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

Prediction problem for target events based on the inter-event waiting time

Science.gov (United States)

Shapoval, A.

2010-11-01

In this paper we address the problem of forecasting the target events of a time series given the distribution ξ of time gaps between target events. Strong earthquakes and stock market crashes are the two types of such events that we are focusing on. In the series of earthquakes, as McCann et al. show [W.R. Mc Cann, S.P. Nishenko, L.R. Sykes, J. Krause, Seismic gaps and plate tectonics: seismic potential for major boundaries, Pure and Applied Geophysics 117 (1979) 1082-1147], there are well-defined gaps (called seismic gaps) between strong earthquakes. On the other hand, usually there are no regular gaps in the series of stock market crashes [M. Raberto, E. Scalas, F. Mainardi, Waiting-times and returns in high-frequency financial data: an empirical study, Physica A 314 (2002) 749-755]. For the case of seismic gaps, we analytically derive an upper bound of prediction efficiency given the coefficient of variation of the distribution ξ. For the case of stock market crashes, we develop an algorithm that predicts the next crash within a certain time interval after the previous one. We show that this algorithm outperforms random prediction. The efficiency of our algorithm sets up a lower bound of efficiency for effective prediction of stock market crashes.

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

A New Methodology Based on Imbalanced Classification for Predicting Outliers in Electricity Demand Time Series

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Francisco Javier Duque-Pintor

2016-09-01

Full Text Available The occurrence of outliers in real-world phenomena is quite usual. If these anomalous data are not properly treated, unreliable models can be generated. Many approaches in the literature are focused on a posteriori detection of outliers. However, a new methodology to a priori predict the occurrence of such data is proposed here. Thus, the main goal of this work is to predict the occurrence of outliers in time series, by using, for the first time, imbalanced classification techniques. In this sense, the problem of forecasting outlying data has been transformed into a binary classification problem, in which the positive class represents the occurrence of outliers. Given that the number of outliers is much lower than the number of common values, the resultant classification problem is imbalanced. To create training and test sets, robust statistical methods have been used to detect outliers in both sets. Once the outliers have been detected, the instances of the dataset are labeled accordingly. Namely, if any of the samples composing the next instance are detected as an outlier, the label is set to one. As a study case, the methodology has been tested on electricity demand time series in the Spanish electricity market, in which most of the outliers were properly forecast.

PSO-MISMO modeling strategy for multistep-ahead time series prediction.

Science.gov (United States)

Bao, Yukun; Xiong, Tao; Hu, Zhongyi

2014-05-01

Multistep-ahead time series prediction is one of the most challenging research topics in the field of time series modeling and prediction, and is continually under research. Recently, the multiple-input several multiple-outputs (MISMO) modeling strategy has been proposed as a promising alternative for multistep-ahead time series prediction, exhibiting advantages compared with the two currently dominating strategies, the iterated and the direct strategies. Built on the established MISMO strategy, this paper proposes a particle swarm optimization (PSO)-based MISMO modeling strategy, which is capable of determining the number of sub-models in a self-adaptive mode, with varying prediction horizons. Rather than deriving crisp divides with equal-size s prediction horizons from the established MISMO, the proposed PSO-MISMO strategy, implemented with neural networks, employs a heuristic to create flexible divides with varying sizes of prediction horizons and to generate corresponding sub-models, providing considerable flexibility in model construction, which has been validated with simulated and real datasets.

High Speed Solution of Spacecraft Trajectory Problems Using Taylor Series Integration

Science.gov (United States)

Scott, James R.; Martini, Michael C.

2008-01-01

Taylor series integration is implemented in a spacecraft trajectory analysis code-the Spacecraft N-body Analysis Program (SNAP) - and compared with the code s existing eighth-order Runge-Kutta Fehlberg time integration scheme. Nine trajectory problems, including near Earth, lunar, Mars and Europa missions, are analyzed. Head-to-head comparison at five different error tolerances shows that, on average, Taylor series is faster than Runge-Kutta Fehlberg by a factor of 15.8. Results further show that Taylor series has superior convergence properties. Taylor series integration proves that it can provide rapid, highly accurate solutions to spacecraft trajectory problems.

Multiband Prediction Model for Financial Time Series with Multivariate Empirical Mode Decomposition

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Md. Rabiul Islam

2012-01-01

Full Text Available This paper presents a subband approach to financial time series prediction. Multivariate empirical mode decomposition (MEMD is employed here for multiband representation of multichannel financial time series together. Autoregressive moving average (ARMA model is used in prediction of individual subband of any time series data. Then all the predicted subband signals are summed up to obtain the overall prediction. The ARMA model works better for stationary signal. With multiband representation, each subband becomes a band-limited (narrow band signal and hence better prediction is achieved. The performance of the proposed MEMD-ARMA model is compared with classical EMD, discrete wavelet transform (DWT, and with full band ARMA model in terms of signal-to-noise ratio (SNR and mean square error (MSE between the original and predicted time series. The simulation results show that the MEMD-ARMA-based method performs better than the other methods.

Renaissance: Series of problems as varietas

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Cifoletti Giovanna

2015-01-01

Full Text Available In the present paper I wish to discuss three texts published by two mathematical authors, Oronce Fine and his student Jean Borrel. These three texts are typical of the time and are examples of the transformation occurring in the genres of mathematical books. This had direct consequences on the ways and the purpose of presenting series of problems followed by further mathematical authors. Oronce Fine's contribution has been to present commercial problems as Euclidean problems on proportions, as well as to replace the university quadrivium by four practical disciplines: practical arithmetic, practical geometry, cosmography, sundials. The two books by his disciple Borrel reflect the view on mathematics promoted by Oronce Fine: we can recognize mathematics in every aspect of the world. Borrel is also very concerned with distinctions in the human world: variety in the Opera geometrica and in the Logistica corresponds to redefinition of professional roles according to Fine's program. In particular, Borrel wants to stress the role of a new category of mathematicians, specialized in the practical disciplines Fine taught at the Collège Royal, the geometers. They dealt with practical problems by using classical humanistic education and practical mathematics, exactly what jurists did: Through the crucial rhetorical notion of varietas he is able to illustrate, in the Opera geometrica, the multifarious mathematical competence required for jurists. Among geometers, Borrel distinguishes a group of people, the logisticians, dealing in particular with the computational side. The readership of his Logisticawas also, by and large, constituted by jurists. In fact many jurists were logisticians or needed competence in this art, and many logisticians had a training in law. The texts by the two authors examined here show a use of series of problems as varieties at two levels: the level of the presentation of examples for a rule, mostly in the main part of the text

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...

Acute ischaemic stroke prediction from physiological time series patterns

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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.

Chaotic time series. Part II. System Identification and Prediction

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Bjørn Lillekjendlie

1994-10-01

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

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.

Neural Network Predictions of the 4-Quadrant Wageningen Propeller Series

National Research Council Canada - National Science Library

Roddy, Robert F; Hess, David E; Faller, Will

2006-01-01

.... This report describes the development of feedforward neural network (FFNN) predictions of four-quadrant thrust and torque behavior for the Wageningen B-Screw Series of propellers and for two Wageningen ducted propeller series...

The Prediction of Teacher Turnover Employing Time Series Analysis.

Science.gov (United States)

Costa, Crist H.

The purpose of this study was to combine knowledge of teacher demographic data with time-series forecasting methods to predict teacher turnover. Moving averages and exponential smoothing were used to forecast discrete time series. The study used data collected from the 22 largest school districts in Iowa, designated as FACT schools. Predictions…

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.

Baseline series fragrance markers fail to predict contact allergy.

Science.gov (United States)

Mann, Jack; McFadden, John P; White, Jonathan M L; White, Ian R; Banerjee, Piu

2014-05-01

Negative patch test results with fragrance allergy markers in the European baseline series do not always predict a negative reaction to individual fragrance substances. To determine the frequencies of positive test reactions to the 26 fragrance substances for which labelling is mandatory in the EU, and how effectively reactions to fragrance markers in the baseline series predict positive reactions to the fragrance substances that are labelled. The records of 1951 eczema patients, routinely tested with the labelled fragrance substances and with an extended European baseline series in 2011 and 2012, were retrospectively reviewed. Two hundred and eighty-one (14.4%) (71.2% females) reacted to one or more allergens from the labelled-fragrance substance series and/or a fragrance marker from the European baseline series. The allergens that were positive with the greatest frequencies were cinnamyl alcohol (48; 2.46%), Evernia furfuracea (44; 2.26%), and isoeugenol (40; 2.05%). Of the 203 patients who reacted to any of the 26 fragrances in the labelled-fragrance substance series, only 117 (57.6%) also reacted to a fragrance marker in the baseline series. One hundred and seven (52.7%) reacted to either fragrance mix I or fragrance mix II, 28 (13.8%) reacted to Myroxylon pereirae, and 13 (6.4%) reacted to hydroxyisohexyl 3-cyclohexene carboxaldehyde. These findings confirm that the standard fragrance markers fail to identify patients with contact allergies to the 26 fragrances. © 2014 John Wiley & Sons A/S. Published by John Wiley & Sons Ltd.

Predicting Assignment Submissions in a Multiclass Classification Problem

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Bogdan Drăgulescu

2015-08-01

Full Text Available Predicting student failure is an important task that can empower educators to counteract the factors that affect student performance. In this paper, a part of the bigger problem of predicting student failure is addressed: predicting the students that do not complete their assignment tasks. For solving this problem, real data collected by our university’s educational platform was used. Because the problem consisted of predicting one of three possible classes (multi-class classification, the appropriate algorithms and methods were selected. Several experiments were carried out to find the best approach for this prediction problem and the used data set. An approach of time segmentation is proposed in order to facilitate the prediction from early on. Methods that address the problems of high dimensionality and imbalanced data were also evaluated. The outcome of each approach is shown and compared in order to select the best performing classification algorithm for the problem at hand.

Financial time series prediction using spiking neural networks.

Science.gov (United States)

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

2014-01-01

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

Robust and Adaptive Online Time Series Prediction with Long Short-Term Memory

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Haimin Yang

2017-01-01

Full Text Available Online time series prediction is the mainstream method in a wide range of fields, ranging from speech analysis and noise cancelation to stock market analysis. However, the data often contains many outliers with the increasing length of time series in real world. These outliers can mislead the learned model if treated as normal points in the process of prediction. To address this issue, in this paper, we propose a robust and adaptive online gradient learning method, RoAdam (Robust Adam, for long short-term memory (LSTM to predict time series with outliers. This method tunes the learning rate of the stochastic gradient algorithm adaptively in the process of prediction, which reduces the adverse effect of outliers. It tracks the relative prediction error of the loss function with a weighted average through modifying Adam, a popular stochastic gradient method algorithm for training deep neural networks. In our algorithm, the large value of the relative prediction error corresponds to a small learning rate, and vice versa. The experiments on both synthetic data and real time series show that our method achieves better performance compared to the existing methods based on LSTM.

Robust and Adaptive Online Time Series Prediction with Long Short-Term Memory.

Science.gov (United States)

Yang, Haimin; Pan, Zhisong; Tao, Qing

2017-01-01

Online time series prediction is the mainstream method in a wide range of fields, ranging from speech analysis and noise cancelation to stock market analysis. However, the data often contains many outliers with the increasing length of time series in real world. These outliers can mislead the learned model if treated as normal points in the process of prediction. To address this issue, in this paper, we propose a robust and adaptive online gradient learning method, RoAdam (Robust Adam), for long short-term memory (LSTM) to predict time series with outliers. This method tunes the learning rate of the stochastic gradient algorithm adaptively in the process of prediction, which reduces the adverse effect of outliers. It tracks the relative prediction error of the loss function with a weighted average through modifying Adam, a popular stochastic gradient method algorithm for training deep neural networks. In our algorithm, the large value of the relative prediction error corresponds to a small learning rate, and vice versa. The experiments on both synthetic data and real time series show that our method achieves better performance compared to the existing methods based on LSTM.

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

CERN Document Server

Trench, William F

1972-01-01

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

Predictive modeling of EEG time series for evaluating surgery targets in epilepsy patients.

Science.gov (United States)

Steimer, Andreas; Müller, Michael; Schindler, Kaspar

2017-05-01

During the last 20 years, predictive modeling in epilepsy research has largely been concerned with the prediction of seizure events, whereas the inference of effective brain targets for resective surgery has received surprisingly little attention. In this exploratory pilot study, we describe a distributional clustering framework for the modeling of multivariate time series and use it to predict the effects of brain surgery in epilepsy patients. By analyzing the intracranial EEG, we demonstrate how patients who became seizure free after surgery are clearly distinguished from those who did not. More specifically, for 5 out of 7 patients who obtained seizure freedom (= Engel class I) our method predicts the specific collection of brain areas that got actually resected during surgery to yield a markedly lower posterior probability for the seizure related clusters, when compared to the resection of random or empty collections. Conversely, for 4 out of 5 Engel class III/IV patients who still suffer from postsurgical seizures, performance of the actually resected collection is not significantly better than performances displayed by random or empty collections. As the number of possible collections ranges into billions and more, this is a substantial contribution to a problem that today is still solved by visual EEG inspection. Apart from epilepsy research, our clustering methodology is also of general interest for the analysis of multivariate time series and as a generative model for temporally evolving functional networks in the neurosciences and beyond. Hum Brain Mapp 38:2509-2531, 2017. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.

A Model Predictive Control Approach for Fuel Economy Improvement of a Series Hydraulic Hybrid Vehicle

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Tri-Vien Vu

2014-10-01

Full Text Available This study applied a model predictive control (MPC framework to solve the cruising control problem of a series hydraulic hybrid vehicle (SHHV. The controller not only regulates vehicle velocity, but also engine torque, engine speed, and accumulator pressure to their corresponding reference values. At each time step, a quadratic programming problem is solved within a predictive horizon to obtain the optimal control inputs. The objective is to minimize the output error. This approach ensures that the components operate at high efficiency thereby improving the total efficiency of the system. The proposed SHHV control system was evaluated under urban and highway driving conditions. By handling constraints and input-output interactions, the MPC-based control system ensures that the system operates safely and efficiently. The fuel economy of the proposed control scheme shows a noticeable improvement in comparison with the PID-based system, in which three Proportional-Integral-Derivative (PID controllers are used for cruising control.

Characteristic and Prediction of Carbon Monoxide Concentration using Time Series Analysis in Selected Urban Area in Malaysia

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Abdul Hamid Hazrul

2017-01-01

Full Text Available Carbon monoxide (CO is a poisonous, colorless, odourless and tasteless gas. The main source of carbon monoxide is from motor vehicles and carbon monoxide levels in residential areas closely reflect the traffic density. Prediction of carbon monoxide is important to give an early warning to sufferer of respiratory problems and also can help the related authorities to be more prepared to prevent and take suitable action to overcome the problem. This research was carried out using secondary data from Department of Environment Malaysia from 2013 to 2014. The main objectives of this research is to understand the characteristic of CO concentration and also to find the most suitable time series model to predict the CO concentration in Bachang, Melaka and Kuala Terengganu. Based on the lowest AIC value and several error measure, the results show that ARMA (1,1 is the most appropriate model to predict CO concentration level in Bachang, Melaka while ARMA (1,2 is the most suitable model with smallest error to predict the CO concentration level for residential area in Kuala Terengganu.

Linear and nonlinear dynamic systems in financial time series prediction

Directory of Open Access Journals (Sweden)

Salim Lahmiri

2012-10-01

Full Text Available Autoregressive moving average (ARMA process and dynamic neural networks namely the nonlinear autoregressive moving average with exogenous inputs (NARX are compared by evaluating their ability to predict financial time series; for instance the S&P500 returns. Two classes of ARMA are considered. The first one is the standard ARMA model which is a linear static system. The second one uses Kalman filter (KF to estimate and predict ARMA coefficients. This model is a linear dynamic system. The forecasting ability of each system is evaluated by means of mean absolute error (MAE and mean absolute deviation (MAD statistics. Simulation results indicate that the ARMA-KF system performs better than the standard ARMA alone. Thus, introducing dynamics into the ARMA process improves the forecasting accuracy. In addition, the ARMA-KF outperformed the NARX. This result may suggest that the linear component found in the S&P500 return series is more dominant than the nonlinear part. In sum, we conclude that introducing dynamics into the ARMA process provides an effective system for S&P500 time series prediction.

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

Science.gov (United States)

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

2010-05-01

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

Failure time series prediction in industrial maintenance using neural networks; Previsao de series temporais de falhas em manutencao industrial usando redes neurais

Energy Technology Data Exchange (ETDEWEB)

Torres Junior, Rubiao G.; Machado, Maria Augusta S. [Instituto Brasileiro de Mercado de Capitais (IBMEC), Rio de Janeiro, RJ (Brazil); Souza, Reinaldo C. [Pontificia Univ. Catolica do Rio de Janeiro, RJ (Brazil)

2005-07-01

The objective of this work is the application of two failure prediction models in industrial maintenance with the use of Artificial Neural Networks (ANN). A characteristic of the modern industrial environment is a strong competition which leads companies to search for costs minimization methods. Thus, dada gathering and maintenance dada treatment becomes extremely important in this scenario for it aims the equipment and plant systems real repair necessity. Therefore, the objective becomes the widening of the system's full activity in a continuous manner, in the required period, without problems in their integrating parts. A daily time series is modeled based on maintenance interventions pauses dada from a five years period derived form many productive systems in the finalization areas of PETROFLEX Ind. and Com. S.A. Thus, the purpose is to introduce models based on neural networks and verify its system's pauses prediction capacity, so as to intervene with adequate timing before the system fails, extend the operational period and consequently increase its availability. The results obtained in this work demonstrate the employment of Neural Networks in the prediction of pauses in PETROFLEX industrial area maintenance. The ANN's prediction capacity in a group of dada with strong non-linear component where other statistical techniques have shown little efficient has also been confirmed. Discover neural models to predict failure systems time series has enable a breakthrough in the research field, especially due to the market demand. It's no doubt a technique that will evolve in the industrial maintenance area financing important managing decision. Prediction techniques, such as the ones illustrated in this study, work side by side maintenance planning and if carefully implemented and followed up can in the medium run supply a substantial increase in the available operational hours. (author)

New prediction of chaotic time series based on local Lyapunov exponent

International Nuclear Information System (INIS)

Zhang Yong

2013-01-01

A new method of predicting chaotic time series is presented based on a local Lyapunov exponent, by quantitatively measuring the exponential rate of separation or attraction of two infinitely close trajectories in state space. After reconstructing state space from one-dimensional chaotic time series, neighboring multiple-state vectors of the predicting point are selected to deduce the prediction formula by using the definition of the local Lyapunov exponent. Numerical simulations are carried out to test its effectiveness and verify its higher precision over two older methods. The effects of the number of referential state vectors and added noise on forecasting accuracy are also studied numerically. (general)

Failure and reliability prediction by support vector machines regression of time series data

International Nuclear Information System (INIS)

Chagas Moura, Marcio das; Zio, Enrico; Lins, Isis Didier; Droguett, Enrique

2011-01-01

Support Vector Machines (SVMs) are kernel-based learning methods, which have been successfully adopted for regression problems. However, their use in reliability applications has not been widely explored. In this paper, a comparative analysis is presented in order to evaluate the SVM effectiveness in forecasting time-to-failure and reliability of engineered components based on time series data. The performance on literature case studies of SVM regression is measured against other advanced learning methods such as the Radial Basis Function, the traditional MultiLayer Perceptron model, Box-Jenkins autoregressive-integrated-moving average and the Infinite Impulse Response Locally Recurrent Neural Networks. The comparison shows that in the analyzed cases, SVM outperforms or is comparable to other techniques. - Highlights: → Realistic modeling of reliability demands complex mathematical formulations. → SVM is proper when the relation input/output is unknown or very costly to be obtained. → Results indicate the potential of SVM for reliability time series prediction. → Reliability estimates support the establishment of adequate maintenance strategies.

Risk factors that predicted problem drinking in Danish men at age thirty

DEFF Research Database (Denmark)

Knop, Joachim; Penick, Elizabeth C; Jensen, Per

2003-01-01

records and a series of structured interviews and psychometric tests at ages 19-20 and 30 years. The present analysis focuses on the degree to which premorbid differences between the high- and low-risk groups later predicted lifetime drinking problems at age 30 (n = 241). RESULTS: As expected lifetime...... alcohol abuse/dependence by age 30 was reported significantly more often in the high-risk group. Of the 394 premorbid variables tested, 68 were found to distinguish the high- from the low-risk group before any subjects had developed a drinking problem. Of these 68 variables, 28 (41%) were also associated...... with DSM-III-R alcohol abuse/dependence at age 30. These 28 putative markers were reduced to 12 that were entered into a multiple regression analysis to search for the most powerful unique predictors of alcoholism. Four of the 28 putative markers were independently associated with problem drinking at age...

Predicting Charging Time of Battery Electric Vehicles Based on Regression and Time-Series Methods: A Case Study of Beijing

Directory of Open Access Journals (Sweden)

Jun Bi

2018-04-01

Full Text Available Battery electric vehicles (BEVs reduce energy consumption and air pollution as compared with conventional vehicles. However, the limited driving range and potential long charging time of BEVs create new problems. Accurate charging time prediction of BEVs helps drivers determine travel plans and alleviate their range anxiety during trips. This study proposed a combined model for charging time prediction based on regression and time-series methods according to the actual data from BEVs operating in Beijing, China. After data analysis, a regression model was established by considering the charged amount for charging time prediction. Furthermore, a time-series method was adopted to calibrate the regression model, which significantly improved the fitting accuracy of the model. The parameters of the model were determined by using the actual data. Verification results confirmed the accuracy of the model and showed that the model errors were small. The proposed model can accurately depict the charging time characteristics of BEVs in Beijing.

Towards pattern generation and chaotic series prediction with photonic reservoir computers

Science.gov (United States)

Antonik, Piotr; Hermans, Michiel; Duport, François; Haelterman, Marc; Massar, Serge

2016-03-01

Reservoir Computing is a bio-inspired computing paradigm for processing time dependent signals that is particularly well suited for analog implementations. Our team has demonstrated several photonic reservoir computers with performance comparable to digital algorithms on a series of benchmark tasks such as channel equalisation and speech recognition. Recently, we showed that our opto-electronic reservoir computer could be trained online with a simple gradient descent algorithm programmed on an FPGA chip. This setup makes it in principle possible to feed the output signal back into the reservoir, and thus highly enrich the dynamics of the system. This will allow to tackle complex prediction tasks in hardware, such as pattern generation and chaotic and financial series prediction, which have so far only been studied in digital implementations. Here we report simulation results of our opto-electronic setup with an FPGA chip and output feedback applied to pattern generation and Mackey-Glass chaotic series prediction. The simulations take into account the major aspects of our experimental setup. We find that pattern generation can be easily implemented on the current setup with very good results. The Mackey-Glass series prediction task is more complex and requires a large reservoir and more elaborate training algorithm. With these adjustments promising result are obtained, and we now know what improvements are needed to match previously reported numerical results. These simulation results will serve as basis of comparison for experiments we will carry out in the coming months.

Neural Network Predictions of the 4-Quadrant Wageningen Propeller Series (CD-ROM)

National Research Council Canada - National Science Library

Roddy, Robert F; Hess, David E; Faller, Will

2006-01-01

.... This report describes the development of feedforward neural network (FFNN) predictions of four-quadrant thrust and torque behavior for the Wageningen B-Screw Series of propellers and for two Wageningen ducted propeller series...

On determining the prediction limits of mathematical models for time series

International Nuclear Information System (INIS)

Peluso, E.; Gelfusa, M.; Lungaroni, M.; Talebzadeh, S.; Gaudio, P.; Murari, A.; Contributors, JET

2016-01-01

Prediction is one of the main objectives of scientific analysis and it refers to both modelling and forecasting. The determination of the limits of predictability is an important issue of both theoretical and practical relevance. In the case of modelling time series, reached a certain level in performance in either modelling or prediction, it is often important to assess whether all the information available in the data has been exploited or whether there are still margins for improvement of the tools being developed. In this paper, an information theoretic approach is proposed to address this issue and quantify the quality of the models and/or predictions. The excellent properties of the proposed indicator have been proved with the help of a systematic series of numerical tests and a concrete example of extreme relevance for nuclear fusion.

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)

Development of predictions of future pollution problems. Socio-economic environmental studies series

International Nuclear Information System (INIS)

Flinn, J.E.; Reimers, R.S.

1974-03-01

The report describes the results of a program to identify, rank and project short- and intermediate-term future pollution problems. Identification was accomplished using three independent search approaches based on industrial production, environmental, and societal trends and activity. Primary emphasis was placed on the environmental trends as gleaned from EPA, Battelle, Literature, and other sources. An initial list of problems was compiled with specific stressors identified with each. Nine ranking factors were devised to select ten most serious problems from the initial list. The factors included: persistence; mobility/pervasiveness; environmental, technological, social, and political complexity; physiological risk; research needs; and bulk or volume of the pollutant. The ten problems selected by this method were further ranked in order of relative importance. The ten selected problems in rank order are as follows: (1) Impacts of new energy initiatives; (2) Geophysical modifications of the earth; (3) Trace element (metal) contaminants; (4) Proliferating hazardous and toxic chemicals; (5) Emissions from new automobile fuels, additives, and control devices; (6) Disposal of waste sludges, liquids, and solid residues; (7) Critical radiation problems; (8) Fine particulates; (9) Expanding drinking water contamination; (10) Irrigation (impoundment) practices. Five to ten year projections were made of the ten problems which resulted

Wind Speed Prediction with Wavelet Time Series Based on Lorenz Disturbance

Directory of Open Access Journals (Sweden)

ZHANG, Y.

2017-08-01

Full Text Available Due to the sustainable and pollution-free characteristics, wind energy has been one of the fastest growing renewable energy sources. However, the intermittent and random fluctuation of wind speed presents many challenges for reliable wind power integration and normal operation of wind farm. Accurate wind speed prediction is the key to ensure the safe operation of power system and to develop wind energy resources. Therefore, this paper has presented a wavelet time series wind speed prediction model based on Lorenz disturbance. Therefore, in this paper, combined with the atmospheric dynamical system, a wavelet-time series improved wind speed prediction model based on Lorenz disturbance is proposed and the wind turbines of different climate types in Spain and China are used to simulate the disturbances of Lorenz equations with different initial values. The prediction results show that the improved model can effectively correct the preliminary prediction of wind speed, improving the prediction. In a word, the research work in this paper will be helpful to arrange the electric power dispatching plan and ensure the normal operation of the wind farm.

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

Generalization of the geometric optical series approach for nonadiabatic scattering problems

International Nuclear Information System (INIS)

Herman, M.F.

1982-01-01

The geometric optical series approach of Bremmer is generalized for multisurface nonadiabatic scattering problems. This method yields the formal solution of the Schroedinger equation as an infinite series of multiple integrals. The zeroth order term corresponds to WKB propagation on a single adiabatic surface, while the general Nth order term involves N reflections and/or transitions between surfaces accompanied by ''free,'' single surface semiclassical propagation between the points of reflection and transition. Each term is integrated over all possible transition and reflection points. The adiabatic and diabatic limits of this expression are discussed. Numerical results, in which all reflections are ignored, are presented for curve crossing and noncrossing problems. These results are compared to exact quantum results and are shown to be highly accurate

Hybrid Predictive Control for Dynamic Transport Problems

CERN Document Server

Núñez, Alfredo A; Cortés, Cristián E

2013-01-01

Hybrid Predictive Control for Dynamic Transport Problems develops methods for the design of predictive control strategies for nonlinear-dynamic hybrid discrete-/continuous-variable systems. The methodology is designed for real-time applications, particularly the study of dynamic transport systems. Operational and service policies are considered, as well as cost reduction. The control structure is based on a sound definition of the key variables and their evolution. A flexible objective function able to capture the predictive behaviour of the system variables is described. Coupled with efficient algorithms, mainly drawn from the area of computational intelligence, this is shown to optimize performance indices for real-time applications. The framework of the proposed predictive control methodology is generic and, being able to solve nonlinear mixed-integer optimization problems dynamically, is readily extendable to other industrial processes. The main topics of this book are: ●hybrid predictive control (HPC) ...

A Seasonal Time-Series Model Based on Gene Expression Programming for Predicting Financial Distress.

Science.gov (United States)

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

2018-01-01

The issue of financial distress prediction plays an important and challenging research topic in the financial field. Currently, there have been many methods for predicting firm bankruptcy and financial crisis, including the artificial intelligence and the traditional statistical methods, and the past studies have shown that the prediction result of the artificial intelligence method is better than the traditional statistical method. Financial statements are quarterly reports; hence, the financial crisis of companies is seasonal time-series data, and the attribute data affecting the financial distress of companies is nonlinear and nonstationary time-series data with fluctuations. Therefore, this study employed the nonlinear attribute selection method to build a nonlinear financial distress prediction model: that is, this paper proposed a novel seasonal time-series gene expression programming model for predicting the financial distress of companies. The proposed model has several advantages including the following: (i) the proposed model is different from the previous models lacking the concept of time series; (ii) the proposed integrated attribute selection method can find the core attributes and reduce high dimensional data; and (iii) the proposed model can generate the rules and mathematical formulas of financial distress for providing references to the investors and decision makers. The result shows that the proposed method is better than the listing classifiers under three criteria; hence, the proposed model has competitive advantages in predicting the financial distress of companies.

Autoregressive Prediction with Rolling Mechanism for Time Series Forecasting with Small Sample Size

Directory of Open Access Journals (Sweden)

Zhihua Wang

2014-01-01

Full Text Available Reasonable prediction makes significant practical sense to stochastic and unstable time series analysis with small or limited sample size. Motivated by the rolling idea in grey theory and the practical relevance of very short-term forecasting or 1-step-ahead prediction, a novel autoregressive (AR prediction approach with rolling mechanism is proposed. In the modeling procedure, a new developed AR equation, which can be used to model nonstationary time series, is constructed in each prediction step. Meanwhile, the data window, for the next step ahead forecasting, rolls on by adding the most recent derived prediction result while deleting the first value of the former used sample data set. This rolling mechanism is an efficient technique for its advantages of improved forecasting accuracy, applicability in the case of limited and unstable data situations, and requirement of little computational effort. The general performance, influence of sample size, nonlinearity dynamic mechanism, and significance of the observed trends, as well as innovation variance, are illustrated and verified with Monte Carlo simulations. The proposed methodology is then applied to several practical data sets, including multiple building settlement sequences and two economic series.

Short Term Prediction of PM10 Concentrations Using Seasonal Time Series Analysis

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Hamid Hazrul Abdul

2016-01-01

Full Text Available Air pollution modelling is one of an important tool that usually used to make short term and long term prediction. Since air pollution gives a big impact especially to human health, prediction of air pollutants concentration is needed to help the local authorities to give an early warning to people who are in risk of acute and chronic health effects from air pollution. Finding the best time series model would allow prediction to be made accurately. This research was carried out to find the best time series model to predict the PM10 concentrations in Nilai, Negeri Sembilan, Malaysia. By considering two seasons which is wet season (north east monsoon and dry season (south west monsoon, seasonal autoregressive integrated moving average model were used to find the most suitable model to predict the PM10 concentrations in Nilai, Negeri Sembilan by using three error measures. Based on AIC statistics, results show that ARIMA (1, 1, 1 × (1, 0, 012 is the most suitable model to predict PM10 concentrations in Nilai, Negeri Sembilan.

Taylor Series-Based Long-Term Creep-Life Prediction of Alloy 617

International Nuclear Information System (INIS)

Yin, Song Nan; Kim, Woo Gon; Kim, Yong Wan; Park, Jae Young; Kim, Soen Jin

2010-01-01

In this study, a Taylor series (T-S) model based on the Arrhenius, McVetty, and Monkman-Grant equations was developed using a mathematical analysis. In order to reduce fitting errors, the McVetty equation was transformed by considering the first three terms of the Taylor series equation. The model parameters were accurately determined by a statistical technique of maximum likelihood estimation, and this model was applied to the creep data of alloy 617. The T-S model results showed better agreement with the experimental data than other models such as the Eno, exponential, and L-M models. In particular, the T-S model was converted into an isothermal Taylor series (IT-S) model that can predict the creep strength at a given temperature. It was identified that the estimations obtained using the converted ITS model was better than that obtained using the T-S model for predicting the long-term creep life of alloy 617

State-space prediction model for chaotic time series

Science.gov (United States)

Alparslan, A. K.; Sayar, M.; Atilgan, A. R.

1998-08-01

A simple method for predicting the continuation of scalar chaotic time series ahead in time is proposed. The false nearest neighbors technique in connection with the time-delayed embedding is employed so as to reconstruct the state space. A local forecasting model based upon the time evolution of the topological neighboring in the reconstructed phase space is suggested. A moving root-mean-square error is utilized in order to monitor the error along the prediction horizon. The model is tested for the convection amplitude of the Lorenz model. The results indicate that for approximately 100 cycles of the training data, the prediction follows the actual continuation very closely about six cycles. The proposed model, like other state-space forecasting models, captures the long-term behavior of the system due to the use of spatial neighbors in the state space.

Using Computer Techniques To Predict OPEC Oil Prices For Period 2000 To 2015 By Time-Series Methods

Directory of Open Access Journals (Sweden)

Mohammad Esmail Ahmad

2015-08-01

Full Text Available The instability in the world and OPEC oil process results from many factors through a long time. The problems can be summarized as that the oil exports dont constitute a large share of N.I. only but it also makes up most of the saving of the oil states. The oil prices affect their market through the interaction of supply and demand forces of oil. The research hypothesis states that the movement of oil prices caused shocks crises and economic problems. These shocks happen due to changes in oil prices need to make a prediction within the framework of economic planning in a short run period in order to avoid shocks through using computer techniques by time series models.

A Seasonal Time-Series Model Based on Gene Expression Programming for Predicting Financial Distress

Science.gov (United States)

2018-01-01

The issue of financial distress prediction plays an important and challenging research topic in the financial field. Currently, there have been many methods for predicting firm bankruptcy and financial crisis, including the artificial intelligence and the traditional statistical methods, and the past studies have shown that the prediction result of the artificial intelligence method is better than the traditional statistical method. Financial statements are quarterly reports; hence, the financial crisis of companies is seasonal time-series data, and the attribute data affecting the financial distress of companies is nonlinear and nonstationary time-series data with fluctuations. Therefore, this study employed the nonlinear attribute selection method to build a nonlinear financial distress prediction model: that is, this paper proposed a novel seasonal time-series gene expression programming model for predicting the financial distress of companies. The proposed model has several advantages including the following: (i) the proposed model is different from the previous models lacking the concept of time series; (ii) the proposed integrated attribute selection method can find the core attributes and reduce high dimensional data; and (iii) the proposed model can generate the rules and mathematical formulas of financial distress for providing references to the investors and decision makers. The result shows that the proposed method is better than the listing classifiers under three criteria; hence, the proposed model has competitive advantages in predicting the financial distress of companies. PMID:29765399

A Seasonal Time-Series Model Based on Gene Expression Programming for Predicting Financial Distress

Directory of Open Access Journals (Sweden)

Ching-Hsue Cheng

2018-01-01

Full Text Available The issue of financial distress prediction plays an important and challenging research topic in the financial field. Currently, there have been many methods for predicting firm bankruptcy and financial crisis, including the artificial intelligence and the traditional statistical methods, and the past studies have shown that the prediction result of the artificial intelligence method is better than the traditional statistical method. Financial statements are quarterly reports; hence, the financial crisis of companies is seasonal time-series data, and the attribute data affecting the financial distress of companies is nonlinear and nonstationary time-series data with fluctuations. Therefore, this study employed the nonlinear attribute selection method to build a nonlinear financial distress prediction model: that is, this paper proposed a novel seasonal time-series gene expression programming model for predicting the financial distress of companies. The proposed model has several advantages including the following: (i the proposed model is different from the previous models lacking the concept of time series; (ii the proposed integrated attribute selection method can find the core attributes and reduce high dimensional data; and (iii the proposed model can generate the rules and mathematical formulas of financial distress for providing references to the investors and decision makers. The result shows that the proposed method is better than the listing classifiers under three criteria; hence, the proposed model has competitive advantages in predicting the financial distress of companies.

A new analytical solution to the diffusion problem: Fourier series ...

African Journals Online (AJOL)

This paper reviews briefly the origin of Fourier Series Method. The paper then gives a vivid description of how the method can be applied to solve a diffusion problem, subject to some boundary conditions. The result obtained is quite appealing as it can be used to solve similar examples of diffusion equations. JONAMP Vol.

Comparison of ARIMA and Random Forest time series models for prediction of avian influenza H5N1 outbreaks.

Science.gov (United States)

Kane, Michael J; Price, Natalie; Scotch, Matthew; Rabinowitz, Peter

2014-08-13

Time series models can play an important role in disease prediction. Incidence data can be used to predict the future occurrence of disease events. Developments in modeling approaches provide an opportunity to compare different time series models for predictive power. We applied ARIMA and Random Forest time series models to incidence data of outbreaks of highly pathogenic avian influenza (H5N1) in Egypt, available through the online EMPRES-I system. We found that the Random Forest model outperformed the ARIMA model in predictive ability. Furthermore, we found that the Random Forest model is effective for predicting outbreaks of H5N1 in Egypt. Random Forest time series modeling provides enhanced predictive ability over existing time series models for the prediction of infectious disease outbreaks. This result, along with those showing the concordance between bird and human outbreaks (Rabinowitz et al. 2012), provides a new approach to predicting these dangerous outbreaks in bird populations based on existing, freely available data. Our analysis uncovers the time-series structure of outbreak severity for highly pathogenic avain influenza (H5N1) in Egypt.

Long-term prediction of chaotic time series with multi-step prediction horizons by a neural network with Levenberg-Marquardt learning algorithm

International Nuclear Information System (INIS)

Mirzaee, Hossein

2009-01-01

The Levenberg-Marquardt learning algorithm is applied for training a multilayer perception with three hidden layer each with ten neurons in order to carefully map the structure of chaotic time series such as Mackey-Glass time series. First the MLP network is trained with 1000 data, and then it is tested with next 500 data. After that the trained and tested network is applied for long-term prediction of next 120 data which come after test data. The prediction is such a way that, the first inputs to network for prediction are the four last data of test data, then the predicted value is shifted to the regression vector which is the input to the network, then after first four-step of prediction, the input regression vector to network is fully predicted values and in continue, each predicted data is shifted to input vector for subsequent prediction.

Financial Time Series Prediction Using Elman Recurrent Random Neural Networks

Directory of Open Access Journals (Sweden)

Jie Wang

2016-01-01

(ERNN, the empirical results show that the proposed neural network displays the best performance among these neural networks in financial time series forecasting. Further, the empirical research is performed in testing the predictive effects of SSE, TWSE, KOSPI, and Nikkei225 with the established model, and the corresponding statistical comparisons of the above market indices are also exhibited. The experimental results show that this approach gives good performance in predicting the values from the stock market indices.

Conditional mode regression: Application to functional time series prediction

OpenAIRE

Dabo-Niang, Sophie; Laksaci, Ali

2008-01-01

We consider $\\alpha$-mixing observations and deal with the estimation of the conditional mode of a scalar response variable $Y$ given a random variable $X$ taking values in a semi-metric space. We provide a convergence rate in $L^p$ norm of the estimator. A useful and typical application to functional times series prediction is given.

Short-Term Bus Passenger Demand Prediction Based on Time Series Model and Interactive Multiple Model Approach

Directory of Open Access Journals (Sweden)

Rui Xue

2015-01-01

Full Text Available Although bus passenger demand prediction has attracted increased attention during recent years, limited research has been conducted in the context of short-term passenger demand forecasting. This paper proposes an interactive multiple model (IMM filter algorithm-based model to predict short-term passenger demand. After aggregated in 15 min interval, passenger demand data collected from a busy bus route over four months were used to generate time series. Considering that passenger demand exhibits various characteristics in different time scales, three time series were developed, named weekly, daily, and 15 min time series. After the correlation, periodicity, and stationarity analyses, time series models were constructed. Particularly, the heteroscedasticity of time series was explored to achieve better prediction performance. Finally, IMM filter algorithm was applied to combine individual forecasting models with dynamically predicted passenger demand for next interval. Different error indices were adopted for the analyses of individual and hybrid models. The performance comparison indicates that hybrid model forecasts are superior to individual ones in accuracy. Findings of this study are of theoretical and practical significance in bus scheduling.

Real coded genetic algorithm for fuzzy time series prediction

Science.gov (United States)

Jain, Shilpa; Bisht, Dinesh C. S.; Singh, Phool; Mathpal, Prakash C.

2017-10-01

Genetic Algorithm (GA) forms a subset of evolutionary computing, rapidly growing area of Artificial Intelligence (A.I.). Some variants of GA are binary GA, real GA, messy GA, micro GA, saw tooth GA, differential evolution GA. This research article presents a real coded GA for predicting enrollments of University of Alabama. Data of Alabama University is a fuzzy time series. Here, fuzzy logic is used to predict enrollments of Alabama University and genetic algorithm optimizes fuzzy intervals. Results are compared to other eminent author works and found satisfactory, and states that real coded GA are fast and accurate.

A COMPARISON BETWEEN THREE PREDICTIVE MODELS OF COMPUTATIONAL INTELLIGENCE

Directory of Open Access Journals (Sweden)

DUMITRU CIOBANU

2013-12-01

Full Text Available Time series prediction is an open problem and many researchers are trying to find new predictive methods and improvements for the existing ones. Lately methods based on neural networks are used extensively for time series prediction. Also, support vector machines have solved some of the problems faced by neural networks and they began to be widely used for time series prediction. The main drawback of those two methods is that they are global models and in the case of a chaotic time series it is unlikely to find such model. In this paper it is presented a comparison between three predictive from computational intelligence field one based on neural networks one based on support vector machine and another based on chaos theory. We show that the model based on chaos theory is an alternative to the other two methods.

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

Thousands of children experience cardiac arrest events every year in pediatric intensive care units. Most of these children die. Cardiac arrest prediction tools are used as part of medical emergency team evaluations to identify patients in standard hospital beds that are at high risk for cardiac arrest. There are no models to predict cardiac arrest in pediatric intensive care units though, where the risk of an arrest is 10 times higher than for standard hospital beds. Current tools are based on a multivariable approach that does not characterize deterioration, which often precedes cardiac arrests. Characterizing deterioration requires a time series approach. The purpose of this study is to propose a method that will allow for time series data to be used in clinical prediction models. Successful implementation of these methods has the potential to bring arrest prediction to the pediatric intensive care environment, possibly allowing for interventions that can save lives and prevent disabilities. We reviewed prediction models from nonclinical domains that employ time series data, and identified the steps that are necessary for building predictive models using time series clinical data. We illustrate the method by applying it to the specific case of building a predictive model for cardiac arrest in a pediatric intensive care unit. Time course analysis studies from genomic analysis provided a modeling template that was compatible with the steps required to develop a model from clinical time series data. The steps include: 1) selecting candidate variables; 2) specifying measurement parameters; 3) defining data format; 4) defining time window duration and resolution; 5) calculating latent variables for candidate variables not directly measured; 6) calculating time series features as latent variables; 7) creating data subsets to measure model performance effects attributable to various classes of candidate variables; 8) reducing the number of candidate features; 9

Thermal-Induced Errors Prediction and Compensation for a Coordinate Boring Machine Based on Time Series Analysis

Directory of Open Access Journals (Sweden)

Jun Yang

2014-01-01

Full Text Available To improve the CNC machine tools precision, a thermal error modeling for the motorized spindle was proposed based on time series analysis, considering the length of cutting tools and thermal declined angles, and the real-time error compensation was implemented. A five-point method was applied to measure radial thermal declinations and axial expansion of the spindle with eddy current sensors, solving the problem that the three-point measurement cannot obtain the radial thermal angle errors. Then the stationarity of the thermal error sequences was determined by the Augmented Dickey-Fuller Test Algorithm, and the autocorrelation/partial autocorrelation function was applied to identify the model pattern. By combining both Yule-Walker equations and information criteria, the order and parameters of the models were solved effectively, which improved the prediction accuracy and generalization ability. The results indicated that the prediction accuracy of the time series model could reach up to 90%. In addition, the axial maximum error decreased from 39.6 μm to 7 μm after error compensation, and the machining accuracy was improved by 89.7%. Moreover, the X/Y-direction accuracy can reach up to 77.4% and 86%, respectively, which demonstrated that the proposed methods of measurement, modeling, and compensation were effective.

