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Sample records for series resistance model

  1. Thin stillage fractionation using ultrafiltration: resistance in series model.

    Science.gov (United States)

    Arora, Amit; Dien, Bruce S; Belyea, Ronald L; Wang, Ping; Singh, Vijay; Tumbleson, M E; Rausch, Kent D

    2009-02-01

    The corn based dry grind process is the most widely used method in the US for fuel ethanol production. Fermentation of corn to ethanol produces whole stillage after ethanol is removed by distillation. It is centrifuged to separate thin stillage from wet grains. Thin stillage contains 5-10% solids. To concentrate solids of thin stillage, it requires evaporation of large amounts of water and maintenance of evaporators. Evaporator maintenance requires excess evaporator capacity at the facility, increasing capital expenses, requiring plant slowdowns or shut downs and results in revenue losses. Membrane filtration is one method that could lead to improved value of thin stillage and may offer an alternative to evaporation. Fractionation of thin stillage using ultrafiltration was conducted to evaluate membranes as an alternative to evaporators in the ethanol industry. Two regenerated cellulose membranes with molecular weight cut offs of 10 and 100 kDa were evaluated. Total solids (suspended and soluble) contents recovered through membrane separation process were similar to those from commercial evaporators. Permeate flux decline of thin stillage using a resistance in series model was determined. Each of the four components of total resistance was evaluated experimentally. Effects of operating variables such as transmembrane pressure and temperature on permeate flux rate and resistances were determined and optimum conditions for maximum flux rates were evaluated. Model equations were developed to evaluate the resistance components that are responsible for fouling and to predict total flux decline with respect to time. Modeling results were in agreement with experimental results (R(2) > 0.98).

  2. "Feeling" Series and Parallel Resistances.

    Science.gov (United States)

    Morse, Robert A.

    1993-01-01

    Equipped with drinking straws and stirring straws, a teacher can help students understand how resistances in electric circuits combine in series and in parallel. Follow-up suggestions are provided. (ZWH)

  3. Modeling of the Channel Thickness Influence on Electrical Characteristics and Series Resistance in Gate-Recessed Nanoscale SOI MOSFETs

    Directory of Open Access Journals (Sweden)

    A. Karsenty

    2013-01-01

    Full Text Available Ultrathin body (UTB and nanoscale body (NSB SOI-MOSFET devices, sharing a similar W/L but with a channel thickness of 46 nm and lower than 5 nm, respectively, were fabricated using a selective “gate-recessed” process on the same silicon wafer. Their current-voltage characteristics measured at room temperature were found to be surprisingly different by several orders of magnitude. We analyzed this result by considering the severe mobility degradation and the influence of a huge series resistance and found that the last one seems more coherent. Then the electrical characteristics of the NSB can be analytically derived by integrating a gate voltage-dependent drain source series resistance. In this paper, the influence of the channel thickness on the series resistance is reported for the first time. This influence is integrated to the analytical model in order to describe the trends of the saturation current with the channel thickness. This modeling approach may be useful to interpret anomalous electrical behavior of other nanodevices in which series resistance and/or mobility degradation is of a great concern.

  4. Distributed series resistance effects in solar cells

    DEFF Research Database (Denmark)

    Nielsen, Lars Drud

    1982-01-01

    A mathematical treatment is presented of the effects of one-dimensional distributed series resistance in solar cells. A general perturbation theory is developed, including consistently the induced spatial variation of diode current density and leading to a first-order equivalent lumped resistance...

  5. Outwitting the series resistance in scanning spreading resistance microscopy

    International Nuclear Information System (INIS)

    Schulze, A.; Cao, R.; Eyben, P.; Hantschel, T.; Vandervorst, W.

    2016-01-01

    The performance of nanoelectronics devices critically depends on the distribution of active dopants inside these structures. For this reason, dopant profiling has been defined as one of the major metrology challenges by the international technology roadmap of semiconductors. Scanning spreading resistance microscopy (SSRM) has evolved as one of the most viable approaches over the last decade due to its excellent spatial resolution, sensitivity and quantification accuracy. However, in case of advanced device architectures like fins and nanowires a proper measurement of the spreading resistance is often hampered by the increasing impact of parasitic series resistances (e.g. bulk series resistance) arising from the confined nature of the aforementioned structures. In order to overcome this limitation we report in this paper the development and implementation of a novel SSRM mode (fast Fourier transform-SSRM: FFT-SSRM) which essentially decouples the spreading resistance from parasitic series resistance components. We show that this can be achieved by a force modulation (leading to a modulated spreading resistance signal) in combination with a lock-in deconvolution concept. In this paper we first introduce the principle of operation of the technique. We discuss in detail the underlying physical mechanisms as well as the technical implementation on a state-of-the-art atomic force microscope (AFM). We demonstrate the performance of FFT-SSRM and its ability to remove substantial series resistance components in practice. Eventually, the possibility of decoupling the spreading resistance from the intrinsic probe resistance will be demonstrated and discussed. - Highlights: • A novel electrical AFM mode for carrier profiling in confined volumes is presented. • Thereby the force and hence the contact area between AFM probe and sample is modulated. • Information on the spreading resistance is derived using a lock-in approach. • Bulk series resistance components are

  6. Meta-analysis and time series modeling allow a systematic review of primary HIV-1 drug-resistant prevalence in Latin America and Caribbean.

    Science.gov (United States)

    Coelho, Antonio Victor Campos; De Moura, Ronald Rodrigues; Da Silva, Ronaldo Celerino; Kamada, Anselmo Jiro; Guimarães, Rafael Lima; Brandão, Lucas André Cavalcanti; Coelho, Hemílio Fernandes Campos; Crovella, Sergio

    2015-01-01

    Here we review the prevalence of HIV-1 primary drug resistance in Latin America and Caribbean using meta-analysis as well as time-series modeling. We also discuss whether there could be a drawback to HIV/AIDS programs due to drug resistance in Latin America and Caribbean in the next years. We observed that, although some studies report low or moderate primary drug resistance prevalence in Caribbean countries, this evidence needs to be updated. In other countries, such as Brazil and Argentina, the prevalence of drug resistance appears to be rising. Mutations conferring resistance against reverse transcriptase inhibitors were the most frequent in the analyzed populations (70% of all mutational events). HIV-1 subtype B was the most prevalent in Latin America and the Caribbean, although subtype C and B/F recombinants have significant contributions in Argentina and Brazil. Thus, we suggest that primary drug resistance in Latin America and the Caribbean could have been underestimated. Clinical monitoring should be improved to offer better therapy, reducing the risk for HIV-1 resistance emergence and spread, principally in vulnerable populations, such as men who have sex with men transmission group, sex workers and intravenous drug users.

  7. Introduction to Time Series Modeling

    CERN Document Server

    Kitagawa, Genshiro

    2010-01-01

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

  8. Modelling bursty time series

    International Nuclear Information System (INIS)

    Vajna, Szabolcs; Kertész, János; Tóth, Bálint

    2013-01-01

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

  9. Models for dependent time series

    CERN Document Server

    Tunnicliffe Wilson, Granville; Haywood, John

    2015-01-01

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

  10. Stochastic models for time series

    CERN Document Server

    Doukhan, Paul

    2018-01-01

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

  11. FOURIER SERIES MODELS THROUGH TRANSFORMATION

    African Journals Online (AJOL)

    DEPT

    monthly temperature data (1996 – 2005) collected from the National Root ... KEY WORDS: Fourier series, square transformation, multiplicative model, ... fluctuations or movements are often periodic(Ekpeyong,2005). .... significant trend or not, if the trend is not significant, the grand mean may be used as an estimate of trend.

  12. Multiple Indicator Stationary Time Series Models.

    Science.gov (United States)

    Sivo, Stephen A.

    2001-01-01

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

  13. CONTACT RESISTANCE MODELING

    Directory of Open Access Journals (Sweden)

    S. V. LOSKUTOV

    2018-05-01

    Full Text Available Purpose. To determine the contribution of the real contact spots distribution in the total conductivity of the conductors contact. Methodology. The electrical contact resistance research was carried out on models. The experimental part of this work was done on paper with a graphite layer with membranes (the first type and conductive liquids with discrete partitions (the second type. Findings. It is shown that the contact electrical resistance is mainly determined by the real area of metal contact. The experimental dependence of the electrical resistance of the second type model on the distance between the electrodes and the potential distribution along the sample surface for the first type model were obtained. The theoretical model based on the principle of electric field superposition was considered. The dependences obtained experimentally and calculated by using the theoretical model are in good agreement. Originality. The regularity of the electrical contact resistance formation on a large number of membranes was researched for the first time. A new model of discrete electrical contact based on the liquid as the conducting environment with nuclear membrane partitions was developed. The conclusions of the additivity of contact and bulk electrical resistance were done. Practical value. Based on these researches, a new experimental method of kinetic macroidentation that as a parameter of the metal surface layer deformation uses the real contact area was developed. This method allows to determine the value of average contact stresses, yield point, change of the stress on the depth of deformation depending on the surface treatment.

  14. Lag space estimation in time series modelling

    DEFF Research Database (Denmark)

    Goutte, Cyril

    1997-01-01

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

  15. 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

  16. Proliferation resistance modeling

    International Nuclear Information System (INIS)

    Bari, R.; Peterson, P.; Roglans, J.; Mladineo, S.; Nuclear Engineering Division; BNL; Univ. of California at Berkely; PNNL

    2004-01-01

    The National Nuclear Security Administration is developing methods for nonproliferation assessments. A working group on Nonproliferation Assessment Methodology (NPAM) assembled a toolbox of methods for various applications in the nonproliferation arena. One application of this methodology is to the evaluation of the proliferation resistance of Generation IV nuclear energy systems. This paper first summarizes the key results of the NPAM program and then provides results obtained thus far in the ongoing application, which is co-sponsored by the DOE Office of Nuclear Energy Science and Technology. In NPAM, a top-level measure of proliferation resistance for a fuel cycle system is developed from a hierarchy of metrics. The problem is decomposed into: metrics to be computed, barriers to proliferation, and a finite set of threats. The analyst models the process undertaken by the proliferant to overcome barriers to proliferation and evaluates the outcomes. In addition to proliferation resistance (PR) evaluation, the application also addresses physical protection (PP) evaluation against sabotage and theft. The Generation IV goal for future nuclear energy systems is to assure that they are very unattractive and the least desirable route for diversion or theft of weapons-usable materials, and provide increased physical protection against terrorism. An Expert Group, addressing this application, has identified six high-level measures for the PR goals (six measures have also been identified for the PP goals). Combined together, the complete set of measures provides information for program policy makers and system designers to compare specific system design features and integral system characteristics and to make choices among alternative options. The Group has developed a framework for a phased evaluation approach to analyzing PR and PP of system characteristics and to quantifying metrics and measures. This approach allows evaluations to become more detailed and representative

  17. Modelling conditional heteroscedasticity in nonstationary series

    NARCIS (Netherlands)

    Cizek, P.; Cizek, P.; Härdle, W.K.; Weron, R.

    2011-01-01

    A vast amount of econometrical and statistical research deals with modeling financial time series and their volatility, which measures the dispersion of a series at a point in time (i.e., conditional variance). Although financial markets have been experiencing many shorter and longer periods of

  18. Modeling seasonality in bimonthly time series

    NARCIS (Netherlands)

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

    1992-01-01

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

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

    OpenAIRE

    Kim Song Yon; Kim Mun Chol

    2013-01-01

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

  20. Bootstrapping a time series model

    International Nuclear Information System (INIS)

    Son, M.S.

    1984-01-01

    The bootstrap is a methodology for estimating standard errors. The idea is to use a Monte Carlo simulation experiment based on a nonparametric estimate of the error distribution. The main objective of this dissertation was to demonstrate the use of the bootstrap to attach standard errors to coefficient estimates and multi-period forecasts in a second-order autoregressive model fitted by least squares and maximum likelihood estimation. A secondary objective of this article was to present the bootstrap in the context of two econometric equations describing the unemployment rate and individual income tax in the state of Oklahoma. As it turns out, the conventional asymptotic formulae (both the least squares and maximum likelihood estimates) for estimating standard errors appear to overestimate the true standard errors. But there are two problems: 1) the first two observations y 1 and y 2 have been fixed, and 2) the residuals have not been inflated. After these two factors are considered in the trial and bootstrap experiment, both the conventional maximum likelihood and bootstrap estimates of the standard errors appear to be performing quite well. At present, there does not seem to be a good rule of thumb for deciding when the conventional asymptotic formulae will give acceptable results

  1. Time series modeling in traffic safety research.

    Science.gov (United States)

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

    2018-08-01

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

  2. 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

  3. Forecasting with nonlinear time series models

    DEFF Research Database (Denmark)

    Kock, Anders Bredahl; Teräsvirta, Timo

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

  4. Modeling vector nonlinear time series using POLYMARS

    NARCIS (Netherlands)

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

    2003-01-01

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

  5. Forecasting with periodic autoregressive time series models

    NARCIS (Netherlands)

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

    1999-01-01

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

  6. Thermomechanical Modelling of Resistance Welding

    DEFF Research Database (Denmark)

    Bay, Niels; Zhang, Wenqi

    2007-01-01

    The present paper describes a generic programme for analysis, optimization and development of resistance spot and projection welding. The programme includes an electrical model determining electric current and voltage distribution as well as heat generation, a thermal model calculating heat...

  7. On modeling panels of time series

    NARCIS (Netherlands)

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

    2002-01-01

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

  8. Time Series Modelling using Proc Varmax

    DEFF Research Database (Denmark)

    Milhøj, Anders

    2007-01-01

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

  9. Outlier Detection in Structural Time Series Models

    DEFF Research Database (Denmark)

    Marczak, Martyna; Proietti, Tommaso

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

  10. Determination of internal series resistance of PV devices: repeatability and uncertainty

    International Nuclear Information System (INIS)

    Trentadue, Germana; Pavanello, Diego; Salis, Elena; Field, Mike; Müllejans, Harald

    2016-01-01

    The calibration of photovoltaic devices requires the measurement of their current–voltage characteristics at standard test conditions (STC). As the latter can only be reached approximately, a curve translation is necessary, requiring among others the internal series resistance of the photovoltaic device as an input parameter. Therefore accurate and reliable determination of the series resistance is important in measurement and test laboratories. This work follows standard IEC 60891 ed 2 (2009) for the determination of the internal series resistance and investigates repeatability and uncertainty of the result in three aspects for a number of typical photovoltaic technologies. Firstly the effect of varying device temperature on the determined series resistance is determined experimentally and compared to a theoretical derivation showing agreement. It is found that the series resistance can be determined with an uncertainty of better than 5% if the device temperature is stable within  ±0.1 °C, whereas the temperature range of  ±2 °C allowed by the standard leads to much larger variations. Secondly the repeatability of the series resistance determination with respect to noise in current–voltage measurement is examined yielding typical values of  ±5%. Thirdly the determination of the series resistance using three different experimental set-ups (solar simulators) shows agreement on the level of  ±5% for crystalline Silicon photovoltaic devices and deviations up to 15% for thin-film devices. It is concluded that the internal series resistance of photovoltaic devices could be determined with an uncertainty of better than 10%. The influence of this uncertainty in series resistance on the electrical performance parameters of photovoltaic devices was estimated and showed a contribution of 0.05% for open-circuit voltage and 0.1% for maximum power. Furthermore it is concluded that the range of device temperatures allowed during determination of series

  11. A Laboratory Exercise in Physics: Determining the Resistance of Single Resistors and Series and Parallel Combinations of Resistance.

    Science.gov (United States)

    Schlenker, Richard M.

    Presented is a secondary level physics unit which introduces students to electrical resistance in series and parallel combinations, use of the voltmeter and ammeter, wiring simple circuits, and writing scientific reports. (SL)

  12. Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.

    Science.gov (United States)

    Xu, Zhiguang; MacEachern, Steven; Xu, Xinyi

    2015-02-01

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

  13. Estimating High-Dimensional Time Series Models

    DEFF Research Database (Denmark)

    Medeiros, Marcelo C.; Mendes, Eduardo F.

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

  14. An innovation resistance factor model

    Directory of Open Access Journals (Sweden)

    Siti Salwa Mohd Ishak

    2016-09-01

    Full Text Available The process and implementation strategy of information technology in construction is generally considered through the limiting prism of theoretical contexts generated from innovation diffusion and acceptance. This research argues that more attention should be given to understanding the positive effects of resistance. The study develops a theoretical framing for the Integrated Resistance Factor Model (IRFM. The framing uses a combination of diffusion of innovation theory, technology acceptance model and social network perspective. The model is tested to identify the most significant resistance factors using Partial Least Square (PLS technique. All constructs proposed in the model are found to be significant, valid and consistent with the theoretical framework. IRFM is shown to be an effective and appropriate model of user resistance factors. The most critical factors to influence technology resistance in the online project information management system (OPIMS context are: support from leaders and peers, complexity of the technology, compatibility with key work practices; and pre-trial of the technology before it is actually deployed. The study provides a new model for further research in technology innovation specific to the construction industry.

  15. Rolling Resistance Measurement and Model Development

    DEFF Research Database (Denmark)

    Andersen, Lasse Grinderslev; Larsen, Jesper; Fraser, Elsje Sophia

    2015-01-01

    There is an increased focus worldwide on understanding and modeling rolling resistance because reducing the rolling resistance by just a few percent will lead to substantial energy savings. This paper reviews the state of the art of rolling resistance research, focusing on measuring techniques, s......, surface and texture modeling, contact models, tire models, and macro-modeling of rolling resistance...

  16. From Taylor series to Taylor models

    International Nuclear Information System (INIS)

    Berz, Martin

    1997-01-01

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

  17. From Taylor series to Taylor models

    International Nuclear Information System (INIS)

    Berz, M.

    1997-01-01

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

  18. Time series modeling for syndromic surveillance

    Directory of Open Access Journals (Sweden)

    Mandl Kenneth D

    2003-01-01

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

  19. Fisher information framework for time series modeling

    Science.gov (United States)

    Venkatesan, R. C.; Plastino, A.

    2017-08-01

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

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

    African Journals Online (AJOL)

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

  1. 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...

  2. Neural Network Models for Time Series Forecasts

    OpenAIRE

    Tim Hill; Marcus O'Connor; William Remus

    1996-01-01

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

  3. Accurate calibration of resistance ratios between 1 MΩ and 1 GΩ using series resistors

    International Nuclear Information System (INIS)

    Yu, Kwang Min; Ihm, G

    2011-01-01

    As shown in high-resistance key comparisons carried out by the Consultative Committee for Electricity and Magnetism (CCEM), Inter-American Metrology System (SIM) and European Association of National Metrology Institutes (EURAMET), the accuracy of 10 MΩ and 1 GΩ resistances depends on ratio values between the reference resistance and unknown resistance and the accuracy of the reference resistance, which is determined with a quantized Hall resistance standard. This paper presents a method for calibrating 10:1 ratios in a high-resistance bridge using series resistors simply and accurately. By applying the 10:1 ratio errors determined using the presented method, the combined relative standard uncertainty for 1 GΩ resistance measurements using a modified Wheatstone bridge was estimated to be on the 1 × 10 −6 level. The method was also applied to 1 GΩ resistance measurements using a direct-current comparator resistance bridge. It was found that the 1 GΩ resistances determined by the two bridges agreed within 2.4 × 10 −6 Ω/Ω. We expect that the presented method can also be used to calibrate arbitrary resistance ratios

  4. Modeling Time Series Data for Supervised Learning

    Science.gov (United States)

    Baydogan, Mustafa Gokce

    2012-01-01

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

  5. Series Resistance Analysis of Passivated Emitter Rear Contact Cells Patterned Using Inkjet Printing

    Directory of Open Access Journals (Sweden)

    Martha A. T. Lenio

    2012-01-01

    Full Text Available For higher-efficiency solar cell structures, such as the Passivated Emitter Rear Contact (PERC cells, to be fabricated in a manufacturing environment, potentially low-cost techniques such as inkjet printing and metal plating are desirable. A common problem that is experienced when fabricating PERC cells is low fill factors due to high series resistance. This paper identifies and attempts to quantify sources of series resistance in inkjet-patterned PERC cells that employ electroless or light-induced nickel-plating techniques followed by copper light-induced plating. Photoluminescence imaging is used to determine locations of series resistance losses in these inkjet-patterned and plated PERC cells.

  6. TIME SERIES ANALYSIS USING A UNIQUE MODEL OF TRANSFORMATION

    Directory of Open Access Journals (Sweden)

    Goran Klepac

    2007-12-01

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

  7. Studies of axon-glial cell interactions and periaxonal K+ homeostasis--II. The effect of axonal stimulation, cholinergic agents and transport inhibitors on the resistance in series with the axon membrane.

    Science.gov (United States)

    Hassan, S; Lieberman, E M

    1988-06-01

    The small electrical resistance in series with the axon membrane is generally modeled as the intercellular pathway for current flow through the periaxonal glial (Schwann cell) sheath. The series resistance of the medial giant axon of the crayfish, Procambarus clarkii, was found to vary with conditions known to affect the electrical properties of the periaxonal glia. Series resistance was estimated from computer analysed voltage waveforms generated by axial wire-constant current and space clamp techniques. The average series resistance for all axons was 6.2 +/- 0.5 omega cm2 (n = 128). Values ranged between 1 and 30 omega cm2. The series resistance of axons with low resting membrane resistance (less than 1500 omega cm2) increased an average of 30% when stimulated for 45 s to 7 min (50 Hz) whereas the series resistance of high membrane resistance (greater than 1500 omega cm2) axons decreased an average of 10%. Carbachol (10(-7) M) caused the series resistance of low membrane resistance axons to decrease during stimulation but had no effect on high membrane resistance axons. d-Tubocurare (10(-8) M) caused the series resistance of high membrane resistance axons to increase during stimulation but had no effect on low membrane resistance axons. Bumetanide, a Na-K-Cl cotransport inhibitor and low [K+]o, prevented the stimulation-induced increase in series resistance of low membrane resistance axons but had no effect on the high membrane resistance axons. The results suggest that the series resistance of axons varies in response to the activity of the glial K+ uptake mechanisms stimulated by the appearance of K+ in the periaxonal space during action potential generation.(ABSTRACT TRUNCATED AT 250 WORDS)

  8. Sources of series resistance in the Harwell solid state alpha detector

    International Nuclear Information System (INIS)

    Rawlings, K.J.

    1985-12-01

    The metal-semiconductor contacts to the Harwell solid state alpha detector have been characterized and the effect of the contact geometry has been assessed. To a reasonable approximation the latter gives rise to an emitter series resistance with an expected range of 20 +- 8 ohms. The contacts behave like parallel RC networks which become noticeably frequency dependent above ca. 100 kHz. Up to this frequency the emitter contact is likely to add 6 +- 4 ohms to the series resistance and the contribution from the base contact varies inversely with the square of the diode's diameter, being 5 +- 3 ohms for a diode with a diameter of 30 mm. (author)

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

    CERN Document Server

    Zucchini, Walter

    2009-01-01

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

  10. Nanofluidic Devices with Two Pores in Series for Resistive-Pulse Sensing of Single Virus Capsids

    DEFF Research Database (Denmark)

    Harms, Zachary D.; Mogensen, Klaus Bo; Rodrigues de Sousa Nunes, Pedro André

    2011-01-01

    We report fabrication and characterization of nanochannel devices with two nanopores in series for resistive-pulse sensing of hepatitis B virus (HBV) capsids. The nanochannel and two pores are patterned by electron beam lithography between two microchannels and etched by reactive ion etching....... The two nanopores are 50-nm wide, 50-nm deep, and 40-nm long and are spaced 2.0-μm apart. The nanochannel that brackets the two pores is 20 wider (1 μm) to reduce the electrical resistance adjacent to the two pores and to ensure the current returns to its baseline value between resistive-pulse events...

  11. 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.

  12. Series Resistance Monitoring for Photovoltaic Modules in the Vicinity of MPP

    DEFF Research Database (Denmark)

    Sera, Dezso

    2010-01-01

    Faults and performance deterioration issues related to increases of the series resistance in PV modules or arrays are one of the most common causes to decrease the energy yield of photovoltaic installations. Therefore, the early detection of such failure types is very important in order to minimize...

  13. Photovoltaic module diagnostics by series resistance monitoring and temperature and rated power estimation

    DEFF Research Database (Denmark)

    Sera, Dezso; Teodorescu, Remus; Rodriguez, Pedro

    2008-01-01

    One of the most important parameters, which characterize a photovoltaic panel health state, is its series resistance. An increase of this normally indicates bad contacts between cells or panels. Another important property, which characterizes the aging of the panel is the reduction of its MPP power...

  14. Fourier Series, the DFT and Shape Modelling

    DEFF Research Database (Denmark)

    Skoglund, Karl

    2004-01-01

    This report provides an introduction to Fourier series, the discrete Fourier transform, complex geometry and Fourier descriptors for shape analysis. The content is aimed at undergraduate and graduate students who wish to learn about Fourier analysis in general, as well as its application to shape...

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

    Science.gov (United States)

    Qi, Min; Zhang, G Peter

    2008-05-01

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

  16. Multiple Time Series Ising Model for Financial Market Simulations

    International Nuclear Information System (INIS)

    Takaishi, Tetsuya

    2015-01-01

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

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

    African Journals Online (AJOL)

    PUBLICATIONS1

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

  18. Small Sample Properties of Bayesian Multivariate Autoregressive Time Series Models

    Science.gov (United States)

    Price, Larry R.

    2012-01-01

    The aim of this study was to compare the small sample (N = 1, 3, 5, 10, 15) performance of a Bayesian multivariate vector autoregressive (BVAR-SEM) time series model relative to frequentist power and parameter estimation bias. A multivariate autoregressive model was developed based on correlated autoregressive time series vectors of varying…

  19. Estimation of pure autoregressive vector models for revenue series ...

    African Journals Online (AJOL)

    This paper aims at applying multivariate approach to Box and Jenkins univariate time series modeling to three vector series. General Autoregressive Vector Models with time varying coefficients are estimated. The first vector is a response vector, while others are predictor vectors. By matrix expansion each vector, whether ...

  20. Parameterizing unconditional skewness in models for financial time series

    DEFF Research Database (Denmark)

    He, Changli; Silvennoinen, Annastiina; Teräsvirta, Timo

    In this paper we consider the third-moment structure of a class of time series models. It is often argued that the marginal distribution of financial time series such as returns is skewed. Therefore it is of importance to know what properties a model should possess if it is to accommodate...

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

    DEFF Research Database (Denmark)

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

    1997-01-01

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

  2. A grid-voltage-sensorless resistive active power filter with series LC-filter

    DEFF Research Database (Denmark)

    Bai, Haofeng; Wang, Xiongfei; Blaabjerg, Frede

    2017-01-01

    Voltage-sensorless control has been investigated for Voltage Source Inverters (VSIs) for many years due to the reduced system cost and potentially improved system reliability. The VSI based Resistive Active Power Filters (R-APFs) are now widely used to prevent the harmonic resonance in power...... distribution network, for which the voltage sensors are needed in order to obtain the current reference. In this paper a grid-voltage-sensorless control strategy is proposed for the R-APF with series LC-filter. Unlike the traditional resistance emulation method, this proposed control method re...

  3. A Grid-Voltage-Sensorless Resistive Active Power Filter with Series LC-Filter

    DEFF Research Database (Denmark)

    Bai, Haofeng; Wang, Xiongfei; Blaabjerg, Frede

    2018-01-01

    Voltage-sensorless control has been investigated for Voltage Source Inverters (VSIs) for many years due to the reduced system cost and potentially improved system reliability. The VSI based Resistive Active Power Filters (R-APFs) are now widely used to prevent the harmonic resonance in power...... distribution network, for which the voltage sensors are needed in order to obtain the current reference. In this paper a grid-voltage-sensorless control strategy is proposed for the R-APF with series LC-filter. Unlike the traditional resistance emulation method, this proposed control method re...

  4. Time series sightability modeling of animal populations.

    Science.gov (United States)

    ArchMiller, Althea A; Dorazio, Robert M; St Clair, Katherine; Fieberg, John R

    2018-01-01

    Logistic regression models-or "sightability models"-fit to detection/non-detection data from marked individuals are often used to adjust for visibility bias in later detection-only surveys, with population abundance estimated using a modified Horvitz-Thompson (mHT) estimator. More recently, a model-based alternative for analyzing combined detection/non-detection and detection-only data was developed. This approach seemed promising, since it resulted in similar estimates as the mHT when applied to data from moose (Alces alces) surveys in Minnesota. More importantly, it provided a framework for developing flexible models for analyzing multiyear detection-only survey data in combination with detection/non-detection data. During initial attempts to extend the model-based approach to multiple years of detection-only data, we found that estimates of detection probabilities and population abundance were sensitive to the amount of detection-only data included in the combined (detection/non-detection and detection-only) analysis. Subsequently, we developed a robust hierarchical modeling approach where sightability model parameters are informed only by the detection/non-detection data, and we used this approach to fit a fixed-effects model (FE model) with year-specific parameters and a temporally-smoothed model (TS model) that shares information across years via random effects and a temporal spline. The abundance estimates from the TS model were more precise, with decreased interannual variability relative to the FE model and mHT abundance estimates, illustrating the potential benefits from model-based approaches that allow information to be shared across years.

  5. Time series modelling of overflow structures

    DEFF Research Database (Denmark)

    Carstensen, J.; Harremoës, P.

    1997-01-01

    The dynamics of a storage pipe is examined using a grey-box model based on on-line measured data. The grey-box modelling approach uses a combination of physically-based and empirical terms in the model formulation. The model provides an on-line state estimate of the overflows, pumping capacities...... and available storage capacity in the pipe as well as predictions of future states. A linear overflow relation is found, differing significantly from the traditional modelling approach. This is due to complicated overflow structures in a hydraulic sense where the overflow is governed by inertia from the inflow...... to the overflow structures. The capacity of a pump draining the storage pipe has been estimated for two rain events, revealing that the pump was malfunctioning during the first rain event. The grey-box modelling approach is applicable for automated on-line surveillance and control. (C) 1997 IAWQ. Published...

  6. Time series sightability modeling of animal populations

    Science.gov (United States)

    ArchMiller, Althea A.; Dorazio, Robert; St. Clair, Katherine; Fieberg, John R.

    2018-01-01

    Logistic regression models—or “sightability models”—fit to detection/non-detection data from marked individuals are often used to adjust for visibility bias in later detection-only surveys, with population abundance estimated using a modified Horvitz-Thompson (mHT) estimator. More recently, a model-based alternative for analyzing combined detection/non-detection and detection-only data was developed. This approach seemed promising, since it resulted in similar estimates as the mHT when applied to data from moose (Alces alces) surveys in Minnesota. More importantly, it provided a framework for developing flexible models for analyzing multiyear detection-only survey data in combination with detection/non-detection data. During initial attempts to extend the model-based approach to multiple years of detection-only data, we found that estimates of detection probabilities and population abundance were sensitive to the amount of detection-only data included in the combined (detection/non-detection and detection-only) analysis. Subsequently, we developed a robust hierarchical modeling approach where sightability model parameters are informed only by the detection/non-detection data, and we used this approach to fit a fixed-effects model (FE model) with year-specific parameters and a temporally-smoothed model (TS model) that shares information across years via random effects and a temporal spline. The abundance estimates from the TS model were more precise, with decreased interannual variability relative to the FE model and mHT abundance estimates, illustrating the potential benefits from model-based approaches that allow information to be shared across years.

  7. Investigation of series resistance and surface states in Au/n - GaP structures

    International Nuclear Information System (INIS)

    Kiymaz, A.; Onal, B.; Ozer, M.; Acar, S.

    2009-01-01

    The variation in series resistance and surface state density of Au/n - GaP Schottky diodes have been systematically investigated at room temperature by using capacitance-voltage C-V and conductance-voltage G/w-V measurements techniques. The C-V and G/w-V characteristics of these devices were investigated by considering series resistance effects in a wide frequency range. It is shown that the capacitance of the Au/n - GaP Schottky diode decreases with increasing frequency. It is assumed that the surface states were responsible for this behaviour. The distribution profile of Rs-V gives a peak in the depletion region at low frequencies and disappears with increasing frequencies

  8. The use of synthetic input sequences in time series modeling

    International Nuclear Information System (INIS)

    Oliveira, Dair Jose de; Letellier, Christophe; Gomes, Murilo E.D.; Aguirre, Luis A.

    2008-01-01

    In many situations time series models obtained from noise-like data settle to trivial solutions under iteration. This Letter proposes a way of producing a synthetic (dummy) input, that is included to prevent the model from settling down to a trivial solution, while maintaining features of the original signal. Simulated benchmark models and a real time series of RR intervals from an ECG are used to illustrate the procedure

  9. Fourier series models through transformation | Omekara | Global ...

    African Journals Online (AJOL)

    As a result, the square transformation which outperforms the others is adopted. Consequently, each of the multiplicative and additive FSA models fitted to the transformed data are then subjected to a test for white noise based on spectral analysis. The result of this test shows that only the multiplicative model is adequate.

  10. Time domain series system definition and gear set reliability modeling

    International Nuclear Information System (INIS)

    Xie, Liyang; Wu, Ningxiang; Qian, Wenxue

    2016-01-01

    Time-dependent multi-configuration is a typical feature for mechanical systems such as gear trains and chain drives. As a series system, a gear train is distinct from a traditional series system, such as a chain, in load transmission path, system-component relationship, system functioning manner, as well as time-dependent system configuration. Firstly, the present paper defines time-domain series system to which the traditional series system reliability model is not adequate. Then, system specific reliability modeling technique is proposed for gear sets, including component (tooth) and subsystem (tooth-pair) load history description, material priori/posterior strength expression, time-dependent and system specific load-strength interference analysis, as well as statistically dependent failure events treatment. Consequently, several system reliability models are developed for gear sets with different tooth numbers in the scenario of tooth root material ultimate tensile strength failure. The application of the models is discussed in the last part, and the differences between the system specific reliability model and the traditional series system reliability model are illustrated by virtue of several numerical examples. - Highlights: • A new type of series system, i.e. time-domain multi-configuration series system is defined, that is of great significance to reliability modeling. • Multi-level statistical analysis based reliability modeling method is presented for gear transmission system. • Several system specific reliability models are established for gear set reliability estimation. • The differences between the traditional series system reliability model and the new model are illustrated.

  11. Long Memory Models to Generate Synthetic Hydrological Series

    Directory of Open Access Journals (Sweden)

    Guilherme Armando de Almeida Pereira

    2014-01-01

    Full Text Available In Brazil, much of the energy production comes from hydroelectric plants whose planning is not trivial due to the strong dependence on rainfall regimes. This planning is accomplished through optimization models that use inputs such as synthetic hydrologic series generated from the statistical model PAR(p (periodic autoregressive. Recently, Brazil began the search for alternative models able to capture the effects that the traditional model PAR(p does not incorporate, such as long memory effects. Long memory in a time series can be defined as a significant dependence between lags separated by a long period of time. Thus, this research develops a study of the effects of long dependence in the series of streamflow natural energy in the South subsystem, in order to estimate a long memory model capable of generating synthetic hydrologic series.

  12. Tempered fractional time series model for turbulence in geophysical flows

    Science.gov (United States)

    Meerschaert, Mark M.; Sabzikar, Farzad; Phanikumar, Mantha S.; Zeleke, Aklilu

    2014-09-01

    We propose a new time series model for velocity data in turbulent flows. The new model employs tempered fractional calculus to extend the classical 5/3 spectral model of Kolmogorov. Application to wind speed and water velocity in a large lake are presented, to demonstrate the practical utility of the model.

  13. Tempered fractional time series model for turbulence in geophysical flows

    International Nuclear Information System (INIS)

    Meerschaert, Mark M; Sabzikar, Farzad; Phanikumar, Mantha S; Zeleke, Aklilu

    2014-01-01

    We propose a new time series model for velocity data in turbulent flows. The new model employs tempered fractional calculus to extend the classical 5/3 spectral model of Kolmogorov. Application to wind speed and water velocity in a large lake are presented, to demonstrate the practical utility of the model. (paper)

  14. Stress corrosion cracking resistance of aluminum alloy 7000 series after two-step aging

    Directory of Open Access Journals (Sweden)

    Jegdić Bore V.

    2015-01-01

    Full Text Available The effect of one step-and a new (short two-step aging on the resistance to stress corrosion cracking of an aluminum alloy 7000 series was investigated, using slow strain rate test and fracture mechanics method. Aging level in the tested alloy was evaluated by means of scanning electron microscopy and measurements of electrical resistivity. It was shown that the alloy after the new two-step aging is significantly more resistant to stress corrosion cracking. Values of tensile properties and fracture toughness are similar for both thermal states. Processes that take place at the crack tip have been considered. The effect of the testing solution temperature on the crack growth rate on the plateau was determined. Two values of the apparent activation energy were obtained. These values correspond to different processes that control crack growth rate on the plateau at higher and lower temperatures. [Projekat Ministarstva nauke Republike Srbije, br. TR 34028 i br. TR 34016

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

    African Journals Online (AJOL)

    PUBLICATIONS1

    Carlo method of forecasting using a special nonlinear time series model, called logistic smooth transition ... We illustrate this new method using some simulation ..... in MATLAB 7.5.0. ... process (DGP) using the logistic smooth transi-.

  16. Structural Equation Modeling of Multivariate Time Series

    Science.gov (United States)

    du Toit, Stephen H. C.; Browne, Michael W.

    2007-01-01

    The covariance structure of a vector autoregressive process with moving average residuals (VARMA) is derived. It differs from other available expressions for the covariance function of a stationary VARMA process and is compatible with current structural equation methodology. Structural equation modeling programs, such as LISREL, may therefore be…

  17. LPV system identification using series expansion models

    NARCIS (Netherlands)

    Toth, R.; Heuberger, P.S.C.; Hof, Van den P.M.J.; Santos, dos P.L.; Perdicoúlis, T.P.A.; Novara, C.; Ramos, J.A.; Rivera, D.E.

    2011-01-01

    This review volume reports the state-of-the-art in Linear Parameter Varying (LPV) system identification. Written by world renowned researchers, the book contains twelve chapters, focusing on the most recent LPV identification methods for both discrete-time and continuous-time models, using different

  18. Forecasting daily meteorological time series using ARIMA and regression models

    Science.gov (United States)

    Murat, Małgorzata; Malinowska, Iwona; Gos, Magdalena; Krzyszczak, Jaromir

    2018-04-01

    The daily air temperature and precipitation time series recorded between January 1, 1980 and December 31, 2010 in four European sites (Jokioinen, Dikopshof, Lleida and Lublin) from different climatic zones were modeled and forecasted. In our forecasting we used the methods of the Box-Jenkins and Holt- Winters seasonal auto regressive integrated moving-average, the autoregressive integrated moving-average with external regressors in the form of Fourier terms and the time series regression, including trend and seasonality components methodology with R software. It was demonstrated that obtained models are able to capture the dynamics of the time series data and to produce sensible forecasts.

  19. Models to Study Colonisation and Colonisation Resistance

    OpenAIRE

    Boreau, H.; Hartmann, L.; Karjalainen, T.; Rowland, I.; Wilkinson, M. H. F.

    2011-01-01

    This review describes various in vivo animal models (humans; conventional animals administered antimicrobial agents and animals species used; gnotobiotic and germ-free animals), in vitro models (luminal and mucosal), and in silico and mathematicalmodels which have been developed to study colonisation and colonisation resistance and effects of gut flora on hosts. Where applicable, the advantages and disadvantages of each model are discussed.Keywords: colonisation, colonisation resistance, anim...

  20. With string model to time series forecasting

    Science.gov (United States)

    Pinčák, Richard; Bartoš, Erik

    2015-10-01

    Overwhelming majority of econometric models applied on a long term basis in the financial forex market do not work sufficiently well. The reason is that transaction costs and arbitrage opportunity are not included, as this does not simulate the real financial markets. Analyses are not conducted on the non equidistant date but rather on the aggregate date, which is also not a real financial case. In this paper, we would like to show a new way how to analyze and, moreover, forecast financial market. We utilize the projections of the real exchange rate dynamics onto the string-like topology in the OANDA market. The latter approach allows us to build the stable prediction models in trading in the financial forex market. The real application of the multi-string structures is provided to demonstrate our ideas for the solution of the problem of the robust portfolio selection. The comparison with the trend following strategies was performed, the stability of the algorithm on the transaction costs for long trade periods was confirmed.

  1. Koopman Operator Framework for Time Series Modeling and Analysis

    Science.gov (United States)

    Surana, Amit

    2018-01-01

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

  2. Stochastic modeling of hourly rainfall times series in Campania (Italy)

    Science.gov (United States)

    Giorgio, M.; Greco, R.

    2009-04-01

    Occurrence of flowslides and floods in small catchments is uneasy to predict, since it is affected by a number of variables, such as mechanical and hydraulic soil properties, slope morphology, vegetation coverage, rainfall spatial and temporal variability. Consequently, landslide risk assessment procedures and early warning systems still rely on simple empirical models based on correlation between recorded rainfall data and observed landslides and/or river discharges. Effectiveness of such systems could be improved by reliable quantitative rainfall prediction, which can allow gaining larger lead-times. Analysis of on-site recorded rainfall height time series represents the most effective approach for a reliable prediction of local temporal evolution of rainfall. Hydrological time series analysis is a widely studied field in hydrology, often carried out by means of autoregressive models, such as AR, ARMA, ARX, ARMAX (e.g. Salas [1992]). Such models gave the best results when applied to the analysis of autocorrelated hydrological time series, like river flow or level time series. Conversely, they are not able to model the behaviour of intermittent time series, like point rainfall height series usually are, especially when recorded with short sampling time intervals. More useful for this issue are the so-called DRIP (Disaggregated Rectangular Intensity Pulse) and NSRP (Neymann-Scott Rectangular Pulse) model [Heneker et al., 2001; Cowpertwait et al., 2002], usually adopted to generate synthetic point rainfall series. In this paper, the DRIP model approach is adopted, in which the sequence of rain storms and dry intervals constituting the structure of rainfall time series is modeled as an alternating renewal process. Final aim of the study is to provide a useful tool to implement an early warning system for hydrogeological risk management. Model calibration has been carried out with hourly rainfall hieght data provided by the rain gauges of Campania Region civil

  3. Models for Pooled Time-Series Cross-Section Data

    Directory of Open Access Journals (Sweden)

    Lawrence E Raffalovich

    2015-07-01

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

  4. Small-signal model for the series resonant converter

    Science.gov (United States)

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

    1985-01-01

    The results of a previous discrete-time model of the series resonant dc-dc converter are reviewed and from these a small signal dynamic model is derived. This model is valid for low frequencies and is based on the modulation of the diode conduction angle for control. The basic converter is modeled separately from its output filter to facilitate the use of these results for design purposes. Experimental results are presented.

  5. Identification of human operator performance models utilizing time series analysis

    Science.gov (United States)

    Holden, F. M.; Shinners, S. M.

    1973-01-01

    The results of an effort performed by Sperry Systems Management Division for AMRL in applying time series analysis as a tool for modeling the human operator are presented. This technique is utilized for determining the variation of the human transfer function under various levels of stress. The human operator's model is determined based on actual input and output data from a tracking experiment.

  6. Analysis of series resistance effects on forward I - V and C - V characteristics of mis type diodes

    International Nuclear Information System (INIS)

    Altindal, S.; Tekeli, Z.; Karadeniz, S.; Tugluoglu, N.; Ercan, I.

    2002-01-01

    In order to determine the series resistance R s , we have followed Lie et al., Cheung et al. and Kang et al., from the plot of I vs dV/dLn(I) which was linear curve over a wide range of current values at each temperature. The values of Rs were obtained from the slope of the linear parts of the curves and then the series resistance at each temperature has been evaluated at Ln(I) vs (V-IR s ) curves. The curves are linear over a wide range of voltage. The most reliable values of ideality factor n and reverse saturation current Is were then determined. In addition to role of series resistance on the C-V and G-V characteristics of diode have been investigated. Both C-V and G-V measurements show that the measured capacitance and conductance seriously varies with applied bias and frequency due to presence of R s . The density of interface states, barrier height and series resistance from the forward bias I-V characteristics using this method agrees very well with that obtained from the capacitance technique. It is clear that ignoring the series resistance (device with high series resistance) can lead to significant errors in the analysis of the I-V-T, C-V-f and G-V-f characteristics

  7. Optimum design of matrix fault current limiters using the series resistance connected with shunt coil

    Science.gov (United States)

    Chung, D. C.; Choi, H. S.; Lee, N. Y.; Nam, G. Y.; Cho, Y. S.; Sung, T. H.; Han, Y. H.; Kim, B. S.; Lim, S. H.

    2007-10-01

    In this paper we described the improved design for the matrix fault current limiters (MFCL). To do this, we used thin film-type superconducting elements. therefore it means that we can make the MFCL with minimized size and high switching speed because of the high current density and the high indexing value of superconducting thin film. Also we could minimize the bulky shunt coil using the connection of a series resistance with a shunt coil. Also we could effectively block up a leakage current in shunt coils under no-fault condition and simply control total impedances of a current-limiting part using this method. After we designed an appropriated 1 × 2 basic MFCL module with an applied voltage of 160 V, we enlarged it to a 2 × 2 MFCL module and a 3 × 2 MFCL module where applied voltages were 320 V and 480 V, respectively. Experimental results for our MFCL were reported in terms of various fault currents, variation of series resistance and so on. We think that these methods will be useful in the optimum design of an m × n MFCL.

  8. Optimum design of matrix fault current limiters using the series resistance connected with shunt coil

    International Nuclear Information System (INIS)

    Chung, D.C.; Choi, H.S.; Lee, N.Y.; Nam, G.Y.; Cho, Y.S.; Sung, T.H.; Han, Y.H.; Kim, B.S.; Lim, S.H.

    2007-01-01

    In this paper we described the improved design for the matrix fault current limiters (MFCL). To do this, we used thin film-type superconducting elements. therefore it means that we can make the MFCL with minimized size and high switching speed because of the high current density and the high indexing value of superconducting thin film. Also we could minimize the bulky shunt coil using the connection of a series resistance with a shunt coil. Also we could effectively block up a leakage current in shunt coils under no-fault condition and simply control total impedances of a current-limiting part using this method. After we designed an appropriated 1 x 2 basic MFCL module with an applied voltage of 160 V, we enlarged it to a 2 x 2 MFCL module and a 3 x 2 MFCL module where applied voltages were 320 V and 480 V, respectively. Experimental results for our MFCL were reported in terms of various fault currents, variation of series resistance and so on. We think that these methods will be useful in the optimum design of an m x n MFCL

  9. RADON CONCENTRATION TIME SERIES MODELING AND APPLICATION DISCUSSION.

    Science.gov (United States)

    Stránský, V; Thinová, L

    2017-11-01

    In the year 2010 a continual radon measurement was established at Mladeč Caves in the Czech Republic using a continual radon monitor RADIM3A. In order to model radon time series in the years 2010-15, the Box-Jenkins Methodology, often used in econometrics, was applied. Because of the behavior of radon concentrations (RCs), a seasonal integrated, autoregressive moving averages model with exogenous variables (SARIMAX) has been chosen to model the measured time series. This model uses the time series seasonality, previously acquired values and delayed atmospheric parameters, to forecast RC. The developed model for RC time series is called regARIMA(5,1,3). Model residuals could be retrospectively compared with seismic evidence of local or global earthquakes, which occurred during the RCs measurement. This technique enables us to asses if continuously measured RC could serve an earthquake precursor. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

  10. High-temperature series expansions for random Potts models

    Directory of Open Access Journals (Sweden)

    M.Hellmund

    2005-01-01

    Full Text Available We discuss recently generated high-temperature series expansions for the free energy and the susceptibility of random-bond q-state Potts models on hypercubic lattices. Using the star-graph expansion technique, quenched disorder averages can be calculated exactly for arbitrary uncorrelated coupling distributions while keeping the disorder strength p as well as the dimension d as symbolic parameters. We present analyses of the new series for the susceptibility of the Ising (q=2 and 4-state Potts model in three dimensions up to the order 19 and 18, respectively, and compare our findings with results from field-theoretical renormalization group studies and Monte Carlo simulations.

