduces separate scaling exponents for rising and falling trends. We systematically study the presence of asymmetry in both global and local versions of this method. In this study global means "applying to the whole time series" and local means "applying to windows jumping along the recording". It is found that the correlation structure of the fluctuations left over after detrending in physiological time series shows strong asymmetric features in both magnitude, with α+ physiological data after shuffling or with a group of symmetric synthetic time series.

A Memory and Computation Efficient Sparse Level-Set Method

NARCIS (Netherlands)

Laan, Wladimir J. van der; Jalba, Andrei C.; Roerdink, Jos B.T.M.

Since its introduction, the level set method has become the favorite technique for capturing and tracking moving interfaces, and found applications in a wide variety of scientific fields. In this paper we present efficient data structures and algorithms for tracking dynamic interfaces through the

Robust fault detection of linear systems using a computationally efficient set-membership method

DEFF Research Database (Denmark)

Tabatabaeipour, Mojtaba; Bak, Thomas

2014-01-01

In this paper, a computationally efficient set-membership method for robust fault detection of linear systems is proposed. The method computes an interval outer-approximation of the output of the system that is consistent with the model, the bounds on noise and disturbance, and the past measureme...... is trivially parallelizable. The method is demonstrated for fault detection of a hydraulic pitch actuator of a wind turbine. We show the effectiveness of the proposed method by comparing our results with two zonotope-based set-membership methods....

Rapid Calculation of Spacecraft Trajectories Using Efficient Taylor Series Integration

Science.gov (United States)

Scott, James R.; Martini, Michael C.

2011-01-01

A variable-order, variable-step Taylor series integration algorithm was implemented in NASA Glenn's SNAP (Spacecraft N-body Analysis Program) code. SNAP is a high-fidelity trajectory propagation program that can propagate the trajectory of a spacecraft about virtually any body in the solar system. The Taylor series algorithm's very high order accuracy and excellent stability properties lead to large reductions in computer time relative to the code's existing 8th order Runge-Kutta scheme. Head-to-head comparison on near-Earth, lunar, Mars, and Europa missions showed that Taylor series integration is 15.8 times faster than Runge- Kutta on average, and is more accurate. These speedups were obtained for calculations involving central body, other body, thrust, and drag forces. Similar speedups have been obtained for calculations that include J2 spherical harmonic for central body gravitation. The algorithm includes a step size selection method that directly calculates the step size and never requires a repeat step. High-order Taylor series integration algorithms have been shown to provide major reductions in computer time over conventional integration methods in numerous scientific applications. The objective here was to directly implement Taylor series integration in an existing trajectory analysis code and demonstrate that large reductions in computer time (order of magnitude) could be achieved while simultaneously maintaining high accuracy. This software greatly accelerates the calculation of spacecraft trajectories. At each time level, the spacecraft position, velocity, and mass are expanded in a high-order Taylor series whose coefficients are obtained through efficient differentiation arithmetic. This makes it possible to take very large time steps at minimal cost, resulting in large savings in computer time. The Taylor series algorithm is implemented primarily through three subroutines: (1) a driver routine that automatically introduces auxiliary variables and

EPA's analytical methods for water: The next generation

International Nuclear Information System (INIS)

Hites, R.A.; Budde, W.L.

1991-01-01

By the late 1970s, it had become clear to EPA that organic compounds were polluting many of the nation's waters. By 1977, as a result of a lawsuit by several environmentally concerned plaintiffs, EPA had focused on a list of 114 'priority' organic pollutants. Its long-term goal was the regulation of specific compounds that were found to pose significant environmental problems, a daunting task. Tens of thousands of samples needed to be measured by hundreds of different laboratories. Clearly, there were concerns about the comparability of data among laboratories. The result was a series of laboratory-based analytical 'methods.' These EPA methods are detailed, step-by-step directions (recipes) that describe everything the analyst needs to know to complete a satisfactory analysis. During the 1970s the first set of methods was developed; this was the '600 series' for the analysis of organic compounds in wastewater. In 1979 and the 1980s, a set of '500 series' methods, focusing on drinking water, was developed. By now, many of the 500 and 600 series methods are in widespread use, and it is clear that there are considerably overlaps among the methods in terms of both procedures and analytes. Indiana University was asked by EPA to consider the question, 'Is it possible to revise or eliminate some of the 500 and 600 series methods and effect a savings of time and money?' This and related questions were studied and recommendations were developed

Classroom Issues with Series Tests

Science.gov (United States)

Sadek, Jawad; Euler, Russell

2005-01-01

We find infinite series in calculus to be one of the most confusing topics our students encounter. In this note, we look at some issues that our students find difficult or ambiguous involving the Ratio Test, the Root Test, and also the Alternating Series Test. We offer some suggestions and some examples, which could be a supplement to the set of…

Layered Ensemble Architecture for Time Series Forecasting.

Science.gov (United States)

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

2016-01-01

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

Comparative numerical solutions of stiff Ordinary differential equations using magnus series expansion method

Directory of Open Access Journals (Sweden)

SURE KÖME

2014-12-01

Full Text Available In this paper, we investigated the effect of Magnus Series Expansion Method on homogeneous stiff ordinary differential equations with different stiffness ratios. A Magnus type integrator is used to obtain numerical solutions of two different examples of stiff problems and exact and approximate results are tabulated. Furthermore, absolute error graphics are demonstrated in detail.

Self-organising mixture autoregressive model for non-stationary time series modelling.

Science.gov (United States)

Ni, He; Yin, Hujun

2008-12-01

Modelling non-stationary time series has been a difficult task for both parametric and nonparametric methods. One promising solution is to combine the flexibility of nonparametric models with the simplicity of parametric models. In this paper, the self-organising mixture autoregressive (SOMAR) network is adopted as a such mixture model. It breaks time series into underlying segments and at the same time fits local linear regressive models to the clusters of segments. In such a way, a global non-stationary time series is represented by a dynamic set of local linear regressive models. Neural gas is used for a more flexible structure of the mixture model. Furthermore, a new similarity measure has been introduced in the self-organising network to better quantify the similarity of time series segments. The network can be used naturally in modelling and forecasting non-stationary time series. Experiments on artificial, benchmark time series (e.g. Mackey-Glass) and real-world data (e.g. numbers of sunspots and Forex rates) are presented and the results show that the proposed SOMAR network is effective and superior to other similar approaches.

Estimation of coefficients of multivariable power series approximating magnetic nonlinearity of AC machines*

Directory of Open Access Journals (Sweden)

Sobczyk Tadeusz J.

2015-09-01

Full Text Available Energy based approach was used in the study to formulate a set of functions approximating the magnetic flux linkages versus independent currents. The simplest power series that approximates field co-energy and linked fluxes for a two winding core of an induction machine are described by a set of common unknown coefficients. The authors tested three algorithms for the coefficient estimation using Weighted Least-Squared Method for two different positions of the coils. The comparison of the approximation accuracy was accomplished in the specified area of the currents. All proposed algorithms of the coefficient estimation have been found to be effective. The algorithm based solely on the magnetic field co-energy values is significantly simpler than the method based on the magnetic flux linkages estimation concept. The algorithm based on the field co-energy and linked fluxes seems to be the most suitable for determining simultaneously the coefficients of power series approximating linked fluxes and field co-energy.

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.

On sets of convergence and divergence of multiple orthogonal series

International Nuclear Information System (INIS)

D'yachenko, M I; Kazaryan, K S

2002-01-01

Multiple Fourier series with respect to uniformly bounded orthonormal systems (ONSs) are studied. The following results are obtained. Theorem 1. Let Φ={φ n (x)} n=1 ∞ be a complete orthonormal system on [0,1] that is uniformly bounded by M on this interval, assume that m≥2, and let Φ(m)={φ n (x)} nelement ofN m , where φ n (n)=φ n 1 (x 1 )...φ n m (x m ). Then there exists a function f(x) element of L([0,1] m ) cubically diverges on some measurable subset H of [0,1] m with μ m (H)≥1-(1-1/M 2 ) m . Theorem 3. For M>1 and an integer m≥2 let E be an arbitrary measurable subset of [0,1] such that μ(E)=1-1/M 2 . Then there exists a complete orthonormal system Φ on [0,1] uniformly bounded by M there such that the multiple Fourier series of each function f(x) element of L([0,1] m ) with respect to the product system Φ(m) cubically converges to f(x) a.e. on E m . Definitive results in this direction are established also for incomplete uniformly bounded ONSs

Series expansions without diagrams

International Nuclear Information System (INIS)

Bhanot, G.; Creutz, M.; Horvath, I.; Lacki, J.; Weckel, J.

1994-01-01

We discuss the use of recursive enumeration schemes to obtain low- and high-temperature series expansions for discrete statistical systems. Using linear combinations of generalized helical lattices, the method is competitive with diagrammatic approaches and is easily generalizable. We illustrate the approach using Ising and Potts models. We present low-temperature series results in up to five dimensions and high-temperature series in three dimensions. The method is general and can be applied to any discrete model

Level Set Projection Method for Incompressible Navier-Stokes on Arbitrary Boundaries

KAUST Repository

Williams-Rioux, Bertrand

2012-01-12

Second order level set projection method for incompressible Navier-Stokes equations is proposed to solve flow around arbitrary geometries. We used rectilinear grid with collocated cell centered velocity and pressure. An explicit Godunov procedure is used to address the nonlinear advection terms, and an implicit Crank-Nicholson method to update viscous effects. An approximate pressure projection is implemented at the end of the time stepping using multigrid as a conventional fast iterative method. The level set method developed by Osher and Sethian [17] is implemented to address real momentum and pressure boundary conditions by the advection of a distance function, as proposed by Aslam [3]. Numerical results for the Strouhal number and drag coefficients validated the model with good accuracy for flow over a cylinder in the parallel shedding regime (47 < Re < 180). Simulations for an array of cylinders and an oscillating cylinder were performed, with the latter demonstrating our methods ability to handle dynamic boundary conditions.

A Time-Series Water Level Forecasting Model Based on Imputation and Variable Selection Method

Directory of Open Access Journals (Sweden)

Jun-He Yang

2017-01-01

Full Text Available Reservoirs are important for households and impact the national economy. This paper proposed a time-series forecasting model based on estimating a missing value followed by variable selection to forecast the reservoir’s water level. This study collected data from the Taiwan Shimen Reservoir as well as daily atmospheric data from 2008 to 2015. The two datasets are concatenated into an integrated dataset based on ordering of the data as a research dataset. The proposed time-series forecasting model summarily has three foci. First, this study uses five imputation methods to directly delete the missing value. Second, we identified the key variable via factor analysis and then deleted the unimportant variables sequentially via the variable selection method. Finally, the proposed model uses a Random Forest to build the forecasting model of the reservoir’s water level. This was done to compare with the listing method under the forecasting error. These experimental results indicate that the Random Forest forecasting model when applied to variable selection with full variables has better forecasting performance than the listing model. In addition, this experiment shows that the proposed variable selection can help determine five forecast methods used here to improve the forecasting capability.

River catchment rainfall series analysis using additive Holt-Winters method

Science.gov (United States)

Puah, Yan Jun; Huang, Yuk Feng; Chua, Kuan Chin; Lee, Teang Shui

2016-03-01

Climate change is receiving more attention from researchers as the frequency of occurrence of severe natural disasters is getting higher. Tropical countries like Malaysia have no distinct four seasons; rainfall has become the popular parameter to assess climate change. Conventional ways that determine rainfall trends can only provide a general result in single direction for the whole study period. In this study, rainfall series were modelled using additive Holt-Winters method to examine the rainfall pattern in Langat River Basin, Malaysia. Nine homogeneous series of more than 25 years data and less than 10% missing data were selected. Goodness of fit of the forecasted models was measured. It was found that seasonal rainfall model forecasts are generally better than the monthly rainfall model forecasts. Three stations in the western region exhibited increasing trend. Rainfall in southern region showed fluctuation. Increasing trends were discovered at stations in the south-eastern region except the seasonal analysis at station 45253. Decreasing trend was found at station 2818110 in the east, while increasing trend was shown at station 44320 that represents the north-eastern region. The accuracies of both rainfall model forecasts were tested using the recorded data of years 2010-2012. Most of the forecasts are acceptable.

Acute ischaemic stroke prediction from physiological time series patterns

Directory of Open Access Journals (Sweden)

Qing Zhang,

2013-05-01

Full Text Available BackgroundStroke is one of the major diseases with human mortality. Recent clinical research has indicated that early changes in common physiological variables represent a potential therapeutic target, thus the manipulation of these variables may eventually yield an effective way to optimise stroke recovery.AimsWe examined correlations between physiological parameters of patients during the first 48 hours after a stroke, and their stroke outcomes after 3 months. We wanted to discover physiological determinants that could be used to improve health outcomes by supporting the medical decisions that need to be made early on a patient’s stroke experience.Method We applied regression-based machine learning techniques to build a prediction algorithm that can forecast 3-month outcomes from initial physiological time series data during the first 48 hours after stroke. In our method, not only did we use statistical characteristics as traditional prediction features, but also we adopted trend patterns of time series data as new key features.ResultsWe tested our prediction method on a real physiological data set of stroke patients. The experiment results revealed an average high precision rate: 90%. We also tested prediction methods only considering statistical characteristics of physiological data, and concluded an average precision rate: 71%.ConclusionWe demonstrated that using trend pattern features in prediction methods improved the accuracy of stroke outcome prediction. Therefore, trend patterns of physiological time series data have an important role in the early treatment of patients with acute ischaemic stroke.

Two Surface-Tension Formulations For The Level Set Interface-Tracking Method

International Nuclear Information System (INIS)

Shepel, S.V.; Smith, B.L.