Prediction of Sea Surface Temperature Using Long Short-Term Memory

Science.gov (United States)

Zhang, Qin; Wang, Hui; Dong, Junyu; Zhong, Guoqiang; Sun, Xin

2017-10-01

This letter adopts long short-term memory(LSTM) to predict sea surface temperature(SST), which is the first attempt, to our knowledge, to use recurrent neural network to solve the problem of SST prediction, and to make one week and one month daily prediction. We formulate the SST prediction problem as a time series regression problem. LSTM is a special kind of recurrent neural network, which introduces gate mechanism into vanilla RNN to prevent the vanished or exploding gradient problem. It has strong ability to model the temporal relationship of time series data and can handle the long-term dependency problem well. The proposed network architecture is composed of two kinds of layers: LSTM layer and full-connected dense layer. LSTM layer is utilized to model the time series relationship. Full-connected layer is utilized to map the output of LSTM layer to a final prediction. We explore the optimal setting of this architecture by experiments and report the accuracy of coastal seas of China to confirm the effectiveness of the proposed method. In addition, we also show its online updated characteristics.

Using the MCNP Taylor series perturbation feature (efficiently) for shielding problems

Science.gov (United States)

Favorite, Jeffrey

2017-09-01

The Taylor series or differential operator perturbation method, implemented in MCNP and invoked using the PERT card, can be used for efficient parameter studies in shielding problems. This paper shows how only two PERT cards are needed to generate an entire parameter study, including statistical uncertainty estimates (an additional three PERT cards can be used to give exact statistical uncertainties). One realistic example problem involves a detailed helium-3 neutron detector model and its efficiency as a function of the density of its high-density polyethylene moderator. The MCNP differential operator perturbation capability is extremely accurate for this problem. A second problem involves the density of the polyethylene reflector of the BeRP ball and is an example of first-order sensitivity analysis using the PERT capability. A third problem is an analytic verification of the PERT capability.

Blind source separation problem in GPS time series

Science.gov (United States)

Gualandi, A.; Serpelloni, E.; Belardinelli, M. E.

2016-04-01

A critical point in the analysis of ground displacement time series, as those recorded by space geodetic techniques, is the development of data-driven methods that allow the different sources of deformation to be discerned and characterized in the space and time domains. Multivariate statistic includes several approaches that can be considered as a part of data-driven methods. A widely used technique is the principal component analysis (PCA), which allows us to reduce the dimensionality of the data space while maintaining most of the variance of the dataset explained. However, PCA does not perform well in finding the solution to the so-called blind source separation (BSS) problem, i.e., in recovering and separating the original sources that generate the observed data. This is mainly due to the fact that PCA minimizes the misfit calculated using an L2 norm (χ 2), looking for a new Euclidean space where the projected data are uncorrelated. The independent component analysis (ICA) is a popular technique adopted to approach the BSS problem. However, the independence condition is not easy to impose, and it is often necessary to introduce some approximations. To work around this problem, we test the use of a modified variational Bayesian ICA (vbICA) method to recover the multiple sources of ground deformation even in the presence of missing data. The vbICA method models the probability density function (pdf) of each source signal using a mix of Gaussian distributions, allowing for more flexibility in the description of the pdf of the sources with respect to standard ICA, and giving a more reliable estimate of them. Here we present its application to synthetic global positioning system (GPS) position time series, generated by simulating deformation near an active fault, including inter-seismic, co-seismic, and post-seismic signals, plus seasonal signals and noise, and an additional time-dependent volcanic source. We evaluate the ability of the PCA and ICA decomposition

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.

Chaos Time Series Prediction Based on Membrane Optimization Algorithms

Directory of Open Access Journals (Sweden)

Meng Li

2015-01-01

Full Text Available This paper puts forward a prediction model based on membrane computing optimization algorithm for chaos time series; the model optimizes simultaneously the parameters of phase space reconstruction (τ,m and least squares support vector machine (LS-SVM (γ,σ by using membrane computing optimization algorithm. It is an important basis for spectrum management to predict accurately the change trend of parameters in the electromagnetic environment, which can help decision makers to adopt an optimal action. Then, the model presented in this paper is used to forecast band occupancy rate of frequency modulation (FM broadcasting band and interphone band. To show the applicability and superiority of the proposed model, this paper will compare the forecast model presented in it with conventional similar models. The experimental results show that whether single-step prediction or multistep prediction, the proposed model performs best based on three error measures, namely, normalized mean square error (NMSE, root mean square error (RMSE, and mean absolute percentage error (MAPE.

Two Machine Learning Approaches for Short-Term Wind Speed Time-Series Prediction.

Science.gov (United States)

Ak, Ronay; Fink, Olga; Zio, Enrico

2016-08-01

The increasing liberalization of European electricity markets, the growing proportion of intermittent renewable energy being fed into the energy grids, and also new challenges in the patterns of energy consumption (such as electric mobility) require flexible and intelligent power grids capable of providing efficient, reliable, economical, and sustainable energy production and distribution. From the supplier side, particularly, the integration of renewable energy sources (e.g., wind and solar) into the grid imposes an engineering and economic challenge because of the limited ability to control and dispatch these energy sources due to their intermittent characteristics. Time-series prediction of wind speed for wind power production is a particularly important and challenging task, wherein prediction intervals (PIs) are preferable results of the prediction, rather than point estimates, because they provide information on the confidence in the prediction. In this paper, two different machine learning approaches to assess PIs of time-series predictions are considered and compared: 1) multilayer perceptron neural networks trained with a multiobjective genetic algorithm and 2) extreme learning machines combined with the nearest neighbors approach. The proposed approaches are applied for short-term wind speed prediction from a real data set of hourly wind speed measurements for the region of Regina in Saskatchewan, Canada. Both approaches demonstrate good prediction precision and provide complementary advantages with respect to different evaluation criteria.

GEKF, GUKF and GGPF based prediction of chaotic time-series with additive and multiplicative noises

International Nuclear Information System (INIS)

Wu Xuedong; Song Zhihuan

2008-01-01

On the assumption that random interruptions in the observation process are modelled by a sequence of independent Bernoulli random variables, this paper generalize the extended Kalman filtering (EKF), the unscented Kalman filtering (UKF) and the Gaussian particle filtering (GPF) to the case in which there is a positive probability that the observation in each time consists of noise alone and does not contain the chaotic signal (These generalized novel algorithms are referred to as GEKF, GUKF and GGPF correspondingly in this paper). Using weights and network output of neural networks to constitute state equation and observation equation for chaotic time-series prediction to obtain the linear system state transition equation with continuous update scheme in an online fashion, and the prediction results of chaotic time series represented by the predicted observation value, these proposed novel algorithms are applied to the prediction of Mackey–Glass time-series with additive and multiplicative noises. Simulation results prove that the GGPF provides a relatively better prediction performance in comparison with GEKF and GUKF. (general)

Kapteyn series arising in radiation problems

International Nuclear Information System (INIS)

Lerche, I; Tautz, R C

2008-01-01

In discussing radiation from multiple point charges or magnetic dipoles, moving in circles or ellipses, a variety of Kapteyn series of the second kind arises. Some of the series have been known in closed form for a hundred years or more, others appear not to be available to analytic persuasion. This paper shows how 12 such generic series can be developed to produce either closed analytic expressions or integrals that are not analytically tractable. In addition, the method presented here may be of benefit when one has other Kapteyn series of the second kind to consider, thereby providing an additional reason to consider such series anew

Russian State Time and Earth Rotation Service: Observations, Eop Series, Prediction

Science.gov (United States)

Kaufman, M.; Pasynok, S.

2010-01-01

Russian State Time, Frequency and Earth Rotation Service provides the official EOP data and time for use in scientific, technical and metrological works in Russia. The observations of GLONASS and GPS on 30 stations in Russia, and also the Russian and worldwide observations data of VLBI (35 stations) and SLR (20 stations) are used now. To these three series of EOP the data calculated in two other Russian analysis centers are added: IAA (VLBI, GPS and SLR series) and MCC (SLR). Joint processing of these 7 series is carried out every day (the operational EOP data for the last day and the predicted values for 50 days). The EOP values are weekly refined and systematic errors of every individual series are corrected. The combined results become accessible on the VNIIFTRI server (ftp.imvp.ru) approximately at 6h UT daily.

False-nearest-neighbors algorithm and noise-corrupted time series

International Nuclear Information System (INIS)

Rhodes, C.; Morari, M.

1997-01-01

The false-nearest-neighbors (FNN) algorithm was originally developed to determine the embedding dimension for autonomous time series. For noise-free computer-generated time series, the algorithm does a good job in predicting the embedding dimension. However, the problem of predicting the embedding dimension when the time-series data are corrupted by noise was not fully examined in the original studies of the FNN algorithm. Here it is shown that with large data sets, even small amounts of noise can lead to incorrect prediction of the embedding dimension. Surprisingly, as the length of the time series analyzed by FNN grows larger, the cause of incorrect prediction becomes more pronounced. An analysis of the effect of noise on the FNN algorithm and a solution for dealing with the effects of noise are given here. Some results on the theoretically correct choice of the FNN threshold are also presented. copyright 1997 The American Physical Society

Stochastic model stationarization by eliminating the periodic term and its effect on time series prediction

Science.gov (United States)

Moeeni, Hamid; Bonakdari, Hossein; Fatemi, Seyed Ehsan

2017-04-01

Because time series stationarization has a key role in stochastic modeling results, three methods are analyzed in this study. The methods are seasonal differencing, seasonal standardization and spectral analysis to eliminate the periodic effect on time series stationarity. First, six time series including 4 streamflow series and 2 water temperature series are stationarized. The stochastic term for these series obtained with ARIMA is subsequently modeled. For the analysis, 9228 models are introduced. It is observed that seasonal standardization and spectral analysis eliminate the periodic term completely, while seasonal differencing maintains seasonal correlation structures. The obtained results indicate that all three methods present acceptable performance overall. However, model accuracy in monthly streamflow prediction is higher with seasonal differencing than with the other two methods. Another advantage of seasonal differencing over the other methods is that the monthly streamflow is never estimated as negative. Standardization is the best method for predicting monthly water temperature although it is quite similar to seasonal differencing, while spectral analysis performed the weakest in all cases. It is concluded that for each monthly seasonal series, seasonal differencing is the best stationarization method in terms of periodic effect elimination. Moreover, the monthly water temperature is predicted with more accuracy than monthly streamflow. The criteria of the average stochastic term divided by the amplitude of the periodic term obtained for monthly streamflow and monthly water temperature were 0.19 and 0.30, 0.21 and 0.13, and 0.07 and 0.04 respectively. As a result, the periodic term is more dominant than the stochastic term for water temperature in the monthly water temperature series compared to streamflow series.

DATA MINING WORKSPACE AS AN OPTIMIZATION PREDICTION TECHNIQUE FOR SOLVING TRANSPORT PROBLEMS

Directory of Open Access Journals (Sweden)

Anastasiia KUPTCOVA

2016-09-01

Full Text Available This article addresses the study related to forecasting with an actual high-speed decision making under careful modelling of time series data. The study uses data-mining modelling for algorithmic optimization of transport goals. Our finding brings to the future adequate techniques for the fitting of a prediction model. This model is going to be used for analyses of the future transaction costs in the frontiers of the Czech Republic. Time series prediction methods for the performance of prediction models in the package of Statistics are Exponential, ARIMA and Neural Network approaches. The primary target for a predictive scenario in the data mining workspace is to provide modelling data faster and with more versatility than the other management techniques.

ANFIS Based Time Series Prediction Method of Bank Cash Flow Optimized by Adaptive Population Activity PSO Algorithm

Directory of Open Access Journals (Sweden)

Jie-Sheng Wang

2015-06-01

Full Text Available In order to improve the accuracy and real-time of all kinds of information in the cash business, and solve the problem which accuracy and stability is not high of the data linkage between cash inventory forecasting and cash management information in the commercial bank, a hybrid learning algorithm is proposed based on adaptive population activity particle swarm optimization (APAPSO algorithm combined with the least squares method (LMS to optimize the adaptive network-based fuzzy inference system (ANFIS model parameters. Through the introduction of metric function of population diversity to ensure the diversity of population and adaptive changes in inertia weight and learning factors, the optimization ability of the particle swarm optimization (PSO algorithm is improved, which avoids the premature convergence problem of the PSO algorithm. The simulation comparison experiments are carried out with BP-LMS algorithm and standard PSO-LMS by adopting real commercial banks’ cash flow data to verify the effectiveness of the proposed time series prediction of bank cash flow based on improved PSO-ANFIS optimization method. Simulation results show that the optimization speed is faster and the prediction accuracy is higher.

Prediction about chaotic times series of natural circulation flow under rolling motion

International Nuclear Information System (INIS)

Yuan Can; Cai Qi; Guo Li; Yan Feng

2014-01-01

The paper have proposed a chaotic time series prediction model, which combined phase space reconstruction with support vector machines. The model has been used to predict the coolant volume flow, in which a synchronous parameter optimization method was brought up based on particle swarm optimization algorithm, since the numerical value selection of related parameter was a key factor for the prediction precision. The average relative error of prediction values and actual observation values was l,5% and relative precision was 0.9879. The result indicated that the model could apply for the natural circulation coolant volume flow prediction under rolling motion condition with high accuracy and robustness. (authors)

Generalized unscented Kalman filtering based radial basis function neural network for the prediction of ground radioactivity time series with missing data

International Nuclear Information System (INIS)

Wu Xue-Dong; Liu Wei-Ting; Zhu Zhi-Yu; Wang Yao-Nan

2011-01-01

On the assumption that random interruptions in the observation process are modeled by a sequence of independent Bernoulli random variables, we firstly generalize two kinds of nonlinear filtering methods with random interruption failures in the observation based on the extended Kalman filtering (EKF) and the unscented Kalman filtering (UKF), which were shortened as GEKF and GUKF in this paper, respectively. Then the nonlinear filtering model is established by using the radial basis function neural network (RBFNN) prototypes and the network weights as state equation and the output of RBFNN to present the observation equation. Finally, we take the filtering problem under missing observed data as a special case of nonlinear filtering with random intermittent failures by setting each missing data to be zero without needing to pre-estimate the missing data, and use the GEKF-based RBFNN and the GUKF-based RBFNN to predict the ground radioactivity time series with missing data. Experimental results demonstrate that the prediction results of GUKF-based RBFNN accord well with the real ground radioactivity time series while the prediction results of GEKF-based RBFNN are divergent. (geophysics, astronomy, and astrophysics)

Discussion About Nonlinear Time Series Prediction Using Least Squares Support Vector Machine

International Nuclear Information System (INIS)

Xu Ruirui; Bian Guoxing; Gao Chenfeng; Chen Tianlun

2005-01-01

The least squares support vector machine (LS-SVM) is used to study the nonlinear time series prediction. First, the parameter γ and multi-step prediction capabilities of the LS-SVM network are discussed. Then we employ clustering method in the model to prune the number of the support values. The learning rate and the capabilities of filtering noise for LS-SVM are all greatly improved.

Adaptive Anchoring Model: How Static and Dynamic Presentations of Time Series Influence Judgments and Predictions.

Science.gov (United States)

Kusev, Petko; van Schaik, Paul; Tsaneva-Atanasova, Krasimira; Juliusson, Asgeir; Chater, Nick

2018-01-01

When attempting to predict future events, people commonly rely on historical data. One psychological characteristic of judgmental forecasting of time series, established by research, is that when people make forecasts from series, they tend to underestimate future values for upward trends and overestimate them for downward ones, so-called trend-damping (modeled by anchoring on, and insufficient adjustment from, the average of recent time series values). Events in a time series can be experienced sequentially (dynamic mode), or they can also be retrospectively viewed simultaneously (static mode), not experienced individually in real time. In one experiment, we studied the influence of presentation mode (dynamic and static) on two sorts of judgment: (a) predictions of the next event (forecast) and (b) estimation of the average value of all the events in the presented series (average estimation). Participants' responses in dynamic mode were anchored on more recent events than in static mode for all types of judgment but with different consequences; hence, dynamic presentation improved prediction accuracy, but not estimation. These results are not anticipated by existing theoretical accounts; we develop and present an agent-based model-the adaptive anchoring model (ADAM)-to account for the difference between processing sequences of dynamically and statically presented stimuli (visually presented data). ADAM captures how variation in presentation mode produces variation in responses (and the accuracy of these responses) in both forecasting and judgment tasks. ADAM's model predictions for the forecasting and judgment tasks fit better with the response data than a linear-regression time series model. Moreover, ADAM outperformed autoregressive-integrated-moving-average (ARIMA) and exponential-smoothing models, while neither of these models accounts for people's responses on the average estimation task. Copyright © 2017 The Authors. Cognitive Science published by Wiley

Time Series Forecasting with Missing Values

OpenAIRE

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

2015-01-01

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

Exact series solution to the two flavor neutrino oscillation problem in matter

International Nuclear Information System (INIS)

Blennow, Mattias; Ohlsson, Tommy

2004-01-01

In this paper, we present a real nonlinear differential equation for the two flavor neutrino oscillation problem in matter with an arbitrary density profile. We also present an exact series solution to this nonlinear differential equation. In addition, we investigate numerically the convergence of this solution for different matter density profiles such as constant and linear profiles as well as the Preliminary Reference Earth Model describing the Earth's matter density profile. Finally, we discuss other methods used for solving the neutrino flavor evolution problem

Advances in Antithetic Time Series Analysis : Separating Fact from Artifact

Directory of Open Access Journals (Sweden)

Dennis Ridley

2016-01-01

Full Text Available The problem of biased time series mathematical model parameter estimates is well known to be insurmountable. When used to predict future values by extrapolation, even a de minimis bias will eventually grow into a large bias, with misleading results. This paper elucidates how combining antithetic time series' solves this baffling problem of bias in the fitted and forecast values by dynamic bias cancellation. Instead of growing to infinity, the average error can converge to a constant. (original abstract

Advances in Rosetta structure prediction for difficult molecular-replacement problems

International Nuclear Information System (INIS)

DiMaio, Frank

2013-01-01

Modeling advances using Rosetta structure prediction to aid in solving difficult molecular-replacement problems are discussed. Recent work has shown the effectiveness of structure-prediction methods in solving difficult molecular-replacement problems. The Rosetta protein structure modeling suite can aid in the solution of difficult molecular-replacement problems using templates from 15 to 25% sequence identity; Rosetta refinement guided by noisy density has consistently led to solved structures where other methods fail. In this paper, an overview of the use of Rosetta for these difficult molecular-replacement problems is provided and new modeling developments that further improve model quality are described. Several variations to the method are introduced that significantly reduce the time needed to generate a model and the sampling required to improve the starting template. The improvements are benchmarked on a set of nine difficult cases and it is shown that this improved method obtains consistently better models in less running time. Finally, strategies for best using Rosetta to solve difficult molecular-replacement problems are presented and future directions for the role of structure-prediction methods in crystallography are discussed

High-Speed Solution of Spacecraft Trajectory Problems Using Taylor Series Integration

Science.gov (United States)

Scott, James R.; Martini, Michael C.

2010-01-01

It has been known for some time that Taylor series (TS) integration is among the most efficient and accurate numerical methods in solving differential equations. However, the full benefit of the method has yet to be realized in calculating spacecraft trajectories, for two main reasons. First, most applications of Taylor series to trajectory propagation have focused on relatively simple problems of orbital motion or on specific problems and have not provided general applicability. Second, applications that have been more general have required use of a preprocessor, which inevitably imposes constraints on computational efficiency. The latter approach includes the work of Berryman et al., who solved the planetary n-body problem with relativistic effects. Their work specifically noted the computational inefficiencies arising from use of a preprocessor and pointed out the potential benefit of manually coding derivative routines. In this Engineering Note, we report on a systematic effort to directly implement Taylor series integration in an operational trajectory propagation code: the Spacecraft N-Body Analysis Program (SNAP). The present Taylor series implementation is unique in that it applies to spacecraft virtually anywhere in the solar system and can be used interchangeably with another integration method. SNAP is a high-fidelity trajectory propagator that includes force models for central body gravitation with N X N harmonics, other body gravitation with N X N harmonics, solar radiation pressure, atmospheric drag (for Earth orbits), and spacecraft thrusting (including shadowing). The governing equations are solved using an eighth-order Runge-Kutta Fehlberg (RKF) single-step method with variable step size control. In the present effort, TS is implemented by way of highly integrated subroutines that can be used interchangeably with RKF. This makes it possible to turn TS on or off during various phases of a mission. Current TS force models include central body

Time-series prediction of global solar radiation and of photovoltaic energy production using artificial neural networks

International Nuclear Information System (INIS)

Voyant, Cyril

2011-01-01

As Corsica is a non-interconnected island, its energy supply is very special case. Indeed, as all islands, a large part of the electricity production must be generated locally. Often, renewable energies are considered as a good solution to overcome the isolation problem. However, because of their intermittent nature, they are included in a limited way in power systems. Thus, it is necessary to use in addition other energy productions, with main problem the management of the dispatch between these two energy types. This study is related to the solar and PV prediction in order to quantify available energy and to allow the optimal transition between intermittent and conventional energies sources. Throughout this work, we tested different techniques of prediction concerning four horizons interesting the power manager: d+1; h+24, h+1 and m+5. After all these manipulations, we can conclude that according the considered horizon, the prioritization of the different predictors varies. Note that for the d+1 horizon, it is interesting to use an approach based on neural network being careful to make stationary the time series, and to use exogenous variables. For the h+1 horizon, a hybrid methodology combining the robustness of the autoregressive models and the non-linearity of the connectionist models provides satisfactory results. For the h+24 case, neural networks with multiple outputs give very good results. About the m+5 horizon, our conclusions are different. Thus, even if neural networks are the most effective, the simplicity and the relatively good results shown by the persistence-based approach, lead us to recommend it. All the proposed methodologies and results are complementary to the prediction studies available in the literature. In conclusion, we can say that methodologies developed could eventually be included as prediction tools in the global command - control systems of energy sources. (author) [fr

Modeling length of stay as an optimized two-dass prediction problem

NARCIS (Netherlands)

Verduijn, M.; Peek, N.; Voorbraak, F.; de Jonge, E.; de Mol, B. A. J. M.

2007-01-01

Objectives. To develop a predictive model for the outcome length of stay at the Intensive Care Unit (ICU LOS), including the choice of an optimal dichotomization threshold for this outcome. Reduction of prediction problems of this type of outcome to a two-doss problem is a common strategy to

Prediction of solar cycle 24 using fourier series analysis

International Nuclear Information System (INIS)

Khalid, M.; Sultana, M.; Zaidi, F.

2014-01-01

Predicting the behavior of solar activity has become very significant. It is due to its influence on Earth and the surrounding environment. Apt predictions of the amplitude and timing of the next solar cycle will aid in the estimation of the several results of Space Weather. In the past, many prediction procedures have been used and have been successful to various degrees in the field of solar activity forecast. In this study, Solar cycle 24 is forecasted by the Fourier series method. Comparative analysis has been made by auto regressive integrated moving averages method. From sources, January 2008 was the minimum preceding solar cycle 24, the amplitude and shape of solar cycle 24 is approximate on monthly number of sunspots. This forecast framework approximates a mean solar cycle 24, with the maximum appearing during May 2014 (+- 8 months), with most sunspot of 98 +- 10. Solar cycle 24 will be ending in June 2020 (+- 7 months). The difference between two consecutive peak values of solar cycles (i.e. solar cycle 23 and 24 ) is 165 months(+- 6 months). (author)

Time series prediction by feedforward neural networks - is it difficult?

International Nuclear Information System (INIS)

Rosen-Zvi, Michal; Kanter, Ido; Kinzel, Wolfgang

2003-01-01

The difficulties that a neural network faces when trying to learn from a quasi-periodic time series are studied analytically using a teacher-student scenario where the random input is divided into two macroscopic regions with different variances, 1 and 1/γ 2 (γ >> 1). The generalization error is found to decrease as ε g ∝ exp(-α/γ 2 ), where α is the number of examples per input dimension. In contradiction to this very slow vanishing generalization error, the next output prediction is found to be almost free of mistakes. This picture is consistent with learning quasi-periodic time series produced by feedforward neural networks, which is dominated by enhanced components of the Fourier spectrum of the input. Simulation results are in good agreement with the analytical results

Time Series Forecasting with Missing Values

Directory of Open Access Journals (Sweden)

Shin-Fu Wu

2015-11-01

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

Phase Space Prediction of Chaotic Time Series with Nu-Support Vector Machine Regression

International Nuclear Information System (INIS)

Ye Meiying; Wang Xiaodong

2005-01-01

A new class of support vector machine, nu-support vector machine, is discussed which can handle both classification and regression. We focus on nu-support vector machine regression and use it for phase space prediction of chaotic time series. The effectiveness of the method is demonstrated by applying it to the Henon map. This study also compares nu-support vector machine with back propagation (BP) networks in order to better evaluate the performance of the proposed methods. The experimental results show that the nu-support vector machine regression obtains lower root mean squared error than the BP networks and provides an accurate chaotic time series prediction. These results can be attributable to the fact that nu-support vector machine implements the structural risk minimization principle and this leads to better generalization than the BP networks.

Design of Biomedical Robots for Phenotype Prediction Problems.

Science.gov (United States)

deAndrés-Galiana, Enrique J; Fernández-Martínez, Juan Luis; Sonis, Stephen T

2016-08-01

Genomics has been used with varying degrees of success in the context of drug discovery and in defining mechanisms of action for diseases like cancer and neurodegenerative and rare diseases in the quest for orphan drugs. To improve its utility, accuracy, and cost-effectiveness optimization of analytical methods, especially those that translate to clinically relevant outcomes, is critical. Here we define a novel tool for genomic analysis termed a biomedical robot in order to improve phenotype prediction, identifying disease pathogenesis and significantly defining therapeutic targets. Biomedical robot analytics differ from historical methods in that they are based on melding feature selection methods and ensemble learning techniques. The biomedical robot mathematically exploits the structure of the uncertainty space of any classification problem conceived as an ill-posed optimization problem. Given a classifier, there exist different equivalent small-scale genetic signatures that provide similar predictive accuracies. We perform the sensitivity analysis to noise of the biomedical robot concept using synthetic microarrays perturbed by different kinds of noises in expression and class assignment. Finally, we show the application of this concept to the analysis of different diseases, inferring the pathways and the correlation networks. The final aim of a biomedical robot is to improve knowledge discovery and provide decision systems to optimize diagnosis, treatment, and prognosis. This analysis shows that the biomedical robots are robust against different kinds of noises and particularly to a wrong class assignment of the samples. Assessing the uncertainty that is inherent to any phenotype prediction problem is the right way to address this kind of problem.

Prediction of shipboard electromagnetic interference (EMI) problems using artificial intelligence (AI) technology

Science.gov (United States)

Swanson, David J.

1990-08-01

The electromagnetic interference prediction problem is characteristically ill-defined and complicated. Severe EMI problems are prevalent throughout the U.S. Navy, causing both expected and unexpected impacts on the operational performance of electronic combat systems onboard ships. This paper focuses on applying artificial intelligence (AI) technology to the prediction of ship related electromagnetic interference (EMI) problems.

Efficient exact optimization of multi-objective redundancy allocation problems in series-parallel systems

International Nuclear Information System (INIS)

Cao, Dingzhou; Murat, Alper; Chinnam, Ratna Babu

2013-01-01

This paper proposes a decomposition-based approach to exactly solve the multi-objective Redundancy Allocation Problem for series-parallel systems. Redundancy allocation problem is a form of reliability optimization and has been the subject of many prior studies. The majority of these earlier studies treat redundancy allocation problem as a single objective problem maximizing the system reliability or minimizing the cost given certain constraints. The few studies that treated redundancy allocation problem as a multi-objective optimization problem relied on meta-heuristic solution approaches. However, meta-heuristic approaches have significant limitations: they do not guarantee that Pareto points are optimal and, more importantly, they may not identify all the Pareto-optimal points. In this paper, we treat redundancy allocation problem as a multi-objective problem, as is typical in practice. We decompose the original problem into several multi-objective sub-problems, efficiently and exactly solve sub-problems, and then systematically combine the solutions. The decomposition-based approach can efficiently generate all the Pareto-optimal solutions for redundancy allocation problems. Experimental results demonstrate the effectiveness and efficiency of the proposed method over meta-heuristic methods on a numerical example taken from the literature.

Infinite series

CERN Document Server

Hirschman, Isidore Isaac

2014-01-01

This text for advanced undergraduate and graduate students presents a rigorous approach that also emphasizes applications. Encompassing more than the usual amount of material on the problems of computation with series, the treatment offers many applications, including those related to the theory of special functions. Numerous problems appear throughout the book.The first chapter introduces the elementary theory of infinite series, followed by a relatively complete exposition of the basic properties of Taylor series and Fourier series. Additional subjects include series of functions and the app

Prediction uncertainty in seasonal partial duration series

DEFF Research Database (Denmark)

Rasmussen, Peter Funder; Rosbjerg, Dan

1991-01-01

In order to obtain a good description of the exceedances in a partial duration series it is often necessary to divide the year into a number (2-4) of seasons. Hereby a stationary exceedance distribution can be maintained within each season. This type of seasonal models may, however, not be suitable...... for prediction purposes due to the large number of parameters required. In the particular case with exponentially distributed exceedances and Poissonian occurrence times the precision of the T year event estimator has been thoroughly examined considering both seasonal and nonseasonal models. The two......-seasonal probability density function of the T year event estimator has been deduced and used in the assessment of the precision of approximate moments. The nonseasonal approach covered both a total omission of seasonality by pooling data from different flood seasons and a discarding of nonsignificant season(s) before...

Prediction and Stability of Reading Problems in Middle Childhood

Science.gov (United States)

Ritchey, Kristen D.; Silverman, Rebecca D.; Schatschneider, Christopher; Speece, Deborah L.

2015-01-01

The longitudinal prediction of reading problems from fourth grade to sixth grade was investigated with a sample of 173 students. Reading problems at the end of sixth grade were defined by significantly below average performance (= 15th percentile) on reading factors defining word reading, fluency, and reading comprehension. Sixth grade poor reader…

Developing a local least-squares support vector machines-based neuro-fuzzy model for nonlinear and chaotic time series prediction.

Science.gov (United States)

Miranian, A; Abdollahzade, M

2013-02-01

Local modeling approaches, owing to their ability to model different operating regimes of nonlinear systems and processes by independent local models, seem appealing for modeling, identification, and prediction applications. In this paper, we propose a local neuro-fuzzy (LNF) approach based on the least-squares support vector machines (LSSVMs). The proposed LNF approach employs LSSVMs, which are powerful in modeling and predicting time series, as local models and uses hierarchical binary tree (HBT) learning algorithm for fast and efficient estimation of its parameters. The HBT algorithm heuristically partitions the input space into smaller subdomains by axis-orthogonal splits. In each partitioning, the validity functions automatically form a unity partition and therefore normalization side effects, e.g., reactivation, are prevented. Integration of LSSVMs into the LNF network as local models, along with the HBT learning algorithm, yield a high-performance approach for modeling and prediction of complex nonlinear time series. The proposed approach is applied to modeling and predictions of different nonlinear and chaotic real-world and hand-designed systems and time series. Analysis of the prediction results and comparisons with recent and old studies demonstrate the promising performance of the proposed LNF approach with the HBT learning algorithm for modeling and prediction of nonlinear and chaotic systems and time series.

Nonlinear Time Series Prediction Using LS-SVM with Chaotic Mutation Evolutionary Programming for Parameter Optimization

International Nuclear Information System (INIS)

Xu Ruirui; Chen Tianlun; Gao Chengfeng

2006-01-01

Nonlinear time series prediction is studied by using an improved least squares support vector machine (LS-SVM) regression based on chaotic mutation evolutionary programming (CMEP) approach for parameter optimization. We analyze how the prediction error varies with different parameters (σ, γ) in LS-SVM. In order to select appropriate parameters for the prediction model, we employ CMEP algorithm. Finally, Nasdaq stock data are predicted by using this LS-SVM regression based on CMEP, and satisfactory results are obtained.

Predicting Jakarta composite index using hybrid of fuzzy time series and support vector regression models

Science.gov (United States)

Febrian Umbara, Rian; Tarwidi, Dede; Budi Setiawan, Erwin

2018-03-01

The paper discusses the prediction of Jakarta Composite Index (JCI) in Indonesia Stock Exchange. The study is based on JCI historical data for 1286 days to predict the value of JCI one day ahead. This paper proposes predictions done in two stages., The first stage using Fuzzy Time Series (FTS) to predict values of ten technical indicators, and the second stage using Support Vector Regression (SVR) to predict the value of JCI one day ahead, resulting in a hybrid prediction model FTS-SVR. The performance of this combined prediction model is compared with the performance of the single stage prediction model using SVR only. Ten technical indicators are used as input for each model.

Emotion dysregulation and peer drinking norms uniquely predict alcohol-related problems via motives.

Science.gov (United States)

Simons, Raluca M; Hahn, Austin M; Simons, Jeffrey S; Murase, Hanako

2017-08-01

This study examined the relationships between emotion dysregulation, peer drinking norms, drinking motives, and alcohol-related outcomes among 435 college students. We examined the mediating roles of drinking motives when predicting alcohol consumption and related problems from the subscales of the Difficulties in Emotion Regulation Scale (DERS; Gratz and Roemer, 2004) via negative and positive reinforcement models. First, we hypothesized that individuals who lack in emotion regulation strategies or have difficulties in accepting negative emotions are more likely to drink to cope. Additionally, we hypothesized that individuals who act impulsively or become distracted when upset as well as those with higher peer drinking norms are more likely to drink for social and enhancement motives. The results of the path model indicated that limited access to emotion regulation strategies significantly predicted alcohol-related problems via both depression and anxiety coping motives, but did not predict alcohol consumption. Nonacceptance of emotional responses was not significantly associated with coping motives. Impulsivity had a significant direct relationship with alcohol problems. Difficulty in engaging in goal-directed behaviors predicted both enhancement and social motives, but only enhancement motives in turn predicted consumption. Norms indirectly predicted problems via enhancement motives and consumption. The results indicated that using alcohol to reduce negative or to increase positive emotions increases alcohol consumption and alcohol-related problems. Overall, results advance our understanding of the mechanisms of increased alcohol use and problems among college students. Copyright © 2017 Elsevier B.V. All rights reserved.

Optimize the Coverage Probability of Prediction Interval for Anomaly Detection of Sensor-Based Monitoring Series

Directory of Open Access Journals (Sweden)

Jingyue Pang

2018-03-01

Full Text Available Effective anomaly detection of sensing data is essential for identifying potential system failures. Because they require no prior knowledge or accumulated labels, and provide uncertainty presentation, the probability prediction methods (e.g., Gaussian process regression (GPR and relevance vector machine (RVM are especially adaptable to perform anomaly detection for sensing series. Generally, one key parameter of prediction models is coverage probability (CP, which controls the judging threshold of the testing sample and is generally set to a default value (e.g., 90% or 95%. There are few criteria to determine the optimal CP for anomaly detection. Therefore, this paper designs a graphic indicator of the receiver operating characteristic curve of prediction interval (ROC-PI based on the definition of the ROC curve which can depict the trade-off between the PI width and PI coverage probability across a series of cut-off points. Furthermore, the Youden index is modified to assess the performance of different CPs, by the minimization of which the optimal CP is derived by the simulated annealing (SA algorithm. Experiments conducted on two simulation datasets demonstrate the validity of the proposed method. Especially, an actual case study on sensing series from an on-orbit satellite illustrates its significant performance in practical application.

Early-onset Conduct Problems: Predictions from daring temperament and risk taking behavior.

Science.gov (United States)

Bai, Sunhye; Lee, Steve S

2017-12-01

Given its considerable public health significance, identifying predictors of early expressions of conduct problems is a priority. We examined the predictive validity of daring, a key dimension of temperament, and the Balloon Analog Risk Task (BART), a laboratory-based measure of risk taking behavior, with respect to two-year change in parent, teacher-, and youth self-reported oppositional defiant disorder (ODD), conduct disorder (CD), and antisocial behavior. At baseline, 150 ethnically diverse 6- to 10-year old (M=7.8, SD=1.1; 69.3% male) youth with ( n =82) and without ( n =68) DSM-IV ADHD completed the BART whereas parents rated youth temperament (i.e., daring); parents and teachers also independently rated youth ODD and CD symptoms. Approximately 2 years later, multi-informant ratings of youth ODD, CD, and antisocial behavior were gathered from rating scales and interviews. Whereas risk taking on the BART was unrelated to conduct problems, individual differences in daring prospectively predicted multi-informant rated conduct problems, independent of baseline risk taking, conduct problems, and ADHD diagnostic status. Early differences in the propensity to show positive socio-emotional responses to risky or novel experiences uniquely predicted escalating conduct problems in childhood, even with control of other potent clinical correlates. We consider the role of temperament in the origins and development of significant conduct problems from childhood to adolescence, including possible explanatory mechanisms underlying these predictions.

The string prediction models as an invariants of time series in forex market

OpenAIRE

Richard Pincak; Marian Repasan

2011-01-01

In this paper we apply a new approach of the string theory to the real financial market. It is direct extension and application of the work [1] into prediction of prices. The models are constructed with an idea of prediction models based on the string invariants (PMBSI). The performance of PMBSI is compared to support vector machines (SVM) and artificial neural networks (ANN) on an artificial and a financial time series. Brief overview of the results and analysis is given. The first model is ...

Predicting Time Series Outputs and Time-to-Failure for an Aircraft Controller Using Bayesian Modeling

Science.gov (United States)

He, Yuning

2015-01-01

Safety of unmanned aerial systems (UAS) is paramount, but the large number of dynamically changing controller parameters makes it hard to determine if the system is currently stable, and the time before loss of control if not. We propose a hierarchical statistical model using Treed Gaussian Processes to predict (i) whether a flight will be stable (success) or become unstable (failure), (ii) the time-to-failure if unstable, and (iii) time series outputs for flight variables. We first classify the current flight input into success or failure types, and then use separate models for each class to predict the time-to-failure and time series outputs. As different inputs may cause failures at different times, we have to model variable length output curves. We use a basis representation for curves and learn the mappings from input to basis coefficients. We demonstrate the effectiveness of our prediction methods on a NASA neuro-adaptive flight control system.

Different strategies in solving series completion inductive reasoning problems: an fMRI and computational study.

Science.gov (United States)

Liang, Peipeng; Jia, Xiuqin; Taatgen, Niels A; Zhong, Ning; Li, Kuncheng

2014-08-01

Neural correlate of human inductive reasoning process is still unclear. Number series and letter series completion are two typical inductive reasoning tasks, and with a common core component of rule induction. Previous studies have demonstrated that different strategies are adopted in number series and letter series completion tasks; even the underlying rules are identical. In the present study, we examined cortical activation as a function of two different reasoning strategies for solving series completion tasks. The retrieval strategy, used in number series completion tasks, involves direct retrieving of arithmetic knowledge to get the relations between items. The procedural strategy, used in letter series completion tasks, requires counting a certain number of times to detect the relations linking two items. The two strategies require essentially the equivalent cognitive processes, but have different working memory demands (the procedural strategy incurs greater demands). The procedural strategy produced significant greater activity in areas involved in memory retrieval (dorsolateral prefrontal cortex, DLPFC) and mental representation/maintenance (posterior parietal cortex, PPC). An ACT-R model of the tasks successfully predicted behavioral performance and BOLD responses. The present findings support a general-purpose dual-process theory of inductive reasoning regarding the cognitive architecture. Copyright © 2014 Elsevier B.V. All rights reserved.

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.

A multi-objective optimization problem for multi-state series-parallel systems: A two-stage flow-shop manufacturing system

International Nuclear Information System (INIS)

Azadeh, A.; Maleki Shoja, B.; Ghanei, S.; Sheikhalishahi, M.

2015-01-01

This research investigates a redundancy-scheduling optimization problem for a multi-state series parallel system. The system is a flow shop manufacturing system with multi-state machines. Each manufacturing machine may have different performance rates including perfect performance, decreased performance and complete failure. Moreover, warm standby redundancy is considered for the redundancy allocation problem. Three objectives are considered for the problem: (1) minimizing system purchasing cost, (2) minimizing makespan, and (3) maximizing system reliability. Universal generating function is employed to evaluate system performance and overall reliability of the system. Since the problem is in the NP-hard class of combinatorial problems, genetic algorithm (GA) is used to find optimal/near optimal solutions. Different test problems are generated to evaluate the effectiveness and efficiency of proposed approach and compared to simulated annealing optimization method. The results show the proposed approach is capable of finding optimal/near optimal solution within a very reasonable time. - Highlights: • A redundancy-scheduling optimization problem for a multi-state series parallel system. • A flow shop with multi-state machines and warm standby redundancy. • Objectives are to optimize system purchasing cost, makespan and reliability. • Different test problems are generated and evaluated by a unique genetic algorithm. • It locates optimal/near optimal solution within a very reasonable time

Predictable nonlinear dynamics: Advances and limitations

International Nuclear Information System (INIS)

Anosov, L.A.; Butkovskii, O.Y.; Kravtsov, Y.A.; Surovyatkina, E.D.

1996-01-01

Methods for reconstruction chaotic dynamical system structure directly from experimental time series are described. Effectiveness of general methods is illustrated with the results of numerical simulation. It is of common interest that from the single time series it is possible to reconstruct a set of interconnected variables. Predictive power of dynamical models, provided by the nonlinear dynamics inverse problem solution, is limited firstly by the noise level in the system under study and is characterized by the horizon of predictability. New physical results are presented, concerning nonstationary and bifurcation nonlinear systems: (1) algorithms for revealing of nonstationarity in random-like chaotic time-series are suggested based on discriminant analysis with nonlinear discriminant function; (2) an opportunity is established to predict the final state in bifurcation system with quickly varying control parameters; (3) hysteresis is founded out in bifurcation system with quickly varying parameters; (4) delayed correlation left-angle noise-prediction error right-angle in chaotic systems is revealed. copyright 1996 American Institute of Physics

Can parenting practices predict externalizing behavior problems among children with hearing impairment?