  11. New series of 3 D lattice integrable models

    International Nuclear Information System (INIS)

    Mangazeev, V.V.; Sergeev, S.M.; Stroganov, Yu.G.

    1993-01-01

    In this paper we present a new series of 3-dimensional integrable lattice models with N colors. The weight functions of the models satisfy modified tetrahedron equations with N states and give a commuting family of two-layer transfer-matrices. The dependence on the spectral parameters corresponds to the static limit of the modified tetrahedron equations and weights are parameterized in terms of elliptic functions. The models contain two free parameters: elliptic modulus and additional parameter η. 12 refs

  12. Quality Quandaries- Time Series Model Selection and Parsimony

    DEFF Research Database (Denmark)

    Bisgaard, Søren; Kulahci, Murat

    2009-01-01

    Some of the issues involved in selecting adequate models for time series data are discussed using an example concerning the number of users of an Internet server. The process of selecting an appropriate model is subjective and requires experience and judgment. The authors believe an important...... consideration in model selection should be parameter parsimony. They favor the use of parsimonious mixed ARMA models, noting that research has shown that a model building strategy that considers only autoregressive representations will lead to non-parsimonious models and to loss of forecasting accuracy....

  13. Tumour resistance to cisplatin: a modelling approach

    International Nuclear Information System (INIS)

    Marcu, L; Bezak, E; Olver, I; Doorn, T van

    2005-01-01

    Although chemotherapy has revolutionized the treatment of haematological tumours, in many common solid tumours the success has been limited. Some of the reasons for the limitations are: the timing of drug delivery, resistance to the drug, repopulation between cycles of chemotherapy and the lack of complete understanding of the pharmacokinetics and pharmacodynamics of a specific agent. Cisplatin is among the most effective cytotoxic agents used in head and neck cancer treatments. When modelling cisplatin as a single agent, the properties of cisplatin only have to be taken into account, reducing the number of assumptions that are considered in the generalized chemotherapy models. The aim of the present paper is to model the biological effect of cisplatin and to simulate the consequence of cisplatin resistance on tumour control. The 'treated' tumour is a squamous cell carcinoma of the head and neck, previously grown by computer-based Monte Carlo techniques. The model maintained the biological constitution of a tumour through the generation of stem cells, proliferating cells and non-proliferating cells. Cell kinetic parameters (mean cell cycle time, cell loss factor, thymidine labelling index) were also consistent with the literature. A sensitivity study on the contribution of various mechanisms leading to drug resistance is undertaken. To quantify the extent of drug resistance, the cisplatin resistance factor (CRF) is defined as the ratio between the number of surviving cells of the resistant population and the number of surviving cells of the sensitive population, determined after the same treatment time. It is shown that there is a supra-linear dependence of CRF on the percentage of cisplatin-DNA adducts formed, and a sigmoid-like dependence between CRF and the percentage of cells killed in resistant tumours. Drug resistance is shown to be a cumulative process which eventually can overcome tumour regression leading to treatment failure

  14. Tumour resistance to cisplatin: a modelling approach

    Energy Technology Data Exchange (ETDEWEB)

    Marcu, L [School of Chemistry and Physics, University of Adelaide, North Terrace, SA 5000 (Australia); Bezak, E [School of Chemistry and Physics, University of Adelaide, North Terrace, SA 5000 (Australia); Olver, I [Faculty of Medicine, University of Adelaide, North Terrace, SA 5000 (Australia); Doorn, T van [School of Chemistry and Physics, University of Adelaide, North Terrace, SA 5000 (Australia)

    2005-01-07

    Although chemotherapy has revolutionized the treatment of haematological tumours, in many common solid tumours the success has been limited. Some of the reasons for the limitations are: the timing of drug delivery, resistance to the drug, repopulation between cycles of chemotherapy and the lack of complete understanding of the pharmacokinetics and pharmacodynamics of a specific agent. Cisplatin is among the most effective cytotoxic agents used in head and neck cancer treatments. When modelling cisplatin as a single agent, the properties of cisplatin only have to be taken into account, reducing the number of assumptions that are considered in the generalized chemotherapy models. The aim of the present paper is to model the biological effect of cisplatin and to simulate the consequence of cisplatin resistance on tumour control. The 'treated' tumour is a squamous cell carcinoma of the head and neck, previously grown by computer-based Monte Carlo techniques. The model maintained the biological constitution of a tumour through the generation of stem cells, proliferating cells and non-proliferating cells. Cell kinetic parameters (mean cell cycle time, cell loss factor, thymidine labelling index) were also consistent with the literature. A sensitivity study on the contribution of various mechanisms leading to drug resistance is undertaken. To quantify the extent of drug resistance, the cisplatin resistance factor (CRF) is defined as the ratio between the number of surviving cells of the resistant population and the number of surviving cells of the sensitive population, determined after the same treatment time. It is shown that there is a supra-linear dependence of CRF on the percentage of cisplatin-DNA adducts formed, and a sigmoid-like dependence between CRF and the percentage of cells killed in resistant tumours. Drug resistance is shown to be a cumulative process which eventually can overcome tumour regression leading to treatment failure.

  15. Impact of Nickel silicide Rear Metallization on Series Resistance of Crystalline Silicon Solar Cells

    KAUST Repository

    Bahabry, Rabab R

    2018-01-11

    The Silicon-based solar cell is one of the most important enablers toward high efficiency and low-cost clean energy resource. Metallization of silicon-based solar cells typically utilizes screen printed silver-Aluminium (Ag-Al) which affects the optimal electrical performance. To date, metal silicide-based ohmic contacts are occasionally used as an alternative candidate only to the front contact grid lines in crystalline silicon (c-Si) based solar cells. In this paper, we investigate the electrical characteristics of nickel mono-silicide (NiSi)/Cu-Al ohmic contact on the rear side of c-Si solar cells. We observe a significant enhancement in the fill factor of around 6.5% for NiSi/Cu-Al rear contacts leading to increasing the efficiency by 1.2% compared to Ag-Al. This is attributed to the improvement of the parasitic resistance in which the series resistance decreased by 0.737 Ω.cm². Further, we complement experimental observation with a simulation of different contact resistance values, which manifests NiSi/Cu-Al rear contact as a promising low-cost metallization for c-Si solar cells with enhanced efficiency.

  16. Single-Index Additive Vector Autoregressive Time Series Models

    KAUST Repository

    LI, YEHUA; GENTON, MARC G.

    2009-01-01

    We study a new class of nonlinear autoregressive models for vector time series, where the current vector depends on single-indexes defined on the past lags and the effects of different lags have an additive form. A sufficient condition is provided

  17. Book Review: "Hidden Markov Models for Time Series: An ...

    African Journals Online (AJOL)

    Hidden Markov Models for Time Series: An Introduction using R. by Walter Zucchini and Iain L. MacDonald. Chapman & Hall (CRC Press), 2009. Full Text: EMAIL FULL TEXT EMAIL FULL TEXT · DOWNLOAD FULL TEXT DOWNLOAD FULL TEXT · http://dx.doi.org/10.4314/saaj.v10i1.61717 · AJOL African Journals Online.

  18. Modeling the full-bridge series-resonant power converter

    Science.gov (United States)

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

    1982-01-01

    A steady state model is derived for the full-bridge series-resonant power converter. Normalized parametric curves for various currents and voltages are then plotted versus the triggering angle of the switching devices. The calculations are compared with experimental measurements made on a 50 kHz converter and a discussion of certain operating problems is presented.

  19. Multivariate time series modeling of selected childhood diseases in ...

    African Journals Online (AJOL)

    This paper is focused on modeling the five most prevalent childhood diseases in Akwa Ibom State using a multivariate approach to time series. An aggregate of 78,839 reported cases of malaria, upper respiratory tract infection (URTI), Pneumonia, anaemia and tetanus were extracted from five randomly selected hospitals in ...

  20. Recursive Bayesian recurrent neural networks for time-series modeling.

    Science.gov (United States)

    Mirikitani, Derrick T; Nikolaev, Nikolay

    2010-02-01

    This paper develops a probabilistic approach to recursive second-order training of recurrent neural networks (RNNs) for improved time-series modeling. A general recursive Bayesian Levenberg-Marquardt algorithm is derived to sequentially update the weights and the covariance (Hessian) matrix. The main strengths of the approach are a principled handling of the regularization hyperparameters that leads to better generalization, and stable numerical performance. The framework involves the adaptation of a noise hyperparameter and local weight prior hyperparameters, which represent the noise in the data and the uncertainties in the model parameters. Experimental investigations using artificial and real-world data sets show that RNNs equipped with the proposed approach outperform standard real-time recurrent learning and extended Kalman training algorithms for recurrent networks, as well as other contemporary nonlinear neural models, on time-series modeling.

  1. Modeling Philippine Stock Exchange Composite Index Using Time Series Analysis

    Science.gov (United States)

    Gayo, W. S.; Urrutia, J. D.; Temple, J. M. F.; Sandoval, J. R. D.; Sanglay, J. E. A.

    2015-06-01

    This study was conducted to develop a time series model of the Philippine Stock Exchange Composite Index and its volatility using the finite mixture of ARIMA model with conditional variance equations such as ARCH, GARCH, EG ARCH, TARCH and PARCH models. Also, the study aimed to find out the reason behind the behaviorof PSEi, that is, which of the economic variables - Consumer Price Index, crude oil price, foreign exchange rate, gold price, interest rate, money supply, price-earnings ratio, Producers’ Price Index and terms of trade - can be used in projecting future values of PSEi and this was examined using Granger Causality Test. The findings showed that the best time series model for Philippine Stock Exchange Composite index is ARIMA(1,1,5) - ARCH(1). Also, Consumer Price Index, crude oil price and foreign exchange rate are factors concluded to Granger cause Philippine Stock Exchange Composite Index.

  2. Neural network versus classical time series forecasting models

    Science.gov (United States)

    Nor, Maria Elena; Safuan, Hamizah Mohd; Shab, Noorzehan Fazahiyah Md; Asrul, Mohd; Abdullah, Affendi; Mohamad, Nurul Asmaa Izzati; Lee, Muhammad Hisyam

    2017-05-01

    Artificial neural network (ANN) has advantage in time series forecasting as it has potential to solve complex forecasting problems. This is because ANN is data driven approach which able to be trained to map past values of a time series. In this study the forecast performance between neural network and classical time series forecasting method namely seasonal autoregressive integrated moving average models was being compared by utilizing gold price data. Moreover, the effect of different data preprocessing on the forecast performance of neural network being examined. The forecast accuracy was evaluated using mean absolute deviation, root mean square error and mean absolute percentage error. It was found that ANN produced the most accurate forecast when Box-Cox transformation was used as data preprocessing.

  3. Time series ARIMA models for daily price of palm oil

    Science.gov (United States)

    Ariff, Noratiqah Mohd; Zamhawari, Nor Hashimah; Bakar, Mohd Aftar Abu

    2015-02-01

    Palm oil is deemed as one of the most important commodity that forms the economic backbone of Malaysia. Modeling and forecasting the daily price of palm oil is of great interest for Malaysia's economic growth. In this study, time series ARIMA models are used to fit the daily price of palm oil. The Akaike Infromation Criterion (AIC), Akaike Infromation Criterion with a correction for finite sample sizes (AICc) and Bayesian Information Criterion (BIC) are used to compare between different ARIMA models being considered. It is found that ARIMA(1,2,1) model is suitable for daily price of crude palm oil in Malaysia for the year 2010 to 2012.

  4. Time Series Analysis, Modeling and Applications A Computational Intelligence Perspective

    CERN Document Server

    Chen, Shyi-Ming

    2013-01-01

    Temporal and spatiotemporal data form an inherent fabric of the society as we are faced with streams of data coming from numerous sensors, data feeds, recordings associated with numerous areas of application embracing physical and human-generated phenomena (environmental data, financial markets, Internet activities, etc.). A quest for a thorough analysis, interpretation, modeling and prediction of time series comes with an ongoing challenge for developing models that are both accurate and user-friendly (interpretable). The volume is aimed to exploit the conceptual and algorithmic framework of Computational Intelligence (CI) to form a cohesive and comprehensive environment for building models of time series. The contributions covered in the volume are fully reflective of the wealth of the CI technologies by bringing together ideas, algorithms, and numeric studies, which convincingly demonstrate their relevance, maturity and visible usefulness. It reflects upon the truly remarkable diversity of methodological a...

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

    Science.gov (United States)

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

    2015-10-01

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

  6. Identification of neutral biochemical network models from time series data

    Directory of Open Access Journals (Sweden)

    Maia Marco

    2009-05-01

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

  7. Identification of neutral biochemical network models from time series data.

    Science.gov (United States)

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

    2009-05-05

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

  8. Degeneracy of time series models: The best model is not always the correct model

    International Nuclear Information System (INIS)

    Judd, Kevin; Nakamura, Tomomichi

    2006-01-01

    There are a number of good techniques for finding, in some sense, the best model of a deterministic system given a time series of observations. We examine a problem called model degeneracy, which has the consequence that even when a perfect model of a system exists, one does not find it using the best techniques currently available. The problem is illustrated using global polynomial models and the theory of Groebner bases

  9. Forecasting the Reference Evapotranspiration Using Time Series Model

    Directory of Open Access Journals (Sweden)

    H. Zare Abyaneh

    2016-10-01

    Full Text Available Introduction: Reference evapotranspiration is one of the most important factors in irrigation timing and field management. Moreover, reference evapotranspiration forecasting can play a vital role in future developments. Therefore in this study, the seasonal autoregressive integrated moving average (ARIMA model was used to forecast the reference evapotranspiration time series in the Esfahan, Semnan, Shiraz, Kerman, and Yazd synoptic stations. Materials and Methods: In the present study in all stations (characteristics of the synoptic stations are given in Table 1, the meteorological data, including mean, maximum and minimum air temperature, relative humidity, dry-and wet-bulb temperature, dew-point temperature, wind speed, precipitation, air vapor pressure and sunshine hours were collected from the Islamic Republic of Iran Meteorological Organization (IRIMO for the 41 years from 1965 to 2005. The FAO Penman-Monteith equation was used to calculate the monthly reference evapotranspiration in the five synoptic stations and the evapotranspiration time series were formed. The unit root test was used to identify whether the time series was stationary, then using the Box-Jenkins method, seasonal ARIMA models were applied to the sample data. Table 1. The geographical location and climate conditions of the synoptic stations Station\tGeographical location\tAltitude (m\tMean air temperature (°C\tMean precipitation (mm\tClimate, according to the De Martonne index classification Longitude (E\tLatitude (N Annual\tMin. and Max. Esfahan\t51° 40'\t32° 37'\t1550.4\t16.36\t9.4-23.3\t122\tArid Semnan\t53° 33'\t35° 35'\t1130.8\t18.0\t12.4-23.8\t140\tArid Shiraz\t52° 36'\t29° 32'\t1484\t18.0\t10.2-25.9\t324\tSemi-arid Kerman\t56° 58'\t30° 15'\t1753.8\t15.6\t6.7-24.6\t142\tArid Yazd\t54° 17'\t31° 54'\t1237.2\t19.2\t11.8-26.0\t61\tArid Results and Discussion: The monthly meteorological data were used as input for the Ref-ET software and monthly reference

  10. Univaried models in the series of temperature of the air

    International Nuclear Information System (INIS)

    Leon Aristizabal Gloria esperanza

    2000-01-01

    The theoretical framework for the study of the air's temperature time series is the theory of stochastic processes, particularly those known as ARIMA, that make it possible to carry out a univaried analysis. ARIMA models are built in order to explain the structure of the monthly temperatures corresponding to the mean, the absolute maximum, absolute minimum, maximum mean and minimum mean temperatures, for four stations in Colombia. By means of those models, the possible evolution of the latter variables is estimated with predictive aims in mind. The application and utility of the models is discussed

  11. MODELS OF INSULIN RESISTANCE AND HEART FAILURE

    Science.gov (United States)

    Velez, Mauricio; Kohli, Smita; Sabbah, Hani N.

    2013-01-01

    The incidence of heart failure (HF) and diabetes mellitus is rapidly increasing and is associated with poor prognosis. In spite of the advances in therapy, HF remains a major health problem with high morbidity and mortality. When HF and diabetes coexist, clinical outcomes are significantly worse. The relationship between these two conditions has been studied in various experimental models. However, the mechanisms for this interrelationship are complex, incompletely understood, and have become a matter of considerable clinical and research interest. There are only few animal models that manifest both HF and diabetes. However, the translation of results from these models to human disease is limited and new models are needed to expand our current understanding of this clinical interaction. In this review, we discuss mechanisms of insulin signaling and insulin resistance, the clinical association between insulin resistance and HF and its proposed pathophysiologic mechanisms. Finally, we discuss available animal models of insulin resistance and HF and propose requirements for future new models. PMID:23456447

  12. Pin failure modeling of the A series CABRI tests

    International Nuclear Information System (INIS)

    Young, M.F.; Portugal, J.L.

    1978-01-01

    The EXPAND pin fialure model, a research tool designed to model pin failure under prompt burst conditions, has been used to predict failure conditions for several of the A series CABRI tests as part of the United States participation in the CABRI Joint Project. The Project is an international program involving France, Germany, England, Japan, and the United States and has the goal of obtaining experimental data relating to the safety of LMFBR's. The A series, designed to simulate high ramp rate TOP conditions, initially utilizes single, fresh UO 2 pins of the PHENIX type in a flowing sodium loop. The pins are preheated at constant power in the CABRI reactor to establish steady state conditions (480 w/cm at the axial peak) and then subjected to a power pulse of 14 ms to 24 ms duration

  13. A Parsimonious Bootstrap Method to Model Natural Inflow Energy Series

    Directory of Open Access Journals (Sweden)

    Fernando Luiz Cyrino Oliveira

    2014-01-01

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

  14. Modelling of series of types of automated trenchless works tunneling

    Science.gov (United States)

    Gendarz, P.; Rzasinski, R.

    2016-08-01

    Microtunneling is the newest method for making underground installations. Show method is the result of experience and methods applied in other, previous methods of trenchless underground works. It is considered reasonable to elaborate a series of types of construction of tunneling machines, to develop this particular earthworks method. There are many design solutions of machines, but the current goal is to develop non - excavation robotized machine. Erosion machines with main dimensions of the tunnels which are: 1600, 2000, 2500, 3150 are design with use of the computer aided methods. Series of types of construction of tunneling machines creating process was preceded by analysis of current state. The verification of practical methodology of creating the systematic part series was based on the designed erosion machines series of types. There were developed: method of construction similarity of the erosion machines, algorithmic methods of quantitative construction attributes variant analyzes in the I-DEAS advanced graphical program, relational and program parameterization. There manufacturing process of the parts will be created, which allows to verify the technological process on the CNC machines. The models of designed will be modified and the construction will be consulted with erosion machine users and manufacturers like: Tauber Rohrbau GmbH & Co.KG from Minster, OHL ZS a.s. from Brna,. The companies’ acceptance will result in practical verification by JUMARPOL company.

  15. Physics constrained nonlinear regression models for time series

    International Nuclear Information System (INIS)

    Majda, Andrew J; Harlim, John

    2013-01-01

    A central issue in contemporary science is the development of data driven statistical nonlinear dynamical models for time series of partial observations of nature or a complex physical model. It has been established recently that ad hoc quadratic multi-level regression (MLR) models can have finite-time blow up of statistical solutions and/or pathological behaviour of their invariant measure. Here a new class of physics constrained multi-level quadratic regression models are introduced, analysed and applied to build reduced stochastic models from data of nonlinear systems. These models have the advantages of incorporating memory effects in time as well as the nonlinear noise from energy conserving nonlinear interactions. The mathematical guidelines for the performance and behaviour of these physics constrained MLR models as well as filtering algorithms for their implementation are developed here. Data driven applications of these new multi-level nonlinear regression models are developed for test models involving a nonlinear oscillator with memory effects and the difficult test case of the truncated Burgers–Hopf model. These new physics constrained quadratic MLR models are proposed here as process models for Bayesian estimation through Markov chain Monte Carlo algorithms of low frequency behaviour in complex physical data. (paper)

  16. 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.

  17. Single-Index Additive Vector Autoregressive Time Series Models

    KAUST Repository

    LI, YEHUA

    2009-09-01

    We study a new class of nonlinear autoregressive models for vector time series, where the current vector depends on single-indexes defined on the past lags and the effects of different lags have an additive form. A sufficient condition is provided for stationarity of such models. We also study estimation of the proposed model using P-splines, hypothesis testing, asymptotics, selection of the order of the autoregression and of the smoothing parameters and nonlinear forecasting. We perform simulation experiments to evaluate our model in various settings. We illustrate our methodology on a climate data set and show that our model provides more accurate yearly forecasts of the El Niño phenomenon, the unusual warming of water in the Pacific Ocean. © 2009 Board of the Foundation of the Scandinavian Journal of Statistics.

  18. Stochastic series expansion simulation of the t -V model

    Science.gov (United States)

    Wang, Lei; Liu, Ye-Hua; Troyer, Matthias

    2016-04-01

    We present an algorithm for the efficient simulation of the half-filled spinless t -V model on bipartite lattices, which combines the stochastic series expansion method with determinantal quantum Monte Carlo techniques widely used in fermionic simulations. The algorithm scales linearly in the inverse temperature, cubically with the system size, and is free from the time-discretization error. We use it to map out the finite-temperature phase diagram of the spinless t -V model on the honeycomb lattice and observe a suppression of the critical temperature of the charge-density-wave phase in the vicinity of a fermionic quantum critical point.

  19. Disease management with ARIMA model in time series.

    Science.gov (United States)

    Sato, Renato Cesar

    2013-01-01

    The evaluation of infectious and noninfectious disease management can be done through the use of a time series analysis. In this study, we expect to measure the results and prevent intervention effects on the disease. Clinical studies have benefited from the use of these techniques, particularly for the wide applicability of the ARIMA model. This study briefly presents the process of using the ARIMA model. This analytical tool offers a great contribution for researchers and healthcare managers in the evaluation of healthcare interventions in specific populations.

  20. Modeling Periodic Impulsive Effects on Online TV Series Diffusion.

    Science.gov (United States)

    Fu, Peihua; Zhu, Anding; Fang, Qiwen; Wang, Xi

    Online broadcasting substantially affects the production, distribution, and profit of TV series. In addition, online word-of-mouth significantly affects the diffusion of TV series. Because on-demand streaming rates are the most important factor that influences the earnings of online video suppliers, streaming statistics and forecasting trends are valuable. In this paper, we investigate the effects of periodic impulsive stimulation and pre-launch promotion on on-demand streaming dynamics. We consider imbalanced audience feverish distribution using an impulsive susceptible-infected-removed(SIR)-like model. In addition, we perform a correlation analysis of online buzz volume based on Baidu Index data. We propose a PI-SIR model to evolve audience dynamics and translate them into on-demand streaming fluctuations, which can be observed and comprehended by online video suppliers. Six South Korean TV series datasets are used to test the model. We develop a coarse-to-fine two-step fitting scheme to estimate the model parameters, first by fitting inter-period accumulation and then by fitting inner-period feverish distribution. We find that audience members display similar viewing habits. That is, they seek new episodes every update day but fade away. This outcome means that impulsive intensity plays a crucial role in on-demand streaming diffusion. In addition, the initial audience size and online buzz are significant factors. On-demand streaming fluctuation is highly correlated with online buzz fluctuation. To stimulate audience attention and interpersonal diffusion, it is worthwhile to invest in promotion near update days. Strong pre-launch promotion is also a good marketing tool to improve overall performance. It is not advisable for online video providers to promote several popular TV series on the same update day. Inter-period accumulation is a feasible forecasting tool to predict the future trend of the on-demand streaming amount. The buzz in public social communities

  1. Modeling Periodic Impulsive Effects on Online TV Series Diffusion.

    Directory of Open Access Journals (Sweden)

    Peihua Fu

    Full Text Available Online broadcasting substantially affects the production, distribution, and profit of TV series. In addition, online word-of-mouth significantly affects the diffusion of TV series. Because on-demand streaming rates are the most important factor that influences the earnings of online video suppliers, streaming statistics and forecasting trends are valuable. In this paper, we investigate the effects of periodic impulsive stimulation and pre-launch promotion on on-demand streaming dynamics. We consider imbalanced audience feverish distribution using an impulsive susceptible-infected-removed(SIR-like model. In addition, we perform a correlation analysis of online buzz volume based on Baidu Index data.We propose a PI-SIR model to evolve audience dynamics and translate them into on-demand streaming fluctuations, which can be observed and comprehended by online video suppliers. Six South Korean TV series datasets are used to test the model. We develop a coarse-to-fine two-step fitting scheme to estimate the model parameters, first by fitting inter-period accumulation and then by fitting inner-period feverish distribution.We find that audience members display similar viewing habits. That is, they seek new episodes every update day but fade away. This outcome means that impulsive intensity plays a crucial role in on-demand streaming diffusion. In addition, the initial audience size and online buzz are significant factors. On-demand streaming fluctuation is highly correlated with online buzz fluctuation.To stimulate audience attention and interpersonal diffusion, it is worthwhile to invest in promotion near update days. Strong pre-launch promotion is also a good marketing tool to improve overall performance. It is not advisable for online video providers to promote several popular TV series on the same update day. Inter-period accumulation is a feasible forecasting tool to predict the future trend of the on-demand streaming amount. The buzz in public

  2. Modeling Periodic Impulsive Effects on Online TV Series Diffusion

    Science.gov (United States)

    Fang, Qiwen; Wang, Xi

    2016-01-01

    Background Online broadcasting substantially affects the production, distribution, and profit of TV series. In addition, online word-of-mouth significantly affects the diffusion of TV series. Because on-demand streaming rates are the most important factor that influences the earnings of online video suppliers, streaming statistics and forecasting trends are valuable. In this paper, we investigate the effects of periodic impulsive stimulation and pre-launch promotion on on-demand streaming dynamics. We consider imbalanced audience feverish distribution using an impulsive susceptible-infected-removed(SIR)-like model. In addition, we perform a correlation analysis of online buzz volume based on Baidu Index data. Methods We propose a PI-SIR model to evolve audience dynamics and translate them into on-demand streaming fluctuations, which can be observed and comprehended by online video suppliers. Six South Korean TV series datasets are used to test the model. We develop a coarse-to-fine two-step fitting scheme to estimate the model parameters, first by fitting inter-period accumulation and then by fitting inner-period feverish distribution. Results We find that audience members display similar viewing habits. That is, they seek new episodes every update day but fade away. This outcome means that impulsive intensity plays a crucial role in on-demand streaming diffusion. In addition, the initial audience size and online buzz are significant factors. On-demand streaming fluctuation is highly correlated with online buzz fluctuation. Conclusion To stimulate audience attention and interpersonal diffusion, it is worthwhile to invest in promotion near update days. Strong pre-launch promotion is also a good marketing tool to improve overall performance. It is not advisable for online video providers to promote several popular TV series on the same update day. Inter-period accumulation is a feasible forecasting tool to predict the future trend of the on-demand streaming amount

  3. On the profile of frequency and voltage dependent interface states and series resistance in MIS structures

    Energy Technology Data Exchange (ETDEWEB)

    Doekme, Ilbilge [Science Education Department, Faculty of Kirsehir Education, Gazi University, Kirsehir (Turkey)]. E-mail: ilbilgedokme@gazi.edu.tr; Altindal, Semsettin [Physics Department, Faculty of Arts and Sciences, Gazi University, 06500, Teknikokullar, Ankara (Turkey)

    2007-04-30

    The variation in the capacitance-voltage (C-V) and conductance-voltage (G/{omega}-V) characteristics of Au/SiO{sub 2}/n-Si metal-insulator-semiconductor (MIS) structure have been systematically investigated as a function of frequencies in the frequency range 0.5 kHz-10 MHz at room temperature. In addition, the forward and reverse bias current-voltage (I-V) characteristics of this structure were measured at room temperature. The high value of ideality factor was attributed to the high density of interface states localized at Si/SiO{sub 2} interface and interfacial oxide layer. The density of interface states (N{sub ss}) and the series resistance (R{sub ss}) were calculated from I-V and C-V measurements using different methods and the effect of them on C-V and G/{omega}-V characteristics were deeply researched. At the same energy position near the top of valance band, the calculated N{sub ss} values, obtained without taking into account the series resistance of the devices almost one order of magnitude larger than N{sub ss} values obtained by taking into account R{sub ss} values. It is found that the C-V and G/{omega}-V curves exhibit a peak at low frequencies and the peak values of C and G/{omega} decrease with increasing frequency. Also, the plots of R {sub s} as a function of bias give two peaks in the certain voltage range at low frequencies. These observations indicate that at low frequencies, the charges at interface states can easily follow an AC signal and the number of them increases with decreasing frequency. The I-V, C-V and G/{omega}-V characteristics of the MIS structure are affected not only with R {sub s} but also N {sub ss}. Experimental results show that both the R{sub s} and C{sub o} values should be taken into account in determining frequency-dependent electrical characteristics.

  4. 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...

  5. 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.

  6. On the maximum-entropy/autoregressive modeling of time series

    Science.gov (United States)

    Chao, B. F.

    1984-01-01

    The autoregressive (AR) model of a random process is interpreted in the light of the Prony's relation which relates a complex conjugate pair of poles of the AR process in the z-plane (or the z domain) on the one hand, to the complex frequency of one complex harmonic function in the time domain on the other. Thus the AR model of a time series is one that models the time series as a linear combination of complex harmonic functions, which include pure sinusoids and real exponentials as special cases. An AR model is completely determined by its z-domain pole configuration. The maximum-entropy/autogressive (ME/AR) spectrum, defined on the unit circle of the z-plane (or the frequency domain), is nothing but a convenient, but ambiguous visual representation. It is asserted that the position and shape of a spectral peak is determined by the corresponding complex frequency, and the height of the spectral peak contains little information about the complex amplitude of the complex harmonic functions.

  7. High-performance carbon nanotube-implanted mesoporous carbon spheres for supercapacitors with low series resistance

    Energy Technology Data Exchange (ETDEWEB)

    Yi, Bin [College of Materials Science and Engineering, Hunan University, Changsha 410082 (China); Chen, Xiaohua, E-mail: hudacxh62@yahoo.com.cn [College of Materials Science and Engineering, Hunan University, Changsha 410082 (China); Guo, Kaimin [College of Physics and Electronic Science, Changsha University of Science and Technology (China); Xu, Longshan [Department of Mechanical Engineering, Xiamen University of Technology, Xiamen 361024 (China); Chen, Chuansheng [College of Physics and Electronic Science, Changsha University of Science and Technology (China); Yan, Haimei; Chen, Jianghua [College of Materials Science and Engineering, Hunan University, Changsha 410082 (China)

    2011-11-15

    Research highlights: {yields} CNTs-implanted porous carbon spheres are prepared by using gelatin as soft template. {yields} Homogeneously distributed CNTs form a well-develop network in carbon spheres. {yields} CNTs act as a reinforcing backbone assisting the formation of pore structure. {yields} CNTs improve electrical conductivity and specific capacitance of supercapacitor. -- Abstract: Carbon nanotube-implanted mesoporous carbon spheres were prepared by an easy polymerization-induced colloid aggregation method using gelatin as a soft template. Scanning electron microscopy, transmission electron microscopy and nitrogen adsorption-desorption measurements reveal that the materials are mesoporous carbon spheres, with a diameter of {approx}0.5-1.0 {mu}m, a specific surface area of 284 m{sup 2}/g and average pore size of 3.9 nm. Using the carbon nanotube-implanted mesoporous carbon spheres as electrode material for supercapacitors in an aqueous electrolyte solution, a low equivalent series resistance of 0.83 {Omega} cm{sup 2} and a maximum specific capacitance of 189 F/g with a measured power density of 8.7 kW/kg at energy density of 6.6 Wh/kg are obtained.

  8. Modeling financial time series with S-plus

    CERN Document Server

    Zivot, Eric

    2003-01-01

    The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics This is the first book to show the power of S-PLUS for the analysis of time series data It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department at the University of Washington, and is co-director of the nascent Professional Master's Program in Computational Finance He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the He...

  9. Clustering Multivariate Time Series Using Hidden Markov Models

    Directory of Open Access Journals (Sweden)

    Shima Ghassempour

    2014-03-01

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

  10. Assimilation of LAI time-series in crop production models

    Science.gov (United States)

    Kooistra, Lammert; Rijk, Bert; Nannes, Louis

    2014-05-01

    Agriculture is worldwide a large consumer of freshwater, nutrients and land. Spatial explicit agricultural management activities (e.g., fertilization, irrigation) could significantly improve efficiency in resource use. In previous studies and operational applications, remote sensing has shown to be a powerful method for spatio-temporal monitoring of actual crop status. As a next step, yield forecasting by assimilating remote sensing based plant variables in crop production models would improve agricultural decision support both at the farm and field level. In this study we investigated the potential of remote sensing based Leaf Area Index (LAI) time-series assimilated in the crop production model LINTUL to improve yield forecasting at field level. The effect of assimilation method and amount of assimilated observations was evaluated. The LINTUL-3 crop production model was calibrated and validated for a potato crop on two experimental fields in the south of the Netherlands. A range of data sources (e.g., in-situ soil moisture and weather sensors, destructive crop measurements) was used for calibration of the model for the experimental field in 2010. LAI from cropscan field radiometer measurements and actual LAI measured with the LAI-2000 instrument were used as input for the LAI time-series. The LAI time-series were assimilated in the LINTUL model and validated for a second experimental field on which potatoes were grown in 2011. Yield in 2011 was simulated with an R2 of 0.82 when compared with field measured yield. Furthermore, we analysed the potential of assimilation of LAI into the LINTUL-3 model through the 'updating' assimilation technique. The deviation between measured and simulated yield decreased from 9371 kg/ha to 8729 kg/ha when assimilating weekly LAI measurements in the LINTUL model over the season of 2011. LINTUL-3 furthermore shows the main growth reducing factors, which are useful for farm decision support. The combination of crop models and sensor

  11. Empirical intrinsic geometry for nonlinear modeling and time series filtering.

    Science.gov (United States)

    Talmon, Ronen; Coifman, Ronald R

    2013-07-30

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

  12. The effect of the series resistance in dye-sensitized solar cells explored by electron transport and back reaction using electrical and optical modulation techniques

    International Nuclear Information System (INIS)

    Liu Weiqing; Hu Linhua; Dai Songyuan; Guo Lei; Jiang Nianquan; Kou Dongxing

    2010-01-01

    The influence of the series resistance on the electron transport and recombination processes in dye-sensitized solar cells (DSC) has been investigated. The series resistances induced by some parts of DSC, such as the transparent conductive oxide (TCO), the electrolyte layer and the counter electrode, influence the performance of DSC. By combining three frequency-domain techniques, specifically electrochemical impedance spectroscopy (EIS), intensity modulated photocurrent spectroscopy (IMPS) and intensity modulated photovoltage spectroscopy (IMVS), we studied the relationship between the series resistance and the dynamic response of DSC. The results show that the series resistance induced by the TCO or counter electrode predominantly affects the electron transport under short circuit conditions and has no significant influence on the recombination under open circuit conditions. However, the resistance related to the electrolyte layer not only limits the carrier transport but also influences the recombination. Possible reasons for the influence of the series resistance on the electron transport and recombination processes in DSC are also discussed.

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

    International Nuclear Information System (INIS)

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

    2015-01-01

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

  14. Time-series analysis in imatinib-resistant chronic myeloid leukemia K562-cells under different drug treatments.

    Science.gov (United States)

    Zhao, Yan-Hong; Zhang, Xue-Fang; Zhao, Yan-Qiu; Bai, Fan; Qin, Fan; Sun, Jing; Dong, Ying

    2017-08-01

    Chronic myeloid leukemia (CML) is characterized by the accumulation of active BCR-ABL protein. Imatinib is the first-line treatment of CML; however, many patients are resistant to this drug. In this study, we aimed to compare the differences in expression patterns and functions of time-series genes in imatinib-resistant CML cells under different drug treatments. GSE24946 was downloaded from the GEO database, which included 17 samples of K562-r cells with (n=12) or without drug administration (n=5). Three drug treatment groups were considered for this study: arsenic trioxide (ATO), AMN107, and ATO+AMN107. Each group had one sample at each time point (3, 12, 24, and 48 h). Time-series genes with a ratio of standard deviation/average (coefficient of variation) >0.15 were screened, and their expression patterns were revealed based on Short Time-series Expression Miner (STEM). Then, the functional enrichment analysis of time-series genes in each group was performed using DAVID, and the genes enriched in the top ten functional categories were extracted to detect their expression patterns. Different time-series genes were identified in the three groups, and most of them were enriched in the ribosome and oxidative phosphorylation pathways. Time-series genes in the three treatment groups had different expression patterns and functions. Time-series genes in the ATO group (e.g. CCNA2 and DAB2) were significantly associated with cell adhesion, those in the AMN107 group were related to cellular carbohydrate metabolic process, while those in the ATO+AMN107 group (e.g. AP2M1) were significantly related to cell proliferation and antigen processing. In imatinib-resistant CML cells, ATO could influence genes related to cell adhesion, AMN107 might affect genes involved in cellular carbohydrate metabolism, and the combination therapy might regulate genes involved in cell proliferation.

  15. Analysis and modeling of resistive switching mechanisms oriented to resistive random-access memory

    International Nuclear Information System (INIS)

    Huang Da; Wu Jun-Jie; Tang Yu-Hua

    2013-01-01

    With the progress of the semiconductor industry, the resistive random-access memory (RAM) has drawn increasing attention. The discovery of the memristor has brought much attention to this study. Research has focused on the resistive switching characteristics of different materials and the analysis of resistive switching mechanisms. We discuss the resistive switching mechanisms of different materials in this paper and analyze the differences of those mechanisms from the view point of circuitry to establish their respective circuit models. Finally, simulations are presented. We give the prospect of using different materials in resistive RAM on account of their resistive switching mechanisms, which are applied to explain their resistive switchings

  16. Incorporating Satellite Time-Series Data into Modeling

    Science.gov (United States)

    Gregg, Watson

    2008-01-01

    In situ time series observations have provided a multi-decadal view of long-term changes in ocean biology. These observations are sufficiently reliable to enable discernment of even relatively small changes, and provide continuous information on a host of variables. Their key drawback is their limited domain. Satellite observations from ocean color sensors do not suffer the drawback of domain, and simultaneously view the global oceans. This attribute lends credence to their use in global and regional model validation and data assimilation. We focus on these applications using the NASA Ocean Biogeochemical Model. The enhancement of the satellite data using data assimilation is featured and the limitation of tongterm satellite data sets is also discussed.

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

    Science.gov (United States)

    Ni, He; Yin, Hujun

    2008-12-01

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

  18. Effects of series and parallel resistances on the C-V characteristics of silicon-based metal oxide semiconductor (MOS) devices

    Science.gov (United States)

    Omar, Rejaiba; Mohamed, Ben Amar; Adel, Matoussi

    2015-04-01

    This paper investigates the electrical behavior of the Al/SiO2/Si MOS structure. We have used the complex admittance method to develop an analytical model of total capacitance applied to our proposed equivalent circuit. The charge density, surface potential, semiconductor capacitance, flatband and threshold voltages have been determined by resolving the Poisson transport equations. This modeling is used to predict in particular the effects of frequency, parallel and series resistance on the capacitance-voltage characteristic. Results show that the variation of both frequency and parallel resistance causes strong dispersion of the C-V curves in the inversion regime. It also reveals that the series resistance influences the shape of C-V curves essentially in accumulation and inversion modes. A significant decrease of the accumulation capacitance is observed when R s increases in the range 200-50000 Ω. The degradation of the C-V magnitude is found to be more pronounced when the series resistance depends on the substrate doping density. When R s varies in the range 100 Ω-50 kΩ, it shows a decrease in the flatband voltage from -1.40 to -1.26 V and an increase in the threshold voltage negatively from -0.28 to -0.74 V, respectively. Good agreement has been observed between simulated and measured C-V curves obtained at high frequency. This study is necessary to control the adverse effects that disrupt the operation of the MOS structure in different regimes and optimizes the efficiency of such electronic device before manufacturing.

  19. Time series modelling and forecasting of emergency department overcrowding.

    Science.gov (United States)

    Kadri, Farid; Harrou, Fouzi; Chaabane, Sondès; Tahon, Christian

    2014-09-01

    Efficient management of patient flow (demand) in emergency departments (EDs) has become an urgent issue for many hospital administrations. Today, more and more attention is being paid to hospital management systems to optimally manage patient flow and to improve management strategies, efficiency and safety in such establishments. To this end, EDs require significant human and material resources, but unfortunately these are limited. Within such a framework, the ability to accurately forecast demand in emergency departments has considerable implications for hospitals to improve resource allocation and strategic planning. The aim of this study was to develop models for forecasting daily attendances at the hospital emergency department in Lille, France. The study demonstrates how time-series analysis can be used to forecast, at least in the short term, demand for emergency services in a hospital emergency department. The forecasts were based on daily patient attendances at the paediatric emergency department in Lille regional hospital centre, France, from January 2012 to December 2012. An autoregressive integrated moving average (ARIMA) method was applied separately to each of the two GEMSA categories and total patient attendances. Time-series analysis was shown to provide a useful, readily available tool for forecasting emergency department demand.

  20. Modeling physiological resistance in bacterial biofilms.

    Science.gov (United States)

    Cogan, N G; Cortez, Ricardo; Fauci, Lisa

    2005-07-01

    A mathematical model of the action of antimicrobial agents on bacterial biofilms is presented. The model includes the fluid dynamics in and around the biofilm, advective and diffusive transport of two chemical constituents and the mechanism of physiological resistance. Although the mathematical model applies in three dimensions, we present two-dimensional simulations for arbitrary biofilm domains and various dosing strategies. The model allows the prediction of the spatial evolution of bacterial population and chemical constituents as well as different dosing strategies based on the fluid motion. We find that the interaction between the nutrient and the antimicrobial agent can reproduce survival curves which are comparable to other model predictions as well as experimental results. The model predicts that exposing the biofilm to low concentration doses of antimicrobial agent for longer time is more effective than short time dosing with high antimicrobial agent concentration. The effects of flow reversal and the roughness of the fluid/biofilm are also investigated. We find that reversing the flow increases the effectiveness of dosing. In addition, we show that overall survival decreases with increasing surface roughness.

  1. Epidemiology meets econometrics: using time-series analysis to observe the impact of bed occupancy rates on the spread of multidrug-resistant bacteria.

    Science.gov (United States)

    Kaier, K; Meyer, E; Dettenkofer, M; Frank, U

    2010-10-01

    Two multivariate time-series analyses were carried out to identify the impact of bed occupancy rates, turnover intervals and the average length of hospital stay on the spread of multidrug-resistant bacteria in a teaching hospital. Epidemiological data on the incidences of meticillin-resistant Staphylococcus aureus (MRSA) and extended-spectrum beta-lactamase (ESBL)-producing bacteria were collected. Time-series of bed occupancy rates, turnover intervals and the average length of stay were tested for inclusion in the models as independent variables. Incidence was defined as nosocomial cases per 1000 patient-days. This included all patients infected or colonised with MRSA/ESBL more than 48h after admission. Between January 2003 and July 2008, a mean incidence of 0.15 nosocomial MRSA cases was identified. ESBL was not included in the surveillance until January 2005. Between January 2005 and July 2008 the mean incidence of nosocomial ESBL was also 0.15 cases per 1000 patient-days. The two multivariate models demonstrate a temporal relationship between bed occupancy rates in general wards and the incidence of nosocomial MRSA and ESBL. Similarly, the temporal relationship between the monthly average length of stay in intensive care units (ICUs) and the incidence of nosocomial MRSA and ESBL was demonstrated. Overcrowding in general wards and long periods of ICU stay were identified as factors influencing the spread of multidrug-resistant bacteria in hospital settings. Copyright 2010 The Hospital Infection Society. Published by Elsevier Ltd. All rights reserved.

  2. Optimal model-free prediction from multivariate time series

    Science.gov (United States)

    Runge, Jakob; Donner, Reik V.; Kurths, Jürgen

    2015-05-01

    Forecasting a time series from multivariate predictors constitutes a challenging problem, especially using model-free approaches. Most techniques, such as nearest-neighbor prediction, quickly suffer from the curse of dimensionality and overfitting for more than a few predictors which has limited their application mostly to the univariate case. Therefore, selection strategies are needed that harness the available information as efficiently as possible. Since often the right combination of predictors matters, ideally all subsets of possible predictors should be tested for their predictive power, but the exponentially growing number of combinations makes such an approach computationally prohibitive. Here a prediction scheme that overcomes this strong limitation is introduced utilizing a causal preselection step which drastically reduces the number of possible predictors to the most predictive set of causal drivers making a globally optimal search scheme tractable. The information-theoretic optimality is derived and practical selection criteria are discussed. As demonstrated for multivariate nonlinear stochastic delay processes, the optimal scheme can even be less computationally expensive than commonly used suboptimal schemes like forward selection. The method suggests a general framework to apply the optimal model-free approach to select variables and subsequently fit a model to further improve a prediction or learn statistical dependencies. The performance of this framework is illustrated on a climatological index of El Niño Southern Oscillation.

  3. The resistive tearing instability for generalized resistivity models: Applications

    International Nuclear Information System (INIS)

    Birk, G.T.; Otto, A.

    1991-01-01

    The dispersion relation for the resistive tearing mode is investigated with a general form of the resistivity that allows for evaluating the dependence of the mode on the anomalous dissipation caused by the lower-hybrid-drift turbulence and the ion-acoustic turbulence. The coupling of the plasma dynamic and radiative processes due to a temperature-dependent Spitzer resistivity are also discussed. The dispersion relation is solved numerically for two-dimensional equilibrium configurations with applications to the Earth's magnetosphere and the solar corona. In the case of the parameter regimes of the magnetopause and the solar corona, growth rates that result in realistic time scales for the respective dynamic processes as flux transfer events and solar flares were found. Moreover, the influence of a nonvanishing component of the magnetic field normal to the current sheet on the dispersion relation is examined. The normal field component leads to overstable modes and the growth rate of the pure tearing mode is not altered, whereas the radiative tearing mode is damped effectively

  4. An SVM model with hybrid kernels for hydrological time series

    Science.gov (United States)

    Wang, C.; Wang, H.; Zhao, X.; Xie, Q.