2005-01-01

The paper describes a comparative study of two surface-tension models for the Level Set interface tracking method. In both models, the surface tension is represented as a body force, concentrated near the interface, but the technical implementation of the two options is different. The first is based on a traditional Level Set approach, in which the surface tension is distributed over a narrow band around the interface using a smoothed Delta function. In the second model, which is based on the integral form of the fluid-flow equations, the force is imposed only in those computational cells through which the interface passes. Both models have been incorporated into the Finite-Element/Finite-Volume Level Set method, previously implemented into the commercial Computational Fluid Dynamics (CFD) code CFX-4. A critical evaluation of the two models, undertaken in the context of four standard Level Set benchmark problems, shows that the first model, based on the smoothed Delta function approach, is the more general, and more robust, of the two. (author)

Comparison of Eight Techniques for Reconstructing Multi-Satellite Sensor Time-Series NDVI Data Sets in the Heihe River Basin, China

Directory of Open Access Journals (Sweden)

Liying Geng

2014-03-01

Full Text Available More than 20 techniques have been developed to de-noise time-series vegetation index data from different satellite sensors to reconstruct long time-series data sets. Although many studies have compared Normalized Difference Vegetation Index (NDVI noise-reduction techniques, few studies have compared these techniques systematically and comprehensively. This study tested eight techniques for smoothing different vegetation types using different types of multi-temporal NDVI data (Advanced Very High Resolution Radiometer (AVHRR (Global Inventory Modeling and Map Studies (GIMMS and Pathfinder AVHRR Land (PAL, Satellite Pour l’ Observation de la Terre (SPOT VEGETATION (VGT, and Moderate Resolution Imaging Spectroradiometer (MODIS (Terra with the ultimate purpose of determining the best reconstruction technique for each type of vegetation captured with four satellite sensors. These techniques include the modified best index slope extraction (M-BISE technique, the Savitzky-Golay (S-G technique, the mean value iteration filter (MVI technique, the asymmetric Gaussian (A-G technique, the double logistic (D-L technique, the changing-weight filter (CW technique, the interpolation for data reconstruction (IDR technique, and the Whittaker smoother (WS technique. These techniques were evaluated by calculating the root mean square error (RMSE, the Akaike Information Criterion (AIC, and the Bayesian Information Criterion (BIC. The results indicate that the S-G, CW, and WS techniques perform better than the other tested techniques, while the IDR, M-BISE, and MVI techniques performed worse than the other techniques. The best de-noise technique varies with different vegetation types and NDVI data sources. The S-G performs best in most situations. In addition, the CW and WS are effective techniques that were exceeded only by the S-G technique. The assessment results are consistent in terms of the three evaluation indexes for GIMMS, PAL, and SPOT data in the study

High-resolution electron spectroscopy of the 1s23lnl' Be-like series in oxygen and neon. Test of theoretical data: I. Experimental method and theoretical background

International Nuclear Information System (INIS)

Bordenave-Montesquieu, A; Moretto-Capelle, P; Bordenave-Montesquieu, D

2003-01-01

A complete and accurate experimental test of theoretical spectroscopic data sets (state positions, lifetimes) available for the n = 3-5 terms of the 1s 2 3lnl' Rydberg series of oxygen and neon ions is presented in a series of two papers. This result was achieved by fitting our high resolution electron spectra with post-collisional lineshapes calculated with the help of these spectroscopic data. In this paper the method which has been developed for this fitting procedure is explained. In addition, as a first test, a comparison of all the available calculated spectroscopic data is presented and discussed. Strong deviations of transition energies and decay lifetimes are observed in many cases. Best data are selected in the following companion paper through a quantitative comparison with our experimental electron spectra

A Two-Dimensional Solar Tracking Stationary Guidance Method Based on Feature-Based Time Series

Directory of Open Access Journals (Sweden)

Keke Zhang

2018-01-01

Full Text Available The amount of satellite energy acquired has a direct impact on operational capacities of the satellite. As for practical high functional density microsatellites, solar tracking guidance design of solar panels plays an extremely important role. Targeted at stationary tracking problems incurred in a new system that utilizes panels mounted in the two-dimensional turntable to acquire energies to the greatest extent, a two-dimensional solar tracking stationary guidance method based on feature-based time series was proposed under the constraint of limited satellite attitude coupling control capability. By analyzing solar vector variation characteristics within an orbit period and solar vector changes within the whole life cycle, such a method could be adopted to establish a two-dimensional solar tracking guidance model based on the feature-based time series to realize automatic switching of feature-based time series and stationary guidance under the circumstance of different β angles and the maximum angular velocity control, which was applicable to near-earth orbits of all orbital inclination. It was employed to design a two-dimensional solar tracking stationary guidance system, and a mathematical simulation for guidance performance was carried out in diverse conditions under the background of in-orbit application. The simulation results show that the solar tracking accuracy of two-dimensional stationary guidance reaches 10∘ and below under the integrated constraints, which meet engineering application requirements.

Detecting method for crude oil price fluctuation mechanism under different periodic time series

International Nuclear Information System (INIS)

Gao, Xiangyun; Fang, Wei; An, Feng; Wang, Yue

2017-01-01

Highlights: • We proposed the concept of autoregressive modes to indicate the fluctuation patterns. • We constructed transmission networks for studying the fluctuation mechanism. • There are different fluctuation mechanism under different periodic time series. • Only a few types of autoregressive modes control the fluctuations in crude oil price. • There are cluster effects during the fluctuation mechanism of autoregressive modes. - Abstract: Current existing literatures can characterize the long-term fluctuation of crude oil price time series, however, it is difficult to detect the fluctuation mechanism specifically under short term. Because each fluctuation pattern for one short period contained in a long-term crude oil price time series have dynamic characteristics of diversity; in other words, there exhibit various fluctuation patterns in different short periods and transmit to each other, which reflects the reputedly complicate and chaotic oil market. Thus, we proposed an incorporated method to detect the fluctuation mechanism, which is the evolution of the different fluctuation patterns over time from the complex network perspective. We divided crude oil price time series into segments using sliding time windows, and defined autoregressive modes based on regression models to indicate the fluctuation patterns of each segment. Hence, the transmissions between different types of autoregressive modes over time form a transmission network that contains rich dynamic information. We then capture transmission characteristics of autoregressive modes under different periodic time series through the structure features of the transmission networks. The results indicate that there are various autoregressive modes with significantly different statistical characteristics under different periodic time series. However, only a few types of autoregressive modes and transmission patterns play a major role in the fluctuation mechanism of the crude oil price, and these

A level set method for cupping artifact correction in cone-beam CT

International Nuclear Information System (INIS)

Xie, Shipeng; Li, Haibo; Ge, Qi; Li, Chunming

2015-01-01

Purpose: To reduce cupping artifacts and improve the contrast-to-noise ratio in cone-beam computed tomography (CBCT). Methods: A level set method is proposed to reduce cupping artifacts in the reconstructed image of CBCT. The authors derive a local intensity clustering property of the CBCT image and define a local clustering criterion function of the image intensities in a neighborhood of each point. This criterion function defines an energy in terms of the level set functions, which represent a segmentation result and the cupping artifacts. The cupping artifacts are estimated as a result of minimizing this energy. Results: The cupping artifacts in CBCT are reduced by an average of 90%. The results indicate that the level set-based algorithm is practical and effective for reducing the cupping artifacts and preserving the quality of the reconstructed image. Conclusions: The proposed method focuses on the reconstructed image without requiring any additional physical equipment, is easily implemented, and provides cupping correction through a single-scan acquisition. The experimental results demonstrate that the proposed method successfully reduces the cupping artifacts

Optimisation-Based Solution Methods for Set Partitioning Models

DEFF Research Database (Denmark)

Rasmussen, Matias Sevel

The scheduling of crew, i.e. the construction of work schedules for crew members, is often not a trivial task, but a complex puzzle. The task is complicated by rules, restrictions, and preferences. Therefore, manual solutions as well as solutions from standard software packages are not always su......_cient with respect to solution quality and solution time. Enhancement of the overall solution quality as well as the solution time can be of vital importance to many organisations. The _elds of operations research and mathematical optimisation deal with mathematical modelling of di_cult scheduling problems (among...... other topics). The _elds also deal with the development of sophisticated solution methods for these mathematical models. This thesis describes the set partitioning model which has been widely used for modelling crew scheduling problems. Integer properties for the set partitioning model are shown...

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

Level set methods for detonation shock dynamics using high-order finite elements

Energy Technology Data Exchange (ETDEWEB)

Dobrev, V. A. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Grogan, F. C. [Univ. of California, San Diego, CA (United States); Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Kolev, T. V. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Rieben, R [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Tomov, V. Z. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)

2017-05-26

Level set methods are a popular approach to modeling evolving interfaces. We present a level set ad- vection solver in two and three dimensions using the discontinuous Galerkin method with high-order nite elements. During evolution, the level set function is reinitialized to a signed distance function to maintain ac- curacy. Our approach leads to stable front propagation and convergence on high-order, curved, unstructured meshes. The ability of the solver to implicitly track moving fronts lends itself to a number of applications; in particular, we highlight applications to high-explosive (HE) burn and detonation shock dynamics (DSD). We provide results for two- and three-dimensional benchmark problems as well as applications to DSD.

Integrating external biological knowledge in the construction of regulatory networks from time-series expression data

Directory of Open Access Journals (Sweden)

Lo Kenneth

2012-08-01

Full Text Available Abstract Background Inference about regulatory networks from high-throughput genomics data is of great interest in systems biology. We present a Bayesian approach to infer gene regulatory networks from time series expression data by integrating various types of biological knowledge. Results We formulate network construction as a series of variable selection problems and use linear regression to model the data. Our method summarizes additional data sources with an informative prior probability distribution over candidate regression models. We extend the Bayesian model averaging (BMA variable selection method to select regulators in the regression framework. We summarize the external biological knowledge by an informative prior probability distribution over the candidate regression models. Conclusions We demonstrate our method on simulated data and a set of time-series microarray experiments measuring the effect of a drug perturbation on gene expression levels, and show that it outperforms leading regression-based methods in the literature.

A deep level set method for image segmentation

OpenAIRE

Tang, Min; Valipour, Sepehr; Zhang, Zichen Vincent; Cobzas, Dana; MartinJagersand

2017-01-01

This paper proposes a novel image segmentation approachthat integrates fully convolutional networks (FCNs) with a level setmodel. Compared with a FCN, the integrated method can incorporatesmoothing and prior information to achieve an accurate segmentation.Furthermore, different than using the level set model as a post-processingtool, we integrate it into the training phase to fine-tune the FCN. Thisallows the use of unlabeled data during training in a semi-supervisedsetting. Using two types o...

Visualization of time series statistical data by shape analysis (GDP ratio changes among Asia countries)

Science.gov (United States)

Shirota, Yukari; Hashimoto, Takako; Fitri Sari, Riri

2018-03-01

It has been very significant to visualize time series big data. In the paper we shall discuss a new analysis method called “statistical shape analysis” or “geometry driven statistics” on time series statistical data in economics. In the paper, we analyse the agriculture, value added and industry, value added (percentage of GDP) changes from 2000 to 2010 in Asia. We handle the data as a set of landmarks on a two-dimensional image to see the deformation using the principal components. The point of the analysis method is the principal components of the given formation which are eigenvectors of its bending energy matrix. The local deformation can be expressed as the set of non-Affine transformations. The transformations give us information about the local differences between in 2000 and in 2010. Because the non-Affine transformation can be decomposed into a set of partial warps, we present the partial warps visually. The statistical shape analysis is widely used in biology but, in economics, no application can be found. In the paper, we investigate its potential to analyse the economic data.

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…

Neutron fluence-to-dose equivalent conversion factors: a comparison of data sets and interpolation methods

International Nuclear Information System (INIS)

Sims, C.S.; Killough, G.G.

1983-01-01

Various segments of the health physics community advocate the use of different sets of neutron fluence-to-dose equivalent conversion factors as a function of energy and different methods of interpolation between discrete points in those data sets. The major data sets and interpolation methods are used to calculate the spectrum average fluence-to-dose equivalent conversion factors for five spectra associated with the various shielded conditions of the Health Physics Research Reactor. The results obtained by use of the different data sets and interpolation methods are compared and discussed. (author)

Advanced methods for modeling water-levels and estimating drawdowns with SeriesSEE, an Excel add-in

Science.gov (United States)

Halford, Keith; Garcia, C. Amanda; Fenelon, Joe; Mirus, Benjamin B.

2012-12-21

Water-level modeling is used for multiple-well aquifer tests to reliably differentiate pumping responses from natural water-level changes in wells, or “environmental fluctuations.” Synthetic water levels are created during water-level modeling and represent the summation of multiple component fluctuations, including those caused by environmental forcing and pumping. Pumping signals are modeled by transforming step-wise pumping records into water-level changes by using superimposed Theis functions. Water-levels can be modeled robustly with this Theis-transform approach because environmental fluctuations and pumping signals are simulated simultaneously. Water-level modeling with Theis transforms has been implemented in the program SeriesSEE, which is a Microsoft® Excel add-in. Moving average, Theis, pneumatic-lag, and gamma functions transform time series of measured values into water-level model components in SeriesSEE. Earth tides and step transforms are additional computed water-level model components. Water-level models are calibrated by minimizing a sum-of-squares objective function where singular value decomposition and Tikhonov regularization stabilize results. Drawdown estimates from a water-level model are the summation of all Theis transforms minus residual differences between synthetic and measured water levels. The accuracy of drawdown estimates is limited primarily by noise in the data sets, not the Theis-transform approach. Drawdowns much smaller than environmental fluctuations have been detected across major fault structures, at distances of more than 1 mile from the pumping well, and with limited pre-pumping and recovery data at sites across the United States. In addition to water-level modeling, utilities exist in SeriesSEE for viewing, cleaning, manipulating, and analyzing time-series data.

A working-set framework for sequential convex approximation methods

DEFF Research Database (Denmark)

Stolpe, Mathias

2008-01-01

We present an active-set algorithmic framework intended as an extension to existing implementations of sequential convex approximation methods for solving nonlinear inequality constrained programs. The framework is independent of the choice of approximations and the stabilization technique used...... to guarantee global convergence of the method. The algorithm works directly on the nonlinear constraints in the convex sub-problems and solves a sequence of relaxations of the current sub-problem. The algorithm terminates with the optimal solution to the sub-problem after solving a finite number of relaxations....

Benchmarking Data Sets for the Evaluation of Virtual Ligand Screening Methods: Review and Perspectives.

Science.gov (United States)

Lagarde, Nathalie; Zagury, Jean-François; Montes, Matthieu

2015-07-27

Virtual screening methods are commonly used nowadays in drug discovery processes. However, to ensure their reliability, they have to be carefully evaluated. The evaluation of these methods is often realized in a retrospective way, notably by studying the enrichment of benchmarking data sets. To this purpose, numerous benchmarking data sets were developed over the years, and the resulting improvements led to the availability of high quality benchmarking data sets. However, some points still have to be considered in the selection of the active compounds, decoys, and protein structures to obtain optimal benchmarking data sets.