Science.gov (United States)

Pino, María J; Castillo, Rosa A; Raya, Antonio; Herruzo, Javier

2017-11-09

To identify possible differences in the level of externalizing behavior problems among children with and without hearing impairment and determine whether any relationship exists between this type of problem and parenting practices. The Behavior Assessment System for Children was used to evaluate externalizing variables in a sample of 118 boys and girls divided into two matched groups: 59 with hearing disorders and 59 normal-hearing controls. Significant between-group differences were found in hyperactivity, behavioral problems, and externalizing problems, but not in aggression. Significant differences were also found in various aspects of parenting styles. A model for predicting externalizing behavior problems was constructed, achieving a predicted explained variance of 50%. Significant differences do exist between adaptation levels in children with and without hearing impairment. Parenting style also plays an important role.

SHRINKING THE UNCERTAINTY IN ONLINE SALES PREDICTION WITH TIME SERIES ANALYSIS

Directory of Open Access Journals (Sweden)

Rashmi Ranjan Dhal

2014-10-01

Full Text Available In any production environment, processing is centered on the manufacture of products. It is important to get adequate volumes of orders for those products. However, merely getting orders is not enough for the long-term sustainability of multinationals. They need to know the demand for their products well in advance in order to compete and win in a highly competitive market. To assess the demand of a product we need to track its order behavior and predict the future response of customers depending on the present dataset as well as historical dataset. In this paper we propose a systematic, time-series based scheme to perform this task using the Hadoop framework and Holt-Winter prediction function in the R environment to show the sales forecast for forthcoming years.

A Long-Term Prediction Model of Beijing Haze Episodes Using Time Series Analysis

Directory of Open Access Journals (Sweden)

Xiaoping Yang

2016-01-01

Full Text Available The rapid industrial development has led to the intermittent outbreak of pm2.5 or haze in developing countries, which has brought about great environmental issues, especially in big cities such as Beijing and New Delhi. We investigated the factors and mechanisms of haze change and present a long-term prediction model of Beijing haze episodes using time series analysis. We construct a dynamic structural measurement model of daily haze increment and reduce the model to a vector autoregressive model. Typical case studies on 886 continuous days indicate that our model performs very well on next day’s Air Quality Index (AQI prediction, and in severely polluted cases (AQI ≥ 300 the accuracy rate of AQI prediction even reaches up to 87.8%. The experiment of one-week prediction shows that our model has excellent sensitivity when a sudden haze burst or dissipation happens, which results in good long-term stability on the accuracy of the next 3–7 days’ AQI prediction.

Application of power series to the solution of the boundary value problem for a second order nonlinear differential equation

International Nuclear Information System (INIS)

Semenova, V.N.

2016-01-01

A boundary value problem for a nonlinear second order differential equation has been considered. A numerical method has been proposed to solve this problem using power series. Results of numerical experiments have been presented in the paper [ru

Comparison of Nomothetic versus Idiographic-Oriented Methods for Making Predictions about Distal Outcomes from Time Series Data

Science.gov (United States)

Castro-Schilo, Laura; Ferrer, Emilio

2013-01-01

We illustrate the idiographic/nomothetic debate by comparing 3 approaches to using daily self-report data on affect for predicting relationship quality and breakup. The 3 approaches included (a) the first day in the series of daily data; (b) the mean and variability of the daily series; and (c) parameters from dynamic factor analysis, a…

Classification of time series patterns from complex dynamic systems

Energy Technology Data Exchange (ETDEWEB)

Schryver, J.C.; Rao, N.

1998-07-01

An increasing availability of high-performance computing and data storage media at decreasing cost is making possible the proliferation of large-scale numerical databases and data warehouses. Numeric warehousing enterprises on the order of hundreds of gigabytes to terabytes are a reality in many fields such as finance, retail sales, process systems monitoring, biomedical monitoring, surveillance and transportation. Large-scale databases are becoming more accessible to larger user communities through the internet, web-based applications and database connectivity. Consequently, most researchers now have access to a variety of massive datasets. This trend will probably only continue to grow over the next several years. Unfortunately, the availability of integrated tools to explore, analyze and understand the data warehoused in these archives is lagging far behind the ability to gain access to the same data. In particular, locating and identifying patterns of interest in numerical time series data is an increasingly important problem for which there are few available techniques. Temporal pattern recognition poses many interesting problems in classification, segmentation, prediction, diagnosis and anomaly detection. This research focuses on the problem of classification or characterization of numerical time series data. Highway vehicles and their drivers are examples of complex dynamic systems (CDS) which are being used by transportation agencies for field testing to generate large-scale time series datasets. Tools for effective analysis of numerical time series in databases generated by highway vehicle systems are not yet available, or have not been adapted to the target problem domain. However, analysis tools from similar domains may be adapted to the problem of classification of numerical time series data.

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 ...

Divergent series and memory of the initial condition in the long-time solution of some anomalous diffusion problems.

Science.gov (United States)

Yuste, S Bravo; Borrego, R; Abad, E

2010-02-01

We consider various anomalous d -dimensional diffusion problems in the presence of an absorbing boundary with radial symmetry. The motion of particles is described by a fractional diffusion equation. Their mean-square displacement is given by r(2) proportional, variant t(gamma)(0divergent series appear when the concentration or survival probabilities are evaluated via the method of separation of variables. While the solution for normal diffusion problems is, at most, divergent as t-->0 , the emergence of such series in the long-time domain is a specific feature of subdiffusion problems. We present a method to regularize such series, and, in some cases, validate the procedure by using alternative techniques (Laplace transform method and numerical simulations). In the normal diffusion case, we find that the signature of the initial condition on the approach to the steady state rapidly fades away and the solution approaches a single (the main) decay mode in the long-time regime. In remarkable contrast, long-time memory of the initial condition is present in the subdiffusive case as the spatial part Psi1(r) describing the long-time decay of the solution to the steady state is determined by a weighted superposition of all spatial modes characteristic of the normal diffusion problem, the weight being dependent on the initial condition. Interestingly, Psi1(r) turns out to be independent of the anomalous diffusion exponent gamma .

Can parenting practices predict externalizing behavior problems among children with hearing impairment?

Directory of Open Access Journals (Sweden)

María J. Pino

2017-11-01

Full Text Available Objective: To identify possible differences in the level of externalizing behavior problems among children with and without hearing impairment and determine whether any relationship exists between this type of problem and parenting practices. Methods: The Behavior Assessment System for Children was used to evaluate externalizing variables in a sample of 118 boys and girls divided into two matched groups: 59 with hearing disorders and 59 normal-hearing controls. Results: Significant between-group differences were found in hyperactivity, behavioral problems, and externalizing problems, but not in aggression. Significant differences were also found in various aspects of parenting styles. A model for predicting externalizing behavior problems was constructed, achieving a predicted explained variance of 50%. Conclusion: Significant differences do exist between adaptation levels in children with and without hearing impairment. Parenting style also plays an important role.

Beta/gamma test problems for ITS

International Nuclear Information System (INIS)

Mei, G.T.

1993-01-01

The Integrated Tiger Series of Coupled Electron/Photon Monte Carlo Transport Codes (ITS 3.0, PC Version) was used at Oak Ridge National Laboratory (ORNL) to compare with and extend the experimental findings of the beta/gamma response of selected health physics instruments. In order to assure that ITS gives correct results, several beta/gamma problems have been tested. ITS was used to simulate these problems numerically, and results for each were compared to the problem's experimental or analytical results. ITS successfully predicted the experimental or analytical results of all tested problems within the statistical uncertainty inherent in the Monte Carlo method

Social problem solving ability predicts mental health among undergraduate students.

Science.gov (United States)

Ranjbar, Mansour; Bayani, Ali Asghar; Bayani, Ali

2013-11-01

The main objective of this study was predicting student's mental health using social problem solving- ability. In this correlational. descriptive study, 369 (208 female and 161 male) from, Mazandaran University of Medical Science were selected through stratified random sampling method. In order to collect the data, the social problem solving inventory-revised and general health questionnaire were used. Data were analyzed through SPSS-19, Pearson's correlation, t test, and stepwise regression analysis. Data analysis showed significant relationship between social problem solving ability and mental health (P Social problem solving ability was significantly associated with the somatic symptoms, anxiety and insomnia, social dysfunction and severe depression (P social problem solving ability and mental health.

Predictive time-series modeling using artificial neural networks for Linac beam symmetry: an empirical study.

Science.gov (United States)

Li, Qiongge; Chan, Maria F

2017-01-01

Over half of cancer patients receive radiotherapy (RT) as partial or full cancer treatment. Daily quality assurance (QA) of RT in cancer treatment closely monitors the performance of the medical linear accelerator (Linac) and is critical for continuous improvement of patient safety and quality of care. Cumulative longitudinal QA measurements are valuable for understanding the behavior of the Linac and allow physicists to identify trends in the output and take preventive actions. In this study, artificial neural networks (ANNs) and autoregressive moving average (ARMA) time-series prediction modeling techniques were both applied to 5-year daily Linac QA data. Verification tests and other evaluations were then performed for all models. Preliminary results showed that ANN time-series predictive modeling has more advantages over ARMA techniques for accurate and effective applicability in the dosimetry and QA field. © 2016 New York Academy of Sciences.

On interpolation series related to the Abel-Goncharov problem, with applications to arithmetic-geometric mean relationship and Hellinger integrals

NARCIS (Netherlands)

K.O. Dzhaparidze (Kacha)

1998-01-01

textabstractIn this paper a convergence class is characterized for special series associated with Gelfond's interpolation problem (a generalization of the Abel-Goncharov problem) when the interpolation nodes are equidistantly distributed within the interval $[0,1]$. As a result, an expansion is

Failure prediction using machine learning and time series in optical network.

Science.gov (United States)

Wang, Zhilong; Zhang, Min; Wang, Danshi; Song, Chuang; Liu, Min; Li, Jin; Lou, Liqi; Liu, Zhuo

2017-08-07

In this paper, we propose a performance monitoring and failure prediction method in optical networks based on machine learning. The primary algorithms of this method are the support vector machine (SVM) and double exponential smoothing (DES). With a focus on risk-aware models in optical networks, the proposed protection plan primarily investigates how to predict the risk of an equipment failure. To the best of our knowledge, this important problem has not yet been fully considered. Experimental results showed that the average prediction accuracy of our method was 95% when predicting the optical equipment failure state. This finding means that our method can forecast an equipment failure risk with high accuracy. Therefore, our proposed DES-SVM method can effectively improve traditional risk-aware models to protect services from possible failures and enhance the optical network stability.

Infant Sleep Predicts Attention Regulation and Behavior Problems at 3-4 Years of Age.

Science.gov (United States)

Sadeh, Avi; De Marcas, Gali; Guri, Yael; Berger, Andrea; Tikotzky, Liat; Bar-Haim, Yair

2015-01-01

This longitudinal study assessed the role of early sleep patterns in predicting attention regulation and behavior problems. Sleep of 43 infants was assessed using actigraphy at 12 months of age and then reassessed when the children were 3-4 years old. During this follow-up, their attention regulation and behavior problems were also assessed using a computerized test and parental reports. Lower quality of sleep in infancy significantly predicted compromised attention regulation and behavior problems. These findings underscore the need to identify and treat early sleep problems.

EMD-Based Predictive Deep Belief Network for Time Series Prediction: An Application to Drought Forecasting

Directory of Open Access Journals (Sweden)

Norbert A. Agana

2018-02-01

Full Text Available Drought is a stochastic natural feature that arises due to intense and persistent shortage of precipitation. Its impact is mostly manifested as agricultural and hydrological droughts following an initial meteorological phenomenon. Drought prediction is essential because it can aid in the preparedness and impact-related management of its effects. This study considers the drought forecasting problem by developing a hybrid predictive model using a denoised empirical mode decomposition (EMD and a deep belief network (DBN. The proposed method first decomposes the data into several intrinsic mode functions (IMFs using EMD, and a reconstruction of the original data is obtained by considering only relevant IMFs. Detrended fluctuation analysis (DFA was applied to each IMF to determine the threshold for robust denoising performance. Based on their scaling exponents, irrelevant intrinsic mode functions are identified and suppressed. The proposed method was applied to predict different time scale drought indices across the Colorado River basin using a standardized streamflow index (SSI as the drought index. The results obtained using the proposed method was compared with standard methods such as multilayer perceptron (MLP and support vector regression (SVR. The proposed hybrid model showed improvement in prediction accuracy, especially for multi-step ahead predictions.

Prediction and Geometry of Chaotic Time Series

National Research Council Canada - National Science Library

Leonardi, Mary

1997-01-01

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

Predicting critical transitions in dynamical systems from time series using nonstationary probability density modeling.

Science.gov (United States)

Kwasniok, Frank

2013-11-01

A time series analysis method for predicting the probability density of a dynamical system is proposed. A nonstationary parametric model of the probability density is estimated from data within a maximum likelihood framework and then extrapolated to forecast the future probability density and explore the system for critical transitions or tipping points. A full systematic account of parameter uncertainty is taken. The technique is generic, independent of the underlying dynamics of the system. The method is verified on simulated data and then applied to prediction of Arctic sea-ice extent.

Trading network predicts stock price.

Science.gov (United States)

Sun, Xiao-Qian; Shen, Hua-Wei; Cheng, Xue-Qi

2014-01-16

Stock price prediction is an important and challenging problem for studying financial markets. Existing studies are mainly based on the time series of stock price or the operation performance of listed company. In this paper, we propose to predict stock price based on investors' trading behavior. For each stock, we characterize the daily trading relationship among its investors using a trading network. We then classify the nodes of trading network into three roles according to their connectivity pattern. Strong Granger causality is found between stock price and trading relationship indices, i.e., the fraction of trading relationship among nodes with different roles. We further predict stock price by incorporating these trading relationship indices into a neural network based on time series of stock price. Experimental results on 51 stocks in two Chinese Stock Exchanges demonstrate the accuracy of stock price prediction is significantly improved by the inclusion of trading relationship indices.

Rainfall Prediction of Indian Peninsula: Comparison of Time Series Based Approach and Predictor Based Approach using Machine Learning Techniques

Science.gov (United States)

Dash, Y.; Mishra, S. K.; Panigrahi, B. K.

2017-12-01

Prediction of northeast/post monsoon rainfall which occur during October, November and December (OND) over Indian peninsula is a challenging task due to the dynamic nature of uncertain chaotic climate. It is imperative to elucidate this issue by examining performance of different machine leaning (ML) approaches. The prime objective of this research is to compare between a) statistical prediction using historical rainfall observations and global atmosphere-ocean predictors like Sea Surface Temperature (SST) and Sea Level Pressure (SLP) and b) empirical prediction based on a time series analysis of past rainfall data without using any other predictors. Initially, ML techniques have been applied on SST and SLP data (1948-2014) obtained from NCEP/NCAR reanalysis monthly mean provided by the NOAA ESRL PSD. Later, this study investigated the applicability of ML methods using OND rainfall time series for 1948-2014 and forecasted up to 2018. The predicted values of aforementioned methods were verified using observed time series data collected from Indian Institute of Tropical Meteorology and the result revealed good performance of ML algorithms with minimal error scores. Thus, it is found that both statistical and empirical methods are useful for long range climatic projections.

Beyond Rating Curves: Time Series Models for in-Stream Turbidity Prediction

Science.gov (United States)

Wang, L.; Mukundan, R.; Zion, M.; Pierson, D. C.

2012-12-01

The New York City Department of Environmental Protection (DEP) manages New York City's water supply, which is comprised of over 20 reservoirs and supplies over 1 billion gallons of water per day to more than 9 million customers. DEP's "West of Hudson" reservoirs located in the Catskill Mountains are unfiltered per a renewable filtration avoidance determination granted by the EPA. While water quality is usually pristine, high volume storm events occasionally cause the reservoirs to become highly turbid. A logical strategy for turbidity control is to temporarily remove the turbid reservoirs from service. While effective in limiting delivery of turbid water and reducing the need for in-reservoir alum flocculation, this strategy runs the risk of negatively impacting water supply reliability. Thus, it is advantageous for DEP to understand how long a particular turbidity event will affect their system. In order to understand the duration, intensity and total load of a turbidity event, predictions of future in-stream turbidity values are important. Traditionally, turbidity predictions have been carried out by applying streamflow observations/forecasts to a flow-turbidity rating curve. However, predictions from rating curves are often inaccurate due to inter- and intra-event variability in flow-turbidity relationships. Predictions can be improved by applying an autoregressive moving average (ARMA) time series model in combination with a traditional rating curve. Since 2003, DEP and the Upstate Freshwater Institute have compiled a relatively consistent set of 15-minute turbidity observations at various locations on Esopus Creek above Ashokan Reservoir. Using daily averages of this data and streamflow observations at nearby USGS gauges, flow-turbidity rating curves were developed via linear regression. Time series analysis revealed that the linear regression residuals may be represented using an ARMA(1,2) process. Based on this information, flow-turbidity regressions with

The neural correlates of problem states: testing FMRI predictions of a computational model of multitasking.

Directory of Open Access Journals (Sweden)

Jelmer P Borst

Full Text Available BACKGROUND: It has been shown that people can only maintain one problem state, or intermediate mental representation, at a time. When more than one problem state is required, for example in multitasking, performance decreases considerably. This effect has been explained in terms of a problem state bottleneck. METHODOLOGY: In the current study we use the complimentary methodologies of computational cognitive modeling and neuroimaging to investigate the neural correlates of this problem state bottleneck. In particular, an existing computational cognitive model was used to generate a priori fMRI predictions for a multitasking experiment in which the problem state bottleneck plays a major role. Hemodynamic responses were predicted for five brain regions, corresponding to five cognitive resources in the model. Most importantly, we predicted the intraparietal sulcus to show a strong effect of the problem state manipulations. CONCLUSIONS: Some of the predictions were confirmed by a subsequent fMRI experiment, while others were not matched by the data. The experiment supported the hypothesis that the problem state bottleneck is a plausible cause of the interference in the experiment and that it could be located in the intraparietal sulcus.

Study on Apparent Kinetic Prediction Model of the Smelting Reduction Based on the Time-Series

Directory of Open Access Journals (Sweden)

Guo-feng Fan

2012-01-01

Full Text Available A series of direct smelting reduction experiment has been carried out with high phosphorous iron ore of the different bases by thermogravimetric analyzer. The derivative thermogravimetric (DTG data have been obtained from the experiments. One-step forward local weighted linear (LWL method , one of the most suitable ways of predicting chaotic time-series methods which focus on the errors, is used to predict DTG. In the meanwhile, empirical mode decomposition-autoregressive (EMD-AR, a data mining technique in signal processing, is also used to predict DTG. The results show that (1 EMD-AR(4 is the most appropriate and its error is smaller than the former; (2 root mean square error (RMSE has decreased about two-thirds; (3 standardized root mean square error (NMSE has decreased in an order of magnitude. Finally in this paper, EMD-AR method has been improved by golden section weighting; its error would be smaller than before. Therefore, the improved EMD-AR model is a promising alternative for apparent reaction rate (DTG. The analytical results have been an important reference in the field of industrial control.

Complex network approach to fractional time series

Energy Technology Data Exchange (ETDEWEB)

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

2015-10-15

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

Predicting delayed cerebral ischemia after subarachnoid hemorrhage using physiological time series data.

Science.gov (United States)

Park, Soojin; Megjhani, Murad; Frey, Hans-Peter; Grave, Edouard; Wiggins, Chris; Terilli, Kalijah L; Roh, David J; Velazquez, Angela; Agarwal, Sachin; Connolly, E Sander; Schmidt, J Michael; Claassen, Jan; Elhadad, Noemie

2018-03-20

To develop and validate a prediction model for delayed cerebral ischemia (DCI) after subarachnoid hemorrhage (SAH) using a temporal unsupervised feature engineering approach, demonstrating improved precision over standard features. 488 consecutive SAH admissions from 2006 to 2014 to a tertiary care hospital were included. Models were trained on 80%, while 20% were set aside for validation testing. Baseline information and standard grading scales were evaluated: age, sex, Hunt Hess grade, modified Fisher Scale (mFS), and Glasgow Coma Scale (GCS). An unsupervised approach applying random kernels was used to extract features from physiological time series (systolic and diastolic blood pressure, heart rate, respiratory rate, and oxygen saturation). Classifiers (Partial Least Squares, linear and kernel Support Vector Machines) were trained on feature subsets of the derivation dataset. Models were applied to the validation dataset. The performances of the best classifiers on the validation dataset are reported by feature subset. Standard grading scale (mFS): AUC 0.58. Combined demographics and grading scales: AUC 0.60. Random kernel derived physiologic features: AUC 0.74. Combined baseline and physiologic features with redundant feature reduction: AUC 0.77. Current DCI prediction tools rely on admission imaging and are advantageously simple to employ. However, using an agnostic and computationally inexpensive learning approach for high-frequency physiologic time series data, we demonstrated that our models achieve higher classification accuracy.

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

Social Problem Solving Ability Predicts Mental Health Among Undergraduate Students

OpenAIRE

Ranjbar, Mansour; Bayani, Ali Asghar; Bayani, Ali

2013-01-01

Background : The main objective of this study was predicting student′s mental health using social problem solving- ability . Methods : In this correlational- descriptive study, 369 (208 female and 161 male) from, Mazandaran University of Medical Science were selected through stratified random sampling method. In order to collect the data, the social problem solving inventory-revised and general health questionnaire were used. Data were analyzed through SPSS-19, Pearson′s correlation, t tes...

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

Directory of Open Access Journals (Sweden)

C. Serio

1997-06-01

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

Detecting determinism with improved sensitivity in time series: rank-based nonlinear predictability score.

Science.gov (United States)

Naro, Daniel; Rummel, Christian; Schindler, Kaspar; Andrzejak, Ralph G

2014-09-01

The rank-based nonlinear predictability score was recently introduced as a test for determinism in point processes. We here adapt this measure to time series sampled from time-continuous flows. We use noisy Lorenz signals to compare this approach against a classical amplitude-based nonlinear prediction error. Both measures show an almost identical robustness against Gaussian white noise. In contrast, when the amplitude distribution of the noise has a narrower central peak and heavier tails than the normal distribution, the rank-based nonlinear predictability score outperforms the amplitude-based nonlinear prediction error. For this type of noise, the nonlinear predictability score has a higher sensitivity for deterministic structure in noisy signals. It also yields a higher statistical power in a surrogate test of the null hypothesis of linear stochastic correlated signals. We show the high relevance of this improved performance in an application to electroencephalographic (EEG) recordings from epilepsy patients. Here the nonlinear predictability score again appears of higher sensitivity to nonrandomness. Importantly, it yields an improved contrast between signals recorded from brain areas where the first ictal EEG signal changes were detected (focal EEG signals) versus signals recorded from brain areas that were not involved at seizure onset (nonfocal EEG signals).

Online credit card fraud prediction based on hierarchical temporal ...

African Journals Online (AJOL)

This understanding gave birth to the Hierarchical Temporal Memory (HTM) which holds a lot of promises in the area of time-series prediction and anomaly detection problems. This paper demonstrates the behaviour of an HTM model with respect to its learning and prediction of online credit card fraud. The model was ...

Application of Taylor-Series Integration to Reentry Problems with Wind

NARCIS (Netherlands)

Bergsma, Michiel; Mooij, E.

2016-01-01

Taylor-series integration is a numerical integration technique that computes the Taylor series of state variables using recurrence relations and uses this series to propagate the state in time. A Taylor-series integration reentry integrator is developed and compared with the fifth-order

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

International Nuclear Information System (INIS)

Jafri, Y.Z.; Kamal, L.

2007-01-01

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

Urban-Rural Problems. Contemporary Social Problems Series.

Science.gov (United States)

Taylor, Lee

Various social problems are created by migration of low-income rural people into urban areas. These people are classified "low income" because their material level-of-living is often less than that found in urban areas. The dominant national values for material well-being are based upon urban middle class standards, thus creating a social problem…

A GA based penalty function technique for solving constrained redundancy allocation problem of series system with interval valued reliability of components

Science.gov (United States)

Gupta, R. K.; Bhunia, A. K.; Roy, D.

2009-10-01

In this paper, we have considered the problem of constrained redundancy allocation of series system with interval valued reliability of components. For maximizing the overall system reliability under limited resource constraints, the problem is formulated as an unconstrained integer programming problem with interval coefficients by penalty function technique and solved by an advanced GA for integer variables with interval fitness function, tournament selection, uniform crossover, uniform mutation and elitism. As a special case, considering the lower and upper bounds of the interval valued reliabilities of the components to be the same, the corresponding problem has been solved. The model has been illustrated with some numerical examples and the results of the series redundancy allocation problem with fixed value of reliability of the components have been compared with the existing results available in the literature. Finally, sensitivity analyses have been shown graphically to study the stability of our developed GA with respect to the different GA parameters.

Generation and prediction of time series by a neural network

International Nuclear Information System (INIS)

Eisenstein, E.; Kanter, I.; Kessler, D.A.; Kinzel, W.

1995-01-01

Generation and prediction of time series are analyzed for the case of a bit generator: a perceptron where in each time step the input units are shifted one bit to the right with the state of the leftmost input unit set equal to the output unit in the previous time step. The long-time dynamical behavior of the bit generator consists of cycles whose typical period scales polynomially with the size of the network and whose spatial structure is periodic with a typical finite wavelength. The generalization error on a cycle is zero for a finite training set, and global dynamical behaviors can also be learned in a finite time. Hence, a projection of a rule can be learned in a finite time

A comparison of methods for cascade prediction

OpenAIRE

Guo, Ruocheng; Shakarian, Paulo

2016-01-01

Information cascades exist in a wide variety of platforms on Internet. A very important real-world problem is to identify which information cascades can go viral. A system addressing this problem can be used in a variety of applications including public health, marketing and counter-terrorism. As a cascade can be considered as compound of the social network and the time series. However, in related literature where methods for solving the cascade prediction problem were proposed, the experimen...

Prediction of traffic-related nitrogen oxides concentrations using Structural Time-Series models

Science.gov (United States)

Lawson, Anneka Ruth; Ghosh, Bidisha; Broderick, Brian

2011-09-01

Ambient air quality monitoring, modeling and compliance to the standards set by European Union (EU) directives and World Health Organization (WHO) guidelines are required to ensure the protection of human and environmental health. Congested urban areas are most susceptible to traffic-related air pollution which is the most problematic source of air pollution in Ireland. Long-term continuous real-time monitoring of ambient air quality at such urban centers is essential but often not realistic due to financial and operational constraints. Hence, the development of a resource-conservative ambient air quality monitoring technique is essential to ensure compliance with the threshold values set by the standards. As an intelligent and advanced statistical methodology, a Structural Time Series (STS) based approach has been introduced in this paper to develop a parsimonious and computationally simple air quality model. In STS methodology, the different components of a time-series dataset such as the trend, seasonal, cyclical and calendar variations can be modeled separately. To test the effectiveness of the proposed modeling strategy, average hourly concentrations of nitrogen dioxide and nitrogen oxides from a congested urban arterial in Dublin city center were modeled using STS methodology. The prediction error estimates from the developed air quality model indicate that the STS model can be a useful tool in predicting nitrogen dioxide and nitrogen oxides concentrations in urban areas and will be particularly useful in situations where the information on external variables such as meteorology or traffic volume is not available.

Perturbation series at large orders in quantum mechanics and field theories: application to the problem of resummation

International Nuclear Information System (INIS)

Zinn-Justin, J.; Freie Univ. Berlin

1981-01-01

In this review I present a method to estimate the large order behavior of perturbation theory in quantum mechanics and field theory. The basic idea, due to Lipatov, is to relate the large order behavior to (in general complex) instanton contributions to the path integral representation of Green's functions. I explain the method first in the case of a simple integral and of the anharmonic oscillator and recover the results of Bender and Wu. I apply it then to the PHI 4 field theory. I study general potentials and boson field theories. I show, following Parisi, how the method can be generalized to theories with fermions. Finally I outline the implications of these results for the summability of the series. In particular I explain a method to sum divergent series based on a Borel transformation. In a last section I compare the larger order behavior predictions to actual series calculation. I present also some numerical examples of series summation. (orig.)

Transitioning to adolescence: how changes in child personality and overreactive parenting predict adolescent adjustment problems.

Science.gov (United States)

van den Akker, Alithe L; Deković, Maja; Prinzie, Peter

2010-01-01

The present study examined how changes in child Big Five personality characteristics and overreactive parenting during the transition from childhood to adolescence predict adolescent adjustment problems. The sample included 290 children, aged 8-9 years. At three moments, with 2-year intervals, mothers, fathers, and a teacher reported on the child's personality, and mothers and fathers reported on their parenting behavior. At the third measurement moment, mothers, fathers, and children reported on the child's adjustment problems. Rank-order stability of the personality dimensions and overreactive parenting were high. Univariate latent growth models revealed mean-level decreases for extraversion, conscientiousness, and imagination. Mean levels of benevolence, emotional stability, and overreactive parenting were stable. Multivariate latent growth models revealed that decreases in extraversion and emotional stability predicted internalizing problems, whereas decreases in benevolence, conscientiousness, and emotional stability predicted externalizing problems. Increases in overreactive parenting predicted externalizing, but not internalizing problems. The associations were similar for boys and girls. The results indicate that changes in child personality and overreactive parenting during the transition to adolescence are associated with adolescent adjustment problems. Overall, child personality was more important than overreactive parenting, and children were more likely to "act out" than to "withdraw" in reaction to overreactive parenting.

On improvement of the series convergence in the problem of the vibrations of orhotropic rectangular prism

Science.gov (United States)

Lyashko, A. D.

2017-11-01

A new analytical presentation of the solution for steady-state oscillations of orthotopic rectangular prism is found. The corresponding infinite system of linear algebraic equations has been deduced by the superposition method. A countable set of precise eigenfrequencies and elementary eigenforms is found. The identities are found which make it possible to improve the convergence of all the infinite series in the solution of the problem. All the infinite series in presentation of solution are analytically summed up. Numerical calculations of stresses in the rectangular orthotropic prism with a uniform along the border and harmonic in time load on two opposite faces have been performed.

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.

Externalizing problems in childhood and adolescence predict subsequent educational achievement but for different genetic and environmental reasons.

Science.gov (United States)

Lewis, Gary J; Asbury, Kathryn; Plomin, Robert

2017-03-01

Childhood behavior problems predict subsequent educational achievement; however, little research has examined the etiology of these links using a longitudinal twin design. Moreover, it is unknown whether genetic and environmental innovations provide incremental prediction for educational achievement from childhood to adolescence. We examined genetic and environmental influences on parental ratings of behavior problems across childhood (age 4) and adolescence (ages 12 and 16) as predictors of educational achievement at age 16 using a longitudinal classical twin design. Shared-environmental influences on anxiety, conduct problems, and peer problems at age 4 predicted educational achievement at age 16. Genetic influences on the externalizing behaviors of conduct problems and hyperactivity at age 4 predicted educational achievement at age 16. Moreover, novel genetic and (to a lesser extent) nonshared-environmental influences acting on conduct problems and hyperactivity emerged at ages 12 and 16, adding to the genetic prediction from age 4. These findings demonstrate that genetic and shared-environmental factors underpinning behavior problems in early childhood predict educational achievement in midadolescence. These findings are consistent with the notion that early-childhood behavior problems reflect the initiation of a life-course persistent trajectory with concomitant implications for social attainment. However, we also find evidence that genetic and nonshared-environment innovations acting on behavior problems have implications for subsequent educational achievement, consistent with recent work arguing that adolescence represents a sensitive period for socioaffective development. © 2016 The Authors. Journal of Child Psychology and Psychiatry published by John Wiley & Sons Ltd on behalf of Association for Child and Adolescent Mental Health.

Self-affinity in the dengue fever time series

Science.gov (United States)

Azevedo, S. M.; Saba, H.; Miranda, J. G. V.; Filho, A. S. Nascimento; Moret, M. A.

2016-06-01

Dengue is a complex public health problem that is common in tropical and subtropical regions. This disease has risen substantially in the last three decades, and the physical symptoms depict the self-affine behavior of the occurrences of reported dengue cases in Bahia, Brazil. This study uses detrended fluctuation analysis (DFA) to verify the scale behavior in a time series of dengue cases and to evaluate the long-range correlations that are characterized by the power law α exponent for different cities in Bahia, Brazil. The scaling exponent (α) presents different long-range correlations, i.e. uncorrelated, anti-persistent, persistent and diffusive behaviors. The long-range correlations highlight the complex behavior of the time series of this disease. The findings show that there are two distinct types of scale behavior. In the first behavior, the time series presents a persistent α exponent for a one-month period. For large periods, the time series signal approaches subdiffusive behavior. The hypothesis of the long-range correlations in the time series of the occurrences of reported dengue cases was validated. The observed self-affinity is useful as a forecasting tool for future periods through extrapolation of the α exponent behavior. This complex system has a higher predictability in a relatively short time (approximately one month), and it suggests a new tool in epidemiological control strategies. However, predictions for large periods using DFA are hidden by the subdiffusive behavior.

Working memory dysfunctions predict social problem solving skills in schizophrenia.

Science.gov (United States)

Huang, Jia; Tan, Shu-ping; Walsh, Sarah C; Spriggens, Lauren K; Neumann, David L; Shum, David H K; Chan, Raymond C K

2014-12-15

The current study aimed to examine the contribution of neurocognition and social cognition to components of social problem solving. Sixty-seven inpatients with schizophrenia and 31 healthy controls were administrated batteries of neurocognitive tests, emotion perception tests, and the Chinese Assessment of Interpersonal Problem Solving Skills (CAIPSS). MANOVAs were conducted to investigate the domains in which patients with schizophrenia showed impairments. Correlations were used to determine which impaired domains were associated with social problem solving, and multiple regression analyses were conducted to compare the relative contribution of neurocognitive and social cognitive functioning to components of social problem solving. Compared with healthy controls, patients with schizophrenia performed significantly worse in sustained attention, working memory, negative emotion, intention identification and all components of the CAIPSS. Specifically, sustained attention, working memory and negative emotion identification were found to correlate with social problem solving and 1-back accuracy significantly predicted the poor performance in social problem solving. Among the dysfunctions in schizophrenia, working memory contributed most to deficits in social problem solving in patients with schizophrenia. This finding provides support for targeting working memory in the development of future social problem solving rehabilitation interventions. Copyright © 2014 Elsevier Ireland Ltd. All rights reserved.

Bridge flap technique as a single-step solution to mucogingival problems: A case series

Directory of Open Access Journals (Sweden)

Vivek Gupta

2011-01-01

Full Text Available Shallow vestibule, gingival recession, inadequate width of attached gingiva (AG and aberrant frenum pull are an array of mucogingival problems for which several independent and effective surgical solutions are reported in the literature. This case series reports the effectiveness of the bridge flap technique as a single-step surgical entity for increasing the depth of the vestibule, root coverage, increasing the width of the AG and solving the problem of abnormal frenum pull. Eight patients with 18 teeth altogether having Millers class I, II or III recession along with problems of shallow vestibule, inadequate width of AG and with or without frenum pull underwent this surgical procedure and were followed-up till 9 months post-operatively. The mean root coverage obtained was 55% and the mean average gain in width of the AG was 3.5 mm. The mean percentage gain in clinical attachment level was 41%. The bridge flap technique can be an effective single-step solution for the aforementioned mucogingival problems if present simultaneously in any case, and offers considerable advantages over other mucogingival surgical techniques in terms of simplicity, limited chair-time for the patient and the operator, single surgical intervention for manifold mucogingival problems and low morbidity because of the absence of palatal donor tissue.

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

[Predicting Incidence of Hepatitis E in Chinausing Fuzzy Time Series Based on Fuzzy C-Means Clustering Analysis].

Science.gov (United States)

Luo, Yi; Zhang, Tao; Li, Xiao-song

2016-05-01

To explore the application of fuzzy time series model based on fuzzy c-means clustering in forecasting monthly incidence of Hepatitis E in mainland China. Apredictive model (fuzzy time series method based on fuzzy c-means clustering) was developed using Hepatitis E incidence data in mainland China between January 2004 and July 2014. The incidence datafrom August 2014 to November 2014 were used to test the fitness of the predictive model. The forecasting results were compared with those resulted from traditional fuzzy time series models. The fuzzy time series model based on fuzzy c-means clustering had 0.001 1 mean squared error (MSE) of fitting and 6.977 5 x 10⁻⁴ MSE of forecasting, compared with 0.0017 and 0.0014 from the traditional forecasting model. The results indicate that the fuzzy time series model based on fuzzy c-means clustering has a better performance in forecasting incidence of Hepatitis E.

Using CNLS-net [Connectionist Normalized Local Spline-network] to predict the Mackey-Glass chaotic time series

International Nuclear Information System (INIS)

Mead, W.C.; Jones, R.D.; Barnes, C.W.; Lee, L.A.; O'Rourke, M.K.; Lee, Y.C.; Flake, G.W.

1991-01-01

We use the Connectionist Normalized Local Spline (CNLS) network to learn the dynamics of the Mackey-Glass time-delay differential equation, for the case τ = 30. We show the optimum network operating mode and determine the accuracy and robustness of predictions. We obtain pedictions of varying accuracy using some 2--120 minutes of execution time on a Sun SPARC-1 workstation. CNLS-net is capable of very good performance in predicting the Mackey-Glass time series. 11 refs., 4 figs

Comparison of experimental pulse-height distributions in germanium detectors with integrated-tiger-series-code predictions

International Nuclear Information System (INIS)

Beutler, D.E.; Halbleib, J.A.; Knott, D.P.

1989-01-01

This paper reports pulse-height distributions in two different types of Ge detectors measured for a variety of medium-energy x-ray bremsstrahlung spectra. These measurements have been compared to predictions using the integrated tiger series (ITS) Monte Carlo electron/photon transport code. In general, the authors find excellent agreement between experiments and predictions using no free parameters. These results demonstrate that the ITS codes can predict the combined bremsstrahlung production and energy deposition with good precision (within measurement uncertainties). The one region of disagreement observed occurs for low-energy (<50 keV) photons using low-energy bremsstrahlung spectra. In this case the ITS codes appear to underestimate the produced and/or absorbed radiation by almost an order of magnitude

An elementary treatise on Fourier's series and spherical, cylindrical, and ellipsoidal harmonics, with applications to problems in mathematical

CERN Document Server

Byerly, William Elwood

2003-01-01

Originally published over a century ago, this work remains among the most useful and practical expositions of Fourier's series, and spherical, cylindrical, and ellipsoidal harmonics. The subsequent growth of science into a diverse range of specialties has enhanced the value of this classic, whose thorough, basic treatment presents material that is assumed in many other studies but seldom available in such concise form. The development of functions, series, and their differential equations receives detailed explanations, and throughout the text, theory is applied to practical problems, with the

Climate Prediction Center (CPC) Global Precipitation Time Series

Data.gov (United States)

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

Climate Prediction Center (CPC) Global Temperature Time Series

Data.gov (United States)

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

Physics based modeling of a series parallel battery pack for asymmetry analysis, predictive control and life extension

Science.gov (United States)

Ganesan, Nandhini; Basu, Suman; Hariharan, Krishnan S.; Kolake, Subramanya Mayya; Song, Taewon; Yeo, Taejung; Sohn, Dong Kee; Doo, Seokgwang

2016-08-01

Lithium-Ion batteries used for electric vehicle applications are subject to large currents and various operation conditions, making battery pack design and life extension a challenging problem. With increase in complexity, modeling and simulation can lead to insights that ensure optimal performance and life extension. In this manuscript, an electrochemical-thermal (ECT) coupled model for a 6 series × 5 parallel pack is developed for Li ion cells with NCA/C electrodes and validated against experimental data. Contribution of the cathode to overall degradation at various operating conditions is assessed. Pack asymmetry is analyzed from a design and an operational perspective. Design based asymmetry leads to a new approach of obtaining the individual cell responses of the pack from an average ECT output. Operational asymmetry is demonstrated in terms of effects of thermal gradients on cycle life, and an efficient model predictive control technique is developed. Concept of reconfigurable battery pack is studied using detailed simulations that can be used for effective monitoring and extension of battery pack life.

Predicting hepatitis B monthly incidence rates using weighted Markov chains and time series methods.

Science.gov (United States)

Shahdoust, Maryam; Sadeghifar, Majid; Poorolajal, Jalal; Javanrooh, Niloofar; Amini, Payam

2015-01-01

Hepatitis B (HB) is a major global mortality. Accurately predicting the trend of the disease can provide an appropriate view to make health policy disease prevention. This paper aimed to apply three different to predict monthly incidence rates of HB. This historical cohort study was conducted on the HB incidence data of Hamadan Province, the west of Iran, from 2004 to 2012. Weighted Markov Chain (WMC) method based on Markov chain theory and two time series models including Holt Exponential Smoothing (HES) and SARIMA were applied on the data. The results of different applied methods were compared to correct percentages of predicted incidence rates. The monthly incidence rates were clustered into two clusters as state of Markov chain. The correct predicted percentage of the first and second clusters for WMC, HES and SARIMA methods was (100, 0), (84, 67) and (79, 47) respectively. The overall incidence rate of HBV is estimated to decrease over time. The comparison of results of the three models indicated that in respect to existing seasonality trend and non-stationarity, the HES had the most accurate prediction of the incidence rates.

A heuristic for solving the redundancy allocation problem for multi-state series-parallel systems

International Nuclear Information System (INIS)

Ramirez-Marquez, Jose E.; Coit, David W.

2004-01-01

The redundancy allocation problem is formulated with the objective of minimizing design cost, when the system exhibits a multi-state reliability behavior, given system-level performance constraints. When the multi-state nature of the system is considered, traditional solution methodologies are no longer valid. This study considers a multi-state series-parallel system (MSPS) with capacitated binary components that can provide different multi-state system performance levels. The different demand levels, which must be supplied during the system-operating period, result in the multi-state nature of the system. The new solution methodology offers several distinct benefits compared to traditional formulations of the MSPS redundancy allocation problem. For some systems, recognizing that different component versions yield different system performance is critical so that the overall system reliability estimation and associated design models the true system reliability behavior more realistically. The MSPS design problem, solved in this study, has been previously analyzed using genetic algorithms (GAs) and the universal generating function. The specific problem being addressed is one where there are multiple component choices, but once a component selection is made, only the same component type can be used to provide redundancy. This is the first time that the MSPS design problem has been addressed without using GAs. The heuristic offers more efficient and straightforward analyses. Solutions to three different problem types are obtained illustrating the simplicity and ease of application of the heuristic without compromising the intended optimization needs

Chaotic time series prediction for prenatal exposure to polychlorinated biphenyls in umbilical cord blood using the least squares SEATR model

Science.gov (United States)

Xu, Xijin; Tang, Qian; Xia, Haiyue; Zhang, Yuling; Li, Weiqiu; Huo, Xia

2016-04-01

Chaotic time series prediction based on nonlinear systems showed a superior performance in prediction field. We studied prenatal exposure to polychlorinated biphenyls (PCBs) by chaotic time series prediction using the least squares self-exciting threshold autoregressive (SEATR) model in umbilical cord blood in an electronic waste (e-waste) contaminated area. The specific prediction steps basing on the proposal methods for prenatal PCB exposure were put forward, and the proposed scheme’s validity was further verified by numerical simulation experiments. Experiment results show: 1) seven kinds of PCB congeners negatively correlate with five different indices for birth status: newborn weight, height, gestational age, Apgar score and anogenital distance; 2) prenatal PCB exposed group at greater risks compared to the reference group; 3) PCBs increasingly accumulated with time in newborns; and 4) the possibility of newborns suffering from related diseases in the future was greater. The desirable numerical simulation experiments results demonstrated the feasibility of applying mathematical model in the environmental toxicology field.