    2017-12-01

    Support Vector Machine (SVM) models have been widely applied to the forecast of climate/weather and its impact on other environmental variables such as hydrologic response to climate/weather. When using SVM, the choice of the kernel function plays the key role. Conventional SVM models mostly use one single type of kernel function, e.g., radial basis kernel function. Provided that there are several featured kernel functions available, each having its own advantages and drawbacks, a combination of these kernel functions may give more flexibility and robustness to SVM approach, making it suitable for a wide range of application scenarios. This paper presents such a linear combination of radial basis kernel and polynomial kernel for the forecast of monthly flowrate in two gaging stations using SVM approach. The results indicate significant improvement in the accuracy of predicted series compared to the approach with either individual kernel function, thus demonstrating the feasibility and advantages of such hybrid kernel approach for SVM applications.

  5. Neural network modeling of nonlinear systems based on Volterra series extension of a linear model

    Science.gov (United States)

    Soloway, Donald I.; Bialasiewicz, Jan T.

    1992-01-01

    A Volterra series approach was applied to the identification of nonlinear systems which are described by a neural network model. A procedure is outlined by which a mathematical model can be developed from experimental data obtained from the network structure. Applications of the results to the control of robotic systems are discussed.

  6. Receiver Expectations: Toward a New Model of Resistance to Persuasion.

    Science.gov (United States)

    Miller, Michael D.; Burgoon, Michael

    Communication research long has noted how pretreatment strategies ("inoculations") induce resistance to persuasion, but a new model proposes that resistance is an integral part of the persuasion process. Using the inoculation framework, researchers showed the importance of threats to an individual's attitudes in developing resistance to…

  7. Epidemiological models for the spread of anti-malarial resistance

    Directory of Open Access Journals (Sweden)

    Antia R

    2003-02-01

    Full Text Available Abstract Background The spread of drug resistance is making malaria control increasingly difficult. Mathematical models for the transmission dynamics of drug sensitive and resistant strains can be a useful tool to help to understand the factors that influence the spread of drug resistance, and they can therefore help in the design of rational strategies for the control of drug resistance. Methods We present an epidemiological framework to investigate the spread of anti-malarial resistance. Several mathematical models, based on the familiar Macdonald-Ross model of malaria transmission, enable us to examine the processes and parameters that are critical in determining the spread of resistance. Results In our simplest model, resistance does not spread if the fraction of infected individuals treated is less than a threshold value; if drug treatment exceeds this threshold, resistance will eventually become fixed in the population. The threshold value is determined only by the rates of infection and the infectious periods of resistant and sensitive parasites in untreated and treated hosts, whereas the intensity of transmission has no influence on the threshold value. In more complex models, where hosts can be infected by multiple parasite strains or where treatment varies spatially, resistance is generally not fixed, but rather some level of sensitivity is often maintained in the population. Conclusions The models developed in this paper are a first step in understanding the epidemiology of anti-malarial resistance and evaluating strategies to reduce the spread of resistance. However, specific recommendations for the management of resistance need to wait until we have more data on the critical parameters underlying the spread of resistance: drug use, spatial variability of treatment and parasite migration among areas, and perhaps most importantly, cost of resistance.

  8. Model for evaluating nuclear strategies with proliferation resistance

    International Nuclear Information System (INIS)

    Shay, M.R.; Hardie, R.W.; Omberg, R.P.

    1979-03-01

    A model was developed at HEDL to specifically analyze proliferation resistant strategies. The model was not designed to predict the future, but rather to provide a method for estimating the consequences of decisions affecting proliferation resistance in a rational and plausible manner. The characteristics of the model are described

  9. Effect of Rolling Resistance in Dem Models With Spherical Bodies

    Directory of Open Access Journals (Sweden)

    Dubina Radek

    2016-12-01

    Full Text Available The rolling resistance is an artificial moment arising on the contact of two discrete elements which mimics resistance of two grains of complex shape in contact rolling relatively to each other. The paper investigates the influence of rolling resistance on behaviour of an assembly of spherical discrete elements. Besides the resistance to rolling, the contacts between spherical particles obey the Hertzian law in normal straining and Coulomb model of friction in shear.

  10. 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

  11. time series modeling of daily abandoned calls in a call centre

    African Journals Online (AJOL)

    DJFLEX

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

  12. Modeling Financial Time Series Based on a Market Microstructure Model with Leverage Effect

    OpenAIRE

    Yanhui Xi; Hui Peng; Yemei Qin

    2016-01-01

    The basic market microstructure model specifies that the price/return innovation and the volatility innovation are independent Gaussian white noise processes. However, the financial leverage effect has been found to be statistically significant in many financial time series. In this paper, a novel market microstructure model with leverage effects is proposed. The model specification assumed a negative correlation in the errors between the price/return innovation and the volatility innovation....

  13. vector bilinear autoregressive time series model and its superiority

    African Journals Online (AJOL)

    KEYWORDS: Linear time series, Autoregressive process, Autocorrelation function, Partial autocorrelation function,. Vector time .... important result on matrix algebra with respect to the spectral ..... application to covariance analysis of super-.

  14. Density of interface states, excess capacitance and series resistance in the metal-insulator-semiconductor (MIS) solar cells

    Energy Technology Data Exchange (ETDEWEB)

    Altindal, Semsettin; Tataroglu, Adem; Dokme, Ilbilge [Faculty of Arts and Sciences, Physics Department, Gazi University, 06500, Ankara (Turkey)

    2005-01-31

    Dark and illuminated current-voltage (I-V) characteristics of Al/SiO{sub x}/p-Si metal-insulator-semiconductor (MIS) solar cells were measured at room temperature. In addition to capacitance-voltage (C-V) and conductance-voltage (G-V), characteristics are studied at a wide frequency range of 1kHz-10MHz. The dark I-V characteristics showed non-ideal behavior with an ideal factor of 3.2. The density of interface states distribution profiles as a function of (E{sub ss}-E{sub v}) deduced from the I-V measurements at room temperature for the MIS solar cells on the order of 10{sup 13}cm{sup -2}eV{sup -1}. These interface states were responsible for the non-ideal behavior of I-V, C-V and G-V characteristics. Frequency dispersion in capacitance for MIS solar cells can be interpreted only in terms of interface states. The interface states can follow the a.c. signal and yield an excess capacitance, which depends on the relaxation time of interface states and the frequency of the a.c. signal. It was observed that the excess capacitance C{sub o} caused by an interface state decreases with an increase of frequency. The capacitances characteristics of MIS solar cells are affected not only in interface states but also series resistance. Analysis of this data indicated that the high interface states and series resistance leads to lower values of open-circuit voltage, short-circuit current density, and fill factor. Experimental results show that the location of interface states and series resistance have a significant effect on I-V, C-V and G-V characteristics.

  15. Dynamic modeling and simulation of an induction motor with adaptive backstepping design of an input-output feedback linearization controller in series hybrid electric vehicle

    Directory of Open Access Journals (Sweden)

    Jalalifar Mehran

    2007-01-01

    Full Text Available In this paper using adaptive backstepping approach an adaptive rotor flux observer which provides stator and rotor resistances estimation simultaneously for induction motor used in series hybrid electric vehicle is proposed. The controller of induction motor (IM is designed based on input-output feedback linearization technique. Combining this controller with adaptive backstepping observer the system is robust against rotor and stator resistances uncertainties. In additional, mechanical components of a hybrid electric vehicle are called from the Advanced Vehicle Simulator Software Library and then linked with the electric motor. Finally, a typical series hybrid electric vehicle is modeled and investigated. Various tests, such as acceleration traversing ramp, and fuel consumption and emission are performed on the proposed model of a series hybrid vehicle. Computer simulation results obtained, confirm the validity and performance of the proposed IM control approach using for series hybrid electric vehicle.

  16. Effect of electroless nickel on the series resistance of high-efficiency inkjet printed passivated emitter rear contacted solar cells

    Energy Technology Data Exchange (ETDEWEB)

    Lenio, Martha A.T. [REC Technology US, Inc., 1159 Triton Dr., Foster City, CA 94301 (United States); Lennon, A.J.; Ho-Baillie, A.; Wenham, S.R. [ARC Photovoltaics Centre of Excellence, University of NSW, Sydney, NSW 2052 (Australia)

    2010-12-15

    Many existing and emerging solar cell technologies rely on plated metal to form the front surface contacts, and aluminium to form the rear contact. Interactions between the metal plating solutions and the aluminium rear can have a significant impact on cell performance. This paper describes non-uniform nickel deposition on the sintered aluminium rear surface of passivated emitter and rear contacted (PERC) cells patterned using an inkjet printing technique. Rather than being plated homogeneously over the entire rear surface as is observed on an alloyed aluminium rear, the nickel is plated only in the vicinity of the point openings in the rear surface silicon dioxide dielectric layer. Furthermore, this non-uniform nickel deposition was shown to increase the contact resistance of the rear point contacts by an order of magnitude, resulting in higher series resistance values for these fabricated PERC cells. (author)

  17. The role of {sup 60}Co gamma-ray irradiation on the interface states and series resistance in MIS structures

    Energy Technology Data Exchange (ETDEWEB)

    Tascioglu, Ilke [Department of Physics, Faculty of Science and Arts, Gazi University, 06500 Ankara (Turkey); Tataroglu, Adem, E-mail: ademt@gazi.edu.t [Department of Physics, Faculty of Science and Arts, Gazi University, 06500 Ankara (Turkey); Ozbay, Akif; Altindal, Semsettin [Department of Physics, Faculty of Science and Arts, Gazi University, 06500 Ankara (Turkey)

    2010-04-15

    The effect of gamma-ray exposure on the metal-insulator-semiconductor (MIS) structures has been investigated using the electrical characteristics at room temperature. The MIS structures are irradiated with {sup 60}Co gamma-ray source. The energy distribution of interface states was determined from the forward bias I-V characteristics by taking into account the bias dependence of the effective barrier height and ideality factor. The value of series resistance decreases with increasing dose. Experimental results confirmed that gamma-ray irradiation have a significant effect on electrical characteristics of MIS structures.

  18. The Exponential Model for the Spectrum of a Time Series: Extensions and Applications

    DEFF Research Database (Denmark)

    Proietti, Tommaso; Luati, Alessandra

    The exponential model for the spectrum of a time series and its fractional extensions are based on the Fourier series expansion of the logarithm of the spectral density. The coefficients of the expansion form the cepstrum of the time series. After deriving the cepstrum of important classes of time...

  19. Rotation in the Dynamic Factor Modeling of Multivariate Stationary Time Series.

    Science.gov (United States)

    Molenaar, Peter C. M.; Nesselroade, John R.

    2001-01-01

    Proposes a special rotation procedure for the exploratory dynamic factor model for stationary multivariate time series. The rotation procedure applies separately to each univariate component series of a q-variate latent factor series and transforms such a component, initially represented as white noise, into a univariate moving-average.…

  20. Rotation in the dynamic factor modeling of multivariate stationary time series.

    NARCIS (Netherlands)

    Molenaar, P.C.M.; Nesselroade, J.R.

    2001-01-01

    A special rotation procedure is proposed for the exploratory dynamic factor model for stationary multivariate time series. The rotation procedure applies separately to each univariate component series of a q-variate latent factor series and transforms such a component, initially represented as white

  1. Distribution of Microorganisms and Antibiotic Resistance in Children with Urinary Tract Infections, Retrospective Case Series.

    Directory of Open Access Journals (Sweden)

    Didem Kaya

    2017-04-01

    Full Text Available Aim Urinary tract infection is one of the most common serious bacterial infections in children. Due to regional differences and past infections, the use of antibiotics has problems such as variability in microorganisms and antibiotic susceptibility. In this study, we aimed to determine the microorganisms detected in urinary tract infections in children and their antibiotic resistance status.Methods A retrospective observational study was planned. Demographic data, urine microscopy and urine culture results of patients who were hospitalized with urinary tract infection diagnosis in our pediatric clinic at hospital were recorded retrospectively through hospital automation system. The first culture results of the patients were used in the evaluation of the data. Results In the study group of 112 patients, Escherichia coli (E. coli and Klebsiella were the most identified microorganisms in patients with urinary culture. Under 2 years old, Klebsiella was more frequent, and at 2 years of age there was a noticeable increase in the frequency of E-coli. The most common resistance of both microorganisms was found to be ampicillin. Conclusions: Regional infectious agents and antibiotic resistance should be revised at regular intervals, appropriate empiric therapy should be considered. Thus, is predicted that the chance of success in treatment will increase and the speed of resistance development will decrease.

  2. An Empirical Test of a Model of Resistance to Persuasion.

    Science.gov (United States)

    And Others; Burgoon, Michael

    1978-01-01

    Tests a model of resistance to persuasion based upon variables not considered by earlier congruity and inoculation models. Supports the prediction that the kind of critical response set induced and the target of the criticism are mediators of resistance to persuasion. (JMF)

  3. New Models for Forecasting Enrollments: Fuzzy Time Series and Neural Network Approaches.

    Science.gov (United States)

    Song, Qiang; Chissom, Brad S.

    Since university enrollment forecasting is very important, many different methods and models have been proposed by researchers. Two new methods for enrollment forecasting are introduced: (1) the fuzzy time series model; and (2) the artificial neural networks model. Fuzzy time series has been proposed to deal with forecasting problems within a…

  4. A Sandwich-Type Standard Error Estimator of SEM Models with Multivariate Time Series

    Science.gov (United States)

    Zhang, Guangjian; Chow, Sy-Miin; Ong, Anthony D.

    2011-01-01

    Structural equation models are increasingly used as a modeling tool for multivariate time series data in the social and behavioral sciences. Standard error estimators of SEM models, originally developed for independent data, require modifications to accommodate the fact that time series data are inherently dependent. In this article, we extend a…

  5. Time series modeling and forecasting using memetic algorithms for regime-switching models.

    Science.gov (United States)

    Bergmeir, Christoph; Triguero, Isaac; Molina, Daniel; Aznarte, José Luis; Benitez, José Manuel

    2012-11-01

    In this brief, we present a novel model fitting procedure for the neuro-coefficient smooth transition autoregressive model (NCSTAR), as presented by Medeiros and Veiga. The model is endowed with a statistically founded iterative building procedure and can be interpreted in terms of fuzzy rule-based systems. The interpretability of the generated models and a mathematically sound building procedure are two very important properties of forecasting models. The model fitting procedure employed by the original NCSTAR is a combination of initial parameter estimation by a grid search procedure with a traditional local search algorithm. We propose a different fitting procedure, using a memetic algorithm, in order to obtain more accurate models. An empirical evaluation of the method is performed, applying it to various real-world time series originating from three forecasting competitions. The results indicate that we can significantly enhance the accuracy of the models, making them competitive to models commonly used in the field.

  6. Analysis of interface states and series resistance at MIS structure irradiated under {sup 60}Co {gamma}-rays

    Energy Technology Data Exchange (ETDEWEB)

    Tataroglu, A. [Department of Physics, Faculty of Arts and Sciences, Gazi University, 06500 Ankara (Turkey)], E-mail: ademt@gazi.edu.tr; Altindal, S. [Department of Physics, Faculty of Arts and Sciences, Gazi University, 06500 Ankara (Turkey)

    2007-10-11

    In this research, we investigated the effect of {sup 60}Co {gamma}-ray exposure on the electrical properties of Au/SnO{sub 2}/n-Si (MIS) structures using current-voltage (I-V) measurements. The fabricated devices were exposed to {gamma}-ray doses ranging from 0 to 300 kGy at a dose rate of 2.12 kGy h{sup -1} in water at room temperature. The density of interface states N{sub ss} as a function of E{sub c}-E{sub ss} is deduced from the forward bias I-V data for each dose by taking into account the bias dependence effective barrier height and series resistance of device at room temperature. Experimental results show that the {gamma}-irradiation gives rise to an increase in the zero bias barrier height {phi}{sub BO}, as the ideality factor n and N{sub ss} decrease with increasing radiation dose. In addition, the values of series resistance were determined using Cheung's method. The R{sub s} increases with increasing radiation dose. The results show that the main effect of the radiation is the generation of interface states with energy level within the forbidden band gap at the insulator/semiconductor interface.

  7. Using Disks as Models for Proofs of Series

    Science.gov (United States)

    Somchaipeng, Tongta; Kruatong, Tussatrin; Panijpan, Bhinyo

    2012-01-01

    Exploring and deriving proofs of closed-form expressions for series can be fun for students. However, for some students, a physical representation of such problems is more meaningful. Various approaches have been designed to help students visualize squares of sums and sums of squares; these approaches may be arithmetic-algebraic or combinatorial…

  8. multivariate time series modeling of selected childhood diseases

    African Journals Online (AJOL)

    2016-06-17

    Jun 17, 2016 ... KEYWORDS: Multivariate Approach, Pre-whitening, Vector Time Series, .... Alternatively, the process may be written in mean adjusted form as .... The AIC criterion asymptotically over estimates the order with positive probability, whereas the BIC and HQC criteria ... has the same asymptotic distribution as Ǫ.

  9. 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.

  10. Characterization of Series Resistance and Mobility Degradation Parameter and Optimizing Choice of Oxide Thickness in Thin Oxide N-Channel MOSFET

    Directory of Open Access Journals (Sweden)

    Noureddine Maouhoub

    2011-01-01

    Full Text Available We present two methods to extract the series resistance and the mobility degradation parameter in short-channel MOSFETs. The principle of the first method is based on the comparison between the exponential model and the classical model of effective mobility and for the second method is based on directly calculating the two parameters by solving a system of two equations obtained by using two different points in strong inversion at small drain bias from the characteristic (. The results obtained by these techniques have shown a better agreement with data measurements and allowed in the same time to determine the surface roughness amplitude and its influence on the maximum drain current and give the optimal oxide thickness.

  11. Evolution of Black-Box Models Based on Volterra Series

    Directory of Open Access Journals (Sweden)

    Daniel D. Silveira

    2015-01-01

    Full Text Available This paper presents a historical review of the many behavioral models actually used to model radio frequency power amplifiers and a new classification of these behavioral models. It also discusses the evolution of these models, from a single polynomial to multirate Volterra models, presenting equations and estimation methods. New trends in RF power amplifier behavioral modeling are suggested.

  12. Experimental dynamical characterization of five autonomous chaotic oscillators with tunable series resistance

    Energy Technology Data Exchange (ETDEWEB)

    Minati, Ludovico, E-mail: lminati@ieee.org, E-mail: ludovico.minati@unitn.it [MR-Lab, Center for Mind/Brain Science, University of Trento, Trento, Italy and Scientific Department, Fondazione IRCCS Istituto Neurologico Carlo Besta, Milan (Italy)

    2014-09-01

    In this paper, an experimental characterization of the dynamical properties of five autonomous chaotic oscillators, based on bipolar-junction transistors and obtained de-novo through a genetic algorithm in a previous study, is presented. In these circuits, a variable resistor connected in series to the DC voltage source acts as control parameter, for a range of which the largest Lyapunov exponent, correlation dimension, approximate entropy, and amplitude variance asymmetry are calculated, alongside bifurcation diagrams and spectrograms. Numerical simulations are compared to experimental measurements. The oscillators can generate a considerable variety of regular and chaotic sine-like and spike-like signals.

  13. Statistical models of a gas diffusion electrode: II. Current resistent

    Energy Technology Data Exchange (ETDEWEB)

    Proksch, D B; Winsel, O W

    1965-07-01

    The authors describe an apparatus for measuring the flow resistance of gas diffusion electrodes which is a mechanical analog of the Wheatstone bridge for measuring electric resistance. The flow resistance of a circular DSK electrode sheet, consisting of two covering layers and a working layer between them, was measured as a function of the gas pressure. While the pressure first was increased and then decreased, a hysteresis occurred, which is discussed and explained by a statistical model of a porous electrode.

  14. Filamentary model in resistive switching materials

    Science.gov (United States)

    Jasmin, Alladin C.

    2017-12-01

    The need for next generation computer devices is increasing as the demand for efficient data processing increases. The amount of data generated every second also increases which requires large data storage devices. Oxide-based memory devices are being studied to explore new research frontiers thanks to modern advances in nanofabrication. Various oxide materials are studied as active layers for non-volatile memory. This technology has potential application in resistive random-access-memory (ReRAM) and can be easily integrated in CMOS technologies. The long term perspective of this research field is to develop devices which mimic how the brain processes information. To realize such application, a thorough understanding of the charge transport and switching mechanism is important. A new perspective in the multistate resistive switching based on current-induced filament dynamics will be discussed. A simple equivalent circuit of the device gives quantitative information about the nature of the conducting filament at different resistance states.

  15. 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

  16. Mathematical modeling and computational prediction of cancer drug resistance.

    Science.gov (United States)

    Sun, Xiaoqiang; Hu, Bin

    2017-06-23

    Diverse forms of resistance to anticancer drugs can lead to the failure of chemotherapy. Drug resistance is one of the most intractable issues for successfully treating cancer in current clinical practice. Effective clinical approaches that could counter drug resistance by restoring the sensitivity of tumors to the targeted agents are urgently needed. As numerous experimental results on resistance mechanisms have been obtained and a mass of high-throughput data has been accumulated, mathematical modeling and computational predictions using systematic and quantitative approaches have become increasingly important, as they can potentially provide deeper insights into resistance mechanisms, generate novel hypotheses or suggest promising treatment strategies for future testing. In this review, we first briefly summarize the current progress of experimentally revealed resistance mechanisms of targeted therapy, including genetic mechanisms, epigenetic mechanisms, posttranslational mechanisms, cellular mechanisms, microenvironmental mechanisms and pharmacokinetic mechanisms. Subsequently, we list several currently available databases and Web-based tools related to drug sensitivity and resistance. Then, we focus primarily on introducing some state-of-the-art computational methods used in drug resistance studies, including mechanism-based mathematical modeling approaches (e.g. molecular dynamics simulation, kinetic model of molecular networks, ordinary differential equation model of cellular dynamics, stochastic model, partial differential equation model, agent-based model, pharmacokinetic-pharmacodynamic model, etc.) and data-driven prediction methods (e.g. omics data-based conventional screening approach for node biomarkers, static network approach for edge biomarkers and module biomarkers, dynamic network approach for dynamic network biomarkers and dynamic module network biomarkers, etc.). Finally, we discuss several further questions and future directions for the use of

  17. Diuretics Combined With Compression in Resistant Limb Edema of Advanced Disease-A Case Series Report.

    Science.gov (United States)

    Gradalski, Tomasz

    2018-04-01

    The extremity edema of advanced disease is a common, multifactorial feature, which impairs patients' activities and quality of life. The most frequently chosen management is based on combined decongestive physiotherapy or pharmacotherapy (with diuretics or steroids). Subcutaneous lymphatic drainage in refractory edema may decrease the swelling, prevent spontaneous lymphorrhea, but also increase the risk of infection. Safe and effective conservative management in diuretics-resistant edemas is lacking. The objective of this prospective, observational study was to assess the effectiveness and tolerability of combined physiotherapeutic and diuretic therapy in edemas refractory to parenteral diuretics. A group of 19 patients with advanced disease and severe bilateral leg edema resistant to parenteral diuretic therapy were treated for three days with a combination of multilayer short-stretch compression bandaging and furosemide in hypersaline intravenous infusion. A clinically meaningful decrease in mean limb volume (of 1.52 L; 20.6%; P performance status in any patient. Stable levels of blood pressure, laboratory kidney profile (potassium, sodium, creatinine clearance), and serum albumin were observed. Maintenance of the achieved results with a good compliance was seen during an informal follow-up at the hospice. The combination of compression therapy with hypersaline diuretics could be considered as a valuable option for refractory cases of limb edema in advanced disease. Copyright © 2017 American Academy of Hospice and Palliative Medicine. Published by Elsevier Inc. All rights reserved.

  18. Testing and Modeling of Machine Properties in Resistance Welding

    DEFF Research Database (Denmark)

    Wu, Pei

    The objective of this work has been to test and model the machine properties including the mechanical properties and the electrical properties in resistance welding. The results are used to simulate the welding process more accurately. The state of the art in testing and modeling machine properties...... as real projection welding tests, is easy to realize in industry, since tests may be performed in situ. In part II, an approach of characterizing the electrical properties of AC resistance welding machines is presented, involving testing and mathematical modelling of the weld current, the firing angle...... in resistance welding has been described based on a comprehensive literature study. The present thesis has been subdivided into two parts: Part I: Mechanical properties of resistance welding machines. Part II: Electrical properties of resistance welding machines. In part I, the electrode force in the squeeze...

  19. A human model of dietary saturated fatty acid induced insulin resistance.

    Science.gov (United States)

    Koska, Juraj; Ozias, Marlies K; Deer, James; Kurtz, Julie; Salbe, Arline D; Harman, S Mitchell; Reaven, Peter D

    2016-11-01

    Increased consumption of high-fat diets is associated with the development of insulin resistance and type 2 diabetes. Current models to study the mechanisms of high-fat diet-induced IR in humans are limited by their long duration or low efficacy. In the present study we developed and characterized an acute dietary model of saturated fatty acid-enriched diet induced insulin resistance. High caloric diets enriched with saturated fatty acids (SFA) or carbohydrates (CARB) were evaluated in subjects with normal and impaired glucose tolerance (NGT or IGT). Both diets were compared to a standard eucaloric American Heart Association (AHA) control diet in a series of crossover studies. Whole body insulin resistance was estimated as steady state plasma glucose (SSPG) concentrations during the last 30min of a 3-h insulin suppression test. SSPG was increased after a 24-h SFA diet (by 83±74% vs. control, n=38) in the entire cohort, which was comprised of participants with NGT (92±82%, n=22) or IGT (65±55%, n=16) (all pinsulin resistance in both NGT and IGT subjects. Insulin resistance persisted overnight after the last SFA meal and was attenuated by one day of a healthy diet. This model offers opportunities for identifying early mechanisms and potential treatments of dietary saturated fat induced insulin resistance. Published by Elsevier Inc.

  20. Evaluation of nonlinearity and validity of nonlinear modeling for complex time series.

    Science.gov (United States)

    Suzuki, Tomoya; Ikeguchi, Tohru; Suzuki, Masuo

    2007-10-01

    Even if an original time series exhibits nonlinearity, it is not always effective to approximate the time series by a nonlinear model because such nonlinear models have high complexity from the viewpoint of information criteria. Therefore, we propose two measures to evaluate both the nonlinearity of a time series and validity of nonlinear modeling applied to it by nonlinear predictability and information criteria. Through numerical simulations, we confirm that the proposed measures effectively detect the nonlinearity of an observed time series and evaluate the validity of the nonlinear model. The measures are also robust against observational noises. We also analyze some real time series: the difference of the number of chickenpox and measles patients, the number of sunspots, five Japanese vowels, and the chaotic laser. We can confirm that the nonlinear model is effective for the Japanese vowel /a/, the difference of the number of measles patients, and the chaotic laser.

  1. Trend Estimation and Regression Analysis in Climatological Time Series: An Application of Structural Time Series Models and the Kalman Filter.

    Science.gov (United States)

    Visser, H.; Molenaar, J.

    1995-05-01

    The detection of trends in climatological data has become central to the discussion on climate change due to the enhanced greenhouse effect. To prove detection, a method is needed (i) to make inferences on significant rises or declines in trends, (ii) to take into account natural variability in climate series, and (iii) to compare output from GCMs with the trends in observed climate data. To meet these requirements, flexible mathematical tools are needed. A structural time series model is proposed with which a stochastic trend, a deterministic trend, and regression coefficients can be estimated simultaneously. The stochastic trend component is described using the class of ARIMA models. The regression component is assumed to be linear. However, the regression coefficients corresponding with the explanatory variables may be time dependent to validate this assumption. The mathematical technique used to estimate this trend-regression model is the Kaiman filter. The main features of the filter are discussed.Examples of trend estimation are given using annual mean temperatures at a single station in the Netherlands (1706-1990) and annual mean temperatures at Northern Hemisphere land stations (1851-1990). The inclusion of explanatory variables is shown by regressing the latter temperature series on four variables: Southern Oscillation index (SOI), volcanic dust index (VDI), sunspot numbers (SSN), and a simulated temperature signal, induced by increasing greenhouse gases (GHG). In all analyses, the influence of SSN on global temperatures is found to be negligible. The correlations between temperatures and SOI and VDI appear to be negative. For SOI, this correlation is significant, but for VDI it is not, probably because of a lack of volcanic eruptions during the sample period. The relation between temperatures and GHG is positive, which is in agreement with the hypothesis of a warming climate because of increasing levels of greenhouse gases. The prediction performance of

  2. Patients presenting with miliaria while wearing flame resistant clothing in high ambient temperatures: a case series

    Directory of Open Access Journals (Sweden)

    Garcia Anisa M

    2011-09-01

    Full Text Available Abstract Introduction Clothing can be a cause of occupational dermatitis. Frequent causes of clothing-related dermatological problems can be the fabric itself and/or chemical additives used in the laundering process, friction from certain fabrics excessively rubbing the skin, or heat retention from perspiration-soaked clothing in hot working environments. To the best of our knowledge, these are the first reported cases of miliaria rubra associated with prolonged use of flame resistant clothing in the medical literature. Case presentation We report 18 cases (14 men and 4 women, with an age range of 19 to 37 years of moderate to severe skin irritation associated with wearing flame resistant clothing in hot arid environments (temperature range: 39 to 50°C, 5% to 25% relative humidity. We describe the medical history in detail of a 23-year-old Caucasian woman and a 31-year-old African-American man. A summary of the other 16 patients is also provided. Conclusions These cases illustrate the potential serious nature of miliaria with superimposed Staphylococcus infections. All 18 patients fully recovered with topical skin treatment and modifications to their dress ensemble. Clothing, in particular blend fabrics, must be thoroughly laundered to adequately remove detergent residue. While in hot environments, individuals with sensitive skin should take the necessary precautions such as regular changing of clothing and good personal hygiene to ensure that their skin remains as dry and clean as possible. It is also important that they report to their health care provider as soon as skin irritation or rash appears to initiate any necessary medical procedures. Miliaria rubra can take a week or longer to clear, so removal of exposure to certain fabric types may be necessary.

  3. Fitting ARMA Time Series by Structural Equation Models.

    Science.gov (United States)

    van Buuren, Stef

    1997-01-01

    This paper outlines how the stationary ARMA (p,q) model (G. Box and G. Jenkins, 1976) can be specified as a structural equation model. Maximum likelihood estimates for the parameters in the ARMA model can be obtained by software for fitting structural equation models. The method is applied to three problem types. (SLD)

  4. Extracting the relevant delays in time series modelling

    DEFF Research Database (Denmark)

    Goutte, Cyril

    1997-01-01

    selection, and more precisely stepwise forward selection. The method is compared to other forward selection schemes, as well as to a nonparametric tests aimed at estimating the embedding dimension of time series. The final application extends these results to the efficient estimation of FIR filters on some......In this contribution, we suggest a convenient way to use generalisation error to extract the relevant delays from a time-varying process, i.e. the delays that lead to the best prediction performance. We design a generalisation-based algorithm that takes its inspiration from traditional variable...

  5. Time Series Modelling of Syphilis Incidence in China from 2005 to 2012.

    Science.gov (United States)

    Zhang, Xingyu; Zhang, Tao; Pei, Jiao; Liu, Yuanyuan; Li, Xiaosong; Medrano-Gracia, Pau

    2016-01-01

    The infection rate of syphilis in China has increased dramatically in recent decades, becoming a serious public health concern. Early prediction of syphilis is therefore of great importance for heath planning and management. In this paper, we analyzed surveillance time series data for primary, secondary, tertiary, congenital and latent syphilis in mainland China from 2005 to 2012. Seasonality and long-term trend were explored with decomposition methods. Autoregressive integrated moving average (ARIMA) was used to fit a univariate time series model of syphilis incidence. A separate multi-variable time series for each syphilis type was also tested using an autoregressive integrated moving average model with exogenous variables (ARIMAX). The syphilis incidence rates have increased three-fold from 2005 to 2012. All syphilis time series showed strong seasonality and increasing long-term trend. Both ARIMA and ARIMAX models fitted and estimated syphilis incidence well. All univariate time series showed highest goodness-of-fit results with the ARIMA(0,0,1)×(0,1,1) model. Time series analysis was an effective tool for modelling the historical and future incidence of syphilis in China. The ARIMAX model showed superior performance than the ARIMA model for the modelling of syphilis incidence. Time series correlations existed between the models for primary, secondary, tertiary, congenital and latent syphilis.

  6. Time Series Modelling of Syphilis Incidence in China from 2005 to 2012

    Science.gov (United States)

    Zhang, Xingyu; Zhang, Tao; Pei, Jiao; Liu, Yuanyuan; Li, Xiaosong; Medrano-Gracia, Pau

    2016-01-01

    Background The infection rate of syphilis in China has increased dramatically in recent decades, becoming a serious public health concern. Early prediction of syphilis is therefore of great importance for heath planning and management. Methods In this paper, we analyzed surveillance time series data for primary, secondary, tertiary, congenital and latent syphilis in mainland China from 2005 to 2012. Seasonality and long-term trend were explored with decomposition methods. Autoregressive integrated moving average (ARIMA) was used to fit a univariate time series model of syphilis incidence. A separate multi-variable time series for each syphilis type was also tested using an autoregressive integrated moving average model with exogenous variables (ARIMAX). Results The syphilis incidence rates have increased three-fold from 2005 to 2012. All syphilis time series showed strong seasonality and increasing long-term trend. Both ARIMA and ARIMAX models fitted and estimated syphilis incidence well. All univariate time series showed highest goodness-of-fit results with the ARIMA(0,0,1)×(0,1,1) model. Conclusion Time series analysis was an effective tool for modelling the historical and future incidence of syphilis in China. The ARIMAX model showed superior performance than the ARIMA model for the modelling of syphilis incidence. Time series correlations existed between the models for primary, secondary, tertiary, congenital and latent syphilis. PMID:26901682

  7. Modeling time-series data from microbial communities.

    Science.gov (United States)

    Ridenhour, Benjamin J; Brooker, Sarah L; Williams, Janet E; Van Leuven, James T; Miller, Aaron W; Dearing, M Denise; Remien, Christopher H

    2017-11-01

    As sequencing technologies have advanced, the amount of information regarding the composition of bacterial communities from various environments (for example, skin or soil) has grown exponentially. To date, most work has focused on cataloging taxa present in samples and determining whether the distribution of taxa shifts with exogenous covariates. However, important questions regarding how taxa interact with each other and their environment remain open thus preventing in-depth ecological understanding of microbiomes. Time-series data from 16S rDNA amplicon sequencing are becoming more common within microbial ecology, but methods to infer ecological interactions from these longitudinal data are limited. We address this gap by presenting a method of analysis using Poisson regression fit with an elastic-net penalty that (1) takes advantage of the fact that the data are time series; (2) constrains estimates to allow for the possibility of many more interactions than data; and (3) is scalable enough to handle data consisting of thousands of taxa. We test the method on gut microbiome data from white-throated woodrats (Neotoma albigula) that were fed varying amounts of the plant secondary compound oxalate over a period of 22 days to estimate interactions between OTUs and their environment.

  8. Parametric, nonparametric and parametric modelling of a chaotic circuit time series

    Science.gov (United States)

    Timmer, J.; Rust, H.; Horbelt, W.; Voss, H. U.

    2000-09-01

    The determination of a differential equation underlying a measured time series is a frequently arising task in nonlinear time series analysis. In the validation of a proposed model one often faces the dilemma that it is hard to decide whether possible discrepancies between the time series and model output are caused by an inappropriate model or by bad estimates of parameters in a correct type of model, or both. We propose a combination of parametric modelling based on Bock's multiple shooting algorithm and nonparametric modelling based on optimal transformations as a strategy to test proposed models and if rejected suggest and test new ones. We exemplify this strategy on an experimental time series from a chaotic circuit where we obtain an extremely accurate reconstruction of the observed attractor.

  9. Has the emergence of community-associated methicillin-resistant Staphylococcus aureus increased trimethoprim-sulfamethoxazole use and resistance?: a 10-year time series analysis.

    Science.gov (United States)

    Wood, Jameson B; Smith, Donald B; Baker, Errol H; Brecher, Stephen M; Gupta, Kalpana

    2012-11-01

    There are an increasing number of indications for trimethoprim-sulfamethoxazole use, including skin and soft tissue infections due to community-associated methicillin-resistant Staphylococcus aureus (CA-MRSA). Assessing the relationship between rates of use and antibiotic resistance is important for maintaining the expected efficacy of this drug for guideline-recommended conditions. Using interrupted time series analysis, we aimed to determine whether the 2005 emergence of CA-MRSA and recommendations of trimethoprim-sulfamethoxazole as the preferred therapy were associated with changes in trimethoprim-sulfamethoxazole use and susceptibility rates. The data from all VA Boston Health Care System facilities, including 118,863 inpatient admissions, 6,272,661 outpatient clinic visits, and 10,138 isolates were collected over a 10-year period. There was a significant (P = 0.02) increase in trimethoprim-sulfamethoxazole prescriptions in the post-CA-MRSA period (1,605/year) compared to the pre-CA-MRSA period (1,538/year). Although the overall susceptibility of Escherichia coli and Proteus spp. to trimethoprim-sulfamethoxazole decreased over the study period, the rate of change in the pre- versus the post-CA-MRSA period was not significantly different. The changes in susceptibility rates of S. aureus to trimethoprim-sulfamethoxazole and to methicillin were also not significantly different. The CA-MRSA period is associated with a significant increase in use of trimethoprim-sulfamethoxazole but not with significant changes in the rates of susceptibilities among clinical isolates. There is also no evidence for selection of organisms with increased resistance to other antimicrobials in relation to increased trimethoprim-sulfamethoxazole use.

  10. Testing and Modeling of Contact Problems in Resistance Welding

    DEFF Research Database (Denmark)

    Song, Quanfeng

    together two or three cylindrical parts as well as disc-ring pairs of dissimilar metals. The tests have demonstrated the effectiveness of the model. A theoretical and experimental study is performed on the contact resistance aiming at a more reliable model for numerical simulation of resistance welding......As a part of the efforts towards a professional and reliable numerical tool for resistance welding engineers, this Ph.D. project is dedicated to refining the numerical models related to the interface behavior. An FE algorithm for the contact problems in resistance welding has been developed...... for the formulation, and the interfaces are treated in a symmetric pattern. The frictional sliding contact is also solved employing the constant friction model. The algorithm is incorporated into the finite element code. Verification is carried out in some numerical tests as well as experiments such as upsetting...

  11. A generalized exponential time series regression model for electricity prices

    DEFF Research Database (Denmark)

    Haldrup, Niels; Knapik, Oskar; Proietti, Tomasso

    on the estimated model, the best linear predictor is constructed. Our modeling approach provides good fit within sample and outperforms competing benchmark predictors in terms of forecasting accuracy. We also find that building separate models for each hour of the day and averaging the forecasts is a better...

  12. Analysis and modeling of resistive switching mechanism oriented to fault tolerance of resistive memory based on memristor

    International Nuclear Information System (INIS)

    Huang Da; Wu Jun-Jie; Tang Yu-Hua

    2014-01-01

    With the progress of the semiconductor industry, resistive memories, especially the memristor, have drawn increasing attention. The resistive memory based on memrsitor has not been commercialized mainly because of data error. Currently, there are more studies focused on fault tolerance of resistive memory. This paper studies the resistive switching mechanism which may have time-varying characteristics. Resistive switching mechanism is analyzed and its respective circuit model is established based on the memristor Spice model

  13. Modeling sports highlights using a time-series clustering framework and model interpretation

    Science.gov (United States)

    Radhakrishnan, Regunathan; Otsuka, Isao; Xiong, Ziyou; Divakaran, Ajay

    2005-01-01

    In our past work on sports highlights extraction, we have shown the utility of detecting audience reaction using an audio classification framework. The audio classes in the framework were chosen based on intuition. In this paper, we present a systematic way of identifying the key audio classes for sports highlights extraction using a time series clustering framework. We treat the low-level audio features as a time series and model the highlight segments as "unusual" events in a background of an "usual" process. The set of audio classes to characterize the sports domain is then identified by analyzing the consistent patterns in each of the clusters output from the time series clustering framework. The distribution of features from the training data so obtained for each of the key audio classes, is parameterized by a Minimum Description Length Gaussian Mixture Model (MDL-GMM). We also interpret the meaning of each of the mixture components of the MDL-GMM for the key audio class (the "highlight" class) that is correlated with highlight moments. Our results show that the "highlight" class is a mixture of audience cheering and commentator's excited speech. Furthermore, we show that the precision-recall performance for highlights extraction based on this "highlight" class is better than that of our previous approach which uses only audience cheering as the key highlight class.

  14. An analytic solution for numerical modeling validation in electromagnetics: the resistive sphere

    Science.gov (United States)

    Swidinsky, Andrei; Liu, Lifei

    2017-11-01

    We derive the electromagnetic response of a resistive sphere to an electric dipole source buried in a conductive whole space. The solution consists of an infinite series of spherical Bessel functions and associated Legendre polynomials, and follows the well-studied problem of a conductive sphere buried in a resistive whole space in the presence of a magnetic dipole. Our result is particularly useful for controlled-source electromagnetic problems using a grounded electric dipole transmitter and can be used to check numerical methods of calculating the response of resistive targets (such as finite difference, finite volume, finite element and integral equation). While we elect to focus on the resistive sphere in our examples, the expressions in this paper are completely general and allow for arbitrary source frequency, sphere radius, transmitter position, receiver position and sphere/host conductivity contrast so that conductive target responses can also be checked. Commonly used mesh validation techniques consist of comparisons against other numerical codes, but such solutions may not always be reliable or readily available. Alternatively, the response of simple 1-D models can be tested against well-known whole space, half-space and layered earth solutions, but such an approach is inadequate for validating models with curved surfaces. We demonstrate that our theoretical results can be used as a complementary validation tool by comparing analytic electric fields to those calculated through a finite-element analysis; the software implementation of this infinite series solution is made available for direct and immediate application.

  15. Time Series ARIMA Models of Undergraduate Grade Point Average.

    Science.gov (United States)

    Rogers, Bruce G.

    The Auto-Regressive Integrated Moving Average (ARIMA) Models, often referred to as Box-Jenkins models, are regression methods for analyzing sequential dependent observations with large amounts of data. The Box-Jenkins approach, a three-stage procedure consisting of identification, estimation and diagnosis, was used to select the most appropriate…

  16. SEM based CARMA time series modeling for arbitrary N

    NARCIS (Netherlands)

    Oud, J.H.L.; Völkle, M.C.; Driver, C.C.

    2018-01-01

    This article explains in detail the state space specification and estimation of first and higher-order autoregressive moving-average models in continuous time (CARMA) in an extended structural equation modeling (SEM) context for N = 1 as well as N > 1. To illustrate the approach, simulations will be

  17. Modeling Large Time Series for Efficient Approximate Query Processing

    DEFF Research Database (Denmark)

    Perera, Kasun S; Hahmann, Martin; Lehner, Wolfgang

    2015-01-01

    query statistics derived from experiments and when running the system. Our approach can also reduce communication load by exchanging models instead of data. To allow seamless integration of model-based querying into traditional data warehouses, we introduce a SQL compatible query terminology. Our...

  18. Modelling Changes in the Unconditional Variance of Long Stock Return Series

    DEFF Research Database (Denmark)

    Amado, Cristina; Teräsvirta, Timo

    In this paper we develop a testing and modelling procedure for describing the long-term volatility movements over very long return series. For the purpose, we assume that volatility is multiplicatively decomposed into a conditional and an unconditional component as in Amado and Teräsvirta (2011...... show that the long-memory property in volatility may be explained by ignored changes in the unconditional variance of the long series. Finally, based on a formal statistical test we find evidence of the superiority of volatility forecast accuracy of the new model over the GJR-GARCH model at all...... horizons for a subset of the long return series....

  19. Modelling changes in the unconditional variance of long stock return series

    DEFF Research Database (Denmark)

    Amado, Cristina; Teräsvirta, Timo

    2014-01-01

    In this paper we develop a testing and modelling procedure for describing the long-term volatility movements over very long daily return series. For this purpose we assume that volatility is multiplicatively decomposed into a conditional and an unconditional component as in Amado and Teräsvirta...... that the apparent long memory property in volatility may be interpreted as changes in the unconditional variance of the long series. Finally, based on a formal statistical test we find evidence of the superiority of volatility forecasting accuracy of the new model over the GJR-GARCH model at all horizons for eight...... subsets of the long return series....

  20. Mixed Portmanteau Test for Diagnostic Checking of Time Series Models

    Directory of Open Access Journals (Sweden)

    Sohail Chand

    2014-01-01

    Full Text Available Model criticism is an important stage of model building and thus goodness of fit tests provides a set of tools for diagnostic checking of the fitted model. Several tests are suggested in literature for diagnostic checking. These tests use autocorrelation or partial autocorrelation in the residuals to criticize the adequacy of fitted model. The main idea underlying these portmanteau tests is to identify if there is any dependence structure which is yet unexplained by the fitted model. In this paper, we suggest mixed portmanteau tests based on autocorrelation and partial autocorrelation functions of the residuals. We derived the asymptotic distribution of the mixture test and studied its size and power using Monte Carlo simulations.

  1. Multivariate analysis and extraction of parameters in resistive RAMs using the Quantum Point Contact model

    Science.gov (United States)

    Roldán, J. B.; Miranda, E.; González-Cordero, G.; García-Fernández, P.; Romero-Zaliz, R.; González-Rodelas, P.; Aguilera, A. M.; González, M. B.; Jiménez-Molinos, F.

    2018-01-01

    A multivariate analysis of the parameters that characterize the reset process in Resistive Random Access Memory (RRAM) has been performed. The different correlations obtained can help to shed light on the current components that contribute in the Low Resistance State (LRS) of the technology considered. In addition, a screening method for the Quantum Point Contact (QPC) current component is presented. For this purpose, the second derivative of the current has been obtained using a novel numerical method which allows determining the QPC model parameters. Once the procedure is completed, a whole Resistive Switching (RS) series of thousands of curves is studied by means of a genetic algorithm. The extracted QPC parameter distributions are characterized in depth to get information about the filamentary pathways associated with LRS in the low voltage conduction regime.

  2. Six-Dimensional Modeling of Coherent Bunch Instabilities and Related Feedback Systems using Power-Series Maps for the Lattice

    Energy Technology Data Exchange (ETDEWEB)

    Briggs, D.

    2003-07-07

    The authors have developed 6-dimensional phase-space code that tracks macroparticles for the study of coherent bunch instabilities and related feedback systems. The model is based on power-series maps to represent the lattice, and allows for straightforward inclusion of effects such as amplitude dependent tune shift, chromaticity, synchrotron oscillations, and synchrotron radiation. It simulates long range wake fields such as resistive-wall effects as well as the higher order modes in cavities. The model has served to study the dynamics relevant to the transverse feedback system currently being commissioned for the Advanced Light Source (ALS). Current work integrates earlier versions into a modular system that includes models for transverse and longitudinal feedback systems. It is designed to provide a modular approach to the dynamics and diagnostics, allowing a user to modify the model of a storage ring at run-time without recompilation.