THE EFFECT OF DECOMPOSITION METHOD AS DATA PREPROCESSING ON NEURAL NETWORKS MODEL FOR FORECASTING TREND AND SEASONAL TIME SERIES

Directory of Open Access Journals (Sweden)

Subanar Subanar

2006-01-01

Full Text Available Recently, one of the central topics for the neural networks (NN community is the issue of data preprocessing on the use of NN. In this paper, we will investigate this topic particularly on the effect of Decomposition method as data processing and the use of NN for modeling effectively time series with both trend and seasonal patterns. Limited empirical studies on seasonal time series forecasting with neural networks show that some find neural networks are able to model seasonality directly and prior deseasonalization is not necessary, and others conclude just the opposite. In this research, we study particularly on the effectiveness of data preprocessing, including detrending and deseasonalization by applying Decomposition method on NN modeling and forecasting performance. We use two kinds of data, simulation and real data. Simulation data are examined on multiplicative of trend and seasonality patterns. The results are compared to those obtained from the classical time series model. Our result shows that a combination of detrending and deseasonalization by applying Decomposition method is the effective data preprocessing on the use of NN for forecasting trend and seasonal time series.

Use of simulated data sets to evaluate the fidelity of Metagenomicprocessing methods

Energy Technology Data Exchange (ETDEWEB)

Mavromatis, Konstantinos; Ivanova, Natalia; Barry, Kerri; Shapiro, Harris; Goltsman, Eugene; McHardy, Alice C.; Rigoutsos, Isidore; Salamov, Asaf; Korzeniewski, Frank; Land, Miriam; Lapidus, Alla; Grigoriev, Igor; Richardson, Paul; Hugenholtz, Philip; Kyrpides, Nikos C.

2006-12-01

Metagenomics is a rapidly emerging field of research for studying microbial communities. To evaluate methods presently used to process metagenomic sequences, we constructed three simulated data sets of varying complexity by combining sequencing reads randomly selected from 113 isolate genomes. These data sets were designed to model real metagenomes in terms of complexity and phylogenetic composition. We assembled sampled reads using three commonly used genome assemblers (Phrap, Arachne and JAZZ), and predicted genes using two popular gene finding pipelines (fgenesb and CRITICA/GLIMMER). The phylogenetic origins of the assembled contigs were predicted using one sequence similarity--based (blast hit distribution) and two sequence composition--based (PhyloPythia, oligonucleotide frequencies) binning methods. We explored the effects of the simulated community structure and method combinations on the fidelity of each processing step by comparison to the corresponding isolate genomes. The simulated data sets are available online to facilitate standardized benchmarking of tools for metagenomic analysis.

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.

International Work-Conference on Time Series

CERN Document Server

Pomares, Héctor; Valenzuela, Olga

2017-01-01

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

Basis set approach in the constrained interpolation profile method

International Nuclear Information System (INIS)

Utsumi, T.; Koga, J.; Yabe, T.; Ogata, Y.; Matsunaga, E.; Aoki, T.; Sekine, M.

2003-07-01

We propose a simple polynomial basis-set that is easily extendable to any desired higher-order accuracy. This method is based on the Constrained Interpolation Profile (CIP) method and the profile is chosen so that the subgrid scale solution approaches the real solution by the constraints from the spatial derivative of the original equation. Thus the solution even on the subgrid scale becomes consistent with the master equation. By increasing the order of the polynomial, this solution quickly converges. 3rd and 5th order polynomials are tested on the one-dimensional Schroedinger equation and are proved to give solutions a few orders of magnitude higher in accuracy than conventional methods for lower-lying eigenstates. (author)

A Mapmark method of standard setting as implemented for the National Assessment Governing Board.

Science.gov (United States)

Schulz, E Matthew; Mitzel, Howard C

2011-01-01

This article describes a Mapmark standard setting procedure, developed under contract with the National Assessment Governing Board (NAGB). The procedure enhances the bookmark method with spatially representative item maps, holistic feedback, and an emphasis on independent judgment. A rationale for these enhancements, and the bookmark method, is presented, followed by a detailed description of the materials and procedures used in a meeting to set standards for the 2005 National Assessment of Educational Progress (NAEP) in Grade 12 mathematics. The use of difficulty-ordered content domains to provide holistic feedback is a particularly novel feature of the method. Process evaluation results comparing Mapmark to Anghoff-based methods previously used for NAEP standard setting are also presented.

Modified Taylor series method for solving nonlinear differential equations with mixed boundary conditions defined on finite intervals.

Science.gov (United States)

Vazquez-Leal, Hector; Benhammouda, Brahim; Filobello-Nino, Uriel Antonio; Sarmiento-Reyes, Arturo; Jimenez-Fernandez, Victor Manuel; Marin-Hernandez, Antonio; Herrera-May, Agustin Leobardo; Diaz-Sanchez, Alejandro; Huerta-Chua, Jesus

2014-01-01

In this article, we propose the application of a modified Taylor series method (MTSM) for the approximation of nonlinear problems described on finite intervals. The issue of Taylor series method with mixed boundary conditions is circumvented using shooting constants and extra derivatives of the problem. In order to show the benefits of this proposal, three different kinds of problems are solved: three-point boundary valued problem (BVP) of third-order with a hyperbolic sine nonlinearity, two-point BVP for a second-order nonlinear differential equation with an exponential nonlinearity, and a two-point BVP for a third-order nonlinear differential equation with a radical nonlinearity. The result shows that the MTSM method is capable to generate easily computable and highly accurate approximations for nonlinear equations. 34L30.

Accuracy and Sensitivity of a Method of Jump Detection, Evaluated by Simulated Time Series

Czech Academy of Sciences Publication Activity Database

Chapanov, Y.; Ron, Cyril; Vondrák, Jan

2017-01-01

Roč. 14, č. 1 (2017), s. 73-82 ISSN 1214-9705 R&D Projects: GA ČR GA13-15943S Institutional support: RVO:67985815 Keywords : time series * data jump detection * high-sensitive method Subject RIV: DE - Earth Magnetism, Geodesy, Geography OBOR OECD: Physical geography Impact factor: 0.699, year: 2016

Time-Course Gene Set Analysis for Longitudinal Gene Expression Data.

Directory of Open Access Journals (Sweden)

Boris P Hejblum

2015-06-01

Full Text Available Gene set analysis methods, which consider predefined groups of genes in the analysis of genomic data, have been successfully applied for analyzing gene expression data in cross-sectional studies. The time-course gene set analysis (TcGSA introduced here is an extension of gene set analysis to longitudinal data. The proposed method relies on random effects modeling with maximum likelihood estimates. It allows to use all available repeated measurements while dealing with unbalanced data due to missing at random (MAR measurements. TcGSA is a hypothesis driven method that identifies a priori defined gene sets with significant expression variations over time, taking into account the potential heterogeneity of expression within gene sets. When biological conditions are compared, the method indicates if the time patterns of gene sets significantly differ according to these conditions. The interest of the method is illustrated by its application to two real life datasets: an HIV therapeutic vaccine trial (DALIA-1 trial, and data from a recent study on influenza and pneumococcal vaccines. In the DALIA-1 trial TcGSA revealed a significant change in gene expression over time within 69 gene sets during vaccination, while a standard univariate individual gene analysis corrected for multiple testing as well as a standard a Gene Set Enrichment Analysis (GSEA for time series both failed to detect any significant pattern change over time. When applied to the second illustrative data set, TcGSA allowed the identification of 4 gene sets finally found to be linked with the influenza vaccine too although they were found to be associated to the pneumococcal vaccine only in previous analyses. In our simulation study TcGSA exhibits good statistical properties, and an increased power compared to other approaches for analyzing time-course expression patterns of gene sets. The method is made available for the community through an R package.

Online monitoring of oil film using electrical capacitance tomography and level set method

International Nuclear Information System (INIS)

Xue, Q.; Ma, M.; Sun, B. Y.; Cui, Z. Q.; Wang, H. X.

2015-01-01

In the application of oil-air lubrication system, electrical capacitance tomography (ECT) provides a promising way for monitoring oil film in the pipelines by reconstructing cross sectional oil distributions in real time. While in the case of small diameter pipe and thin oil film, the thickness of the oil film is hard to be observed visually since the interface of oil and air is not obvious in the reconstructed images. And the existence of artifacts in the reconstructions has seriously influenced the effectiveness of image segmentation techniques such as level set method. Besides, level set method is also unavailable for online monitoring due to its low computation speed. To address these problems, a modified level set method is developed: a distance regularized level set evolution formulation is extended to image two-phase flow online using an ECT system, a narrowband image filter is defined to eliminate the influence of artifacts, and considering the continuity of the oil distribution variation, the detected oil-air interface of a former image can be used as the initial contour for the detection of the subsequent frame; thus, the propagation from the initial contour to the boundary can be greatly accelerated, making it possible for real time tracking. To testify the feasibility of the proposed method, an oil-air lubrication facility with 4 mm inner diameter pipe is measured in normal operation using an 8-electrode ECT system. Both simulation and experiment results indicate that the modified level set method is capable of visualizing the oil-air interface accurately online

Forecasting with quantitative methods the impact of special events in time series

OpenAIRE

Nikolopoulos, Konstantinos

2010-01-01

Abstract Quantitative methods are very successful for producing baseline forecasts of time series; however these models fail to forecast neither the timing nor the impact of special events such as promotions or strikes. In most of the cases the timing of such events is not known so they are usually referred as shocks (economics) or special events (forecasting). Sometimes the timing of such events is known a priori (i.e. a future promotion); but even then the impact of the forthcom...

A voltage control method for an active capacitive DC-link module with series-connected circuit

DEFF Research Database (Denmark)

Wang, Haoran; Wang, Huai; Blaabjerg, Frede

2017-01-01

Many efforts have been made to improve the performance of power electronic systems with active capacitive DC-link module in terms of power density as well as reliability. One of the attractive solution is an active capacitive DC-link with the series-connected circuit because of handling small......-rated power. However, in the existing control method of this circuit, the DC-link current of the backward-stage or forward-stage need to be sensed for extracting the ripple components, which limits the flexibility of the active DC-link module. Thus, in this paper, a voltage control method of an active...... capacitive DC-link module is proposed. Current sensor at the DC-link will be cancel from the circuit. The controller of the series-connected circuit requires internal voltage signals of the DC-link module only, making it possible to be fully independent without any additional connection to the main circuit...

Landscape democracy, three sets of values, and the connoisseur method

DEFF Research Database (Denmark)

Arler, Finn; Mellqvist, Helena

2015-01-01

for argument. It examines various methods that have been used to try to make landscape decisions more democratic. In the last part of the paper the connoisseur method is introduced. This method emphasises stakeholder participation in deliberative processes with a particular focus on place-based knowledge......The European Landscape Convention has brought up the question of democracy in relation to landscape transformation, but without a clear definition of democracy. This paper conceptualises democracy in relation to three main sets of values related to self-determination, co-determination and respect...

Image reconstruction method for electrical capacitance tomography based on the combined series and parallel normalization model

International Nuclear Information System (INIS)

Dong, Xiangyuan; Guo, Shuqing

2008-01-01

In this paper, a novel image reconstruction method for electrical capacitance tomography (ECT) based on the combined series and parallel model is presented. A regularization technique is used to obtain a stabilized solution of the inverse problem. Also, the adaptive coefficient of the combined model is deduced by numerical optimization. Simulation results indicate that it can produce higher quality images when compared to the algorithm based on the parallel or series models for the cases tested in this paper. It provides a new algorithm for ECT application

Sumudu transform series expansion method for solving the local fractional Laplace equation in fractal thermal problems

Directory of Open Access Journals (Sweden)

Guo Zheng-Hong

2016-01-01

Full Text Available In this article, the Sumudu transform series expansion method is used to handle the local fractional Laplace equation arising in the steady fractal heat-transfer problem via local fractional calculus.

Visibility Graph Based Time Series Analysis.

Science.gov (United States)

Stephen, Mutua; Gu, Changgui; Yang, Huijie

2015-01-01

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

Visibility Graph Based Time Series Analysis.

Directory of Open Access Journals (Sweden)

Mutua Stephen

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

A level-set method for two-phase flows with soluble surfactant

Science.gov (United States)

Xu, Jian-Jun; Shi, Weidong; Lai, Ming-Chih

2018-01-01

A level-set method is presented for solving two-phase flows with soluble surfactant. The Navier-Stokes equations are solved along with the bulk surfactant and the interfacial surfactant equations. In particular, the convection-diffusion equation for the bulk surfactant on the irregular moving domain is solved by using a level-set based diffusive-domain method. A conservation law for the total surfactant mass is derived, and a re-scaling procedure for the surfactant concentrations is proposed to compensate for the surfactant mass loss due to numerical diffusion. The whole numerical algorithm is easy for implementation. Several numerical simulations in 2D and 3D show the effects of surfactant solubility on drop dynamics under shear flow.

Time-series prediction and applications a machine intelligence approach

CERN Document Server

Konar, Amit

2017-01-01

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

Solutions of diffusion equations in two-dimensional cylindrical geometry by series expansions

International Nuclear Information System (INIS)

Ohtani, Nobuo

1976-01-01

A solution of the multi-group multi-regional diffusion equation in two-dimensional cylindrical (rho-z) geometry is obtained in the form of a regionwise double series composed of Bessel and trigonometrical functions. The diffusion equation is multiplied by weighting functions, which satisfy the homogeneous part of the diffusion equation, and the products are integrated over the region for obtaining the equations to determine the fluxes and their normal derivatives at the region boundaries. Multiplying the diffusion equation by each function of the set used for the flux expansion, then integrating the products, the coefficients of the double series of the flux inside each region are calculated using the boundary values obtained above. Since the convergence of the series thus obtained is slow especially near the region boundaries, a method for improving the convergence has been developed. The double series of the flux is separated into two parts. The normal derivative at the region boundary of the first part is zero, and that of the second part takes the value which is obtained in the first stage of this method. The second part is replaced by a continuous function, and the flux is represented by the sum of the continuous function and the double series. A sample critical problem of a two-group two-region system is numerically studied. The results show that the present method yields very accurately the flux integrals in each region with only a small number of expansion terms. (auth.)