Predicting the Times of Retweeting in Microblogs

Directory of Open Access Journals (Sweden)

Li Kuang

2014-01-01

Full Text Available Recently, microblog services accelerate the information propagation among peoples, leaving the traditional media like newspaper, TV, forum, blogs, and web portals far behind. Various messages are spread quickly and widely by retweeting in microblogs. In this paper, we take Sina microblog as an example, aiming to predict the possible number of retweets of an original tweet in one month according to the time series distribution of its top n retweets. In order to address the problem, we propose the concept of a tweet’s lifecycle, which is mainly decided by three factors, namely, the response time, the importance of content, and the interval time distribution, and then the given time series distribution curve of its top n retweets is fitted by a two-phase function, so as to predict the number of its retweets in one month. The phases in the function are divided by the lifecycle of the original tweet and different functions are used in the two phases. Experiment results show that our solution can address the problem of predicting the times of retweeting in microblogs with a satisfying precision.

Tabu search for the redundancy allocation problem of homogenous series-parallel multi-state systems

International Nuclear Information System (INIS)

Ouzineb, Mohamed; Nourelfath, Mustapha; Gendreau, Michel

2008-01-01

This paper develops an efficient tabu search (TS) heuristic to solve the redundancy allocation problem for multi-state series-parallel systems. The system has a range of performance levels from perfect functioning to complete failure. Identical redundant elements are included in order to achieve a desirable level of availability. The elements of the system are characterized by their cost, performance and availability. These elements are chosen from a list of products available in the market. System availability is defined as the ability to satisfy consumer demand, which is represented as a piecewise cumulative load curve. A universal generating function technique is applied to evaluate system availability. The proposed TS heuristic determines the minimal cost system configuration under availability constraints. An originality of our approach is that it proceeds by dividing the search space into a set of disjoint subsets, and then by applying TS to each subset. The design problem, solved in this study, has been previously analyzed using genetic algorithms (GAs). Numerical results for the test problems from previous research are reported, and larger test problems are randomly generated. Comparisons show that the proposed TS out-performs GA solutions, in terms of both the solution quality and the execution time

Long-time predictions in nonlinear dynamics

Science.gov (United States)

Szebehely, V.

1980-01-01

It is known that nonintegrable dynamical systems do not allow precise predictions concerning their behavior for arbitrary long times. The available series solutions are not uniformly convergent according to Poincare's theorem and numerical integrations lose their meaningfulness after the elapse of arbitrary long times. Two approaches are the use of existing global integrals and statistical methods. This paper presents a generalized method along the first approach. As examples long-time predictions in the classical gravitational satellite and planetary problems are treated.

Polygenic scores predict alcohol problems in an independent sample and show moderation by the environment.

Science.gov (United States)

Salvatore, Jessica E; Aliev, Fazil; Edwards, Alexis C; Evans, David M; Macleod, John; Hickman, Matthew; Lewis, Glyn; Kendler, Kenneth S; Loukola, Anu; Korhonen, Tellervo; Latvala, Antti; Rose, Richard J; Kaprio, Jaakko; Dick, Danielle M

2014-04-10

Alcohol problems represent a classic example of a complex behavioral outcome that is likely influenced by many genes of small effect. A polygenic approach, which examines aggregate measured genetic effects, can have predictive power in cases where individual genes or genetic variants do not. In the current study, we first tested whether polygenic risk for alcohol problems-derived from genome-wide association estimates of an alcohol problems factor score from the age 18 assessment of the Avon Longitudinal Study of Parents and Children (ALSPAC; n = 4304 individuals of European descent; 57% female)-predicted alcohol problems earlier in development (age 14) in an independent sample (FinnTwin12; n = 1162; 53% female). We then tested whether environmental factors (parental knowledge and peer deviance) moderated polygenic risk to predict alcohol problems in the FinnTwin12 sample. We found evidence for both polygenic association and for additive polygene-environment interaction. Higher polygenic scores predicted a greater number of alcohol problems (range of Pearson partial correlations 0.07-0.08, all p-values ≤ 0.01). Moreover, genetic influences were significantly more pronounced under conditions of low parental knowledge or high peer deviance (unstandardized regression coefficients (b), p-values (p), and percent of variance (R2) accounted for by interaction terms: b = 1.54, p = 0.02, R2 = 0.33%; b = 0.94, p = 0.04, R2 = 0.30%, respectively). Supplementary set-based analyses indicated that the individual top single nucleotide polymorphisms (SNPs) contributing to the polygenic scores were not individually enriched for gene-environment interaction. Although the magnitude of the observed effects are small, this study illustrates the usefulness of polygenic approaches for understanding the pathways by which measured genetic predispositions come together with environmental factors to predict complex behavioral outcomes.

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.

The comparison of predictive scheduling algorithms for different sizes of job shop scheduling problems

Science.gov (United States)

Paprocka, I.; Kempa, W. M.; Grabowik, C.; Kalinowski, K.; Krenczyk, D.

2016-08-01

In the paper a survey of predictive and reactive scheduling methods is done in order to evaluate how the ability of prediction of reliability characteristics influences over robustness criteria. The most important reliability characteristics are: Mean Time to Failure, Mean Time of Repair. Survey analysis is done for a job shop scheduling problem. The paper answers the question: what method generates robust schedules in the case of a bottleneck failure occurrence before, at the beginning of planned maintenance actions or after planned maintenance actions? Efficiency of predictive schedules is evaluated using criteria: makespan, total tardiness, flow time, idle time. Efficiency of reactive schedules is evaluated using: solution robustness criterion and quality robustness criterion. This paper is the continuation of the research conducted in the paper [1], where the survey of predictive and reactive scheduling methods is done only for small size scheduling problems.

Kriging Methodology and Its Development in Forecasting Econometric Time Series

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Andrej Gajdoš

2017-03-01

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

Building Chaotic Model From Incomplete Time Series

Science.gov (United States)

Siek, Michael; Solomatine, Dimitri

2010-05-01

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

A Tutorial on Nonlinear Time-Series Data Mining in Engineering Asset Health and Reliability Prediction: Concepts, Models, and Algorithms

Directory of Open Access Journals (Sweden)

Ming Dong

2010-01-01

Full Text Available The primary objective of engineering asset management is to optimize assets service delivery potential and to minimize the related risks and costs over their entire life through the development and application of asset health and usage management in which the health and reliability prediction plays an important role. In real-life situations where an engineering asset operates under dynamic operational and environmental conditions, the lifetime of an engineering asset is generally described as monitored nonlinear time-series data and subject to high levels of uncertainty and unpredictability. It has been proved that application of data mining techniques is very useful for extracting relevant features which can be used as parameters for assets diagnosis and prognosis. In this paper, a tutorial on nonlinear time-series data mining in engineering asset health and reliability prediction is given. Besides that an overview on health and reliability prediction techniques for engineering assets is covered, this tutorial will focus on concepts, models, algorithms, and applications of hidden Markov models (HMMs and hidden semi-Markov models (HSMMs in engineering asset health prognosis, which are representatives of recent engineering asset health prediction techniques.

TEMA and Dot Enumeration Profiles Predict Mental Addition Problem Solving Speed Longitudinally.

Science.gov (United States)

Major, Clare S; Paul, Jacob M; Reeve, Robert A

2017-01-01

Different math indices can be used to assess math potential at school entry. We evaluated whether standardized math achievement (TEMA-2 performance), core number abilities (dot enumeration, symbolic magnitude comparison), non-verbal intelligence (NVIQ) and visuo-spatial working memory (VSWM), in combination or separately, predicted mental addition problem solving speed over time. We assessed 267 children's TEMA-2, magnitude comparison, dot enumeration, and VSWM abilities at school entry (5 years) and NVIQ at 8 years. Mental addition problem solving speed was assessed at 6, 8, and 10 years. Longitudinal path analysis supported a model in which dot enumeration performance ability profiles and previous mental addition speed predicted future mental addition speed on all occasions, supporting a componential account of math ability. Standardized math achievement and NVIQ predicted mental addition speed at specific time points, while VSWM and symbolic magnitude comparison did not contribute unique variance to the model. The implications of using standardized math achievement and dot enumeration ability to index math learning potential at school entry are discussed.

Does Early Childhood Callous-Unemotional Behavior Uniquely Predict Behavior Problems or Callous-Unemotional Behavior in Late Childhood?

Science.gov (United States)

Waller, Rebecca; Dishion, Thomas J.; Shaw, Daniel S.; Gardner, Frances; Wilson, Melvin N.; Hyde, Luke W.

2016-01-01

Callous-unemotional (CU) behavior has been linked to behavior problems in children and adolescents. However, few studies have examined whether CU behavior in "early childhood" predicts behavior problems or CU behavior in "late childhood". This study examined whether indicators of CU behavior at ages 2-4 predicted aggression,…

Polygenic Scores Predict Alcohol Problems in an Independent Sample and Show Moderation by the Environment

Directory of Open Access Journals (Sweden)

Jessica E. Salvatore

2014-04-01

Full Text Available Alcohol problems represent a classic example of a complex behavioral outcome that is likely influenced by many genes of small effect. A polygenic approach, which examines aggregate measured genetic effects, can have predictive power in cases where individual genes or genetic variants do not. In the current study, we first tested whether polygenic risk for alcohol problems—derived from genome-wide association estimates of an alcohol problems factor score from the age 18 assessment of the Avon Longitudinal Study of Parents and Children (ALSPAC; n = 4304 individuals of European descent; 57% female—predicted alcohol problems earlier in development (age 14 in an independent sample (FinnTwin12; n = 1162; 53% female. We then tested whether environmental factors (parental knowledge and peer deviance moderated polygenic risk to predict alcohol problems in the FinnTwin12 sample. We found evidence for both polygenic association and for additive polygene-environment interaction. Higher polygenic scores predicted a greater number of alcohol problems (range of Pearson partial correlations 0.07–0.08, all p-values ≤ 0.01. Moreover, genetic influences were significantly more pronounced under conditions of low parental knowledge or high peer deviance (unstandardized regression coefficients (b, p-values (p, and percent of variance (R2 accounted for by interaction terms: b = 1.54, p = 0.02, R2 = 0.33%; b = 0.94, p = 0.04, R2 = 0.30%, respectively. Supplementary set-based analyses indicated that the individual top single nucleotide polymorphisms (SNPs contributing to the polygenic scores were not individually enriched for gene-environment interaction. Although the magnitude of the observed effects are small, this study illustrates the usefulness of polygenic approaches for understanding the pathways by which measured genetic predispositions come together with environmental factors to predict complex behavioral outcomes.

Existential and psychological problems connected with Threat Predicting Process

Directory of Open Access Journals (Sweden)

Mamcarz Piotr

2014-01-01

Full Text Available The aim of the article is to present a very important phenomenon affecting human integrity and homeostasis that is Threat Prediction Process. This process can be defined as “experiencing apprehension concerning results of potential/ actual dangers,” (Mamcarz, 2015 oscillating in terminological area of anxiety, fear, stress, restlessness. Moreover, it highlights a cognitive process distinctive for listed phenomenon’s. The process accompanied with technological and organization changes increases number of health problems affecting many populations. Hard work conditions; changing life style; or many social and political threats have influence on people’s quality of life that are even greater and more dangerous than physical and psychological factors, which, in turn, have much more consequences for human normal functioning. The present article is based on chosen case studies of a qualitative analysis of threat prediction process

How coping styles, cognitive distortions, and attachment predict problem gambling among adolescents and young adults.

Science.gov (United States)

Calado, Filipa; Alexandre, Joana; Griffiths, Mark D

2017-12-01

Background and aims Recent research suggests that youth problem gambling is associated with several factors, but little is known how these factors might influence or interact each other in predicting this behavior. Consequently, this is the first study to examine the mediation effect of coping styles in the relationship between attachment to parental figures and problem gambling. Methods A total of 988 adolescents and emerging adults were recruited to participate. The first set of analyses tested the adequacy of a model comprising biological, cognitive, and family variables in predicting youth problem gambling. The second set of analyses explored the relationship between family and individual variables in problem gambling behavior. Results The results of the first set of analyses demonstrated that the individual factors of gender, cognitive distortions, and coping styles showed a significant predictive effect on youth problematic gambling, and the family factors of attachment and family structure did not reveal a significant influence on this behavior. The results of the second set of analyses demonstrated that the attachment dimension of angry distress exerted a more indirect influence on problematic gambling, through emotion-focused coping style. Discussion This study revealed that some family variables can have a more indirect effect on youth gambling behavior and provided some insights in how some factors interact in predicting problem gambling. Conclusion These findings suggest that youth gambling is a multifaceted phenomenon, and that the indirect effects of family variables are important in estimating the complex social forces that might influence adolescent decisions to gamble.

Multi-Step Time Series Forecasting with an Ensemble of Varied Length Mixture Models.

Science.gov (United States)

Ouyang, Yicun; Yin, Hujun

2018-05-01

Many real-world problems require modeling and forecasting of time series, such as weather temperature, electricity demand, stock prices and foreign exchange (FX) rates. Often, the tasks involve predicting over a long-term period, e.g. several weeks or months. Most existing time series models are inheritably for one-step prediction, that is, predicting one time point ahead. Multi-step or long-term prediction is difficult and challenging due to the lack of information and uncertainty or error accumulation. The main existing approaches, iterative and independent, either use one-step model recursively or treat the multi-step task as an independent model. They generally perform poorly in practical applications. In this paper, as an extension of the self-organizing mixture autoregressive (AR) model, the varied length mixture (VLM) models are proposed to model and forecast time series over multi-steps. The key idea is to preserve the dependencies between the time points within the prediction horizon. Training data are segmented to various lengths corresponding to various forecasting horizons, and the VLM models are trained in a self-organizing fashion on these segments to capture these dependencies in its component AR models of various predicting horizons. The VLM models form a probabilistic mixture of these varied length models. A combination of short and long VLM models and an ensemble of them are proposed to further enhance the prediction performance. The effectiveness of the proposed methods and their marked improvements over the existing methods are demonstrated through a number of experiments on synthetic data, real-world FX rates and weather temperatures.

Which behavioral, emotional and school problems in middle-childhood predict early sexual behavior?

Science.gov (United States)

Parkes, Alison; Waylen, Andrea; Sayal, Kapil; Heron, Jon; Henderson, Marion; Wight, Daniel; Macleod, John

2014-04-01

Mental health and school adjustment problems are thought to distinguish early sexual behavior from normative timing (16-18 years), but little is known about how early sexual behavior originates from these problems in middle-childhood. Existing studies do not allow for co-occurring problems, differences in onset and persistence, and there is no information on middle-childhood school adjustment in relationship to early sexual activity. This study examined associations between several middle-childhood problems and early sexual behavior, using a subsample (N = 4,739, 53 % female, 98 % white, mean age 15 years 6 months) from a birth cohort study, the Avon Longitudinal Study of Parents and Children. Adolescents provided information at age 15 on early sexual behavior (oral sex and/or intercourse) and sexual risk-taking, and at age 13 on prior risk involvement (sexual behavior, antisocial behavior and substance use). Information on hyperactivity/inattention, conduct problems, depressive symptoms, peer relationship problems, school dislike and school performance was collected in middle-childhood at Time 1 (6-8 years) and Time 2 (10-11 years). In agreement with previous research, conduct problems predicted early sexual behavior, although this was found only for persistent early problems. In addition, Time 2 school dislike predicted early sexual behavior, while peer relationship problems were protective. Persistent early school dislike further characterized higher-risk groups (early sexual behavior preceded by age 13 risk, or accompanied by higher sexual risk-taking). The study establishes middle-childhood school dislike as a novel risk factor for early sexual behavior and higher-risk groups, and the importance of persistent conduct problems. Implications for the identification of children at risk and targeted intervention are discussed, as well as suggestions for further research.

The string prediction models as invariants of time series in the forex market

Science.gov (United States)

Pincak, R.

2013-12-01

In this paper we apply a new approach of string theory to the real financial market. The models are constructed with an idea of prediction models based on the string invariants (PMBSI). The performance of PMBSI is compared to support vector machines (SVM) and artificial neural networks (ANN) on an artificial and a financial time series. A brief overview of the results and analysis is given. The first model is based on the correlation function as invariant and the second one is an application based on the deviations from the closed string/pattern form (PMBCS). We found the difference between these two approaches. The first model cannot predict the behavior of the forex market with good efficiency in comparison with the second one which is, in addition, able to make relevant profit per year. The presented string models could be useful for portfolio creation and financial risk management in the banking sector as well as for a nonlinear statistical approach to data optimization.

Bayesian neural adjustment of inhibitory control predicts emergence of problem stimulant use.

Science.gov (United States)

Harlé, Katia M; Stewart, Jennifer L; Zhang, Shunan; Tapert, Susan F; Yu, Angela J; Paulus, Martin P

2015-11-01

Bayesian ideal observer models quantify individuals' context- and experience-dependent beliefs and expectations about their environment, which provides a powerful approach (i) to link basic behavioural mechanisms to neural processing; and (ii) to generate clinical predictors for patient populations. Here, we focus on (ii) and determine whether individual differences in the neural representation of the need to stop in an inhibitory task can predict the development of problem use (i.e. abuse or dependence) in individuals experimenting with stimulants. One hundred and fifty-seven non-dependent occasional stimulant users, aged 18-24, completed a stop-signal task while undergoing functional magnetic resonance imaging. These individuals were prospectively followed for 3 years and evaluated for stimulant use and abuse/dependence symptoms. At follow-up, 38 occasional stimulant users met criteria for a stimulant use disorder (problem stimulant users), while 50 had discontinued use (desisted stimulant users). We found that those individuals who showed greater neural responses associated with Bayesian prediction errors, i.e. the difference between actual and expected need to stop on a given trial, in right medial prefrontal cortex/anterior cingulate cortex, caudate, anterior insula, and thalamus were more likely to exhibit problem use 3 years later. Importantly, these computationally based neural predictors outperformed clinical measures and non-model based neural variables in predicting clinical status. In conclusion, young adults who show exaggerated brain processing underlying whether to 'stop' or to 'go' are more likely to develop stimulant abuse. Thus, Bayesian cognitive models provide both a computational explanation and potential predictive biomarkers of belief processing deficits in individuals at risk for stimulant addiction. © The Author (2015). Published by Oxford University Press on behalf of the Guarantors of Brain. All rights reserved. For Permissions, please

Inverse problems in systems biology

International Nuclear Information System (INIS)

Engl, Heinz W; Lu, James; Müller, Stefan; Flamm, Christoph; Schuster, Peter; Kügler, Philipp

2009-01-01

Systems biology is a new discipline built upon the premise that an understanding of how cells and organisms carry out their functions cannot be gained by looking at cellular components in isolation. Instead, consideration of the interplay between the parts of systems is indispensable for analyzing, modeling, and predicting systems' behavior. Studying biological processes under this premise, systems biology combines experimental techniques and computational methods in order to construct predictive models. Both in building and utilizing models of biological systems, inverse problems arise at several occasions, for example, (i) when experimental time series and steady state data are used to construct biochemical reaction networks, (ii) when model parameters are identified that capture underlying mechanisms or (iii) when desired qualitative behavior such as bistability or limit cycle oscillations is engineered by proper choices of parameter combinations. In this paper we review principles of the modeling process in systems biology and illustrate the ill-posedness and regularization of parameter identification problems in that context. Furthermore, we discuss the methodology of qualitative inverse problems and demonstrate how sparsity enforcing regularization allows the determination of key reaction mechanisms underlying the qualitative behavior. (topical review)

Prediction of the semiscale blowdown heat transfer test S-02-8 (NRC Standard Problem Five)

International Nuclear Information System (INIS)

Fujita, N.; Irani, A.A.; Mecham, D.C.; Sawtelle, G.R.; Moore, K.V.

1976-10-01

Standard Problem Five was the prediction of test S-02-8 in the Semiscale Mod-1 experimental program. The Semiscale System is an electrically heated experiment designed to produce data on system performance typical of PWR thermal-hydraulic behavior. The RELAP4 program used for these analyses is a digital computer program developed to predict the thermal-hydraulic behavior of experimental systems and water-cooled nuclear reactors subjected to postulated transients. The RELAP4 predictions of Standard Problem 5 were in good overall agreement with the measured hydraulic data. Fortunately, sufficient experience has been gained with the semiscale break configuration and the critical flow models in RELAP4 to accurately predict the break flow and, hence the overall system depressurization. Generally, the hydraulic predictions are quite good in regions where homogeneity existed. Where separation effects occurred, predictions are not as good, and the data oscillations and error bands are larger. A large discrepancy existed among the measured heater rod temperature data as well as between these data and predicted values. Several potential causes for these differences were considered, and several post test analyses were performed in order to evaluate the discrepancies

[Testing a Model to Predict Problem Gambling in Speculative Game Users].

Science.gov (United States)

Park, Hyangjin; Kim, Suk Sun

2018-04-01

The purpose of the study was to develop and test a model for predicting problem gambling in speculative game users based on Blaszczynski and Nower's pathways model of problem and pathological gambling. The participants were 262 speculative game users recruited from seven speculative gambling places located in Seoul, Gangwon, and Gyeonggi, Korea. They completed a structured self-report questionnaire comprising measures of problem gambling, negative emotions, attentional impulsivity, motor impulsivity, non-planning impulsivity, gambler's fallacy, and gambling self-efficacy. Structural Equation Modeling was used to test the hypothesized model and to examine the direct and indirect effects on problem gambling in speculative game users using SPSS 22.0 and AMOS 20.0 programs. The hypothetical research model provided a reasonable fit to the data. Negative emotions, motor impulsivity, gambler's fallacy, and gambling self-efficacy had direct effects on problem gambling in speculative game users, while indirect effects were reported for negative emotions, motor impulsivity, and gambler's fallacy. These predictors explained 75.2% problem gambling in speculative game users. The findings suggest that developing intervention programs to reduce negative emotions, motor impulsivity, and gambler's fallacy, and to increase gambling self-efficacy in speculative game users are needed to prevent their problem gambling. © 2018 Korean Society of Nursing Science.

Predicting the change of child’s behavior problems: sociodemographic and maternal parenting stress factors

OpenAIRE

Viduolienė, Evelina

2013-01-01

Purpose: evaluate 1) whether child’s externalizing problems increase or decrease within 12 months period; 2) the change of externalizing problems with respect to child gender and age, and 3) which maternal parenting stress factors and family sociodemographic characteristics can predict the increase and decrease of child’s externalizing problems. Design/methodology/approach: participants were evaluated 2 times (with the interval of 12 months) with the Parenting Stress Index (Abidin, 1990) and ...

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";}

Inverse logarithmic potential problem

CERN Document Server

Cherednichenko, V G

1996-01-01

The Inverse and Ill-Posed Problems Series is a series of monographs publishing postgraduate level information on inverse and ill-posed problems for an international readership of professional scientists and researchers. The series aims to publish works which involve both theory and applications in, e.g., physics, medicine, geophysics, acoustics, electrodynamics, tomography, and ecology.

Predicting change in early adolescent problem behavior in the middle school years: a mesosystemic perspective on parenting and peer experiences.

Science.gov (United States)

Véronneau, Marie-Hélène; Dishion, Thomas J

2010-11-01

The transition into middle school may be a risky period in early adolescence. In particular, friendships, peer status, and parental monitoring during this developmental period can influence the development of problem behavior. This study examined interrelationships among peer and parenting factors that predict changes in problem behavior over the middle school years. A longitudinal sample (580 boys, 698 girls) was assessed in Grades 6 and 8. Peer acceptance, peer rejection, and their interaction predicted increases in problem behavior. Having high-achieving friends predicted less problem behavior. Parental monitoring predicted less problem behavior in general, but also acted as a buffer for students who were most vulnerable to developing problem behavior on the basis of being well liked by some peers, and also disliked by several others. These findings highlight the importance of studying the family-peer mesosystem when considering risk and resilience in early adolescence, and when considering implications for intervention.

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

Non-linear time series extreme events and integer value problems

CERN Document Server

Turkman, Kamil Feridun; Zea Bermudez, Patrícia

2014-01-01

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

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.

The Meaning and Predictive Value of Self-rated Mental Health among Persons with a Mental Health Problem.

Science.gov (United States)

McAlpine, Donna D; McCreedy, Ellen; Alang, Sirry

2018-06-01

Self-rated health is a valid measure of health that predicts quality of life, morbidity, and mortality. Its predictive value reflects a conceptualization of health that goes beyond a traditional medical model. However, less is known about self-rated mental health (SRMH). Using data from the Medical Expenditure Panel Survey ( N = 2,547), we examine how rating your mental health as good-despite meeting criteria for a mental health problem-predicts outcomes. We found that 62% of people with a mental health problem rated their mental health positively. Persons who rated their mental health as good (compared to poor) had 30% lower odds of having a mental health problem at follow-up. Even without treatment, persons with a mental health problem did better if they perceived their mental health positively. SRMH might comprise information beyond the experience of symptoms. Understanding the unobserved information individuals incorporate into SRMH will help us improve screening and treatment interventions.

Analytic structure and power series expansion of the Jost function for the two-dimensional problem

International Nuclear Information System (INIS)

Rakityansky, S A; Elander, N

2012-01-01

For a two-dimensional quantum-mechanical problem, we obtain a generalized power series expansion of the S-matrix that can be done near an arbitrary point on the Riemann surface of the energy, similar to the standard effective-range expansion. In order to do this, we consider the Jost function and analytically factorize its momentum dependence that causes the Jost function to be a multi-valued function. The remaining single-valued function of the energy is then expanded in the power series near an arbitrary point in the complex energy plane. A systematic and accurate procedure has been developed for calculating the expansion coefficients. This makes it possible to obtain a semi-analytic expression for the Jost function (and therefore for the S-matrix) near an arbitrary point on the Riemann surface and use it, for example, to locate the spectral points (bound and resonant states) as the S-matrix poles. The method is applied to a model similar to those used in the theory of quantum dots. (paper)

Prediction of consensus binding mode geometries for related chemical series of positive allosteric modulators of adenosine and muscarinic acetylcholine receptors.

Science.gov (United States)

Sakkal, Leon A; Rajkowski, Kyle Z; Armen, Roger S

2017-06-05

Following insights from recent crystal structures of the muscarinic acetylcholine receptor, binding modes of Positive Allosteric Modulators (PAMs) were predicted under the assumption that PAMs should bind to the extracellular surface of the active state. A series of well-characterized PAMs for adenosine (A 1 R, A 2A R, A 3 R) and muscarinic acetylcholine (M 1 R, M 5 R) receptors were modeled using both rigid and flexible receptor CHARMM-based molecular docking. Studies of adenosine receptors investigated the molecular basis of the probe-dependence of PAM activity by modeling in complex with specific agonist radioligands. Consensus binding modes map common pharmacophore features of several chemical series to specific binding interactions. These models provide a rationalization of how PAM binding slows agonist radioligand dissociation kinetics. M 1 R PAMs were predicted to bind in the analogous M 2 R PAM LY2119620 binding site. The M 5 R NAM (ML-375) was predicted to bind in the PAM (ML-380) binding site with a unique induced-fit receptor conformation. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.

Robust Model Predictive Control of a Wind Turbine

DEFF Research Database (Denmark)

Mirzaei, Mahmood; Poulsen, Niels Kjølstad; Niemann, Hans Henrik

2012-01-01

In this work the problem of robust model predictive control (robust MPC) of a wind turbine in the full load region is considered. A minimax robust MPC approach is used to tackle the problem. Nonlinear dynamics of the wind turbine are derived by combining blade element momentum (BEM) theory...... of the uncertain system is employed and a norm-bounded uncertainty model is used to formulate a minimax model predictive control. The resulting optimization problem is simplified by semidefinite relaxation and the controller obtained is applied on a full complexity, high fidelity wind turbine model. Finally...... and first principle modeling of the turbine flexible structure. Thereafter the nonlinear model is linearized using Taylor series expansion around system operating points. Operating points are determined by effective wind speed and an extended Kalman filter (EKF) is employed to estimate this. In addition...

Stochastic simulation of time-series models combined with geostatistics to predict water-table scenarios in a Guarani Aquifer System outcrop area, Brazil

Science.gov (United States)

Manzione, Rodrigo L.; Wendland, Edson; Tanikawa, Diego H.

2012-11-01

Stochastic methods based on time-series modeling combined with geostatistics can be useful tools to describe the variability of water-table levels in time and space and to account for uncertainty. Monitoring water-level networks can give information about the dynamic of the aquifer domain in both dimensions. Time-series modeling is an elegant way to treat monitoring data without the complexity of physical mechanistic models. Time-series model predictions can be interpolated spatially, with the spatial differences in water-table dynamics determined by the spatial variation in the system properties and the temporal variation driven by the dynamics of the inputs into the system. An integration of stochastic methods is presented, based on time-series modeling and geostatistics as a framework to predict water levels for decision making in groundwater management and land-use planning. The methodology is applied in a case study in a Guarani Aquifer System (GAS) outcrop area located in the southeastern part of Brazil. Communication of results in a clear and understandable form, via simulated scenarios, is discussed as an alternative, when translating scientific knowledge into applications of stochastic hydrogeology in large aquifers with limited monitoring network coverage like the GAS.

Reduction of the dimension of neural network models in problems of pattern recognition and forecasting

Science.gov (United States)

Nasertdinova, A. D.; Bochkarev, V. V.

2017-11-01

Deep neural networks with a large number of parameters are a powerful tool for solving problems of pattern recognition, prediction and classification. Nevertheless, overfitting remains a serious problem in the use of such networks. A method of solving the problem of overfitting is proposed in this article. This method is based on reducing the number of independent parameters of a neural network model using the principal component analysis, and can be implemented using existing libraries of neural computing. The algorithm was tested on the problem of recognition of handwritten symbols from the MNIST database, as well as on the task of predicting time series (rows of the average monthly number of sunspots and series of the Lorentz system were used). It is shown that the application of the principal component analysis enables reducing the number of parameters of the neural network model when the results are good. The average error rate for the recognition of handwritten figures from the MNIST database was 1.12% (which is comparable to the results obtained using the "Deep training" methods), while the number of parameters of the neural network can be reduced to 130 times.

A Virtual Machine Migration Strategy Based on Time Series Workload Prediction Using Cloud Model

Directory of Open Access Journals (Sweden)

Yanbing Liu

2014-01-01

Full Text Available Aimed at resolving the issues of the imbalance of resources and workloads at data centers and the overhead together with the high cost of virtual machine (VM migrations, this paper proposes a new VM migration strategy which is based on the cloud model time series workload prediction algorithm. By setting the upper and lower workload bounds for host machines, forecasting the tendency of their subsequent workloads by creating a workload time series using the cloud model, and stipulating a general VM migration criterion workload-aware migration (WAM, the proposed strategy selects a source host machine, a destination host machine, and a VM on the source host machine carrying out the task of the VM migration. Experimental results and analyses show, through comparison with other peer research works, that the proposed method can effectively avoid VM migrations caused by momentary peak workload values, significantly lower the number of VM migrations, and dynamically reach and maintain a resource and workload balance for virtual machines promoting an improved utilization of resources in the entire data center.

Sleep problems predict comorbid externalizing behaviors and depression in young adolescents with attention-deficit/hyperactivity disorder.

Science.gov (United States)

Becker, Stephen P; Langberg, Joshua M; Evans, Steven W

2015-08-01

Children and adolescents with attention-deficit/hyperactivity disorder (ADHD) experience high rates of sleep problems and are also at increased risk for experiencing comorbid mental health problems. This study provides an initial examination of the 1-year prospective association between sleep problems and comorbid symptoms in youth diagnosed with ADHD. Participants were 81 young adolescents (75 % male) carefully diagnosed with ADHD and their parents. Parents completed measures of their child's sleep problems and ADHD symptoms, oppositional defiant disorder (ODD) symptoms, and general externalizing behavior problems at baseline (M age = 12.2) and externalizing behaviors were assessed again 1 year later. Adolescents completed measures of anxiety and depression at both time-points. Medication use was not associated with sleep problems or comorbid psychopathology symptoms. Regression analyses indicated that, above and beyond demographic characteristics, ADHD symptom severity, and initial levels of comorbidity, sleep problems significantly predicted greater ODD symptoms, general externalizing behavior problems, and depressive symptoms 1 year later. Sleep problems were not concurrently or prospectively associated with anxiety. Although this study precludes making causal inferences, it does nonetheless provide initial evidence of sleep problems predicting later comorbid externalizing behaviors and depression symptoms in youth with ADHD. Additional research is needed with larger samples and multiple time-points to further examine the interrelations of sleep problems and comorbidity.

Physiologically Based Pharmacokinetic Modeling in Lead Optimization. 1. Evaluation and Adaptation of GastroPlus To Predict Bioavailability of Medchem Series.

Science.gov (United States)

Daga, Pankaj R; Bolger, Michael B; Haworth, Ian S; Clark, Robert D; Martin, Eric J

2018-03-05

When medicinal chemists need to improve bioavailability (%F) within a chemical series during lead optimization, they synthesize new series members with systematically modified properties mainly by following experience and general rules of thumb. More quantitative models that predict %F of proposed compounds from chemical structure alone have proven elusive. Global empirical %F quantitative structure-property (QSPR) models perform poorly, and projects have too little data to train local %F QSPR models. Mechanistic oral absorption and physiologically based pharmacokinetic (PBPK) models simulate the dissolution, absorption, systemic distribution, and clearance of a drug in preclinical species and humans. Attempts to build global PBPK models based purely on calculated inputs have not achieved the optimization. In this work, local GastroPlus PBPK models are instead customized for individual medchem series. The key innovation was building a local QSPR for a numerically fitted effective intrinsic clearance (CL loc ). All inputs are subsequently computed from structure alone, so the models can be applied in advance of synthesis. Training CL loc on the first 15-18 rat %F measurements gave adequate predictions, with clear improvements up to about 30 measurements, and incremental improvements beyond that.

Differential equations problem solver

CERN Document Server

Arterburn, David R

2012-01-01

REA's Problem Solvers is a series of useful, practical, and informative study guides. Each title in the series is complete step-by-step solution guide. The Differential Equations Problem Solver enables students to solve difficult problems by showing them step-by-step solutions to Differential Equations problems. The Problem Solvers cover material ranging from the elementary to the advanced and make excellent review books and textbook companions. They're perfect for undergraduate and graduate studies.The Differential Equations Problem Solver is the perfect resource for any class, any exam, and

Application of neural networks and its prospect. 4. Prediction of major disruptions in tokamak plasmas, analyses of time series data

International Nuclear Information System (INIS)

Yoshino, Ryuji

2006-01-01

Disruption prediction of tokamak plasma has been studied by neural network. The disruption prediction performances by neural network are estimated by the prediction success rate, false alarm rate, and time prior to disruption. The current driving type disruption is predicted by time series data, and plasma lifetime, risk of disruption and plasma stability. Some disruptions generated by density limit, impurity mixture, error magnetic field can be predicted 100 % of prediction success rate by the premonitory symptoms. The pressure driving type disruption phenomena generate some hundred micro seconds before, so that the operation limits such as β N limit of DIII-D and density limit of ADITYA were investigated. The false alarm rate was decreased by β N limit training under stable discharge. The pressure driving disruption generated with increasing plasma pressure can be predicted about 90 % by evaluating plasma stability. (S.Y.)

Reliability-Based Optimization of Series Systems of Parallel Systems

DEFF Research Database (Denmark)

Enevoldsen, I.; Sørensen, John Dalsgaard

1993-01-01

Reliability-based design of structural systems is considered. In particular, systems where the reliability model is a series system of parallel systems are treated. A sensitivity analysis for this class of problems is presented. Optimization problems with series systems of parallel systems...... optimization of series systems of parallel systems, but it is also efficient in reliability-based optimization of series systems in general....

FUZZY CLUSTERING BASED BAYESIAN FRAMEWORK TO PREDICT MENTAL HEALTH PROBLEMS AMONG CHILDREN

Directory of Open Access Journals (Sweden)

M R Sumathi

2017-04-01

Full Text Available According to World Health Organization, 10-20% of children and adolescents all over the world are experiencing mental disorders. Correct diagnosis of mental disorders at an early stage improves the quality of life of children and avoids complicated problems. Various expert systems using artificial intelligence techniques have been developed for diagnosing mental disorders like Schizophrenia, Depression, Dementia, etc. This study focuses on predicting basic mental health problems of children, like Attention problem, Anxiety problem, Developmental delay, Attention Deficit Hyperactivity Disorder (ADHD, Pervasive Developmental Disorder(PDD, etc. using the machine learning techniques, Bayesian Networks and Fuzzy clustering. The focus of the article is on learning the Bayesian network structure using a novel Fuzzy Clustering Based Bayesian network structure learning framework. The performance of the proposed framework was compared with the other existing algorithms and the experimental results have shown that the proposed framework performs better than the earlier algorithms.

Statistical models and time series forecasting of sulfur dioxide: a case study Tehran.

Science.gov (United States)

Hassanzadeh, S; Hosseinibalam, F; Alizadeh, R

2009-08-01

This study performed a time-series analysis, frequency distribution and prediction of SO(2) levels for five stations (Pardisan, Vila, Azadi, Gholhak and Bahman) in Tehran for the period of 2000-2005. Most sites show a quite similar characteristic with highest pollution in autumn-winter time and least pollution in spring-summer. The frequency distributions show higher peaks at two residential sites. The potential for SO(2) problems is high because of high emissions and the close geographical proximity of the major industrial and urban centers. The ACF and PACF are nonzero for several lags, indicating a mixed (ARMA) model, then at Bahman station an ARMA model was used for forecasting SO(2). The partial autocorrelations become close to 0 after about 5 lags while the autocorrelations remain strong through all the lags shown. The results proved that ARMA (2,2) model can provides reliable, satisfactory predictions for time series.

An update on the big bang nucleosynthesis prediction for 7Li: the problem worsens

International Nuclear Information System (INIS)

Cyburt, Richard H; Fields, Brian D; Olive, Keith A

2008-01-01

The lithium problem arises from the significant discrepancy between the primordial 7 Li abundance as predicted by big bang nucleosynthesis (BBN) theory and the Wilkinson Microwave Anisotropy Probe (WMAP) baryon density, and the pre-Galactic lithium abundance inferred from observations of metal-poor (Population II) stars. This problem has loomed for the past decade, with a persistent discrepancy of a factor of 2–3 in 7 Li/H. Recent developments have sharpened all aspects of the Li problem. Namely: (1) BBN theory predictions have sharpened due to new nuclear data; in particular, the uncertainty on the reaction rate for 3 He(α,γ) 7 Be has reduced to 7.4%, nearly a factor of 2 tighter than previous determinations. (2) The WMAP five-year data set now yields a cosmic baryon density with an uncertainty reduced to 2.7%. (3) Observations of metal-poor stars have tested for systematic effects. With these, we now find that the BBN+WMAP predicts 7 Li/H = (5.24 −0.67 +0.71 ) × 10 −10 . The central value represents an increase by 23%, most of which is due to the upward shift in the 3 He(α,γ) 7 Be rate. More significant is the reduction in the 7 Li/H uncertainty by almost a factor of 2, tracking the reduction in the 3 He(α,γ) 7 Be error bar. These changes exacerbate the Li problem; the discrepancy is now a factor 2.4 or 4.2σ (from globular cluster stars) to 4.3 or 5.3σ (from halo field stars). Possible resolutions to the lithium problem are briefly reviewed, and key experimental and astronomical measurements highlighted

Hybrid Corporate Performance Prediction Model Considering Technical Capability

Directory of Open Access Journals (Sweden)

Joonhyuck Lee

2016-07-01

Full Text Available Many studies have tried to predict corporate performance and stock prices to enhance investment profitability using qualitative approaches such as the Delphi method. However, developments in data processing technology and machine-learning algorithms have resulted in efforts to develop quantitative prediction models in various managerial subject areas. We propose a quantitative corporate performance prediction model that applies the support vector regression (SVR algorithm to solve the problem of the overfitting of training data and can be applied to regression problems. The proposed model optimizes the SVR training parameters based on the training data, using the genetic algorithm to achieve sustainable predictability in changeable markets and managerial environments. Technology-intensive companies represent an increasing share of the total economy. The performance and stock prices of these companies are affected by their financial standing and their technological capabilities. Therefore, we apply both financial indicators and technical indicators to establish the proposed prediction model. Here, we use time series data, including financial, patent, and corporate performance information of 44 electronic and IT companies. Then, we predict the performance of these companies as an empirical verification of the prediction performance of the proposed model.

Optimization of recurrent neural networks for time series modeling

DEFF Research Database (Denmark)

Pedersen, Morten With

1997-01-01

The present thesis is about optimization of recurrent neural networks applied to time series modeling. In particular is considered fully recurrent networks working from only a single external input, one layer of nonlinear hidden units and a li near output unit applied to prediction of discrete time...... series. The overall objective s are to improve training by application of second-order methods and to improve generalization ability by architecture optimization accomplished by pruning. The major topics covered in the thesis are: 1. The problem of training recurrent networks is analyzed from a numerical...... of solution obtained as well as computation time required. 3. A theoretical definition of the generalization error for recurrent networks is provided. This definition justifies a commonly adopted approach for estimating generalization ability. 4. The viability of pruning recurrent networks by the Optimal...

Inverse problems for Maxwell's equations

CERN Document Server

Romanov, V G

1994-01-01

The Inverse and Ill-Posed Problems Series is a series of monographs publishing postgraduate level information on inverse and ill-posed problems for an international readership of professional scientists and researchers. The series aims to publish works which involve both theory and applications in, e.g., physics, medicine, geophysics, acoustics, electrodynamics, tomography, and ecology.

PREDICTION OF DISTURBANCES IN VEHICLE CONTROL SYSTEMS BASED ON THE METHODS OF COMPUTATIONAL INTELLIGENCE

Directory of Open Access Journals (Sweden)

L. Lyubchik

2009-01-01

Full Text Available The problem of disturbances forecasting in vehicles control systems is considered in the given article. On the basis of nuclear campaign recurrence there have been obtained algorithms of identification and prediction of disturbances time series.

Accuracy evaluation of Fourier series analysis and singular spectrum analysis for predicting the volume of motorcycle sales in Indonesia

Science.gov (United States)

Sasmita, Yoga; Darmawan, Gumgum

2017-08-01

This research aims to evaluate the performance of forecasting by Fourier Series Analysis (FSA) and Singular Spectrum Analysis (SSA) which are more explorative and not requiring parametric assumption. Those methods are applied to predicting the volume of motorcycle sales in Indonesia from January 2005 to December 2016 (monthly). Both models are suitable for seasonal and trend component data. Technically, FSA defines time domain as the result of trend and seasonal component in different frequencies which is difficult to identify in the time domain analysis. With the hidden period is 2,918 ≈ 3 and significant model order is 3, FSA model is used to predict testing data. Meanwhile, SSA has two main processes, decomposition and reconstruction. SSA decomposes the time series data into different components. The reconstruction process starts with grouping the decomposition result based on similarity period of each component in trajectory matrix. With the optimum of window length (L = 53) and grouping effect (r = 4), SSA predicting testing data. Forecasting accuracy evaluation is done based on Mean Absolute Percentage Error (MAPE), Mean Absolute Error (MAE) and Root Mean Square Error (RMSE). The result shows that in the next 12 month, SSA has MAPE = 13.54 percent, MAE = 61,168.43 and RMSE = 75,244.92 and FSA has MAPE = 28.19 percent, MAE = 119,718.43 and RMSE = 142,511.17. Therefore, to predict volume of motorcycle sales in the next period should use SSA method which has better performance based on its accuracy.