  3. A Feature Fusion Based Forecasting Model for Financial Time Series

    Science.gov (United States)

    Guo, Zhiqiang; Wang, Huaiqing; Liu, Quan; Yang, Jie

    2014-01-01

    Predicting the stock market has become an increasingly interesting research area for both researchers and investors, and many prediction models have been proposed. In these models, feature selection techniques are used to pre-process the raw data and remove noise. In this paper, a prediction model is constructed to forecast stock market behavior with the aid of independent component analysis, canonical correlation analysis, and a support vector machine. First, two types of features are extracted from the historical closing prices and 39 technical variables obtained by independent component analysis. Second, a canonical correlation analysis method is utilized to combine the two types of features and extract intrinsic features to improve the performance of the prediction model. Finally, a support vector machine is applied to forecast the next day's closing price. The proposed model is applied to the Shanghai stock market index and the Dow Jones index, and experimental results show that the proposed model performs better in the area of prediction than other two similar models. PMID:24971455

  4. SEM Based CARMA Time Series Modeling for Arbitrary N.

    Science.gov (United States)

    Oud, Johan H L; Voelkle, Manuel C; Driver, Charles C

    2018-01-01

    This article explains in detail the state space specification and estimation of first and higher-order autoregressive moving-average models in continuous time (CARMA) in an extended structural equation modeling (SEM) context for N = 1 as well as N > 1. To illustrate the approach, simulations will be presented in which a single panel model (T = 41 time points) is estimated for a sample of N = 1,000 individuals as well as for samples of N = 100 and N = 50 individuals, followed by estimating 100 separate models for each of the one-hundred N = 1 cases in the N = 100 sample. Furthermore, we will demonstrate how to test the difference between the full panel model and each N = 1 model by means of a subject-group-reproducibility test. Finally, the proposed analyses will be applied in an empirical example, in which the relationships between mood at work and mood at home are studied in a sample of N = 55 women. All analyses are carried out by ctsem, an R-package for continuous time modeling, interfacing to OpenMx.

  5. Time series modelling of the Kobe-Osaka earthquake recordings

    Directory of Open Access Journals (Sweden)

    N. Singh

    2002-01-01

    generated by an earthquake. With a view of comparing these two types of waveforms, Singh (1992 developed a technique for identifying a model in time domain. Fortunately this technique has been found useful in modelling the recordings of the killer earthquake occurred in the Kobe-Osaka region of Japan at 5.46 am on 17 January, 1995. The aim of the present study is to show how well the method for identifying a model (developed by Singh (1992 can be used for describing the vibrations of the above mentioned earthquake recorded at Charters Towers in Queensland, Australia.

  6. SPICE compatible behavioural modelling of resistive sensors

    International Nuclear Information System (INIS)

    Nandi, Prajit; Dhar, Anindya Sundar; Das, Soumen; Sahu, Debashis

    2014-01-01

    In this paper, a modelling technique for anisotropic magneto-resistors (AMRs) and piezo-resistors has been developed. These models are then used to model sensors using such elements. The motivation is to develop a platform which will help in the analysis of different performance parameters of such sensors and optimally design electronic systems for such sensor applications. Non-idealistic behaviour such as temperature and nonlinearity, hysteresis, mismatch, noise, etc have been considered while developing the model. The proposed technique helps us to study each of these non-idealities individually as well as understand the holistic sensor response. Root-cause analysis can, thus, be performed. Model parameters are derived from different product specifications and various characterization reports. The sensor's response predicted from the model is compared with the performance of these products. Response of the model is seen to closely follow the response of the actual product. (paper)

  7. Applying Time Series Analysis Model to Temperature Data in Greenhouses

    Directory of Open Access Journals (Sweden)

    Abdelhafid Hasni

    2011-03-01

    Full Text Available The objective of the research is to find an appropriate Seasonal Auto-Regressive Integrated Moving Average (SARIMA Model for fitting the inside air temperature (Tin of a naturally ventilated greenhouse under Mediterranean conditions by considering the minimum of Akaike Information Criterion (AIC. The results of fitting were as follows: the best SARIMA Model for fitting air temperature of greenhouse is SARIMA (1,0,0 (1,0,224.

  8. Modelling fourier regression for time series data- a case study: modelling inflation in foods sector in Indonesia

    Science.gov (United States)

    Prahutama, Alan; Suparti; Wahyu Utami, Tiani

    2018-03-01

    Regression analysis is an analysis to model the relationship between response variables and predictor variables. The parametric approach to the regression model is very strict with the assumption, but nonparametric regression model isn’t need assumption of model. Time series data is the data of a variable that is observed based on a certain time, so if the time series data wanted to be modeled by regression, then we should determined the response and predictor variables first. Determination of the response variable in time series is variable in t-th (yt), while the predictor variable is a significant lag. In nonparametric regression modeling, one developing approach is to use the Fourier series approach. One of the advantages of nonparametric regression approach using Fourier series is able to overcome data having trigonometric distribution. In modeling using Fourier series needs parameter of K. To determine the number of K can be used Generalized Cross Validation method. In inflation modeling for the transportation sector, communication and financial services using Fourier series yields an optimal K of 120 parameters with R-square 99%. Whereas if it was modeled by multiple linear regression yield R-square 90%.

  9. A Personalized Predictive Framework for Multivariate Clinical Time Series via Adaptive Model Selection.

    Science.gov (United States)

    Liu, Zitao; Hauskrecht, Milos

    2017-11-01

    Building of an accurate predictive model of clinical time series for a patient is critical for understanding of the patient condition, its dynamics, and optimal patient management. Unfortunately, this process is not straightforward. First, patient-specific variations are typically large and population-based models derived or learned from many different patients are often unable to support accurate predictions for each individual patient. Moreover, time series observed for one patient at any point in time may be too short and insufficient to learn a high-quality patient-specific model just from the patient's own data. To address these problems we propose, develop and experiment with a new adaptive forecasting framework for building multivariate clinical time series models for a patient and for supporting patient-specific predictions. The framework relies on the adaptive model switching approach that at any point in time selects the most promising time series model out of the pool of many possible models, and consequently, combines advantages of the population, patient-specific and short-term individualized predictive models. We demonstrate that the adaptive model switching framework is very promising approach to support personalized time series prediction, and that it is able to outperform predictions based on pure population and patient-specific models, as well as, other patient-specific model adaptation strategies.

  10. A neuro-fuzzy computing technique for modeling hydrological time series

    Science.gov (United States)

    Nayak, P. C.; Sudheer, K. P.; Rangan, D. M.; Ramasastri, K. S.

    2004-05-01

    Intelligent computing tools such as artificial neural network (ANN) and fuzzy logic approaches are proven to be efficient when applied individually to a variety of problems. Recently there has been a growing interest in combining both these approaches, and as a result, neuro-fuzzy computing techniques have evolved. This approach has been tested and evaluated in the field of signal processing and related areas, but researchers have only begun evaluating the potential of this neuro-fuzzy hybrid approach in hydrologic modeling studies. This paper presents the application of an adaptive neuro fuzzy inference system (ANFIS) to hydrologic time series modeling, and is illustrated by an application to model the river flow of Baitarani River in Orissa state, India. An introduction to the ANFIS modeling approach is also presented. The advantage of the method is that it does not require the model structure to be known a priori, in contrast to most of the time series modeling techniques. The results showed that the ANFIS forecasted flow series preserves the statistical properties of the original flow series. The model showed good performance in terms of various statistical indices. The results are highly promising, and a comparative analysis suggests that the proposed modeling approach outperforms ANNs and other traditional time series models in terms of computational speed, forecast errors, efficiency, peak flow estimation etc. It was observed that the ANFIS model preserves the potential of the ANN approach fully, and eases the model building process.

  11. Modeling activity patterns of wildlife using time-series analysis.

    Science.gov (United States)

    Zhang, Jindong; Hull, Vanessa; Ouyang, Zhiyun; He, Liang; Connor, Thomas; Yang, Hongbo; Huang, Jinyan; Zhou, Shiqiang; Zhang, Zejun; Zhou, Caiquan; Zhang, Hemin; Liu, Jianguo

    2017-04-01

    The study of wildlife activity patterns is an effective approach to understanding fundamental ecological and evolutionary processes. However, traditional statistical approaches used to conduct quantitative analysis have thus far had limited success in revealing underlying mechanisms driving activity patterns. Here, we combine wavelet analysis, a type of frequency-based time-series analysis, with high-resolution activity data from accelerometers embedded in GPS collars to explore the effects of internal states (e.g., pregnancy) and external factors (e.g., seasonal dynamics of resources and weather) on activity patterns of the endangered giant panda ( Ailuropoda melanoleuca ). Giant pandas exhibited higher frequency cycles during the winter when resources (e.g., water and forage) were relatively poor, as well as during spring, which includes the giant panda's mating season. During the summer and autumn when resources were abundant, pandas exhibited a regular activity pattern with activity peaks every 24 hr. A pregnant individual showed distinct differences in her activity pattern from other giant pandas for several months following parturition. These results indicate that animals adjust activity cycles to adapt to seasonal variation of the resources and unique physiological periods. Wavelet coherency analysis also verified the synchronization of giant panda activity level with air temperature and solar radiation at the 24-hr band. Our study also shows that wavelet analysis is an effective tool for analyzing high-resolution activity pattern data and its relationship to internal and external states, an approach that has the potential to inform wildlife conservation and management across species.

  12. The inaccuracy of conventional one-dimensional parallel thermal resistance circuit model for two-dimensional composite walls

    International Nuclear Information System (INIS)

    Wong, K.-L.; Hsien, T.-L.; Hsiao, M.-C.; Chen, W.-L.; Lin, K.-C.

    2008-01-01

    This investigation is to show that two-dimensional steady state heat transfer problems of composite walls should not be solved by the conventionally one-dimensional parallel thermal resistance circuits (PTRC) model because the interface temperatures are not unique. Thus PTRC model cannot be used like its conventional recognized analogy, parallel electrical resistance circuits (PERC) model which has the unique node electric voltage. Two typical composite wall examples, solved by CFD software, are used to demonstrate the incorrectness. The numerical results are compared with those obtained by PTRC model, and very large differences are observed between their results. This proves that the application of conventional heat transfer PTRC model to two-dimensional composite walls, introduced in most heat transfer text book, is totally incorrect. An alternative one-dimensional separately series thermal resistance circuit (SSTRC) model is proposed and applied to the two-dimensional composite walls with isothermal boundaries. Results with acceptable accuracy can be obtained by the new model

  13. Incorrectness of conventional one-dimensional parallel thermal resistance circuit model for two-dimensional circular composite pipes

    International Nuclear Information System (INIS)

    Wong, K.-L.; Hsien, T.-L.; Chen, W.-L.; Yu, S.-J.

    2008-01-01

    This study is to prove that two-dimensional steady state heat transfer problems of composite circular pipes cannot be appropriately solved by the conventional one-dimensional parallel thermal resistance circuits (PTRC) model because its interface temperatures are not unique. Thus, the PTRC model is definitely different from its conventional recognized analogy, parallel electrical resistance circuits (PERC) model, which has unique node electric voltages. Two typical composite circular pipe examples are solved by CFD software, and the numerical results are compared with those obtained by the PTRC model. This shows that the PTRC model generates large error. Thus, this conventional model, introduced in most heat transfer text books, cannot be applied to two-dimensional composite circular pipes. On the contrary, an alternative one-dimensional separately series thermal resistance circuit (SSTRC) model is proposed and applied to a two-dimensional composite circular pipe with isothermal boundaries, and acceptable results are returned

  14. Model of a synthetic wind speed time series generator

    DEFF Research Database (Denmark)

    Negra, N.B.; Holmstrøm, O.; Bak-Jensen, B.

    2008-01-01

    is described and some statistical issues (seasonal characteristics, autocorrelation functions, average values and distribution functions) are used for verification. The output of the model has been designed as input for sequential Monte Carlo simulation; however, it is expected that it can be used for other...... of the main elements to consider for this purpose is the model of the wind speed that is usually required as input. Wind speed measurements may represent a solution for this problem, but, for techniques such as sequential Monte Carlo simulation, they have to be long enough in order to describe a wide range...

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

    International Nuclear Information System (INIS)

    Koen, C.

    2013-01-01

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

  16. Thermodynamic and kinetic modelling: creep resistant materials

    DEFF Research Database (Denmark)

    Hald, John; Korcakova, L.; Danielsen, Hilmar Kjartansson

    2008-01-01

    The use of thermodynamic and kinetic modelling of microstructure evolution in materials exposed to high temperatures in power plants is demonstrated with two examples. Precipitate stability in martensitic 9–12%Cr steels is modelled including equilibrium phase stability, growth of Laves phase part...

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

    Directory of Open Access Journals (Sweden)

    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.

  18. Mathematical model of thyristor inverter including a series-parallel resonant circuit

    OpenAIRE

    Luft, M.; Szychta, E.

    2008-01-01

    The article presents a mathematical model of thyristor inverter including a series-parallel resonant circuit with the aid of state variable method. Maple procedures are used to compute current and voltage waveforms in the inverter.

  19. Mathematical Model of Thyristor Inverter Including a Series-parallel Resonant Circuit

    OpenAIRE

    Miroslaw Luft; Elzbieta Szychta

    2008-01-01

    The article presents a mathematical model of thyristor inverter including a series-parallel resonant circuit with theaid of state variable method. Maple procedures are used to compute current and voltage waveforms in the inverter.

  20. Mathematical Model of Thyristor Inverter Including a Series-parallel Resonant Circuit

    Directory of Open Access Journals (Sweden)

    Miroslaw Luft

    2008-01-01

    Full Text Available The article presents a mathematical model of thyristor inverter including a series-parallel resonant circuit with theaid of state variable method. Maple procedures are used to compute current and voltage waveforms in the inverter.

  1. Shunt and series resistance of photovoltaic module evaluated from the I-V curve; I-V tokusei kara hyokashita taiyo denchi no shunt teiko to chokuretsu teiko

    Energy Technology Data Exchange (ETDEWEB)

    Asano, K; Kawamura, H; Yamanaka, S; Kawamura, H; Ono, H [Meijo University, Nagoya (Japan)

    1997-11-25

    With an objective of discussing I-V characteristics when a shadow has appeared on part of a photovoltaic module, evaluations were given as a first stage of the study on saturation current, shunt resistance and series resistance for the solar cell module. As a result of measuring change in amount of power generated in a sunny day with a shadow appearing over the solar cell module, reduction in power generation capability of about 23% was verified. In other words, the I-V characteristics of the solar cell module change largely because of existence of the shadow caused on the module. The I-V characteristics curve may be expressed and calculated as a function of the shunt resistance and series resistance. By curve-fitting measurement data for a case of changing insolation without existence of partial shadow, values of the shunt resistance and series resistance were derived. As a result, it was found that the calculations agree well with measurements. It was made also clear that each parameter shows temperature dependence. 6 refs., 10 figs., 1 tab.

  2. Linear models for multivariate, time series, and spatial data

    CERN Document Server

    Christensen, Ronald

    1991-01-01

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

  3. Monitoring Poisson time series using multi-process models

    DEFF Research Database (Denmark)

    Engebjerg, Malene Dahl Skov; Lundbye-Christensen, Søren; Kjær, Birgitte B.

    aspects of health resource management may also be addressed. In this paper we center on the detection of outbreaks of infectious diseases. This is achieved by a multi-process Poisson state space model taking autocorrelation and overdispersion into account, which has been applied to a data set concerning...

  4. SSM: Inference for time series analysis with State Space Models

    OpenAIRE

    Dureau, Joseph; Ballesteros, Sébastien; Bogich, Tiffany

    2013-01-01

    The main motivation behind the open source library SSM is to reduce the technical friction that prevents modellers from sharing their work, quickly iterating in crisis situations, and making their work directly usable by public authorities to serve decision-making.

  5. Modeling Financial Time Series Based on a Market Microstructure Model with Leverage Effect

    Directory of Open Access Journals (Sweden)

    Yanhui Xi

    2016-01-01

    Full Text Available The basic market microstructure model specifies that the price/return innovation and the volatility innovation are independent Gaussian white noise processes. However, the financial leverage effect has been found to be statistically significant in many financial time series. In this paper, a novel market microstructure model with leverage effects is proposed. The model specification assumed a negative correlation in the errors between the price/return innovation and the volatility innovation. With the new representations, a theoretical explanation of leverage effect is provided. Simulated data and daily stock market indices (Shanghai composite index, Shenzhen component index, and Standard and Poor’s 500 Composite index via Bayesian Markov Chain Monte Carlo (MCMC method are used to estimate the leverage market microstructure model. The results verify the effectiveness of the model and its estimation approach proposed in the paper and also indicate that the stock markets have strong leverage effects. Compared with the classical leverage stochastic volatility (SV model in terms of DIC (Deviance Information Criterion, the leverage market microstructure model fits the data better.

  6. A model of antibiotic-resistant bacterial epidemics in hospitals

    OpenAIRE

    Webb, Glenn F.; D'Agata, Erika M. C.; Magal, Pierre; Ruan, Shigui

    2005-01-01

    The emergence of drug-resistant strains of bacteria is an increasing threat to society, especially in hospital settings. Many antibiotics that were formerly effective in combating bacterial infections in hospital patients are no longer effective because of the evolution of resistant strains, which compromises medical care worldwide. In this article, we formulate a two-level population model to quantify key elements in nosocomial (hospital-acquired) infections. At the bacteria level, patients ...

  7. Spatially adaptive mixture modeling for analysis of FMRI time series.

    Science.gov (United States)

    Vincent, Thomas; Risser, Laurent; Ciuciu, Philippe

    2010-04-01

    Within-subject analysis in fMRI essentially addresses two problems, the detection of brain regions eliciting evoked activity and the estimation of the underlying dynamics. In Makni et aL, 2005 and Makni et aL, 2008, a detection-estimation framework has been proposed to tackle these problems jointly, since they are connected to one another. In the Bayesian formalism, detection is achieved by modeling activating and nonactivating voxels through independent mixture models (IMM) within each region while hemodynamic response estimation is performed at a regional scale in a nonparametric way. Instead of IMMs, in this paper we take advantage of spatial mixture models (SMM) for their nonlinear spatial regularizing properties. The proposed method is unsupervised and spatially adaptive in the sense that the amount of spatial correlation is automatically tuned from the data and this setting automatically varies across brain regions. In addition, the level of regularization is specific to each experimental condition since both the signal-to-noise ratio and the activation pattern may vary across stimulus types in a given brain region. These aspects require the precise estimation of multiple partition functions of underlying Ising fields. This is addressed efficiently using first path sampling for a small subset of fields and then using a recently developed fast extrapolation technique for the large remaining set. Simulation results emphasize that detection relying on supervised SMM outperforms its IMM counterpart and that unsupervised spatial mixture models achieve similar results without any hand-tuning of the correlation parameter. On real datasets, the gain is illustrated in a localizer fMRI experiment: brain activations appear more spatially resolved using SMM in comparison with classical general linear model (GLM)-based approaches, while estimating a specific parcel-based HRF shape. Our approach therefore validates the treatment of unsmoothed fMRI data without fixed GLM

  8. Mathematical Modeling of Contact Resistance in Silicon Photovoltaic Cells

    KAUST Repository

    Black, J. P.

    2013-10-22

    In screen-printed silicon-crystalline solar cells, the contact resistance of a thin interfacial glass layer between the silicon and the silver electrode plays a limiting role for electron transport. We analyze a simple model for electron transport across this layer, based on the driftdiffusion equations. We utilize the size of the current/Debye length to conduct asymptotic techniques to simplify the model; we solve the model numerically to find that the effective contact resistance may be a monotonic increasing, monotonic decreasing, or nonmonotonic function of the electron flux, depending on the values of the physical parameters. © 2013 Society for Industrial and Applied Mathematics.

  9. Bayesian Modelling of fMRI Time Series

    DEFF Research Database (Denmark)

    Højen-Sørensen, Pedro; Hansen, Lars Kai; Rasmussen, Carl Edward

    2000-01-01

    We present a Hidden Markov Model (HMM) for inferring the hidden psychological state (or neural activity) during single trial fMRI activation experiments with blocked task paradigms. Inference is based on Bayesian methodology, using a combination of analytical and a variety of Markov Chain Monte...... Carlo (MCMC) sampling techniques. The advantage of this method is that detection of short time learning effects between repeated trials is possible since inference is based only on single trial experiments....

  10. Mathematical Modeling of Contact Resistance in Silicon Photovoltaic Cells

    KAUST Repository

    Black, J. P.; Breward, C. J. W.; Howell, P. D.; Young, R. J. S.

    2013-01-01

    across this layer, based on the driftdiffusion equations. We utilize the size of the current/Debye length to conduct asymptotic techniques to simplify the model; we solve the model numerically to find that the effective contact resistance may be a

  11. CVD-graphene for low equivalent series resistance in rGO/CVD-graphene/Ni-based supercapacitors

    Science.gov (United States)

    Kwon, Young Hwi; Kumar, Sunil; Bae, Joonho; Seo, Yongho

    2018-05-01

    Reduced equivalent series resistance (ESR) is necessary, particularly at a high current density, for high performance supercapacitors, and the interface resistance between the current collector and electrode material is one of the main components of ESR. In this report, we have optimized chemical vapor deposition-grown graphene (CVD-G) on a current collector (Ni-foil) using reduced graphene oxide as an active electrode material to fabricate an electric double layer capacitor with reduced ESR. The CVD-G was grown at different cooling rates—20 °C min‑1, 40 °C min‑1 and 100 °C min‑1—to determine the optimum conditions. The lowest ESR, 0.38 Ω, was obtained for a cell with a 100 °C min‑1 cooling rate, while the sample without a CVD-G interlayer exhibited 0.80 Ω. The CVD-G interlayer-based supercapacitors exhibited fast CD characteristics with high scan rates up to 10 Vs‑1 due to low ESR. The specific capacitances deposited with CVD-G were in the range of 145.6 F g‑1–213.8 F g‑1 at a voltage scan rate of 0.05 V s‑1. A quasi-rectangular behavior was observed in the cyclic voltammetry curves, even at very high scan rates of 50 and 100 V s‑1, for the cell with optimized CVD-G at higher cooling rates, i.e. 100 °C min‑1.

  12. Evaluation of a series of 2-napthamide derivatives as inhibitors of the drug efflux pump AcrB for the reversal of antimicrobial resistance.

    Science.gov (United States)

    Wang, Yinhu; Mowla, Rumana; Guo, Liwei; Ogunniyi, Abiodun D; Rahman, Taufiq; De Barros Lopes, Miguel A; Ma, Shutao; Venter, Henrietta

    2017-02-15

    Drug efflux pumps confer multidrug resistance to dangerous pathogens which makes these pumps important drug targets. We have synthesised a novel series of compounds based on a 2-naphthamide pharmacore aimed at inhibiting the efflux pumps from Gram-negative bacteria. The archeatypical transporter AcrB from Escherichia coli was used as model efflux pump as AcrB is widely conserved throughout Gram-negative organisms. The compounds were tested for their antibacterial action, ability to potentiate the action of antibiotics and for their ability to inhibit Nile Red efflux by AcrB. None of the compounds were antimicrobial against E. coli wild type cells. Most of the compounds were able to inhibit Nile Red efflux indicating that they are substrates of the AcrB efflux pump. Three compounds were able to synergise with antibiotics and reverse resistance in the resistant phenotype. Compound A3, 4-(isopentyloxy)-2-naphthamide, reduced the MICs of erythromycin and chloramphenicol to the MIC levels of the drug sensitive strain that lacks an efflux pump. A3 had no effect on the MIC of the non-substrate rifampicin indicating that this compound acts specifically through the AcrB efflux pump. A3 also does not act through non-specific mechanisms such as outer membrane or inner membrane permeabilisation and is not cytotoxic against mammalian cell lines. Therefore, we have designed and synthesised a novel chemical compound with great potential to further optimisation as inhibitor of drug efflux pumps. Copyright © 2017 Elsevier Ltd. All rights reserved.

  13. Accurate measurement of junctional conductance between electrically coupled cells with dual whole-cell voltage-clamp under conditions of high series resistance.

    Science.gov (United States)

    Hartveit, Espen; Veruki, Margaret Lin

    2010-03-15

    Accurate measurement of the junctional conductance (G(j)) between electrically coupled cells can provide important information about the functional properties of coupling. With the development of tight-seal, whole-cell recording, it became possible to use dual, single-electrode voltage-clamp recording from pairs of small cells to measure G(j). Experiments that require reduced perturbation of the intracellular environment can be performed with high-resistance pipettes or the perforated-patch technique, but an accompanying increase in series resistance (R(s)) compromises voltage-clamp control and reduces the accuracy of G(j) measurements. Here, we present a detailed analysis of methodologies available for accurate determination of steady-state G(j) and related parameters under conditions of high R(s), using continuous or discontinuous single-electrode voltage-clamp (CSEVC or DSEVC) amplifiers to quantify the parameters of different equivalent electrical circuit model cells. Both types of amplifiers can provide accurate measurements of G(j), with errors less than 5% for a wide range of R(s) and G(j) values. However, CSEVC amplifiers need to be combined with R(s)-compensation or mathematical correction for the effects of nonzero R(s) and finite membrane resistance (R(m)). R(s)-compensation is difficult for higher values of R(s) and leads to instability that can damage the recorded cells. Mathematical correction for R(s) and R(m) yields highly accurate results, but depends on accurate estimates of R(s) throughout an experiment. DSEVC amplifiers display very accurate measurements over a larger range of R(s) values than CSEVC amplifiers and have the advantage that knowledge of R(s) is unnecessary, suggesting that they are preferable for long-duration experiments and/or recordings with high R(s). Copyright (c) 2009 Elsevier B.V. All rights reserved.

  14. MODELLING BIOPHYSICAL PARAMETERS OF MAIZE USING LANDSAT 8 TIME SERIES

    Directory of Open Access Journals (Sweden)

    T. Dahms

    2016-06-01

    Full Text Available Open and free access to multi-frequent high-resolution data (e.g. Sentinel – 2 will fortify agricultural applications based on satellite data. The temporal and spatial resolution of these remote sensing datasets directly affects the applicability of remote sensing methods, for instance a robust retrieving of biophysical parameters over the entire growing season with very high geometric resolution. In this study we use machine learning methods to predict biophysical parameters, namely the fraction of absorbed photosynthetic radiation (FPAR, the leaf area index (LAI and the chlorophyll content, from high resolution remote sensing. 30 Landsat 8 OLI scenes were available in our study region in Mecklenburg-Western Pomerania, Germany. In-situ data were weekly to bi-weekly collected on 18 maize plots throughout the summer season 2015. The study aims at an optimized prediction of biophysical parameters and the identification of the best explaining spectral bands and vegetation indices. For this purpose, we used the entire in-situ dataset from 24.03.2015 to 15.10.2015. Random forest and conditional inference forests were used because of their explicit strong exploratory and predictive character. Variable importance measures allowed for analysing the relation between the biophysical parameters with respect to the spectral response, and the performance of the two approaches over the plant stock evolvement. Classical random forest regression outreached the performance of conditional inference forests, in particular when modelling the biophysical parameters over the entire growing period. For example, modelling biophysical parameters of maize for the entire vegetation period using random forests yielded: FPAR: R² = 0.85; RMSE = 0.11; LAI: R² = 0.64; RMSE = 0.9 and chlorophyll content (SPAD: R² = 0.80; RMSE=4.9. Our results demonstrate the great potential in using machine-learning methods for the interpretation of long-term multi-frequent remote sensing

  15. Modelling Biophysical Parameters of Maize Using Landsat 8 Time Series

    Science.gov (United States)

    Dahms, Thorsten; Seissiger, Sylvia; Conrad, Christopher; Borg, Erik

    2016-06-01

    Open and free access to multi-frequent high-resolution data (e.g. Sentinel - 2) will fortify agricultural applications based on satellite data. The temporal and spatial resolution of these remote sensing datasets directly affects the applicability of remote sensing methods, for instance a robust retrieving of biophysical parameters over the entire growing season with very high geometric resolution. In this study we use machine learning methods to predict biophysical parameters, namely the fraction of absorbed photosynthetic radiation (FPAR), the leaf area index (LAI) and the chlorophyll content, from high resolution remote sensing. 30 Landsat 8 OLI scenes were available in our study region in Mecklenburg-Western Pomerania, Germany. In-situ data were weekly to bi-weekly collected on 18 maize plots throughout the summer season 2015. The study aims at an optimized prediction of biophysical parameters and the identification of the best explaining spectral bands and vegetation indices. For this purpose, we used the entire in-situ dataset from 24.03.2015 to 15.10.2015. Random forest and conditional inference forests were used because of their explicit strong exploratory and predictive character. Variable importance measures allowed for analysing the relation between the biophysical parameters with respect to the spectral response, and the performance of the two approaches over the plant stock evolvement. Classical random forest regression outreached the performance of conditional inference forests, in particular when modelling the biophysical parameters over the entire growing period. For example, modelling biophysical parameters of maize for the entire vegetation period using random forests yielded: FPAR: R² = 0.85; RMSE = 0.11; LAI: R² = 0.64; RMSE = 0.9 and chlorophyll content (SPAD): R² = 0.80; RMSE=4.9. Our results demonstrate the great potential in using machine-learning methods for the interpretation of long-term multi-frequent remote sensing datasets to model

  16. Sensitivity analysis of machine-learning models of hydrologic time series

    Science.gov (United States)

    O'Reilly, A. M.

    2017-12-01

    Sensitivity analysis traditionally has been applied to assessing model response to perturbations in model parameters, where the parameters are those model input variables adjusted during calibration. Unlike physics-based models where parameters represent real phenomena, the equivalent of parameters for machine-learning models are simply mathematical "knobs" that are automatically adjusted during training/testing/verification procedures. Thus the challenge of extracting knowledge of hydrologic system functionality from machine-learning models lies in their very nature, leading to the label "black box." Sensitivity analysis of the forcing-response behavior of machine-learning models, however, can provide understanding of how the physical phenomena represented by model inputs affect the physical phenomena represented by model outputs.As part of a previous study, hybrid spectral-decomposition artificial neural network (ANN) models were developed to simulate the observed behavior of hydrologic response contained in multidecadal datasets of lake water level, groundwater level, and spring flow. Model inputs used moving window averages (MWA) to represent various frequencies and frequency-band components of time series of rainfall and groundwater use. Using these forcing time series, the MWA-ANN models were trained to predict time series of lake water level, groundwater level, and spring flow at 51 sites in central Florida, USA. A time series of sensitivities for each MWA-ANN model was produced by perturbing forcing time-series and computing the change in response time-series per unit change in perturbation. Variations in forcing-response sensitivities are evident between types (lake, groundwater level, or spring), spatially (among sites of the same type), and temporally. Two generally common characteristics among sites are more uniform sensitivities to rainfall over time and notable increases in sensitivities to groundwater usage during significant drought periods.

  17. An Illustration of Generalised Arma (garma) Time Series Modeling of Forest Area in Malaysia

    Science.gov (United States)

    Pillai, Thulasyammal Ramiah; Shitan, Mahendran

    Forestry is the art and science of managing forests, tree plantations, and related natural resources. The main goal of forestry is to create and implement systems that allow forests to continue a sustainable provision of environmental supplies and services. Forest area is land under natural or planted stands of trees, whether productive or not. Forest area of Malaysia has been observed over the years and it can be modeled using time series models. A new class of GARMA models have been introduced in the time series literature to reveal some hidden features in time series data. For these models to be used widely in practice, we illustrate the fitting of GARMA (1, 1; 1, δ) model to the Annual Forest Area data of Malaysia which has been observed from 1987 to 2008. The estimation of the model was done using Hannan-Rissanen Algorithm, Whittle's Estimation and Maximum Likelihood Estimation.

  18. Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models

    DEFF Research Database (Denmark)

    Hillebrand, Eric Tobias; Medeiros, Marcelo C.

    We study the simultaneous occurrence of long memory and nonlinear effects, such as parameter changes and threshold effects, in ARMA time series models and apply our modeling framework to daily realized volatility. Asymptotic theory for parameter estimation is developed and two model building...

  19. Assessing and improving the quality of modeling : a series of empirical studies about the UML

    NARCIS (Netherlands)

    Lange, C.F.J.

    2007-01-01

    Assessing and Improving the Quality of Modeling A Series of Empirical Studies about the UML This thesis addresses the assessment and improvement of the quality of modeling in software engineering. In particular, we focus on the Unified Modeling Language (UML), which is the de facto standard in

  20. 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

  1. 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.

  2. Preference, resistance to change, and the cumulative decision model.

    Science.gov (United States)

    Grace, Randolph C

    2018-01-01

    According to behavioral momentum theory (Nevin & Grace, 2000a), preference in concurrent chains and resistance to change in multiple schedules are independent measures of a common construct representing reinforcement history. Here I review the original studies on preference and resistance to change in which reinforcement variables were manipulated parametrically, conducted by Nevin, Grace and colleagues between 1997 and 2002, as well as more recent research. The cumulative decision model proposed by Grace and colleagues for concurrent chains is shown to provide a good account of both preference and resistance to change, and is able to predict the increased sensitivity to reinforcer rate and magnitude observed with constant-duration components. Residuals from fits of the cumulative decision model to preference and resistance to change data were positively correlated, supporting the prediction of behavioral momentum theory. Although some questions remain, the learning process assumed by the cumulative decision model, in which outcomes are compared against a criterion that represents the average outcome value in the current context, may provide a plausible model for the acquisition of differential resistance to change. © 2018 Society for the Experimental Analysis of Behavior.

  3. 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.

  4. Temperature dependence and effects of series resistance on current and admittance measurements of Al/SnO2/p-Si MIS diode

    International Nuclear Information System (INIS)

    Altindal, S.; Tekeli, Z.; Karadeniz, S.; Sahingoez, R.

    2002-01-01

    Temperature dependency and the series resistance effect on I-V, C-V and G-V characteristics of Al/SnO 2 /p-Si MIS diode were investigated in the temperature range 150-350 K. The current-voltage (I-V) analysis in this temperature range gives the saturation current (10''-''9 - 10''-''5 A), the ideality factor (6-1.8), the barrier height Φ B (I-V) (0.3-0.65 eV) the density of interface states D it (8x10''1''3 - 1x10''1''3 eV''-''1cm''-''2) and the series resistance R s (500-100 Ω). The decreases with increasing temperature of density of interface states is the result of molecular restructuring and reordering at the metal-semiconductor interface. The value of series resistance 520 Ω was calculated from the admittance measurement at room temperature and enough high frequency (500 khz) when the diode is biased in strong accumulation region. The admittance frequency (C-V and G-V) measurement confirmed that the measured capacitance (C m ) and conductance (G m ) varies with applied voltage and frequency due to the presence of density of interface states in the MIS diode, interfacial insulator layer and enough high series resistance. Similar results have been observed on MIS type Schottky diodes

  5. Predictions of fire behavior and resistance to control: for use with photo series for the ponderosa pine type, ponderosa pine and associated species type, and lodgepole pine type.

    Science.gov (United States)

    Franklin R. Ward; David V. Sandberg

    1981-01-01

    This publication presents tables on the behavior of fire and the resistance of fuels to control. The information is to be used with the publication, "Photo Series for Quantifying Forest Residues in the Ponderosa Pine Type, Ponderosa Pine and Associated Species Type, Lodgepole Pine Type" (Maxwell, Wayne G.; Ward, Franklin R. 1976. Gen. Tech. Rep. PNW-GTR-052....

  6. Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox

    DEFF Research Database (Denmark)

    Nonejad, Nima

    This paper details Particle Markov chain Monte Carlo techniques for analysis of unobserved component time series models using several economic data sets. PMCMC combines the particle filter with the Metropolis-Hastings algorithm. Overall PMCMC provides a very compelling, computationally fast...... and efficient framework for estimation. These advantages are used to for instance estimate stochastic volatility models with leverage effect or with Student-t distributed errors. We also model changing time series characteristics of the US inflation rate by considering a heteroskedastic ARFIMA model where...

  7. Hybrid model for forecasting time series with trend, seasonal and salendar variation patterns

    Science.gov (United States)

    Suhartono; Rahayu, S. P.; Prastyo, D. D.; Wijayanti, D. G. P.; Juliyanto

    2017-09-01

    Most of the monthly time series data in economics and business in Indonesia and other Moslem countries not only contain trend and seasonal, but also affected by two types of calendar variation effects, i.e. the effect of the number of working days or trading and holiday effects. The purpose of this research is to develop a hybrid model or a combination of several forecasting models to predict time series that contain trend, seasonal and calendar variation patterns. This hybrid model is a combination of classical models (namely time series regression and ARIMA model) and/or modern methods (artificial intelligence method, i.e. Artificial Neural Networks). A simulation study was used to show that the proposed procedure for building the hybrid model could work well for forecasting time series with trend, seasonal and calendar variation patterns. Furthermore, the proposed hybrid model is applied for forecasting real data, i.e. monthly data about inflow and outflow of currency at Bank Indonesia. The results show that the hybrid model tend to provide more accurate forecasts than individual forecasting models. Moreover, this result is also in line with the third results of the M3 competition, i.e. the hybrid model on average provides a more accurate forecast than the individual model.

  8. Road safety forecasts in five European countries using structural time series models.

    Science.gov (United States)

    Antoniou, Constantinos; Papadimitriou, Eleonora; Yannis, George

    2014-01-01

    Modeling road safety development is a complex task and needs to consider both the quantifiable impact of specific parameters as well as the underlying trends that cannot always be measured or observed. The objective of this research is to apply structural time series models for obtaining reliable medium- to long-term forecasts of road traffic fatality risk using data from 5 countries with different characteristics from all over Europe (Cyprus, Greece, Hungary, Norway, and Switzerland). Two structural time series models are considered: (1) the local linear trend model and the (2) latent risk time series model. Furthermore, a structured decision tree for the selection of the applicable model for each situation (developed within the Road Safety Data, Collection, Transfer and Analysis [DaCoTA] research project, cofunded by the European Commission) is outlined. First, the fatality and exposure data that are used for the development of the models are presented and explored. Then, the modeling process is presented, including the model selection process, introduction of intervention variables, and development of mobility scenarios. The forecasts using the developed models appear to be realistic and within acceptable confidence intervals. The proposed methodology is proved to be very efficient for handling different cases of data availability and quality, providing an appropriate alternative from the family of structural time series models in each country. A concluding section providing perspectives and directions for future research is presented.

  9. Travel Cost Inference from Sparse, Spatio-Temporally Correlated Time Series Using Markov Models

    DEFF Research Database (Denmark)

    Yang, Bin; Guo, Chenjuan; Jensen, Christian S.

    2013-01-01

    of such time series offers insight into the underlying system and enables prediction of system behavior. While the techniques presented in the paper apply more generally, we consider the case of transportation systems and aim to predict travel cost from GPS tracking data from probe vehicles. Specifically, each...... road segment has an associated travel-cost time series, which is derived from GPS data. We use spatio-temporal hidden Markov models (STHMM) to model correlations among different traffic time series. We provide algorithms that are able to learn the parameters of an STHMM while contending...... with the sparsity, spatio-temporal correlation, and heterogeneity of the time series. Using the resulting STHMM, near future travel costs in the transportation network, e.g., travel time or greenhouse gas emissions, can be inferred, enabling a variety of routing services, e.g., eco-routing. Empirical studies...

  10. 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.

  11. Scenario Evaluator for Electrical Resistivity survey pre-modeling tool

    Science.gov (United States)

    Terry, Neil; Day-Lewis, Frederick D.; Robinson, Judith L.; Slater, Lee D.; Halford, Keith J.; Binley, Andrew; Lane, John W.; Werkema, Dale D.

    2017-01-01

    Geophysical tools have much to offer users in environmental, water resource, and geotechnical fields; however, techniques such as electrical resistivity imaging (ERI) are often oversold and/or overinterpreted due to a lack of understanding of the limitations of the techniques, such as the appropriate depth intervals or resolution of the methods. The relationship between ERI data and resistivity is nonlinear; therefore, these limitations depend on site conditions and survey design and are best assessed through forward and inverse modeling exercises prior to field investigations. In this approach, proposed field surveys are first numerically simulated given the expected electrical properties of the site, and the resulting hypothetical data are then analyzed using inverse models. Performing ERI forward/inverse modeling, however, requires substantial expertise and can take many hours to implement. We present a new spreadsheet-based tool, the Scenario Evaluator for Electrical Resistivity (SEER), which features a graphical user interface that allows users to manipulate a resistivity model and instantly view how that model would likely be interpreted by an ERI survey. The SEER tool is intended for use by those who wish to determine the value of including ERI to achieve project goals, and is designed to have broad utility in industry, teaching, and research.

  12. Large-scale 3-D modeling by integration of resistivity models and borehole data through inversion

    DEFF Research Database (Denmark)

    Foged, N.; Marker, Pernille Aabye; Christiansen, A. V.

    2014-01-01

    resistivity and the clay fraction. Through inversion we use the lithological data and the resistivity data to determine the optimum spatially distributed translator function. Applying the translator function we get a 3-D clay fraction model, which holds information from the resistivity data set...... and the borehole data set in one variable. Finally, we use k-means clustering to generate a 3-D model of the subsurface structures. We apply the procedure to the Norsminde survey in Denmark, integrating approximately 700 boreholes and more than 100 000 resistivity models from an airborne survey...

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

    OpenAIRE

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

    2017-01-01

    Reservoirs are important for households and impact the national economy. This paper proposed a time-series forecasting model based on estimating a missing value followed by variable selection to forecast the reservoir's water level. This study collected data from the Taiwan Shimen Reservoir as well as daily atmospheric data from 2008 to 2015. The two datasets are concatenated into an integrated dataset based on ordering of the data as a research dataset. The proposed time-series forecasting m...

  14. Applying ARIMA model for annual volume time series of the Magdalena River

    OpenAIRE

    Gloria Amaris; Humberto Ávila; Thomas Guerrero

    2017-01-01

    Context: Climate change effects, human interventions, and river characteristics are factors that increase the risk on the population and the water resources. However, negative impacts such as flooding, and river droughts may be previously identified using appropriate numerical tools. Objectives: The annual volume (Millions of m3/year) time series of the Magdalena River was analyzed by an ARIMA model, using the historical time series of the Calamar station (Instituto de Hidrología, Meteoro...

  15. Characteristics of the LeRC/Hughes J-series 30-cm engineering model thruster

    Science.gov (United States)

    Collett, C. R.; Poeschel, R. L.; Kami, S.

    1981-01-01

    As a consequence of endurance and structural tests performed on 900-series engineering model thrusters (EMT), several modifications in design were found to be necessary for achieving performance goals. The modified thruster is known as the J-series EMT. The most important of the design modifications affect the accelerator grid, gimbal mount, cathode polepiece, and wiring harness. The paper discusses the design modifications incorporated, the condition(s) they corrected, and the characteristics of the modified thruster.

  16. Development of Simulink-Based SiC MOSFET Modeling Platform for Series Connected Devices

    DEFF Research Database (Denmark)

    Tsolaridis, Georgios; Ilves, Kalle; Reigosa, Paula Diaz

    2016-01-01

    A new MATLAB/Simulink-based modeling platform has been developed for SiC MOSFET power modules. The modeling platform describes the electrical behavior f a single 1.2 kV/ 350 A SiC MOSFET power module, as well as the series connection of two of them. A fast parameter initialization is followed...... by an optimization process to facilitate the extraction of the model’s parameters in a more automated way relying on a small number of experimental waveforms. Through extensive experimental work, it is shown that the model accurately predicts both static and dynamic performances. The series connection of two Si......C power modules has been investigated through the validation of the static and dynamic conditions. Thanks to the developed model, a better understanding of the challenges introduced by uneven voltage balance sharing among series connected devices is possible....

  17. The application of time series models to cloud field morphology analysis

    Science.gov (United States)

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

    1987-01-01

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

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

    International Nuclear Information System (INIS)

    Dong, Xiangyuan; Guo, Shuqing

    2008-01-01

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

  19. Hierarchical Hidden Markov Models for Multivariate Integer-Valued Time-Series

    DEFF Research Database (Denmark)

    Catania, Leopoldo; Di Mari, Roberto

    2018-01-01

    We propose a new flexible dynamic model for multivariate nonnegative integer-valued time-series. Observations are assumed to depend on the realization of two additional unobserved integer-valued stochastic variables which control for the time-and cross-dependence of the data. An Expectation......-Maximization algorithm for maximum likelihood estimation of the model's parameters is derived. We provide conditional and unconditional (cross)-moments implied by the model, as well as the limiting distribution of the series. A Monte Carlo experiment investigates the finite sample properties of our estimation...

  20. A new model for reliability optimization of series-parallel systems with non-homogeneous components

    International Nuclear Information System (INIS)

    Feizabadi, Mohammad; Jahromi, Abdolhamid Eshraghniaye

    2017-01-01

    In discussions related to reliability optimization using redundancy allocation, one of the structures that has attracted the attention of many researchers, is series-parallel structure. In models previously presented for reliability optimization of series-parallel systems, there is a restricting assumption based on which all components of a subsystem must be homogeneous. This constraint limits system designers in selecting components and prevents achieving higher levels of reliability. In this paper, a new model is proposed for reliability optimization of series-parallel systems, which makes possible the use of non-homogeneous components in each subsystem. As a result of this flexibility, the process of supplying system components will be easier. To solve the proposed model, since the redundancy allocation problem (RAP) belongs to the NP-hard class of optimization problems, a genetic algorithm (GA) is developed. The computational results of the designed GA are indicative of high performance of the proposed model in increasing system reliability and decreasing costs. - Highlights: • In this paper, a new model is proposed for reliability optimization of series-parallel systems. • In the previous models, there is a restricting assumption based on which all components of a subsystem must be homogeneous. • The presented model provides a possibility for the subsystems’ components to be non- homogeneous in the required conditions. • The computational results demonstrate the high performance of the proposed model in improving reliability and reducing costs.

  1. Effect of calibration data series length on performance and optimal parameters of hydrological model

    Directory of Open Access Journals (Sweden)

    Chuan-zhe Li

    2010-12-01

    Full Text Available In order to assess the effects of calibration data series length on the performance and optimal parameter values of a hydrological model in ungauged or data-limited catchments (data are non-continuous and fragmental in some catchments, we used non-continuous calibration periods for more independent streamflow data for SIMHYD (simple hydrology model calibration. Nash-Sutcliffe efficiency and percentage water balance error were used as performance measures. The particle swarm optimization (PSO method was used to calibrate the rainfall-runoff models. Different lengths of data series ranging from one year to ten years, randomly sampled, were used to study the impact of calibration data series length. Fifty-five relatively unimpaired catchments located all over Australia with daily precipitation, potential evapotranspiration, and streamflow data were tested to obtain more general conclusions. The results show that longer calibration data series do not necessarily result in better model performance. In general, eight years of data are sufficient to obtain steady estimates of model performance and parameters for the SIMHYD model. It is also shown that most humid catchments require fewer calibration data to obtain a good performance and stable parameter values. The model performs better in humid and semi-humid catchments than in arid catchments. Our results may have useful and interesting implications for the efficiency of using limited observation data for hydrological model calibration in different climates.

  2. Bayesian near-boundary analysis in basic macroeconomic time series models

    NARCIS (Netherlands)

    M.D. de Pooter (Michiel); F. Ravazzolo (Francesco); R. Segers (René); H.K. van Dijk (Herman)

    2008-01-01

    textabstractSeveral lessons learnt from a Bayesian analysis of basic macroeconomic time series models are presented for the situation where some model parameters have substantial posterior probability near the boundary of the parameter region. This feature refers to near-instability within dynamic

  3. Applying ARIMA model for annual volume time series of the Magdalena River

    Directory of Open Access Journals (Sweden)

    Gloria Amaris

    2017-04-01

    Conclusions: The simulated results obtained with the ARIMA model compared to the observed data showed a fairly good adjustment of the minimum and maximum magnitudes. This allows concluding that it is a good tool for estimating minimum and maximum volumes, even though this model is not capable of simulating the exact behaviour of an annual volume time series.