Cooling load calculation by the radiant time series method - effect of solar radiation models

Energy Technology Data Exchange (ETDEWEB)

Costa, Alexandre M.S. [Universidade Estadual de Maringa (UEM), PR (Brazil)], E-mail: amscosta@uem.br

2010-07-01

In this work was analyzed numerically the effect of three different models for solar radiation on the cooling load calculated by the radiant time series' method. The solar radiation models implemented were clear sky, isotropic sky and anisotropic sky. The radiant time series' method (RTS) was proposed by ASHRAE (2001) for replacing the classical methods of cooling load calculation, such as TETD/TA. The method is based on computing the effect of space thermal energy storage on the instantaneous cooling load. The computing is carried out by splitting the heat gain components in convective and radiant parts. Following the radiant part is transformed using time series, which coefficients are a function of the construction type and heat gain (solar or non-solar). The transformed result is added to the convective part, giving the instantaneous cooling load. The method was applied for investigate the influence for an example room. The location used was - 23 degree S and 51 degree W and the day was 21 of January, a typical summer day in the southern hemisphere. The room was composed of two vertical walls with windows exposed to outdoors with azimuth angles equals to west and east directions. The output of the different models of solar radiation for the two walls in terms of direct and diffuse components as well heat gains were investigated. It was verified that the clear sky exhibited the less conservative (higher values) for the direct component of solar radiation, with the opposite trend for the diffuse component. For the heat gain, the clear sky gives the higher values, three times higher for the peek hours than the other models. Both isotropic and anisotropic models predicted similar magnitude for the heat gain. The same behavior was also verified for the cooling load. The effect of room thermal inertia was decreasing the cooling load during the peak hours. On the other hand the higher thermal inertia values are the greater for the non peak hours. The effect

Series elasticity of the human triceps surae muscle : Measurement by controlled-release vs. resonance methods.

NARCIS (Netherlands)

Hof, AL; Boom, H; Robinson, C; Rutten, W; Neuman, M; Wijkstra, H

1997-01-01

With a newly developed Controlled-Release Ergometer the complete characteristic of the series elastic component can be measured in human muscles. Previous estimates were based on the resonance method: muscle elasticity was assessed from the resonance frequency of the muscle elasticity connected to a

Convex Coverage Set Methods for Multi-Objective Collaborative Decision Making

NARCIS (Netherlands)

Roijers, D.M.; Lomuscio, A.; Scerri, P.; Bazzan, A.; Huhns, M.

2014-01-01

My research is aimed at finding efficient coordination methods for multi-objective collaborative multi-agent decision theoretic planning. Key to coordinating efficiently in these settings is exploiting loose couplings between agents. We proposed two algorithms for the case in which the agents need

Wind Integration Data Sets | Grid Modernization | NREL

Science.gov (United States)

Wind Integration Data Sets Wind Integration Data Sets NREL's wind integration data sets provide the Integration Data Sets Ten-minute time-series wind data for 2004, 2005, and 2006 to help energy professionals perform wind integration studies and estimate power production from hypothetical wind power plants. Access

Learning from environmental data: Methods for analysis of forest nutrition time series

Energy Technology Data Exchange (ETDEWEB)

Sulkava, M. (Helsinki Univ. of Technology, Espoo (Finland). Computer and Information Science)

2008-07-01

Data analysis methods play an important role in increasing our knowledge of the environment as the amount of data measured from the environment increases. This thesis fits under the scope of environmental informatics and environmental statistics. They are fields, in which data analysis methods are developed and applied for the analysis of environmental data. The environmental data studied in this thesis are time series of nutrient concentration measurements of pine and spruce needles. In addition, there are data of laboratory quality and related environmental factors, such as the weather and atmospheric depositions. The most important methods used for the analysis of the data are based on the self-organizing map and linear regression models. First, a new clustering algorithm of the self-organizing map is proposed. It is found to provide better results than two other methods for clustering of the self-organizing map. The algorithm is used to divide the nutrient concentration data into clusters, and the result is evaluated by environmental scientists. Based on the clustering, the temporal development of the forest nutrition is modeled and the effect of nitrogen and sulfur deposition on the foliar mineral composition is assessed. Second, regression models are used for studying how much environmental factors and properties of the needles affect the changes in the nutrient concentrations of the needles between their first and second year of existence. The aim is to build understandable models with good prediction capabilities. Sparse regression models are found to outperform more traditional regression models in this task. Third, fusion of laboratory quality data from different sources is performed to estimate the precisions of the analytical methods. Weighted regression models are used to quantify how much the precision of observations can affect the time needed to detect a trend in environmental time series. The results of power analysis show that improving the

An Architectural Based Framework for the Distributed Collection, Analysis and Query from Inhomogeneous Time Series Data Sets and Wearables for Biofeedback Applications

Directory of Open Access Journals (Sweden)

James Lee

2017-02-01

Full Text Available The increasing professionalism of sports persons and desire of consumers to imitate this has led to an increased metrification of sport. This has been driven in no small part by the widespread availability of comparatively cheap assessment technologies and, more recently, wearable technologies. Historically, whilst these have produced large data sets, often only the most rudimentary analysis has taken place (Wisbey et al in: “Quantifying movement demands of AFL football using GPS tracking”. This paucity of analysis is due in no small part to the challenges of analysing large sets of data that are often from disparate data sources to glean useful key performance indicators, which has been a largely a labour intensive process. This paper presents a framework that can be cloud based for the gathering, storing and algorithmic interpretation of large and inhomogeneous time series data sets. The framework is architecture based and technology agnostic in the data sources it can gather, and presents a model for multi set analysis for inter- and intra- devices and individual subject matter. A sample implementation demonstrates the utility of the framework for sports performance data collected from distributed inertial sensors in the sport of swimming.

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.

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.

Quality Control Procedure Based on Partitioning of NMR Time Series

Directory of Open Access Journals (Sweden)

Michał Staniszewski

2018-03-01

Full Text Available The quality of the magnetic resonance spectroscopy (MRS depends on the stability of magnetic resonance (MR system performance and optimal hardware functioning, which ensure adequate levels of signal-to-noise ratios (SNR as well as good spectral resolution and minimal artifacts in the spectral data. MRS quality control (QC protocols and methodologies are based on phantom measurements that are repeated regularly. In this work, a signal partitioning algorithm based on a dynamic programming (DP method for QC assessment of the spectral data is described. The proposed algorithm allows detection of the change points—the abrupt variations in the time series data. The proposed QC method was tested using the simulated and real phantom data. Simulated data were randomly generated time series distorted by white noise. The real data were taken from the phantom quality control studies of the MRS scanner collected for four and a half years and analyzed by LCModel software. Along with the proposed algorithm, performance of various literature methods was evaluated for the predefined number of change points based on the error values calculated by subtracting the mean values calculated for the periods between the change-points from the original data points. The time series were checked using external software, a set of external methods and the proposed tool, and the obtained results were comparable. The application of dynamic programming in the analysis of the phantom MRS data is a novel approach to QC. The obtained results confirm that the presented change-point-detection tool can be used either for independent analysis of MRS time series (or any other or as a part of quality control.

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

Numerical Modelling of Three-Fluid Flow Using The Level-set Method

Science.gov (United States)

Li, Hongying; Lou, Jing; Shang, Zhi

2014-11-01

This work presents a numerical model for simulation of three-fluid flow involving two different moving interfaces. These interfaces are captured using the level-set method via two different level-set functions. A combined formulation with only one set of conservation equations for the whole physical domain, consisting of the three different immiscible fluids, is employed. Numerical solution is performed on a fixed mesh using the finite volume method. Surface tension effect is incorporated using the Continuum Surface Force model. Validation of the present model is made against available results for stratified flow and rising bubble in a container with a free surface. Applications of the present model are demonstrated by a variety of three-fluid flow systems including (1) three-fluid stratified flow, (2) two-fluid stratified flow carrying the third fluid in the form of drops and (3) simultaneous rising and settling of two drops in a stationary third fluid. The work is supported by a Thematic and Strategic Research from A*STAR, Singapore (Ref. #: 1021640075).

A Level Set Discontinuous Galerkin Method for Free Surface Flows

DEFF Research Database (Denmark)

Grooss, Jesper; Hesthaven, Jan

2006-01-01

We present a discontinuous Galerkin method on a fully unstructured grid for the modeling of unsteady incompressible fluid flows with free surfaces. The surface is modeled by embedding and represented by a levelset. We discuss the discretization of the flow equations and the level set equation...

Detecting structural breaks in time series via genetic algorithms

DEFF Research Database (Denmark)

Doerr, Benjamin; Fischer, Paul; Hilbert, Astrid

2016-01-01

of the time series under consideration is available. Therefore, a black-box optimization approach is our method of choice for detecting structural breaks. We describe a genetic algorithm framework which easily adapts to a large number of statistical settings. To evaluate the usefulness of different crossover...... and mutation operations for this problem, we conduct extensive experiments to determine good choices for the parameters and operators of the genetic algorithm. One surprising observation is that use of uniform and one-point crossover together gave significantly better results than using either crossover...... operator alone. Moreover, we present a specific fitness function which exploits the sparse structure of the break points and which can be evaluated particularly efficiently. The experiments on artificial and real-world time series show that the resulting algorithm detects break points with high precision...

PENDISC: a simple method for constructing a mathematical model from time-series data of metabolite concentrations.

Science.gov (United States)

Sriyudthsak, Kansuporn; Iwata, Michio; Hirai, Masami Yokota; Shiraishi, Fumihide

2014-06-01

The availability of large-scale datasets has led to more effort being made to understand characteristics of metabolic reaction networks. However, because the large-scale data are semi-quantitative, and may contain biological variations and/or analytical errors, it remains a challenge to construct a mathematical model with precise parameters using only these data. The present work proposes a simple method, referred to as PENDISC (Parameter Estimation in a N on- DImensionalized S-system with Constraints), to assist the complex process of parameter estimation in the construction of a mathematical model for a given metabolic reaction system. The PENDISC method was evaluated using two simple mathematical models: a linear metabolic pathway model with inhibition and a branched metabolic pathway model with inhibition and activation. The results indicate that a smaller number of data points and rate constant parameters enhances the agreement between calculated values and time-series data of metabolite concentrations, and leads to faster convergence when the same initial estimates are used for the fitting. This method is also shown to be applicable to noisy time-series data and to unmeasurable metabolite concentrations in a network, and to have a potential to handle metabolome data of a relatively large-scale metabolic reaction system. Furthermore, it was applied to aspartate-derived amino acid biosynthesis in Arabidopsis thaliana plant. The result provides confirmation that the mathematical model constructed satisfactorily agrees with the time-series datasets of seven metabolite concentrations.

Different methods for analysing and imputation missing values in wind speed series; La problematica de la calidad de la informacion en series de velocidad del viento-metodologias de analisis y imputacion de datos faltantes

Energy Technology Data Exchange (ETDEWEB)

Ferreira, A. M.

2004-07-01

This study concerns about different methods for analysing and imputation missing values in wind speed series. The algorithm EM and a methodology derivated from the sequential hot deck have been utilized. Series with missing values imputed are compared with original and complete series, using several criteria, such the wind potential; and appears to exist a significant goodness of fit between the estimates and real values. (Author)

Boolean network identification from perturbation time series data combining dynamics abstraction and logic programming.

Science.gov (United States)

Ostrowski, M; Paulevé, L; Schaub, T; Siegel, A; Guziolowski, C

2016-11-01

Boolean networks (and more general logic models) are useful frameworks to study signal transduction across multiple pathways. Logic models can be learned from a prior knowledge network structure and multiplex phosphoproteomics data. However, most efficient and scalable training methods focus on the comparison of two time-points and assume that the system has reached an early steady state. In this paper, we generalize such a learning procedure to take into account the time series traces of phosphoproteomics data in order to discriminate Boolean networks according to their transient dynamics. To that end, we identify a necessary condition that must be satisfied by the dynamics of a Boolean network to be consistent with a discretized time series trace. Based on this condition, we use Answer Set Programming to compute an over-approximation of the set of Boolean networks which fit best with experimental data and provide the corresponding encodings. Combined with model-checking approaches, we end up with a global learning algorithm. Our approach is able to learn logic models with a true positive rate higher than 78% in two case studies of mammalian signaling networks; for a larger case study, our method provides optimal answers after 7min of computation. We quantified the gain in our method predictions precision compared to learning approaches based on static data. Finally, as an application, our method proposes erroneous time-points in the time series data with respect to the optimal learned logic models. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

Regularization of the Fourier series of discontinuous functions by various summation methods

Energy Technology Data Exchange (ETDEWEB)

Ahmad, S.S.; Beghi, L. (Padua Univ. (Italy). Seminario Matematico)

1983-07-01

In this paper the regularization by various summation methods of the Fourier series of functions containing discontinuities of the first and second kind are studied and the results of the numerical analyses referring to some typical periodic functions are presented. In addition to the Cesaro and Lanczos weightings, a new (i.e. cosine) weighting for accelerating the convergence rate is proposed. A comparison with the results obtained by Garibotti and Massaro with the punctual Pade approximants (PPA) technique in case of a periodic step function is also carried out.

A Fourier-series-based kernel-independent fast multipole method

International Nuclear Information System (INIS)

Zhang Bo; Huang Jingfang; Pitsianis, Nikos P.; Sun Xiaobai

2011-01-01

We present in this paper a new kernel-independent fast multipole method (FMM), named as FKI-FMM, for pairwise particle interactions with translation-invariant kernel functions. FKI-FMM creates, using numerical techniques, sufficiently accurate and compressive representations of a given kernel function over multi-scale interaction regions in the form of a truncated Fourier series. It provides also economic operators for the multipole-to-multipole, multipole-to-local, and local-to-local translations that are typical and essential in the FMM algorithms. The multipole-to-local translation operator, in particular, is readily diagonal and does not dominate in arithmetic operations. FKI-FMM provides an alternative and competitive option, among other kernel-independent FMM algorithms, for an efficient application of the FMM, especially for applications where the kernel function consists of multi-physics and multi-scale components as those arising in recent studies of biological systems. We present the complexity analysis and demonstrate with experimental results the FKI-FMM performance in accuracy and efficiency.

RS-SNP: a random-set method for genome-wide association studies

Directory of Open Access Journals (Sweden)

Mukherjee Sayan

2011-03-01

Full Text Available Abstract Background The typical objective of Genome-wide association (GWA studies is to identify single-nucleotide polymorphisms (SNPs and corresponding genes with the strongest evidence of association (the 'most-significant SNPs/genes' approach. Borrowing ideas from micro-array data analysis, we propose a new method, named RS-SNP, for detecting sets of genes enriched in SNPs moderately associated to the phenotype. RS-SNP assesses whether the number of significant SNPs, with p-value P ≤ α, belonging to a given SNP set is statistically significant. The rationale of proposed method is that two kinds of null hypotheses are taken into account simultaneously. In the first null model the genotype and the phenotype are assumed to be independent random variables and the null distribution is the probability of the number of significant SNPs in greater than observed by chance. The second null model assumes the number of significant SNPs in depends on the size of and not on the identity of the SNPs in . Statistical significance is assessed using non-parametric permutation tests. Results We applied RS-SNP to the Crohn's disease (CD data set collected by the Wellcome Trust Case Control Consortium (WTCCC and compared the results with GENGEN, an approach recently proposed in literature. The enrichment analysis using RS-SNP and the set of pathways contained in the MSigDB C2 CP pathway collection highlighted 86 pathways rich in SNPs weakly associated to CD. Of these, 47 were also indicated to be significant by GENGEN. Similar results were obtained using the MSigDB C5 pathway collection. Many of the pathways found to be enriched by RS-SNP have a well-known connection to CD and often with inflammatory diseases. Conclusions The proposed method is a valuable alternative to other techniques for enrichment analysis of SNP sets. It is well founded from a theoretical and statistical perspective. Moreover, the experimental comparison with GENGEN highlights that it is

Empirical intrinsic geometry for nonlinear modeling and time series filtering.