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...

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 ...

Hyperreal Numbers for Infinite Divergent Series

OpenAIRE

Bartlett, Jonathan

2018-01-01

Treating divergent series properly has been an ongoing issue in mathematics. However, many of the problems in divergent series stem from the fact that divergent series were discovered prior to having a number system which could handle them. The infinities that resulted from divergent series led to contradictions within the real number system, but these contradictions are largely alleviated with the hyperreal number system. Hyperreal numbers provide a framework for dealing with divergent serie...

Theory of ratios in Nicomachus' Arithmetica and series of arithmetical problems in Pachymeres' Quadrivium: Reflections about a possible relationship

Directory of Open Access Journals (Sweden)

Megremi Athanasia

2015-01-01

Full Text Available The voluminous Treatise of the four mathematical sciences of Georgios Pachymeres is the most renowned quadrivium produced in Byzantium. Among its specific features, historians of mathematics have pointed out, is the inclusion of Diophantus, besides Nicomachus and Euclid, in the sources for the arithmetical section and, accordingly, the incorporation of series of problems and problem-solving in its contents. The present paper investigates the “Diophantine portion” of Pachymeres' treatise and it shows that it is structured according to two criteria intrinsically characterized by seriality: on one hand, the arrangement in which the problems are presented in book I of Diophantus' Arithmetica; on the other hand, for those problems of which the enunciation involves ratio, the order in which Nicomachus discusses the kinds of ratios in his Arithmetical introduction. Furthermore, it analyses the solutions that Pachymeres offers and argues that Nicomachus' Arithmetical introduction provides the necessary tools for pursuing them.

ACCEPT: Introduction of the Adverse Condition and Critical Event Prediction Toolbox

Science.gov (United States)

Martin, Rodney A.; Santanu, Das; Janakiraman, Vijay Manikandan; Hosein, Stefan

2015-01-01

The prediction of anomalies or adverse events is a challenging task, and there are a variety of methods which can be used to address the problem. In this paper, we introduce a generic framework developed in MATLAB (sup registered mark) called ACCEPT (Adverse Condition and Critical Event Prediction Toolbox). ACCEPT is an architectural framework designed to compare and contrast the performance of a variety of machine learning and early warning algorithms, and tests the capability of these algorithms to robustly predict the onset of adverse events in any time-series data generating systems or processes.

Comparison of profess predictions of D-COM blind problem with the experimental observations

International Nuclear Information System (INIS)

Sah, D.N.; Venkatesh, D.; Ram Adasan, E.

1984-01-01

As a part of an IAEA co-ordinated research program D-COM, a code exercise was organised in May 1983, to investigate the predictive capability of fuel performance codes with respect to transient fission gas release. In this exercise the computer code PROFESS was used to calculate the irradiation performance of fuel pins of the D-COM Blind problem circulated to the participants in the exercise. Calculations of fuel centre temperature, fuel-clad gap conductance, fission gas release during steady state and transient, and fuel restructurings for all the fuel pins were made by PROFESS. Comparison of predictions with experimental findings showed good agreement for several performance parameters. The comparison also revealed some areas where improvement was desired in the modelling of fuel behaviour. A recalculation was carried out for all fuel pins after incorporating modifications and adding additional models in the code. This allowed better agreement between the predicted and observed values of fission gas release in the fuel pins. This paper presents the results of blind calculation, recalculation and sensitivity analysis carried out by PROFESS on the D-COM Blind Problem. The paper also gives a brief description of the models of fission gas release and fuel restructuring used in the calculation. (author)

Primary School Text Comprehension Predicts Mathematical Word Problem-Solving Skills in Secondary School

Science.gov (United States)

Björn, Piia Maria; Aunola, Kaisa; Nurmi, Jari-Erik

2016-01-01

This longitudinal study aimed to investigate the extent to which primary school text comprehension predicts mathematical word problem-solving skills in secondary school among Finnish students. The participants were 224 fourth graders (9-10 years old at the baseline). The children's text-reading fluency, text comprehension and basic calculation…

Stochastic time series analysis of hydrology data for water resources

Science.gov (United States)

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

2017-11-01

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

Oppositional behavior and longitudinal predictions of early adulthood mental health problems in chronic tic disorders.

Science.gov (United States)

Thériault, Marie-Claude G; Bécue, Jean-Cyprien; Lespérance, Paul; Chouinard, Sylvain; Rouleau, Guy A; Richer, Francois

2018-03-16

Chronic tic disorders (TD) are associated with a number of psychological problems such as attention-deficit hyperactivity disorder (ADHD), obsessive-compulsive behavior (OCB), oppositional-defiant disorder (ODD) as well as anxious and depressive symptoms. ODD is often considered a risk factor for many psychological symptoms and recent work suggests that different ODD dimensions show independent predictions of later psychological problems. This study examined the longitudinal predictions between ODD dimensions of Irritability and Defiance and the most frequent comorbidities in TD from childhood to early adulthood. From an initial sample of 135, parent reports were obtained on 58 participants with TD using standard clinical questionnaires and semi-structured interviews. Defiance symptoms decreased from baseline to follow-up whereas Irritability symptoms were more stable over time. In multiple regressions, Irritability in childhood predicted anxiety and OCB in early adulthood while Defiance in childhood predicted ADHD and conduct disorder symptoms in early adulthood. No developmental link was found for depressive symptoms. Results indicate that ODD dimensions are developmentally linked to both internalizing and externalizing adult mental health symptoms in TD. Copyright © 2018. Published by Elsevier B.V.

Structured Parent-Child Observations Predict Development of Conduct Problems: the Importance of Parental Negative Attention in Child-Directed Play.

Science.gov (United States)

Fleming, Andrew P; McMahon, Robert J; King, Kevin M

2017-04-01

Structured observations of parent-child interactions are commonly used in research and clinical settings, but require additional empirical support. The current study examined the capacity of child-directed play, parent-directed play, and parent-directed chore interaction analogs to uniquely predict the development of conduct problems across a 6-year follow-up period. Parent-child observations were collected from 338 families from high-risk neighborhoods during the summer following the child's first-grade year. Participating children were 49.2 % female, 54.4 % white, and 45.6 % black, and had an average age of 7.52 years at the first assessment. Conduct problems were assessed via parent report and teacher report at five assessment points between first grade and seventh grade. Latent growth curve modeling was used to analyze predictors of conduct problem trajectory across this 6-year follow-up period. When race, sex, socioeconomic status, and maternal depressive symptoms were controlled, parental negative attention during child-directed play predicted higher levels of parent-reported conduct problems concurrently and after a 6-year follow-up period. Parental negative attention during child-directed play also predicted higher teacher-reported conduct problems 6 years later. Findings support the use of child-directed play and parent-directed chore analogs in predicting longitudinal development of conduct problems. The presence of parental negative attention during child-directed play appears to be an especially important predictor of greater conduct problems over time and across multiple domains. Additionally, the potential importance of task-incongruent behavior is proposed for further study.

A perturbative approach for enhancing the performance of time series forecasting.

Science.gov (United States)

de Mattos Neto, Paulo S G; Ferreira, Tiago A E; Lima, Aranildo R; Vasconcelos, Germano C; Cavalcanti, George D C

2017-04-01

This paper proposes a method to perform time series prediction based on perturbation theory. The approach is based on continuously adjusting an initial forecasting model to asymptotically approximate a desired time series model. First, a predictive model generates an initial forecasting for a time series. Second, a residual time series is calculated as the difference between the original time series and the initial forecasting. If that residual series is not white noise, then it can be used to improve the accuracy of the initial model and a new predictive model is adjusted using residual series. The whole process is repeated until convergence or the residual series becomes white noise. The output of the method is then given by summing up the outputs of all trained predictive models in a perturbative sense. To test the method, an experimental investigation was conducted on six real world time series. A comparison was made with six other methods experimented and ten other results found in the literature. Results show that not only the performance of the initial model is significantly improved but also the proposed method outperforms the other results previously published. Copyright © 2017 Elsevier Ltd. All rights reserved.

Externalizing Problems in Childhood and Adolescence Predict Subsequent Educational Achievement but for Different Genetic and Environmental Reasons

Science.gov (United States)

Lewis, Gary J.; Asbury, Kathryn; Plomin, Robert

2017-01-01

Background: Childhood behavior problems predict subsequent educational achievement; however, little research has examined the etiology of these links using a longitudinal twin design. Moreover, it is unknown whether genetic and environmental innovations provide incremental prediction for educational achievement from childhood to adolescence.…

Rosetta Structure Prediction as a Tool for Solving Difficult Molecular Replacement Problems.

Science.gov (United States)

DiMaio, Frank

2017-01-01

Molecular replacement (MR), a method for solving the crystallographic phase problem using phases derived from a model of the target structure, has proven extremely valuable, accounting for the vast majority of structures solved by X-ray crystallography. However, when the resolution of data is low, or the starting model is very dissimilar to the target protein, solving structures via molecular replacement may be very challenging. In recent years, protein structure prediction methodology has emerged as a powerful tool in model building and model refinement for difficult molecular replacement problems. This chapter describes some of the tools available in Rosetta for model building and model refinement specifically geared toward difficult molecular replacement cases.

The use of stability indices in predicting asphaltene problems in upstream and downstream oil operations

Energy Technology Data Exchange (ETDEWEB)

Asomaning, S. [Baker Petrolite, Sugar Land, TX (United States)

2003-07-01

A series of test methods have been developed to determine the stability of asphaltenes in crude oils. They were developed due to the high cost of remediating asphaltene deposition in offshore operations. This study described the characteristics of the Oliensis Spot Test, two saturates, aromatics, resins and asphaltenes (SARA)-based screens (the Colloidal Instability Index and Asphaltene-Resin ratio), a solvent titration method with near infrared radiation (NIR) solids detection, and live oil depressurization. Each method is used to predict the stability of asphaltenes in crude oils with different API gravity. A complete description of the test methods was provided along with experimental data. The effectiveness of the different tests in predicting the stability of asphaltenes in crude oils was also assessed. Results indicate that the prediction of a crude oil's tendency towards asphaltene precipitation was more accurate with the Colloidal Instability Index and the solvent titration method. Live oil depressurization proved to be very effective in predicting the stability of asphaltenes for light oils, where most stability tests fail. tabs., figs.

Mothers' Predictions of Their Son's Executive Functioning Skills: Relations to Child Behavior Problems

Science.gov (United States)

Johnston, Charlotte

2011-01-01

This study examined mothers' ability to accurately predict their sons' performance on executive functioning tasks in relation to the child's behavior problems. One-hundred thirteen mothers and their 4-7 year old sons participated. From behind a one-way mirror, mothers watched their sons perform tasks assessing inhibition and planning skills.…

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.

Predictive value of general movements' quality in low-risk infants for minor neurological dysfunction and behavioural problems at preschool age.

Science.gov (United States)

Bennema, Anne N; Schendelaar, Pamela; Seggers, Jorien; Haadsma, Maaike L; Heineman, Maas Jan; Hadders-Algra, Mijna

2016-03-01

General movement (GM) assessment is a well-established tool to predict cerebral palsy in high-risk infants. Little is known on the predictive value of GM assessment in low-risk populations. To assess the predictive value of GM quality in early infancy for the development of the clinically relevant form of minor neurological dysfunction (complex MND) and behavioral problems at preschool age. Prospective cohort study. A total of 216 members of the prospective Groningen Assisted Reproductive Techniques (ART) cohort study were included in this study. ART did not affect neurodevelopmental outcome of these relatively low-risk infants born to subfertile parents. GM quality was determined at 2 weeks and 3 months. At 18 months and 4 years, the Hempel neurological examination was used to assess MND. At 4 years, parents completed the Child Behavior Checklist; this resulted in the total problem score (TPS), internalizing problem score (IPS), and externalizing problem score (EPS). Predictive values of definitely (DA) and mildly (MA) abnormal GMs were calculated. DA GMs at 2 weeks were associated with complex MND at 18 months and atypical TPS and IPS at 4 years (all ppredictive value of DA GMs at 2 weeks were rather low (13%-60%); specificity and negative predictive value were excellent (92%-99%). DA GMs at 3 months occurred too infrequently to calculate prediction. MA GMs were not associated with outcome. GM quality as a single predictor for complex MND and behavioral problems at preschool age has limited clinical value in children at low risk for developmental disorders. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

Risk score for predicting adolescent mental health problems among children using parental report only : the TRAILS study

NARCIS (Netherlands)

Burger, Huibert; Boks, Marco P.; Hartman, Catharina A.; Aukes, Maartje F.; Verhulst, Frank C.; Ormel, Johan; Reijneveld, Sijmen A.

2014-01-01

OBJECTIVE: To construct a risk score for adolescent mental health problems among children, using parental data only and without potentially stigmatizing mental health items. METHODS: We prospectively derived a prediction model for mental health problems at age 16 using data from parent report on

Improving accuracy of protein-protein interaction prediction by considering the converse problem for sequence representation

Directory of Open Access Journals (Sweden)

Wang Yong

2011-10-01

Full Text Available Abstract Background With the development of genome-sequencing technologies, protein sequences are readily obtained by translating the measured mRNAs. Therefore predicting protein-protein interactions from the sequences is of great demand. The reason lies in the fact that identifying protein-protein interactions is becoming a bottleneck for eventually understanding the functions of proteins, especially for those organisms barely characterized. Although a few methods have been proposed, the converse problem, if the features used extract sufficient and unbiased information from protein sequences, is almost untouched. Results In this study, we interrogate this problem theoretically by an optimization scheme. Motivated by the theoretical investigation, we find novel encoding methods for both protein sequences and protein pairs. Our new methods exploit sufficiently the information of protein sequences and reduce artificial bias and computational cost. Thus, it significantly outperforms the available methods regarding sensitivity, specificity, precision, and recall with cross-validation evaluation and reaches ~80% and ~90% accuracy in Escherichia coli and Saccharomyces cerevisiae respectively. Our findings here hold important implication for other sequence-based prediction tasks because representation of biological sequence is always the first step in computational biology. Conclusions By considering the converse problem, we propose new representation methods for both protein sequences and protein pairs. The results show that our method significantly improves the accuracy of protein-protein interaction predictions.

Long Range Dependence Prognostics for Bearing Vibration Intensity Chaotic Time Series

Directory of Open Access Journals (Sweden)

Qing Li

2016-01-01

Full Text Available According to the chaotic features and typical fractional order characteristics of the bearing vibration intensity time series, a forecasting approach based on long range dependence (LRD is proposed. In order to reveal the internal chaotic properties, vibration intensity time series are reconstructed based on chaos theory in phase-space, the delay time is computed with C-C method and the optimal embedding dimension and saturated correlation dimension are calculated via the Grassberger–Procaccia (G-P method, respectively, so that the chaotic characteristics of vibration intensity time series can be jointly determined by the largest Lyapunov exponent and phase plane trajectory of vibration intensity time series, meanwhile, the largest Lyapunov exponent is calculated by the Wolf method and phase plane trajectory is illustrated using Duffing-Holmes Oscillator (DHO. The Hurst exponent and long range dependence prediction method are proposed to verify the typical fractional order features and improve the prediction accuracy of bearing vibration intensity time series, respectively. Experience shows that the vibration intensity time series have chaotic properties and the LRD prediction method is better than the other prediction methods (largest Lyapunov, auto regressive moving average (ARMA and BP neural network (BPNN model in prediction accuracy and prediction performance, which provides a new approach for running tendency predictions for rotating machinery and provide some guidance value to the engineering practice.

The Enhancement of Communication Skill and Prediction Skill in Colloidal Concept by Problem Solving Learning

OpenAIRE

Anggraini, Agita Dzulhajh; Fadiawati, Noor; Diawati, Chansyanah

2012-01-01

Accuracy educators in selecting and implementing learning models influence students' science process skills. Models of learning that can be applied to improve science process skills and tend constructivist among athers learning model of problem solving. This research was conducted to describe the effectiveness of the learning model of problem solving in improving communication skills and prediction skills. Subjects in this research were students of high school YP Unila Bandar Lampung Even ...

Comparison of typical inelastic analysis predictions with benchmark problem experimental results

International Nuclear Information System (INIS)

Clinard, J.A.; Corum, J.M.; Sartory, W.K.

1975-01-01

The results of exemplary inelastic analyses are presented for a series of experimental benchmark problems. Consistent analytical procedures and constitutive relations were used in each of the analyses, and published material behavior data were used in all cases. Two finite-element inelastic computer programs were employed. These programs implement the analysis procedures and constitutive equations for Type 304 stainless steel that are currently used in many analyses of elevated-temperature nuclear reactor system components. The analysis procedures and constitutive relations are briefly discussed, and representative analytical results are presented and compared to the test data. The results that are presented demonstrate the feasibility of performing inelastic analyses, and they are indicative of the general level of agreement that the analyst might expect when using conventional inelastic analysis procedures. (U.S.)

Predicting Educational Success and Attrition in Problem-Based Learning: Do First Impressions Count?

Science.gov (United States)

Wijnia, Lisette; Loyens, Sofie M. M.; Derous, Eva; Koendjie, Nitaasha S.; Schmidt, Henk G.

2014-01-01

This study examines whether tutors (N?=?15) in a problem-based learning curriculum were able to predict students' success in their first year and their entire bachelor programme. Tutors were asked to rate each student in their tutorial group in terms of the chance that this student would successfully finish their first year and the entire…

Narcissism and Callous-Unemotional Traits Prospectively Predict Child Conduct Problems.

Science.gov (United States)

Jezior, Kristen L; McKenzie, Meghan E; Lee, Steve S

2016-01-01

Although narcissism and callous-unemotional (CU) traits are separable facets of psychopathy, their independent prediction of conduct problems (CP) among young children is not well known. In addition, above-average IQ was central to the original conceptualization of psychopathy, yet IQ is typically inversely associated with youth CP. We examined narcissism and CU traits as independent and prospective predictors of oppositional defiant disorder (ODD), conduct disorder (CD), and youth self-reported antisocial behavior, as well as their moderation by IQ. At baseline, parents and teachers separately rated narcissism and CU traits in 188 6-to-10-year-old children (47.9% non-White; 69.1% male; M = 7.34 years, SD = 1.09) with (n = 99) and without (n = 89) attention-deficit/hyperactivity disorder (ADHD). Approximately 2 years later, parents and teachers separately rated youth ODD and CD symptoms, and youth self-reported antisocial behavior. With control of baseline ADHD and ODD/CD symptoms, narcissism and CU traits independently and positively predicted ODD and CD symptoms at follow-up. IQ did not moderate any CP predictions from baseline narcissism or CU traits. These preliminary findings suggest that individual differences in narcissism and CU traits, even relatively early in development, are uniquely associated with emergent CP. Findings are considered within a developmental framework and the multiple pathways underlying the heterogeneity of CP are discussed.

Handling outliers and concept drift in online mass flow prediction in CFB boilers

NARCIS (Netherlands)

Bakker, J.; Pechenizkiy, M.; Zliobaite, I.; Ivannikov, A.; Kärkkäinen, T.; Omitaomu, O.A.; Ganguly, A.R.; Gama, J.; Vatsavai, R.R.; Chawla, N.V.; Gaber, M.M.

2009-01-01

In this paper we consider an application of data mining technology to the analysis of time series data from a pilot circulating fluidized bed (CFB) reactor. We focus on the problem of the online mass prediction in CFB boilers. We present a framework based on switching regression models depending on

Statistics and predictions of population, energy and environment problems

International Nuclear Information System (INIS)

Sobajima, Makoto

1999-03-01

In the situation that world's population, especially in developing countries, is rapidly growing, humankind is facing to global problems that they cannot steadily live unless they find individual places to live, obtain foods, and peacefully get energy necessary for living for centuries. For this purpose, humankind has to think what behavior they should take in the finite environment, talk, agree and execute. Though energy has been long respected as a symbol for improving living, demanded and used, they have come to limit the use making the global environment more serious. If there is sufficient energy not loading cost to the environment. If nuclear energy regarded as such one sustain the resource for long and has market competitiveness. What situation of realization of compensating new energy is now in the case the use of nuclear energy is restricted by the society fearing radioactivity. If there are promising ones for the future. One concerning with the study of energy cannot go without knowing these. The statistical materials compiled here are thought to be useful for that purpose, and are collected mainly from ones viewing future prediction based on past practices. Studies on the prediction is so important to have future measures that these data bases are expected to be improved for better accuracy. (author)

High heat flux tests of the WENDELSTEIN 7-X pre-series target elements

International Nuclear Information System (INIS)

Greuner, H.; Boeswirth, B.; Boscary, J.; Plankensteiner, A.; Schedler, B.

2007-01-01

The high heat flux (HHF) testing of WENDELSTEIN 7-X pre-series target elements is an indispensable step in the qualification of the manufacturing process. A set of 20 full scale pre-series elements was manufactured by PLANSEE SE to validate the materials and manufacturing technologies prior to the start of the series production. The HHF tests were performed in the ion beam test facility GLADIS. All actively water-cooled elements were tested for about 100 cycles at 10 MW/m 2 (10-15 s pulse duration). Several elements were loaded with even higher cycle numbers (up to 1000) and heat loads up to 24 MW/m 2 . Hot spots were, observed at the edges of several tiles during the HHF tests indicating local bonding problems of the CFC. The thermo-mechanical behaviour under HHF loading has been evaluated and compared to the FEM predictions. The measured temperatures and strains confirm the chosen FEM approach. This allows a component optimisation to achieve a successful series production of the W7-X divertor target elements

Application of the nonlinear time series prediction method of genetic algorithm for forecasting surface wind of point station in the South China Sea with scatterometer observations

International Nuclear Information System (INIS)

Zhong Jian; Dong Gang; Sun Yimei; Zhang Zhaoyang; Wu Yuqin

2016-01-01

The present work reports the development of nonlinear time series prediction method of genetic algorithm (GA) with singular spectrum analysis (SSA) for forecasting the surface wind of a point station in the South China Sea (SCS) with scatterometer observations. Before the nonlinear technique GA is used for forecasting the time series of surface wind, the SSA is applied to reduce the noise. The surface wind speed and surface wind components from scatterometer observations at three locations in the SCS have been used to develop and test the technique. The predictions have been compared with persistence forecasts in terms of root mean square error. The predicted surface wind with GA and SSA made up to four days (longer for some point station) in advance have been found to be significantly superior to those made by persistence model. This method can serve as a cost-effective alternate prediction technique for forecasting surface wind of a point station in the SCS basin. (paper)

Predicting the Volatility of Cryptocurrency Time–Series

OpenAIRE

Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco

2018-01-01

Cryptocurrencies have recently gained a lot of interest from investors, central banks and governments worldwide. The lack of any form of political regu- lation and their market far from being “efficient”, require new forms of regulation in the near future. From an econometric viewpoint, the process underlying the evo- lution of the cryptocurrencies’ volatility has been found to exhibit at the same time differences and similarities with other financial time–series, e.g. foreign exchanges retur...

Teacher Resource Book for Population Pressure in Indonesia, Problems of Industrialization in Eurasia, Power Blocs in Eurasia. Man on the Earth Series.

Science.gov (United States)

Gunn, Angus

This teacher's resource book is a guide to three intermediate texts about Eurasia entitled Population Pressure in Indonesia, Problems of Industrialization in Eurasia, and Power Blocs in Eurasia. The texts are part of the series, Man on the Earth, which probes broad-based issues confronting mankind. The resource book distinguishes 18 major concepts…

Predicting the names of the best teams after the knock-out phase of a cricket series.

Science.gov (United States)

Lemmer, Hermanus Hofmeyr

2014-01-01

Cricket players' performances can best be judged after a large number of matches had been played. For test or one-day international (ODI) players, career data are normally used to calculate performance measures. These are normally good indicators of future performances, although various factors influence the performance of a player in a specific match. It is often necessary to judge players' performances based on a small number of scores, e.g. to identify the best players after a short series of matches. The challenge then is to use the best available criteria in order to assess performances as accurately and fairly as possible. In the present study the results of the knock-out phase of an International Cricket Council (ICC) World Cup ODI Series are used to predict the names of the best teams by means of a suitably formulated logistic regression model. Despite using very sparse data, the methods used are reasonably successful. It is also shown that if the same technique is applied to career ratings, very good results are obtained.

WKB approach to evaluate series of Mathieu functions in scattering problems

OpenAIRE

Hubert, Maxime; Dubertrand, Remy

2017-01-01

The scattering of a wave obeying Helmholtz equation by an elliptic obstacle can be described exactly using series of Mathieu functions. This situation is relevant in optics, quantum mechanics and fluid dynamics. We focus on the case when the wavelength is comparable to the obstacle size, when the most standard approximations fail. The approximations of the radial (or modified) Mathieu functions using WKB method are shown to be especially efficient, in order to precisely evaluate series of suc...

Low verbal ability predicts later violence in adolescent boys with serious conduct problems.

Science.gov (United States)

Manninen, Marko; Lindgren, Maija; Huttunen, Matti; Ebeling, Hanna; Moilanen, Irma; Kalska, Hely; Suvisaari, Jaana; Therman, Sebastian

2013-10-01

Delinquent adolescents are a known high-risk group for later criminality. Cognitive deficits correlate with adult criminality, and specific cognitive deficits might predict later criminality in the high-risk adolescents. This study aimed to explore the neuropsychological performance and predictors of adult criminal offending in adolescents with severe behavioural problems. Fifty-three adolescents (33 boys and 20 girls), aged 15-18 years, residing in a reform school due to serious conduct problems, were examined for neuropsychological profile and psychiatric symptoms. Results were compared with a same-age general population control sample, and used for predicting criminality 5 years after the baseline testing. The reform school adolescents' neuropsychological performance was weak on many tasks, and especially on the verbal domain. Five years after the baseline testing, half of the reform school adolescents had obtained a criminal record. Males were overrepresented in both any criminality (75% vs. 10%) and in violent crime (50% vs. 5%). When cognitive variables, psychiatric symptoms and background factors were used as predictors for later offending, low verbal intellectual ability turned out to be the most significant predictor of a criminal record and especially a record of violent crime. Neurocognitive deficits, especially in the verbal and attention domains, are common among delinquent adolescents. Among males, verbal deficits are the best predictors for later criminal offending and violence. Assessing verbal abilities among adolescent population with conduct problems might prove useful as a screening method for inclusion in specific therapies for aggression management.

Formulas in inverse and ill-posed problems

CERN Document Server

Anikonov, Yu E

1997-01-01

The Inverse and Ill-Posed Problems Series is a series of monographs publishing postgraduate level information on inverse and ill-posed problems for an international readership of professional scientists and researchers. The series aims to publish works which involve both theory and applications in, e.g., physics, medicine, geophysics, acoustics, electrodynamics, tomography, and ecology.

K-Line Patterns’ Predictive Power Analysis Using the Methods of Similarity Match and Clustering

Directory of Open Access Journals (Sweden)

Lv Tao

2017-01-01

Full Text Available Stock price prediction based on K-line patterns is the essence of candlestick technical analysis. However, there are some disputes on whether the K-line patterns have predictive power in academia. To help resolve the debate, this paper uses the data mining methods of pattern recognition, pattern clustering, and pattern knowledge mining to research the predictive power of K-line patterns. The similarity match model and nearest neighbor-clustering algorithm are proposed for solving the problem of similarity match and clustering of K-line series, respectively. The experiment includes testing the predictive power of the Three Inside Up pattern and Three Inside Down pattern with the testing dataset of the K-line series data of Shanghai 180 index component stocks over the latest 10 years. Experimental results show that (1 the predictive power of a pattern varies a great deal for different shapes and (2 each of the existing K-line patterns requires further classification based on the shape feature for improving the prediction performance.

Fuzzy time series forecasting model with natural partitioning length approach for predicting the unemployment rate under different degree of confidence

Science.gov (United States)

Ramli, Nazirah; Mutalib, Siti Musleha Ab; Mohamad, Daud

2017-08-01

Fuzzy time series forecasting model has been proposed since 1993 to cater for data in linguistic values. Many improvement and modification have been made to the model such as enhancement on the length of interval and types of fuzzy logical relation. However, most of the improvement models represent the linguistic term in the form of discrete fuzzy sets. In this paper, fuzzy time series model with data in the form of trapezoidal fuzzy numbers and natural partitioning length approach is introduced for predicting the unemployment rate. Two types of fuzzy relations are used in this study which are first order and second order fuzzy relation. This proposed model can produce the forecasted values under different degree of confidence.

Assessment and prediction of road accident injuries trend using time-series models in Kurdistan.

Science.gov (United States)

Parvareh, Maryam; Karimi, Asrin; Rezaei, Satar; Woldemichael, Abraha; Nili, Sairan; Nouri, Bijan; Nasab, Nader Esmail

2018-01-01

Road traffic accidents are commonly encountered incidents that can cause high-intensity injuries to the victims and have direct impacts on the members of the society. Iran has one of the highest incident rates of road traffic accidents. The objective of this study was to model the patterns of road traffic accidents leading to injury in Kurdistan province, Iran. A time-series analysis was conducted to characterize and predict the frequency of road traffic accidents that lead to injury in Kurdistan province. The injuries were categorized into three separate groups which were related to the car occupants, motorcyclists and pedestrian road traffic accident injuries. The Box-Jenkins time-series analysis was used to model the injury observations applying autoregressive integrated moving average (ARIMA) and seasonal autoregressive integrated moving average (SARIMA) from March 2009 to February 2015 and to predict the accidents up to 24 months later (February 2017). The analysis was carried out using R-3.4.2 statistical software package. A total of 5199 pedestrians, 9015 motorcyclists, and 28,906 car occupants' accidents were observed. The mean (SD) number of car occupant, motorcyclist and pedestrian accident injuries observed were 401.01 (SD 32.78), 123.70 (SD 30.18) and 71.19 (SD 17.92) per year, respectively. The best models for the pattern of car occupant, motorcyclist, and pedestrian injuries were the ARIMA (1, 0, 0), SARIMA (1, 0, 2) (1, 0, 0) 12 , and SARIMA (1, 1, 1) (0, 0, 1) 12 , respectively. The motorcyclist and pedestrian injuries showed a seasonal pattern and the peak was during summer (August). The minimum frequency for the motorcyclist and pedestrian injuries were observed during the late autumn and early winter (December and January). Our findings revealed that the observed motorcyclist and pedestrian injuries had a seasonal pattern that was explained by air temperature changes overtime. These findings call the need for close monitoring of the

Fourier series and orthogonal polynomials

CERN Document Server

Jackson, Dunham

2004-01-01

This text for undergraduate and graduate students illustrates the fundamental simplicity of the properties of orthogonal functions and their developments in related series. Starting with a definition and explanation of the elements of Fourier series, the text follows with examinations of Legendre polynomials and Bessel functions. Boundary value problems consider Fourier series in conjunction with Laplace's equation in an infinite strip and in a rectangle, with a vibrating string, in three dimensions, in a sphere, and in other circumstances. An overview of Pearson frequency functions is followe

Decoding divergent series in nonparaxial optics.

Science.gov (United States)

Borghi, Riccardo; Gori, Franco; Guattari, Giorgio; Santarsiero, Massimo

2011-03-15

A theoretical analysis aimed at investigating the divergent character of perturbative series involved in the study of free-space nonparaxial propagation of vectorial optical beams is proposed. Our analysis predicts a factorial divergence for such series and provides a theoretical framework within which the results of recently published numerical experiments concerning nonparaxial propagation of vectorial Gaussian beams find a meaningful interpretation in terms of the decoding operated on such series by the Weniger transformation.

Behavior problems in middle childhood: the predictive role of maternal distress, child attachment, and mother-child interactions.

Science.gov (United States)

Dubois-Comtois, Karine; Moss, Ellen; Cyr, Chantal; Pascuzzo, Katherine

2013-11-01

The objective of the study was to examine the longitudinal relation between early school-age measures of maternal psychosocial distress, quality of mother-child interactions, and child attachment behavior, and behavior problem profiles in middle childhood using a multi-informant design. Participants were 243 French-speaking mother-child dyads (122 girls) who were part of an ongoing longitudinal project. Maternal psychosocial distress was assessed when children were between 4 and 6 years of age. Mother-child interactive quality and attachment patterns were observed at age 6 during a laboratory visit. At age 8.5, externalizing and internalizing problems were assessed using mother and child reports. Results show that maternal psychosocial distress predicted later social adaptation reported by the child through the mediation of mother-child interactions. Analyses also revealed that higher maternal psychosocial distress and controlling attachment patterns, either of the punitive or caregiving type, significantly predicted membership in both child internalizing and externalizing clinical problem groups. Lower mother-child interactive quality, male gender, and child ambivalent attachment were also predictors of externalizing clinical problems.

The Inverse Contagion Problem (ICP) vs.. Predicting site contagion in real time, when network links are not observable

Science.gov (United States)

Mushkin, I.; Solomon, S.

2017-10-01

We study the inverse contagion problem (ICP). As opposed to the direct contagion problem, in which the network structure is known and the question is when each node will be contaminated, in the inverse problem the links of the network are unknown but a sequence of contagion histories (the times when each node was contaminated) is observed. We consider two versions of the ICP: The strong problem (SICP), which is the reconstruction of the network and has been studied before, and the weak problem (WICP), which requires "only" the prediction (at each time step) of the nodes that will be contaminated at the next time step (this is often the real life situation in which a contagion is observed and predictions are made in real time). Moreover, our focus is on analyzing the increasing accuracy of the solution, as a function of the number of contagion histories already observed. For simplicity, we discuss the simplest (deterministic and synchronous) contagion dynamics and the simplest solution algorithm, which we have applied to different network types. The main result of this paper is that the complex problem of the convergence of the ICP for a network can be reduced to an individual property of pairs of nodes: the "false link difficulty". By definition, given a pair of unlinked nodes i and j, the difficulty of the false link (i,j) is the probability that in a random contagion history, the nodes i and j are not contaminated at the same time step (or at consecutive time steps). In other words, the "false link difficulty" of a non-existing network link is the probability that the observations during a random contagion history would not rule out that link. This probability is relatively straightforward to calculate, and in most instances relies only on the relative positions of the two nodes (i,j) and not on the entire network structure. We have observed the distribution of false link difficulty for various network types, estimated it theoretically and confronted it

Recurrent and Dynamic Models for Predicting Streaming Video Quality of Experience.

Science.gov (United States)

Bampis, Christos G; Li, Zhi; Katsavounidis, Ioannis; Bovik, Alan C

2018-07-01

Streaming video services represent a very large fraction of global bandwidth consumption. Due to the exploding demands of mobile video streaming services, coupled with limited bandwidth availability, video streams are often transmitted through unreliable, low-bandwidth networks. This unavoidably leads to two types of major streaming-related impairments: compression artifacts and/or rebuffering events. In streaming video applications, the end-user is a human observer; hence being able to predict the subjective Quality of Experience (QoE) associated with streamed videos could lead to the creation of perceptually optimized resource allocation strategies driving higher quality video streaming services. We propose a variety of recurrent dynamic neural networks that conduct continuous-time subjective QoE prediction. By formulating the problem as one of time-series forecasting, we train a variety of recurrent neural networks and non-linear autoregressive models to predict QoE using several recently developed subjective QoE databases. These models combine multiple, diverse neural network inputs, such as predicted video quality scores, rebuffering measurements, and data related to memory and its effects on human behavioral responses, using them to predict QoE on video streams impaired by both compression artifacts and rebuffering events. Instead of finding a single time-series prediction model, we propose and evaluate ways of aggregating different models into a forecasting ensemble that delivers improved results with reduced forecasting variance. We also deploy appropriate new evaluation metrics for comparing time-series predictions in streaming applications. Our experimental results demonstrate improved prediction performance that approaches human performance. An implementation of this work can be found at https://github.com/christosbampis/NARX_QoE_release.

International Work-Conference on Time Series

CERN Document Server

Pomares, Héctor

2016-01-01

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

Parallel Solution of Robust Nonlinear Model Predictive Control Problems in Batch Crystallization

Directory of Open Access Journals (Sweden)

Yankai Cao

2016-06-01

Full Text Available Representing the uncertainties with a set of scenarios, the optimization problem resulting from a robust nonlinear model predictive control (NMPC strategy at each sampling instance can be viewed as a large-scale stochastic program. This paper solves these optimization problems using the parallel Schur complement method developed to solve stochastic programs on distributed and shared memory machines. The control strategy is illustrated with a case study of a multidimensional unseeded batch crystallization process. For this application, a robust NMPC based on min–max optimization guarantees satisfaction of all state and input constraints for a set of uncertainty realizations, and also provides better robust performance compared with open-loop optimal control, nominal NMPC, and robust NMPC minimizing the expected performance at each sampling instance. The performance of robust NMPC can be improved by generating optimization scenarios using Bayesian inference. With the efficient parallel solver, the solution time of one optimization problem is reduced from 6.7 min to 0.5 min, allowing for real-time application.

Validity of the Clock Drawing Test in predicting reports of driving problems in the elderly

Directory of Open Access Journals (Sweden)

Banou Evangelia

2004-10-01

Full Text Available Abstract Background This study examined the use of the Folstein Mini Mental Status Exam (MMSE and the Clock Drawing Test (CDT in predicting retrospective reports of driving problems among the elderly. The utility of existing scoring systems for the CDT was also examined. Methods Archival chart records of 325 patients of a geriatric outpatient clinic were reviewed, of which 162 had CDT results (including original clock drawings. T-test, correlation, and regression procedures were used to analyze the data. Results Both CDT and MMSE scores were significantly worse among non-drivers than individuals who were currently or recently driving. Among current or recent drivers, scores on both instruments correlated significantly with the total number of reported accidents or near misses, although the magnitude of the respective correlations was small. Only MMSE scores, however, significantly predicted whether or not any accidents or near misses were reported at all. Neither MMSE nor CDT scores predicted unique variance in the regressions. Conclusions The overall results suggest that both the MMSE and CDT have limited utility as potential indicators of driving problems in the elderly. The demonstrated predictive power for these instruments appears to be redundant, such that both appear to assess general cognitive function versus more specific abilities. Furthermore, the lack of robust prediction suggests that neither are sufficient to serve as stand-alone instruments on which to solely base decisions of driving capacity. Rather, individuals who evidence impairment should be provided a more thorough and comprehensive assessment than can be obtained through screening tools.

Problems in Translating Figures of Speech: A Review of Persian Translations of Harry Potter Series

Directory of Open Access Journals (Sweden)

Fatemeh Masroor

2016-12-01

Full Text Available Due to the important role of figures of speech in prose, the present research tried to investigate the figures of speech in the novel, Harry Potter Series, and their Persian translations. The main goal of this research was to investigate the translators’ problems in translating figures of speech from English into Persian. To achieve this goal, the collected data were analyzed and compared with their Persian equivalents. Then, the theories of Newmark (1988 & 2001, Larson (1998, and Nolan (2005 were used in order to find the applied strategies for rendering the figures of speech by the translators. After identifying the applied translation strategies, the descriptive and inferential analyses were applied to answer the research question and test its related hypothesis. The results confirmed that the most common pitfalls in translating figures of speech from English into Persian based on Nolan (2005 were, not identifying of figures of speech, their related meanings and translating them literally. Overall, the research findings rejected the null hypothesis. The findings of present research can be useful for translators, especially beginners. They can be aware of the existing problems in translating figures of speech, so they can avoid committing the same mistakes in their works.

Identification of pests and diseases of Dalbergia hainanensis based on EVI time series and classification of decision tree

Science.gov (United States)

Luo, Qiu; Xin, Wu; Qiming, Xiong

2017-06-01

In the process of vegetation remote sensing information extraction, the problem of phenological features and low performance of remote sensing analysis algorithm is not considered. To solve this problem, the method of remote sensing vegetation information based on EVI time-series and the classification of decision-tree of multi-source branch similarity is promoted. Firstly, to improve the time-series stability of recognition accuracy, the seasonal feature of vegetation is extracted based on the fitting span range of time-series. Secondly, the decision-tree similarity is distinguished by adaptive selection path or probability parameter of component prediction. As an index, it is to evaluate the degree of task association, decide whether to perform migration of multi-source decision tree, and ensure the speed of migration. Finally, the accuracy of classification and recognition of pests and diseases can reach 87%--98% of commercial forest in Dalbergia hainanensis, which is significantly better than that of MODIS coverage accuracy of 80%--96% in this area. Therefore, the validity of the proposed method can be verified.

Adaptive time-variant models for fuzzy-time-series forecasting.

Science.gov (United States)

Wong, Wai-Keung; Bai, Enjian; Chu, Alice Wai-Ching

2010-12-01

A fuzzy time series has been applied to the prediction of enrollment, temperature, stock indices, and other domains. Related studies mainly focus on three factors, namely, the partition of discourse, the content of forecasting rules, and the methods of defuzzification, all of which greatly influence the prediction accuracy of forecasting models. These studies use fixed analysis window sizes for forecasting. In this paper, an adaptive time-variant fuzzy-time-series forecasting model (ATVF) is proposed to improve forecasting accuracy. The proposed model automatically adapts the analysis window size of fuzzy time series based on the prediction accuracy in the training phase and uses heuristic rules to generate forecasting values in the testing phase. The performance of the ATVF model is tested using both simulated and actual time series including the enrollments at the University of Alabama, Tuscaloosa, and the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX). The experiment results show that the proposed ATVF model achieves a significant improvement in forecasting accuracy as compared to other fuzzy-time-series forecasting models.

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

Science.gov (United States)

Di, Chongli; Yang, Xiaohua; Wang, Xiaochao

2014-01-01

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

A Four-Stage Hybrid Model for Hydrological Time Series Forecasting

Science.gov (United States)

Di, Chongli; Yang, Xiaohua; Wang, Xiaochao

2014-01-01

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

Early Findings of Preventive Child Healthcare Professionals Predict Psychosocial Problems in Preadolescence : The TRAILS Study

NARCIS (Netherlands)

Jaspers, M.; de Winter, A.F.; de Meer, G.; Stewart, R.E.; Verhulst, F.C.; Ormel, J.; Reijneveld, S.A.

Objective To develop and validate a prediction model for psychosocial problems in preadolescence using data on early developmental factors from routine Preventive Child Healthcare (PCH). Study design The data come from the 1692 participants who take part in the TRacking Adolescents' Individual Lives

Early Findings of Preventive Child Healthcare Professionals Predict Psychosocial Problems in Preadolescence: The TRAILS Study

NARCIS (Netherlands)

Jaspers, M.; De Winter, A.F.; de Meer, G.; Stewart, R.E; Verhulst, F.C.; Ormel, J.; Reijneveld, S.A.

2010-01-01

Objective To develop and validate a prediction model for psychosocial problems in preadolescence using data on early developmental factors from routine Preventive Child Healthcare (PCH). Study design The data come from the 1692 participants who take part in the TRacking Adolescents' Individual Lives

Predicting successful treatment outcome of web-based self-help for problem drinkers: secondary analysis from a randomized controlled trial.