  4. Decoupling of modeling and measuring interval in groundwater time series analysis based on response characteristics

    NARCIS (Netherlands)

    Berendrecht, W.L.; Heemink, A.W.; Geer, F.C. van; Gehrels, J.C.

    2003-01-01

    A state-space representation of the transfer function-noise (TFN) model allows the choice of a modeling (input) interval that is smaller than the measuring interval of the output variable. Since in geohydrological applications the interval of the available input series (precipitation excess) is

  5. 78 FR 65155 - Special Conditions: Learjet Model 45 Series Airplanes; Isolation or Security Protection of the...

    Science.gov (United States)

    2013-10-31

    ... an association, business, labor union, etc.). DOT's complete Privacy Act Statement can be found in... supplemental type certificate (STC) change in the digital systems architecture in the Learjet Model 45 series... plus two crew members. The proposed Learjet Model 45 architecture is new and novel for commercial...

  6. Model for nuclear proliferation resistance analysis using decision making tools

    International Nuclear Information System (INIS)

    Ko, Won Il; Kim, Ho Dong; Yang, Myung Seung

    2003-06-01

    The nuclear proliferation risks of nuclear fuel cycles is being considered as one of the most important factors in assessing advanced and innovative nuclear systems in GEN IV and INPRO program. They have been trying to find out an appropriate and reasonable method to evaluate quantitatively several nuclear energy system alternatives. Any reasonable methodology for integrated analysis of the proliferation resistance, however, has not yet been come out at this time. In this study, several decision making methods, which have been used in the situation of multiple objectives, are described in order to see if those can be appropriately used for proliferation resistance evaluation. Especially, the AHP model for quantitatively evaluating proliferation resistance is dealt with in more detail. The theoretical principle of the method and some examples for the proliferation resistance problem are described. For more efficient applications, a simple computer program for the AHP model is developed, and the usage of the program is introduced here in detail. We hope that the program developed in this study could be useful for quantitative analysis of the proliferation resistance involving multiple conflict criteria

  7. Model for nuclear proliferation resistance analysis using decision making tools

    Energy Technology Data Exchange (ETDEWEB)

    Ko, Won Il; Kim, Ho Dong; Yang, Myung Seung

    2003-06-01

    The nuclear proliferation risks of nuclear fuel cycles is being considered as one of the most important factors in assessing advanced and innovative nuclear systems in GEN IV and INPRO program. They have been trying to find out an appropriate and reasonable method to evaluate quantitatively several nuclear energy system alternatives. Any reasonable methodology for integrated analysis of the proliferation resistance, however, has not yet been come out at this time. In this study, several decision making methods, which have been used in the situation of multiple objectives, are described in order to see if those can be appropriately used for proliferation resistance evaluation. Especially, the AHP model for quantitatively evaluating proliferation resistance is dealt with in more detail. The theoretical principle of the method and some examples for the proliferation resistance problem are described. For more efficient applications, a simple computer program for the AHP model is developed, and the usage of the program is introduced here in detail. We hope that the program developed in this study could be useful for quantitative analysis of the proliferation resistance involving multiple conflict criteria.

  8. Modeling HIV-1 drug resistance as episodic directional selection.

    Science.gov (United States)

    Murrell, Ben; de Oliveira, Tulio; Seebregts, Chris; Kosakovsky Pond, Sergei L; Scheffler, Konrad

    2012-01-01

    The evolution of substitutions conferring drug resistance to HIV-1 is both episodic, occurring when patients are on antiretroviral therapy, and strongly directional, with site-specific resistant residues increasing in frequency over time. While methods exist to detect episodic diversifying selection and continuous directional selection, no evolutionary model combining these two properties has been proposed. We present two models of episodic directional selection (MEDS and EDEPS) which allow the a priori specification of lineages expected to have undergone directional selection. The models infer the sites and target residues that were likely subject to directional selection, using either codon or protein sequences. Compared to its null model of episodic diversifying selection, MEDS provides a superior fit to most sites known to be involved in drug resistance, and neither one test for episodic diversifying selection nor another for constant directional selection are able to detect as many true positives as MEDS and EDEPS while maintaining acceptable levels of false positives. This suggests that episodic directional selection is a better description of the process driving the evolution of drug resistance.

  9. Modeling HIV-1 drug resistance as episodic directional selection.

    Directory of Open Access Journals (Sweden)

    Ben Murrell

    Full Text Available The evolution of substitutions conferring drug resistance to HIV-1 is both episodic, occurring when patients are on antiretroviral therapy, and strongly directional, with site-specific resistant residues increasing in frequency over time. While methods exist to detect episodic diversifying selection and continuous directional selection, no evolutionary model combining these two properties has been proposed. We present two models of episodic directional selection (MEDS and EDEPS which allow the a priori specification of lineages expected to have undergone directional selection. The models infer the sites and target residues that were likely subject to directional selection, using either codon or protein sequences. Compared to its null model of episodic diversifying selection, MEDS provides a superior fit to most sites known to be involved in drug resistance, and neither one test for episodic diversifying selection nor another for constant directional selection are able to detect as many true positives as MEDS and EDEPS while maintaining acceptable levels of false positives. This suggests that episodic directional selection is a better description of the process driving the evolution of drug resistance.

  10. 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

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

    Science.gov (United States)

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

    2018-03-01

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

  12. 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.

  13. 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

  14. 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.

  15. 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.

  16. Model-based Clustering of Categorical Time Series with Multinomial Logit Classification

    Science.gov (United States)

    Frühwirth-Schnatter, Sylvia; Pamminger, Christoph; Winter-Ebmer, Rudolf; Weber, Andrea

    2010-09-01

    A common problem in many areas of applied statistics is to identify groups of similar time series in a panel of time series. However, distance-based clustering methods cannot easily be extended to time series data, where an appropriate distance-measure is rather difficult to define, particularly for discrete-valued time series. Markov chain clustering, proposed by Pamminger and Frühwirth-Schnatter [6], is an approach for clustering discrete-valued time series obtained by observing a categorical variable with several states. This model-based clustering method is based on finite mixtures of first-order time-homogeneous Markov chain models. In order to further explain group membership we present an extension to the approach of Pamminger and Frühwirth-Schnatter [6] by formulating a probabilistic model for the latent group indicators within the Bayesian classification rule by using a multinomial logit model. The parameters are estimated for a fixed number of clusters within a Bayesian framework using an Markov chain Monte Carlo (MCMC) sampling scheme representing a (full) Gibbs-type sampler which involves only draws from standard distributions. Finally, an application to a panel of Austrian wage mobility data is presented which leads to an interesting segmentation of the Austrian labour market.

  17. 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)

  18. Nonlinear time series modeling and forecasting the seismic data of the Hindu Kush region

    Science.gov (United States)

    Khan, Muhammad Yousaf; Mittnik, Stefan

    2018-01-01

    In this study, we extended the application of linear and nonlinear time models in the field of earthquake seismology and examined the out-of-sample forecast accuracy of linear Autoregressive (AR), Autoregressive Conditional Duration (ACD), Self-Exciting Threshold Autoregressive (SETAR), Threshold Autoregressive (TAR), Logistic Smooth Transition Autoregressive (LSTAR), Additive Autoregressive (AAR), and Artificial Neural Network (ANN) models for seismic data of the Hindu Kush region. We also extended the previous studies by using Vector Autoregressive (VAR) and Threshold Vector Autoregressive (TVAR) models and compared their forecasting accuracy with linear AR model. Unlike previous studies that typically consider the threshold model specifications by using internal threshold variable, we specified these models with external transition variables and compared their out-of-sample forecasting performance with the linear benchmark AR model. The modeling results show that time series models used in the present study are capable of capturing the dynamic structure present in the seismic data. The point forecast results indicate that the AR model generally outperforms the nonlinear models. However, in some cases, threshold models with external threshold variables specification produce more accurate forecasts, indicating that specification of threshold time series models is of crucial importance. For raw seismic data, the ACD model does not show an improved out-of-sample forecasting performance over the linear AR model. The results indicate that the AR model is the best forecasting device to model and forecast the raw seismic data of the Hindu Kush region.

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

    Directory of Open Access Journals (Sweden)

    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.

  20. Comparing spatial series of soil bulk electrical conductivity as obtained by Time Domain Reflectometry and Electrical Resistivity Tomography

    Science.gov (United States)

    Saeed, Ali; Dragonetti, Giovanna; Comegna, Allessandro; Garre, Sarah; Lamaddalena, Nicola; Coppola, Antonio

    2016-04-01

    Conventional ground survey of soil root zone salinity by direct soil sampling are time consuming, costly and destructive. Alternatively, soil salinity can be evaluated by measuring the bulk electrical conductivity, σb, in the field. This approach is faster and cheaper, and allows a more intensive surveying. Measurements of σb can be made either in situ or with remote devices. Time domain reflectometry (TDR) sensors allow simultaneous measurements of water content, θ, and σb. They may be calibrated for estimating the electrical conductivity of the soil solution (σw). However, they have a relatively small observation window and thus they are thought to only provide local-scale measurements. The spatial range of the sensors is limited to tens of centimeters and extension of the information to a large area can be problematic. Also, information on the vertical distribution of the σb soil profile may only be obtained by installing sensors at different depths. In this sense, the TDR may be considered as an invasive technique. Compared to the TDR, other geophysical methods based for example on the Electrical Resistivity Tomography (ERT) techniques represent an alternative in respect to those traditional for soil salinity characterization. In order to deduce the actual distribution of the bulk electrical conductivity, σb, in the soil profile, one needs to invert the signal coming from ERT sensors. The latter, in turn, depends on the specific depth distribution of the σb, as well as on the electrical configuration of the sensor used. With these premises, the main aim of this study is to estimate the vertical σb distribution starting from resistivity data series measured using the ERT method under different salinity conditions and using TDR data as ground-truth data for calibration and validation of the ERT sensor. This way, limited measured TDR data may be used for translating extensive ERT apparent electrical conductivity, σa, measurements to estimate depth

  1. Bayesian dynamic modeling of time series of dengue disease case counts.

    Science.gov (United States)

    Martínez-Bello, Daniel Adyro; López-Quílez, Antonio; Torres-Prieto, Alexander

    2017-07-01

    The aim of this study is to model the association between weekly time series of dengue case counts and meteorological variables, in a high-incidence city of Colombia, applying Bayesian hierarchical dynamic generalized linear models over the period January 2008 to August 2015. Additionally, we evaluate the model's short-term performance for predicting dengue cases. The methodology shows dynamic Poisson log link models including constant or time-varying coefficients for the meteorological variables. Calendar effects were modeled using constant or first- or second-order random walk time-varying coefficients. The meteorological variables were modeled using constant coefficients and first-order random walk time-varying coefficients. We applied Markov Chain Monte Carlo simulations for parameter estimation, and deviance information criterion statistic (DIC) for model selection. We assessed the short-term predictive performance of the selected final model, at several time points within the study period using the mean absolute percentage error. The results showed the best model including first-order random walk time-varying coefficients for calendar trend and first-order random walk time-varying coefficients for the meteorological variables. Besides the computational challenges, interpreting the results implies a complete analysis of the time series of dengue with respect to the parameter estimates of the meteorological effects. We found small values of the mean absolute percentage errors at one or two weeks out-of-sample predictions for most prediction points, associated with low volatility periods in the dengue counts. We discuss the advantages and limitations of the dynamic Poisson models for studying the association between time series of dengue disease and meteorological variables. The key conclusion of the study is that dynamic Poisson models account for the dynamic nature of the variables involved in the modeling of time series of dengue disease, producing useful

  2. Modeling and Forecasting of Water Demand in Isfahan Using Underlying Trend Concept and Time Series

    Directory of Open Access Journals (Sweden)

    H. Sadeghi

    2016-02-01

    Full Text Available Introduction: Accurate water demand modeling for the city is very important for forecasting and policies adoption related to water resources management. Thus, for future requirements of water estimation, forecasting and modeling, it is important to utilize models with little errors. Water has a special place among the basic human needs, because it not hampers human life. The importance of the issue of water management in the extraction and consumption, it is necessary as a basic need. Municipal water applications is include a variety of water demand for domestic, public, industrial and commercial. Predicting the impact of urban water demand in better planning of water resources in arid and semiarid regions are faced with water restrictions. Materials and Methods: One of the most important factors affecting the changing technological advances in production and demand functions, we must pay special attention to the layout pattern. Technology development is concerned not only technically, but also other aspects such as personal, non-economic factors (population, geographical and social factors can be analyzed. Model examined in this study, a regression model is composed of a series of structural components over time allows changed invisible accidentally. Explanatory variables technology (both crystalline and amorphous in a model according to which the material is said to be better, but because of the lack of measured variables over time can not be entered in the template. Model examined in this study, a regression model is composed of a series of structural component invisible accidentally changed over time allows. In this study, structural time series (STSM and ARMA time series models have been used to model and estimate the water demand in Isfahan. Moreover, in order to find the efficient procedure, both models have been compared to each other. The desired data in this research include water consumption in Isfahan, water price and the monthly pay

  3. Error modelling of quantum Hall array resistance standards

    Science.gov (United States)

    Marzano, Martina; Oe, Takehiko; Ortolano, Massimo; Callegaro, Luca; Kaneko, Nobu-Hisa

    2018-04-01

    Quantum Hall array resistance standards (QHARSs) are integrated circuits composed of interconnected quantum Hall effect elements that allow the realization of virtually arbitrary resistance values. In recent years, techniques were presented to efficiently design QHARS networks. An open problem is that of the evaluation of the accuracy of a QHARS, which is affected by contact and wire resistances. In this work, we present a general and systematic procedure for the error modelling of QHARSs, which is based on modern circuit analysis techniques and Monte Carlo evaluation of the uncertainty. As a practical example, this method of analysis is applied to the characterization of a 1 MΩ QHARS developed by the National Metrology Institute of Japan. Software tools are provided to apply the procedure to other arrays.

  4. Induction and direct resistance heating theory and numerical modeling

    CERN Document Server

    Lupi, Sergio; Aliferov, Aleksandr

    2015-01-01

    This book offers broad, detailed coverage of theoretical developments in induction and direct resistance heating and presents new material on the solution of problems in the application of such heating. The physical basis of induction and conduction heating processes is explained, and electromagnetic phenomena in direct resistance and induction heating of flat workpieces and cylindrical bodies are examined in depth. The calculation of electrical and energetic characteristics of induction and conduction heating systems is then thoroughly reviewed. The final two chapters consider analytical solutions and numerical modeling of problems in the application of induction and direct resistance heating, providing industrial engineers with the knowledge needed in order to use numerical tools in the modern design of installations. Other engineers, scientists, and technologists will find the book to be an invaluable reference that will assist in the efficient utilization of electrical energy.

  5. A multivariate time series approach to modeling and forecasting demand in the emergency department.

    Science.gov (United States)

    Jones, Spencer S; Evans, R Scott; Allen, Todd L; Thomas, Alun; Haug, Peter J; Welch, Shari J; Snow, Gregory L

    2009-02-01

    The goals of this investigation were to study the temporal relationships between the demands for key resources in the emergency department (ED) and the inpatient hospital, and to develop multivariate forecasting models. Hourly data were collected from three diverse hospitals for the year 2006. Descriptive analysis and model fitting were carried out using graphical and multivariate time series methods. Multivariate models were compared to a univariate benchmark model in terms of their ability to provide out-of-sample forecasts of ED census and the demands for diagnostic resources. Descriptive analyses revealed little temporal interaction between the demand for inpatient resources and the demand for ED resources at the facilities considered. Multivariate models provided more accurate forecasts of ED census and of the demands for diagnostic resources. Our results suggest that multivariate time series models can be used to reliably forecast ED patient census; however, forecasts of the demands for diagnostic resources were not sufficiently reliable to be useful in the clinical setting.

  6. Time Series Modeling of Nano-Gold Immunochromatographic Assay via Expectation Maximization Algorithm.

    Science.gov (United States)

    Zeng, Nianyin; Wang, Zidong; Li, Yurong; Du, Min; Cao, Jie; Liu, Xiaohui

    2013-12-01

    In this paper, the expectation maximization (EM) algorithm is applied to the modeling of the nano-gold immunochromatographic assay (nano-GICA) via available time series of the measured signal intensities of the test and control lines. The model for the nano-GICA is developed as the stochastic dynamic model that consists of a first-order autoregressive stochastic dynamic process and a noisy measurement. By using the EM algorithm, the model parameters, the actual signal intensities of the test and control lines, as well as the noise intensity can be identified simultaneously. Three different time series data sets concerning the target concentrations are employed to demonstrate the effectiveness of the introduced algorithm. Several indices are also proposed to evaluate the inferred models. It is shown that the model fits the data very well.

  7. A time series modeling approach in risk appraisal of violent and sexual recidivism.

    Science.gov (United States)

    Bani-Yaghoub, Majid; Fedoroff, J Paul; Curry, Susan; Amundsen, David E

    2010-10-01

    For over half a century, various clinical and actuarial methods have been employed to assess the likelihood of violent recidivism. Yet there is a need for new methods that can improve the accuracy of recidivism predictions. This study proposes a new time series modeling approach that generates high levels of predictive accuracy over short and long periods of time. The proposed approach outperformed two widely used actuarial instruments (i.e., the Violence Risk Appraisal Guide and the Sex Offender Risk Appraisal Guide). Furthermore, analysis of temporal risk variations based on specific time series models can add valuable information into risk assessment and management of violent offenders.

  8. Testing and Modeling of Mechanical Characteristics of Resistance Welding Machines

    DEFF Research Database (Denmark)

    Wu, Pei; Zhang, Wenqi; Bay, Niels

    2003-01-01

    for both upper and lower electrode systems. This has laid a foundation for modeling the welding process and selecting the welding parameters considering the machine factors. The method is straightforward and easy to be applied in industry since the whole procedure is based on tests with no requirements......The dynamic mechanical response of resistance welding machine is very important to the weld quality in resistance welding especially in projection welding when collapse or deformation of work piece occurs. It is mainly governed by the mechanical parameters of machine. In this paper, a mathematical...... model for characterizing the dynamic mechanical responses of machine and a special test set-up called breaking test set-up are developed. Based on the model and the test results, the mechanical parameters of machine are determined, including the equivalent mass, damping coefficient, and stiffness...

  9. An approach to ductile fracture resistance modelling in pipeline steels

    Energy Technology Data Exchange (ETDEWEB)

    Pussegoda, L.N.; Fredj, A. [BMT Fleet Technology Ltd., Kanata (Canada)

    2009-07-01

    Ductile fracture resistance studies of high grade steels in the pipeline industry often included analyses of the crack tip opening angle (CTOA) parameter using 3-point bend steel specimens. The CTOA is a function of specimen ligament size in high grade materials. Other resistance measurements may include steady state fracture propagation energy, critical fracture strain, and the adoption of damage mechanisms. Modelling approaches for crack propagation were discussed in this abstract. Tension tests were used to calibrate damage model parameters. Results from the tests were then applied to the crack propagation in a 3-point bend specimen using modern 1980 vintage steels. Limitations and approaches to overcome the difficulties associated with crack propagation modelling were discussed.

  10. The influence of noise on nonlinear time series detection based on Volterra-Wiener-Korenberg model

    Energy Technology Data Exchange (ETDEWEB)

    Lei Min [State Key Laboratory of Vibration, Shock and Noise, Shanghai Jiao Tong University, Shanghai 200030 (China)], E-mail: leimin@sjtu.edu.cn; Meng Guang [State Key Laboratory of Vibration, Shock and Noise, Shanghai Jiao Tong University, Shanghai 200030 (China)

    2008-04-15

    This paper studies the influence of noises on Volterra-Wiener-Korenberg (VWK) nonlinear test model. Our numerical results reveal that different types of noises lead to different behavior of VWK model detection. For dynamic noise, it is difficult to distinguish chaos from nonchaotic but nonlinear determinism. For time series, measure noise has no impact on chaos determinism detection. This paper also discusses various behavior of VWK model detection with surrogate data for different noises.

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

    International Nuclear Information System (INIS)

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

    2004-01-01

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

  12. Application of the Laplace transform method for computational modelling of radioactive decay series

    Energy Technology Data Exchange (ETDEWEB)

    Oliveira, Deise L.; Damasceno, Ralf M.; Barros, Ricardo C. [Univ. do Estado do Rio de Janeiro (IME/UERJ) (Brazil). Programa de Pos-graduacao em Ciencias Computacionais

    2012-03-15

    It is well known that when spent fuel is removed from the core, it is still composed of considerable amount of radioactive elements with significant half-lives. Most actinides, in particular plutonium, fall into this category, and have to be safely disposed of. One solution is to store the long-lived spent fuel as it is, by encasing and burying it deep underground in a stable geological formation. This implies estimating the transmutation of these radioactive elements with time. Therefore, we describe in this paper the application of the Laplace transform technique in matrix formulation to analytically solve initial value problems that mathematically model radioactive decay series. Given the initial amount of each type of radioactive isotopes in the decay series, the computer code generates the amount at a given time of interest, or may plot a graph of the evolution in time of the amount of each type of isotopes in the series. This computer code, that we refer to as the LTRad{sub L} code, where L is the number of types of isotopes belonging to the series, was developed using the Scilab free platform for numerical computation and can model one segment or the entire chain of any of the three radioactive series existing on Earth today. Numerical results are given to typical model problems to illustrate the computer code efficiency and accuracy. (orig.)

  13. Application of the Laplace transform method for computational modelling of radioactive decay series

    International Nuclear Information System (INIS)

    Oliveira, Deise L.; Damasceno, Ralf M.; Barros, Ricardo C.

    2012-01-01

    It is well known that when spent fuel is removed from the core, it is still composed of considerable amount of radioactive elements with significant half-lives. Most actinides, in particular plutonium, fall into this category, and have to be safely disposed of. One solution is to store the long-lived spent fuel as it is, by encasing and burying it deep underground in a stable geological formation. This implies estimating the transmutation of these radioactive elements with time. Therefore, we describe in this paper the application of the Laplace transform technique in matrix formulation to analytically solve initial value problems that mathematically model radioactive decay series. Given the initial amount of each type of radioactive isotopes in the decay series, the computer code generates the amount at a given time of interest, or may plot a graph of the evolution in time of the amount of each type of isotopes in the series. This computer code, that we refer to as the LTRad L code, where L is the number of types of isotopes belonging to the series, was developed using the Scilab free platform for numerical computation and can model one segment or the entire chain of any of the three radioactive series existing on Earth today. Numerical results are given to typical model problems to illustrate the computer code efficiency and accuracy. (orig.)

  14. Modelos de gestión de conflictos en serie de ficción televisiva (Conflict management models in television fiction series

    Directory of Open Access Journals (Sweden)

    Yolanda Navarro-Abal

    2012-12-01

    Full Text Available Television fiction series sometimes generate an unreal vision of life, especially among young people, becoming a mirror in which they can see themselves reflected. The series become models of values, attitudes, skills and behaviours that tend to be imitated by some viewers. The aim of this study was to analyze the conflict management behavioural styles presented by the main characters of television fiction series. Thus, we evaluated the association between these styles and the age and sex of the main characters, as well as the nationality and genre of the fiction series. 16 fiction series were assessed by selecting two characters of both sexes from each series. We adapted the Rahim Organizational Conflict Inventory-II for observing and recording the data. The results show that there is no direct association between the conflict management behavioural styles presented in the drama series and the sex of the main characters. However, associations were found between these styles and the age of the characters and the genre of the fiction series.

  15. 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.

  16. Radiation Resistance and Life Time Estimates at Cryogenic Temperatures of Series Produced By-Pass Diodes for the LHC Magnet Protection

    Science.gov (United States)

    Denz, R.; Gharib, A.; Hagedorn, D.

    2004-06-01

    For the protection of the LHC superconducting magnets about 2100 specially developed by-pass diodes have been manufactured in industry and more than one thousand of these diodes have been mounted into stacks and tested in liquid helium. By-pass diode samples, taken from the series production, have been submitted to irradiation tests at cryogenic temperatures together with some prototype diodes up to an accumulated dose of about 2 kGy and neutron fluences up to about 3.0 1013 n cm-2 with and without intermediate warm up to 300 K. The device characteristics of the diodes under forward bias and reverse bias have been measured at 77 K and ambient versus dose and the results are presented. Using a thermo-electrical model and new estimates for the expected dose in the LHC, the expected lifetime of the by-pass diodes has been estimated for various positions in the LHC arcs. It turns out that for all of the by-pass diodes across the arc elements the radiation resistance is largely sufficient. In the dispersion suppresser regions of the LHC, on a few diodes annual annealing during the shut down of the LHC must be applied or those diodes may need to be replaced after some time.

  17. Time-series modeling: applications to long-term finfish monitoring data

    International Nuclear Information System (INIS)

    Bireley, L.E.

    1985-01-01

    The growing concern and awareness that developed during the 1970's over the effects that industry had on the environment caused the electric utility industry in particular to develop monitoring programs. These programs generate long-term series of data that are not very amenable to classical normal-theory statistical analysis. The monitoring data collected from three finfish programs (impingement, trawl and seine) at the Millstone Nuclear Power Station were typical of such series and thus were used to develop methodology that used the full extent of the information in the series. The basis of the methodology was classic Box-Jenkins time-series modeling; however, the models also included deterministic components that involved flow, season and time as predictor variables. Time entered into the models as harmonic regression terms. Of the 32 models fitted to finfish catch data, 19 were found to account for more than 70% of the historical variation. The models were than used to forecast finfish catches a year in advance and comparisons were made to actual data. Usually the confidence intervals associated with the forecasts encompassed most of the observed data. The technique can provide the basis for intervention analysis in future impact assessments

  18. Time-series modeling of long-term weight self-monitoring data.

    Science.gov (United States)

    Helander, Elina; Pavel, Misha; Jimison, Holly; Korhonen, Ilkka

    2015-08-01

    Long-term self-monitoring of weight is beneficial for weight maintenance, especially after weight loss. Connected weight scales accumulate time series information over long term and hence enable time series analysis of the data. The analysis can reveal individual patterns, provide more sensitive detection of significant weight trends, and enable more accurate and timely prediction of weight outcomes. However, long term self-weighing data has several challenges which complicate the analysis. Especially, irregular sampling, missing data, and existence of periodic (e.g. diurnal and weekly) patterns are common. In this study, we apply time series modeling approach on daily weight time series from two individuals and describe information that can be extracted from this kind of data. We study the properties of weight time series data, missing data and its link to individuals behavior, periodic patterns and weight series segmentation. Being able to understand behavior through weight data and give relevant feedback is desired to lead to positive intervention on health behaviors.

  19. Markov Chain Modelling for Short-Term NDVI Time Series Forecasting

    Directory of Open Access Journals (Sweden)

    Stepčenko Artūrs

    2016-12-01

    Full Text Available In this paper, the NDVI time series forecasting model has been developed based on the use of discrete time, continuous state Markov chain of suitable order. The normalised difference vegetation index (NDVI is an indicator that describes the amount of chlorophyll (the green mass and shows the relative density and health of vegetation; therefore, it is an important variable for vegetation forecasting. A Markov chain is a stochastic process that consists of a state space. This stochastic process undergoes transitions from one state to another in the state space with some probabilities. A Markov chain forecast model is flexible in accommodating various forecast assumptions and structures. The present paper discusses the considerations and techniques in building a Markov chain forecast model at each step. Continuous state Markov chain model is analytically described. Finally, the application of the proposed Markov chain model is illustrated with reference to a set of NDVI time series data.

  20. Time-series models on somatic cell score improve detection of matistis

    DEFF Research Database (Denmark)

    Norberg, E; Korsgaard, I R; Sloth, K H M N

    2008-01-01

    In-line detection of mastitis using frequent milk sampling was studied in 241 cows in a Danish research herd. Somatic cell scores obtained at a daily basis were analyzed using a mixture of four time-series models. Probabilities were assigned to each model for the observations to belong to a normal...... "steady-state" development, change in "level", change of "slope" or "outlier". Mastitis was indicated from the sum of probabilities for the "level" and "slope" models. Time-series models were based on the Kalman filter. Reference data was obtained from veterinary assessment of health status combined...... with bacteriological findings. At a sensitivity of 90% the corresponding specificity was 68%, which increased to 83% using a one-step back smoothing. It is concluded that mixture models based on Kalman filters are efficient in handling in-line sensor data for detection of mastitis and may be useful for similar...

  1. Model for the resistive critical current transition in composite superconductors

    International Nuclear Information System (INIS)

    Warnes, W.H.

    1988-01-01

    Much of the research investigating technological type-II superconducting composites relies on the measurement of the resistive critical current transition. We have developed a model for the resistive transition which improves on older models by allowing for the very different nature of monofilamentary and multifilamentary composite structures. The monofilamentary model allows for axial current flow around critical current weak links in the superconducting filament. The multifilamentary model incorporates an additional radial current transfer between neighboring filaments. The development of both models is presented. It is shown that the models are useful for extracting more information from the experimental data than was formerly possible. Specific information obtainable from the experimental voltage-current characteristic includes the distribution of critical currents in the composite, the average critical current of the distribution, the range of critical currents in the composite, the field and temperature dependence of the distribution, and the fraction of the composite dissipating energy in flux flow at any current. This additional information about the distribution of critical currents may be helpful in leading toward a better understanding of flux pinning in technological superconductors. Comparison of the models with several experiments is given and shown to be in reasonable agreement. Implications of the models for the measurement of critical currents in technological composites is presented and discussed with reference to basic flux pinning studies in such composites

  2. Nonlinear Stochastic Modelling of Antimicrobial resistance in Bacterial Populations

    DEFF Research Database (Denmark)

    Philipsen, Kirsten Riber

    -mutator population. The growth rates of the two populations were initially compared by a maximum likelihood approach and the growth rates were found to be equal. Thereafter a model for the competing growth was developed. The models showthat mutatorswill obtain a higher fitness by adapting faster to an environment...... an important role for the evolution of resistance. When growing under stressed conditions, such as in the presence of antibiotics, mutators are considered to have an advantages in comparison to non-mutators. This has been supported by a mathematical model for competing growth between a mutator and a non...

  3. Distinguishing Antimicrobial Models with Different Resistance Mechanisms via Population Pharmacodynamic Modeling.

    Directory of Open Access Journals (Sweden)

    Matthieu Jacobs

    2016-03-01

    Full Text Available Semi-mechanistic pharmacokinetic-pharmacodynamic (PK-PD modeling is increasingly used for antimicrobial drug development and optimization of dosage regimens, but systematic simulation-estimation studies to distinguish between competing PD models are lacking. This study compared the ability of static and dynamic in vitro infection models to distinguish between models with different resistance mechanisms and support accurate and precise parameter estimation. Monte Carlo simulations (MCS were performed for models with one susceptible bacterial population without (M1 or with a resting stage (M2, a one population model with adaptive resistance (M5, models with pre-existing susceptible and resistant populations without (M3 or with (M4 inter-conversion, and a model with two pre-existing populations with adaptive resistance (M6. For each model, 200 datasets of the total bacterial population were simulated over 24h using static antibiotic concentrations (256-fold concentration range or over 48h under dynamic conditions (dosing every 12h; elimination half-life: 1h. Twelve-hundred random datasets (each containing 20 curves for static or four curves for dynamic conditions were generated by bootstrapping. Each dataset was estimated by all six models via population PD modeling to compare bias and precision. For M1 and M3, most parameter estimates were unbiased (<10% and had good imprecision (<30%. However, parameters for adaptive resistance and inter-conversion for M2, M4, M5 and M6 had poor bias and large imprecision under static and dynamic conditions. For datasets that only contained viable counts of the total population, common statistical criteria and diagnostic plots did not support sound identification of the true resistance mechanism. Therefore, it seems advisable to quantify resistant bacteria and characterize their MICs and resistance mechanisms to support extended simulations and translate from in vitro experiments to animal infection models and

  4. Three-dimensional electrical resistivity model of a nuclear waste disposal site

    International Nuclear Information System (INIS)

    Rucker, Dale F.; Levitt, Marc T.; Greenwood, William J.

    2009-01-01

    A three-dimensional (3D) modeling study was completed on a very large electrical resistivity survey conducted at a nuclear waste site in eastern Washington. The acquisition included 47 pole-pole two dimensional (2D) resistivity profiles collected along parallel and orthogonal lines over an area of 850 m-570 m. The data were geo-referenced and inverted using EarthImager3D (EI3D). EI3D runs on a Microsoft 32-bit operating system (e.g. WIN-2K, XP) with a maximum usable memory of 2 GB. The memory limits the size of the domain for the inversion model to 200 m-200 m, based on the survey electrode density. Therefore, a series of increasing overlapping models were run to evaluate the effectiveness of dividing the survey area into smaller subdomains. The results of the smaller subdomains were compared to the inversion results of a single domain over a larger area using an upgraded form of EI3D that incorporates multi-processing capabilities and 32 GB of RAM memory. The contours from the smaller subdomains showed discontinuity at the boundaries between the adjacent models, which do not match the hydrogeologic expectations given the nature of disposal at the site. At several boundaries, the contours of the low resistivity areas close, leaving the appearance of disconnected plumes or open contours at boundaries are not met with a continuance of the low resistivity plume into the adjacent subdomain. The model results of the single large domain show a continuous monolithic plume within the central and western portion of the site, directly beneath the elongated trenches. It is recommended that where possible, the domain not be subdivided, but instead include as much of the domain as possible given the memory of available computing resources.

  5. Generation of Natural Runoff Monthly Series at Ungauged Sites Using a Regional Regressive Model

    Directory of Open Access Journals (Sweden)

    Dario Pumo

    2016-05-01

    Full Text Available Many hydrologic applications require reliable estimates of runoff in river basins to face the widespread lack of data, both in time and in space. A regional method for the reconstruction of monthly runoff series is here developed and applied to Sicily (Italy. A simple modeling structure is adopted, consisting of a regression-based rainfall–runoff model with four model parameters, calibrated through a two-step procedure. Monthly runoff estimates are based on precipitation, temperature, and exploiting the autocorrelation with runoff at the previous month. Model parameters are assessed by specific regional equations as a function of easily measurable physical and climate basin descriptors. The first calibration step is aimed at the identification of a set of parameters optimizing model performances at the level of single basin. Such “optimal” sets are used at the second step, part of a regional regression analysis, to establish the regional equations for model parameters assessment as a function of basin attributes. All the gauged watersheds across the region have been analyzed, selecting 53 basins for model calibration and using the other six basins exclusively for validation. Performances, quantitatively evaluated by different statistical indexes, demonstrate relevant model ability in reproducing the observed hydrological time-series at both the monthly and coarser time resolutions. The methodology, which is easily transferable to other arid and semi-arid areas, provides a reliable tool for filling/reconstructing runoff time series at any gauged or ungauged basin of a region.

  6. Time series modeling by a regression approach based on a latent process.

    Science.gov (United States)

    Chamroukhi, Faicel; Samé, Allou; Govaert, Gérard; Aknin, Patrice

    2009-01-01

    Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such data. A new approach for time series modeling is proposed in this paper. It consists of a regression model incorporating a discrete hidden logistic process allowing for activating smoothly or abruptly different polynomial regression models. The model parameters are estimated by the maximum likelihood method performed by a dedicated Expectation Maximization (EM) algorithm. The M step of the EM algorithm uses a multi-class Iterative Reweighted Least-Squares (IRLS) algorithm to estimate the hidden process parameters. To evaluate the proposed approach, an experimental study on simulated data and real world data was performed using two alternative approaches: a heteroskedastic piecewise regression model using a global optimization algorithm based on dynamic programming, and a Hidden Markov Regression Model whose parameters are estimated by the Baum-Welch algorithm. Finally, in the context of the remote monitoring of components of the French railway infrastructure, and more particularly the switch mechanism, the proposed approach has been applied to modeling and classifying time series representing the condition measurements acquired during switch operations.

  7. Transfer function modeling of the monthly accumulated rainfall series over the Iberian Peninsula

    Energy Technology Data Exchange (ETDEWEB)

    Mateos, Vidal L.; Garcia, Jose A.; Serrano, Antonio; De la Cruz Gallego, Maria [Departamento de Fisica, Universidad de Extremadura, Badajoz (Spain)

    2002-10-01

    In order to improve the results given by Autoregressive Moving-Average (ARMA) modeling for the monthly accumulated rainfall series taken at 19 observatories of the Iberian Peninsula, a Discrete Linear Transfer Function Noise (DLTFN) model was applied taking the local pressure series (LP), North Atlantic sea level pressure series (SLP) and North Atlantic sea surface temperature (SST) as input variables, and the rainfall series as the output series. In all cases, the performance of the DLTFN models, measured by the explained variance of the rainfall series, is better than the performance given by the ARMA modeling. The best performance is given by the models that take the local pressure as the input variable, followed by the sea level pressure models and the sea surface temperature models. Geographically speaking, the models fitted to those observatories located in the west of the Iberian Peninsula work better than those on the north and east of the Peninsula. Also, it was found that there is a region located between 0 N and 20 N, which shows the highest cross-correlation between SST and the peninsula rainfalls. This region moves to the west and northwest off the Peninsula when the SLP series are used. [Spanish] Con el objeto de mejorar los resultados porporcionados por los modelos Autorregresivo Media Movil (ARMA) ajustados a las precipitaciones mensuales acumuladas registradas en 19 observatorios de la Peninsula Iberica se han usado modelos de funcion de transferencia (DLTFN) en los que se han empleado como variable independiente la presion local (LP), la presion a nivel del mar (SLP) o la temperatura de agua del mar (SST) en el Atlantico Norte. En todos los casos analizados, los resultados obtenidos con los modelos DLTFN, medidos mediante la varianza explicada por el modelo, han sido mejores que los resultados proporcionados por los modelos ARMA. Los mejores resultados han sido dados por aquellos modelos que usan la presion local como variable de entrada, seguidos

  8. Analysis of frequency-dependent series resistance and interface states of In/SiO{sub 2}/p-Si (MIS) structures

    Energy Technology Data Exchange (ETDEWEB)

    Birkan Selcuk, A. [Department of Nuclear Electronics and Instrumentation, Saraykoey Nuclear Research and Training Center, 06983 Saray, Ankara (Turkey); Tugluoglu, N. [Department of Nuclear Electronics and Instrumentation, Saraykoey Nuclear Research and Training Center, 06983 Saray, Ankara (Turkey)], E-mail: ntuglu@taek.gov.tr; Karadeniz, S.; Bilge Ocak, S. [Department of Nuclear Electronics and Instrumentation, Saraykoey Nuclear Research and Training Center, 06983 Saray, Ankara (Turkey)

    2007-11-15

    In this work, the investigation of the interface state density and series resistance from capacitance-voltage (C-V) and conductance-voltage (G/{omega}-V) characteristics in In/SiO{sub 2}/p-Si metal-insulator-semiconductor (MIS) structures with thin interfacial insulator layer have been reported. The thickness of SiO{sub 2} film obtained from the measurement of the oxide capacitance corrected for series resistance in the strong accumulation region is 220 A. The forward and reverse bias C-V and G/{omega}-V characteristics of MIS structures have been studied at the frequency range 30 kHz-1 MHz at room temperature. The frequency dispersion in capacitance and conductance can be interpreted in terms of the series resistance (R{sub s}) and interface state density (D{sub it}) values. Both the series resistance R{sub s} and density of interface states D{sub it} are strongly frequency-dependent and decrease with increasing frequency. The distribution profile of R{sub s}-V gives a peak at low frequencies in the depletion region and disappears with increasing frequency. Experimental results show that the interfacial polarization contributes to the improvement of the dielectric properties of In/SiO{sub 2}/p-Si MIS structures. The interface state density value of In/SiO{sub 2}/p-Si MIS diode calculated at strong accumulation region is 1.11x10{sup 12} eV{sup -1} cm{sup -2} at 1 MHz. It is found that the calculated value of D{sub it} ({approx}10{sup 12} eV{sup -1} cm{sup -2}) is not high enough to pin the Fermi level of the Si substrate disrupting the device operation.

  9. Power flow control for transmission networks with implicit modeling of static synchronous series compensator

    DEFF Research Database (Denmark)

    Kamel, S.; Jurado, F.; Chen, Zhe

    2015-01-01

    This paper presents an implicit modeling of Static Synchronous Series Compensator (SSSC) in Newton–Raphson load flow method. The algorithm of load flow is based on the revised current injection formulation. The developed model of SSSC is depended on the current injection approach. In this model...... will be in the mismatches vector. Finally, this modeling solves the problem that happens when the SSSC is only connected between two areas. Numerical examples on the WSCC 9-bus, IEEE 30-bus system, and IEEE 118-bus system are used to illustrate the feasibility of the developed SSSC model and performance of the Newton–Raphson...

  10. Studies in astronomical time series analysis. I - Modeling random processes in the time domain

    Science.gov (United States)

    Scargle, J. D.

    1981-01-01

    Several random process models in the time domain are defined and discussed. Attention is given to the moving average model, the autoregressive model, and relationships between and combinations of these models. Consideration is then given to methods for investigating pulse structure, procedures of model construction, computational methods, and numerical experiments. A FORTRAN algorithm of time series analysis has been developed which is relatively stable numerically. Results of test cases are given to study the effect of adding noise and of different distributions for the pulse amplitudes. A preliminary analysis of the light curve of the quasar 3C 272 is considered as an example.

  11. Data on copula modeling of mixed discrete and continuous neural time series.

    Science.gov (United States)

    Hu, Meng; Li, Mingyao; Li, Wu; Liang, Hualou

    2016-06-01

    Copula is an important tool for modeling neural dependence. Recent work on copula has been expanded to jointly model mixed time series in neuroscience ("Hu et al., 2016, Joint Analysis of Spikes and Local Field Potentials using Copula" [1]). Here we present further data for joint analysis of spike and local field potential (LFP) with copula modeling. In particular, the details of different model orders and the influence of possible spike contamination in LFP data from the same and different electrode recordings are presented. To further facilitate the use of our copula model for the analysis of mixed data, we provide the Matlab codes, together with example data.

  12. Modeling the impact of forecast-based regime switches on macroeconomic time series

    NARCIS (Netherlands)

    K. Bel (Koen); R. Paap (Richard)

    2013-01-01

    textabstractForecasts of key macroeconomic variables may lead to policy changes of governments, central banks and other economic agents. Policy changes in turn lead to structural changes in macroeconomic time series models. To describe this phenomenon we introduce a logistic smooth transition

  13. 76 FR 36390 - Airworthiness Directives; The Boeing Company Model 747SP Series Airplanes

    Science.gov (United States)

    2011-06-22

    ... power control modules (PCM). This proposed AD was prompted by a report of a rudder hard-over event on a... rudder PCM manifold, which could result in a hard-over of the rudder surface leading to an increase in... of a Model 747-400 series airplane of a lower rudder hard-over event caused by a lower rudder PCM...

  14. Using the mean approach in pooling cross-section and time series data for regression modelling

    International Nuclear Information System (INIS)

    Nuamah, N.N.N.N.

    1989-12-01

    The mean approach is one of the methods for pooling cross section and time series data for mathematical-statistical modelling. Though a simple approach, its results are sometimes paradoxical in nature. However, researchers still continue using it for its simplicity. Here, the paper investigates the nature and source of such unwanted phenomena. (author). 7 refs

  15. A robust interrupted time series model for analyzing complex health care intervention data

    KAUST Repository

    Cruz, Maricela

    2017-08-29

    Current health policy calls for greater use of evidence-based care delivery services to improve patient quality and safety outcomes. Care delivery is complex, with interacting and interdependent components that challenge traditional statistical analytic techniques, in particular, when modeling a time series of outcomes data that might be

  16. Dynamic factor analysis in the frequency domain: causal modeling of multivariate psychophysiological time series

    NARCIS (Netherlands)

    Molenaar, P.C.M.

    1987-01-01

    Outlines a frequency domain analysis of the dynamic factor model and proposes a solution to the problem of constructing a causal filter of lagged factor loadings. The method is illustrated with applications to simulated and real multivariate time series. The latter applications involve topographic

  17. ShapeSelectForest: a new r package for modeling landsat time series

    Science.gov (United States)

    Mary Meyer; Xiyue Liao; Gretchen Moisen; Elizabeth Freeman

    2015-01-01

    We present a new R package called ShapeSelectForest recently posted to the Comprehensive R Archival Network. The package was developed to fit nonparametric shape-restricted regression splines to time series of Landsat imagery for the purpose of modeling, mapping, and monitoring annual forest disturbance dynamics over nearly three decades. For each pixel and spectral...

  18. Harmonic regression of Landsat time series for modeling attributes from national forest inventory data

    Science.gov (United States)

    Barry T. Wilson; Joseph F. Knight; Ronald E. McRoberts

    2018-01-01

    Imagery from the Landsat Program has been used frequently as a source of auxiliary data for modeling land cover, as well as a variety of attributes associated with tree cover. With ready access to all scenes in the archive since 2008 due to the USGS Landsat Data Policy, new approaches to deriving such auxiliary data from dense Landsat time series are required. Several...

  19. A Model for Mental Health Programming in Schools and Communities: Introduction to the Mini-Series.

    Science.gov (United States)

    Nastasi, Bonnie K.

    1998-01-01

    Describes conceptual framework for mini-series on mental health programming. Model includes five components considered to be critical for comprehensive and effective programming. Components include: action research, ecological perspective of program development, collaborative/participatory approach, prevention to treatment via mental health…

  20. 76 FR 6584 - Airworthiness Directives; Bombardier, Inc. Model DHC-8-400 Series Airplanes

    Science.gov (United States)

    2011-02-07

    .... Model DHC-8-400 Series Airplanes AGENCY: Federal Aviation Administration (FAA), DOT. ACTION: Notice of... area on the rib at Yw-42.000 to ensure adequate electrical bonding, installing spiral wrap on certain cable assemblies where existing spiral wrap does not extend 4 inches past the tie mounts, applying a...

  1. A robust interrupted time series model for analyzing complex health care intervention data

    KAUST Repository

    Cruz, Maricela; Bender, Miriam; Ombao, Hernando

    2017-01-01

    Current health policy calls for greater use of evidence-based care delivery services to improve patient quality and safety outcomes. Care delivery is complex, with interacting and interdependent components that challenge traditional statistical analytic techniques, in particular, when modeling a time series of outcomes data that might be

  2. Mathematical model of temephos resistance in Aedes aegypti mosquito population

    Science.gov (United States)

    Aldila, D.; Nuraini, N.; Soewono, E.; Supriatna, A. K.

    2014-03-01

    Aedes aegypti is the main vector of dengue disease in many tropical and sub-tropical countries. Dengue became major public concern in these countries due to the unavailability of vaccine or drugs for dengue disease in the market. Hence, the only way to control the spread of DF and DHF is by controlling the vectors carrying the disease, for instance with fumigation, temephos or genetic manipulation. Many previous studies conclude that Aedes aegypti may develop resistance to many kind of insecticide, including temephos. Mathematical model for transmission of temephos resistance in Aedes aegypti population is discussed in this paper. Nontrivial equilibrium point of the system and the corresponding existence are shown analytically. The model analysis have shown epidemiological trends condition that permits the coexistence of nontrivial equilibrium is given analytically. Numerical results are given to show parameter sensitivity and some cases of worsening effect values for illustrating possible conditions in the field.