Science.gov (United States)

Talmon, Ronen; Coifman, Ronald R

2013-07-30

In this paper, we present a method for time series analysis based on empirical intrinsic geometry (EIG). EIG enables one to reveal the low-dimensional parametric manifold as well as to infer the underlying dynamics of high-dimensional time series. By incorporating concepts of information geometry, this method extends existing geometric analysis tools to support stochastic settings and parametrizes the geometry of empirical distributions. However, the statistical models are not required as priors; hence, EIG may be applied to a wide range of real signals without existing definitive models. We show that the inferred model is noise-resilient and invariant under different observation and instrumental modalities. In addition, we show that it can be extended efficiently to newly acquired measurements in a sequential manner. These two advantages enable us to revisit the Bayesian approach and incorporate empirical dynamics and intrinsic geometry into a nonlinear filtering framework. We show applications to nonlinear and non-Gaussian tracking problems as well as to acoustic signal localization.

Time series analysis as input for clinical predictive modeling: modeling cardiac arrest in a pediatric ICU.

Science.gov (United States)

Kennedy, Curtis E; Turley, James P

2011-10-24

) training models for various data subsets; and 10) measuring model performance characteristics in unseen data to estimate their external validity. We have proposed a ten step process that results in data sets that contain time series features and are suitable for predictive modeling by a number of methods. We illustrated the process through an example of cardiac arrest prediction in a pediatric intensive care setting.

A topology optimization method based on the level set method for the design of negative permeability dielectric metamaterials

DEFF Research Database (Denmark)

Otomori, Masaki; Yamada, Takayuki; Izui, Kazuhiro

2012-01-01

This paper presents a level set-based topology optimization method for the design of negative permeability dielectric metamaterials. Metamaterials are artificial materials that display extraordinary physical properties that are unavailable with natural materials. The aim of the formulated...... optimization problem is to find optimized layouts of a dielectric material that achieve negative permeability. The presence of grayscale areas in the optimized configurations critically affects the performance of metamaterials, positively as well as negatively, but configurations that contain grayscale areas...... are highly impractical from an engineering and manufacturing point of view. Therefore, a topology optimization method that can obtain clear optimized configurations is desirable. Here, a level set-based topology optimization method incorporating a fictitious interface energy is applied to a negative...

Neural networks and traditional time series methods: a synergistic combination in state economic forecasts.

Science.gov (United States)

Hansen, J V; Nelson, R D

1997-01-01

Ever since the initial planning for the 1997 Utah legislative session, neural-network forecasting techniques have provided valuable insights for analysts forecasting tax revenues. These revenue estimates are critically important since agency budgets, support for education, and improvements to infrastructure all depend on their accuracy. Underforecasting generates windfalls that concern taxpayers, whereas overforecasting produces budget shortfalls that cause inadequately funded commitments. The pattern finding ability of neural networks gives insightful and alternative views of the seasonal and cyclical components commonly found in economic time series data. Two applications of neural networks to revenue forecasting clearly demonstrate how these models complement traditional time series techniques. In the first, preoccupation with a potential downturn in the economy distracts analysis based on traditional time series methods so that it overlooks an emerging new phenomenon in the data. In this case, neural networks identify the new pattern that then allows modification of the time series models and finally gives more accurate forecasts. In the second application, data structure found by traditional statistical tools allows analysts to provide neural networks with important information that the networks then use to create more accurate models. In summary, for the Utah revenue outlook, the insights that result from a portfolio of forecasts that includes neural networks exceeds the understanding generated from strictly statistical forecasting techniques. In this case, the synergy clearly results in the whole of the portfolio of forecasts being more accurate than the sum of the individual parts.

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

Adjustment method for embedded metrology engine in an EM773 series microcontroller.

Science.gov (United States)

Blazinšek, Iztok; Kotnik, Bojan; Chowdhury, Amor; Kačič, Zdravko

2015-09-01

This paper presents the problems of implementation and adjustment (calibration) of a metrology engine embedded in NXP's EM773 series microcontroller. The metrology engine is used in a smart metering application to collect data about energy utilization and is controlled with the use of metrology engine adjustment (calibration) parameters. The aim of this research is to develop a method which would enable the operators to find and verify the optimum parameters which would ensure the best possible accuracy. Properly adjusted (calibrated) metrology engines can then be used as a base for variety of products used in smart and intelligent environments. This paper focuses on the problems encountered in the development, partial automatisation, implementation and verification of this method. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Interpolation in Time Series: An Introductive Overview of Existing Methods, Their Performance Criteria and Uncertainty Assessment

Directory of Open Access Journals (Sweden)

Mathieu Lepot

2017-10-01

Full Text Available A thorough review has been performed on interpolation methods to fill gaps in time-series, efficiency criteria, and uncertainty quantifications. On one hand, there are numerous available methods: interpolation, regression, autoregressive, machine learning methods, etc. On the other hand, there are many methods and criteria to estimate efficiencies of these methods, but uncertainties on the interpolated values are rarely calculated. Furthermore, while they are estimated according to standard methods, the prediction uncertainty is not taken into account: a discussion is thus presented on the uncertainty estimation of interpolated/extrapolated data. Finally, some suggestions for further research and a new method are proposed.

Parameter estimation methods for gene circuit modeling from time-series mRNA data: a comparative study.

Science.gov (United States)

Fan, Ming; Kuwahara, Hiroyuki; Wang, Xiaolei; Wang, Suojin; Gao, Xin

2015-11-01

Parameter estimation is a challenging computational problem in the reverse engineering of biological systems. Because advances in biotechnology have facilitated wide availability of time-series gene expression data, systematic parameter estimation of gene circuit models from such time-series mRNA data has become an important method for quantitatively dissecting the regulation of gene expression. By focusing on the modeling of gene circuits, we examine here the performance of three types of state-of-the-art parameter estimation methods: population-based methods, online methods and model-decomposition-based methods. Our results show that certain population-based methods are able to generate high-quality parameter solutions. The performance of these methods, however, is heavily dependent on the size of the parameter search space, and their computational requirements substantially increase as the size of the search space increases. In comparison, online methods and model decomposition-based methods are computationally faster alternatives and are less dependent on the size of the search space. Among other things, our results show that a hybrid approach that augments computationally fast methods with local search as a subsequent refinement procedure can substantially increase the quality of their parameter estimates to the level on par with the best solution obtained from the population-based methods while maintaining high computational speed. These suggest that such hybrid methods can be a promising alternative to the more commonly used population-based methods for parameter estimation of gene circuit models when limited prior knowledge about the underlying regulatory mechanisms makes the size of the parameter search space vastly large. © The Author 2015. Published by Oxford University Press. For Permissions, please email: journals.permissions@oup.com.

Improved vertical streambed flux estimation using multiple diurnal temperature methods in series

Science.gov (United States)

Irvine, Dylan J.; Briggs, Martin A.; Cartwright, Ian; Scruggs, Courtney; Lautz, Laura K.

2017-01-01

Analytical solutions that use diurnal temperature signals to estimate vertical fluxes between groundwater and surface water based on either amplitude ratios (Ar) or phase shifts (Δϕ) produce results that rarely agree. Analytical solutions that simultaneously utilize Ar and Δϕ within a single solution have more recently been derived, decreasing uncertainty in flux estimates in some applications. Benefits of combined (ArΔϕ) methods also include that thermal diffusivity and sensor spacing can be calculated. However, poor identification of either Ar or Δϕ from raw temperature signals can lead to erratic parameter estimates from ArΔϕ methods. An add-on program for VFLUX 2 is presented to address this issue. Using thermal diffusivity selected from an ArΔϕ method during a reliable time period, fluxes are recalculated using an Ar method. This approach maximizes the benefits of the Ar and ArΔϕ methods. Additionally, sensor spacing calculations can be used to identify periods with unreliable flux estimates, or to assess streambed scour. Using synthetic and field examples, the use of these solutions in series was particularly useful for gaining conditions where fluxes exceeded 1 m/d.

Timetable-based simulation method for choice set generation in large-scale public transport networks

DEFF Research Database (Denmark)

Rasmussen, Thomas Kjær; Anderson, Marie Karen; Nielsen, Otto Anker

2016-01-01

The composition and size of the choice sets are a key for the correct estimation of and prediction by route choice models. While existing literature has posed a great deal of attention towards the generation of path choice sets for private transport problems, the same does not apply to public...... transport problems. This study proposes a timetable-based simulation method for generating path choice sets in a multimodal public transport network. Moreover, this study illustrates the feasibility of its implementation by applying the method to reproduce 5131 real-life trips in the Greater Copenhagen Area...... and to assess the choice set quality in a complex multimodal transport network. Results illustrate the applicability of the algorithm and the relevance of the utility specification chosen for the reproduction of real-life path choices. Moreover, results show that the level of stochasticity used in choice set...

Time-series-based hybrid mathematical modelling method adapted to forecast automotive and medical waste generation: Case study of Lithuania.

Science.gov (United States)

Karpušenkaitė, Aistė; Ruzgas, Tomas; Denafas, Gintaras

2018-05-01

The aim of the study was to create a hybrid forecasting method that could produce higher accuracy forecasts than previously used 'pure' time series methods. Mentioned methods were already tested with total automotive waste, hazardous automotive waste, and total medical waste generation, but demonstrated at least a 6% error rate in different cases and efforts were made to decrease it even more. Newly developed hybrid models used a random start generation method to incorporate different time-series advantages and it helped to increase the accuracy of forecasts by 3%-4% in hazardous automotive waste and total medical waste generation cases; the new model did not increase the accuracy of total automotive waste generation forecasts. Developed models' abilities to forecast short- and mid-term forecasts were tested using prediction horizon.

High-resolution electron spectroscopy of the 1s{sup 2}3lnl' Be-like series in oxygen and neon. Test of theoretical data: I. Experimental method and theoretical background

Energy Technology Data Exchange (ETDEWEB)

Bordenave-Montesquieu, A; Moretto-Capelle, P; Bordenave-Montesquieu, D [Laboratoire CAR-IRSAMC, UMR 5589 CNRS - Universite Paul Sabatier, 31062 Toulouse (France)

2003-01-14

A complete and accurate experimental test of theoretical spectroscopic data sets (state positions, lifetimes) available for the n = 3-5 terms of the 1s{sup 2}3lnl' Rydberg series of oxygen and neon ions is presented in a series of two papers. This result was achieved by fitting our high resolution electron spectra with post-collisional lineshapes calculated with the help of these spectroscopic data. In this paper the method which has been developed for this fitting procedure is explained. In addition, as a first test, a comparison of all the available calculated spectroscopic data is presented and discussed. Strong deviations of transition energies and decay lifetimes are observed in many cases. Best data are selected in the following companion paper through a quantitative comparison with our experimental electron spectra.

Use of simulated data sets to evaluate the fidelity of metagenomic processing methods

Energy Technology Data Exchange (ETDEWEB)

Mavromatis, K [U.S. Department of Energy, Joint Genome Institute; Ivanova, N [U.S. Department of Energy, Joint Genome Institute; Barry, Kerrie [U.S. Department of Energy, Joint Genome Institute; Shapiro, Harris [U.S. Department of Energy, Joint Genome Institute; Goltsman, Eugene [U.S. Department of Energy, Joint Genome Institute; McHardy, Alice C. [IBM T. J. Watson Research Center; Rigoutsos, Isidore [IBM T. J. Watson Research Center; Salamov, Asaf [U.S. Department of Energy, Joint Genome Institute; Korzeniewski, Frank [U.S. Department of Energy, Joint Genome Institute; Land, Miriam L [ORNL; Lapidus, Alla L. [U.S. Department of Energy, Joint Genome Institute; Grigoriev, Igor [U.S. Department of Energy, Joint Genome Institute; Hugenholtz, Philip [U.S. Department of Energy, Joint Genome Institute; Kyrpides, Nikos C [U.S. Department of Energy, Joint Genome Institute

2007-01-01

Metagenomics is a rapidly emerging field of research for studying microbial communities. To evaluate methods presently used to process metagenomic sequences, we constructed three simulated data sets of varying complexity by combining sequencing reads randomly selected from 113 isolate genomes. These data sets were designed to model real metagenomes in terms of complexity and phylogenetic composition. We assembled sampled reads using three commonly used genome assemblers (Phrap, Arachne and JAZZ), and predicted genes using two popular gene-finding pipelines (fgenesb and CRITICA/GLIMMER). The phylogenetic origins of the assembled contigs were predicted using one sequence similarity-based ( blast hit distribution) and two sequence composition-based (PhyloPythia, oligonucleotide frequencies) binning methods. We explored the effects of the simulated community structure and method combinations on the fidelity of each processing step by comparison to the corresponding isolate genomes. The simulated data sets are available online to facilitate standardized benchmarking of tools for metagenomic analysis.

Hybrid approach for detection of dental caries based on the methods FCM and level sets

Science.gov (United States)

Chaabene, Marwa; Ben Ali, Ramzi; Ejbali, Ridha; Zaied, Mourad

2017-03-01

This paper presents a new technique for detection of dental caries that is a bacterial disease that destroys the tooth structure. In our approach, we have achieved a new segmentation method that combines the advantages of fuzzy C mean algorithm and level set method. The results obtained by the FCM algorithm will be used by Level sets algorithm to reduce the influence of the noise effect on the working of each of these algorithms, to facilitate level sets manipulation and to lead to more robust segmentation. The sensitivity and specificity confirm the effectiveness of proposed method for caries detection.

Procedure for the Design of a Hybrid-Series Vehicle and the Hybridization Degree Choice

Directory of Open Access Journals (Sweden)

Antonino Coccia

2010-03-01

Full Text Available For years, the interest of the UDR1 research group has focused on the development of a Hybrid Series (HS vehicle, different from the standard one thanks to the use of a Gas Turbine set (GT as a thermal engine. The reason for this choice resides in the opportunity to reduce weight and dimensions, in comparison to a traditional Internal Combustion Engine (ICE. It is not possible to use the GT engine set directly for the vehicle traction, therefore the UDR1 HS configuration shows the GT set connected with the electric generator only. The result is that the traction is purely electric. The resulting engine configuration is a commonly defined Hybrid Series. Many efforts are spent in the definition of a generic scientific method to define the correct ratio (Degree of Hybridization between the installed power of the battery pack and that of the GT electric generator, which simultaneously guarantees the life of the battery pack and the capacity of the vehicle to complete a common mission without lack of energy or stopping. This article reports a method to define the power ratio between battery pack and GT generator, applied to a recent commission for the development of a mini city bus.