Science.gov (United States)

Riper, Heleen; Kramer, Jeannet; Keuken, Max; Smit, Filip; Schippers, Gerard; Cuijpers, Pim

2008-11-22

Web-based self-help interventions for problem drinking are coming of age. They have shown promising results in terms of cost-effectiveness, and they offer opportunities to reach out on a broad scale to problem drinkers. The question now is whether certain groups of problem drinkers benefit more from such Web-based interventions than others. We sought to identify baseline, client-related predictors of the effectiveness of Drinking Less, a 24/7, free-access, interactive, Web-based self-help intervention without therapist guidance for problem drinkers who want to reduce their alcohol consumption. The intervention is based on cognitive-behavioral and self-control principles. We conducted secondary analysis of data from a pragmatic randomized trial with follow-up at 6 and 12 months. Participants (N = 261) were adult problem drinkers in the Dutch general population with a weekly alcohol consumption above 210 g of ethanol for men or 140 g for women, or consumption of at least 60 g (men) or 40 g (women) one or more days a week over the past 3 months. Six baseline participant characteristics were designated as putative predictors of treatment response: (1) gender, (2) education, (3) Internet use competence (sociodemographics), (4) mean weekly alcohol consumption, (5) prior professional help for alcohol problems (level of problem drinking), and (6) participants' expectancies of Web-based interventions for problem drinking. Intention-to-treat (ITT) analyses, using last-observation-carried-forward (LOCF) data, and regression imputation (RI) were performed to deal with loss to follow-up. Statistical tests for interaction terms were conducted and linear regression analysis was performed to investigate whether the participants' characteristics as measured at baseline predicted positive treatment responses at 6- and 12-month follow-ups. At 6 months, prior help for alcohol problems predicted a small, marginally significant positive treatment outcome in the RI model only (beta = .18

Sentinel node status prediction by four statistical models: results from a large bi-institutional series (n = 1132).

Science.gov (United States)

Mocellin, Simone; Thompson, John F; Pasquali, Sandro; Montesco, Maria C; Pilati, Pierluigi; Nitti, Donato; Saw, Robyn P; Scolyer, Richard A; Stretch, Jonathan R; Rossi, Carlo R

2009-12-01

To improve selection for sentinel node (SN) biopsy (SNB) in patients with cutaneous melanoma using statistical models predicting SN status. About 80% of patients currently undergoing SNB are node negative. In the absence of conclusive evidence of a SNBassociated survival benefit, these patients may be over-treated. Here, we tested the efficiency of 4 different models in predicting SN status. The clinicopathologic data (age, gender, tumor thickness, Clark level, regression, ulceration, histologic subtype, and mitotic index) of 1132 melanoma patients who had undergone SNB at institutions in Italy and Australia were analyzed. Logistic regression, classification tree, random forest, and support vector machine models were fitted to the data. The predictive models were built with the aim of maximizing the negative predictive value (NPV) and reducing the rate of SNB procedures though minimizing the error rate. After cross-validation logistic regression, classification tree, random forest, and support vector machine predictive models obtained clinically relevant NPV (93.6%, 94.0%, 97.1%, and 93.0%, respectively), SNB reduction (27.5%, 29.8%, 18.2%, and 30.1%, respectively), and error rates (1.8%, 1.8%, 0.5%, and 2.1%, respectively). Using commonly available clinicopathologic variables, predictive models can preoperatively identify a proportion of patients ( approximately 25%) who might be spared SNB, with an acceptable (1%-2%) error. If validated in large prospective series, these models might be implemented in the clinical setting for improved patient selection, which ultimately would lead to better quality of life for patients and optimization of resource allocation for the health care system.

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.

Applying Markov Chains for NDVI Time Series Forecasting of Latvian Regions

Directory of Open Access Journals (Sweden)

Stepchenko Arthur

2015-12-01

Full Text Available Time series of earth observation based estimates of vegetation inform about variations in vegetation at the scale of Latvia. A vegetation index is an indicator that describes the amount of chlorophyll (the green mass and shows the relative density and health of vegetation. NDVI index is an important variable for vegetation forecasting and management of various problems, such as climate change monitoring, energy usage monitoring, managing the consumption of natural resources, agricultural productivity monitoring, drought monitoring and forest fire detection. In this paper, we make a one-step-ahead prediction of 7-daily time series of NDVI index using Markov chains. The choice of a Markov chain is due to the fact that a Markov chain is a sequence of random variables where each variable is located in some state. And a Markov chain contains probabilities of moving from one state to other.

Track Irregularity Time Series Analysis and Trend Forecasting

Directory of Open Access Journals (Sweden)

Jia Chaolong

2012-01-01

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

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…

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 Neural Network Optimized by Mind Evolutionary Computation in Building Energy Prediction

Science.gov (United States)

Song, Chen; Zhong-Cheng, Wu; Hong, Lv

2018-03-01

Building Energy forecasting plays an important role in energy management and plan. Using mind evolutionary algorithm to find the optimal network weights and threshold, to optimize the BP neural network, can overcome the problem of the BP neural network into a local minimum point. The optimized network is used for time series prediction, and the same month forecast, to get two predictive values. Then two kinds of predictive values are put into neural network, to get the final forecast value. The effectiveness of the method was verified by experiment with the energy value of three buildings in Hefei.

Development of temporal modelling for forecasting and prediction of malaria infections using time-series and ARIMAX analyses: a case study in endemic districts of Bhutan.

Science.gov (United States)

Wangdi, Kinley; Singhasivanon, Pratap; Silawan, Tassanee; Lawpoolsri, Saranath; White, Nicholas J; Kaewkungwal, Jaranit

2010-09-03

Malaria still remains a public health problem in some districts of Bhutan despite marked reduction of cases in last few years. To strengthen the country's prevention and control measures, this study was carried out to develop forecasting and prediction models of malaria incidence in the endemic districts of Bhutan using time series and ARIMAX. This study was carried out retrospectively using the monthly reported malaria cases from the health centres to Vector-borne Disease Control Programme (VDCP) and the meteorological data from Meteorological Unit, Department of Energy, Ministry of Economic Affairs. Time series analysis was performed on monthly malaria cases, from 1994 to 2008, in seven malaria endemic districts. The time series models derived from a multiplicative seasonal autoregressive integrated moving average (ARIMA) was deployed to identify the best model using data from 1994 to 2006. The best-fit model was selected for each individual district and for the overall endemic area was developed and the monthly cases from January to December 2009 and 2010 were forecasted. In developing the prediction model, the monthly reported malaria cases and the meteorological factors from 1996 to 2008 of the seven districts were analysed. The method of ARIMAX modelling was employed to determine predictors of malaria of the subsequent month. It was found that the ARIMA (p, d, q) (P, D, Q)s model (p and P representing the auto regressive and seasonal autoregressive; d and D representing the non-seasonal differences and seasonal differencing; and q and Q the moving average parameters and seasonal moving average parameters, respectively and s representing the length of the seasonal period) for the overall endemic districts was (2,1,1)(0,1,1)12; the modelling data from each district revealed two most common ARIMA models including (2,1,1)(0,1,1)12 and (1,1,1)(0,1,1)12. The forecasted monthly malaria cases from January to December 2009 and 2010 varied from 15 to 82 cases in 2009

EMD-RBFNN Coupling Prediction Model of Complex Regional Groundwater Depth Series: A Case Study of the Jiansanjiang Administration of Heilongjiang Land Reclamation in China

Directory of Open Access Journals (Sweden)

Qiang Fu

2016-08-01

Full Text Available The accurate and reliable prediction of groundwater depth is the basis of the sustainable utilization of regional groundwater resources. However, the complexity of the prediction has been ignored in previous studies of regional groundwater depth system analysis and prediction, making it difficult to realize the scientific management of groundwater resources. To address this defect, taking complexity diagnosis as the research foundation, this paper proposes a new coupling forecast strategy for evaluating groundwater depth based on empirical mode decomposition (EMD and a radial basis function neural network (RBFNN. The data used for complexity analysis and modelling are the monthly groundwater depth series monitoring data from 15 long-term monitoring wells from 1997 to 2007, which were collected from the Jiansanjiang Administration of Heilongjiang Agricultural Reclamation in China. The calculation results of the comprehensive complexity index for each groundwater depth series obtained are based on wavelet theory, fractal theory, and the approximate entropy method. The monthly groundwater depth sequence of District 8 of Farm Nongjiang, which has the highest complexity among the five farms in the Jiansanjiang Administration midland, was chosen as the modelling sample series. The groundwater depth series of District 8 of Farm Nongjiang was separated into five intrinsic mode function (IMF sequences and a remainder sequence by applying the EMD method, which revealed that local groundwater depth has a significant one-year periodic character and an increasing trend. The RBFNN was then used to forecast and stack each EMD separation sequence. The results suggest that the future groundwater depth will remain at approximately 10 m if the past pattern of water use continues, exceeding the ideal depth of groundwater. Thus, local departments should take appropriate countermeasures to conserve groundwater resources effectively.

FBST for Cointegration Problems

Science.gov (United States)

Diniz, M.; Pereira, C. A. B.; Stern, J. M.

2008-11-01

In order to estimate causal relations, the time series econometrics has to be aware of spurious correlation, a problem first mentioned by Yule [21]. To solve the problem, one can work with differenced series or use multivariate models like VAR or VEC models. In this case, the analysed series are going to present a long run relation i.e. a cointegration relation. Even though the Bayesian literature about inference on VAR/VEC models is quite advanced, Bauwens et al. [2] highlight that "the topic of selecting the cointegrating rank has not yet given very useful and convincing results." This paper presents the Full Bayesian Significance Test applied to cointegration rank selection tests in multivariate (VAR/VEC) time series models and shows how to implement it using available in the literature and simulated data sets. A standard non-informative prior is assumed.

Solitary Alcohol Use in Teens Is Associated With Drinking in Response to Negative Affect and Predicts Alcohol Problems in Young Adulthood.

Science.gov (United States)

Creswell, Kasey G; Chung, Tammy; Clark, Duncan B; Martin, Christopher S

2014-09-01

Adolescent solitary drinking may represent an informative divergence from normative behavior, with important implications for understanding risk for alcohol-use disorders later in life. Within a self-medication framework, we hypothesized that solitary alcohol use would be associated with drinking in response to negative affect and that such a pattern of drinking would predict alcohol problems in young adulthood. We tested these predictions in a longitudinal study in which we examined whether solitary drinking in adolescence (ages 12-18) predicted alcohol-use disorders in young adulthood (age 25) in 466 alcohol-using teens recruited from clinical programs and 243 alcohol-using teens recruited from the community. Findings showed that solitary drinking was associated with drinking in response to negative affect during adolescence and predicted alcohol problems in young adulthood. Results indicate that drinking alone is an important type of alcohol-use behavior that increases risk for the escalation of alcohol use and the development of alcohol problems.

An Application of the Coherent Noise Model for the Prediction of Aftershock Magnitude Time Series

Directory of Open Access Journals (Sweden)

Stavros-Richard G. Christopoulos

2017-01-01

Full Text Available Recently, the study of the coherent noise model has led to a simple (binary prediction algorithm for the forthcoming earthquake magnitude in aftershock sequences. This algorithm is based on the concept of natural time and exploits the complexity exhibited by the coherent noise model. Here, using the relocated catalogue from Southern California Seismic Network for 1981 to June 2011, we evaluate the application of this algorithm for the aftershocks of strong earthquakes of magnitude M≥6. The study is also extended by using the Global Centroid Moment Tensor Project catalogue to the case of the six strongest earthquakes in the Earth during the last almost forty years. The predictor time series exhibits the ubiquitous 1/f noise behavior.

Marginally Stable Triangular Recurrent Neural Network Architecture for Time Series Prediction.

Science.gov (United States)

Sivakumar, Seshadri; Sivakumar, Shyamala

2017-09-25

This paper introduces a discrete-time recurrent neural network architecture using triangular feedback weight matrices that allows a simplified approach to ensuring network and training stability. The triangular structure of the weight matrices is exploited to readily ensure that the eigenvalues of the feedback weight matrix represented by the block diagonal elements lie on the unit circle in the complex z-plane by updating these weights based on the differential of the angular error variable. Such placement of the eigenvalues together with the extended close interaction between state variables facilitated by the nondiagonal triangular elements, enhances the learning ability of the proposed architecture. Simulation results show that the proposed architecture is highly effective in time-series prediction tasks associated with nonlinear and chaotic dynamic systems with underlying oscillatory modes. This modular architecture with dual upper and lower triangular feedback weight matrices mimics fully recurrent network architectures, while maintaining learning stability with a simplified training process. While training, the block-diagonal weights (hence the eigenvalues) of the dual triangular matrices are constrained to the same values during weight updates aimed at minimizing the possibility of overfitting. The dual triangular architecture also exploits the benefit of parsing the input and selectively applying the parsed inputs to the two subnetworks to facilitate enhanced learning performance.

An Alternative Framework for Time Series Decomposition and Forecastingand its Relevance for Portfolio Choice – A Comparative Study of the Indian Consumer Durable and Small Cap Sectors

OpenAIRE

SEN, Jaydip; DATTA CHAUDHURI, Tamal

2016-01-01

Abstract. One of the challenging research problems in the domain of time series analysis and forecasting is making efficient and robust prediction of stock market prices. With rapid development and evolution of sophisticated algorithms and with the availability of extremely fast computing platforms, it has now become possible to effectively extract, store, process and analyze high volume stock market time series data. Complex algorithms for forecasting are now available for speedy execution o...

Mental Health Services Use Predicted by Number of Mental Health Problems and Gender in a Total Population Study

Directory of Open Access Journals (Sweden)

Maj-Britt Posserud

2013-01-01

Full Text Available We examined the relationship between service use and the number of problem areas as reported by parents and teachers on questionnaires among children aged 7–9 years old in the Bergen Child Study, a total population study including more than 9000 children. A problem area was counted as present if the child scored above the 95th percentile on parent and/or teacher questionnaire. A total number of 13 problem areas were included. Odd ratios (ORs for contact with child and adolescent mental health services (CAMH, school psychology services (SPS, health visiting nurse/physician, and school support were calculated with gender as covariate. The number of symptom areas was highly predictive of service use, showing a dose-response relationship for all services. Children scoring on ≥4 problem areas had a more than hundredfold risk of being in contact with CAMH services compared to children without problems. The mean number of problem areas for children in CAMH and SPS was 6.1 and 4.4 respectively, strongly supporting the ESSENCE model predicting multisymptomatology in children in specialized services. Even after controlling for number of problem areas, boys were twice as likely as girls to be in contact with CAMH, replicating previous findings of female gender being a strong barrier to mental health services.

Summary of results for the SNEAK-9 series of critical experiments and conclusions for the accuracy of predicted physics parameters of the SNR-300

International Nuclear Information System (INIS)

Helm, F.

1978-08-01

In a series of critical assembles in SNEAK physics parameters of interest for the prototype fast reactor SNR-300 were investigated and compared to the results of calculations. Since a complete mock-up of the SNR-300 was not possible with the material supply available the measurements were performed in three different assemblies, each being adapted to the investigation of a particular set of problems. Work was concentrated on the following quantities: criticality, breeding ratio, Na-void effect, control rod worths and power distribution. The calculation were performed using the diffusion and transport methods available at KFK and as a data basis the KFKINER cross section set. Detailed descriptions of the assemblies, the majority of the results and extensive discussions of the experimental and calculational methods used can be found in separate KFK reports about each assembly which were already published. This report contains a summary of the results for each quantity investigated including a basic account of the methods used, and an evaluation of the significance of these data for the prediction of parameters of the SNR-300. (orig.) 891 RW [de

Late-Life Drinking Problems: The Predictive Roles of Drinking Level vs. Drinking Pattern.

Science.gov (United States)

Holahan, Charles J; Brennan, Penny L; Schutte, Kathleen K; Holahan, Carole K; Hixon, J Gregory; Moos, Rudolf H

2017-05-01

Research on late-middle-aged and older adults has focused primarily on average level of alcohol consumption, overlooking variability in underlying drinking patterns. The purpose of the present study was to examine the independent contributions of an episodic heavy pattern of drinking versus a high average level of drinking as prospective predictors of drinking problems. The sample comprised 1,107 adults ages 55-65 years at baseline. Alcohol consumption was assessed at baseline, and drinking problems were indexed across 20 years. We used prospective negative binomial regression analyses controlling for baseline drinking problems, as well as for demographic and health factors, to predict the number of drinking problems at each of four follow-up waves (1, 4, 10, and 20 years). Across waves where the effects were significant, a high average level of drinking (coefficients of 1.56, 95% CI [1.24, 1.95]; 1.48, 95% CI [1.11, 1.98]; and 1.85, 95% CI [1.23, 2.79] at 1, 10, and 20 years) and an episodic heavy pattern of drinking (coefficients of 1.61, 95% CI [1.30, 1.99]; 1.61, 95% CI [1.28, 2.03]; and 1.43, 95% CI [1.08, 1.90] at 1, 4, and 10 years) each independently increased the number of drinking problems by more than 50%. Information based only on average consumption underestimates the risk of drinking problems among older adults. Both a high average level of drinking and an episodic heavy pattern of drinking pose prospective risks of later drinking problems among older adults.

Geometric Series: A New Solution to the Dog Problem

Science.gov (United States)

Dion, Peter; Ho, Anthony

2013-01-01

This article describes what is often referred to as the dog, beetle, mice, ant, or turtle problem. Solutions to this problem exist, some being variations of each other, which involve mathematics of a wide range of complexity. Herein, the authors describe the intuitive solution and the calculus solution and then offer a completely new solution…

Combined Helmholtz Integral Equation - Fourier series formulation of acoustical radiation and scattering problems

CSIR Research Space (South Africa)

Fedotov, I

2006-07-01

Full Text Available The Combined Helmholtz Integral Equation – Fourier series Formulation (CHIEFF) is based on representation of a velocity potential in terms of Fourier series and finding the Fourier coefficients of this expansion. The solution could be substantially...

Multivariate prediction, de Branges spaces, and related extension and inverse problems

CERN Document Server

Arov, Damir Z

2018-01-01

This monograph deals primarily with the prediction of vector valued stochastic processes that are either weakly stationary, or have weakly stationary increments, from finite segments of their past. The main focus is on the analytic counterpart of these problems, which amounts to computing projections onto subspaces of a Hilbert space of p x 1 vector valued functions with an inner product that is defined in terms of the p x p matrix valued spectral density of the process. The strategy is to identify these subspaces as vector valued de Branges spaces and then to express projections in terms of the reproducing kernels of these spaces and/or in terms of a generalized Fourier transform that is obtained from the solution of an associated inverse spectral problem. Subsequently, the projection of the past onto the future and the future onto the past is interpreted in terms of the range of appropriately defined Hankel operators and their adjoints, and, in the last chapter, assorted computations are carried out for rat...

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...

Integer-valued time series

NARCIS (Netherlands)

van den Akker, R.

2007-01-01

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

Working memory components that predict word problem solving: Is it merely a function of reading, calculation, and fluid intelligence?

Science.gov (United States)

Fung, Wenson; Swanson, H Lee

2017-07-01

The purpose of this study was to assess whether the differential effects of working memory (WM) components (the central executive, phonological loop, and visual-spatial sketchpad) on math word problem-solving accuracy in children (N = 413, ages 6-10) are completely mediated by reading, calculation, and fluid intelligence. The results indicated that all three WM components predicted word problem solving in the nonmediated model, but only the storage component of WM yielded a significant direct path to word problem-solving accuracy in the fully mediated model. Fluid intelligence was found to moderate the relationship between WM and word problem solving, whereas reading, calculation, and related skills (naming speed, domain-specific knowledge) completely mediated the influence of the executive system on problem-solving accuracy. Our results are consistent with findings suggesting that storage eliminates the predictive contribution of executive WM to various measures Colom, Rebollo, Abad, & Shih (Memory & Cognition, 34: 158-171, 2006). The findings suggest that the storage component of WM, rather than the executive component, has a direct path to higher-order processing in children.

Multi-Scale Dissemination of Time Series Data

DEFF Research Database (Denmark)

Guo, Qingsong; Zhou, Yongluan; Su, Li

2013-01-01

In this paper, we consider the problem of continuous dissemination of time series data, such as sensor measurements, to a large number of subscribers. These subscribers fall into multiple subscription levels, where each subscription level is specified by the bandwidth constraint of a subscriber......, which is an abstract indicator for both the physical limits and the amount of data that the subscriber would like to handle. To handle this problem, we propose a system framework for multi-scale time series data dissemination that employs a typical tree-based dissemination network and existing time...

Sensitivity and specificity of a brief personality screening instrument in predicting future substance use, emotional, and behavioral problems: 18-month predictive validity of the Substance Use Risk Profile Scale.

Science.gov (United States)

Castellanos-Ryan, Natalie; O'Leary-Barrett, Maeve; Sully, Laura; Conrod, Patricia

2013-01-01

This study assessed the validity, sensitivity, and specificity of the Substance Use Risk Profile Scale (SURPS), a measure of personality risk factors for substance use and other behavioral problems in adolescence. The concurrent and predictive validity of the SURPS was tested in a sample of 1,162 adolescents (mean age: 13.7 years) using linear and logistic regressions, while its sensitivity and specificity were examined using the receiver operating characteristics curve analyses. Concurrent and predictive validity tests showed that all 4 brief scales-hopelessness (H), anxiety sensitivity (AS), impulsivity (IMP), and sensation seeking (SS)-were related, in theoretically expected ways, to measures of substance use and other behavioral and emotional problems. Results also showed that when using the 4 SURPS subscales to identify adolescents "at risk," one can identify a high number of those who developed problems (high sensitivity scores ranging from 72 to 91%). And, as predicted, because each scale is related to specific substance and mental health problems, good specificity was obtained when using the individual personality subscales (e.g., most adolescents identified at high risk by the IMP scale developed conduct or drug use problems within the next 18 months [a high specificity score of 70 to 80%]). The SURPS is a valuable tool for identifying adolescents at high risk for substance misuse and other emotional and behavioral problems. Implications of findings for the use of this measure in future research and prevention interventions are discussed. Copyright © 2012 by the Research Society on Alcoholism.

[Introduction and some problems of the rapid time series laboratory reporting system].

Science.gov (United States)

Kanao, M; Yamashita, K; Kuwajima, M

1999-09-01

We introduced an on-line system of biochemical, hematological, serological, urinary, bacteriological, and emergency examinations and associated office work using a client server system NEC PC-LACS based on a system consisting of concentration of outpatient blood collection, concentration of outpatient reception, and outpatient examination by reservation. Using this on-line system, results of 71 items in chemical serological, hematological, and urinary examinations are rapidly reported within 1 hour. Since the ordering system at our hospital has not been completed yet, we constructed a rapid time series reporting system in which time series data obtained on 5 serial occasions are printed on 2 sheets of A4 paper at the time of the final report. In each consultation room of the medical outpatient clinic, at the neuromedical outpatient clinic, and at the kidney center where examinations are frequently performed, terminal equipment and a printer for inquiry were established for real-time output of time series reports. Results are reported by FAX to the other outpatient clinics and wards, and subsequently, time series reports are output at the clinical laboratory department. This system allowed rapid examination, especially preconsultation examination. This system was also useful for reducing office work and effectively utilize examination data.

Spatio-Temporal Series Remote Sensing Image Prediction Based on Multi-Dictionary Bayesian Fusion

Directory of Open Access Journals (Sweden)

Chu He

2017-11-01

Full Text Available Contradictions in spatial resolution and temporal coverage emerge from earth observation remote sensing images due to limitations in technology and cost. Therefore, how to combine remote sensing images with low spatial yet high temporal resolution as well as those with high spatial yet low temporal resolution to construct images with both high spatial resolution and high temporal coverage has become an important problem called spatio-temporal fusion problem in both research and practice. A Multi-Dictionary Bayesian Spatio-Temporal Reflectance Fusion Model (MDBFM has been proposed in this paper. First, multiple dictionaries from regions of different classes are trained. Second, a Bayesian framework is constructed to solve the dictionary selection problem. A pixel-dictionary likehood function and a dictionary-dictionary prior function are constructed under the Bayesian framework. Third, remote sensing images before and after the middle moment are combined to predict images at the middle moment. Diverse shapes and textures information is learned from different landscapes in multi-dictionary learning to help dictionaries capture the distinctions between regions. The Bayesian framework makes full use of the priori information while the input image is classified. The experiments with one simulated dataset and two satellite datasets validate that the MDBFM is highly effective in both subjective and objective evaluation indexes. The results of MDBFM show more precise details and have a higher similarity with real images when dealing with both type changes and phenology changes.

Variable Selection in Time Series Forecasting Using Random Forests

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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.

Predicting maternal parenting stress in middle childhood: the roles of child intellectual status, behaviour problems and social skills.

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Neece, C; Baker, B

2008-12-01

Parents of children with intellectual disabilities (ID) typically report elevated levels of parenting stress, and child behaviour problems are a strong predictor of heightened parenting stress. Interestingly, few studies have examined child characteristics beyond behaviour problems that may also contribute to parenting stress. The present longitudinal study examined the contribution of child social skills to maternal parenting stress across middle childhood, as well as the direction of the relationship between child social skills and parenting stress. Families of children with ID (n = 74) or typical development (TD) (n = 115) participated over a 2-year period. Maternal parenting stress, child behaviour problems and child social skills were assessed at child ages six and eight. Child social skills accounted for unique variance in maternal parenting stress above and beyond child intellectual status and child behaviour problems. As the children matured, there was a significant interaction between child social skills and behaviour problems in predicting parenting stress. With respect to the direction of these effects, a cross-lagged panel analysis indicated that early parenting stress contributed to later social skills difficulties for children, but the path from children's early social skills to later parenting stress was not supported, once child behaviour problems and intellectual status were accounted for. When examining parenting stress, child social skills are an important variable to consider, especially in the context of child behaviour problems. Early parenting stress predicted child social skills difficulties over time, highlighting parenting stress as a key target for intervention.

A Combined Cooperative Braking Model with a Predictive Control Strategy in an Electric Vehicle

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Hongqiang Guo

2013-12-01

Full Text Available Cooperative braking with regenerative braking and mechanical braking plays an important role in electric vehicles for energy-saving control. Based on the parallel and the series cooperative braking models, a combined model with a predictive control strategy to get a better cooperative braking performance is presented. The balance problem between the maximum regenerative energy recovery efficiency and the optimum braking stability is solved through an off-line process optimization stream with the collaborative optimization algorithm (CO. To carry out the process optimization stream, the optimal Latin hypercube design (Opt LHD is presented to discrete the continuous design space. To solve the poor real-time problem of the optimization, a high-precision predictive model based on the off-line optimization data of the combined model is built, and a predictive control strategy is proposed and verified through simulation. The simulation results demonstrate that the predictive control strategy and the combined model are reasonable and effective.

Cointegration and Error Correction Modelling in Time-Series Analysis: A Brief Introduction

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Helmut Thome

2015-07-01

Full Text Available Criminological research is often based on time-series data showing some type of trend movement. Trending time-series may correlate strongly even in cases where no causal relationship exists (spurious causality. To avoid this problem researchers often apply some technique of detrending their data, such as by differencing the series. This approach, however, may bring up another problem: that of spurious non-causality. Both problems can, in principle, be avoided if the series under investigation are “difference-stationary” (if the trend movements are stochastic and “cointegrated” (if the stochastically changing trendmovements in different variables correspond to each other. The article gives a brief introduction to key instruments and interpretative tools applied in cointegration modelling.

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.

Geometric noise reduction for multivariate time series.

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Mera, M Eugenia; Morán, Manuel

2006-03-01

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

BRITS: Bidirectional Recurrent Imputation for Time Series

OpenAIRE

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

2018-01-01

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

Shilling attack detection for recommender systems based on credibility of group users and rating time series.

Science.gov (United States)

Zhou, Wei; Wen, Junhao; Qu, Qiang; Zeng, Jun; Cheng, Tian

2018-01-01

Recommender systems are vulnerable to shilling attacks. Forged user-generated content data, such as user ratings and reviews, are used by attackers to manipulate recommendation rankings. Shilling attack detection in recommender systems is of great significance to maintain the fairness and sustainability of recommender systems. The current studies have problems in terms of the poor universality of algorithms, difficulty in selection of user profile attributes, and lack of an optimization mechanism. In this paper, a shilling behaviour detection structure based on abnormal group user findings and rating time series analysis is proposed. This paper adds to the current understanding in the field by studying the credibility evaluation model in-depth based on the rating prediction model to derive proximity-based predictions. A method for detecting suspicious ratings based on suspicious time windows and target item analysis is proposed. Suspicious rating time segments are determined by constructing a time series, and data streams of the rating items are examined and suspicious rating segments are checked. To analyse features of shilling attacks by a group user's credibility, an abnormal group user discovery method based on time series and time window is proposed. Standard testing datasets are used to verify the effect of the proposed method.

Visibility graph approach to exchange rate series

Science.gov (United States)

Yang, Yue; Wang, Jianbo; Yang, Huijie; Mang, Jingshi

2009-10-01

By means of a visibility graph, we investigate six important exchange rate series. It is found that the series convert into scale-free and hierarchically structured networks. The relationship between the scaling exponents of the degree distributions and the Hurst exponents obeys the analytical prediction for fractal Brownian motions. The visibility graph can be used to obtain reliable values of Hurst exponents of the series. The characteristics are explained by using the multifractal structures of the series. The exchange rate of EURO to Japanese Yen is widely used to evaluate risk and to estimate trends in speculative investments. Interestingly, the hierarchies of the visibility graphs for the exchange rate series of these two currencies are significantly weak compared with that of the other series.

Failure prognostics by support vector regression of time series data under stationary/nonstationary environmental and operational conditions

International Nuclear Information System (INIS)

Liu, Jie

2015-01-01

This Ph. D. work is motivated by the possibility of monitoring the conditions of components of energy systems for their extended and safe use, under proper practice of operation and adequate policies of maintenance. The aim is to develop a Support Vector Regression (SVR)-based framework for predicting time series data under stationary/nonstationary environmental and operational conditions. Single SVR and SVR-based ensemble approaches are developed to tackle the prediction problem based on both small and large datasets. Strategies are proposed for adaptively updating the single SVR and SVR-based ensemble models in the existence of pattern drifts. Comparisons with other online learning approaches for kernel-based modelling are provided with reference to time series data from a critical component in Nuclear Power Plants (NPPs) provided by Electricite de France (EDF). The results show that the proposed approaches achieve comparable prediction results, considering the Mean Squared Error (MSE) and Mean Relative Error (MRE), in much less computation time. Furthermore, by analyzing the geometrical meaning of the Feature Vector Selection (FVS) method proposed in the literature, a novel geometrically interpretable kernel method, named Reduced Rank Kernel Ridge Regression-II (RRKRR-II), is proposed to describe the linear relations between a predicted value and the predicted values of the Feature Vectors (FVs) selected by FVS. Comparisons with several kernel methods on a number of public datasets prove the good prediction accuracy and the easy-of-tuning of the hyper-parameters of RRKRR-II. (author)

Short-arc measurement and fitting based on the bidirectional prediction of observed data

Science.gov (United States)

Fei, Zhigen; Xu, Xiaojie; Georgiadis, Anthimos

2016-02-01

To measure a short arc is a notoriously difficult problem. In this study, the bidirectional prediction method based on the Radial Basis Function Neural Network (RBFNN) to the observed data distributed along a short arc is proposed to increase the corresponding arc length, and thus improve its fitting accuracy. Firstly, the rationality of regarding observed data as a time series is discussed in accordance with the definition of a time series. Secondly, the RBFNN is constructed to predict the observed data where the interpolation method is used for enlarging the size of training examples in order to improve the learning accuracy of the RBFNN’s parameters. Finally, in the numerical simulation section, we focus on simulating how the size of the training sample and noise level influence the learning error and prediction error of the built RBFNN. Typically, the observed data coming from a 5{}^\\circ short arc are used to evaluate the performance of the Hyper method known as the ‘unbiased fitting method of circle’ with a different noise level before and after prediction. A number of simulation experiments reveal that the fitting stability and accuracy of the Hyper method after prediction are far superior to the ones before prediction.

The predictive power of family history measures of alcohol and drug problems and internalizing disorders in a college population.

Science.gov (United States)

Kendler, Kenneth S; Edwards, Alexis; Myers, John; Cho, Seung Bin; Adkins, Amy; Dick, Danielle

2015-07-01

A family history (FH) of psychiatric and substance use problems is a potent risk factor for common internalizing and externalizing disorders. In a large web-based assessment of mental health in college students, we developed a brief set of screening questions for a FH of alcohol problems (AP), drug problems (DP) and depression-anxiety in four classes of relatives (father, mother, aunts/uncles/grandparents, and siblings) as reported by the student. Positive reports of a history of AP, DP, and depression-anxiety were substantially correlated within relatives. These FH measures predicted in the student, in an expected pattern, dimensions of personality and impulsivity, alcohol consumption and problems, smoking and nicotine dependence, use of illicit drugs, and symptoms of depression and anxiety. Using the mean score from the four classes of relatives was more predictive than using a familial/sporadic dichotomy. Interactions were seen between the FH of AP, DP, and depression-anxiety and peer deviance in predicting symptoms of alcohol and tobacco dependence. As the students aged, the FH of AP became a stronger predictor of alcohol problems. While we cannot directly assess the validity of these FH reports, the pattern of findings suggest that our brief screening items were able to assess, with some accuracy, the FH of substance misuse and internalizing psychiatric disorders in relatives. If correct, these measures can play an important role in the creation of developmental etiologic models for substance and internalizing psychiatric disorders which constitute one of the central goals of the overall project. © 2015 Wiley Periodicals, Inc.

Risk prediction for chronic kidney disease progression using heterogeneous electronic health record data and time series analysis.

Science.gov (United States)

Perotte, Adler; Ranganath, Rajesh; Hirsch, Jamie S; Blei, David; Elhadad, Noémie

2015-07-01

As adoption of electronic health records continues to increase, there is an opportunity to incorporate clinical documentation as well as laboratory values and demographics into risk prediction modeling. The authors develop a risk prediction model for chronic kidney disease (CKD) progression from stage III to stage IV that includes longitudinal data and features drawn from clinical documentation. The study cohort consisted of 2908 primary-care clinic patients who had at least three visits prior to January 1, 2013 and developed CKD stage III during their documented history. Development and validation cohorts were randomly selected from this cohort and the study datasets included longitudinal inpatient and outpatient data from these populations. Time series analysis (Kalman filter) and survival analysis (Cox proportional hazards) were combined to produce a range of risk models. These models were evaluated using concordance, a discriminatory statistic. A risk model incorporating longitudinal data on clinical documentation and laboratory test results (concordance 0.849) predicts progression from state III CKD to stage IV CKD more accurately when compared to a similar model without laboratory test results (concordance 0.733, P<.001), a model that only considers the most recent laboratory test results (concordance 0.819, P < .031) and a model based on estimated glomerular filtration rate (concordance 0.779, P < .001). A risk prediction model that takes longitudinal laboratory test results and clinical documentation into consideration can predict CKD progression from stage III to stage IV more accurately than three models that do not take all of these variables into consideration. © The Author 2015. Published by Oxford University Press on behalf of the American Medical Informatics Association.

Validity of the MicroDYN Approach: Complex Problem Solving Predicts School Grades beyond Working Memory Capacity

Science.gov (United States)

Schweizer, Fabian; Wustenberg, Sascha; Greiff, Samuel

2013-01-01

This study examines the validity of the complex problem solving (CPS) test MicroDYN by investigating a) the relation between its dimensions--rule identification (exploration strategy), rule knowledge (acquired knowledge), rule application (control performance)--and working memory capacity (WMC), and b) whether CPS predicts school grades in…

Efficient Approximate OLAP Querying Over Time Series

DEFF Research Database (Denmark)

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

2016-01-01

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

Time series analysis of temporal networks

Science.gov (United States)

Sikdar, Sandipan; Ganguly, Niloy; Mukherjee, Animesh

2016-01-01

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

Conditional time series forecasting with convolutional neural networks

NARCIS (Netherlands)

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

2017-01-01

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

Different strategies in solving series completion inductive reasoning problems : An fMRI and computational study

NARCIS (Netherlands)

Liang, Peipeng; Jia, Xiuqin; Taatgen, Niels A.; Zhong, Ning; Li, Kuncheng

Neural correlate of human inductive reasoning process is still unclear. Number series and letter series completion are two typical inductive reasoning tasks, and with a common core component of rule induction. Previous studies have demonstrated that different strategies are adopted in number series

An attempt at solving the problem of autocorrelation associated with use of mean approach for pooling cross-section and time series in regression modelling

International Nuclear Information System (INIS)

Nuamah, N.N.N.N.

1990-12-01

The paradoxical nature of results of the mean approach in pooling cross-section and time series data has been identified to be caused by the presence in the normal equations of phenomena such as autocovariances, multicollinear covariances, drift covariances and drift multicollinear covariances. This paper considers the problem of autocorrelation and suggests ways of solving it. (author). 4 refs

Recurrent Neural Networks for Multivariate Time Series with Missing Values.

Science.gov (United States)

Che, Zhengping; Purushotham, Sanjay; Cho, Kyunghyun; Sontag, David; Liu, Yan

2018-04-17

Multivariate time series data in practical applications, such as health care, geoscience, and biology, are characterized by a variety of missing values. In time series prediction and other related tasks, it has been noted that missing values and their missing patterns are often correlated with the target labels, a.k.a., informative missingness. There is very limited work on exploiting the missing patterns for effective imputation and improving prediction performance. In this paper, we develop novel deep learning models, namely GRU-D, as one of the early attempts. GRU-D is based on Gated Recurrent Unit (GRU), a state-of-the-art recurrent neural network. It takes two representations of missing patterns, i.e., masking and time interval, and effectively incorporates them into a deep model architecture so that it not only captures the long-term temporal dependencies in time series, but also utilizes the missing patterns to achieve better prediction results. Experiments of time series classification tasks on real-world clinical datasets (MIMIC-III, PhysioNet) and synthetic datasets demonstrate that our models achieve state-of-the-art performance and provide useful insights for better understanding and utilization of missing values in time series analysis.

Number of Psychosocial Strengths Predicts Reduced HIV Sexual Risk Behaviors Above and Beyond Syndemic Problems Among Gay and Bisexual Men.

Science.gov (United States)

Hart, Trevor A; Noor, Syed W; Adam, Barry D; Vernon, Julia R G; Brennan, David J; Gardner, Sandra; Husbands, Winston; Myers, Ted

2017-10-01

Syndemics research shows the additive effect of psychosocial problems on high-risk sexual behavior among gay and bisexual men (GBM). Psychosocial strengths may predict less engagement in high-risk sexual behavior. In a study of 470 ethnically diverse HIV-negative GBM, regression models were computed using number of syndemic psychosocial problems, number of psychosocial strengths, and serodiscordant condomless anal sex (CAS). The number of syndemic psychosocial problems correlated with serodiscordant CAS (RR = 1.51, 95% CI 1.18-1.92; p = 0.001). When adding the number of psychosocial strengths to the model, the effect of syndemic psychosocial problems became non-significant, but the number of strengths-based factors remained significant (RR = 0.67, 95% CI 0.53-0.86; p = 0.002). Psychosocial strengths may operate additively in the same way as syndemic psychosocial problems, but in the opposite direction. Consistent with theories of resilience, psychosocial strengths may be an important set of variables predicting sexual risk behavior that is largely missing from the current HIV behavioral literature.

Predicting the Water Level Fluctuation in an Alpine Lake Using Physically Based, Artificial Neural Network, and Time Series Forecasting Models

Directory of Open Access Journals (Sweden)

Chih-Chieh Young

2015-01-01

Full Text Available Accurate prediction of water level fluctuation is important in lake management due to its significant impacts in various aspects. This study utilizes four model approaches to predict water levels in the Yuan-Yang Lake (YYL in Taiwan: a three-dimensional hydrodynamic model, an artificial neural network (ANN model (back propagation neural network, BPNN, a time series forecasting (autoregressive moving average with exogenous inputs, ARMAX model, and a combined hydrodynamic and ANN model. Particularly, the black-box ANN model and physically based hydrodynamic model are coupled to more accurately predict water level fluctuation. Hourly water level data (a total of 7296 observations was collected for model calibration (training and validation. Three statistical indicators (mean absolute error, root mean square error, and coefficient of correlation were adopted to evaluate model performances. Overall, the results demonstrate that the hydrodynamic model can satisfactorily predict hourly water level changes during the calibration stage but not for the validation stage. The ANN and ARMAX models better predict the water level than the hydrodynamic model does. Meanwhile, the results from an ANN model are superior to those by the ARMAX model in both training and validation phases. The novel proposed concept using a three-dimensional hydrodynamic model in conjunction with an ANN model has clearly shown the improved prediction accuracy for the water level fluctuation.

A rapid learning and dynamic stepwise updating algorithm for flat neural networks and the application to time-series prediction.

Science.gov (United States)

Chen, C P; Wan, J Z

1999-01-01

A fast learning algorithm is proposed to find an optimal weights of the flat neural networks (especially, the functional-link network). Although the flat networks are used for nonlinear function approximation, they can be formulated as linear systems. Thus, the weights of the networks can be solved easily using a linear least-square method. This formulation makes it easier to update the weights instantly for both a new added pattern and a new added enhancement node. A dynamic stepwise updating algorithm is proposed to update the weights of the system on-the-fly. The model is tested on several time-series data including an infrared laser data set, a chaotic time-series, a monthly flour price data set, and a nonlinear system identification problem. The simulation results are compared to existing models in which more complex architectures and more costly training are needed. The results indicate that the proposed model is very attractive to real-time processes.

Nonparametric conditional predictive regions for time series

NARCIS (Netherlands)

de Gooijer, J.G.; Zerom Godefay, D.

2000-01-01

Several nonparametric predictors based on the Nadaraya-Watson kernel regression estimator have been proposed in the literature. They include the conditional mean, the conditional median, and the conditional mode. In this paper, we consider three types of predictive regions for these predictors — the

An exponential material model for prediction of the flow curves of several AZ series magnesium alloys in tension and compression

International Nuclear Information System (INIS)

Fereshteh-Saniee, F.; Barati, F.; Badnava, H.; Fallah Nejad, Kh.

2012-01-01

Highlights: ► The exponential model can represent flow behaviors of AZ series Mg alloys very well. ► Strain rate sensitivities of AZ series Mg alloys in compression are nearly the same. ► Effect of zinc element on tensile activation energy is higher than on compressive one. ► Activation energies of AZ80 and AZ81 in tension were greater than in compression. ► Tensile and compressive rate sensitivities of AZ80 are not close to each other. -- Abstract: This paper is concerned with flow behaviors of several magnesium alloys, such as AZ31, AZ80 and AZ81, in tension and compression. The experiments were performed at elevated temperatures and for various strain rates. In order to eliminate the effect of inhomogeneous deformation in tensile and compression tests, the Bridgeman’s and numerical correction factors were respectively employed. A two-section exponential mathematical model was also utilized for prediction of flow stresses of different magnesium alloys in tension and compression. Moreover, based on the compressive flow model proposed, the peak stress and the relevant true strain could be estimated. The true stress and strain of the necking point can also be predicted using the corresponding relations. It was found that the flow behaviors estimated by the exponential flow model were encouragingly in very good agreement with experimental findings.