  3. Mixture model to assess the extent of cross-transmission of multidrug-resistant pathogens in hospitals.

    Science.gov (United States)

    Mikolajczyk, Rafael T; Kauermann, Göran; Sagel, Ulrich; Kretzschmar, Mirjam

    2009-08-01

    Creation of a mixture model based on Poisson processes for assessment of the extent of cross-transmission of multidrug-resistant pathogens in the hospital. We propose a 2-component mixture of Poisson processes to describe the time series of detected cases of colonization. The first component describes the admission process of patients with colonization, and the second describes the cross-transmission. The data set used to illustrate the method consists of the routinely collected records for methicillin-resistant Staphylococcus aureus (MRSA), imipenem-resistant Pseudomonas aeruginosa, and multidrug-resistant Acinetobacter baumannii over a period of 3 years in a German tertiary care hospital. For MRSA and multidrug-resistant A. baumannii, cross-transmission was estimated to be responsible for more than 80% of cases; for imipenem-resistant P. aeruginosa, cross-transmission was estimated to be responsible for 59% of cases. For new cases observed within a window of less than 28 days for MRSA and multidrug-resistant A. baumannii or 40 days for imipenem-resistant P. aeruginosa, there was a 50% or greater probability that the cause was cross-transmission. The proposed method offers a solution to assessing of the extent of cross-transmission, which can be of clinical use. The method can be applied using freely available software (the package FlexMix in R) and it requires relatively little data.

  4. Evaluation of the autoregression time-series model for analysis of a noisy signal

    International Nuclear Information System (INIS)

    Allen, J.W.

    1977-01-01

    The autoregression (AR) time-series model of a continuous noisy signal was statistically evaluated to determine quantitatively the uncertainties of the model order, the model parameters, and the model's power spectral density (PSD). The result of such a statistical evaluation enables an experimenter to decide whether an AR model can adequately represent a continuous noisy signal and be consistent with the signal's frequency spectrum, and whether it can be used for on-line monitoring. Although evaluations of other types of signals have been reported in the literature, no direct reference has been found to AR model's uncertainties for continuous noisy signals; yet the evaluation is necessary to decide the usefulness of AR models of typical reactor signals (e.g., neutron detector output or thermocouple output) and the potential of AR models for on-line monitoring applications. AR and other time-series models for noisy data representation are being investigated by others since such models require fewer parameters than the traditional PSD model. For this study, the AR model was selected for its simplicity and conduciveness to uncertainty analysis, and controlled laboratory bench signals were used for continuous noisy data. (author)

  5. Modeling pollen time series using seasonal-trend decomposition procedure based on LOESS smoothing.

    Science.gov (United States)

    Rojo, Jesús; Rivero, Rosario; Romero-Morte, Jorge; Fernández-González, Federico; Pérez-Badia, Rosa

    2017-02-01

    Analysis of airborne pollen concentrations provides valuable information on plant phenology and is thus a useful tool in agriculture-for predicting harvests in crops such as the olive and for deciding when to apply phytosanitary treatments-as well as in medicine and the environmental sciences. Variations in airborne pollen concentrations, moreover, are indicators of changing plant life cycles. By modeling pollen time series, we can not only identify the variables influencing pollen levels but also predict future pollen concentrations. In this study, airborne pollen time series were modeled using a seasonal-trend decomposition procedure based on LOcally wEighted Scatterplot Smoothing (LOESS) smoothing (STL). The data series-daily Poaceae pollen concentrations over the period 2006-2014-was broken up into seasonal and residual (stochastic) components. The seasonal component was compared with data on Poaceae flowering phenology obtained by field sampling. Residuals were fitted to a model generated from daily temperature and rainfall values, and daily pollen concentrations, using partial least squares regression (PLSR). This method was then applied to predict daily pollen concentrations for 2014 (independent validation data) using results for the seasonal component of the time series and estimates of the residual component for the period 2006-2013. Correlation between predicted and observed values was r = 0.79 (correlation coefficient) for the pre-peak period (i.e., the period prior to the peak pollen concentration) and r = 0.63 for the post-peak period. Separate analysis of each of the components of the pollen data series enables the sources of variability to be identified more accurately than by analysis of the original non-decomposed data series, and for this reason, this procedure has proved to be a suitable technique for analyzing the main environmental factors influencing airborne pollen concentrations.

  6. 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.

  7. Nonlinear Fluctuation Behavior of Financial Time Series Model by Statistical Physics System

    Directory of Open Access Journals (Sweden)

    Wuyang Cheng

    2014-01-01

    Full Text Available We develop a random financial time series model of stock market by one of statistical physics systems, the stochastic contact interacting system. Contact process is a continuous time Markov process; one interpretation of this model is as a model for the spread of an infection, where the epidemic spreading mimics the interplay of local infections and recovery of individuals. From this financial model, we study the statistical behaviors of return time series, and the corresponding behaviors of returns for Shanghai Stock Exchange Composite Index (SSECI and Hang Seng Index (HSI are also comparatively studied. Further, we investigate the Zipf distribution and multifractal phenomenon of returns and price changes. Zipf analysis and MF-DFA analysis are applied to investigate the natures of fluctuations for the stock market.

  8. Analysis of Data from a Series of Events by a Geometric Process Model

    Institute of Scientific and Technical Information of China (English)

    Yeh Lam; Li-xing Zhu; Jennifer S. K. Chan; Qun Liu

    2004-01-01

    Geometric process was first introduced by Lam[10,11]. A stochastic process {Xi, i = 1, 2,…} is called a geometric process (GP) if, for some a > 0, {ai-1Xi, i = 1, 2,…} forms a renewal process. In thispaper, the GP is used to analyze the data from a series of events. A nonparametric method is introduced forthe estimation of the three parameters in the GP. The limiting distributions of the three estimators are studied.Through the analysis of some real data sets, the GP model is compared with other three homogeneous andnonhomogeneous Poisson models. It seems that on average the GP model is the best model among these fourmodels in analyzing the data from a series of events.

  9. A regional and nonstationary model for partial duration series of extreme rainfall

    DEFF Research Database (Denmark)

    Gregersen, Ida Bülow; Madsen, Henrik; Rosbjerg, Dan

    2017-01-01

    as the explanatory variables in the regional and temporal domain, respectively. Further analysis of partial duration series with nonstationary and regional thresholds shows that the mean exceedances also exhibit a significant variation in space and time for some rainfall durations, while the shape parameter is found...... of extreme rainfall. The framework is built on a partial duration series approach with a nonstationary, regional threshold value. The model is based on generalized linear regression solved by generalized estimation equations. It allows a spatial correlation between the stations in the network and accounts...... furthermore for variable observation periods at each station and in each year. Marginal regional and temporal regression models solved by generalized least squares are used to validate and discuss the results of the full spatiotemporal model. The model is applied on data from a large Danish rain gauge network...

  10. Automated Bayesian model development for frequency detection in biological time series

    Directory of Open Access Journals (Sweden)

    Oldroyd Giles ED

    2011-06-01

    Full Text Available Abstract Background A first step in building a mathematical model of a biological system is often the analysis of the temporal behaviour of key quantities. Mathematical relationships between the time and frequency domain, such as Fourier Transforms and wavelets, are commonly used to extract information about the underlying signal from a given time series. This one-to-one mapping from time points to frequencies inherently assumes that both domains contain the complete knowledge of the system. However, for truncated, noisy time series with background trends this unique mapping breaks down and the question reduces to an inference problem of identifying the most probable frequencies. Results In this paper we build on the method of Bayesian Spectrum Analysis and demonstrate its advantages over conventional methods by applying it to a number of test cases, including two types of biological time series. Firstly, oscillations of calcium in plant root cells in response to microbial symbionts are non-stationary and noisy, posing challenges to data analysis. Secondly, circadian rhythms in gene expression measured over only two cycles highlights the problem of time series with limited length. The results show that the Bayesian frequency detection approach can provide useful results in specific areas where Fourier analysis can be uninformative or misleading. We demonstrate further benefits of the Bayesian approach for time series analysis, such as direct comparison of different hypotheses, inherent estimation of noise levels and parameter precision, and a flexible framework for modelling the data without pre-processing. Conclusions Modelling in systems biology often builds on the study of time-dependent phenomena. Fourier Transforms are a convenient tool for analysing the frequency domain of time series. However, there are well-known limitations of this method, such as the introduction of spurious frequencies when handling short and noisy time series, and

  11. Automated Bayesian model development for frequency detection in biological time series.

    Science.gov (United States)

    Granqvist, Emma; Oldroyd, Giles E D; Morris, Richard J

    2011-06-24

    A first step in building a mathematical model of a biological system is often the analysis of the temporal behaviour of key quantities. Mathematical relationships between the time and frequency domain, such as Fourier Transforms and wavelets, are commonly used to extract information about the underlying signal from a given time series. This one-to-one mapping from time points to frequencies inherently assumes that both domains contain the complete knowledge of the system. However, for truncated, noisy time series with background trends this unique mapping breaks down and the question reduces to an inference problem of identifying the most probable frequencies. In this paper we build on the method of Bayesian Spectrum Analysis and demonstrate its advantages over conventional methods by applying it to a number of test cases, including two types of biological time series. Firstly, oscillations of calcium in plant root cells in response to microbial symbionts are non-stationary and noisy, posing challenges to data analysis. Secondly, circadian rhythms in gene expression measured over only two cycles highlights the problem of time series with limited length. The results show that the Bayesian frequency detection approach can provide useful results in specific areas where Fourier analysis can be uninformative or misleading. We demonstrate further benefits of the Bayesian approach for time series analysis, such as direct comparison of different hypotheses, inherent estimation of noise levels and parameter precision, and a flexible framework for modelling the data without pre-processing. Modelling in systems biology often builds on the study of time-dependent phenomena. Fourier Transforms are a convenient tool for analysing the frequency domain of time series. However, there are well-known limitations of this method, such as the introduction of spurious frequencies when handling short and noisy time series, and the requirement for uniformly sampled data. Biological time

  12. Vector Control Using Series Iron Loss Model of Induction, Motors and Power Loss Minimization

    OpenAIRE

    Kheldoun Aissa; Khodja Djalal Eddine

    2009-01-01

    The iron loss is a source of detuning in vector controlled induction motor drives if the classical rotor vector controller is used for decoupling. In fact, the field orientation will not be satisfied and the output torque will not truck the reference torque mostly used by Loss Model Controllers (LMCs). In addition, this component of loss, among others, may be excessive if the vector controlled induction motor is driving light loads. In this paper, the series iron loss model ...

  13. Hydrological time series modeling: A comparison between adaptive neuro-fuzzy, neural network and autoregressive techniques

    Science.gov (United States)

    Lohani, A. K.; Kumar, Rakesh; Singh, R. D.

    2012-06-01

    SummaryTime series modeling is necessary for the planning and management of reservoirs. More recently, the soft computing techniques have been used in hydrological modeling and forecasting. In this study, the potential of artificial neural networks and neuro-fuzzy system in monthly reservoir inflow forecasting are examined by developing and comparing monthly reservoir inflow prediction models, based on autoregressive (AR), artificial neural networks (ANNs) and adaptive neural-based fuzzy inference system (ANFIS). To take care the effect of monthly periodicity in the flow data, cyclic terms are also included in the ANN and ANFIS models. Working with time series flow data of the Sutlej River at Bhakra Dam, India, several ANN and adaptive neuro-fuzzy models are trained with different input vectors. To evaluate the performance of the selected ANN and adaptive neural fuzzy inference system (ANFIS) models, comparison is made with the autoregressive (AR) models. The ANFIS model trained with the input data vector including previous inflows and cyclic terms of monthly periodicity has shown a significant improvement in the forecast accuracy in comparison with the ANFIS models trained with the input vectors considering only previous inflows. In all cases ANFIS gives more accurate forecast than the AR and ANN models. The proposed ANFIS model coupled with the cyclic terms is shown to provide better representation of the monthly inflow forecasting for planning and operation of reservoir.

  14. 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.

  15. 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.

  16. Experience of successful treatment of patients with metronidazole-resistant Trichomonas vaginalis with zinc sulfate: A case series

    Directory of Open Access Journals (Sweden)

    Jung Mi Byun

    2015-10-01

    Conclusion: Although the exact role of zinc sulfate in metronidazole-resistant trichomoniasis is not clear, our patients experienced a therapeutic effect with zinc sulfate douche treatment. We therefore recommend zinc sulfate douche as an option for the treatment of metronidazole-resistant vaginal trichomoniasis.

  17. Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models

    DEFF Research Database (Denmark)

    Ørregård Nielsen, Morten

    This paper proves consistency and asymptotic normality for the conditional-sum-of-squares estimator, which is equivalent to the conditional maximum likelihood estimator, in multivariate fractional time series models. The model is parametric and quite general, and, in particular, encompasses...... the multivariate non-cointegrated fractional ARIMA model. The novelty of the consistency result, in particular, is that it applies to a multivariate model and to an arbitrarily large set of admissible parameter values, for which the objective function does not converge uniformly in probablity, thus making...

  18. Contact Modelling in Resistance Welding, Part II: Experimental Validation

    DEFF Research Database (Denmark)

    Song, Quanfeng; Zhang, Wenqi; Bay, Niels

    2006-01-01

    Contact algorithms in resistance welding presented in the previous paper are experimentally validated in the present paper. In order to verify the mechanical contact algorithm, two types of experiments, i.e. sandwich upsetting of circular, cylindrical specimens and compression tests of discs...... with a solid ring projection towards a flat ring, are carried out at room temperature. The complete algorithm, involving not only the mechanical model but also the thermal and electrical models, is validated by projection welding experiments. The experimental results are in satisfactory agreement...

  19. Achieving fast reconnection in resistive MHD models via turbulent means

    Directory of Open Access Journals (Sweden)

    G. Lapenta

    2012-04-01

    Full Text Available Astrophysical fluids are generally turbulent and this preexisting turbulence must be taken into account for models of magnetic reconnection in astrophysical, solar or heliospheric environments. In addition, reconnection itself induces turbulence which provides an important feedback on the reconnection process. In this paper we discuss both the theoretical model and numerical evidence that magnetic reconnection becomes fast in the approximation of resistive MHD. We consider the relation between the Lazarian and Vishniac turbulent reconnection theory and Lapenta's numerical experiments testifying of the spontaneous onset of turbulent reconnection in systems which are initially laminar.

  20. An educational laboratory virtual instrumentation suite assisted experiment for studying fundamentals of series resistance-inductance-capacitance circuit

    Science.gov (United States)

    Rana, K. P. S.; Kumar, Vineet; Mendiratta, Jatin

    2017-11-01

    One of the most elementary concepts in freshmen Electrical Engineering subject comprises the Resistance-Inductance-Capacitance (RLC) circuit fundamentals, that is, their time and frequency domain responses. For a beginner, generally, it is difficult to understand and appreciate the step and the frequency responses, particularly the resonance. This paper proposes a student-friendly teaching and learning approach by inculcating the multifaceted versatile software LabVIEWTM along with the educational laboratory virtual instrumentation suite hardware, for studying the RLC circuit time and frequency domain responses. The proposed approach has offered an interactive laboratory experiment where students can model circuits in simulation and hardware circuits on prototype board, and then compare their performances. The theoretical simulations and the obtained experimental data are found to be in very close agreement, thereby enhancing the conviction of students. Finally, the proposed methodology was also subjected to the assessment of learning outcomes based on student feedback, and an average score of 8.05 out of 10 with a standard deviation of 0.471 was received, indicating the overall satisfaction of the students.

  1. Time series models of environmental exposures: Good predictions or good understanding.

    Science.gov (United States)

    Barnett, Adrian G; Stephen, Dimity; Huang, Cunrui; Wolkewitz, Martin

    2017-04-01

    Time series data are popular in environmental epidemiology as they make use of the natural experiment of how changes in exposure over time might impact on disease. Many published time series papers have used parameter-heavy models that fully explained the second order patterns in disease to give residuals that have no short-term autocorrelation or seasonality. This is often achieved by including predictors of past disease counts (autoregression) or seasonal splines with many degrees of freedom. These approaches give great residuals, but add little to our understanding of cause and effect. We argue that modelling approaches should rely more on good epidemiology and less on statistical tests. This includes thinking about causal pathways, making potential confounders explicit, fitting a limited number of models, and not over-fitting at the cost of under-estimating the true association between exposure and disease. Copyright © 2017 Elsevier Inc. All rights reserved.

  2. 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.

  3. 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.

  4. 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.

  5. Intuitionistic Fuzzy Time Series Forecasting Model Based on Intuitionistic Fuzzy Reasoning

    Directory of Open Access Journals (Sweden)

    Ya’nan Wang

    2016-01-01

    Full Text Available Fuzzy sets theory cannot describe the data comprehensively, which has greatly limited the objectivity of fuzzy time series in uncertain data forecasting. In this regard, an intuitionistic fuzzy time series forecasting model is built. In the new model, a fuzzy clustering algorithm is used to divide the universe of discourse into unequal intervals, and a more objective technique for ascertaining the membership function and nonmembership function of the intuitionistic fuzzy set is proposed. On these bases, forecast rules based on intuitionistic fuzzy approximate reasoning are established. At last, contrast experiments on the enrollments of the University of Alabama and the Taiwan Stock Exchange Capitalization Weighted Stock Index are carried out. The results show that the new model has a clear advantage of improving the forecast accuracy.

  6. Global Current Circuit Structure in a Resistive Pulsar Magnetosphere Model

    Science.gov (United States)

    Kato, Yugo. E.

    2017-12-01

    Pulsar magnetospheres have strong magnetic fields and large amounts of plasma. The structures of these magnetospheres are studied using force-free electrodynamics. To understand pulsar magnetospheres, discussions must include their outer region. However, force-free electrodynamics is limited in it does not handle dissipation. Therefore, a resistive pulsar magnetic field model is needed. To break the ideal magnetohydrodynamic (MHD) condition E\\cdot B=0, Ohm’s law is used. This work introduces resistivity depending upon the distance from the star and obtain a self-consistent steady state by time integration. Poloidal current circuits form in the magnetosphere while the toroidal magnetic field region expands beyond the light cylinder and the Poynting flux radiation appears. High electric resistivity causes a large space scale poloidal current circuit and the magnetosphere radiates a larger Poynting flux than the linear increase outside of the light cylinder radius. The formed poloidal-current circuit has width, which grows with the electric conductivity. This result contributes to a more concrete dissipative pulsar magnetosphere model.

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

    Science.gov (United States)

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

    2018-04-16

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

  8. Basic models modeling resistance training: an update for basic scientists interested in study skeletal muscle hypertrophy.

    Science.gov (United States)

    Cholewa, Jason; Guimarães-Ferreira, Lucas; da Silva Teixeira, Tamiris; Naimo, Marshall Alan; Zhi, Xia; de Sá, Rafaele Bis Dal Ponte; Lodetti, Alice; Cardozo, Mayara Quadros; Zanchi, Nelo Eidy

    2014-09-01

    Human muscle hypertrophy brought about by voluntary exercise in laboratorial conditions is the most common way to study resistance exercise training, especially because of its reliability, stimulus control and easy application to resistance training exercise sessions at fitness centers. However, because of the complexity of blood factors and organs involved, invasive data is difficult to obtain in human exercise training studies due to the integration of several organs, including adipose tissue, liver, brain and skeletal muscle. In contrast, studying skeletal muscle remodeling in animal models are easier to perform as the organs can be easily obtained after euthanasia; however, not all models of resistance training in animals displays a robust capacity to hypertrophy the desired muscle. Moreover, some models of resistance training rely on voluntary effort, which complicates the results observed when animal models are employed since voluntary capacity is something theoretically impossible to measure in rodents. With this information in mind, we will review the modalities used to simulate resistance training in animals in order to present to investigators the benefits and risks of different animal models capable to provoke skeletal muscle hypertrophy. Our second objective is to help investigators analyze and select the experimental resistance training model that best promotes the research question and desired endpoints. © 2013 Wiley Periodicals, Inc.

  9. Extended causal modeling to assess Partial Directed Coherence in multiple time series with significant instantaneous interactions.

    Science.gov (United States)

    Faes, Luca; Nollo, Giandomenico

    2010-11-01

    The Partial Directed Coherence (PDC) and its generalized formulation (gPDC) are popular tools for investigating, in the frequency domain, the concept of Granger causality among multivariate (MV) time series. PDC and gPDC are formalized in terms of the coefficients of an MV autoregressive (MVAR) model which describes only the lagged effects among the time series and forsakes instantaneous effects. However, instantaneous effects are known to affect linear parametric modeling, and are likely to occur in experimental time series. In this study, we investigate the impact on the assessment of frequency domain causality of excluding instantaneous effects from the model underlying PDC evaluation. Moreover, we propose the utilization of an extended MVAR model including both instantaneous and lagged effects. This model is used to assess PDC either in accordance with the definition of Granger causality when considering only lagged effects (iPDC), or with an extended form of causality, when we consider both instantaneous and lagged effects (ePDC). The approach is first evaluated on three theoretical examples of MVAR processes, which show that the presence of instantaneous correlations may produce misleading profiles of PDC and gPDC, while ePDC and iPDC derived from the extended model provide here a correct interpretation of extended and lagged causality. It is then applied to representative examples of cardiorespiratory and EEG MV time series. They suggest that ePDC and iPDC are better interpretable than PDC and gPDC in terms of the known cardiovascular and neural physiologies.

  10. A Bayesian Approach for Summarizing and Modeling Time-Series Exposure Data with Left Censoring.

    Science.gov (United States)

    Houseman, E Andres; Virji, M Abbas

    2017-08-01

    Direct reading instruments are valuable tools for measuring exposure as they provide real-time measurements for rapid decision making. However, their use is limited to general survey applications in part due to issues related to their performance. Moreover, statistical analysis of real-time data is complicated by autocorrelation among successive measurements, non-stationary time series, and the presence of left-censoring due to limit-of-detection (LOD). A Bayesian framework is proposed that accounts for non-stationary autocorrelation and LOD issues in exposure time-series data in order to model workplace factors that affect exposure and estimate summary statistics for tasks or other covariates of interest. A spline-based approach is used to model non-stationary autocorrelation with relatively few assumptions about autocorrelation structure. Left-censoring is addressed by integrating over the left tail of the distribution. The model is fit using Markov-Chain Monte Carlo within a Bayesian paradigm. The method can flexibly account for hierarchical relationships, random effects and fixed effects of covariates. The method is implemented using the rjags package in R, and is illustrated by applying it to real-time exposure data. Estimates for task means and covariates from the Bayesian model are compared to those from conventional frequentist models including linear regression, mixed-effects, and time-series models with different autocorrelation structures. Simulations studies are also conducted to evaluate method performance. Simulation studies with percent of measurements below the LOD ranging from 0 to 50% showed lowest root mean squared errors for task means and the least biased standard deviations from the Bayesian model compared to the frequentist models across all levels of LOD. In the application, task means from the Bayesian model were similar to means from the frequentist models, while the standard deviations were different. Parameter estimates for covariates

  11. 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)

  12. Statistical tools for analysis and modeling of cosmic populations and astronomical time series: CUDAHM and TSE

    Science.gov (United States)

    Loredo, Thomas; Budavari, Tamas; Scargle, Jeffrey D.

    2018-01-01

    This presentation provides an overview of open-source software packages addressing two challenging classes of astrostatistics problems. (1) CUDAHM is a C++ framework for hierarchical Bayesian modeling of cosmic populations, leveraging graphics processing units (GPUs) to enable applying this computationally challenging paradigm to large datasets. CUDAHM is motivated by measurement error problems in astronomy, where density estimation and linear and nonlinear regression must be addressed for populations of thousands to millions of objects whose features are measured with possibly complex uncertainties, potentially including selection effects. An example calculation demonstrates accurate GPU-accelerated luminosity function estimation for simulated populations of $10^6$ objects in about two hours using a single NVIDIA Tesla K40c GPU. (2) Time Series Explorer (TSE) is a collection of software in Python and MATLAB for exploratory analysis and statistical modeling of astronomical time series. It comprises a library of stand-alone functions and classes, as well as an application environment for interactive exploration of times series data. The presentation will summarize key capabilities of this emerging project, including new algorithms for analysis of irregularly-sampled time series.

  13. Comparing and Contrasting Traditional Membrane Bioreactor Models with Novel Ones Based on Time Series Analysis

    Directory of Open Access Journals (Sweden)

    Parneet Paul

    2013-02-01

    Full Text Available The computer modelling and simulation of wastewater treatment plant and their specific technologies, such as membrane bioreactors (MBRs, are becoming increasingly useful to consultant engineers when designing, upgrading, retrofitting, operating and controlling these plant. This research uses traditional phenomenological mechanistic models based on MBR filtration and biochemical processes to measure the effectiveness of alternative and novel time series models based upon input–output system identification methods. Both model types are calibrated and validated using similar plant layouts and data sets derived for this purpose. Results prove that although both approaches have their advantages, they also have specific disadvantages as well. In conclusion, the MBR plant designer and/or operator who wishes to use good quality, calibrated models to gain a better understanding of their process, should carefully consider which model type is selected based upon on what their initial modelling objectives are. Each situation usually proves unique.

  14. Time series modeling for analysis and control advanced autopilot and monitoring systems

    CERN Document Server

    Ohtsu, Kohei; Kitagawa, Genshiro

    2015-01-01

    This book presents multivariate time series methods for the analysis and optimal control of feedback systems. Although ships’ autopilot systems are considered through the entire book, the methods set forth in this book can be applied to many other complicated, large, or noisy feedback control systems for which it is difficult to derive a model of the entire system based on theory in that subject area. The basic models used in this method are the multivariate autoregressive model with exogenous variables (ARX) model and the radial bases function net-type coefficients ARX model. The noise contribution analysis can then be performed through the estimated autoregressive (AR) model and various types of autopilot systems can be designed through the state–space representation of the models. The marine autopilot systems addressed in this book include optimal controllers for course-keeping motion, rolling reduction controllers with rudder motion, engine governor controllers, noise adaptive autopilots, route-tracki...

  15. Statistical properties of fluctuations of time series representing appearances of words in nationwide blog data and their applications: An example of modeling fluctuation scalings of nonstationary time series.

    Science.gov (United States)

    Watanabe, Hayafumi; Sano, Yukie; Takayasu, Hideki; Takayasu, Misako

    2016-11-01

    To elucidate the nontrivial empirical statistical properties of fluctuations of a typical nonsteady time series representing the appearance of words in blogs, we investigated approximately 3×10^{9} Japanese blog articles over a period of six years and analyze some corresponding mathematical models. First, we introduce a solvable nonsteady extension of the random diffusion model, which can be deduced by modeling the behavior of heterogeneous random bloggers. Next, we deduce theoretical expressions for both the temporal and ensemble fluctuation scalings of this model, and demonstrate that these expressions can reproduce all empirical scalings over eight orders of magnitude. Furthermore, we show that the model can reproduce other statistical properties of time series representing the appearance of words in blogs, such as functional forms of the probability density and correlations in the total number of blogs. As an application, we quantify the abnormality of special nationwide events by measuring the fluctuation scalings of 1771 basic adjectives.

  16. Empirical validation of landscape resistance models: insights from the Greater Sage-Grouse (Centrocercus urophasianus)

    Science.gov (United States)

    Andrew J. Shirk; Michael A. Schroeder; Leslie A. Robb; Samuel A. Cushman

    2015-01-01

    The ability of landscapes to impede species’ movement or gene flow may be quantified by resistance models. Few studies have assessed the performance of resistance models parameterized by expert opinion. In addition, resistance models differ in terms of spatial and thematic resolution as well as their focus on the ecology of a particular species or more generally on the...

  17. Evaluating an Automated Number Series Item Generator Using Linear Logistic Test Models

    Directory of Open Access Journals (Sweden)

    Bao Sheng Loe

    2018-04-01

    Full Text Available This study investigates the item properties of a newly developed Automatic Number Series Item Generator (ANSIG. The foundation of the ANSIG is based on five hypothesised cognitive operators. Thirteen item models were developed using the numGen R package and eleven were evaluated in this study. The 16-item ICAR (International Cognitive Ability Resource1 short form ability test was used to evaluate construct validity. The Rasch Model and two Linear Logistic Test Model(s (LLTM were employed to estimate and predict the item parameters. Results indicate that a single factor determines the performance on tests composed of items generated by the ANSIG. Under the LLTM approach, all the cognitive operators were significant predictors of item difficulty. Moderate to high correlations were evident between the number series items and the ICAR test scores, with high correlation found for the ICAR Letter-Numeric-Series type items, suggesting adequate nomothetic span. Extended cognitive research is, nevertheless, essential for the automatic generation of an item pool with predictable psychometric properties.

  18. A time series model: First-order integer-valued autoregressive (INAR(1))

    Science.gov (United States)

    Simarmata, D. M.; Novkaniza, F.; Widyaningsih, Y.

    2017-07-01

    Nonnegative integer-valued time series arises in many applications. A time series model: first-order Integer-valued AutoRegressive (INAR(1)) is constructed by binomial thinning operator to model nonnegative integer-valued time series. INAR (1) depends on one period from the process before. The parameter of the model can be estimated by Conditional Least Squares (CLS). Specification of INAR(1) is following the specification of (AR(1)). Forecasting in INAR(1) uses median or Bayesian forecasting methodology. Median forecasting methodology obtains integer s, which is cumulative density function (CDF) until s, is more than or equal to 0.5. Bayesian forecasting methodology forecasts h-step-ahead of generating the parameter of the model and parameter of innovation term using Adaptive Rejection Metropolis Sampling within Gibbs sampling (ARMS), then finding the least integer s, where CDF until s is more than or equal to u . u is a value taken from the Uniform(0,1) distribution. INAR(1) is applied on pneumonia case in Penjaringan, Jakarta Utara, January 2008 until April 2016 monthly.

  19. Model for the respiratory modulation of the heart beat-to-beat time interval series

    Science.gov (United States)

    Capurro, Alberto; Diambra, Luis; Malta, C. P.

    2005-09-01

    In this study we present a model for the respiratory modulation of the heart beat-to-beat interval series. The model consists of a set of differential equations used to simulate the membrane potential of a single rabbit sinoatrial node cell, excited with a periodic input signal with added correlated noise. This signal, which simulates the input from the autonomous nervous system to the sinoatrial node, was included in the pacemaker equations as a modulation of the iNaK current pump and the potassium current iK. We focus at modeling the heart beat-to-beat time interval series from normal subjects during meditation of the Kundalini Yoga and Chi techniques. The analysis of the experimental data indicates that while the embedding of pre-meditation and control cases have a roughly circular shape, it acquires a polygonal shape during meditation, triangular for the Kundalini Yoga data and quadrangular in the case of Chi data. The model was used to assess the waveshape of the respiratory signals needed to reproduce the trajectory of the experimental data in the phase space. The embedding of the Chi data could be reproduced using a periodic signal obtained by smoothing a square wave. In the case of Kundalini Yoga data, the embedding was reproduced with a periodic signal obtained by smoothing a triangular wave having a rising branch of longer duration than the decreasing branch. Our study provides an estimation of the respiratory signal using only the heart beat-to-beat time interval series.

  20. Within-host selection of drug resistance in a mouse model reveals dose-dependent selection of atovaquone resistance mutations

    NARCIS (Netherlands)

    Nuralitha, Suci; Murdiyarso, Lydia S.; Siregar, Josephine E.; Syafruddin, Din; Roelands, Jessica; Verhoef, Jan; Hoepelman, Andy I.M.; Marzuki, Sangkot

    2017-01-01

    The evolutionary selection of malaria parasites within an individual host plays a critical role in the emergence of drug resistance. We have compared the selection of atovaquone resistance mutants in mouse models reflecting two different causes of failure of malaria treatment, an inadequate

  1. Extracting Knowledge From Time Series An Introduction to Nonlinear Empirical Modeling

    CERN Document Server

    Bezruchko, Boris P

    2010-01-01

    This book addresses the fundamental question of how to construct mathematical models for the evolution of dynamical systems from experimentally-obtained time series. It places emphasis on chaotic signals and nonlinear modeling and discusses different approaches to the forecast of future system evolution. In particular, it teaches readers how to construct difference and differential model equations depending on the amount of a priori information that is available on the system in addition to the experimental data sets. This book will benefit graduate students and researchers from all natural sciences who seek a self-contained and thorough introduction to this subject.

  2. 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 ...

  3. Modeling Dyadic Processes Using Hidden Markov Models: A Time Series Approach to Mother-Infant Interactions during Infant Immunization

    Science.gov (United States)

    Stifter, Cynthia A.; Rovine, Michael

    2015-01-01

    The focus of the present longitudinal study, to examine mother-infant interaction during the administration of immunizations at 2 and 6?months of age, used hidden Markov modelling, a time series approach that produces latent states to describe how mothers and infants work together to bring the infant to a soothed state. Results revealed a…

  4. Investigating Corrosion, Wear Resistance and Friction of AA5454-O Series after its Severe Deformation by Rolling

    Directory of Open Access Journals (Sweden)

    Sinan SEZEK

    2017-02-01

    Full Text Available AA5454-O is an easily wrought, or in other words, a ductile aluminium alloy, however, its mechanical properties are inferior as compared to those of other alloys. The change taking place in corrosion resistance of AA5454-O alloy as a result of its severe plastic deformation (SPD by rolling has been investigated in this study. It has been observed that significant changes occurred in abrasion wear and corrosion resistances of AA5454-O alloy, which was severely deformed up to 80 % by rolling process. Corrosion resistance of the alloy that was severely deformed by rolling has increased. The effect of deformation rate on corrosion has been investigated by applying potentiodynamic test whereas on the other hand such change has been evidenced also through corrosion test. It has been observed that friction coefficient of severely deformed AA5454-O alloy varied by around 10 %, and that, associated with such change, its wear resistance also increased considerably. It has been determined that, as a result of severe deformation by rolling, hardness values rose in areas where the alloy was in contact with rolling surface. In this study, wear resistance of severely deformed alloy has been investigated as well. It has been observed that deformation value contributed positively to the increase in wear resistance.DOI: http://dx.doi.org/10.5755/j01.ms.23.1.14650

  5. Harmonic regression of Landsat time series for modeling attributes from national forest inventory data

    Science.gov (United States)

    Wilson, Barry T.; Knight, Joseph F.; McRoberts, Ronald E.

    2018-03-01

    Imagery from the Landsat Program has been used frequently as a source of auxiliary data for modeling land cover, as well as a variety of attributes associated with tree cover. With ready access to all scenes in the archive since 2008 due to the USGS Landsat Data Policy, new approaches to deriving such auxiliary data from dense Landsat time series are required. Several methods have previously been developed for use with finer temporal resolution imagery (e.g. AVHRR and MODIS), including image compositing and harmonic regression using Fourier series. The manuscript presents a study, using Minnesota, USA during the years 2009-2013 as the study area and timeframe. The study examined the relative predictive power of land cover models, in particular those related to tree cover, using predictor variables based solely on composite imagery versus those using estimated harmonic regression coefficients. The study used two common non-parametric modeling approaches (i.e. k-nearest neighbors and random forests) for fitting classification and regression models of multiple attributes measured on USFS Forest Inventory and Analysis plots using all available Landsat imagery for the study area and timeframe. The estimated Fourier coefficients developed by harmonic regression of tasseled cap transformation time series data were shown to be correlated with land cover, including tree cover. Regression models using estimated Fourier coefficients as predictor variables showed a two- to threefold increase in explained variance for a small set of continuous response variables, relative to comparable models using monthly image composites. Similarly, the overall accuracies of classification models using the estimated Fourier coefficients were approximately 10-20 percentage points higher than the models using the image composites, with corresponding individual class accuracies between six and 45 percentage points higher.

  6. The `L' Array, a method to model 3D Electrical Resistivity Tomography (ERT) data

    Science.gov (United States)

    Chavez Segura, R. E.; Chavez-Hernandez, G.; Delgado, C.; Tejero-Andrade, A.

    2010-12-01

    The electrical resistivity tomography (ERT) is a method designed to calculate the distribution of apparent electrical resistivities in the subsoil by means of a great number of observations with the aim of determining an electrical image displaying the distribution of true resistivities in the subsoil. Such process can be carried out to define 2D or 3D models of the subsurface. For a 3D ERT, usually, the electrodes are placed in a squared grid keeping the distance between adjacent electrodes constant in the x and y directions. Another design employed, consists of a series of parallel lines whose space inter-lines must be smaller or equal to four times the electrode separation. The most common electrode arrays frequently employed for this type of studies are the pole-pole, pole-dipole and dipole-dipole. Unfortunately, ERT surface sampling schemes are limited by physical conditions or obstacles, like buildings, highly populated urban zones, and geologic/topographic features, where the lines of electrodes cannot be set. However, it is always necessary to characterize the subsoil beneath such anthropogenic or natural features. The ‘L’ shaped array has the main purpose to overcome such difficulties by surrounding the study area with a square of electrode lines. The measurements are obtained by switching automatically current and potential electrodes from one line to the other. Each observation adds a level of information, from one profile to the other. Once the total levels of data are completed, the opposite ‘L’ array can be measured following the same process. The complete square is computed after the parallel profiles are observed as well. At the end, the computed resistivities are combined to form a 3D matrix of observations. Such set of data can be inverted to obtain the true resistivity distribution at depth in the form of a working cube, which can be interpreted. The method was tested with theoretical models, which included a set of two resistive cubes

  7. Creation and evaluation of a database of renewable production time series and other data for energy system modelling

    International Nuclear Information System (INIS)

    Janker, Karl Albert

    2015-01-01

    This thesis describes a model which generates renewable power generation time series as input data for energy system models. The focus is on photovoltaic systems and wind turbines. The basis is a high resolution global raster data set of weather data for many years. This data is validated, corrected and preprocessed. The composition of the hourly generation data is done via simulation of the respective technology. The generated time series are aggregated for different regions and are validated against historical production time series.

  8. Modeling of plasma chemistry in a corona streamer pulse series in air

    International Nuclear Information System (INIS)

    Nowakowska, H.; Stanco, J.; Dors, M.; Mizeraczyk, J.

    2002-01-01

    The aim of this study is to analyse the chemistry in air treated by a series of corona discharge streamers. Attention is focused on the conversion of ozone and nitrogen oxides. In the model it is assumed that the streamer head of relatively small geometrical dimensions propagates from the anode to the cathode, leaving the streamer channel behind. Any elemental gas volume in the streamer path is subjected first to the conditions of the streamer head, and next to those of the streamer channel. The kinetics of plasma-chemical processes occurring in the gas is modeled numerically for a single streamer and a series of streamers. The temporal evolution of 25 chemical compounds initially present or produced in air is calculated. (author)

  9. A matching-allele model explains host resistance to parasites.

    Science.gov (United States)

    Luijckx, Pepijn; Fienberg, Harris; Duneau, David; Ebert, Dieter

    2013-06-17

    The maintenance of genetic variation and sex despite its costs has long puzzled biologists. A popular idea, the Red Queen Theory, is that under rapid antagonistic coevolution between hosts and their parasites, the formation of new rare host genotypes through sex can be advantageous as it creates host genotypes to which the prevailing parasite is not adapted. For host-parasite coevolution to lead to an ongoing advantage for rare genotypes, parasites should infect specific host genotypes and hosts should resist specific parasite genotypes. The most prominent genetics capturing such specificity are matching-allele models (MAMs), which have the key feature that resistance for two parasite genotypes can reverse by switching one allele at one host locus. Despite the lack of empirical support, MAMs have played a central role in the theoretical development of antagonistic coevolution, local adaptation, speciation, and sexual selection. Using genetic crosses, we show that resistance of the crustacean Daphnia magna against the parasitic bacterium Pasteuria ramosa follows a MAM. Simulation results show that the observed genetics can explain the maintenance of genetic variation and contribute to the maintenance of sex in the facultatively sexual host as predicted by the Red Queen Theory. Copyright © 2013 Elsevier Ltd. All rights reserved.

  10. Time series modelling to forecast prehospital EMS demand for diabetic emergencies.

    Science.gov (United States)

    Villani, Melanie; Earnest, Arul; Nanayakkara, Natalie; Smith, Karen; de Courten, Barbora; Zoungas, Sophia

    2017-05-05

    Acute diabetic emergencies are often managed by prehospital Emergency Medical Services (EMS). The projected growth in prevalence of diabetes is likely to result in rising demand for prehospital EMS that are already under pressure. The aims of this study were to model the temporal trends and provide forecasts of prehospital attendances for diabetic emergencies. A time series analysis on monthly cases of hypoglycemia and hyperglycemia was conducted using data from the Ambulance Victoria (AV) electronic database between 2009 and 2015. Using the seasonal autoregressive integrated moving average (SARIMA) modelling process, different models were evaluated. The most parsimonious model with the highest accuracy was selected. Forty-one thousand four hundred fifty-four prehospital diabetic emergencies were attended over a seven-year period with an increase in the annual median monthly caseload between 2009 (484.5) and 2015 (549.5). Hypoglycemia (70%) and people with type 1 diabetes (48%) accounted for most attendances. The SARIMA (0,1,0,12) model provided the best fit, with a MAPE of 4.2% and predicts a monthly caseload of approximately 740 by the end of 2017. Prehospital EMS demand for diabetic emergencies is increasing. SARIMA time series models are a valuable tool to allow forecasting of future caseload with high accuracy and predict increasing cases of prehospital diabetic emergencies into the future. The model generated by this study may be used by service providers to allow appropriate planning and resource allocation of EMS for diabetic emergencies.

  11. 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.

  12. Applications of soft computing in time series forecasting simulation and modeling techniques

    CERN Document Server

    Singh, Pritpal

    2016-01-01

    This book reports on an in-depth study of fuzzy time series (FTS) modeling. It reviews and summarizes previous research work in FTS modeling and also provides a brief introduction to other soft-computing techniques, such as artificial neural networks (ANNs), rough sets (RS) and evolutionary computing (EC), focusing on how these techniques can be integrated into different phases of the FTS modeling approach. In particular, the book describes novel methods resulting from the hybridization of FTS modeling approaches with neural networks and particle swarm optimization. It also demonstrates how a new ANN-based model can be successfully applied in the context of predicting Indian summer monsoon rainfall. Thanks to its easy-to-read style and the clear explanations of the models, the book can be used as a concise yet comprehensive reference guide to fuzzy time series modeling, and will be valuable not only for graduate students, but also for researchers and professionals working for academic, business and governmen...

  13. Time Series Modeling of Army Mission Command Communication Networks: An Event-Driven Analysis

    Science.gov (United States)

    2013-06-01

    Lehmann, D. R. (1984). How advertising affects sales: Meta- analysis of econometric results. Journal of Marketing Research , 21, 65-74. Barabási, A. L...317-357. Leone, R. P. (1983). Modeling sales-advertising relationships: An integrated time series- econometric approach. Journal of Marketing ... Research , 20, 291-295. McGrath, J. E., & Kravitz, D. A. (1982). Group research. Annual Review of Psychology, 33, 195- 230. Monge, P. R., & Contractor

  14. Resistive switching near electrode interfaces: Estimations by a current model

    Science.gov (United States)

    Schroeder, Herbert; Zurhelle, Alexander; Stemmer, Stefanie; Marchewka, Astrid; Waser, Rainer

    2013-02-01

    The growing resistive switching database is accompanied by many detailed mechanisms which often are pure hypotheses. Some of these suggested models can be verified by checking their predictions with the benchmarks of future memory cells. The valence change memory model assumes that the different resistances in ON and OFF states are made by changing the defect density profiles in a sheet near one working electrode during switching. The resulting different READ current densities in ON and OFF states were calculated by using an appropriate simulation model with variation of several important defect and material parameters of the metal/insulator (oxide)/metal thin film stack such as defect density and its profile change in density and thickness, height of the interface barrier, dielectric permittivity, applied voltage. The results were compared to the benchmarks and some memory windows of the varied parameters can be defined: The required ON state READ current density of 105 A/cm2 can only be achieved for barriers smaller than 0.7 eV and defect densities larger than 3 × 1020 cm-3. The required current ratio between ON and OFF states of at least 10 requests defect density reduction of approximately an order of magnitude in a sheet of several nanometers near the working electrode.

  15. Analytic modeling of the feedback stabilization of resistive wall modes

    International Nuclear Information System (INIS)

    Pustovitov, Vladimir D.

    2003-01-01

    Feedback suppression of resistive wall modes (RWM) is studied analytically using a model based on a standard cylindrical approximation. Optimal choice of the input signal for the feedback, effects related to the geometry of the feedback active coils, RWM suppression in a configuration with ITER-like double wall, are considered here. The widespread opinion that the feedback with poloidal sensors is better than that with radial sensors is discussed. It is shown that for an ideal feedback system the best input signal would be a combination of radial and poloidal perturbations measured inside the vessel. (author)

  16. Modeling multivariate time series on manifolds with skew radial basis functions.

    Science.gov (United States)

    Jamshidi, Arta A; Kirby, Michael J

    2011-01-01

    We present an approach for constructing nonlinear empirical mappings from high-dimensional domains to multivariate ranges. We employ radial basis functions and skew radial basis functions for constructing a model using data that are potentially scattered or sparse. The algorithm progresses iteratively, adding a new function at each step to refine the model. The placement of the functions is driven by a statistical hypothesis test that accounts for correlation in the multivariate range variables. The test is applied on training and validation data and reveals nonstatistical or geometric structure when it fails. At each step, the added function is fit to data contained in a spatiotemporally defined local region to determine the parameters--in particular, the scale of the local model. The scale of the function is determined by the zero crossings of the autocorrelation function of the residuals. The model parameters and the number of basis functions are determined automatically from the given data, and there is no need to initialize any ad hoc parameters save for the selection of the skew radial basis functions. Compactly supported skew radial basis functions are employed to improve model accuracy, order, and convergence properties. The extension of the algorithm to higher-dimensional ranges produces reduced-order models by exploiting the existence of correlation in the range variable data. Structure is tested not just in a single time series but between all pairs of time series. We illustrate the new methodologies using several illustrative problems, including modeling data on manifolds and the prediction of chaotic time series.

  17. Time series modeling of live-cell shape dynamics for image-based phenotypic profiling.

    Science.gov (United States)

    Gordonov, Simon; Hwang, Mun Kyung; Wells, Alan; Gertler, Frank B; Lauffenburger, Douglas A; Bathe, Mark

    2016-01-01

    Live-cell imaging can be used to capture spatio-temporal aspects of cellular responses that are not accessible to fixed-cell imaging. As the use of live-cell imaging continues to increase, new computational procedures are needed to characterize and classify the temporal dynamics of individual cells. For this purpose, here we present the general experimental-computational framework SAPHIRE (Stochastic Annotation of Phenotypic Individual-cell Responses) to characterize phenotypic cellular responses from time series imaging datasets. Hidden Markov modeling is used to infer and annotate morphological state and state-switching properties from image-derived cell shape measurements. Time series modeling is performed on each cell individually, making the approach broadly useful for analyzing asynchronous cell populations. Two-color fluorescent cells simultaneously expressing actin and nuclear reporters enabled us to profile temporal changes in cell shape following pharmacological inhibition of cytoskeleton-regulatory signaling pathways. Results are compared with existing approaches conventionally applied to fixed-cell imaging datasets, and indicate that time series modeling captures heterogeneous dynamic cellular responses that can improve drug classification and offer additional important insight into mechanisms of drug action. The software is available at http://saphire-hcs.org.