PRESEE: an MDL/MML algorithm to time-series stream segmenting.

Science.gov (United States)

Xu, Kaikuo; Jiang, Yexi; Tang, Mingjie; Yuan, Changan; Tang, Changjie

2013-01-01

Time-series stream is one of the most common data types in data mining field. It is prevalent in fields such as stock market, ecology, and medical care. Segmentation is a key step to accelerate the processing speed of time-series stream mining. Previous algorithms for segmenting mainly focused on the issue of ameliorating precision instead of paying much attention to the efficiency. Moreover, the performance of these algorithms depends heavily on parameters, which are hard for the users to set. In this paper, we propose PRESEE (parameter-free, real-time, and scalable time-series stream segmenting algorithm), which greatly improves the efficiency of time-series stream segmenting. PRESEE is based on both MDL (minimum description length) and MML (minimum message length) methods, which could segment the data automatically. To evaluate the performance of PRESEE, we conduct several experiments on time-series streams of different types and compare it with the state-of-art algorithm. The empirical results show that PRESEE is very efficient for real-time stream datasets by improving segmenting speed nearly ten times. The novelty of this algorithm is further demonstrated by the application of PRESEE in segmenting real-time stream datasets from ChinaFLUX sensor networks data stream.

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.

Optimal coordination of distance and over-current relays in series compensated systems based on MAPSO

International Nuclear Information System (INIS)

Moravej, Zahra; Jazaeri, Mostafa; Gholamzadeh, Mehdi

2012-01-01

Highlight: ► Optimal coordination problem between distance relays and Directional Over-Current Relays (DOCRs) is studied. ► A new problem formulation for both uncompensated and series compensated system is proposed. ► In order to solve the coordination problem a Modified Adaptive Particle Swarm Optimization (MAPSO) is employed. ► The optimum results are found in both uncompensated and series compensated systems. - Abstract: In this paper, a novel problem formulation for optimal coordination between distance relays and Directional Over-Current Relays (DOCRs) in series compensated systems is proposed. The integration of the series capacitor (SC) into the transmission line makes the coordination problem more complex. The main contribution of this paper is a new systematic method for computing the optimal second zone timing of distance relays and optimal settings of DOCRs, in series compensated and uncompensated transmission systems, which have a combined protection scheme with DOCRs and distance relays. In order to solve this coordination problem, which is a nonlinear and non-convex problem, a Modified Adaptive Particle Swarm Optimization (MAPSO) is employed. The new proposed method is supported by obtained results from a typical test case and a real power system network.

METHODS FOR CLUSTERING TIME SERIES DATA ACQUIRED FROM MOBILE HEALTH APPS.

Science.gov (United States)

Tignor, Nicole; Wang, Pei; Genes, Nicholas; Rogers, Linda; Hershman, Steven G; Scott, Erick R; Zweig, Micol; Yvonne Chan, Yu-Feng; Schadt, Eric E

2017-01-01

In our recent Asthma Mobile Health Study (AMHS), thousands of asthma patients across the country contributed medical data through the iPhone Asthma Health App on a daily basis for an extended period of time. The collected data included daily self-reported asthma symptoms, symptom triggers, and real time geographic location information. The AMHS is just one of many studies occurring in the context of now many thousands of mobile health apps aimed at improving wellness and better managing chronic disease conditions, leveraging the passive and active collection of data from mobile, handheld smart devices. The ability to identify patient groups or patterns of symptoms that might predict adverse outcomes such as asthma exacerbations or hospitalizations from these types of large, prospectively collected data sets, would be of significant general interest. However, conventional clustering methods cannot be applied to these types of longitudinally collected data, especially survey data actively collected from app users, given heterogeneous patterns of missing values due to: 1) varying survey response rates among different users, 2) varying survey response rates over time of each user, and 3) non-overlapping periods of enrollment among different users. To handle such complicated missing data structure, we proposed a probability imputation model to infer missing data. We also employed a consensus clustering strategy in tandem with the multiple imputation procedure. Through simulation studies under a range of scenarios reflecting real data conditions, we identified favorable performance of the proposed method over other strategies that impute the missing value through low-rank matrix completion. When applying the proposed new method to study asthma triggers and symptoms collected as part of the AMHS, we identified several patient groups with distinct phenotype patterns. Further validation of the methods described in this paper might be used to identify clinically important

Numerical simulation of stratified shear flow using a higher order Taylor series expansion method

Energy Technology Data Exchange (ETDEWEB)

Iwashige, Kengo; Ikeda, Takashi [Hitachi, Ltd. (Japan)

1995-09-01

A higher order Taylor series expansion method is applied to two-dimensional numerical simulation of stratified shear flow. In the present study, central difference scheme-like method is adopted for an even expansion order, and upwind difference scheme-like method is adopted for an odd order, and the expansion order is variable. To evaluate the effects of expansion order upon the numerical results, a stratified shear flow test in a rectangular channel (Reynolds number = 1.7x10{sup 4}) is carried out, and the numerical velocity and temperature fields are compared with experimental results measured by laser Doppler velocimetry thermocouples. The results confirm that the higher and odd order methods can simulate mean velocity distributions, root-mean-square velocity fluctuations, Reynolds stress, temperature distributions, and root-mean-square temperature fluctuations.

Summability of alterations of convergent series

Directory of Open Access Journals (Sweden)

T. A. Keagy

1981-01-01

Full Text Available The effect of splitting, rearrangement, and grouping series alterations on the summability of a convergent series by ℓ−ℓ and cs−cs matrix methods is studied. Conditions are determined that guarantee the existence of alterations that are transformed into divergent series and into series with preassigned sums.

Fast and Scalable Gaussian Process Modeling with Applications to Astronomical Time Series

Science.gov (United States)

Foreman-Mackey, Daniel; Agol, Eric; Ambikasaran, Sivaram; Angus, Ruth

2017-12-01

The growing field of large-scale time domain astronomy requires methods for probabilistic data analysis that are computationally tractable, even with large data sets. Gaussian processes (GPs) are a popular class of models used for this purpose, but since the computational cost scales, in general, as the cube of the number of data points, their application has been limited to small data sets. In this paper, we present a novel method for GPs modeling in one dimension where the computational requirements scale linearly with the size of the data set. We demonstrate the method by applying it to simulated and real astronomical time series data sets. These demonstrations are examples of probabilistic inference of stellar rotation periods, asteroseismic oscillation spectra, and transiting planet parameters. The method exploits structure in the problem when the covariance function is expressed as a mixture of complex exponentials, without requiring evenly spaced observations or uniform noise. This form of covariance arises naturally when the process is a mixture of stochastically driven damped harmonic oscillators—providing a physical motivation for and interpretation of this choice—but we also demonstrate that it can be a useful effective model in some other cases. We present a mathematical description of the method and compare it to existing scalable GP methods. The method is fast and interpretable, with a range of potential applications within astronomical data analysis and beyond. We provide well-tested and documented open-source implementations of this method in C++, Python, and Julia.

Benchmarking Methods and Data Sets for Ligand Enrichment Assessment in Virtual Screening

Science.gov (United States)

Xia, Jie; Tilahun, Ermias Lemma; Reid, Terry-Elinor; Zhang, Liangren; Wang, Xiang Simon

2014-01-01

Retrospective small-scale virtual screening (VS) based on benchmarking data sets has been widely used to estimate ligand enrichments of VS approaches in the prospective (i.e. real-world) efforts. However, the intrinsic differences of benchmarking sets to the real screening chemical libraries can cause biased assessment. Herein, we summarize the history of benchmarking methods as well as data sets and highlight three main types of biases found in benchmarking sets, i.e. “analogue bias”, “artificial enrichment” and “false negative”. In addition, we introduced our recent algorithm to build maximum-unbiased benchmarking sets applicable to both ligand-based and structure-based VS approaches, and its implementations to three important human histone deacetylase (HDAC) isoforms, i.e. HDAC1, HDAC6 and HDAC8. The Leave-One-Out Cross-Validation (LOO CV) demonstrates that the benchmarking sets built by our algorithm are maximum-unbiased in terms of property matching, ROC curves and AUCs. PMID:25481478

Benchmarking methods and data sets for ligand enrichment assessment in virtual screening.

Science.gov (United States)

Xia, Jie; Tilahun, Ermias Lemma; Reid, Terry-Elinor; Zhang, Liangren; Wang, Xiang Simon

2015-01-01

Retrospective small-scale virtual screening (VS) based on benchmarking data sets has been widely used to estimate ligand enrichments of VS approaches in the prospective (i.e. real-world) efforts. However, the intrinsic differences of benchmarking sets to the real screening chemical libraries can cause biased assessment. Herein, we summarize the history of benchmarking methods as well as data sets and highlight three main types of biases found in benchmarking sets, i.e. "analogue bias", "artificial enrichment" and "false negative". In addition, we introduce our recent algorithm to build maximum-unbiased benchmarking sets applicable to both ligand-based and structure-based VS approaches, and its implementations to three important human histone deacetylases (HDACs) isoforms, i.e. HDAC1, HDAC6 and HDAC8. The leave-one-out cross-validation (LOO CV) demonstrates that the benchmarking sets built by our algorithm are maximum-unbiased as measured by property matching, ROC curves and AUCs. Copyright © 2014 Elsevier Inc. All rights reserved.

A mass conserving level set method for detailed numerical simulation of liquid atomization

Energy Technology Data Exchange (ETDEWEB)

Luo, Kun; Shao, Changxiao [State Key Laboratory of Clean Energy Utilization, Zhejiang University, Hangzhou 310027 (China); Yang, Yue [State Key Laboratory of Turbulence and Complex Systems, Peking University, Beijing 100871 (China); Fan, Jianren, E-mail: fanjr@zju.edu.cn [State Key Laboratory of Clean Energy Utilization, Zhejiang University, Hangzhou 310027 (China)

2015-10-01

An improved mass conserving level set method for detailed numerical simulations of liquid atomization is developed to address the issue of mass loss in the existing level set method. This method introduces a mass remedy procedure based on the local curvature at the interface, and in principle, can ensure the absolute mass conservation of the liquid phase in the computational domain. Three benchmark cases, including Zalesak's disk, a drop deforming in a vortex field, and the binary drop head-on collision, are simulated to validate the present method, and the excellent agreement with exact solutions or experimental results is achieved. It is shown that the present method is able to capture the complex interface with second-order accuracy and negligible additional computational cost. The present method is then applied to study more complex flows, such as a drop impacting on a liquid film and the swirling liquid sheet atomization, which again, demonstrates the advantages of mass conservation and the capability to represent the interface accurately.

Method of nuclear reactor control using a variable temperature load dependent set point

International Nuclear Information System (INIS)

Kelly, J.J.; Rambo, G.E.

1982-01-01

A method and apparatus for controlling a nuclear reactor in response to a variable average reactor coolant temperature set point is disclosed. The set point is dependent upon percent of full power load demand. A manually-actuated ''droop mode'' of control is provided whereby the reactor coolant temperature is allowed to drop below the set point temperature a predetermined amount wherein the control is switched from reactor control rods exclusively to feedwater flow

A scalable method for identifying frequent subtrees in sets of large phylogenetic trees.

Science.gov (United States)

Ramu, Avinash; Kahveci, Tamer; Burleigh, J Gordon

2012-10-03

We consider the problem of finding the maximum frequent agreement subtrees (MFASTs) in a collection of phylogenetic trees. Existing methods for this problem often do not scale beyond datasets with around 100 taxa. Our goal is to address this problem for datasets with over a thousand taxa and hundreds of trees. We develop a heuristic solution that aims to find MFASTs in sets of many, large phylogenetic trees. Our method works in multiple phases. In the first phase, it identifies small candidate subtrees from the set of input trees which serve as the seeds of larger subtrees. In the second phase, it combines these small seeds to build larger candidate MFASTs. In the final phase, it performs a post-processing step that ensures that we find a frequent agreement subtree that is not contained in a larger frequent agreement subtree. We demonstrate that this heuristic can easily handle data sets with 1000 taxa, greatly extending the estimation of MFASTs beyond current methods. Although this heuristic does not guarantee to find all MFASTs or the largest MFAST, it found the MFAST in all of our synthetic datasets where we could verify the correctness of the result. It also performed well on large empirical data sets. Its performance is robust to the number and size of the input trees. Overall, this method provides a simple and fast way to identify strongly supported subtrees within large phylogenetic hypotheses.

Nonlinear Prediction Model for Hydrologic Time Series Based on Wavelet Decomposition

Science.gov (United States)

Kwon, H.; Khalil, A.; Brown, C.; Lall, U.; Ahn, H.; Moon, Y.

2005-12-01

Traditionally forecasting and characterizations of hydrologic systems is performed utilizing many techniques. Stochastic linear methods such as AR and ARIMA and nonlinear ones such as statistical learning theory based tools have been extensively used. The common difficulty to all methods is the determination of sufficient and necessary information and predictors for a successful prediction. Relationships between hydrologic variables are often highly nonlinear and interrelated across the temporal scale. A new hybrid approach is proposed for the simulation of hydrologic time series combining both the wavelet transform and the nonlinear model. The present model employs some merits of wavelet transform and nonlinear time series model. The Wavelet Transform is adopted to decompose a hydrologic nonlinear process into a set of mono-component signals, which are simulated by nonlinear model. The hybrid methodology is formulated in a manner to improve the accuracy of a long term forecasting. The proposed hybrid model yields much better results in terms of capturing and reproducing the time-frequency properties of the system at hand. Prediction results are promising when compared to traditional univariate time series models. An application of the plausibility of the proposed methodology is provided and the results conclude that wavelet based time series model can be utilized for simulating and forecasting of hydrologic variable reasonably well. This will ultimately serve the purpose of integrated water resources planning and management.