Modelling road accidents: An approach using structural time series

Science.gov (United States)

Junus, Noor Wahida Md; Ismail, Mohd Tahir

2014-09-01

In this paper, the trend of road accidents in Malaysia for the years 2001 until 2012 was modelled using a structural time series approach. The structural time series model was identified using a stepwise method, and the residuals for each model were tested. The best-fitted model was chosen based on the smallest Akaike Information Criterion (AIC) and prediction error variance. In order to check the quality of the model, a data validation procedure was performed by predicting the monthly number of road accidents for the year 2012. Results indicate that the best specification of the structural time series model to represent road accidents is the local level with a seasonal model.

Time series modeling, computation, and inference

CERN Document Server

Prado, Raquel

2010-01-01

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

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

Science.gov (United States)

Liu, Zitao; Hauskrecht, Milos

2015-01-01

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

Market Confidence Predicts Stock Price: Beyond Supply and Demand.

Directory of Open Access Journals (Sweden)

Xiao-Qian Sun

Full Text Available Stock price prediction is an important and challenging problem in stock market analysis. Existing prediction methods either exploit autocorrelation of stock price and its correlation with the supply and demand of stock, or explore predictive indictors exogenous to stock market. In this paper, using transaction record of stocks with identifier of traders, we introduce an index to characterize market confidence, i.e., the ratio of the number of traders who is active in two successive trading days to the number of active traders in a certain trading day. Strong Granger causality is found between the index of market confidence and stock price. We further predict stock price by incorporating the index of market confidence into a neural network based on time series of stock price. Experimental results on 50 stocks in two Chinese Stock Exchanges demonstrate that the accuracy of stock price prediction is significantly improved by the inclusion of the market confidence index. This study sheds light on using cross-day trading behavior to characterize market confidence and to predict stock price.

Market Confidence Predicts Stock Price: Beyond Supply and Demand.

Science.gov (United States)

Sun, Xiao-Qian; Shen, Hua-Wei; Cheng, Xue-Qi; Zhang, Yuqing

2016-01-01

Stock price prediction is an important and challenging problem in stock market analysis. Existing prediction methods either exploit autocorrelation of stock price and its correlation with the supply and demand of stock, or explore predictive indictors exogenous to stock market. In this paper, using transaction record of stocks with identifier of traders, we introduce an index to characterize market confidence, i.e., the ratio of the number of traders who is active in two successive trading days to the number of active traders in a certain trading day. Strong Granger causality is found between the index of market confidence and stock price. We further predict stock price by incorporating the index of market confidence into a neural network based on time series of stock price. Experimental results on 50 stocks in two Chinese Stock Exchanges demonstrate that the accuracy of stock price prediction is significantly improved by the inclusion of the market confidence index. This study sheds light on using cross-day trading behavior to characterize market confidence and to predict stock price.

The vanishing discount problem and viscosity Mather measures. Part 2: boundary value problems

OpenAIRE

Ishii, Hitoshi; Mitake, Hiroyoshi; Tran, Hung V.

2016-01-01

In arXiv:1603.01051 (Part 1 of this series), we have introduced a variational approach to studying the vanishing discount problem for fully nonlinear, degenerate elliptic, partial differential equations in a torus. We develop this approach further here to handle boundary value problems. In particular, we establish new representation formulas for solutions of discount problems, critical values, and use them to prove convergence results for the vanishing discount problems.

Effectiveness of Multivariate Time Series Classification Using Shapelets

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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.

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

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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.

Inverse Problem Approach for the Alignment of Electron Tomographic Series

International Nuclear Information System (INIS)

Tran, V.D.; Moreaud, M.; Thiebaut, E.; Denis, L.; Becker, J.M.

2014-01-01

In the refining industry, morphological measurements of particles have become an essential part in the characterization catalyst supports. Through these parameters, one can infer the specific physico-chemical properties of the studied materials. One of the main acquisition techniques is electron tomography (or nano-tomography). 3D volumes are reconstructed from sets of projections from different angles made by a Transmission Electron Microscope (TEM). This technique provides a real three-dimensional information at the nano-metric scale. A major issue in this method is the misalignment of the projections that contributes to the reconstruction. The current alignment techniques usually employ fiducial markers such as gold particles for a correct alignment of the images. When the use of markers is not possible, the correlation between adjacent projections is used to align them. However, this method sometimes fails. In this paper, we propose a new method based on the inverse problem approach where a certain criterion is minimized using a variant of the Nelder and Mead simplex algorithm. The proposed approach is composed of two steps. The first step consists of an initial alignment process, which relies on the minimization of a cost function based on robust statistics measuring the similarity of a projection to its previous projections in the series. It reduces strong shifts resulting from the acquisition between successive projections. In the second step, the pre-registered projections are used to initialize an iterative alignment-refinement process which alternates between (i) volume reconstructions and (ii) registrations of measured projections onto simulated projections computed from the volume reconstructed in (i). At the end of this process, we have a correct reconstruction of the volume, the projections being correctly aligned. Our method is tested on simulated data and shown to estimate accurately the translation, rotation and scale of arbitrary transforms. We

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.

FALSE DETERMINATIONS OF CHAOS IN SHORT NOISY TIME SERIES. (R828745)

Science.gov (United States)

A method (NEMG) proposed in 1992 for diagnosing chaos in noisy time series with 50 or fewer observations entails fitting the time series with an empirical function which predicts an observation in the series from previous observations, and then estimating the rate of divergenc...

Volterra-series-based nonlinear system modeling and its engineering applications: A state-of-the-art review

Science.gov (United States)

Cheng, C. M.; Peng, Z. K.; Zhang, W. M.; Meng, G.

2017-03-01

Nonlinear problems have drawn great interest and extensive attention from engineers, physicists and mathematicians and many other scientists because most real systems are inherently nonlinear in nature. To model and analyze nonlinear systems, many mathematical theories and methods have been developed, including Volterra series. In this paper, the basic definition of the Volterra series is recapitulated, together with some frequency domain concepts which are derived from the Volterra series, including the general frequency response function (GFRF), the nonlinear output frequency response function (NOFRF), output frequency response function (OFRF) and associated frequency response function (AFRF). The relationship between the Volterra series and other nonlinear system models and nonlinear problem solving methods are discussed, including the Taylor series, Wiener series, NARMAX model, Hammerstein model, Wiener model, Wiener-Hammerstein model, harmonic balance method, perturbation method and Adomian decomposition. The challenging problems and their state of arts in the series convergence study and the kernel identification study are comprehensively introduced. In addition, a detailed review is then given on the applications of Volterra series in mechanical engineering, aeroelasticity problem, control engineering, electronic and electrical engineering.

Irritable and Defiant Sub-Dimensions of ODD: Their Stability and Prediction of Internalizing Symptoms and Conduct Problems from Adolescence to Young Adulthood

Science.gov (United States)

Homel, Jacqueline

2016-01-01

Emerging research has identified sub-dimensions of oppositional defiant disorder – irritability and defiance -that differentially predict internalizing and externalizing symptoms in preschoolers, children, and adolescents. Using a theoretical approach and confirmatory factor analyses to distinguish between irritability and defiance, we investigate the associations among these dimensions and internalizing (anxiety and depression) and externalizing problems (conduct problems) within and across time in a community-based sample of 662 youth (342 females) spanning ages 12 to 18 years old at baseline. On average, irritability was stable across assessment points and defiance declined. Within time, associations of irritability with internalizing were consistently stronger than associations of irritability with conduct problems. Defiance was similarly associated within time with both internalizing and conduct problems in mid-adolescence, but was more highly related to internalizing than to conduct problems by early adulthood (ages 18 to 25). Over time, increasing irritability was related to changes in both internalizing and conduct problems; whereas increases in defiance predicted increases in conduct problems more strongly than internalizing symptoms. Increases in both internalizing and conduct problems were also associated with subsequent increases in both irritability and defiance. Sex differences in these associations were not significant. PMID:25028284

EEG Eye State Identification Using Incremental Attribute Learning with Time-Series Classification

Directory of Open Access Journals (Sweden)

Ting Wang

2014-01-01

Full Text Available Eye state identification is a kind of common time-series classification problem which is also a hot spot in recent research. Electroencephalography (EEG is widely used in eye state classification to detect human's cognition state. Previous research has validated the feasibility of machine learning and statistical approaches for EEG eye state classification. This paper aims to propose a novel approach for EEG eye state identification using incremental attribute learning (IAL based on neural networks. IAL is a novel machine learning strategy which gradually imports and trains features one by one. Previous studies have verified that such an approach is applicable for solving a number of pattern recognition problems. However, in these previous works, little research on IAL focused on its application to time-series problems. Therefore, it is still unknown whether IAL can be employed to cope with time-series problems like EEG eye state classification. Experimental results in this study demonstrates that, with proper feature extraction and feature ordering, IAL can not only efficiently cope with time-series classification problems, but also exhibit better classification performance in terms of classification error rates in comparison with conventional and some other approaches.

Predicting internalizing problems in Chinese children: the unique and interactive effects of parenting and child temperament.

Science.gov (United States)

Muhtadie, Luma; Zhou, Qing; Eisenberg, Nancy; Wang, Yun

2013-08-01

The additive and interactive relations of parenting styles (authoritative and authoritarian parenting) and child temperament (anger/frustration, sadness, and effortful control) to children's internalizing problems were examined in a 3.8-year longitudinal study of 425 Chinese children (aged 6-9 years) from Beijing. At Wave 1, parents self-reported on their parenting styles, and parents and teachers rated child temperament. At Wave 2, parents, teachers, and children rated children's internalizing problems. Structural equation modeling indicated that the main effect of authoritative parenting and the interactions of Authoritarian Parenting × Effortful Control and Authoritative Parenting × Anger/Frustration (parents' reports only) prospectively and uniquely predicted internalizing problems. The above results did not vary by child sex and remained significant after controlling for co-occurring externalizing problems. These findings suggest that (a) children with low effortful control may be particularly susceptible to the adverse effect of authoritarian parenting and (b) the benefit of authoritative parenting may be especially important for children with high anger/frustration.

Computation of solar perturbations with Poisson series

Science.gov (United States)

Broucke, R.

1974-01-01

Description of a project for computing first-order perturbations of natural or artificial satellites by integrating the equations of motion on a computer with automatic Poisson series expansions. A basic feature of the method of solution is that the classical variation-of-parameters formulation is used rather than rectangular coordinates. However, the variation-of-parameters formulation uses the three rectangular components of the disturbing force rather than the classical disturbing function, so that there is no problem in expanding the disturbing function in series. Another characteristic of the variation-of-parameters formulation employed is that six rather unusual variables are used in order to avoid singularities at the zero eccentricity and zero (or 90 deg) inclination. The integration process starts by assuming that all the orbit elements present on the right-hand sides of the equations of motion are constants. These right-hand sides are then simple Poisson series which can be obtained with the use of the Bessel expansions of the two-body problem in conjunction with certain interation methods. These Poisson series can then be integrated term by term, and a first-order solution is obtained.

An overview of the IAEA Safety Series on procedures for evaluating the reliability of predictions made by environmental transfer models

International Nuclear Information System (INIS)

Hoffman, F.W.; Hofer, E.

1987-10-01

The International Atomic Energy Agency is preparing a Safety Series publication on practical approaches for evaluating the reliability of the predictions made by environmental radiological assessment models. This publication identifies factors that affect the reliability of these predictions and discusses methods for quantifying uncertainty. Emphasis is placed on understanding the quantity of interest specified by the assessment question and distinguishing between stochastic variability and lack of knowledge about either the true value or the true distribution of values for quantity of interest. Among the many approaches discussed, model testing using independent data sets (model validation) is considered the best method for evaluating the accuracy in model predictions. Analytical and numerical methods for propagating the uncertainties in model parameters are presented and the strengths and weaknesses of model intercomparison exercises are also discussed. It is recognized that subjective judgment is employed throughout the entire modelling process, and quantitative reliability statements must be subjectively obtained when models are applied to different situations from those under which they have been tested. (6 refs.)

Predicting High School Outcomes in the Baltimore City Public Schools. The Senior Urban Education Research Fellowship Series. Volume VII

Science.gov (United States)

Mac Iver, Martha Abele; Messel, Matthew

2012-01-01

This study of high school outcomes in the Baltimore City Public Schools builds on substantial prior research on the early warning indicators of dropping out. It sought to investigate whether the same variables that predicted a non-graduation outcome in other urban districts--attendance, behavior problems, and course failure--were also significant…

Fourier Magnitude-Based Privacy-Preserving Clustering on Time-Series Data

Science.gov (United States)

Kim, Hea-Suk; Moon, Yang-Sae

Privacy-preserving clustering (PPC in short) is important in publishing sensitive time-series data. Previous PPC solutions, however, have a problem of not preserving distance orders or incurring privacy breach. To solve this problem, we propose a new PPC approach that exploits Fourier magnitudes of time-series. Our magnitude-based method does not cause privacy breach even though its techniques or related parameters are publicly revealed. Using magnitudes only, however, incurs the distance order problem, and we thus present magnitude selection strategies to preserve as many Euclidean distance orders as possible. Through extensive experiments, we showcase the superiority of our magnitude-based approach.

A series solution of the Falkner-Skan equation using the crocco-wang transformation

Science.gov (United States)

Asaithambi, Asai

A direct series solution for the Falkner-Skan equation is obtained by first transforming the problem using the Crocco-Wang transformation. The transformation converts the third-order problem to a second-order two-point boundary value problem. The method first constructs a series involving the unknown skin-friction coefficient α. Then, α is determined by using the secant method or Newton’s method. The derivative needed for Newton’s method is also computed using a series derived from the transformed differential equation. The method is validated by solving the Falkner-Skan equation for several cases reported previously in the literature.

Foundations of Sequence-to-Sequence Modeling for Time Series

OpenAIRE

Kuznetsov, Vitaly; Mariet, Zelda

2018-01-01

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

Application of Time-series Model to Predict Groundwater Quality Parameters for Agriculture: (Plain Mehran Case Study)

Science.gov (United States)

Mehrdad Mirsanjari, Mir; Mohammadyari, Fatemeh

2018-03-01

Underground water is regarded as considerable water source which is mainly available in arid and semi arid with deficient surface water source. Forecasting of hydrological variables are suitable tools in water resources management. On the other hand, time series concepts is considered efficient means in forecasting process of water management. In this study the data including qualitative parameters (electrical conductivity and sodium adsorption ratio) of 17 underground water wells in Mehran Plain has been used to model the trend of parameters change over time. Using determined model, the qualitative parameters of groundwater is predicted for the next seven years. Data from 2003 to 2016 has been collected and were fitted by AR, MA, ARMA, ARIMA and SARIMA models. Afterward, the best model is determined using information criterion or Akaike (AIC) and correlation coefficient. After modeling parameters, the map of agricultural land use in 2016 and 2023 were generated and the changes between these years were studied. Based on the results, the average of predicted SAR (Sodium Adsorption Rate) in all wells in the year 2023 will increase compared to 2016. EC (Electrical Conductivity) average in the ninth and fifteenth holes and decreases in other wells will be increased. The results indicate that the quality of groundwater for Agriculture Plain Mehran will decline in seven years.

A human genome-wide library of local phylogeny predictions for whole-genome inference problems

Directory of Open Access Journals (Sweden)

Schwartz Russell

2008-08-01

Full Text Available Abstract Background Many common inference problems in computational genetics depend on inferring aspects of the evolutionary history of a data set given a set of observed modern sequences. Detailed predictions of the full phylogenies are therefore of value in improving our ability to make further inferences about population history and sources of genetic variation. Making phylogenetic predictions on the scale needed for whole-genome analysis is, however, extremely computationally demanding. Results In order to facilitate phylogeny-based predictions on a genomic scale, we develop a library of maximum parsimony phylogenies within local regions spanning all autosomal human chromosomes based on Haplotype Map variation data. We demonstrate the utility of this library for population genetic inferences by examining a tree statistic we call 'imperfection,' which measures the reuse of variant sites within a phylogeny. This statistic is significantly predictive of recombination rate, shows additional regional and population-specific conservation, and allows us to identify outlier genes likely to have experienced unusual amounts of variation in recent human history. Conclusion Recent theoretical advances in algorithms for phylogenetic tree reconstruction have made it possible to perform large-scale inferences of local maximum parsimony phylogenies from single nucleotide polymorphism (SNP data. As results from the imperfection statistic demonstrate, phylogeny predictions encode substantial information useful for detecting genomic features and population history. This data set should serve as a platform for many kinds of inferences one may wish to make about human population history and genetic variation.

Mother-Child Affect and Emotion Socialization Processes across the Late Preschool Period: Predictions of Emerging Behaviour Problems

Science.gov (United States)

Newland, Rebecca P.; Crnic, Keith A.

2011-01-01

The current study examined concurrent and longitudinal relations between maternal negative affective behaviour and child negative emotional expression in preschool age children with (n=96) or without (n=126) an early developmental risk, as well as the predictions of later behaviour problems. Maternal negative affective behaviour, child…

The additive and interactive effects of parenting and temperament in predicting adjustment problems of children of divorce.

Science.gov (United States)

Lengua, L J; Wolchik, S A; Sandler, I N; West, S G

2000-06-01

Investigated the interaction between parenting and temperament in predicting adjustment problems in children of divorce. The study utilized a sample of 231 mothers and children, 9 to 12 years old, who had experienced divorce within the previous 2 years. Both mothers' and children's reports on parenting, temperament, and adjustment variables were obtained and combined to create cross-reporter measures of the variables. Parenting and temperament were directly and independently related to outcomes consistent with an additive model of their effects. Significant interactions indicated that parental rejection was more strongly related to adjustment problems for children low in positive emotionality, and inconsistent discipline was more strongly related to adjustment problems for children high in impulsivity. These findings suggest that children who are high in impulsivity may be at greater risk for developing problems, whereas positive emotionality may operate as a protective factor, decreasing the risk of adjustment problems in response to negative parenting.

Predicting behavior problems in deaf and hearing children: the influences of language, attention, and parent-child communication.

Science.gov (United States)

Barker, David H; Quittner, Alexandra L; Fink, Nancy E; Eisenberg, Laurie S; Tobey, Emily A; Niparko, John K

2009-01-01

The development of language and communication may play an important role in the emergence of behavioral problems in young children, but they are rarely included in predictive models of behavioral development. In this study, cross-sectional relationships between language, attention, and behavior problems were examined using parent report, videotaped observations, and performance measures in a sample of 116 severely and profoundly deaf and 69 normally hearing children ages 1.5 to 5 years. Secondary analyses were performed on data collected as part of the Childhood Development After Cochlear Implantation Study, funded by the National Institutes of Health. Hearing-impaired children showed more language, attention, and behavioral difficulties, and spent less time communicating with their parents than normally hearing children. Structural equation modeling indicated there were significant relationships between language, attention, and child behavior problems. Language was associated with behavior problems both directly and indirectly through effects on attention. Amount of parent-child communication was not related to behavior problems.

Time series forecasting based on deep extreme learning machine

NARCIS (Netherlands)

Guo, Xuqi; Pang, Y.; Yan, Gaowei; Qiao, Tiezhu; Yang, Guang-Hong; Yang, Dan

2017-01-01

Multi-layer Artificial Neural Networks (ANN) has caught widespread attention as a new method for time series forecasting due to the ability of approximating any nonlinear function. In this paper, a new local time series prediction model is established with the nearest neighbor domain theory, in

Fractal analysis and nonlinear forecasting of indoor 222Rn time series

International Nuclear Information System (INIS)

Pausch, G.; Bossew, P.; Hofmann, W.; Steger, F.

1998-01-01

Fractal analyses of indoor 222 Rn time series were performed using different chaos theory based measurements such as time delay method, Hurst's rescaled range analysis, capacity (fractal) dimension, and Lyapunov exponent. For all time series we calculated only positive Lyapunov exponents which is a hint to chaos, while the Hurst exponents were well below 0.5, indicating antipersistent behaviour (past trends tend to reverse in the future). These time series were also analyzed with a nonlinear prediction method which allowed an estimation of the embedding dimensions with some restrictions, limiting the prediction to about three relative time steps. (orig.)

Application of the NSGA-II algorithm to a multi-period inventory-redundancy allocation problem in a series-parallel system

International Nuclear Information System (INIS)

Alikar, Najmeh; Mousavi, Seyed Mohsen; Raja Ghazilla, Raja Ariffin; Tavana, Madjid; Olugu, Ezutah Udoncy

2017-01-01

In this paper, we formulate a mixed-integer binary non-linear programming model to study a series-parallel multi-component multi-periodic inventory-redundancy allocation problem (IRAP). This IRAP is a novel redundancy allocation problem (RAP) because components (products) are purchased under an all unit discount (AUD) policy and then installed on a series-parallel system. The total budget available for purchasing the components, the storage space, the vehicle capacities, and the total weight of the system are limited. Moreover, a penalty function is used to penalize infeasible solutions, generated randomly. The overall goal is to find the optimal number of the components purchased for each subsystem so that the total costs including ordering cost, holding costs, and purchasing cost are minimized while the system reliability is maximized, simultaneously. A non-dominated sorting genetic algorithm-II (NSGA-II), a multi-objective particle swarm optimization (MOPSO), and a multi-objective harmony search (MOHS) algorithm are applied to obtain the optimal Pareto solutions. While no benchmark is available in the literature, some numerical examples are generated randomly to evaluate the results of NSGA-II on the proposed IRAP. The results are in favor of NSGA-II. - Highlights: • An inventory control system employing an all-unit discount policy is considered in the proposed model. • The proposed model considers limited total budget, storage space, transportation capacity, and total weight. Moreover, a penalty function is used to penalize infeasible solutions. • The overall goal is to find the optimal number components purchased for each subsystem so that the total costs including ordering cost, holding cost and purchasing cost are minimized and the system reliability are maximized, simultaneously. • A NSGA-II algorithm is derived where a multi-objective particle swarm optimization and a multi-objective harmony search algorithm are used to evaluate the NSGA-II results.

Kac-Moody Eisenstein series in string theory

Energy Technology Data Exchange (ETDEWEB)

Fleig, Philipp

2013-12-19

Understanding nature on its very smallest 'physical-length' scale has always been a central goal of physics. Theoretical investigations into this problem over the last fifty years or so were largely driven by the aim of reconciling the theory of general relativity, the theory which describes the fundamental force of gravity and therefore the dynamics of space-time, with the theory of quantum mechanics, which dominates the physical phenomena on very small (sub-atomic) scales, within one big framework, referred to as the theory of quantum gravity. One candidate for such a theory is string theory. The fundamental assumption of this theory is that the smallest constituents of nature are not given by point particles, but rather by one dimensional strings the size of the Planck length. Through their different vibrational modes, strings are thought to produce the different properties of the observed spectrum of particles in nature. With this basic idea, string theory is not only predicted to describe the gravitational force, but also all other known forces of nature, and therefore extends far beyond the concept of only being a theory of quantised gravity. Since its initial proposal, the theory has developed into a vast and complex mathematical web of different theories, which all seem to be part of a larger, all-encompassing theory. Key to understanding the complicated mathematical structure of this theory is the concept of symmetries. Such symmetries, which are also known as duality relations, for instance manifest themselves in special mathematical functions, contained in the amplitudes that capture information about the interaction processes of strings with one another. A particularly relevant example of such a function is given by the so-called Eisenstein series, which display invariance under certain discrete duality groups. The central goal of this thesis is to study the properties of Eisenstein series invariant under special, particularly large (in fact

Kac-Moody Eisenstein series in string theory

International Nuclear Information System (INIS)

Fleig, Philipp

2013-01-01

Understanding nature on its very smallest 'physical-length' scale has always been a central goal of physics. Theoretical investigations into this problem over the last fifty years or so were largely driven by the aim of reconciling the theory of general relativity, the theory which describes the fundamental force of gravity and therefore the dynamics of space-time, with the theory of quantum mechanics, which dominates the physical phenomena on very small (sub-atomic) scales, within one big framework, referred to as the theory of quantum gravity. One candidate for such a theory is string theory. The fundamental assumption of this theory is that the smallest constituents of nature are not given by point particles, but rather by one dimensional strings the size of the Planck length. Through their different vibrational modes, strings are thought to produce the different properties of the observed spectrum of particles in nature. With this basic idea, string theory is not only predicted to describe the gravitational force, but also all other known forces of nature, and therefore extends far beyond the concept of only being a theory of quantised gravity. Since its initial proposal, the theory has developed into a vast and complex mathematical web of different theories, which all seem to be part of a larger, all-encompassing theory. Key to understanding the complicated mathematical structure of this theory is the concept of symmetries. Such symmetries, which are also known as duality relations, for instance manifest themselves in special mathematical functions, contained in the amplitudes that capture information about the interaction processes of strings with one another. A particularly relevant example of such a function is given by the so-called Eisenstein series, which display invariance under certain discrete duality groups. The central goal of this thesis is to study the properties of Eisenstein series invariant under special, particularly large (in fact infinite

Tour of a Simple Trigonometry Problem

Science.gov (United States)

Poon, Kin-Keung

2012-01-01

This article focuses on a simple trigonometric problem that generates a strange phenomenon when different methods are applied to tackling it. A series of problem-solving activities are discussed, so that students can be alerted that the precision of diagrams is important when solving geometric problems. In addition, the problem-solving plan was…

Prediction of Human Activity by Discovering Temporal Sequence Patterns.

Science.gov (United States)

Li, Kang; Fu, Yun

2014-08-01

Early prediction of ongoing human activity has become more valuable in a large variety of time-critical applications. To build an effective representation for prediction, human activities can be characterized by a complex temporal composition of constituent simple actions and interacting objects. Different from early detection on short-duration simple actions, we propose a novel framework for long -duration complex activity prediction by discovering three key aspects of activity: Causality, Context-cue, and Predictability. The major contributions of our work include: (1) a general framework is proposed to systematically address the problem of complex activity prediction by mining temporal sequence patterns; (2) probabilistic suffix tree (PST) is introduced to model causal relationships between constituent actions, where both large and small order Markov dependencies between action units are captured; (3) the context-cue, especially interactive objects information, is modeled through sequential pattern mining (SPM), where a series of action and object co-occurrence are encoded as a complex symbolic sequence; (4) we also present a predictive accumulative function (PAF) to depict the predictability of each kind of activity. The effectiveness of our approach is evaluated on two experimental scenarios with two data sets for each: action-only prediction and context-aware prediction. Our method achieves superior performance for predicting global activity classes and local action units.

Rayleigh-Schrödinger series and Birkhoff decomposition

Science.gov (United States)

Novelli, Jean-Christophe; Paul, Thierry; Sauzin, David; Thibon, Jean-Yves

2018-01-01

We derive new expressions for the Rayleigh-Schrödinger series describing the perturbation of eigenvalues of quantum Hamiltonians. The method, somehow close to the so-called dimensional renormalization in quantum field theory, involves the Birkhoff decomposition of some Laurent series built up out of explicit fully non-resonant terms present in the usual expression of the Rayleigh-Schrödinger series. Our results provide new combinatorial formulae and a new way of deriving perturbation series in quantum mechanics. More generally we prove that such a decomposition provides solutions of general normal form problems in Lie algebras.

Assessing the Defoliation of Pine Forests in a Long Time-Series and Spatiotemporal Prediction of the Defoliation Using Landsat Data

Directory of Open Access Journals (Sweden)

Chenghao Zhu

2018-02-01

Full Text Available Pine forests (Pinus tabulaeformis have been in danger of defoliation by a caterpillar in the west Liaoning province of China for more than thirty years. This paper aims to assess and predict the degree of damage to pine forests by using remote sensing and ancillary data. Through regression analysis of the pine foliage remaining ratios of field plots with several vegetation indexes of Landsat data, a feasible inversion model was obtained to detect the degree of damage using the Normalized Difference Infrared Index of 5th band (NDII5. After comparing the inversion result of the degree of damage to the pine in 29 years and the historical damage record, quantized results of damage assessment in a long time-series were accurately obtained. Based on the correlation analysis between meteorological variables and the degree of damage from 1984 to 2015, the average degree of damage was predicted in temporal scale. By adding topographic and other variables, a linear prediction model in spatiotemporal scale was constructed. The spatiotemporal model was based on 5015 public pine points for 24 years and reached 0.6169 in the correlation coefficient. This paper provided a feasible and quantitative method in the spatiotemporal prediction of forest pest occurrence by remote sensing.

Clustering of financial time series

Science.gov (United States)

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

2013-05-01

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

Principle of natural and artificial radioactive series equivalency

International Nuclear Information System (INIS)

Vasilyeva, A.N.; Starkov, O.V.

2001-01-01

In the present paper one approach used under development of radioactive waste management conception is under consideration. This approach is based on the principle of natural and artificial radioactive series radiotoxic equivalency. The radioactivity of natural and artificial radioactive series has been calculated for 10 9 - years period. The toxicity evaluation for natural and artificial series has also been made. The correlation between natural radioactive series and their predecessors - actinides produced in thermal and fast reactors - has been considered. It has been shown that systematized reactor series data had great scientific significance and the principle of differential calculation of radiotoxicity was necessary to realize long-lived radioactive waste and uranium and thorium ore radiotoxicity equivalency conception. The calculations show that the execution of equivalency principle is possible for uranium series (4n+2, 4n+1). It is a problem for thorium. series. This principle is impracticable for neptunium series. (author)

Predicting Energy Consumption for Potential Effective Use in Hybrid Vehicle Powertrain Management Using Driver Prediction

Science.gov (United States)

Magnuson, Brian

A proof-of-concept software-in-the-loop study is performed to assess the accuracy of predicted net and charge-gaining energy consumption for potential effective use in optimizing powertrain management of hybrid vehicles. With promising results of improving fuel efficiency of a thermostatic control strategy for a series, plug-ing, hybrid-electric vehicle by 8.24%, the route and speed prediction machine learning algorithms are redesigned and implemented for real- world testing in a stand-alone C++ code-base to ingest map data, learn and predict driver habits, and store driver data for fast startup and shutdown of the controller or computer used to execute the compiled algorithm. Speed prediction is performed using a multi-layer, multi-input, multi- output neural network using feed-forward prediction and gradient descent through back- propagation training. Route prediction utilizes a Hidden Markov Model with a recurrent forward algorithm for prediction and multi-dimensional hash maps to store state and state distribution constraining associations between atomic road segments and end destinations. Predicted energy is calculated using the predicted time-series speed and elevation profile over the predicted route and the road-load equation. Testing of the code-base is performed over a known road network spanning 24x35 blocks on the south hill of Spokane, Washington. A large set of training routes are traversed once to add randomness to the route prediction algorithm, and a subset of the training routes, testing routes, are traversed to assess the accuracy of the net and charge-gaining predicted energy consumption. Each test route is traveled a random number of times with varying speed conditions from traffic and pedestrians to add randomness to speed prediction. Prediction data is stored and analyzed in a post process Matlab script. The aggregated results and analysis of all traversals of all test routes reflect the performance of the Driver Prediction algorithm. The

An algorithm of Saxena-Easo on fuzzy time series forecasting

Science.gov (United States)

Ramadhani, L. C.; Anggraeni, D.; Kamsyakawuni, A.; Hadi, A. F.

2018-04-01

This paper presents a forecast model of Saxena-Easo fuzzy time series prediction to study the prediction of Indonesia inflation rate in 1970-2016. We use MATLAB software to compute this method. The algorithm of Saxena-Easo fuzzy time series doesn’t need stationarity like conventional forecasting method, capable of dealing with the value of time series which are linguistic and has the advantage of reducing the calculation, time and simplifying the calculation process. Generally it’s focus on percentage change as the universe discourse, interval partition and defuzzification. The result indicate that between the actual data and the forecast data are close enough with Root Mean Square Error (RMSE) = 1.5289.

Spatio-temporal prediction of daily temperatures using time-series of MODIS LST images

Science.gov (United States)

Hengl, Tomislav; Heuvelink, Gerard B. M.; Perčec Tadić, Melita; Pebesma, Edzer J.

2012-01-01

A computational framework to generate daily temperature maps using time-series of publicly available MODIS MOD11A2 product Land Surface Temperature (LST) images (1 km resolution; 8-day composites) is illustrated using temperature measurements from the national network of meteorological stations (159) in Croatia. The input data set contains 57,282 ground measurements of daily temperature for the year 2008. Temperature was modeled as a function of latitude, longitude, distance from the sea, elevation, time, insolation, and the MODIS LST images. The original rasters were first converted to principal components to reduce noise and filter missing pixels in the LST images. The residual were next analyzed for spatio-temporal auto-correlation; sum-metric separable variograms were fitted to account for zonal and geometric space-time anisotropy. The final predictions were generated for time-slices of a 3D space-time cube, constructed in the R environment for statistical computing. The results show that the space-time regression model can explain a significant part of the variation in station-data (84%). MODIS LST 8-day (cloud-free) images are unbiased estimator of the daily temperature, but with relatively low precision (±4.1°C); however their added value is that they systematically improve detection of local changes in land surface temperature due to local meteorological conditions and/or active heat sources (urban areas, land cover classes). The results of 10-fold cross-validation show that use of spatio-temporal regression-kriging and incorporation of time-series of remote sensing images leads to significantly more accurate maps of temperature than if plain spatial techniques were used. The average (global) accuracy of mapping temperature was ±2.4°C. The regression-kriging explained 91% of variability in daily temperatures, compared to 44% for ordinary kriging. Further software advancement—interactive space-time variogram exploration and automated retrieval

Intercomparison of Satellite Derived Gravity Time Series with Inferred Gravity Time Series from TOPEX/POSEIDON Sea Surface Heights and Climatological Model Output

Science.gov (United States)

Cox, C.; Au, A.; Klosko, S.; Chao, B.; Smith, David E. (Technical Monitor)

2001-01-01

The upcoming GRACE mission promises to open a window on details of the global mass budget that will have remarkable clarity, but it will not directly answer the question of what the state of the Earth's mass budget is over the critical last quarter of the 20th century. To address that problem we must draw upon existing technologies such as SLR, DORIS, and GPS, and climate modeling runs in order to improve our understanding. Analysis of long-period geopotential changes based on SLR and DORIS tracking has shown that addition of post 1996 satellite tracking data has a significant impact on the recovered zonal rates and long-period tides. Interannual effects such as those causing the post 1996 anomalies must be better characterized before refined estimates of the decadal period changes in the geopotential can be derived from the historical database of satellite tracking. A possible cause of this anomaly is variations in ocean mass distribution, perhaps associated with the recent large El Nino/La Nina. In this study, a low-degree spherical harmonic gravity time series derived from satellite tracking is compared with a TOPEX/POSEIDON-derived sea surface height time series. Corrections for atmospheric mass effects, continental hydrology, snowfall accumulation, and ocean steric model predictions will be considered.

Jahn-Teller effect in Rydberg series: A multi-state vibronic coupling problem

International Nuclear Information System (INIS)

Staib, A.; Domcke, W.; Sobolewski, A.L.

1990-01-01

Two simple limiting cases of Jahn-Teller (JT) coupling in Rydberg states of polyatomic molecules are considered, namely (i) JT coupling in Rydberg orbitals as well as in the ionization continuum (nondegenerate ion core, degenerate Rydberg series) and (ii) JT coupling in the ion core (degenerate ion core, nondegenerate Rydberg series). For both models simple and efficient algorithms for the computation of spectra (dynamical JT effect) are developed. The orbital JT effect is shown to represent a novel type of multi-state vibronic coupling, giving rise to interesting spectroscopic phenomena, among them resonant inter-Rydberg perturbations and JT induced autoionization. Particular attention is paid to the demonstration of the characteristic spectroscopic signatures of the two types of JT coupling in Rydberg states. (orig.)

Problems in mathematical analysis III integration

CERN Document Server

Kaczor, W J

2003-01-01

We learn by doing. We learn mathematics by doing problems. This is the third volume of Problems in Mathematical Analysis. The topic here is integration for real functions of one real variable. The first chapter is devoted to the Riemann and the Riemann-Stieltjes integrals. Chapter 2 deals with Lebesgue measure and integration. The authors include some famous, and some not so famous, integral inequalities related to Riemann integration. Many of the problems for Lebesgue integration concern convergence theorems and the interchange of limits and integrals. The book closes with a section on Fourier series, with a concentration on Fourier coefficients of functions from particular classes and on basic theorems for convergence of Fourier series. The book is primarily geared toward students in analysis, as a study aid, for problem-solving seminars, or for tutorials. It is also an excellent resource for instructors who wish to incorporate problems into their lectures. Solutions for the problems are provided in the boo...

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.

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.

Peering into the Brain to Predict Behavior: Peer-Reported, but not Self-Reported, Conscientiousness Links Threat-Related Amygdala Activity to Future Problem Drinking

Science.gov (United States)

Swartz, Johnna R.; Knodt, Annchen R.; Radtke, Spenser R.; Hariri, Ahmad R.

2016-01-01

Personality traits such as conscientiousness as self-reported by individuals can help predict a range of outcomes, from job performance to longevity. Asking others to rate the personality of their acquaintances often provides even better predictive power than using self-report. Here, we examine whether peer-reported personality can provide a better link between brain function, namely threat-related amygdala activity, and future health-related behavior, namely problem drinking, than self-reported personality. Using data from a sample of 377 young adult university students who were rated on five personality traits by peers, we find that higher threat-related amygdala activity to fearful facial expressions is associated with higher peer-reported, but not self-reported, conscientiousness. Moreover, higher peer-reported, but not self-reported, conscientiousness predicts lower future problem drinking more than one year later, an effect specific to men. Remarkably, relatively higher amygdala activity has an indirect effect on future drinking behavior in men, linked by peer-reported conscientiousness to lower future problem drinking. Our results provide initial evidence that the perceived conscientiousness of an individual by their peers uniquely reflects variability in a core neural mechanism supporting threat responsiveness. These novel patterns further suggest that incorporating peer-reported measures of personality into individual differences research can reveal novel predictive pathways of risk and protection for problem behaviors. PMID:27717769

Peering into the brain to predict behavior: Peer-reported, but not self-reported, conscientiousness links threat-related amygdala activity to future problem drinking.

Science.gov (United States)

Swartz, Johnna R; Knodt, Annchen R; Radtke, Spenser R; Hariri, Ahmad R

2017-02-01

Personality traits such as conscientiousness as self-reported by individuals can help predict a range of outcomes, from job performance to longevity. Asking others to rate the personality of their acquaintances often provides even better predictive power than using self-report. Here, we examine whether peer-reported personality can provide a better link between brain function, namely threat-related amygdala activity, and future health-related behavior, namely problem drinking, than self-reported personality. Using data from a sample of 377 young adult university students who were rated on five personality traits by peers, we find that higher threat-related amygdala activity to fearful facial expressions is associated with higher peer-reported, but not self-reported, conscientiousness. Moreover, higher peer-reported, but not self-reported, conscientiousness predicts lower future problem drinking more than one year later, an effect specific to men. Remarkably, relatively higher amygdala activity has an indirect effect on future drinking behavior in men, linked by peer-reported conscientiousness to lower future problem drinking. Our results provide initial evidence that the perceived conscientiousness of an individual by their peers uniquely reflects variability in a core neural mechanism supporting threat responsiveness. These novel patterns further suggest that incorporating peer-reported measures of personality into individual differences research can reveal novel predictive pathways of risk and protection for problem behaviors. Copyright © 2016 Elsevier Inc. All rights reserved.

River flow prediction using hybrid models of support vector regression with the wavelet transform, singular spectrum analysis and chaotic approach

Science.gov (United States)

Baydaroğlu, Özlem; Koçak, Kasım; Duran, Kemal

2018-06-01

Prediction of water amount that will enter the reservoirs in the following month is of vital importance especially for semi-arid countries like Turkey. Climate projections emphasize that water scarcity will be one of the serious problems in the future. This study presents a methodology for predicting river flow for the subsequent month based on the time series of observed monthly river flow with hybrid models of support vector regression (SVR). Monthly river flow over the period 1940-2012 observed for the Kızılırmak River in Turkey has been used for training the method, which then has been applied for predictions over a period of 3 years. SVR is a specific implementation of support vector machines (SVMs), which transforms the observed input data time series into a high-dimensional feature space (input matrix) by way of a kernel function and performs a linear regression in this space. SVR requires a special input matrix. The input matrix was produced by wavelet transforms (WT), singular spectrum analysis (SSA), and a chaotic approach (CA) applied to the input time series. WT convolutes the original time series into a series of wavelets, and SSA decomposes the time series into a trend, an oscillatory and a noise component by singular value decomposition. CA uses a phase space formed by trajectories, which represent the dynamics producing the time series. These three methods for producing the input matrix for the SVR proved successful, while the SVR-WT combination resulted in the highest coefficient of determination and the lowest mean absolute error.

Error analysis of short term wind power prediction models

International Nuclear Information System (INIS)

De Giorgi, Maria Grazia; Ficarella, Antonio; Tarantino, Marco

2011-01-01

The integration of wind farms in power networks has become an important problem. This is because the electricity produced cannot be preserved because of the high cost of storage and electricity production must follow market demand. Short-long-range wind forecasting over different lengths/periods of time is becoming an important process for the management of wind farms. Time series modelling of wind speeds is based upon the valid assumption that all the causative factors are implicitly accounted for in the sequence of occurrence of the process itself. Hence time series modelling is equivalent to physical modelling. Auto Regressive Moving Average (ARMA) models, which perform a linear mapping between inputs and outputs, and Artificial Neural Networks (ANNs) and Adaptive Neuro-Fuzzy Inference Systems (ANFIS), which perform a non-linear mapping, provide a robust approach to wind power prediction. In this work, these models are developed in order to forecast power production of a wind farm with three wind turbines, using real load data and comparing different time prediction periods. This comparative analysis takes in the first time, various forecasting methods, time horizons and a deep performance analysis focused upon the normalised mean error and the statistical distribution hereof in order to evaluate error distribution within a narrower curve and therefore forecasting methods whereby it is more improbable to make errors in prediction. (author)

Error analysis of short term wind power prediction models

Energy Technology Data Exchange (ETDEWEB)

De Giorgi, Maria Grazia; Ficarella, Antonio; Tarantino, Marco [Dipartimento di Ingegneria dell' Innovazione, Universita del Salento, Via per Monteroni, 73100 Lecce (Italy)

2011-04-15

The integration of wind farms in power networks has become an important problem. This is because the electricity produced cannot be preserved because of the high cost of storage and electricity production must follow market demand. Short-long-range wind forecasting over different lengths/periods of time is becoming an important process for the management of wind farms. Time series modelling of wind speeds is based upon the valid assumption that all the causative factors are implicitly accounted for in the sequence of occurrence of the process itself. Hence time series modelling is equivalent to physical modelling. Auto Regressive Moving Average (ARMA) models, which perform a linear mapping between inputs and outputs, and Artificial Neural Networks (ANNs) and Adaptive Neuro-Fuzzy Inference Systems (ANFIS), which perform a non-linear mapping, provide a robust approach to wind power prediction. In this work, these models are developed in order to forecast power production of a wind farm with three wind turbines, using real load data and comparing different time prediction periods. This comparative analysis takes in the first time, various forecasting methods, time horizons and a deep performance analysis focused upon the normalised mean error and the statistical distribution hereof in order to evaluate error distribution within a narrower curve and therefore forecasting methods whereby it is more improbable to make errors in prediction. (author)

The Recalibrated Sunspot Number: Impact on Solar Cycle Predictions

Science.gov (United States)

Clette, F.; Lefevre, L.