  18. Combining Different Conceptual Change Methods within Four-Step Constructivist Teaching Model: A Sample Teaching of Series and Parallel Circuits

    Science.gov (United States)

    Ipek, Hava; Calik, Muammer

    2008-01-01

    Based on students' alternative conceptions of the topics "electric circuits", "electric charge flows within an electric circuit", "how the brightness of bulbs and the resistance changes in series and parallel circuits", the current study aims to present a combination of different conceptual change methods within a four-step constructivist teaching…

  19. a Landsat Time-Series Stacks Model for Detection of Cropland Change

    Science.gov (United States)

    Chen, J.; Chen, J.; Zhang, J.

    2017-09-01

    Global, timely, accurate and cost-effective cropland monitoring with a fine spatial resolution will dramatically improve our understanding of the effects of agriculture on greenhouse gases emissions, food safety, and human health. Time-series remote sensing imagery have been shown particularly potential to describe land cover dynamics. The traditional change detection techniques are often not capable of detecting land cover changes within time series that are severely influenced by seasonal difference, which are more likely to generate pseuso changes. Here,we introduced and tested LTSM ( Landsat time-series stacks model), an improved Continuous Change Detection and Classification (CCDC) proposed previously approach to extract spectral trajectories of land surface change using a dense Landsat time-series stacks (LTS). The method is expected to eliminate pseudo changes caused by phenology driven by seasonal patterns. The main idea of the method is that using all available Landsat 8 images within a year, LTSM consisting of two term harmonic function are estimated iteratively for each pixel in each spectral band .LTSM can defines change area by differencing the predicted and observed Landsat images. The LTSM approach was compared with change vector analysis (CVA) method. The results indicated that the LTSM method correctly detected the "true change" without overestimating the "false" one, while CVA pointed out "true change" pixels with a large number of "false changes". The detection of change areas achieved an overall accuracy of 92.37 %, with a kappa coefficient of 0.676.

  20. 75 FR 6865 - Airworthiness Directives; The Boeing Company Model 737-700 (IGW) Series Airplanes Equipped With...

    Science.gov (United States)

    2010-02-12

    ... replacing aging float level switch conduit assemblies, periodically inspecting the external dry bay system... Model 737-700 (IGW) Series Airplanes Equipped With Auxiliary Fuel Tanks Installed in Accordance With... airworthiness directive (AD) for certain Model 737-700 (IGW) series airplanes. This proposed AD would require...

  1. Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules

    NARCIS (Netherlands)

    Klein, A.A.B.; Melard, G.; Zahaf, T.

    2000-01-01

    The Fisher information matrix is of fundamental importance for the analysis of parameter estimation of time series models. In this paper the exact information matrix of a multivariate Gaussian time series model expressed in state space form is derived. A computationally efficient procedure is used

  2. 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";}

  3. Ecological modeling from time-series inference: insight into dynamics and stability of intestinal microbiota.

    Science.gov (United States)

    Stein, Richard R; Bucci, Vanni; Toussaint, Nora C; Buffie, Charlie G; Rätsch, Gunnar; Pamer, Eric G; Sander, Chris; Xavier, João B

    2013-01-01

    The intestinal microbiota is a microbial ecosystem of crucial importance to human health. Understanding how the microbiota confers resistance against enteric pathogens and how antibiotics disrupt that resistance is key to the prevention and cure of intestinal infections. We present a novel method to infer microbial community ecology directly from time-resolved metagenomics. This method extends generalized Lotka-Volterra dynamics to account for external perturbations. Data from recent experiments on antibiotic-mediated Clostridium difficile infection is analyzed to quantify microbial interactions, commensal-pathogen interactions, and the effect of the antibiotic on the community. Stability analysis reveals that the microbiota is intrinsically stable, explaining how antibiotic perturbations and C. difficile inoculation can produce catastrophic shifts that persist even after removal of the perturbations. Importantly, the analysis suggests a subnetwork of bacterial groups implicated in protection against C. difficile. Due to its generality, our method can be applied to any high-resolution ecological time-series data to infer community structure and response to external stimuli.

  4. Ecological modeling from time-series inference: insight into dynamics and stability of intestinal microbiota.

    Directory of Open Access Journals (Sweden)

    Richard R Stein

    Full Text Available The intestinal microbiota is a microbial ecosystem of crucial importance to human health. Understanding how the microbiota confers resistance against enteric pathogens and how antibiotics disrupt that resistance is key to the prevention and cure of intestinal infections. We present a novel method to infer microbial community ecology directly from time-resolved metagenomics. This method extends generalized Lotka-Volterra dynamics to account for external perturbations. Data from recent experiments on antibiotic-mediated Clostridium difficile infection is analyzed to quantify microbial interactions, commensal-pathogen interactions, and the effect of the antibiotic on the community. Stability analysis reveals that the microbiota is intrinsically stable, explaining how antibiotic perturbations and C. difficile inoculation can produce catastrophic shifts that persist even after removal of the perturbations. Importantly, the analysis suggests a subnetwork of bacterial groups implicated in protection against C. difficile. Due to its generality, our method can be applied to any high-resolution ecological time-series data to infer community structure and response to external stimuli.

  5. Constructing the reduced dynamical models of interannual climate variability from spatial-distributed time series

    Science.gov (United States)

    Mukhin, Dmitry; Gavrilov, Andrey; Loskutov, Evgeny; Feigin, Alexander

    2016-04-01

    We suggest a method for empirical forecast of climate dynamics basing on the reconstruction of reduced dynamical models in a form of random dynamical systems [1,2] derived from observational time series. The construction of proper embedding - the set of variables determining the phase space the model works in - is no doubt the most important step in such a modeling, but this task is non-trivial due to huge dimension of time series of typical climatic fields. Actually, an appropriate expansion of observational time series is needed yielding the number of principal components considered as phase variables, which are to be efficient for the construction of low-dimensional evolution operator. We emphasize two main features the reduced models should have for capturing the main dynamical properties of the system: (i) taking into account time-lagged teleconnections in the atmosphere-ocean system and (ii) reflecting the nonlinear nature of these teleconnections. In accordance to these principles, in this report we present the methodology which includes the combination of a new way for the construction of an embedding by the spatio-temporal data expansion and nonlinear model construction on the basis of artificial neural networks. The methodology is aplied to NCEP/NCAR reanalysis data including fields of sea level pressure, geopotential height, and wind speed, covering Northern Hemisphere. Its efficiency for the interannual forecast of various climate phenomena including ENSO, PDO, NAO and strong blocking event condition over the mid latitudes, is demonstrated. Also, we investigate the ability of the models to reproduce and predict the evolution of qualitative features of the dynamics, such as spectral peaks, critical transitions and statistics of extremes. This research was supported by the Government of the Russian Federation (Agreement No. 14.Z50.31.0033 with the Institute of Applied Physics RAS) [1] Y. I. Molkov, E. M. Loskutov, D. N. Mukhin, and A. M. Feigin, "Random

  6. A stochastic HMM-based forecasting model for fuzzy time series.

    Science.gov (United States)

    Li, Sheng-Tun; Cheng, Yi-Chung

    2010-10-01

    Recently, fuzzy time series have attracted more academic attention than traditional time series due to their capability of dealing with the uncertainty and vagueness inherent in the data collected. The formulation of fuzzy relations is one of the key issues affecting forecasting results. Most of the present works adopt IF-THEN rules for relationship representation, which leads to higher computational overhead and rule redundancy. Sullivan and Woodall proposed a Markov-based formulation and a forecasting model to reduce computational overhead; however, its applicability is limited to handling one-factor problems. In this paper, we propose a novel forecasting model based on the hidden Markov model by enhancing Sullivan and Woodall's work to allow handling of two-factor forecasting problems. Moreover, in order to make the nature of conjecture and randomness of forecasting more realistic, the Monte Carlo method is adopted to estimate the outcome. To test the effectiveness of the resulting stochastic model, we conduct two experiments and compare the results with those from other models. The first experiment consists of forecasting the daily average temperature and cloud density in Taipei, Taiwan, and the second experiment is based on the Taiwan Weighted Stock Index by forecasting the exchange rate of the New Taiwan dollar against the U.S. dollar. In addition to improving forecasting accuracy, the proposed model adheres to the central limit theorem, and thus, the result statistically approximates to the real mean of the target value being forecast.

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

    Science.gov (United States)

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

    2017-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Jun-He Yang

    2017-01-01

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

  9. Simulation of variation of apparent resistivity in resistivity surveys using finite difference modelling with Monte Carlo analysis

    Science.gov (United States)

    Aguirre, E. E.; Karchewski, B.

    2017-12-01

    DC resistivity surveying is a geophysical method that quantifies the electrical properties of the subsurface of the earth by applying a source current between two electrodes and measuring potential differences between electrodes at known distances from the source. Analytical solutions for a homogeneous half-space and simple subsurface models are well known, as the former is used to define the concept of apparent resistivity. However, in situ properties are heterogeneous meaning that simple analytical models are only an approximation, and ignoring such heterogeneity can lead to misinterpretation of survey results costing time and money. The present study examines the extent to which random variations in electrical properties (i.e. electrical conductivity) affect potential difference readings and therefore apparent resistivities, relative to an assumed homogeneous subsurface model. We simulate the DC resistivity survey using a Finite Difference (FD) approximation of an appropriate simplification of Maxwell's equations implemented in Matlab. Electrical resistivity values at each node in the simulation were defined as random variables with a given mean and variance, and are assumed to follow a log-normal distribution. The Monte Carlo analysis for a given variance of electrical resistivity was performed until the mean and variance in potential difference measured at the surface converged. Finally, we used the simulation results to examine the relationship between variance in resistivity and variation in surface potential difference (or apparent resistivity) relative to a homogeneous half-space model. For relatively low values of standard deviation in the material properties (<10% of mean), we observed a linear correlation between variance of resistivity and variance in apparent resistivity.

  10. Optimizing Availability of a Framework in Series Configuration Utilizing Markov Model and Monte Carlo Simulation Techniques

    Directory of Open Access Journals (Sweden)

    Mansoor Ahmed Siddiqui

    2017-06-01

    Full Text Available This research work is aimed at optimizing the availability of a framework comprising of two units linked together in series configuration utilizing Markov Model and Monte Carlo (MC Simulation techniques. In this article, effort has been made to develop a maintenance model that incorporates three distinct states for each unit, while taking into account their different levels of deterioration. Calculations are carried out using the proposed model for two distinct cases of corrective repair, namely perfect and imperfect repairs, with as well as without opportunistic maintenance. Initially, results are accomplished using an analytical technique i.e., Markov Model. Validation of the results achieved is later carried out with the help of MC Simulation. In addition, MC Simulation based codes also work well for the frameworks that follow non-exponential failure and repair rates, and thus overcome the limitations offered by the Markov Model.

  11. Forecasting electric vehicles sales with univariate and multivariate time series models: The case of China.

    Science.gov (United States)

    Zhang, Yong; Zhong, Miner; Geng, Nana; Jiang, Yunjian

    2017-01-01

    The market demand for electric vehicles (EVs) has increased in recent years. Suitable models are necessary to understand and forecast EV sales. This study presents a singular spectrum analysis (SSA) as a univariate time-series model and vector autoregressive model (VAR) as a multivariate model. Empirical results suggest that SSA satisfactorily indicates the evolving trend and provides reasonable results. The VAR model, which comprised exogenous parameters related to the market on a monthly basis, can significantly improve the prediction accuracy. The EV sales in China, which are categorized into battery and plug-in EVs, are predicted in both short term (up to December 2017) and long term (up to 2020), as statistical proofs of the growth of the Chinese EV industry.

  12. Estimating and Analyzing Savannah Phenology with a Lagged Time Series Model

    DEFF Research Database (Denmark)

    Boke-Olen, Niklas; Lehsten, Veiko; Ardo, Jonas

    2016-01-01

    cycle due to their areal coverage and can have an effect on the food security in regions that depend on subsistence farming. In this study we investigate how soil moisture, mean annual precipitation, and day length control savannah phenology by developing a lagged time series model. The model uses...... climate data for 15 flux tower sites across four continents, and normalized difference vegetation index from satellite to optimize a statistical phenological model. We show that all three variables can be used to estimate savannah phenology on a global scale. However, it was not possible to create...... a simplified savannah model that works equally well for all sites on the global scale without inclusion of more site specific parameters. The simplified model showed no bias towards tree cover or between continents and resulted in a cross-validated r2 of 0.6 and root mean squared error of 0.1. We therefore...

  13. The partial duration series method in regional index-flood modeling

    DEFF Research Database (Denmark)

    Madsen, Henrik; Rosbjerg, Dan

    1997-01-01

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

  14. Generalized least squares and empirical Bayes estimation in regional partial duration series index-flood modeling

    DEFF Research Database (Denmark)

    Madsen, Henrik; Rosbjerg, Dan

    1997-01-01

    parameters is inferred from regional data using generalized least squares (GLS) regression. Two different Bayesian T-year event estimators are introduced: a linear estimator that requires only some moments of the prior distributions to be specified and a parametric estimator that is based on specified......A regional estimation procedure that combines the index-flood concept with an empirical Bayes method for inferring regional information is introduced. The model is based on the partial duration series approach with generalized Pareto (GP) distributed exceedances. The prior information of the model...

  15. Sensor response monitoring in pressurized water reactors using time series modeling

    International Nuclear Information System (INIS)

    Upadhyaya, B.R.; Kerlin, T.W.

    1978-01-01

    Random data analysis in nuclear power reactors for purposes of process surveillance, pattern recognition and monitoring of temperature, pressure, flow and neutron sensors has gained increasing attention in view of their potential for helping to ensure safe plant operation. In this study, application of autoregressive moving-average (ARMA) time series modeling for monitoring temperature sensor response characteristrics is presented. The ARMA model is used to estimate the step and ramp response of the sensors and the related time constant and ramp delay time. The ARMA parameters are estimated by a two-stage algorithm in the spectral domain. Results of sensor testing for an operating pressurized water reactor are presented. 16 refs

  16. Whole-Volume Clustering of Time Series Data from Zebrafish Brain Calcium Images via Mixture Modeling.

    Science.gov (United States)

    Nguyen, Hien D; Ullmann, Jeremy F P; McLachlan, Geoffrey J; Voleti, Venkatakaushik; Li, Wenze; Hillman, Elizabeth M C; Reutens, David C; Janke, Andrew L

    2018-02-01

    Calcium is a ubiquitous messenger in neural signaling events. An increasing number of techniques are enabling visualization of neurological activity in animal models via luminescent proteins that bind to calcium ions. These techniques generate large volumes of spatially correlated time series. A model-based functional data analysis methodology via Gaussian mixtures is suggested for the clustering of data from such visualizations is proposed. The methodology is theoretically justified and a computationally efficient approach to estimation is suggested. An example analysis of a zebrafish imaging experiment is presented.

  17. Time Series Model of Wind Speed for Multi Wind Turbines based on Mixed Copula

    Directory of Open Access Journals (Sweden)

    Nie Dan

    2016-01-01

    Full Text Available Because wind power is intermittent, random and so on, large scale grid will directly affect the safe and stable operation of power grid. In order to make a quantitative study on the characteristics of the wind speed of wind turbine, the wind speed time series model of the multi wind turbine generator is constructed by using the mixed Copula-ARMA function in this paper, and a numerical example is also given. The research results show that the model can effectively predict the wind speed, ensure the efficient operation of the wind turbine, and provide theoretical basis for the stability of wind power grid connected operation.

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

    Directory of Open Access Journals (Sweden)

    Jia Chaolong

    2013-01-01

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

  19. A dynamic model to explain hydration behaviour along the lanthanide series

    International Nuclear Information System (INIS)

    Duvail, M.; Spezia, R.; Vitorge, P.

    2008-01-01

    An understanding of the hydration structure of heavy atoms, such as transition metals, lanthanides and actinides, in aqueous solution is of fundamental importance in order to address their solvation properties and chemical reactivity. Herein we present a systematic molecular dynamics study of Ln 3+ hydration in bulk water that can be used as reference for experimental and theoretical research in this and related fields. Our study of hydration structure and dynamics along the entire Ln 3+ series provides a dynamic picture of the CN behavioural change from light (CN=9 predominating) to heavy (CN=8 predominating) lanthanides consistent with the exchange mechanism proposed by Helm, Merbach and co-workers. This scenario is summarized in this work. The hydrated light lanthanides are stable TTP structures containing two kinds of water molecules: six molecules forming the trigonal prism and three in the centre triangle. Towards the middle of the series both ionic radii and polarizabilities decrease, such that first-shell water-water repulsion increases and water-cation attraction decreases. This mainly applies for molecules of the centre triangle of the nine-fold structure. Thus, one of these molecules stay in the second hydration sphere of the lanthanide for longer average times, as one progresses along the lanthanide series. The interchange between predominantly CN=9 and CN=8 is found between Tb and Dy. Therefore, we propose a model that determines the properties governing the change in the first-shell coordination number across the series, confirming the basic hypothesis proposed by Helm and Merbach. We show that it is not a sudden change in behaviour, but rather that it results from a statistical predominance of one first hydration shell structure containing nine water molecules over one containing eight. This is observed progressively across the series. (O.M.)

  20. The fitness of drug-resistant malaria parasites in a rodent model: multiplicity of infection

    OpenAIRE

    Huijben, Silvie; Sim, Derek G.; Nelson, William, A.; Read, Andrew F.

    2011-01-01

    Malaria infections normally consist of more than one clonally-replicating lineage. Within-host interactions between sensitive and resistant parasites can have profound effects on the evolution of drug resistance. Here, using the Plasmodium chabaudi mouse malaria model, we ask whether the costs and benefits of resistance are affected by the number of co-infecting strains competing with a resistant clone. We found strong competitive suppression of resistant parasites in untreated infections and...

  1. A new Markov-chain-related statistical approach for modelling synthetic wind power time series

    International Nuclear Information System (INIS)

    Pesch, T; Hake, J F; Schröders, S; Allelein, H J

    2015-01-01

    The integration of rising shares of volatile wind power in the generation mix is a major challenge for the future energy system. To address the uncertainties involved in wind power generation, models analysing and simulating the stochastic nature of this energy source are becoming increasingly important. One statistical approach that has been frequently used in the literature is the Markov chain approach. Recently, the method was identified as being of limited use for generating wind time series with time steps shorter than 15–40 min as it is not capable of reproducing the autocorrelation characteristics accurately. This paper presents a new Markov-chain-related statistical approach that is capable of solving this problem by introducing a variable second lag. Furthermore, additional features are presented that allow for the further adjustment of the generated synthetic time series. The influences of the model parameter settings are examined by meaningful parameter variations. The suitability of the approach is demonstrated by an application analysis with the example of the wind feed-in in Germany. It shows that—in contrast to conventional Markov chain approaches—the generated synthetic time series do not systematically underestimate the required storage capacity to balance wind power fluctuation. (paper)

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

    Science.gov (United States)

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

    2017-09-01

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

  3. 75 FR 47199 - Airworthiness Directives; McDonnell Douglas Corporation Model DC-9-10 Series Airplanes, DC-9-30...

    Science.gov (United States)

    2010-08-05

    ... Airworthiness Directives; McDonnell Douglas Corporation Model DC- 9-10 Series Airplanes, DC-9-30 Series... existing airworthiness directive (AD), which applies to all McDonnell Douglas Model DC-9-10 series..., 2010). That AD applies to all McDonnell Douglas Corporation Model DC-9-10 series airplanes, DC-9-30...

  4. Computational modeling of drug-resistant bacteria. Final report

    International Nuclear Information System (INIS)

    2015-01-01

    Initial proposal summary: The evolution of antibiotic-resistant mutants among bacteria (superbugs) is a persistent and growing threat to public health. In many ways, we are engaged in a war with these microorganisms, where the corresponding arms race involves chemical weapons and biological targets. Just as advances in microelectronics, imaging technology and feature recognition software have turned conventional munitions into smart bombs, the long-term objectives of this proposal are to develop highly effective antibiotics using next-generation biomolecular modeling capabilities in tandem with novel subatomic feature detection software. Using model compounds and targets, our design methodology will be validated with correspondingly ultra-high resolution structure-determination methods at premier DOE facilities (single-crystal X-ray diffraction at Argonne National Laboratory, and neutron diffraction at Oak Ridge National Laboratory). The objectives and accomplishments are summarized.

  5. Computational modeling of drug-resistant bacteria. Final report

    Energy Technology Data Exchange (ETDEWEB)

    MacDougall, Preston [Middle Tennessee State Univ., Murfreesboro, TN (United States)

    2015-03-12

    Initial proposal summary: The evolution of antibiotic-resistant mutants among bacteria (superbugs) is a persistent and growing threat to public health. In many ways, we are engaged in a war with these microorganisms, where the corresponding arms race involves chemical weapons and biological targets. Just as advances in microelectronics, imaging technology and feature recognition software have turned conventional munitions into smart bombs, the long-term objectives of this proposal are to develop highly effective antibiotics using next-generation biomolecular modeling capabilities in tandem with novel subatomic feature detection software. Using model compounds and targets, our design methodology will be validated with correspondingly ultra-high resolution structure-determination methods at premier DOE facilities (single-crystal X-ray diffraction at Argonne National Laboratory, and neutron diffraction at Oak Ridge National Laboratory). The objectives and accomplishments are summarized.

  6. Modeling associations between latent event processes governing time series of pulsing hormones.

    Science.gov (United States)

    Liu, Huayu; Carlson, Nichole E; Grunwald, Gary K; Polotsky, Alex J

    2017-10-31

    This work is motivated by a desire to quantify relationships between two time series of pulsing hormone concentrations. The locations of pulses are not directly observed and may be considered latent event processes. The latent event processes of pulsing hormones are often associated. It is this joint relationship we model. Current approaches to jointly modeling pulsing hormone data generally assume that a pulse in one hormone is coupled with a pulse in another hormone (one-to-one association). However, pulse coupling is often imperfect. Existing joint models are not flexible enough for imperfect systems. In this article, we develop a more flexible class of pulse association models that incorporate parameters quantifying imperfect pulse associations. We propose a novel use of the Cox process model as a model of how pulse events co-occur in time. We embed the Cox process model into a hormone concentration model. Hormone concentration is the observed data. Spatial birth and death Markov chain Monte Carlo is used for estimation. Simulations show the joint model works well for quantifying both perfect and imperfect associations and offers estimation improvements over single hormone analyses. We apply this model to luteinizing hormone (LH) and follicle stimulating hormone (FSH), two reproductive hormones. Use of our joint model results in an ability to investigate novel hypotheses regarding associations between LH and FSH secretion in obese and non-obese women. © 2017, The International Biometric Society.

  7. Time series segmentation: a new approach based on Genetic Algorithm and Hidden Markov Model

    Science.gov (United States)

    Toreti, A.; Kuglitsch, F. G.; Xoplaki, E.; Luterbacher, J.

    2009-04-01

    The subdivision of a time series into homogeneous segments has been performed using various methods applied to different disciplines. In climatology, for example, it is accompanied by the well-known homogenization problem and the detection of artificial change points. In this context, we present a new method (GAMM) based on Hidden Markov Model (HMM) and Genetic Algorithm (GA), applicable to series of independent observations (and easily adaptable to autoregressive processes). A left-to-right hidden Markov model, estimating the parameters and the best-state sequence, respectively, with the Baum-Welch and Viterbi algorithms, was applied. In order to avoid the well-known dependence of the Baum-Welch algorithm on the initial condition, a Genetic Algorithm was developed. This algorithm is characterized by mutation, elitism and a crossover procedure implemented with some restrictive rules. Moreover the function to be minimized was derived following the approach of Kehagias (2004), i.e. it is the so-called complete log-likelihood. The number of states was determined applying a two-fold cross-validation procedure (Celeux and Durand, 2008). Being aware that the last issue is complex, and it influences all the analysis, a Multi Response Permutation Procedure (MRPP; Mielke et al., 1981) was inserted. It tests the model with K+1 states (where K is the state number of the best model) if its likelihood is close to K-state model. Finally, an evaluation of the GAMM performances, applied as a break detection method in the field of climate time series homogenization, is shown. 1. G. Celeux and J.B. Durand, Comput Stat 2008. 2. A. Kehagias, Stoch Envir Res 2004. 3. P.W. Mielke, K.J. Berry, G.W. Brier, Monthly Wea Rev 1981.

  8. Community-Associated Methicillin-Resistant Staphylococcus aureus Infections in Men Who Have Sex With Men: A Case Series

    Directory of Open Access Journals (Sweden)

    R Sztramko

    2007-01-01

    Full Text Available BACKGROUND: The purpose of the present study was to describe the clinical characteristics and management of community-associated methicillin-resistant Staphylococcus aureus (CA-MRSA infections among a cohort of men who have sex with men.

  9. Patient specific dynamic geometric models from sequential volumetric time series image data.

    Science.gov (United States)

    Cameron, B M; Robb, R A

    2004-01-01

    Generating patient specific dynamic models is complicated by the complexity of the motion intrinsic and extrinsic to the anatomic structures being modeled. Using a physics-based sequentially deforming algorithm, an anatomically accurate dynamic four-dimensional model can be created from a sequence of 3-D volumetric time series data sets. While such algorithms may accurately track the cyclic non-linear motion of the heart, they generally fail to accurately track extrinsic structural and non-cyclic motion. To accurately model these motions, we have modified a physics-based deformation algorithm to use a meta-surface defining the temporal and spatial maxima of the anatomic structure as the base reference surface. A mass-spring physics-based deformable model, which can expand or shrink with the local intrinsic motion, is applied to the metasurface, deforming this base reference surface to the volumetric data at each time point. As the meta-surface encompasses the temporal maxima of the structure, any extrinsic motion is inherently encoded into the base reference surface and allows the computation of the time point surfaces to be performed in parallel. The resultant 4-D model can be interactively transformed and viewed from different angles, showing the spatial and temporal motion of the anatomic structure. Using texture maps and per-vertex coloring, additional data such as physiological and/or biomechanical variables (e.g., mapping electrical activation sequences onto contracting myocardial surfaces) can be associated with the dynamic model, producing a 5-D model. For acquisition systems that may capture only limited time series data (e.g., only images at end-diastole/end-systole or inhalation/exhalation), this algorithm can provide useful interpolated surfaces between the time points. Such models help minimize the number of time points required to usefully depict the motion of anatomic structures for quantitative assessment of regional dynamics.

  10. 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.

  11. Analysis of hohlraum energetics of the SG series and the NIF experiments with energy balance model

    Directory of Open Access Journals (Sweden)

    Guoli Ren

    2017-01-01

    Full Text Available The basic energy balance model is applied to analyze the hohlraum energetics data from the Shenguang (SG series laser facilities and the National Ignition Facility (NIF experiments published in the past few years. The analysis shows that the overall hohlraum energetics data are in agreement with the energy balance model within 20% deviation. The 20% deviation might be caused by the diversity in hohlraum parameters, such as material, laser pulse, gas filling density, etc. In addition, the NIF's ignition target designs and our ignition target designs given by simulations are also in accordance with the energy balance model. This work confirms the value of the energy balance model for ignition target design and experimental data assessment, and demonstrates that the NIF energy is enough to achieve ignition if a 1D spherical radiation drive could be created, meanwhile both the laser plasma instabilities and hydrodynamic instabilities could be suppressed.

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

    Science.gov (United States)

    Scargle, Jeffrey D.

    1990-01-01

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

  13. Studies in astronomical time series analysis: Modeling random processes in the time domain

    Science.gov (United States)

    Scargle, J. D.

    1979-01-01

    Random process models phased in the time domain are used to analyze astrophysical time series data produced by random processes. A moving average (MA) model represents the data as a sequence of pulses occurring randomly in time, with random amplitudes. An autoregressive (AR) model represents the correlations in the process in terms of a linear function of past values. The best AR model is determined from sampled data and transformed to an MA for interpretation. The randomness of the pulse amplitudes is maximized by a FORTRAN algorithm which is relatively stable numerically. Results of test cases are given to study the effects of adding noise and of different distributions for the pulse amplitudes. A preliminary analysis of the optical light curve of the quasar 3C 273 is given.

  14. Modeling long correlation times using additive binary Markov chains: Applications to wind generation time series.

    Science.gov (United States)

    Weber, Juliane; Zachow, Christopher; Witthaut, Dirk

    2018-03-01

    Wind power generation exhibits a strong temporal variability, which is crucial for system integration in highly renewable power systems. Different methods exist to simulate wind power generation but they often cannot represent the crucial temporal fluctuations properly. We apply the concept of additive binary Markov chains to model a wind generation time series consisting of two states: periods of high and low wind generation. The only input parameter for this model is the empirical autocorrelation function. The two-state model is readily extended to stochastically reproduce the actual generation per period. To evaluate the additive binary Markov chain method, we introduce a coarse model of the electric power system to derive backup and storage needs. We find that the temporal correlations of wind power generation, the backup need as a function of the storage capacity, and the resting time distribution of high and low wind events for different shares of wind generation can be reconstructed.

  15. Modeling long correlation times using additive binary Markov chains: Applications to wind generation time series

    Science.gov (United States)

    Weber, Juliane; Zachow, Christopher; Witthaut, Dirk

    2018-03-01

    Wind power generation exhibits a strong temporal variability, which is crucial for system integration in highly renewable power systems. Different methods exist to simulate wind power generation but they often cannot represent the crucial temporal fluctuations properly. We apply the concept of additive binary Markov chains to model a wind generation time series consisting of two states: periods of high and low wind generation. The only input parameter for this model is the empirical autocorrelation function. The two-state model is readily extended to stochastically reproduce the actual generation per period. To evaluate the additive binary Markov chain method, we introduce a coarse model of the electric power system to derive backup and storage needs. We find that the temporal correlations of wind power generation, the backup need as a function of the storage capacity, and the resting time distribution of high and low wind events for different shares of wind generation can be reconstructed.

  16. 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.

  17. A model for investigating the influence of road surface texture and tyre tread pattern on rolling resistance

    Science.gov (United States)

    Hoever, Carsten; Kropp, Wolfgang

    2015-09-01

    The reduction of rolling resistance is essential for a more environmentally friendly road transportation sector. Both tyre and road design can be utilised to reduce rolling resistance. In both cases a reliable simulation tool is needed which is able to quantify the influence of design parameters on the rolling resistance of a tyre rolling on a specific road surface. In this work a previously developed tyre/road interaction model is extended to account for different tread patterns and for losses due to small-scale tread deformation. Calculated contact forces and tyre vibrations for tyre/road interaction under steady-state rolling are used to predict rolling losses in the tyre. Rolling resistance is calculated for a series of different tyre/road combinations. Results are compared with rolling resistance measurements. The agreement between simulations and measurements is generally very good. It is found that both the tyre structure and small-scale tread deformations contribute to the rolling losses. The small-scale contribution depends mainly on the road roughness profile. The mean profile depth of the road surface is identified to correlate very well with the rolling resistance. Additional calculations are performed for non-traditional rubberised road surfaces, however, with mixed results. This possibly indicates the existence of additional loss mechanisms for these surfaces.

  18. Forecast models for suicide: Time-series analysis with data from Italy.

    Science.gov (United States)

    Preti, Antonio; Lentini, Gianluca

    2016-01-01

    The prediction of suicidal behavior is a complex task. To fine-tune targeted preventative interventions, predictive analytics (i.e. forecasting future risk of suicide) is more important than exploratory data analysis (pattern recognition, e.g. detection of seasonality in suicide time series). This study sets out to investigate the accuracy of forecasting models of suicide for men and women. A total of 101 499 male suicides and of 39 681 female suicides - occurred in Italy from 1969 to 2003 - were investigated. In order to apply the forecasting model and test its accuracy, the time series were split into a training set (1969 to 1996; 336 months) and a test set (1997 to 2003; 84 months). The main outcome was the accuracy of forecasting models on the monthly number of suicides. These measures of accuracy were used: mean absolute error; root mean squared error; mean absolute percentage error; mean absolute scaled error. In both male and female suicides a change in the trend pattern was observed, with an increase from 1969 onwards to reach a maximum around 1990 and decrease thereafter. The variances attributable to the seasonal and trend components were, respectively, 24% and 64% in male suicides, and 28% and 41% in female ones. Both annual and seasonal historical trends of monthly data contributed to forecast future trends of suicide with a margin of error around 10%. The finding is clearer in male than in female time series of suicide. The main conclusion of the study is that models taking seasonality into account seem to be able to derive information on deviation from the mean when this occurs as a zenith, but they fail to reproduce it when it occurs as a nadir. Preventative efforts should concentrate on the factors that influence the occurrence of increases above the main trend in both seasonal and cyclic patterns of suicides.

  19. A New Prediction Model for Evaluating Treatment-Resistant Depression.

    Science.gov (United States)

    Kautzky, Alexander; Baldinger-Melich, Pia; Kranz, Georg S; Vanicek, Thomas; Souery, Daniel; Montgomery, Stuart; Mendlewicz, Julien; Zohar, Joseph; Serretti, Alessandro; Lanzenberger, Rupert; Kasper, Siegfried

    2017-02-01

    Despite a broad arsenal of antidepressants, about a third of patients suffering from major depressive disorder (MDD) do not respond sufficiently to adequate treatment. Using the data pool of the Group for the Study of Resistant Depression and machine learning, we intended to draw new insights featuring 48 clinical, sociodemographic, and psychosocial predictors for treatment outcome. Patients were enrolled starting from January 2000 and diagnosed according to DSM-IV. Treatment-resistant depression (TRD) was defined by a 17-item Hamilton Depression Rating Scale (HDRS) score ≥ 17 after at least 2 antidepressant trials of adequate dosage and length. Remission was defined by an HDRS score depressive episode, age at first antidepressant treatment, response to first antidepressant treatment, severity, suicidality, melancholia, number of lifetime depressive episodes, patients' admittance type, education, occupation, and comorbid diabetes, panic, and thyroid disorder. While single predictors could not reach a prediction accuracy much different from random guessing, by combining all predictors, we could detect resistance with an accuracy of 0.737 and remission with an accuracy of 0.850. Consequently, 65.5% of predictions for TRD and 77.7% for remission can be expected to be accurate. Using machine learning algorithms, we could demonstrate success rates of 0.737 for predicting TRD and 0.850 for predicting remission, surpassing predictive capabilities of clinicians. Our results strengthen data mining and suggest the benefit of focus on interaction-based statistics. Considering that all predictors can easily be obtained in a clinical setting, we hope that our model can be tested by other research groups. © Copyright 2017 Physicians Postgraduate Press, Inc.

  20. Mathematical Modeling and Dynamic Simulation of Metabolic Reaction Systems Using Metabolome Time Series Data

    Directory of Open Access Journals (Sweden)

    Kansuporn eSriyudthsak

    2016-05-01

    Full Text Available The high-throughput acquisition of metabolome data is greatly anticipated for the complete understanding of cellular metabolism in living organisms. A variety of analytical technologies have been developed to acquire large-scale metabolic profiles under different biological or environmental conditions. Time series data are useful for predicting the most likely metabolic pathways because they provide important information regarding the accumulation of metabolites, which implies causal relationships in the metabolic reaction network. Considerable effort has been undertaken to utilize these data for constructing a mathematical model merging system properties and quantitatively characterizing a whole metabolic system in toto. However, there are technical difficulties between benchmarking the provision and utilization of data. Although hundreds of metabolites can be measured, which provide information on the metabolic reaction system, simultaneous measurement of thousands of metabolites is still challenging. In addition, it is nontrivial to logically predict the dynamic behaviors of unmeasurable metabolite concentrations without sufficient information on the metabolic reaction network. Yet, consolidating the advantages of advancements in both metabolomics and mathematical modeling remain to be accomplished. This review outlines the conceptual basis of and recent advances in technologies in both the research fields. It also highlights the potential for constructing a large-scale mathematical model by estimating model parameters from time series metabolome data in order to comprehensively understand metabolism at the systems level.

  1. Hierarchical Bayesian modelling of gene expression time series across irregularly sampled replicates and clusters.

    Science.gov (United States)

    Hensman, James; Lawrence, Neil D; Rattray, Magnus

    2013-08-20

    Time course data from microarrays and high-throughput sequencing experiments require simple, computationally efficient and powerful statistical models to extract meaningful biological signal, and for tasks such as data fusion and clustering. Existing methodologies fail to capture either the temporal or replicated nature of the experiments, and often impose constraints on the data collection process, such as regularly spaced samples, or similar sampling schema across replications. We propose hierarchical Gaussian processes as a general model of gene expression time-series, with application to a variety of problems. In particular, we illustrate the method's capacity for missing data imputation, data fusion and clustering.The method can impute data which is missing both systematically and at random: in a hold-out test on real data, performance is significantly better than commonly used imputation methods. The method's ability to model inter- and intra-cluster variance leads to more biologically meaningful clusters. The approach removes the necessity for evenly spaced samples, an advantage illustrated on a developmental Drosophila dataset with irregular replications. The hierarchical Gaussian process model provides an excellent statistical basis for several gene-expression time-series tasks. It has only a few additional parameters over a regular GP, has negligible additional complexity, is easily implemented and can be integrated into several existing algorithms. Our experiments were implemented in python, and are available from the authors' website: http://staffwww.dcs.shef.ac.uk/people/J.Hensman/.

  2. Application of semi parametric modelling to times series forecasting: case of the electricity consumption

    International Nuclear Information System (INIS)

    Lefieux, V.

    2007-10-01

    Reseau de Transport d'Electricite (RTE), in charge of operating the French electric transportation grid, needs an accurate forecast of the power consumption in order to operate it correctly. The forecasts used everyday result from a model combining a nonlinear parametric regression and a SARIMA model. In order to obtain an adaptive forecasting model, nonparametric forecasting methods have already been tested without real success. In particular, it is known that a nonparametric predictor behaves badly with a great number of explanatory variables, what is commonly called the curse of dimensionality. Recently, semi parametric methods which improve the pure nonparametric approach have been proposed to estimate a regression function. Based on the concept of 'dimension reduction', one those methods (called MAVE : Moving Average -conditional- Variance Estimate) can apply to time series. We study empirically its effectiveness to predict the future values of an autoregressive time series. We then adapt this method, from a practical point of view, to forecast power consumption. We propose a partially linear semi parametric model, based on the MAVE method, which allows to take into account simultaneously the autoregressive aspect of the problem and the exogenous variables. The proposed estimation procedure is practically efficient. (author)

  3. Mathematical Modeling and Dynamic Simulation of Metabolic Reaction Systems Using Metabolome Time Series Data.

    Science.gov (United States)

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

    2016-01-01

    The high-throughput acquisition of metabolome data is greatly anticipated for the complete understanding of cellular metabolism in living organisms. A variety of analytical technologies have been developed to acquire large-scale metabolic profiles under different biological or environmental conditions. Time series data are useful for predicting the most likely metabolic pathways because they provide important information regarding the accumulation of metabolites, which implies causal relationships in the metabolic reaction network. Considerable effort has been undertaken to utilize these data for constructing a mathematical model merging system properties and quantitatively characterizing a whole metabolic system in toto. However, there are technical difficulties between benchmarking the provision and utilization of data. Although, hundreds of metabolites can be measured, which provide information on the metabolic reaction system, simultaneous measurement of thousands of metabolites is still challenging. In addition, it is nontrivial to logically predict the dynamic behaviors of unmeasurable metabolite concentrations without sufficient information on the metabolic reaction network. Yet, consolidating the advantages of advancements in both metabolomics and mathematical modeling remain to be accomplished. This review outlines the conceptual basis of and recent advances in technologies in both the research fields. It also highlights the potential for constructing a large-scale mathematical model by estimating model parameters from time series metabolome data in order to comprehensively understand metabolism at the systems level.

  4. 75 FR 28480 - Airworthiness Directives; Airbus Model A300 Series Airplanes; Model A300 B4-600, B4-600R, F4-600R...

    Science.gov (United States)

    2010-05-21

    ... Airworthiness Directives; Airbus Model A300 Series Airplanes; Model A300 B4-600, B4-600R, F4-600R Series..., B4-622, B4- 605R, B4-622R, F4-605R, F4-622R, and C4-605R Variant F airplanes; and Model A310-203...

  5. Analysis of interface states and series resistance for Al/PVA:n-CdS nanocomposite metal-semiconductor and metal-insulator-semiconductor diode structures

    Energy Technology Data Exchange (ETDEWEB)

    Sharma, Mamta; Tripathi, S.K. [Panjab University, Centre of Advanced Study in Physics, Department of Physics, Chandigarh (India)

    2013-11-15

    This paper presents the fabrication and characterization of Al/PVA:n-CdS (MS) and Al/Al{sub 2}O{sub 3}/PVA:n-CdS (MIS) diode. The effects of interfacial insulator layer, interface states (N{sub ss}) and series resistance (R{sub s}) on the electrical characteristics of Al/PVA:n-CdS structures have been investigated using forward and reverse bias I-V, C-V, and G/w-V characteristics at room temperature. Al/PVA:n-CdS diode is fabricated with and without insulator Al{sub 2}O{sub 3} layer to explain the effect of insulator layer on main electrical parameters. The values of the ideality factor (n), series resistance (R{sub s}) and barrier height ({phi} {sub b}) are calculated from ln(I) vs. V plots, by the Cheung and Norde methods. The energy density distribution profile of the interface states is obtained from the forward bias I-V data by taking into account the bias dependence ideality factor (n(V)) and effective barrier height ({phi} {sub e}) for MS and MIS diode. The N{sub ss} values increase from mid-gap energy of CdS to the bottom of the conductance band edge for both MS and MIS diode. (orig.)

  6. Analysis of temperature-dependant current–voltage characteristics and extraction of series resistance in Pd/ZnO Schottky barrier diodes

    Energy Technology Data Exchange (ETDEWEB)

    Mayimele, M A, E-mail: meehleketo@gmail.com; Rensburg, J P van. Janse; Auret, F D; Diale, M

    2016-01-01

    We report on the analysis of current voltage (I–V) measurements performed on Pd/ZnO Schottky barrier diodes (SBDs) in the 80–320 K temperature range. Assuming thermionic emission (TE) theory, the forward bias I–V characteristics were analysed to extract Pd/ZnO Schottky diode parameters. Comparing Cheung’s method in the extraction of the series resistance with Ohm’s law, it was observed that at lower temperatures (T<180 K) the series resistance decreased with increasing temperature, the absolute minimum was reached near 180 K and increases linearly with temperature at high temperatures (T>200 K). The barrier height and the ideality factor decreased and increased, respectively, with decrease in temperature, attributed to the existence of barrier height inhomogeneity. Such inhomogeneity was explained based on TE with the assumption of Gaussian distribution of barrier heights with a mean barrier height of 0.99 eV and a standard deviation of 0.02 eV. A mean barrier height of 0.11 eV and Richardson constant value of 37 A cm{sup −2} K{sup −2} were determined from the modified Richardson plot that considers the Gaussian distribution of barrier heights.

  7. Classical and quantum stochastic models of resistive and memristive circuits

    Science.gov (United States)

    Gough, John E.; Zhang, Guofeng

    2017-07-01

    The purpose of this paper is to examine stochastic Markovian models for circuits in phase space for which the drift term is equivalent to the standard circuit equations. In particular, we include dissipative components corresponding to both a resistor and a memristor in series. We obtain a dilation of the problem which is canonical in the sense that the underlying Poisson bracket structure is preserved under the stochastic flow. We do this first of all for standard Wiener noise but also treat the problem using a new concept of symplectic noise, where the Poisson structure is extended to the noise as well as the circuit variables, and in particular where we have canonically conjugate noises. Finally, we construct a dilation which describes the quantum mechanical analogue.

  8. Fractality of profit landscapes and validation of time series models for stock prices

    Science.gov (United States)

    Yi, Il Gu; Oh, Gabjin; Kim, Beom Jun

    2013-08-01

    We apply a simple trading strategy for various time series of real and artificial stock prices to understand the origin of fractality observed in the resulting profit landscapes. The strategy contains only two parameters p and q, and the sell (buy) decision is made when the log return is larger (smaller) than p (-q). We discretize the unit square (p,q) ∈ [0,1] × [0,1] into the N × N square grid and the profit Π(p,q) is calculated at the center of each cell. We confirm the previous finding that local maxima in profit landscapes are scattered in a fractal-like fashion: the number M of local maxima follows the power-law form M ˜ Na, but the scaling exponent a is found to differ for different time series. From comparisons of real and artificial stock prices, we find that the fat-tailed return distribution is closely related to the exponent a ≈ 1.6 observed for real stock markets. We suggest that the fractality of profit landscape characterized by a ≈ 1.6 can be a useful measure to validate time series model for stock prices.

  9. Hydraulic modeling of riverbank filtration systems with curved boundaries using analytic elements and series solutions

    Science.gov (United States)

    Bakker, Mark

    2010-08-01

    A new analytic solution approach is presented for the modeling of steady flow to pumping wells near rivers in strip aquifers; all boundaries of the river and strip aquifer may be curved. The river penetrates the aquifer only partially and has a leaky stream bed. The water level in the river may vary spatially. Flow in the aquifer below the river is semi-confined while flow in the aquifer adjacent to the river is confined or unconfined and may be subject to areal recharge. Analytic solutions are obtained through superposition of analytic elements and Fourier series. Boundary conditions are specified at collocation points along the boundaries. The number of collocation points is larger than the number of coefficients in the Fourier series and a solution is obtained in the least squares sense. The solution is analytic while boundary conditions are met approximately. Very accurate solutions are obtained when enough terms are used in the series. Several examples are presented for domains with straight and curved boundaries, including a well pumping near a meandering river with a varying water level. The area of the river bottom where water infiltrates into the aquifer is delineated and the fraction of river water in the well water is computed for several cases.

  10. Pesticide nonextractable residue formation in soil: insights from inverse modeling of degradation time series.

    Science.gov (United States)

    Loos, Martin; Krauss, Martin; Fenner, Kathrin

    2012-09-18

    Formation of soil nonextractable residues (NER) is central to the fate and persistence of pesticides. To investigate pools and extent of NER formation, an established inverse modeling approach for pesticide soil degradation time series was evaluated with a Monte Carlo Markov Chain (MCMC) sampling procedure. It was found that only half of 73 pesticide degradation time series from a homogeneous soil source allowed for well-behaved identification of kinetic parameters with a four-pool model containing a parent compound, a metabolite, a volatile, and a NER pool. A subsequent simulation indeed confirmed distinct parameter combinations of low identifiability. Taking the resulting uncertainties into account, several conclusions regarding NER formation and its impact on persistence assessment could nonetheless be drawn. First, rate constants for transformation of parent compounds to metabolites were correlated to those for transformation of parent compounds to NER, leading to degradation half-lives (DegT50) typically not being larger than disappearance half-lives (DT50) by more than a factor of 2. Second, estimated rate constants were used to evaluate NER formation over time. This showed that NER formation, particularly through the metabolite pool, may be grossly underestimated when using standard incubation periods. It further showed that amounts and uncertainties in (i) total NER, (ii) NER formed from the parent pool, and (iii) NER formed from the metabolite pool vary considerably among data sets at t→∞, with no clear dominance between (ii) and (iii). However, compounds containing aromatic amine moieties were found to form significantly more total NER when extrapolating to t→∞ than the other compounds studied. Overall, our study stresses the general need for assessing uncertainties, identifiability issues, and resulting biases when using inverse modeling of degradation time series for evaluating persistence and NER formation.

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

    Science.gov (United States)

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

    2017-01-01

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

  12. Investigation on Insar Time Series Deformation Model Considering Rheological Parameters for Soft Clay Subgrade Monitoring

    Science.gov (United States)

    Xing, X.; Yuan, Z.; Chen, L. F.; Yu, X. Y.; Xiao, L.