Neural Network Models for Time Series Forecasts

OpenAIRE

Tim Hill; Marcus O'Connor; William Remus

1996-01-01

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

Standard-Setting Methods as Measurement Processes

Science.gov (United States)

Nichols, Paul; Twing, Jon; Mueller, Canda D.; O'Malley, Kimberly

2010-01-01

Some writers in the measurement literature have been skeptical of the meaningfulness of achievement standards and described the standard-setting process as blatantly arbitrary. We argue that standard setting is more appropriately conceived of as a measurement process similar to student assessment. The construct being measured is the panelists'…

An Investigation of Undefined Cut Scores with the Hofstee Standard-Setting Method

Science.gov (United States)

Wyse, Adam E.; Babcock, Ben

2017-01-01

This article provides an overview of the Hofstee standard-setting method and illustrates several situations where the Hofstee method will produce undefined cut scores. The situations where the cut scores will be undefined involve cases where the line segment derived from the Hofstee ratings does not intersect the score distribution curve based on…

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

Empirical investigation on modeling solar radiation series with ARMA–GARCH models

International Nuclear Information System (INIS)

Sun, Huaiwei; Yan, Dong; Zhao, Na; Zhou, Jianzhong

2015-01-01

Highlights: • Apply 6 ARMA–GARCH(-M) models to model and forecast solar radiation. • The ARMA–GARCH(-M) models produce more accurate radiation forecasting than conventional methods. • Show that ARMA–GARCH-M models are more effective for forecasting solar radiation mean and volatility. • The ARMA–EGARCH-M is robust and the ARMA–sGARCH-M is very competitive. - Abstract: Simulation of radiation is one of the most important issues in solar utilization. Time series models are useful tools in the estimation and forecasting of solar radiation series and their changes. In this paper, the effectiveness of autoregressive moving average (ARMA) models with various generalized autoregressive conditional heteroskedasticity (GARCH) processes, namely ARMA–GARCH models are evaluated for their effectiveness in radiation series. Six different GARCH approaches, which contain three different ARMA–GARCH models and corresponded GARCH in mean (ARMA–GARCH-M) models, are applied in radiation data sets from two representative climate stations in China. Multiple evaluation metrics of modeling sufficiency are used for evaluating the performances of models. The results show that the ARMA–GARCH(-M) models are effective in radiation series estimation. Both in fitting and prediction of radiation series, the ARMA–GARCH(-M) models show better modeling sufficiency than traditional models, while ARMA–EGARCH-M models are robustness in two sites and the ARMA–sGARCH-M models appear very competitive. Comparisons of statistical diagnostics and model performance clearly show that the ARMA–GARCH-M models make the mean radiation equations become more sufficient. It is recommended the ARMA–GARCH(-M) models to be the preferred method to use in the modeling of solar radiation series

Effectiveness of Multivariate Time Series Classification Using Shapelets

Directory of Open Access Journals (Sweden)

A. P. Karpenko

2015-01-01

Full Text Available Typically, time series classifiers require signal pre-processing (filtering signals from noise and artifact removal, etc., enhancement of signal features (amplitude, frequency, spectrum, etc., classification of signal features in space using the classical techniques and classification algorithms of multivariate data. We consider a method of classifying time series, which does not require enhancement of the signal features. The method uses the shapelets of time series (time series shapelets i.e. small fragments of this series, which reflect properties of one of its classes most of all.Despite the significant number of publications on the theory and shapelet applications for classification of time series, the task to evaluate the effectiveness of this technique remains relevant. An objective of this publication is to study the effectiveness of a number of modifications of the original shapelet method as applied to the multivariate series classification that is a littlestudied problem. The paper presents the problem statement of multivariate time series classification using the shapelets and describes the shapelet–based basic method of binary classification, as well as various generalizations and proposed modification of the method. It also offers the software that implements a modified method and results of computational experiments confirming the effectiveness of the algorithmic and software solutions.The paper shows that the modified method and the software to use it allow us to reach the classification accuracy of about 85%, at best. The shapelet search time increases in proportion to input data dimension.

New method for studying the efficiency of chelating agents of the polyamine acid series for internal decontamination; Methode nouvelle d'etude de l'efficacite des chelateurs de la serie des acides polyamines pour la decontamination interne

Energy Technology Data Exchange (ETDEWEB)

Lafuma, J; Nenot, J C; Morin, M [Commissariat a l' Energie Atomique, Fontenay-aux-Roses (France). Centre d' Etudes Nucleaires

1968-07-01

We followed the biological fate of a complex formed on one side with either a rare earth (cerium-144) or a transuranium element (plutonium-239), and on the other side with a chelating agent of the polyamino acid series (EDTA, BAETA, DTPA, TTHA). This method allowed to study: 1 - the in vivo stability of the various complexes and to compare them; 2 - the stability of the complexes as a function of the isotope - chelating agent weight relationships; 3 - the metabolism of the chelating agents resulting in stable complexes, i. e. DTPA and TTHA mainly. This simple method brought out the higher efficiency, of DTPA in chelating rare earths and plutonium and for therapeutic purposes. (authors) [French] La methode consiste a suivre le devenir biologique d'un complexe forme d'une part avec une terre rare (cerium 144) ou un transuranien (plutonium 239) et d'autre part avec un chelateur de la serie des acides polyamines (EDTA, BAETA, DTPA, TTHA). Elle permet d'etudier: 1 - la stabilite in vivo des differents complexes, de les comparer; 2 - la stabilite des complexes en fonction des rapports ponderaux isotope - chelateurs; 3 - le metabolisme des chelateurs formant des complexes stables, essentiellement DTPA et TTHA. Cette methode simple degage la suprematie du DTPA en ce qui concerne la chelation des terres rares et du plutonium, et son utilisation a des fins therapeutiques. (auteurs)

An Improved Method for Producing High Spatial-Resolution NDVI Time Series Datasets with Multi-Temporal MODIS NDVI Data and Landsat TM/ETM+ Images

Directory of Open Access Journals (Sweden)

Yuhan Rao

2015-06-01

Full Text Available Due to technical limitations, it is impossible to have high resolution in both spatial and temporal dimensions for current NDVI datasets. Therefore, several methods are developed to produce high resolution (spatial and temporal NDVI time-series datasets, which face some limitations including high computation loads and unreasonable assumptions. In this study, an unmixing-based method, NDVI Linear Mixing Growth Model (NDVI-LMGM, is proposed to achieve the goal of accurately and efficiently blending MODIS NDVI time-series data and multi-temporal Landsat TM/ETM+ images. This method firstly unmixes the NDVI temporal changes in MODIS time-series to different land cover types and then uses unmixed NDVI temporal changes to predict Landsat-like NDVI dataset. The test over a forest site shows high accuracy (average difference: −0.0070; average absolute difference: 0.0228; and average absolute relative difference: 4.02% and computation efficiency of NDVI-LMGM (31 seconds using a personal computer. Experiments over more complex landscape and long-term time-series demonstrated that NDVI-LMGM performs well in each stage of vegetation growing season and is robust in regions with contrasting spatial and spatial variations. Comparisons between NDVI-LMGM and current methods (i.e., Spatial and Temporal Adaptive Reflectance Fusion Model (STARFM, Enhanced STARFM (ESTARFM and Weighted Linear Model (WLM show that NDVI-LMGM is more accurate and efficient than current methods. The proposed method will benefit land surface process research, which requires a dense NDVI time-series dataset with high spatial resolution.

Evaluation of three methods for hemoglobin measurement in a blood donor setting

Directory of Open Access Journals (Sweden)

Jacob Rosenblit

1999-05-01

Full Text Available CONTEXT: The hemoglobin (Hb level is the most-used parameter for screening blood donors for the presence of anemia, one of the most-used methods for measuring Hb levels is based on photometric detection of cyanmetahemoglobin, as an alternative to this technology, HemoCue has developed a photometric method based on the determination of azide metahemoglobin. OBJECTIVE: To evaluate the performance of three methods for hemoglobin (Hb determination in a blood bank setting. DESIGN: Prospective study utilizing blood samples to compare methods for Hb determination. SETTING: Hemotherapy Service of the Hospital Israelita Albert Einstein, a private institution in the tertiary health care system. SAMPLE: Serial blood samples were collected from 259 individuals during the period from March to June 1996. MAIN MEASUREMENTS: Test performances and their comparisons were assessed by the analysis of coefficients of variation (CV, linear regression and mean differences. RESULTS: The CV for the three methods were: Coulter 0.68%, Cobas 0.82% and HemoCue 0.69%. There was no difference between the mean Hb determination for the three methods (p>0.05. The Coulter and Cobas methods showed the best agreement and the HemoCue method gave a lower Hb determination when compared to both the Coulter and Cobas methods. However, pairs of methods involving the HemoCue seem to have narrower limits of agreement (± 0.78 and ± 1.02 than the Coulter and Cobas combination (± 1.13. CONCLUSION: The three methods provide good agreement for hemoglobin determination.

Formal Analysis of SET and NSL Protocols Using the Interpretation Functions-Based Method

Directory of Open Access Journals (Sweden)

Hanane Houmani

2012-01-01

Full Text Available Most applications in the Internet such as e-banking and e-commerce use the SET and the NSL protocols to protect the communication channel between the client and the server. Then, it is crucial to ensure that these protocols respect some security properties such as confidentiality, authentication, and integrity. In this paper, we analyze the SET and the NSL protocols with respect to the confidentiality (secrecy property. To perform this analysis, we use the interpretation functions-based method. The main idea behind the interpretation functions-based technique is to give sufficient conditions that allow to guarantee that a cryptographic protocol respects the secrecy property. The flexibility of the proposed conditions allows the verification of daily-life protocols such as SET and NSL. Also, this method could be used under different assumptions such as a variety of intruder abilities including algebraic properties of cryptographic primitives. The NSL protocol, for instance, is analyzed with and without the homomorphism property. We show also, using the SET protocol, the usefulness of this approach to correct weaknesses and problems discovered during the analysis.

Setting health research priorities using the CHNRI method: IV. Key conceptual advances

Directory of Open Access Journals (Sweden)

Igor Rudan

2016-06-01

Full Text Available Child Health and Nutrition Research Initiative (CHNRI started as an initiative of the Global Forum for Health Research in Geneva, Switzerland. Its aim was to develop a method that could assist priority setting in health research investments. The first version of the CHNRI method was published in 2007–2008. The aim of this paper was to summarize the history of the development of the CHNRI method and its key conceptual advances.

Setting health research priorities using the CHNRI method: VII. A review of the first 50 applications of the CHNRI method.

Science.gov (United States)

Rudan, Igor; Yoshida, Sachiyo; Chan, Kit Yee; Sridhar, Devi; Wazny, Kerri; Nair, Harish; Sheikh, Aziz; Tomlinson, Mark; Lawn, Joy E; Bhutta, Zulfiqar A; Bahl, Rajiv; Chopra, Mickey; Campbell, Harry; El Arifeen, Shams; Black, Robert E; Cousens, Simon

2017-06-01

Several recent reviews of the methods used to set research priorities have identified the CHNRI method (acronym derived from the "Child Health and Nutrition Research Initiative") as an approach that clearly became popular and widely used over the past decade. In this paper we review the first 50 examples of application of the CHNRI method, published between 2007 and 2016, and summarize the most important messages that emerged from those experiences. We conducted a literature review to identify the first 50 examples of application of the CHNRI method in chronological order. We searched Google Scholar, PubMed and so-called grey literature. Initially, between 2007 and 2011, the CHNRI method was mainly used for setting research priorities to address global child health issues, although the first cases of application outside this field (eg, mental health, disabilities and zoonoses) were also recorded. Since 2012 the CHNRI method was used more widely, expanding into the topics such as adolescent health, dementia, national health policy and education. The majority of the exercises were focused on issues that were only relevant to low- and middle-income countries, and national-level applications are on the rise. The first CHNRI-based articles adhered to the five recommended priority-setting criteria, but by 2016 more than two-thirds of all conducted exercises departed from recommendations, modifying the CHNRI method to suit each particular exercise. This was done not only by changing the number of criteria used, but also by introducing some entirely new criteria (eg, "low cost", "sustainability", "acceptability", "feasibility", "relevance" and others). The popularity of the CHNRI method in setting health research priorities can be attributed to several key conceptual advances that have addressed common concerns. The method is systematic in nature, offering an acceptable framework for handling many research questions. It is also transparent and replicable, because it

A Survey on Methods for Reconstructing Surfaces from Unorganized Point Sets

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Vilius Matiukas

2011-08-01

Full Text Available This paper addresses the issue of reconstructing and visualizing surfaces from unorganized point sets. These can be acquired using different techniques, such as 3D-laser scanning, computerized tomography, magnetic resonance imaging and multi-camera imaging. The problem of reconstructing surfaces from their unorganized point sets is common for many diverse areas, including computer graphics, computer vision, computational geometry or reverse engineering. The paper presents three alternative methods that all use variations in complementary cones to triangulate and reconstruct the tested 3D surfaces. The article evaluates and contrasts three alternatives.Article in English

Datafit. A new work flow oriented approach for time efficient data preparation, validation and flagging of time series data from environmental monitoring

International Nuclear Information System (INIS)

Ries, Ludwig

2013-01-01

Standardized quality assurance according to UN/WMO Global Atmosphere Watch (GAW) data quality objectives is essential for a homogeneous high level of data quality in GAW world data centers. However data processing and data preparation often times is done individually and in a non-standardized way. As an additional problem interactive data validation can be a very time consuming step on a GAW measurement station. In front of this background a new approach for a software solution with a set of time efficient and standardized methods is proposed which also can be used as a tool for future standardization of data quality assurance on GAW measurement stations. In general in order to prepare measurement data a set of methods is required. In the framework of this program the methods are ranked in two groups: first - simpler methods for managing structural changes and corrections in the time series data and second - higher developed methods for assuring a correct time structure, graphical control and flagging non representative data and for the calculation of differently or higher aggregated mean values and statistical values. By fulfilling the auxiliary condition that data treatment at first has to be finished with application of methods of group one the user is practically free in finding and selecting its way for a solution. Once the user has found an ordered set of methods and parameters which is a sufficient solution for the preparation of the actual data, the solution can be stored as a set of parameters for the individual project. This enables the user for repeating the solution at another time to another set of time series data which are produced with the same data format from the same instrument. This structure is characteristic and useful for continuous environmental monitoring which produces a high amount of time series data with a constant data format. By saving all intermediate results in a hierarchical way with a fixed naming convention, in a later time the

From divergent power series to analytic functions theory and application of multisummable power series

CERN Document Server

Balser, Werner

1994-01-01

Multisummability is a method which, for certain formal power series with radius of convergence equal to zero, produces an analytic function having the formal series as its asymptotic expansion. This book presents the theory of multisummabi- lity, and as an application, contains a proof of the fact that all formal power series solutions of non-linear meromorphic ODE are multisummable. It will be of use to graduate students and researchers in mathematics and theoretical physics, and especially to those who encounter formal power series to (physical) equations with rapidly, but regularly, growing coefficients.