2017-12-01

Recently and for the first time since their creation, the sunspot number and group number series were entirely revisited and a first fully recalibrated version was officially released in July 2015 by the World Data Center SILSO (Brussels). Those reference long-term series are widely used as input data or as a calibration reference by various solar cycle prediction methods. Therefore, past predictions may now need to be redone using the new sunspot series, and methods already used for predicting cycle 24 will require adaptations before attempting predictions of the next cycles.In order to clarify the nature of the applied changes, we describe the different corrections applied to the sunspot and group number series, which affect extended time periods and can reach up to 40%. While some changes simply involve constant scale factors, other corrections vary with time or follow the solar cycle modulation. Depending on the prediction method and on the selected time interval, this can lead to different responses and biases. Moreover, together with the new series, standard error estimates are also progressively added to the new sunspot numbers, which may help deriving more accurate uncertainties for predicted activity indices. We conclude on the new round of recalibration that is now undertaken in the framework of a broad multi-team collaboration articulated around upcoming ISSI workshops. We outline the future corrections that can still be expected in the future, as part of a permanent upgrading process and quality control. From now on, future sunspot-based predictive models should thus be made more adaptable, and regular updates of predictions should become common practice in order to track periodic upgrades of the sunspot number series, just like it is done when using other modern solar observational series.

COMPARISON OF PARALLEL AND SERIES HYBRID POWERTRAINS FOR TRANSIT BUS APPLICATION

Energy Technology Data Exchange (ETDEWEB)

Gao, Zhiming [ORNL; Daw, C Stuart [ORNL; Smith, David E [ORNL; Jones, Perry T [ORNL; LaClair, Tim J [ORNL; Parks, II, James E [ORNL

2016-01-01

The fuel economy and emissions of both conventional and hybrid buses equipped with emissions aftertreatment were evaluated via computational simulation for six representative city bus drive cycles. Both series and parallel configurations for the hybrid case were studied. The simulation results indicate that series hybrid buses have the greatest overall advantage in fuel economy. The series and parallel hybrid buses were predicted to produce similar CO and HC tailpipe emissions but were also predicted to have reduced NOx tailpipe emissions compared to the conventional bus in higher speed cycles. For the New York bus cycle (NYBC), which has the lowest average speed among the cycles evaluated, the series bus tailpipe emissions were somewhat higher than they were for the conventional bus, while the parallel hybrid bus had significantly lower tailpipe emissions. All three bus powertrains were found to require periodic active DPF regeneration to maintain PM control. Plug-in operation of series hybrid buses appears to offer significant fuel economy benefits and is easily employed due to the relatively large battery capacity that is typical of the series hybrid configuration.

Predicting Internalizing Problems in Chinese Children: the Unique and Interactive Effects of Parenting and Child Temperament

Science.gov (United States)

Muhtadie, Luma; Zhou, Qing; Eisenberg, Nancy; Wang, Yun

2012-01-01

The additive and interactive relations of parenting styles (authoritative and authoritarian parenting) and child temperament (anger/frustration, sadness, and effortful control) to children’s internalizing problems were examined in a 3.8-year longitudinal study of 425 Chinese children (6 – 9 years) from Beijing. At Wave 1, parents self-reported on their parenting styles, and parents and teachers rated child temperament. At Wave 2, parents, teachers, and children rated children’s internalizing problems. Structural equation modeling indicated that the main effect of authoritative parenting, and the interactions of authoritarian parenting × effortful control and authoritative parenting × anger/frustration (parents’ reports only) prospectively and uniquely predicted internalizing problems. The above results did not vary by child sex and remained significant after controlling for co-occurring externalizing problems. These findings suggest that: a) children with low effortful control may be particularly susceptible to the adverse effect of authoritarian parenting, and b) the benefit of authoritative parenting may be especially important for children with high anger/frustration. PMID:23880383

Solution of a Two-Dimensionel Problem on the Motion of a Heat Wave Front with the use of Power Series and the Boundary Element Method

Directory of Open Access Journals (Sweden)

A. Kazakov

2016-12-01

Full Text Available The paper discusses a nonlinear parabolic equation describing the process of heat conduction for the case of the power dependence of the heat conductivity factor on temperature. Besides heat distribution in space, it describes filtration of a polytropic gas in a porous medium, whereupon, in the English-language literature, this equation is generally referred to as the porous medium equation. A distinctive feature of this equation is the degeneration of its parabolic type when the required function becomes zero, whereupon the equation acquires some properties typical of first-order equations. Particularly, in some cases, it proves possible to substantiate theorems of the existence and uniqueness of heat-wave (filtration-wave type solutions for it. This paper proves a theorem of the existence and uniqueness of the solution to the problem of the motion of a heat wave with a specified front in the instance of two independent variables. At that, since the front has the form of a closed plane curve, a transition t o the polar coordinate system is performed. The solution is constructed in the form of a series, a constructible recurrent procedure for calculating its coefficients being proposed. The series convergence is proved by the majorant method. A boundary-element-based computation algorithm in the form of a computer program has been developed and implemented to solve the problem under study. Test examples are considered, the calculations made by a program designed by the authors being compared with the truncated series. A good agreement of the obtained results has been established.

Period, epoch, and prediction errors of ephemerides from continuous sets of timing measurements

Science.gov (United States)

Deeg, H. J.

2015-06-01

Space missions such as Kepler and CoRoT have led to large numbers of eclipse or transit measurements in nearly continuous time series. This paper shows how to obtain the period error in such measurements from a basic linear least-squares fit, and how to correctly derive the timing error in the prediction of future transit or eclipse events. Assuming strict periodicity, a formula for the period error of these time series is derived, σP = σT (12 / (N3-N))1 / 2, where σP is the period error, σT the timing error of a single measurement, and N the number of measurements. Compared to the iterative method for period error estimation by Mighell & Plavchan (2013), this much simpler formula leads to smaller period errors, whose correctness has been verified through simulations. For the prediction of times of future periodic events, usual linear ephemeris were epoch errors are quoted for the first time measurement, are prone to an overestimation of the error of that prediction. This may be avoided by a correction for the duration of the time series. An alternative is the derivation of ephemerides whose reference epoch and epoch error are given for the centre of the time series. For long continuous or near-continuous time series whose acquisition is completed, such central epochs should be the preferred way for the quotation of linear ephemerides. While this work was motivated from the analysis of eclipse timing measures in space-based light curves, it should be applicable to any other problem with an uninterrupted sequence of discrete timings for which the determination of a zero point, of a constant period and of the associated errors is needed.

Nonlinear Time Series Prediction Using Chaotic Neural Networks

Science.gov (United States)

Li, Ke-Ping; Chen, Tian-Lun

2001-06-01

A nonlinear feedback term is introduced into the evaluation equation of weights of the backpropagation algorithm for neural network, the network becomes a chaotic one. For the purpose of that we can investigate how the different feedback terms affect the process of learning and forecasting, we use the model to forecast the nonlinear time series which is produced by Makey-Glass equation. By selecting the suitable feedback term, the system can escape from the local minima and converge to the global minimum or its approximate solutions, and the forecasting results are better than those of backpropagation algorithm. The project supported by National Basic Research Project "Nonlinear Science" and National Natural Science Foundation of China under Grant No. 60074020

A Predictive Distribution Model for Cooperative Braking System of an Electric Vehicle

Directory of Open Access Journals (Sweden)

Hongqiang Guo

2014-01-01

Full Text Available A predictive distribution model for a series cooperative braking system of an electric vehicle is proposed, which can solve the real-time problem of the optimum braking force distribution. To get the predictive distribution model, firstly three disciplines of the maximum regenerative energy recovery capability, the maximum generating efficiency and the optimum braking stability are considered, then an off-line process optimization stream is designed, particularly the optimal Latin hypercube design (Opt LHD method and radial basis function neural network (RBFNN are utilized. In order to decouple the variables between different disciplines, a concurrent subspace design (CSD algorithm is suggested. The established predictive distribution model is verified in a dynamic simulation. The off-line optimization results show that the proposed process optimization stream can improve the regenerative energy recovery efficiency, and optimize the braking stability simultaneously. Further simulation tests demonstrate that the predictive distribution model can achieve high prediction accuracy and is very beneficial for the cooperative braking system.

Taylor Series Trajectory Calculations Including Oblateness Effects and Variable Atmospheric Density

Science.gov (United States)

Scott, James R.

2011-01-01

Taylor series integration is implemented in NASA Glenn's Spacecraft N-body Analysis Program, and compared head-to-head with the code's existing 8th- order Runge-Kutta Fehlberg time integration scheme. This paper focuses on trajectory problems that include oblateness and/or variable atmospheric density. Taylor series is shown to be significantly faster and more accurate for oblateness problems up through a 4x4 field, with speedups ranging from a factor of 2 to 13. For problems with variable atmospheric density, speedups average 24 for atmospheric density alone, and average 1.6 to 8.2 when density and oblateness are combined.

Wave scattering theory a series approach based on the Fourier transformation

CERN Document Server

Eom, Hyo J

2001-01-01

The book provides a unified technique of Fourier transform to solve the wave scattering, diffraction, penetration, and radiation problems where the technique of separation of variables is applicable. The book discusses wave scattering from waveguide discontinuities, various apertures, and coupling structures, often encountered in electromagnetic, electrostatic, magnetostatic, and acoustic problems. A system of simultaneous equations for the modal coefficients is formulated and the rapidly-convergent series solutions amenable to numerical computation are presented. The series solutions find practical applications in the design of microwave/acoustic transmission lines, waveguide filters, antennas, and electromagnetic interference/compatibilty-related problems.

Pseudoracemic amino acid complexes: blind predictions for flexible two-component crystals.

Science.gov (United States)

Görbitz, Carl Henrik; Dalhus, Bjørn; Day, Graeme M

2010-08-14

Ab initio prediction of the crystal packing in complexes between two flexible molecules is a particularly challenging computational chemistry problem. In this work we present results of single crystal structure determinations as well as theoretical predictions for three 1 ratio 1 complexes between hydrophobic l- and d-amino acids (pseudoracemates), known from previous crystallographic work to form structures with one of two alternative hydrogen bonding arrangements. These are accurately reproduced in the theoretical predictions together with a series of patterns that have never been observed experimentally. In this bewildering forest of potential polymorphs, hydrogen bonding arrangements and molecular conformations, the theoretical predictions succeeded, for all three complexes, in finding the correct hydrogen bonding pattern. For two of the complexes, the calculations also reproduce the exact space group and side chain orientations in the best ranked predicted structure. This includes one complex for which the observed crystal packing clearly contradicted previous experience based on experimental data for a substantial number of related amino acid complexes. The results highlight the significant recent advances that have been made in computational methods for crystal structure prediction.

The interaction between self-regulation and motivation prospectively predicting problem behavior in adolescence.

Science.gov (United States)

Rhodes, Jessica D; Colder, Craig R; Trucco, Elisa M; Speidel, Carolyn; Hawk, Larry W; Lengua, Liliana J; Das Eiden, Rina; Wieczorek, William

2013-01-01

A large literature suggests associations between self-regulation and motivation and adolescent problem behavior; however, this research has mostly pitted these constructs against one another or tested them in isolation. Following recent neural-systems based theories (e.g., Ernst & Fudge, 2009 ), the present study investigated the interactions between self-regulation and approach and avoidance motivation prospectively predicting delinquency and depressive symptoms in early adolescence. The community sample included 387 adolescents aged 11 to 13 years old (55% female; 17% minority). Laboratory tasks were used to assess self-regulation and approach and avoidance motivation, and adolescent self-reports were used to measure depressive symptoms and delinquency. Analyses suggested that low levels of approach motivation were associated with high levels of depressive symptoms, but only at high levels of self-regulation (p = .01). High levels of approach were associated with high levels of rule breaking, but only at low levels of self-regulation (p theories that posit integration of motivational and self-regulatory individual differences via moderational models to understand adolescent problem behavior.

Thermo-kinetic prediction of metastable and stable phase precipitation in Al–Zn–Mg series aluminium alloys during non-isothermal DSC analysis

International Nuclear Information System (INIS)

Lang, Peter; Wojcik, Tomasz; Povoden-Karadeniz, Erwin; Falahati, Ahmad; Kozeschnik, Ernst

2014-01-01

Highlights: • Comparison of laboratory Al–Zn–Mg alloy to industrial Al 7xxx series. • Heat flow evolution during non-isothermal DSC analysis is calculated. • TEM investigations of laboratory Al–Zn–Mg alloy at three pronounced temperatures. • Simulation and modelling of precipitation sequence. • Calculation and prediction of heat flow curves of Al 7xxx series. - Abstract: The technological properties of heat treatable Al–Zn–Mg alloys originate in the morphology and distribution of metastable particles. Starting from the solution-annealed condition, this paper describes the precipitate evolution during non-isothermal temperature changes, namely continuous heating differential scanning calorimetry (DSC) analysis. The distribution and the morphology of the metastable and stable precipitates and the heat flow accompanying the precipitation process is investigated experimentally and calculated by numerical thermo-kinetic simulations. The computer simulation results of the sizes and distributions are confirmed by transmission electron microscopy (TEM). The theoretical background and the results of the investigations are discussed

Thermo-kinetic prediction of metastable and stable phase precipitation in Al–Zn–Mg series aluminium alloys during non-isothermal DSC analysis

Energy Technology Data Exchange (ETDEWEB)

Lang, Peter, E-mail: pl404@cam.ac.uk [Department of Materials Science and Metallurgy, University of Cambridge, Charles Babbage Road 27, Cambridge CB3 0FS (United Kingdom); Wojcik, Tomasz [Institute of Materials Science and Technology, Vienna University of Technology, Favoritenstraße 9-11, Vienna 1040 (Austria); Povoden-Karadeniz, Erwin [Institute of Materials Science and Technology, Vienna University of Technology, Favoritenstraße 9-11, Vienna 1040 (Austria); Christian Doppler Laboratory “Early Stages of Precipitation”, Institute of Materials Science and Technology, Vienna University of Technology, Favoritenstraße 9-11, Vienna 1040 (Austria); Falahati, Ahmad [Institute of Materials Science and Technology, Vienna University of Technology, Favoritenstraße 9-11, Vienna 1040 (Austria); Kozeschnik, Ernst [Institute of Materials Science and Technology, Vienna University of Technology, Favoritenstraße 9-11, Vienna 1040 (Austria); Christian Doppler Laboratory “Early Stages of Precipitation”, Institute of Materials Science and Technology, Vienna University of Technology, Favoritenstraße 9-11, Vienna 1040 (Austria)

2014-10-01

Highlights: • Comparison of laboratory Al–Zn–Mg alloy to industrial Al 7xxx series. • Heat flow evolution during non-isothermal DSC analysis is calculated. • TEM investigations of laboratory Al–Zn–Mg alloy at three pronounced temperatures. • Simulation and modelling of precipitation sequence. • Calculation and prediction of heat flow curves of Al 7xxx series. - Abstract: The technological properties of heat treatable Al–Zn–Mg alloys originate in the morphology and distribution of metastable particles. Starting from the solution-annealed condition, this paper describes the precipitate evolution during non-isothermal temperature changes, namely continuous heating differential scanning calorimetry (DSC) analysis. The distribution and the morphology of the metastable and stable precipitates and the heat flow accompanying the precipitation process is investigated experimentally and calculated by numerical thermo-kinetic simulations. The computer simulation results of the sizes and distributions are confirmed by transmission electron microscopy (TEM). The theoretical background and the results of the investigations are discussed.

Estimation of the order of an autoregressive time series: a Bayesian approach

International Nuclear Information System (INIS)

Robb, L.J.

1980-01-01

Finite-order autoregressive models for time series are often used for prediction and other inferences. Given the order of the model, the parameters of the models can be estimated by least-squares, maximum-likelihood, or Yule-Walker method. The basic problem is estimating the order of the model. The problem of autoregressive order estimation is placed in a Bayesian framework. This approach illustrates how the Bayesian method brings the numerous aspects of the problem together into a coherent structure. A joint prior probability density is proposed for the order, the partial autocorrelation coefficients, and the variance; and the marginal posterior probability distribution for the order, given the data, is obtained. It is noted that the value with maximum posterior probability is the Bayes estimate of the order with respect to a particular loss function. The asymptotic posterior distribution of the order is also given. In conclusion, Wolfer's sunspot data as well as simulated data corresponding to several autoregressive models are analyzed according to Akaike's method and the Bayesian method. Both methods are observed to perform quite well, although the Bayesian method was clearly superior, in most cases

Use of Time-Series, ARIMA Designs to Assess Program Efficacy.

Science.gov (United States)

Braden, Jeffery P.; And Others

1990-01-01

Illustrates use of time-series designs for determining efficacy of interventions with fictitious data describing drug-abuse prevention program. Discusses problems and procedures associated with time-series data analysis using Auto Regressive Integrated Moving Averages (ARIMA) models. Example illustrates application of ARIMA analysis for…

Time series models for prediction the total and dissolved heavy metals concentration in road runoff and soil solution of roadside embankments

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Aljoumani, Basem; Kluge, Björn; sanchez, Josep; Wessolek, Gerd

2017-04-01

Highways and main roads are potential sources of contamination for the surrounding environment. High traffic rates result in elevated heavy metal concentrations in road runoff, soil and water seepage, which has attracted much attention in the recent past. Prediction of heavy metals transfer near the roadside into deeper soil layers are very important to prevent the groundwater pollution. This study was carried out on data of a number of lysimeters which were installed along the A115 highway (Germany) with a mean daily traffic of 90.000 vehicles per day. Three polyethylene (PE) lysimeters were installed at the A115 highway. They have the following dimensions: length 150 cm, width 100 cm, height 60 cm. The lysimeters were filled with different soil materials, which were recently used for embankment construction in Germany. With the obtained data, we will develop a time series analysis model to predict total and dissolved metal concentration in road runoff and in soil solution of the roadside embankments. The time series consisted of monthly measurements of heavy metals and was transformed to a stationary situation. Subsequently, the transformed data will be used to conduct analyses in the time domain in order to obtain the parameters of a seasonal autoregressive integrated moving average (ARIMA) model. Four phase approaches for identifying and fitting ARIMA models will be used: identification, parameter estimation, diagnostic checking, and forecasting. An automatic selection criterion, such as the Akaike information criterion, will use to enhance this flexible approach to model building

The dopamine receptor D4 gene and familial loading interact with perceived parenting in predicting externalizing behavior problems in early adolescence: the TRacking Adolescents' Individual Lives Survey (TRAILS).

Science.gov (United States)

Marsman, Rianne; Oldehinkel, Albertine J; Ormel, Johan; Buitelaar, Jan K

2013-08-30

Although externalizing behavior problems show in general a high stability over time, the course of externalizing behavior problems may vary from individual to individual. Our main goal was to investigate the predictive role of parenting on externalizing behavior problems. In addition, we investigated the potential moderating role of gender and genetic risk (operationalized as familial loading of externalizing behavior problems (FLE), and presence or absence of the dopamine receptor D4 (DRD4) 7-repeat and 4-repeat allele, respectively). Perceived parenting (rejection, emotional warmth, and overprotection) and FLE were assessed in a population-based sample of 1768 10- to 12-year-old adolescents. Externalizing behavior problems were assessed at the same age and 212 years later by parent report (CBCL) and self-report (YSR). DNA was extracted from blood samples. Parental emotional warmth predicted lower, and parental overprotection and rejection predicted higher levels of externalizing behavior problems. Whereas none of the parenting factors interacted with gender and the DRD4 7-repeat allele, we did find interaction effects with FLE and the DRD4 4-repeat allele. That is, the predictive effect of parental rejection was only observed in adolescents from low FLE families and the predictive effect of parental overprotection was stronger in adolescents not carrying the DRD4 4-repeat allele. Copyright © 2012 Elsevier Ireland Ltd. All rights reserved.

Confirming the cognition of rising scores: Fox and Mitchum (2013) predicts violations of measurement invariance in series completion between age-matched cohorts.

Science.gov (United States)

Fox, Mark C; Mitchum, Ainsley L

2014-01-01

The trend of rising scores on intelligence tests raises important questions about the comparability of variation within and between time periods. Descriptions of the processes that mediate selection of item responses provide meaningful psychological criteria upon which to base such comparisons. In a recent paper, Fox and Mitchum presented and tested a cognitive theory of rising scores on analogical and inductive reasoning tests that is specific enough to make novel predictions about cohort differences in patterns of item responses for tests such as the Raven's Matrices. In this paper we extend the same proposal in two important ways by (1) testing it against a dataset that enables the effects of cohort to be isolated from those of age, and (2) applying it to two other inductive reasoning tests that exhibit large Flynn effects: Letter Series and Word Series. Following specification and testing of a confirmatory item response model, predicted violations of measurement invariance are observed between two age-matched cohorts that are separated by only 20 years, as members of the later cohort are found to map objects at higher levels of abstraction than members of the earlier cohort who possess the same overall level of ability. Results have implications for the Flynn effect and cognitive aging while underscoring the value of establishing psychological criteria for equating members of distinct groups who achieve the same scores.

Confirming the cognition of rising scores: Fox and Mitchum (2013 predicts violations of measurement invariance in series completion between age-matched cohorts.

Directory of Open Access Journals (Sweden)

Mark C Fox

Full Text Available The trend of rising scores on intelligence tests raises important questions about the comparability of variation within and between time periods. Descriptions of the processes that mediate selection of item responses provide meaningful psychological criteria upon which to base such comparisons. In a recent paper, Fox and Mitchum presented and tested a cognitive theory of rising scores on analogical and inductive reasoning tests that is specific enough to make novel predictions about cohort differences in patterns of item responses for tests such as the Raven's Matrices. In this paper we extend the same proposal in two important ways by (1 testing it against a dataset that enables the effects of cohort to be isolated from those of age, and (2 applying it to two other inductive reasoning tests that exhibit large Flynn effects: Letter Series and Word Series. Following specification and testing of a confirmatory item response model, predicted violations of measurement invariance are observed between two age-matched cohorts that are separated by only 20 years, as members of the later cohort are found to map objects at higher levels of abstraction than members of the earlier cohort who possess the same overall level of ability. Results have implications for the Flynn effect and cognitive aging while underscoring the value of establishing psychological criteria for equating members of distinct groups who achieve the same scores.

Approach-bias predicts development of cannabis problem severity in heavy cannabis users: results from a prospective FMRI study.

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Janna Cousijn

Full Text Available A potentially powerful predictor for the course of drug (abuse is the approach-bias, that is, the pre-reflective tendency to approach rather than avoid drug-related stimuli. Here we investigated the neural underpinnings of cannabis approach and avoidance tendencies. By elucidating the predictive power of neural approach-bias activations for future cannabis use and problem severity, we aimed at identifying new intervention targets. Using functional Magnetic Resonance Imaging (fMRI, neural approach-bias activations were measured with a Stimulus Response Compatibility task (SRC and compared between 33 heavy cannabis users and 36 matched controls. In addition, associations were examined between approach-bias activations and cannabis use and problem severity at baseline and at six-month follow-up. Approach-bias activations did not differ between heavy cannabis users and controls. However, within the group of heavy cannabis users, a positive relation was observed between total lifetime cannabis use and approach-bias activations in various fronto-limbic areas. Moreover, approach-bias activations in the dorsolateral prefrontal cortex (DLPFC and anterior cingulate cortex (ACC independently predicted cannabis problem severity after six months over and beyond session-induced subjective measures of craving. Higher DLPFC/ACC activity during cannabis approach trials, but lower activity during cannabis avoidance trials were associated with decreases in cannabis problem severity. These findings suggest that cannabis users with deficient control over cannabis action tendencies are more likely to develop cannabis related problems. Moreover, the balance between cannabis approach and avoidance responses in the DLPFC and ACC may help identify individuals at-risk for cannabis use disorders and may be new targets for prevention and treatment.

Approach-bias predicts development of cannabis problem severity in heavy cannabis users: results from a prospective FMRI study.

Science.gov (United States)

Cousijn, Janna; Goudriaan, Anna E; Ridderinkhof, K Richard; van den Brink, Wim; Veltman, Dick J; Wiers, Reinout W

2012-01-01

A potentially powerful predictor for the course of drug (ab)use is the approach-bias, that is, the pre-reflective tendency to approach rather than avoid drug-related stimuli. Here we investigated the neural underpinnings of cannabis approach and avoidance tendencies. By elucidating the predictive power of neural approach-bias activations for future cannabis use and problem severity, we aimed at identifying new intervention targets. Using functional Magnetic Resonance Imaging (fMRI), neural approach-bias activations were measured with a Stimulus Response Compatibility task (SRC) and compared between 33 heavy cannabis users and 36 matched controls. In addition, associations were examined between approach-bias activations and cannabis use and problem severity at baseline and at six-month follow-up. Approach-bias activations did not differ between heavy cannabis users and controls. However, within the group of heavy cannabis users, a positive relation was observed between total lifetime cannabis use and approach-bias activations in various fronto-limbic areas. Moreover, approach-bias activations in the dorsolateral prefrontal cortex (DLPFC) and anterior cingulate cortex (ACC) independently predicted cannabis problem severity after six months over and beyond session-induced subjective measures of craving. Higher DLPFC/ACC activity during cannabis approach trials, but lower activity during cannabis avoidance trials were associated with decreases in cannabis problem severity. These findings suggest that cannabis users with deficient control over cannabis action tendencies are more likely to develop cannabis related problems. Moreover, the balance between cannabis approach and avoidance responses in the DLPFC and ACC may help identify individuals at-risk for cannabis use disorders and may be new targets for prevention and treatment.

Model Predictive Control for Load Frequency Control with Wind Turbines

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Yi Zhang

2015-01-01

Full Text Available Reliable load frequency (LFC control is crucial to the operation and design of modern electric power systems. Considering the LFC problem of a four-area interconnected power system with wind turbines, this paper presents a distributed model predictive control (DMPC based on coordination scheme. The proposed algorithm solves a series of local optimization problems to minimize a performance objective for each control area. The scheme incorporates the two critical nonlinear constraints, for example, the generation rate constraint (GRC and the valve limit, into convex optimization problems. Furthermore, the algorithm reduces the impact on the randomness and intermittence of wind turbine effectively. A performance comparison between the proposed controller with and that without the participation of the wind turbines is carried out. Good performance is obtained in the presence of power system nonlinearities due to the governors and turbines constraints and load change disturbances.

Predicting Internalizing and Externalizing Problems at Five Years by Child and Parental Factors in Infancy and Toddlerhood

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Mantymaa, Mirjami; Puura, Kaija; Luoma, Ilona; Latva, Reija; Salmelin, Raili K.; Tamminen, Tuula

2012-01-01

This study examined child and parental factors in infancy and toddlerhood predicting subclinical or clinical levels of internalizing and externalizing problems at 5 years of age. Ninety-six children and their families participated. They were assessed when the children were 4-10 weeks old (T1), 2 years (T2) and 5 years old (T3). Child risks…

On sharp estimates of the convergence of double Fourier-Bessel series

Science.gov (United States)

Abilov, V. A.; Abilova, F. V.; Kerimov, M. K.

2017-11-01

The problem of approximation of a differentiable function of two variables by partial sums of a double Fourier-Bessel series is considered. Sharp estimates of the rate of convergence of the double Fourier-Bessel series on the class of differentiable functions of two variables characterized by a generalized modulus of continuity are obtained. The proofs of four theorems on this issue, which can be directly applied to solving particular problems of mathematical physics, approximation theory, etc., are presented.

Comparison of different Methods for Univariate Time Series Imputation in R

OpenAIRE

Moritz, Steffen; Sardá, Alexis; Bartz-Beielstein, Thomas; Zaefferer, Martin; Stork, Jörg

2015-01-01

Missing values in datasets are a well-known problem and there are quite a lot of R packages offering imputation functions. But while imputation in general is well covered within R, it is hard to find functions for imputation of univariate time series. The problem is, most standard imputation techniques can not be applied directly. Most algorithms rely on inter-attribute correlations, while univariate time series imputation needs to employ time dependencies. This paper provides an overview of ...

Prediction of Safety Stock Using Fuzzy Time Series (FTS) and Technology of Radio Frequency Identification (RFID) for Stock Control at Vendor Managed Inventory (VMI)

Science.gov (United States)

Mashuri, Chamdan; Suryono; Suseno, Jatmiko Endro

2018-02-01

This research was conducted by prediction of safety stock using Fuzzy Time Series (FTS) and technology of Radio Frequency Identification (RFID) for stock control at Vendor Managed Inventory (VMI). Well-controlled stock influenced company revenue and minimized cost. It discussed about information system of safety stock prediction developed through programming language of PHP. Input data consisted of demand got from automatic, online and real time acquisition using technology of RFID, then, sent to server and stored at online database. Furthermore, data of acquisition result was predicted by using algorithm of FTS applying universe of discourse defining and fuzzy sets determination. Fuzzy set result was continued to division process of universe of discourse in order to be to final step. Prediction result was displayed at information system dashboard developed. By using 60 data from demand data, prediction score was 450.331 and safety stock was 135.535. Prediction result was done by error deviation validation using Mean Square Percent Error of 15%. It proved that FTS was good enough in predicting demand and safety stock for stock control. For deeper analysis, researchers used data of demand and universe of discourse U varying at FTS to get various result based on test data used.

Prediction of Safety Stock Using Fuzzy Time Series (FTS and Technology of Radio Frequency Identification (RFID for Stock Control at Vendor Managed Inventory (VMI

Directory of Open Access Journals (Sweden)

Mashuri Chamdan

2018-01-01

Full Text Available This research was conducted by prediction of safety stock using Fuzzy Time Series (FTS and technology of Radio Frequency Identification (RFID for stock control at Vendor Managed Inventory (VMI. Well-controlled stock influenced company revenue and minimized cost. It discussed about information system of safety stock prediction developed through programming language of PHP. Input data consisted of demand got from automatic, online and real time acquisition using technology of RFID, then, sent to server and stored at online database. Furthermore, data of acquisition result was predicted by using algorithm of FTS applying universe of discourse defining and fuzzy sets determination. Fuzzy set result was continued to division process of universe of discourse in order to be to final step. Prediction result was displayed at information system dashboard developed. By using 60 data from demand data, prediction score was 450.331 and safety stock was 135.535. Prediction result was done by error deviation validation using Mean Square Percent Error of 15%. It proved that FTS was good enough in predicting demand and safety stock for stock control. For deeper analysis, researchers used data of demand and universe of discourse U varying at FTS to get various result based on test data used.

Vibration Analysis and Time Series Prediction for Wind Turbine Gearbox Prognostics

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Hossam A. Gabbar

2013-01-01

Full Text Available Premature failure of a gearbox in a wind turbine poses a high risk of increasing the operational and maintenance costs and decreasing the profit margins. Prognostics and health management (PHM techniques are widely used to access the current health condition of the gearbox and project it in future to predict premature failures. This paper proposes such techniques for predicting gearbox health condition index extracted from the vibration signals emanating from the gearbox. The progression of the monitoring index is predicted using two different prediction techniques, adaptive neuro-fuzzy inference system (ANFIS and nonlinear autoregressive model with exogenous inputs (NARX. The proposed prediction techniques are evaluated through sun-spot data-set and applied on vibration based health related monitoring index calculated through psychoacoustic phenomenon. A comparison is given for their prediction accuracy. The results are helpful in understanding the relationship of machine conditions, the corresponding indicating features, the level of damage/degradation, and their progression.

Workshops and problems for benchmarking eddy current codes

Energy Technology Data Exchange (ETDEWEB)

Turner, L.R.; Davey, K.; Ida, N.; Rodger, D.; Kameari, A.; Bossavit, A.; Emson, C.R.I.

1988-08-01

A series of six workshops was held in 1986 and 1987 to compare eddy current codes, using six benchmark problems. The problems included transient and steady-state ac magnetic fields, close and far boundary conditions, magnetic and non-magnetic materials. All the problems were based either on experiments or on geometries that can be solved analytically. The workshops and solutions to the problems are described. Results show that many different methods and formulations give satisfactory solutions, and that in many cases reduced dimensionality or coarse discretization can give acceptable results while reducing the computer time required. A second two-year series of TEAM (Testing Electromagnetic Analysis Methods) workshops, using six more problems, is underway. 12 refs., 15 figs., 4 tabs.

Workshops and problems for benchmarking eddy current codes

International Nuclear Information System (INIS)

Turner, L.R.; Davey, K.; Ida, N.; Rodger, D.; Kameari, A.; Bossavit, A.; Emson, C.R.I.

1988-08-01

A series of six workshops was held in 1986 and 1987 to compare eddy current codes, using six benchmark problems. The problems included transient and steady-state ac magnetic fields, close and far boundary conditions, magnetic and non-magnetic materials. All the problems were based either on experiments or on geometries that can be solved analytically. The workshops and solutions to the problems are described. Results show that many different methods and formulations give satisfactory solutions, and that in many cases reduced dimensionality or coarse discretization can give acceptable results while reducing the computer time required. A second two-year series of TEAM (Testing Electromagnetic Analysis Methods) workshops, using six more problems, is underway. 12 refs., 15 figs., 4 tabs

Problems of Forecast

OpenAIRE

Kucharavy , Dmitry; De Guio , Roland

2005-01-01

International audience; The ability to foresee future technology is a key task of Innovative Design. The paper focuses on the obstacles to reliable prediction of technological evolution for the purpose of Innovative Design. First, a brief analysis of problems for existing forecasting methods is presented. The causes for the complexity of technology prediction are discussed in the context of reduction of the forecast errors. Second, using a contradiction analysis, a set of problems related to ...

Series: The research agenda for general practice/family medicine and primary health care in Europe. Part 4. Results: specific problem solving skills.

Science.gov (United States)

Hummers-Pradier, Eva; Beyer, Martin; Chevallier, Patrick; Eilat-Tsanani, Sophia; Lionis, Christos; Peremans, Lieve; Petek, Davorina; Rurik, Imre; Soler, Jean Karl; Stoffers, Henri Ejh; Topsever, Pinar; Ungan, Mehmet; van Royen, Paul

2010-09-01

The 'Research Agenda for General Practice/Family Medicine and Primary Health Care in Europe' summarizes the evidence relating to the core competencies and characteristics of the Wonca Europe definition of GP/FM, and its implications for general practitioners/family doctors, researchers and policy makers. The European Journal of General Practice publishes a series of articles based on this document. The previous articles presented background, objectives, and methodology, as well results on 'primary care management' and 'community orientation' and the person-related core competencies of GP/FM. This article reflects on the general practitioner's 'specific problem solving skills'. These include decision making on diagnosis and therapy of specific diseases, accounting for the properties of primary care, but also research questions related to quality management and resource use, shared decision making, or professional education and development. Clinical research covers most specific diseases, but often lacks pragmatism and primary care relevance. Quality management is a stronghold of GP/FM research. Educational interventions can be effective when well designed for a specific setting and situation. However, their message that 'usual care' by general practitioners is insufficient may be problematic. GP and their patients need more research into diagnostic reasoning with a step-wise approach to increase predictive values in a setting characterized by uncertainty and low prevalence of specific diseases. Pragmatic comparative effectiveness studies of new and established drugs or non-pharmaceutical therapy are needed. Multi-morbidity and complexity should be addressed. Studies on therapy, communication strategies and educational interventions should consider impact on health and sustainability of effects.

Prediction models : the right tool for the right problem

NARCIS (Netherlands)

Kappen, Teus H.; Peelen, Linda M.

2016-01-01

PURPOSE OF REVIEW: Perioperative prediction models can help to improve personalized patient care by providing individual risk predictions to both patients and providers. However, the scientific literature on prediction model development and validation can be quite technical and challenging to

Prediction of GWL with the help of GRACE TWS for unevenly spaced time series data in India : Analysis of comparative performances of SVR, ANN and LRM

Science.gov (United States)

Mukherjee, Amritendu; Ramachandran, Parthasarathy

2018-03-01

Prediction of Ground Water Level (GWL) is extremely important for sustainable use and management of ground water resource. The motivations for this work is to understand the relationship between Gravity Recovery and Climate Experiment (GRACE) derived terrestrial water change (ΔTWS) data and GWL, so that ΔTWS could be used as a proxy measurement for GWL. In our study, we have selected five observation wells from different geographic regions in India. The datasets are unevenly spaced time series data which restricts us from applying standard time series methodologies and therefore in order to model and predict GWL with the help of ΔTWS, we have built Linear Regression Model (LRM), Support Vector Regression (SVR) and Artificial Neural Network (ANN). Comparative performances of LRM, SVR and ANN have been evaluated with the help of correlation coefficient (ρ) and Root Mean Square Error (RMSE) between the actual and fitted (for training dataset) or predicted (for test dataset) values of GWL. It has been observed in our study that ΔTWS is highly significant variable to model GWL and the amount of total variations in GWL that could be explained with the help of ΔTWS varies from 36.48% to 74.28% (0.3648 ⩽R2 ⩽ 0.7428) . We have found that for the model GWL ∼ Δ TWS, for both training and test dataset, performances of SVR and ANN are better than that of LRM in terms of ρ and RMSE. It also has been found in our study that with the inclusion of meteorological variables along with ΔTWS as input parameters to model GWL, the performance of SVR improves and it performs better than ANN. These results imply that for modelling irregular time series GWL data, ΔTWS could be very useful.

Research on the Prediction Model of CPU Utilization Based on ARIMA-BP Neural Network

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Wang Jina

2016-01-01

Full Text Available The dynamic deployment technology of the virtual machine is one of the current cloud computing research focuses. The traditional methods mainly work after the degradation of the service performance that usually lag. To solve the problem a new prediction model based on the CPU utilization is constructed in this paper. A reference offered by the new prediction model of the CPU utilization is provided to the VM dynamic deployment process which will speed to finish the deployment process before the degradation of the service performance. By this method it not only ensure the quality of services but also improve the server performance and resource utilization. The new prediction method of the CPU utilization based on the ARIMA-BP neural network mainly include four parts: preprocess the collected data, build the predictive model of ARIMA-BP neural network, modify the nonlinear residuals of the time series by the BP prediction algorithm and obtain the prediction results by analyzing the above data comprehensively.

Alcohol-related problems and life satisfaction predict motivation to change among mandated college students.

Science.gov (United States)

Diulio, Andrea R; Cero, Ian; Witte, Tracy K; Correia, Christopher J

2014-04-01

The present study investigated the role specific types of alcohol-related problems and life satisfaction play in predicting motivation to change alcohol use. Participants were 548 college students mandated to complete a brief intervention following an alcohol-related policy violation. Using hierarchical multiple regression, we tested for the presence of interaction and quadratic effects on baseline data collected prior to the intervention. A significant interaction indicated that the relationship between a respondent's personal consequences and his/her motivation to change differs depending upon the level of concurrent social consequences. Additionally quadratic effects for abuse/dependence symptoms and life satisfaction were found. The quadratic probes suggest that abuse/dependence symptoms and poor life satisfaction are both positively associated with motivation to change for a majority of the sample; however, the nature of these relationships changes for participants with more extreme scores. Results support the utility of using a multidimensional measure of alcohol related problems and assessing non-linear relationships when assessing predictors of motivation to change. The results also suggest that the best strategies for increasing motivation may vary depending on the types of alcohol-related problems and level of life satisfaction the student is experiencing and highlight potential directions for future research. Copyright © 2014. Published by Elsevier Ltd.

Maternal mental health predicts risk of developmental problems at 3 years of age: follow up of a community based trial

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Leew Shirley

2008-05-01

Full Text Available Abstract Background Undetected and untreated developmental problems can have a significant economic and social impact on society. Intervention to ameliorate potential developmental problems requires early identification of children at risk of future learning and behaviour difficulties. The objective of this study was to estimate the prevalence of risk for developmental problems among preschool children born to medically low risk women and identify factors that influence outcomes. Methods Mothers who had participated in a prenatal trial were followed up three years post partum to answer a telephone questionnaire. Questions were related to child health and development, child care, medical care, mother's lifestyle, well-being, and parenting style. The main outcome measure was risk for developmental problems using the Parents' Evaluation of Developmental Status (PEDS. Results Of 791 children, 11% were screened by the PEDS to be at high risk for developmental problems at age three. Of these, 43% had previously been referred for assessment. Children most likely to have been referred were those born preterm. Risk factors for delay included: male gender, history of ear infections, a low income environment, and a mother with poor emotional health and a history of abuse. A child with these risk factors was predicted to have a 53% chance of screening at high risk for developmental problems. This predicted probability was reduced to 19% if the child had a mother with good emotional health and no history of abuse. Conclusion Over 10% of children were identified as high risk for developmental problems by the screening, and more than half of those had not received a specialist referral. Risk factors for problems included prenatal and perinatal maternal and child factors. Assessment of maternal health and effective screening of child development may increase detection of children at high risk who would benefit from early intervention. Trial registration Current

Monthly electric energy demand forecasting with neural networks and Fourier series

International Nuclear Information System (INIS)

Gonzalez-Romera, E.; Jaramillo-Moran, M.A.; Carmona-Fernandez, D.

2008-01-01

Medium-term electric energy demand forecasting is a useful tool for grid maintenance planning and market research of electric energy companies. Several methods, such as ARIMA, regression or artificial intelligence, have been usually used to carry out those predictions. Some approaches include weather or economic variables, which strongly influence electric energy demand. Economic variables usually influence the general series trend, while weather provides a periodic behavior because of its seasonal nature. This work investigates the periodic behavior of the Spanish monthly electric demand series, obtained by rejecting the trend from the consumption series. A novel hybrid approach is proposed: the periodic behavior is forecasted with a Fourier series while the trend is predicted with a neural network. Satisfactory results have been obtained, with a lower than 2% MAPE, which improve those reached when only neural networks or ARIMA were used for the same purpose. (author)

Delinquency, aggression, and attention-related problem behaviors differentially predict adolescent substance use in individuals diagnosed with ADHD.

Science.gov (United States)

Harty, Seth C; Galanopoulos, Stavroula; Newcorn, Jeffrey H; Halperin, Jeffrey M

2013-01-01

To measure the degree to which childhood and adolescent ratings of aggression, attention, and delinquency are related to adolescent substance use outcomes in youth diagnosed with attention-deficit/hyperactivity disorder (ADHD). Childhood externalizing disorders have been shown to predict adolescent maladaptive substance use, but few studies have examined the differential predictive utility of two distinct dimensions of externalizing behavior: aggression and delinquency. Ninety-seven clinically referred children with ADHD initially took part in this research protocol when they were on average 9.05 years of age, and were seen again on average 9.30 years later. Participants' parents were administered the Child Behavior Checklist (CBCL) at baseline and follow-up, and youth completed the Youth Self Report (YSR) in adolescence. At follow-up, substance use severity and diagnosis were assessed using semi-structured psychiatric interviews administered separately to parents and adolescents. Linear and binary logistic regressions were used to determine the association of CBCL- and YSR-rated attention problems, aggression, and delinquency to adolescent substance use. Childhood and adolescent delinquency, but not aggression, as rated by parents and youths, predicted adolescent substance use disorders and substance use severity (all p delinquency and aggression with adolescent substance use, ratings of attention problems in childhood and adolescence were negatively associated with substance use outcome. Children with ADHD who exhibit high rates of delinquency are at risk for later substance use and may require targeted prevention, intervention, and follow-up services. Copyright © American Academy of Addiction Psychiatry.