Financial Time Series Forecasting Using Directed-Weighted Chunking SVMs

Directory of Open Access Journals (Sweden)

Yongming Cai

2014-01-01

Full Text Available Support vector machines (SVMs are a promising alternative to traditional regression estimation approaches. But, when dealing with massive-scale data set, there exist many problems, such as the long training time and excessive demand of memory space. So, the SVMs algorithm is not suitable to deal with financial time series data. In order to solve these problems, directed-weighted chunking SVMs algorithm is proposed. In this algorithm, the whole training data set is split into several chunks, and then the support vectors are obtained on each subset. Furthermore, the weighted support vector regressions are calculated to obtain the forecast model on the new working data set. Our directed-weighted chunking algorithm provides a new method of support vectors decomposing and combining according to the importance of chunks, which can improve the operation speed without reducing prediction accuracy. Finally, IBM stock daily close prices data are used to verify the validity of the proposed algorithm.

Application of the level set method for multi-phase flow computation in fusion engineering

International Nuclear Information System (INIS)

Luo, X-Y.; Ni, M-J.; Ying, A.; Abdou, M.

2006-01-01

Numerical simulation of multi-phase flow is essential to evaluate the feasibility of a liquid protection scheme for the power plant chamber. The level set method is one of the best methods for computing and analyzing the motion of interface among the multi-phase flow. This paper presents a general formula for the second-order projection method combined with the level set method to simulate unsteady incompressible multi-phase flow with/out phase change flow encountered in fusion science and engineering. The third-order ENO scheme and second-order semi-implicit Crank-Nicholson scheme is used to update the convective and diffusion term. The numerical results show this method can handle the complex deformation of the interface and the effect of liquid-vapor phase change will be included in the future work

A Nonparametric, Multiple Imputation-Based Method for the Retrospective Integration of Data Sets

Science.gov (United States)

Carrig, Madeline M.; Manrique-Vallier, Daniel; Ranby, Krista W.; Reiter, Jerome P.; Hoyle, Rick H.

2015-01-01

Complex research questions often cannot be addressed adequately with a single data set. One sensible alternative to the high cost and effort associated with the creation of large new data sets is to combine existing data sets containing variables related to the constructs of interest. The goal of the present research was to develop a flexible, broadly applicable approach to the integration of disparate data sets that is based on nonparametric multiple imputation and the collection of data from a convenient, de novo calibration sample. We demonstrate proof of concept for the approach by integrating three existing data sets containing items related to the extent of problematic alcohol use and associations with deviant peers. We discuss both necessary conditions for the approach to work well and potential strengths and weaknesses of the method compared to other data set integration approaches. PMID:26257437

Divergent Perturbation Series

International Nuclear Information System (INIS)

Suslov, I.M.

2005-01-01

Various perturbation series are factorially divergent. The behavior of their high-order terms can be determined by Lipatov's method, which involves the use of instanton configurations of appropriate functional integrals. When the Lipatov asymptotic form is known and several lowest order terms of the perturbation series are found by direct calculation of diagrams, one can gain insight into the behavior of the remaining terms of the series, which can be resummed to solve various strong-coupling problems in a certain approximation. This approach is demonstrated by determining the Gell-Mann-Low functions in φ 4 theory, QED, and QCD with arbitrary coupling constants. An overview of the mathematical theory of divergent series is presented, and interpretation of perturbation series is discussed. Explicit derivations of the Lipatov asymptotic form are presented for some basic problems in theoretical physics. A solution is proposed to the problem of renormalon contributions, which hampered progress in this field in the late 1970s. Practical perturbation-series summation schemes are described both for a coupling constant of order unity and in the strong-coupling limit. An interpretation of the Borel integral is given for 'non-Borel-summable' series. Higher order corrections to the Lipatov asymptotic form are discussed

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...

OLYMPUS: an automated hybrid clustering method in time series gene expression. Case study: host response after Influenza A (H1N1) infection.

Science.gov (United States)

Dimitrakopoulou, Konstantina; Vrahatis, Aristidis G; Wilk, Esther; Tsakalidis, Athanasios K; Bezerianos, Anastasios

2013-09-01

The increasing flow of short time series microarray experiments for the study of dynamic cellular processes poses the need for efficient clustering tools. These tools must deal with three primary issues: first, to consider the multi-functionality of genes; second, to evaluate the similarity of the relative change of amplitude in the time domain rather than the absolute values; third, to cope with the constraints of conventional clustering algorithms such as the assignment of the appropriate cluster number. To address these, we propose OLYMPUS, a novel unsupervised clustering algorithm that integrates Differential Evolution (DE) method into Fuzzy Short Time Series (FSTS) algorithm with the scope to utilize efficiently the information of population of the first and enhance the performance of the latter. Our hybrid approach provides sets of genes that enable the deciphering of distinct phases in dynamic cellular processes. We proved the efficiency of OLYMPUS on synthetic as well as on experimental data. The discriminative power of OLYMPUS provided clusters, which refined the so far perspective of the dynamics of host response mechanisms to Influenza A (H1N1). Our kinetic model sets a timeline for several pathways and cell populations, implicated to participate in host response; yet no timeline was assigned to them (e.g. cell cycle, homeostasis). Regarding the activity of B cells, our approach revealed that some antibody-related mechanisms remain activated until day 60 post infection. The Matlab codes for implementing OLYMPUS, as well as example datasets, are freely accessible via the Web (http://biosignal.med.upatras.gr/wordpress/biosignal/). Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

Comparison of different methods for the solution of sets of linear equations

International Nuclear Information System (INIS)

Bilfinger, T.; Schmidt, F.

1978-06-01

The application of the conjugate-gradient methods as novel general iterative methods for the solution of sets of linear equations with symmetrical systems matrices led to this paper, where a comparison of these methods with the conventional differently accelerated Gauss-Seidel iteration was carried out. In additon, the direct Cholesky method was also included in the comparison. The studies referred mainly to memory requirement, computing time, speed of convergence, and accuracy of different conditions of the systems matrices, by which also the sensibility of the methods with respect to the influence of truncation errors may be recognized. (orig.) 891 RW [de

Comparison of the Performance of Two Advanced Spectral Methods for the Analysis of Times Series in Paleoceanography

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Eulogio Pardo-Igúzquiza

2015-08-01

Full Text Available Many studies have revealed the cyclicity of past ocean/atmosphere dynamics at a wide range of time scales (from decadal to millennial time scales, based on the spectral analysis of time series of climate proxies obtained from deep sea sediment cores. Among the many techniques available for spectral analysis, the maximum entropy method and the Thomson multitaper approach have frequently been used because of their good statistical properties and high resolution with short time series. The novelty of the present study is that we compared the two methods by according to the performance of their statistical tests to assess the statistical significance of their power spectrum estimates. The statistical significance of maximum entropy estimates was assessed by a random permutation test (Pardo-Igúzquiza and Rodríguez-Tovar, 2000, while the statistical significance of the Thomson multitaper method was assessed by an F-test (Thomson, 1982. We compared the results obtained in a case study using simulated data where the spectral content of the time series was known and in a case study with real data. In both cases the results are similar: while the cycles identified as significant by maximum entropy and the permutation test have a clear physical interpretation, the F-test with the Thomson multitaper estimator tends to find as no significant the peaks in the low frequencies and tends to give as significant more spurious peaks in the middle and high frequencies. Nevertheless, the best strategy is to use both techniques and to use the advantages of each of them.

Two-pass imputation algorithm for missing value estimation in gene expression time series.

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Tsiporkova, Elena; Boeva, Veselka

2007-10-01

Gene expression microarray experiments frequently generate datasets with multiple values missing. However, most of the analysis, mining, and classification methods for gene expression data require a complete matrix of gene array values. Therefore, the accurate estimation of missing values in such datasets has been recognized as an important issue, and several imputation algorithms have already been proposed to the biological community. Most of these approaches, however, are not particularly suitable for time series expression profiles. In view of this, we propose a novel imputation algorithm, which is specially suited for the estimation of missing values in gene expression time series data. The algorithm utilizes Dynamic Time Warping (DTW) distance in order to measure the similarity between time expression profiles, and subsequently selects for each gene expression profile with missing values a dedicated set of candidate profiles for estimation. Three different DTW-based imputation (DTWimpute) algorithms have been considered: position-wise, neighborhood-wise, and two-pass imputation. These have initially been prototyped in Perl, and their accuracy has been evaluated on yeast expression time series data using several different parameter settings. The experiments have shown that the two-pass algorithm consistently outperforms, in particular for datasets with a higher level of missing entries, the neighborhood-wise and the position-wise algorithms. The performance of the two-pass DTWimpute algorithm has further been benchmarked against the weighted K-Nearest Neighbors algorithm, which is widely used in the biological community; the former algorithm has appeared superior to the latter one. Motivated by these findings, indicating clearly the added value of the DTW techniques for missing value estimation in time series data, we have built an optimized C++ implementation of the two-pass DTWimpute algorithm. The software also provides for a choice between three different

Energy-Based Wavelet De-Noising of Hydrologic Time Series

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Sang, Yan-Fang; Liu, Changming; Wang, Zhonggen; Wen, Jun; Shang, Lunyu

2014-01-01

De-noising is a substantial issue in hydrologic time series analysis, but it is a difficult task due to the defect of methods. In this paper an energy-based wavelet de-noising method was proposed. It is to remove noise by comparing energy distribution of series with the background energy distribution, which is established from Monte-Carlo test. Differing from wavelet threshold de-noising (WTD) method with the basis of wavelet coefficient thresholding, the proposed method is based on energy distribution of series. It can distinguish noise from deterministic components in series, and uncertainty of de-noising result can be quantitatively estimated using proper confidence interval, but WTD method cannot do this. Analysis of both synthetic and observed series verified the comparable power of the proposed method and WTD, but de-noising process by the former is more easily operable. The results also indicate the influences of three key factors (wavelet choice, decomposition level choice and noise content) on wavelet de-noising. Wavelet should be carefully chosen when using the proposed method. The suitable decomposition level for wavelet de-noising should correspond to series' deterministic sub-signal which has the smallest temporal scale. If too much noise is included in a series, accurate de-noising result cannot be obtained by the proposed method or WTD, but the series would show pure random but not autocorrelation characters, so de-noising is no longer needed. PMID:25360533

Formal Series of Generalised Functions and Their Application to Deformation Quantisation

OpenAIRE

Tosiek, Jaromir

2016-01-01

Foundations of the formal series $*$ -- calculus in deformation quantisation are discussed. Several classes of continuous linear functionals over algebras applied in classical and quantum physics are introduced. The notion of positivity in formal series calculus is proposed. Problems with defining quantum states over the set of formal series are analysed.

Failure Mode and Effect Analysis using Soft Set Theory and COPRAS Method

Directory of Open Access Journals (Sweden)

Ze-Ling Wang

2017-01-01

Full Text Available Failure mode and effect analysis (FMEA is a risk management technique frequently applied to enhance the system performance and safety. In recent years, many researchers have shown an intense interest in improving FMEA due to inherent weaknesses associated with the classical risk priority number (RPN method. In this study, we develop a new risk ranking model for FMEA based on soft set theory and COPRAS method, which can deal with the limitations and enhance the performance of the conventional FMEA. First, trapezoidal fuzzy soft set is adopted to manage FMEA team membersr linguistic assessments on failure modes. Then, a modified COPRAS method is utilized for determining the ranking order of the failure modes recognized in FMEA. Especially, we treat the risk factors as interdependent and employ the Choquet integral to obtain the aggregate risk of failures in the new FMEA approach. Finally, a practical FMEA problem is analyzed via the proposed approach to demonstrate its applicability and effectiveness. The result shows that the FMEA model developed in this study outperforms the traditional RPN method and provides a more reasonable risk assessment of failure modes.

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

A method of setting limits for the purpose of quality assurance

International Nuclear Information System (INIS)

Sanghangthum, Taweap; Suriyapee, Sivalee; Kim, Gwe-Ya; Pawlicki, Todd

2013-01-01

The result from any assurance measurement needs to be checked against some limits for acceptability. There are two types of limits; those that define clinical acceptability (action limits) and those that are meant to serve as a warning that the measurement is close to the action limits (tolerance limits). Currently, there is no standard procedure to set these limits. In this work, we propose an operational procedure to set tolerance limits and action limits. The approach to establish the limits is based on techniques of quality engineering using control charts and a process capability index. The method is different for tolerance limits and action limits with action limits being categorized into those that are specified and unspecified. The procedure is to first ensure process control using the I-MR control charts. Then, the tolerance limits are set equal to the control chart limits on the I chart. Action limits are determined using the C pm process capability index with the requirements that the process must be in-control. The limits from the proposed procedure are compared to an existing or conventional method. Four examples are investigated: two of volumetric modulated arc therapy (VMAT) point dose quality assurance (QA) and two of routine linear accelerator output QA. The tolerance limits range from about 6% larger to 9% smaller than conventional action limits for VMAT QA cases. For the linac output QA, tolerance limits are about 60% smaller than conventional action limits. The operational procedure describe in this work is based on established quality management tools and will provide a systematic guide to set up tolerance and action limits for different equipment and processes. (paper)

Setting health research priorities using the CHNRI method: IV. Key conceptual advances.

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Rudan, Igor

2016-06-01

Child Health and Nutrition Research Initiative (CHNRI) started as an initiative of the Global Forum for Health Research in Geneva, Switzerland. Its aim was to develop a method that could assist priority setting in health research investments. The first version of the CHNRI method was published in 2007-2008. The aim of this paper was to summarize the history of the development of the CHNRI method and its key conceptual advances. The guiding principle of the CHNRI method is to expose the potential of many competing health research ideas to reduce disease burden and inequities that exist in the population in a feasible and cost-effective way. The CHNRI method introduced three key conceptual advances that led to its increased popularity in comparison to other priority-setting methods and processes. First, it proposed a systematic approach to listing a large number of possible research ideas, using the "4D" framework (description, delivery, development and discovery research) and a well-defined "depth" of proposed research ideas (research instruments, avenues, options and questions). Second, it proposed a systematic approach for discriminating between many proposed research ideas based on a well-defined context and criteria. The five "standard" components of the context are the population of interest, the disease burden of interest, geographic limits, time scale and the preferred style of investing with respect to risk. The five "standard" criteria proposed for prioritization between research ideas are answerability, effectiveness, deliverability, maximum potential for disease burden reduction and the effect on equity. However, both the context and the criteria can be flexibly changed to meet the specific needs of each priority-setting exercise. Third, it facilitated consensus development through measuring collective optimism on each component of each research idea among a larger group of experts using a simple scoring system. This enabled the use of the knowledge of

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.