    2018-04-01

    The stability control is one of the major technical difficulties in the field of highway subgrade construction engineering. Building deformation model is a crucial step for InSAR time series deformation monitoring. Most of the InSAR deformation models for deformation monitoring are pure empirical mathematical models, without considering the physical mechanism of the monitored object. In this study, we take rheology into consideration, inducing rheological parameters into traditional InSAR deformation models. To assess the feasibility and accuracy for our new model, both simulation and real deformation data over Lungui highway (a typical highway built on soft clay subgrade in Guangdong province, China) are investigated with TerraSAR-X satellite imagery. In order to solve the unknows of the non-linear rheological model, three algorithms: Gauss-Newton (GN), Levenberg-Marquarat (LM), and Genetic Algorithm (GA), are utilized and compared to estimate the unknown parameters. Considering both the calculation efficiency and accuracy, GA is chosen as the final choice for the new model in our case study. Preliminary real data experiment is conducted with use of 17 TerraSAR-X Stripmap images (with a 3-m resolution). With the new deformation model and GA aforementioned, the unknown rheological parameters over all the high coherence points are obtained and the LOS deformation (the low-pass component) sequences are generated.

  13. Time series modeling of soil moisture dynamics on a steep mountainous hillside

    Science.gov (United States)

    Kim, Sanghyun

    2016-05-01

    The response of soil moisture to rainfall events along hillslope transects is an important hydrologic process and a critical component of interactions between soil vegetation and the atmosphere. In this context, the research described in this article addresses the spatial distribution of soil moisture as a function of topography. In order to characterize the temporal variation in soil moisture on a steep mountainous hillside, a transfer function, including a model for noise, was introduced. Soil moisture time series with similar rainfall amounts, but different wetness gradients were measured in the spring and fall. Water flux near the soil moisture sensors was modeled and mathematical expressions were developed to provide a basis for input-output modeling of rainfall and soil moisture using hydrological processes such as infiltration, exfiltration and downslope lateral flow. The characteristics of soil moisture response can be expressed in terms of model structure. A seasonal comparison of models reveals differences in soil moisture response to rainfall, possibly associated with eco-hydrological process and evapotranspiration. Modeling results along the hillslope indicate that the spatial structure of the soil moisture response patterns mainly appears in deeper layers. Similarities between topographic attributes and stochastic model structures are spatially organized. The impact of temporal and spatial discretization scales on parameter expression is addressed in the context of modeling results that link rainfall events and soil moisture.

  14. Multidimensional k-nearest neighbor model based on EEMD for financial time series forecasting

    Science.gov (United States)

    Zhang, Ningning; Lin, Aijing; Shang, Pengjian

    2017-07-01

    In this paper, we propose a new two-stage methodology that combines the ensemble empirical mode decomposition (EEMD) with multidimensional k-nearest neighbor model (MKNN) in order to forecast the closing price and high price of the stocks simultaneously. The modified algorithm of k-nearest neighbors (KNN) has an increasingly wide application in the prediction of all fields. Empirical mode decomposition (EMD) decomposes a nonlinear and non-stationary signal into a series of intrinsic mode functions (IMFs), however, it cannot reveal characteristic information of the signal with much accuracy as a result of mode mixing. So ensemble empirical mode decomposition (EEMD), an improved method of EMD, is presented to resolve the weaknesses of EMD by adding white noise to the original data. With EEMD, the components with true physical meaning can be extracted from the time series. Utilizing the advantage of EEMD and MKNN, the new proposed ensemble empirical mode decomposition combined with multidimensional k-nearest neighbor model (EEMD-MKNN) has high predictive precision for short-term forecasting. Moreover, we extend this methodology to the case of two-dimensions to forecast the closing price and high price of the four stocks (NAS, S&P500, DJI and STI stock indices) at the same time. The results indicate that the proposed EEMD-MKNN model has a higher forecast precision than EMD-KNN, KNN method and ARIMA.

  15. Time Series Modeling of Human Operator Dynamics in Manual Control Tasks

    Science.gov (United States)

    Biezad, D. J.; Schmidt, D. K.

    1984-01-01

    A time-series technique is presented for identifying the dynamic characteristics of the human operator in manual control tasks from relatively short records of experimental data. Control of system excitation signals used in the identification is not required. The approach is a multi-channel identification technique for modeling multi-input/multi-output situations. The method presented includes statistical tests for validity, is designed for digital computation, and yields estimates for the frequency response of the human operator. A comprehensive relative power analysis may also be performed for validated models. This method is applied to several sets of experimental data; the results are discussed and shown to compare favorably with previous research findings. New results are also presented for a multi-input task that was previously modeled to demonstrate the strengths of the method.

  16. Applications and Comparisons of Four Time Series Models in Epidemiological Surveillance Data

    Science.gov (United States)

    Young, Alistair A.; Li, Xiaosong

    2014-01-01

    Public health surveillance systems provide valuable data for reliable predication of future epidemic events. This paper describes a study that used nine types of infectious disease data collected through a national public health surveillance system in mainland China to evaluate and compare the performances of four time series methods, namely, two decomposition methods (regression and exponential smoothing), autoregressive integrated moving average (ARIMA) and support vector machine (SVM). The data obtained from 2005 to 2011 and in 2012 were used as modeling and forecasting samples, respectively. The performances were evaluated based on three metrics: mean absolute error (MAE), mean absolute percentage error (MAPE), and mean square error (MSE). The accuracy of the statistical models in forecasting future epidemic disease proved their effectiveness in epidemiological surveillance. Although the comparisons found that no single method is completely superior to the others, the present study indeed highlighted that the SVMs outperforms the ARIMA model and decomposition methods in most cases. PMID:24505382

  17. Mining Gene Regulatory Networks by Neural Modeling of Expression Time-Series.

    Science.gov (United States)

    Rubiolo, Mariano; Milone, Diego H; Stegmayer, Georgina

    2015-01-01

    Discovering gene regulatory networks from data is one of the most studied topics in recent years. Neural networks can be successfully used to infer an underlying gene network by modeling expression profiles as times series. This work proposes a novel method based on a pool of neural networks for obtaining a gene regulatory network from a gene expression dataset. They are used for modeling each possible interaction between pairs of genes in the dataset, and a set of mining rules is applied to accurately detect the subjacent relations among genes. The results obtained on artificial and real datasets confirm the method effectiveness for discovering regulatory networks from a proper modeling of the temporal dynamics of gene expression profiles.

  18. Modeling of human operator dynamics in simple manual control utilizing time series analysis. [tracking (position)

    Science.gov (United States)

    Agarwal, G. C.; Osafo-Charles, F.; Oneill, W. D.; Gottlieb, G. L.

    1982-01-01

    Time series analysis is applied to model human operator dynamics in pursuit and compensatory tracking modes. The normalized residual criterion is used as a one-step analytical tool to encompass the processes of identification, estimation, and diagnostic checking. A parameter constraining technique is introduced to develop more reliable models of human operator dynamics. The human operator is adequately modeled by a second order dynamic system both in pursuit and compensatory tracking modes. In comparing the data sampling rates, 100 msec between samples is adequate and is shown to provide better results than 200 msec sampling. The residual power spectrum and eigenvalue analysis show that the human operator is not a generator of periodic characteristics.

  19. Development of New Loan Payment Models with Piecewise Geometric Gradient Series

    Directory of Open Access Journals (Sweden)

    Erdal Aydemir

    2014-12-01

    Full Text Available Engineering economics plays an important role in decision making. Also, the cash flows, time value of money and interest rates are the most important research fields in mathematical finance. Generalized formulae obtained from a variety of models with the time value of money and cash flows are inadequate to solve some problems. In this study, a new generalized formulae is considered for the first time and derived from a loan payment model which is a certain number of payment amount determined by customer at the beginning of payment period and the other repayments with piecewise linear gradient series. As a result, some numerical examples with solutions are given for the developed models

  20. Model for the heart beat-to-beat time series during meditation

    Science.gov (United States)

    Capurro, A.; Diambra, L.; Malta, C. P.

    2003-09-01

    We present a model for the respiratory modulation of the heart beat-to-beat interval series. The model consists of a pacemaker, that simulates the membrane potential of the sinoatrial node, modulated by a periodic input signal plus correlated noise that simulates the respiratory input. The model was used to assess the waveshape of the respiratory signals needed to reproduce in the phase space the trajectory of experimental heart beat-to-beat interval data. The data sets were recorded during meditation practices of the Chi and Kundalini Yoga techniques. Our study indicates that in the first case the respiratory signal has the shape of a smoothed square wave, and in the second case it has the shape of a smoothed triangular wave.

  1. 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.

  2. Modeling and experimental study of resistive switching in vertically aligned carbon nanotubes

    Science.gov (United States)

    Ageev, O. A.; Blinov, Yu F.; Ilina, M. V.; Ilin, O. I.; Smirnov, V. A.

    2016-08-01

    Model of the resistive switching in vertically aligned carbon nanotube (VA CNT) taking into account the processes of deformation, polarization and piezoelectric charge accumulation have been developed. Origin of hysteresis in VA CNT-based structure is described. Based on modeling results the VACNTs-based structure has been created. The ration resistance of high-resistance to low-resistance states of the VACNTs-based structure amounts 48. The correlation the modeling results with experimental studies is shown. The results can be used in the development nanoelectronics devices based on VA CNTs, including the nonvolatile resistive random-access memory.

  3. Modeling and experimental study of resistive switching in vertically aligned carbon nanotubes

    International Nuclear Information System (INIS)

    Ageev, O A; Blinov, Yu F; Ilina, M V; Ilin, O I; Smirnov, V A

    2016-01-01

    Model of the resistive switching in vertically aligned carbon nanotube (VA CNT) taking into account the processes of deformation, polarization and piezoelectric charge accumulation have been developed. Origin of hysteresis in VA CNT-based structure is described. Based on modeling results the VACNTs-based structure has been created. The ration resistance of high-resistance to low-resistance states of the VACNTs-based structure amounts 48. The correlation the modeling results with experimental studies is shown. The results can be used in the development nanoelectronics devices based on VA CNTs, including the nonvolatile resistive random-access memory. (paper)

  4. INFLUENCE OF INTERMITTENT CYCLIC LOADING ON REINFORCED CONCRETE RESISTANCE MODEL

    Directory of Open Access Journals (Sweden)

    Vasyl Karpiuk

    2017-01-01

    Full Text Available This article describes the study of reinforced concrete span bending structures under conditions of high-level cyclic loading. Previous studies on the development of physical models of bending reinforced concrete element fatigue resistance, cyclic effect of lateral forces, and methods of calculation, are important and appropriate owing to certain features and the essential specificity of the mentioned loading type. These primarily include the nonlinearity of deformation, damage accumulation in the form of fatigue micro- and macro-cracks, and exhausting destruction of construction materials. In this paper, key expressions determining the endurance limits of concrete, longitudinal reinforcement, and anchoring longitudinal reinforcement, which contribute to endurance throughout the entire construction, are considered. Establishing a link between stresses in the elements and deformations in the element under conditions of cyclic loading action is of equal importance because of the presence of cyclic stress-induced creep deformation.

  5. Monitoring groundwater-surface water interaction using time-series and time-frequency analysis of transient three-dimensional electrical resistivity changes

    Science.gov (United States)

    Johnson, Timothy C.; Slater, Lee D.; Ntarlagiannis, Dimitris; Day-Lewis, Frederick D.; Elwaseif, Mehrez

    2012-01-01

    Time-lapse resistivity imaging is increasingly used to monitor hydrologic processes. Compared to conventional hydrologic measurements, surface time-lapse resistivity provides superior spatial coverage in two or three dimensions, potentially high-resolution information in time, and information in the absence of wells. However, interpretation of time-lapse electrical tomograms is complicated by the ever-increasing size and complexity of long-term, three-dimensional (3-D) time series conductivity data sets. Here we use 3-D surface time-lapse electrical imaging to monitor subsurface electrical conductivity variations associated with stage-driven groundwater-surface water interactions along a stretch of the Columbia River adjacent to the Hanford 300 near Richland, Washington, USA. We reduce the resulting 3-D conductivity time series using both time-series and time-frequency analyses to isolate a paleochannel causing enhanced groundwater-surface water interactions. Correlation analysis on the time-lapse imaging results concisely represents enhanced groundwater-surface water interactions within the paleochannel, and provides information concerning groundwater flow velocities. Time-frequency analysis using the Stockwell (S) transform provides additional information by identifying the stage periodicities driving groundwater-surface water interactions due to upstream dam operations, and identifying segments in time-frequency space when these interactions are most active. These results provide new insight into the distribution and timing of river water intrusion into the Hanford 300 Area, which has a governing influence on the behavior of a uranium plume left over from historical nuclear fuel processing operations.

  6. 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.

  7. A Time Series Model for Assessing the Trend and Forecasting the Road Traffic Accident Mortality.

    Science.gov (United States)

    Yousefzadeh-Chabok, Shahrokh; Ranjbar-Taklimie, Fatemeh; Malekpouri, Reza; Razzaghi, Alireza

    2016-09-01

    Road traffic accident (RTA) is one of the main causes of trauma and known as a growing public health concern worldwide, especially in developing countries. Assessing the trend of fatalities in the past years and forecasting it enables us to make the appropriate planning for prevention and control. This study aimed to assess the trend of RTAs and forecast it in the next years by using time series modeling. In this historical analytical study, the RTA mortalities in Zanjan Province, Iran, were evaluated during 2007 - 2013. The time series analyses including Box-Jenkins models were used to assess the trend of accident fatalities in previous years and forecast it for the next 4 years. The mean age of the victims was 37.22 years (SD = 20.01). From a total of 2571 deaths, 77.5% (n = 1992) were males and 22.5% (n = 579) were females. The study models showed a descending trend of fatalities in the study years. The SARIMA (1, 1, 3) (0, 1, 0) 12 model was recognized as a best fit model in forecasting the trend of fatalities. Forecasting model also showed a descending trend of traffic accident mortalities in the next 4 years. There was a decreasing trend in the study and the future years. It seems that implementation of some interventions in the recent decade has had a positive effect on the decline of RTA fatalities. Nevertheless, there is still a need to pay more attention in order to prevent the occurrence and the mortalities related to traffic accidents.

  8. A Time Series Model for Assessing the Trend and Forecasting the Road Traffic Accident Mortality

    Science.gov (United States)

    Yousefzadeh-Chabok, Shahrokh; Ranjbar-Taklimie, Fatemeh; Malekpouri, Reza; Razzaghi, Alireza

    2016-01-01

    Background Road traffic accident (RTA) is one of the main causes of trauma and known as a growing public health concern worldwide, especially in developing countries. Assessing the trend of fatalities in the past years and forecasting it enables us to make the appropriate planning for prevention and control. Objectives This study aimed to assess the trend of RTAs and forecast it in the next years by using time series modeling. Materials and Methods In this historical analytical study, the RTA mortalities in Zanjan Province, Iran, were evaluated during 2007 - 2013. The time series analyses including Box-Jenkins models were used to assess the trend of accident fatalities in previous years and forecast it for the next 4 years. Results The mean age of the victims was 37.22 years (SD = 20.01). From a total of 2571 deaths, 77.5% (n = 1992) were males and 22.5% (n = 579) were females. The study models showed a descending trend of fatalities in the study years. The SARIMA (1, 1, 3) (0, 1, 0) 12 model was recognized as a best fit model in forecasting the trend of fatalities. Forecasting model also showed a descending trend of traffic accident mortalities in the next 4 years. Conclusions There was a decreasing trend in the study and the future years. It seems that implementation of some interventions in the recent decade has had a positive effect on the decline of RTA fatalities. Nevertheless, there is still a need to pay more attention in order to prevent the occurrence and the mortalities related to traffic accidents. PMID:27800467

  9. Modeling commodity salam contract between two parties for discrete and continuous time series

    Science.gov (United States)

    Hisham, Azie Farhani Badrol; Jaffar, Maheran Mohd

    2017-08-01

    In order for Islamic finance to remain competitive as the conventional, there needs a new development of Islamic compliance product such as Islamic derivative that can be used to manage the risk. However, under syariah principles and regulations, all financial instruments must not be conflicting with five syariah elements which are riba (interest paid), rishwah (corruption), gharar (uncertainty or unnecessary risk), maysir (speculation or gambling) and jahl (taking advantage of the counterparty's ignorance). This study has proposed a traditional Islamic contract namely salam that can be built as an Islamic derivative product. Although a lot of studies has been done on discussing and proposing the implementation of salam contract as the Islamic product however they are more into qualitative and law issues. Since there is lack of quantitative study of salam contract being developed, this study introduces mathematical models that can value the appropriate salam price for a commodity salam contract between two parties. In modeling the commodity salam contract, this study has modified the existing conventional derivative model and come out with some adjustments to comply with syariah rules and regulations. The cost of carry model has been chosen as the foundation to develop the commodity salam model between two parties for discrete and continuous time series. However, the conventional time value of money results from the concept of interest that is prohibited in Islam. Therefore, this study has adopted the idea of Islamic time value of money which is known as the positive time preference, in modeling the commodity salam contract between two parties for discrete and continuous time series.

  10. Six-dimensional modeling of coherent bunch instabilities and related freedback systems in storage rings with power-series maps for the lattice

    International Nuclear Information System (INIS)

    Bengtsson, J.; Briggs, D.; Meddahi, M.

    1994-06-01

    The authors have developed 6-dimensional phase-space code that tracks macroparticles for the study of coherent bunch instabilities and related feedback systems. The model is based on power-series maps to represent the lattice, and allows for straightforward inclusion of effects such as amplitude dependent tune shift, chromaticity, synchrotron oscillations, and synchrotron radiation. It simulates long range wake fields such as resistive-wall effects as well as the higher order modes in cavities. The model has served to study the dynamics relevant to the transverse feedback system currently being commissioned for the Advanced Light Source (ALS). Current work integrates earlier versions into a modular system that includes models for transverse and longitudinal feedback systems. It is designed to provide a modular approach to the dynamics and diagnostics, allowing a user to modify the model of a storage ring at run-time without recompilation

  11. Streamflow characteristics from modelled runoff time series: Importance of calibration criteria selection

    Science.gov (United States)

    Poole, Sandra; Vis, Marc; Knight, Rodney; Seibert, Jan

    2017-01-01

    Ecologically relevant streamflow characteristics (SFCs) of ungauged catchments are often estimated from simulated runoff of hydrologic models that were originally calibrated on gauged catchments. However, SFC estimates of the gauged donor catchments and subsequently the ungauged catchments can be substantially uncertain when models are calibrated using traditional approaches based on optimization of statistical performance metrics (e.g., Nash–Sutcliffe model efficiency). An improved calibration strategy for gauged catchments is therefore crucial to help reduce the uncertainties of estimated SFCs for ungauged catchments. The aim of this study was to improve SFC estimates from modeled runoff time series in gauged catchments by explicitly including one or several SFCs in the calibration process. Different types of objective functions were defined consisting of the Nash–Sutcliffe model efficiency, single SFCs, or combinations thereof. We calibrated a bucket-type runoff model (HBV – Hydrologiska Byråns Vattenavdelning – model) for 25 catchments in the Tennessee River basin and evaluated the proposed calibration approach on 13 ecologically relevant SFCs representing major flow regime components and different flow conditions. While the model generally tended to underestimate the tested SFCs related to mean and high-flow conditions, SFCs related to low flow were generally overestimated. The highest estimation accuracies were achieved by a SFC-specific model calibration. Estimates of SFCs not included in the calibration process were of similar quality when comparing a multi-SFC calibration approach to a traditional model efficiency calibration. For practical applications, this implies that SFCs should preferably be estimated from targeted runoff model calibration, and modeled estimates need to be carefully interpreted.

  12. A model for temperature dependent resistivity of metallic superlattices

    Directory of Open Access Journals (Sweden)

    J. I. Uba

    2015-11-01

    Full Text Available The temperature dependent resistivity of metallic superlattices, to first order approximation, is assumed to have same form as bulk metal, ρ(T = ρo + aT, which permits describing these structures as linear atomic chain. The assumption is, substantiated with the derivation of the above expression from the standard magnetoresistance equation, in which the second term, a Bragg scattering factor, is a correction to the usual model involving magnon and phonon scatterings. Fitting the model to Fe/Cr data from literature shows that Bragg scattering is dominant at T < 50 K and magnon and phonon coefficients are independent of experiment conditions, with typical values of 4.7 × 10−4 μΩcmK−2 and −8 ± 0.7 × 10−7μΩcmK−3. From the linear atomic chain model, the dielectric constant ε q , ω = 8 . 33 × 10 − 2 at Debye frequency for all materials and acoustic speed and Thomas – Fermi screening length are pressure dependent with typical values of 1.53 × 104 m/s and 1.80 × 109 m at 0.5 GPa pressure for an Fe/Cr structure.

  13. Time series modelling of global mean temperature for managerial decision-making.

    Science.gov (United States)

    Romilly, Peter

    2005-07-01

    Climate change has important implications for business and economic activity. Effective management of climate change impacts will depend on the availability of accurate and cost-effective forecasts. This paper uses univariate time series techniques to model the properties of a global mean temperature dataset in order to develop a parsimonious forecasting model for managerial decision-making over the short-term horizon. Although the model is estimated on global temperature data, the methodology could also be applied to temperature data at more localised levels. The statistical techniques include seasonal and non-seasonal unit root testing with and without structural breaks, as well as ARIMA and GARCH modelling. A forecasting evaluation shows that the chosen model performs well against rival models. The estimation results confirm the findings of a number of previous studies, namely that global mean temperatures increased significantly throughout the 20th century. The use of GARCH modelling also shows the presence of volatility clustering in the temperature data, and a positive association between volatility and global mean temperature.

  14. Modeling time-series count data: the unique challenges facing political communication studies.

    Science.gov (United States)

    Fogarty, Brian J; Monogan, James E

    2014-05-01

    This paper demonstrates the importance of proper model specification when analyzing time-series count data in political communication studies. It is common for scholars of media and politics to investigate counts of coverage of an issue as it evolves over time. Many scholars rightly consider the issues of time dependence and dynamic causality to be the most important when crafting a model. However, to ignore the count features of the outcome variable overlooks an important feature of the data. This is particularly the case when modeling data with a low number of counts. In this paper, we argue that the Poisson autoregressive model (Brandt and Williams, 2001) accurately meets the needs of many media studies. We replicate the analyses of Flemming et al. (1997), Peake and Eshbaugh-Soha (2008), and Ura (2009) and demonstrate that models missing some of the assumptions of the Poisson autoregressive model often yield invalid inferences. We also demonstrate that the effect of any of these models can be illustrated dynamically with estimates of uncertainty through a simulation procedure. The paper concludes with implications of these findings for the practical researcher. Copyright © 2013 Elsevier Inc. All rights reserved.

  15. Assessing multiscale complexity of short heart rate variability series through a model-based linear approach

    Science.gov (United States)

    Porta, Alberto; Bari, Vlasta; Ranuzzi, Giovanni; De Maria, Beatrice; Baselli, Giuseppe

    2017-09-01

    We propose a multiscale complexity (MSC) method assessing irregularity in assigned frequency bands and being appropriate for analyzing the short time series. It is grounded on the identification of the coefficients of an autoregressive model, on the computation of the mean position of the poles generating the components of the power spectral density in an assigned frequency band, and on the assessment of its distance from the unit circle in the complex plane. The MSC method was tested on simulations and applied to the short heart period (HP) variability series recorded during graded head-up tilt in 17 subjects (age from 21 to 54 years, median = 28 years, 7 females) and during paced breathing protocols in 19 subjects (age from 27 to 35 years, median = 31 years, 11 females) to assess the contribution of time scales typical of the cardiac autonomic control, namely in low frequency (LF, from 0.04 to 0.15 Hz) and high frequency (HF, from 0.15 to 0.5 Hz) bands to the complexity of the cardiac regulation. The proposed MSC technique was compared to a traditional model-free multiscale method grounded on information theory, i.e., multiscale entropy (MSE). The approach suggests that the reduction of HP variability complexity observed during graded head-up tilt is due to a regularization of the HP fluctuations in LF band via a possible intervention of sympathetic control and the decrement of HP variability complexity observed during slow breathing is the result of the regularization of the HP variations in both LF and HF bands, thus implying the action of physiological mechanisms working at time scales even different from that of respiration. MSE did not distinguish experimental conditions at time scales larger than 1. Over a short time series MSC allows a more insightful association between cardiac control complexity and physiological mechanisms modulating cardiac rhythm compared to a more traditional tool such as MSE.

  16. Modeling malaria control intervention effect in KwaZulu-Natal, South Africa using intervention time series analysis.

    Science.gov (United States)

    Ebhuoma, Osadolor; Gebreslasie, Michael; Magubane, Lethumusa

    The change of the malaria control intervention policy in South Africa (SA), re-introduction of dichlorodiphenyltrichloroethane (DDT), may be responsible for the low and sustained malaria transmission in KwaZulu-Natal (KZN). We evaluated the effect of the re-introduction of DDT on malaria in KZN and suggested practical ways the province can strengthen her already existing malaria control and elimination efforts, to achieve zero malaria transmission. We obtained confirmed monthly malaria cases in KZN from the malaria control program of KZN from 1998 to 2014. The seasonal autoregressive integrated moving average (SARIMA) intervention time series analysis (ITSA) was employed to model the effect of the re-introduction of DDT on confirmed monthly malaria cases. The result is an abrupt and permanent decline of monthly malaria cases (w 0 =-1174.781, p-value=0.003) following the implementation of the intervention policy. The sustained low malaria cases observed over a long period suggests that the continued usage of DDT did not result in insecticide resistance as earlier anticipated. It may be due to exophagic malaria vectors, which renders the indoor residual spraying not totally effective. Therefore, the feasibility of reducing malaria transmission to zero in KZN requires other reliable and complementary intervention resources to optimize the existing ones. Copyright © 2017 The Authors. Published by Elsevier Ltd.. All rights reserved.

  17. Mathematical modeling for corrosion environment estimation based on concrete resistivity measurement directly above reinforcement

    International Nuclear Information System (INIS)

    Lim, Young-Chul; Lee, Han-Seung; Noguchi, Takafumi

    2009-01-01

    This study aims to formulate a resistivity model whereby the concrete resistivity expressing the environment of steel reinforcement can be directly estimated and evaluated based on measurement immediately above reinforcement as a method of evaluating corrosion deterioration in reinforced concrete structures. It also aims to provide a theoretical ground for the feasibility of durability evaluation by electric non-destructive techniques with no need for chipping of cover concrete. This Resistivity Estimation Model (REM), which is a mathematical model using the mirror method, combines conventional four-electrode measurement of resistivity with geometric parameters including cover depth, bar diameter, and electrode intervals. This model was verified by estimation using this model at areas directly above reinforcement and resistivity measurement at areas unaffected by reinforcement in regard to the assessment of the concrete resistivity. Both results strongly correlated, proving the validity of this model. It is expected to be applicable to laboratory study and field diagnosis regarding reinforcement corrosion. (author)

  18. Engineering report : technical review of the GPSI model G3000 series multi-sensor controller system

    Energy Technology Data Exchange (ETDEWEB)

    Gibson, S.; Campbell, I. [Gas Protection Systems Inc., Maple Ridge, BC (Canada)

    2001-12-01

    The Enviro Sentry 24/7 model G3002 remote computer was developed by Gas Production Services Inc. (GPSI). This low cost Universal Detector/Controller consists of a stand-alone, scalable network connected to a daisy-chain topology. M. Collyer reviewed the capabilities of the GPSI model G3000 series multi-sensor controller system from an engineering perspective and presented an independent opinion on its performance and operation. Its evaluation was based on a randomly selected production unit supplied by GPSI. M. Collyer used widely used industry principles, electronic laboratory testing methods, prepared schematic diagrams, and presented operator ratings. The strength of the system's viability in the global market is that its use is not constrained by regulations or standards of any country, province, state or region. It can be used to provide solutions for air quality, protection and energy management. In particular, the G3000 series provides continuous protection and intelligent management in combustible gas detection; seismic risk mitigation; toxic gas early detection; air quality management; and, energy conservation. 1 tab.

  19. Estimating the basic reproduction rate of HFMD using the time series SIR model in Guangdong, China.

    Directory of Open Access Journals (Sweden)

    Zhicheng Du

    Full Text Available Hand, foot, and mouth disease (HFMD has caused a substantial burden of disease in China, especially in Guangdong Province. Based on notifiable cases, we use the time series Susceptible-Infected-Recovered model to estimate the basic reproduction rate (R0 and the herd immunity threshold, understanding the transmission and persistence of HFMD more completely for efficient intervention in this province. The standardized difference between the reported and fitted time series of HFMD was 0.009 (<0.2. The median basic reproduction rate of total, enterovirus 71, and coxsackievirus 16 cases in Guangdong were 4.621 (IQR: 3.907-5.823, 3.023 (IQR: 2.289-4.292 and 7.767 (IQR: 6.903-10.353, respectively. The heatmap of R0 showed semiannual peaks of activity, including a major peak in spring and early summer (about the 12th week followed by a smaller peak in autumn (about the 36th week. The county-level model showed that Longchuan (R0 = 33, Gaozhou (R0 = 24, Huazhou (R0 = 23 and Qingxin (R0 = 19 counties have higher basic reproduction rate than other counties in the province. The epidemic of HFMD in Guangdong Province is still grim, and strategies like the World Health Organization's expanded program on immunization need to be implemented. An elimination of HFMD in Guangdong might need a Herd Immunity Threshold of 78%.

  20. Stochastic modeling for time series InSAR: with emphasis on atmospheric effects

    Science.gov (United States)

    Cao, Yunmeng; Li, Zhiwei; Wei, Jianchao; Hu, Jun; Duan, Meng; Feng, Guangcai

    2018-02-01

    Despite the many applications of time series interferometric synthetic aperture radar (TS-InSAR) techniques in geophysical problems, error analysis and assessment have been largely overlooked. Tropospheric propagation error is still the dominant error source of InSAR observations. However, the spatiotemporal variation of atmospheric effects is seldom considered in the present standard TS-InSAR techniques, such as persistent scatterer interferometry and small baseline subset interferometry. The failure to consider the stochastic properties of atmospheric effects not only affects the accuracy of the estimators, but also makes it difficult to assess the uncertainty of the final geophysical results. To address this issue, this paper proposes a network-based variance-covariance estimation method to model the spatiotemporal variation of tropospheric signals, and to estimate the temporal variance-covariance matrix of TS-InSAR observations. The constructed stochastic model is then incorporated into the TS-InSAR estimators both for parameters (e.g., deformation velocity, topography residual) estimation and uncertainty assessment. It is an incremental and positive improvement to the traditional weighted least squares methods to solve the multitemporal InSAR time series. The performance of the proposed method is validated by using both simulated and real datasets.

  1. Modelling tourism demand in Madeira since 1946: and historical overview based on a time series approach

    Directory of Open Access Journals (Sweden)

    António Manuel Martins de Almeida

    2016-06-01

    Full Text Available Tourism is the leading economic sector in most islands and for that reason market trends are closely monitored due to the huge impacts of relatively minor changes in the demand patterns. An interesting line of research regarding the analysis of market trends concerns the examination of time series to get an historical overview of the data patterns. The modelling of demand patterns is obviously dependent on data availability, and the measurement of changes in demand patterns is quite often focused on a few decades. In this paper, we use long-term time-series data to analyse the evolution of the main markets in Madeira, by country of origin, in order to re-examine the Butler life cycle model, based on data available from 1946 onwards. This study is an opportunity to document the historical development of the industry in Madeira and to introduce the discussion about the rejuvenation of a mature destination. Tourism development in Madeira has experienced rapid growth until the late 90s, as one of the leading destinations in the European context. However, annual growth rates are not within acceptable ranges, which lead policy-makers and experts to recommend a thoughtfully assessment of the industry prospects.

  2. 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.

  3. Modeling error and stability of endothelial cytoskeletal membrane parameters based on modeling transendothelial impedance as resistor and capacitor in series.

    Science.gov (United States)

    Bodmer, James E; English, Anthony; Brady, Megan; Blackwell, Ken; Haxhinasto, Kari; Fotedar, Sunaina; Borgman, Kurt; Bai, Er-Wei; Moy, Alan B

    2005-09-01

    Transendothelial impedance across an endothelial monolayer grown on a microelectrode has previously been modeled as a repeating pattern of disks in which the electrical circuit consists of a resistor and capacitor in series. Although this numerical model breaks down barrier function into measurements of cell-cell adhesion, cell-matrix adhesion, and membrane capacitance, such solution parameters can be inaccurate without understanding model stability and error. In this study, we have evaluated modeling stability and error by using a chi(2) evaluation and Levenberg-Marquardt nonlinear least-squares (LM-NLS) method of the real and/or imaginary data in which the experimental measurement is compared with the calculated measurement derived by the model. Modeling stability and error were dependent on current frequency and the type of experimental data modeled. Solution parameters of cell-matrix adhesion were most susceptible to modeling instability. Furthermore, the LM-NLS method displayed frequency-dependent instability of the solution parameters, regardless of whether the real or imaginary data were analyzed. However, the LM-NLS method identified stable and reproducible solution parameters between all types of experimental data when a defined frequency spectrum of the entire data set was selected on the basis of a criterion of minimizing error. The frequency bandwidth that produced stable solution parameters varied greatly among different data types. Thus a numerical model based on characterizing transendothelial impedance as a resistor and capacitor in series and as a repeating pattern of disks is not sufficient to characterize the entire frequency spectrum of experimental transendothelial impedance.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2010-07-01

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

  5. Deterministic decomposition and seasonal ARIMA time series models applied to airport noise forecasting

    Science.gov (United States)

    Guarnaccia, Claudio; Quartieri, Joseph; Tepedino, Carmine

    2017-06-01

    One of the most hazardous physical polluting agents, considering their effects on human health, is acoustical noise. Airports are a strong source of acoustical noise, due to the airplanes turbines, to the aero-dynamical noise of transits, to the acceleration or the breaking during the take-off and landing phases of aircrafts, to the road traffic around the airport, etc.. The monitoring and the prediction of the acoustical level emitted by airports can be very useful to assess the impact on human health and activities. In the airports noise scenario, thanks to flights scheduling, the predominant sources may have a periodic behaviour. Thus, a Time Series Analysis approach can be adopted, considering that a general trend and a seasonal behaviour can be highlighted and used to build a predictive model. In this paper, two different approaches are adopted, thus two predictive models are constructed and tested. The first model is based on deterministic decomposition and is built composing the trend, that is the long term behaviour, the seasonality, that is the periodic component, and the random variations. The second model is based on seasonal autoregressive moving average, and it belongs to the stochastic class of models. The two different models are fitted on an acoustical level dataset collected close to the Nice (France) international airport. Results will be encouraging and will show good prediction performances of both the adopted strategies. A residual analysis is performed, in order to quantify the forecasting error features.

  6. 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.

  7. Scaling symmetry, renormalization, and time series modeling: the case of financial assets dynamics.

    Science.gov (United States)

    Zamparo, Marco; Baldovin, Fulvio; Caraglio, Michele; Stella, Attilio L

    2013-12-01

    We present and discuss a stochastic model of financial assets dynamics based on the idea of an inverse renormalization group strategy. With this strategy we construct the multivariate distributions of elementary returns based on the scaling with time of the probability density of their aggregates. In its simplest version the model is the product of an endogenous autoregressive component and a random rescaling factor designed to embody also exogenous influences. Mathematical properties like increments' stationarity and ergodicity can be proven. Thanks to the relatively low number of parameters, model calibration can be conveniently based on a method of moments, as exemplified in the case of historical data of the S&P500 index. The calibrated model accounts very well for many stylized facts, like volatility clustering, power-law decay of the volatility autocorrelation function, and multiscaling with time of the aggregated return distribution. In agreement with empirical evidence in finance, the dynamics is not invariant under time reversal, and, with suitable generalizations, skewness of the return distribution and leverage effects can be included. The analytical tractability of the model opens interesting perspectives for applications, for instance, in terms of obtaining closed formulas for derivative pricing. Further important features are the possibility of making contact, in certain limits, with autoregressive models widely used in finance and the possibility of partially resolving the long- and short-memory components of the volatility, with consistent results when applied to historical series.

  8. Scaling symmetry, renormalization, and time series modeling: The case of financial assets dynamics

    Science.gov (United States)

    Zamparo, Marco; Baldovin, Fulvio; Caraglio, Michele; Stella, Attilio L.

    2013-12-01

    We present and discuss a stochastic model of financial assets dynamics based on the idea of an inverse renormalization group strategy. With this strategy we construct the multivariate distributions of elementary returns based on the scaling with time of the probability density of their aggregates. In its simplest version the model is the product of an endogenous autoregressive component and a random rescaling factor designed to embody also exogenous influences. Mathematical properties like increments’ stationarity and ergodicity can be proven. Thanks to the relatively low number of parameters, model calibration can be conveniently based on a method of moments, as exemplified in the case of historical data of the S&P500 index. The calibrated model accounts very well for many stylized facts, like volatility clustering, power-law decay of the volatility autocorrelation function, and multiscaling with time of the aggregated return distribution. In agreement with empirical evidence in finance, the dynamics is not invariant under time reversal, and, with suitable generalizations, skewness of the return distribution and leverage effects can be included. The analytical tractability of the model opens interesting perspectives for applications, for instance, in terms of obtaining closed formulas for derivative pricing. Further important features are the possibility of making contact, in certain limits, with autoregressive models widely used in finance and the possibility of partially resolving the long- and short-memory components of the volatility, with consistent results when applied to historical series.

  9. Resistance exercise-induced microinjuries do not depend on 1or 3 minutes rest time interval between series. (Las microlesiones inducidas por el entrenamiento con cargas no dependen de los intervalos de descanso entre series de 1 o 3 minutos.

    Directory of Open Access Journals (Sweden)

    Rafael Pereira

    2008-10-01

    Full Text Available AbstractIn order to examine the effects of different rest intervals between sets on the muscle fiber integrity, 14 male subjects volunteered to participate in randomized crossover design methodology. All subjects completed 2 experimental training sessions. Both sessions consisted of 3 sets of 10 repetitions with 10 repetition maximum resistance bench press, cable pulldowns, military press, biceps curl, triceps curl, leg press, leg extension, and lying leg curls. The 2 experimental sessions differed only in the length of the rest period between sets and exercises: 1 session with a 1-minute and the other with a 3-minute rest period. the mechanical stress caused by the proposed training session cause similar damage in the muscle fibers do not depend of the 1 or 3 minutes of rest interval between series. ResumenEl propósito de ese estudio fue comparar los efectos de 2 diferentes períodos de descanso durante una sesión de entrenamiento con cargas en la integridad de la fibra muscular. Participaron de forma voluntaria 14 hombres en un estudio con diseño cruzado aleatorio. Todos los sujetos realizaron 2 sesiones de entrenamiento con cargas. Durante cada sesión, los sujetos completaban 3 series de 10 repeticiones máximas de press de banca, jalón en polea alta para dorsal, press militar, curl de bíceps con barra, extensión de tríceps trasnuca con mancuerna, prensa de piernas en máquina, extensión de rodillas en máquina, y flexión de rodillas en máquina. Las 2 sesiones experimentales diferían sólo en la longitud del período de descanso entre las series y los ejercicios: una sesión con 1 minuto y la otra con 3 minutos en los períodos de descanso. La tensión mecánica causada por las sesiones puede causar daños similares en las fibras musculares y no dependen de hacer 1 o 3 minutos de intervalo de descanso entre las series.

  10. Application of cross-sectional time series modeling for the prediction of energy expenditure from heart rate and accelerometry

    Science.gov (United States)

    Accurate estimation of energy expenditure (EE) in children and adolescents is required for a better understanding of physiological, behavioral, and environmental factors affecting energy balance. Cross-sectional time series (CSTS) models, which account for correlation structure of repeated observati...

  11. Time Series Neural Network Model for Part-of-Speech Tagging Indonesian Language

    Science.gov (United States)

    Tanadi, Theo

    2018-03-01

    Part-of-speech tagging (POS tagging) is an important part in natural language processing. Many methods have been used to do this task, including neural network. This paper models a neural network that attempts to do POS tagging. A time series neural network is modelled to solve the problems that a basic neural network faces when attempting to do POS tagging. In order to enable the neural network to have text data input, the text data will get clustered first using Brown Clustering, resulting a binary dictionary that the neural network can use. To further the accuracy of the neural network, other features such as the POS tag, suffix, and affix of previous words would also be fed to the neural network.

  12. Artificial neural networks for modeling time series of beach litter in the southern North Sea.

    Science.gov (United States)

    Schulz, Marcus; Matthies, Michael

    2014-07-01

    In European marine waters, existing monitoring programs of beach litter need to be improved concerning litter items used as indicators of pollution levels, efficiency, and effectiveness. In order to ease and focus future monitoring of beach litter on few important litter items, feed-forward neural networks consisting of three layers were developed to relate single litter items to general categories of marine litter. The neural networks developed were applied to seven beaches in the southern North Sea and modeled time series of five general categories of marine litter, such as litter from fishing, shipping, and tourism. Results of regression analyses show that general categories were predicted significantly moderately to well. Measured and modeled data were in the same order of magnitude, and minima and maxima overlapped well. Neural networks were found to be eligible tools to deliver reliable predictions of marine litter with low computational effort and little input of information. Copyright © 2014 Elsevier Ltd. All rights reserved.

  13. 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.

  14. Time-series panel analysis (TSPA): multivariate modeling of temporal associations in psychotherapy process.

    Science.gov (United States)

    Ramseyer, Fabian; Kupper, Zeno; Caspar, Franz; Znoj, Hansjörg; Tschacher, Wolfgang

    2014-10-01

    Processes occurring in the course of psychotherapy are characterized by the simple fact that they unfold in time and that the multiple factors engaged in change processes vary highly between individuals (idiographic phenomena). Previous research, however, has neglected the temporal perspective by its traditional focus on static phenomena, which were mainly assessed at the group level (nomothetic phenomena). To support a temporal approach, the authors introduce time-series panel analysis (TSPA), a statistical methodology explicitly focusing on the quantification of temporal, session-to-session aspects of change in psychotherapy. TSPA-models are initially built at the level of individuals and are subsequently aggregated at the group level, thus allowing the exploration of prototypical models. TSPA is based on vector auto-regression (VAR), an extension of univariate auto-regression models to multivariate time-series data. The application of TSPA is demonstrated in a sample of 87 outpatient psychotherapy patients who were monitored by postsession questionnaires. Prototypical mechanisms of change were derived from the aggregation of individual multivariate models of psychotherapy process. In a 2nd step, the associations between mechanisms of change (TSPA) and pre- to postsymptom change were explored. TSPA allowed a prototypical process pattern to be identified, where patient's alliance and self-efficacy were linked by a temporal feedback-loop. Furthermore, therapist's stability over time in both mastery and clarification interventions was positively associated with better outcomes. TSPA is a statistical tool that sheds new light on temporal mechanisms of change. Through this approach, clinicians may gain insight into prototypical patterns of change in psychotherapy. PsycINFO Database Record (c) 2014 APA, all rights reserved.

  15. Stochastic models in the DORIS position time series: estimates for IDS contribution to ITRF2014

    Science.gov (United States)

    Klos, Anna; Bogusz, Janusz; Moreaux, Guilhem

    2017-11-01

    This paper focuses on the investigation of the deterministic and stochastic parts of the Doppler Orbitography and Radiopositioning Integrated by Satellite (DORIS) weekly time series aligned to the newest release of ITRF2014. A set of 90 stations was divided into three groups depending on when the data were collected at an individual station. To reliably describe the DORIS time series, we employed a mathematical model that included the long-term nonlinear signal, linear trend, seasonal oscillations and a stochastic part, all being estimated with maximum likelihood estimation. We proved that the values of the parameters delivered for DORIS data are strictly correlated with the time span of the observations. The quality of the most recent data has significantly improved. Not only did the seasonal amplitudes decrease over the years, but also, and most importantly, the noise level and its type changed significantly. Among several tested models, the power-law process may be chosen as the preferred one for most of the DORIS data. Moreover, the preferred noise model has changed through the years from an autoregressive process to pure power-law noise with few stations characterised by a positive spectral index. For the latest observations, the medians of the velocity errors were equal to 0.3, 0.3 and 0.4 mm/year, respectively, for the North, East and Up components. In the best cases, a velocity uncertainty of DORIS sites of 0.1 mm/year is achievable when the appropriate coloured noise model is taken into consideration.

  16. Using forecast modelling to evaluate treatment effects in single-group interrupted time series analysis.

    Science.gov (United States)

    Linden, Ariel

    2018-05-11

    Interrupted time series analysis (ITSA) is an evaluation methodology in which a single treatment unit's outcome is studied serially over time and the intervention is expected to "interrupt" the level and/or trend of that outcome. ITSA is commonly evaluated using methods which may produce biased results if model assumptions are violated. In this paper, treatment effects are alternatively assessed by using forecasting methods to closely fit the preintervention observations and then forecast the post-intervention trend. A treatment effect may be inferred if the actual post-intervention observations diverge from the forecasts by some specified amount. The forecasting approach is demonstrated using the effect of California's Proposition 99 for reducing cigarette sales. Three forecast models are fit to the preintervention series-linear regression (REG), Holt-Winters (HW) non-seasonal smoothing, and autoregressive moving average (ARIMA)-and forecasts are generated into the post-intervention period. The actual observations are then compared with the forecasts to assess intervention effects. The preintervention data were fit best by HW, followed closely by ARIMA. REG fit the data poorly. The actual post-intervention observations were above the forecasts in HW and ARIMA, suggesting no intervention effect, but below the forecasts in the REG (suggesting a treatment effect), thereby raising doubts about any definitive conclusion of a treatment effect. In a single-group ITSA, treatment effects are likely to be biased if the model is misspecified. Therefore, evaluators should consider using forecast models to accurately fit the preintervention data and generate plausible counterfactual forecasts, thereby improving causal inference of treatment effects in single-group ITSA studies. © 2018 John Wiley & Sons, Ltd.

  17. Parameter sensitivity analysis of a lumped-parameter model of a chain of lymphangions in series.

    Science.gov (United States)

    Jamalian, Samira; Bertram, Christopher D; Richardson, William J; Moore, James E

    2013-12-01

    Any disruption of the lymphatic system due to trauma or injury can lead to edema. There is no effective cure for lymphedema, partly because predictive knowledge of lymphatic system reactions to interventions is lacking. A well-developed model of the system could greatly improve our understanding of its function. Lymphangions, defined as the vessel segment between two valves, are the individual pumping units. Based on our previous lumped-parameter model of a chain of lymphangions, this study aimed to identify the parameters that affect the system output the most using a sensitivity analysis. The system was highly sensitive to minimum valve resistance, such that variations in this parameter caused an order-of-magnitude change in time-average flow rate for certain values of imposed pressure difference. Average flow rate doubled when contraction frequency was increased within its physiological range. Optimum lymphangion length was found to be some 13-14.5 diameters. A peak of time-average flow rate occurred when transmural pressure was such that the pressure-diameter loop for active contractions was centered near maximum passive vessel compliance. Increasing the number of lymphangions in the chain improved the pumping in the presence of larger adverse pressure differences. For a given pressure difference, the optimal number of lymphangions increased with the total vessel length. These results indicate that further experiments to estimate valve resistance more accurately are necessary. The existence of an optimal value of transmural pressure may provide additional guidelines for increasing pumping in areas affected by edema.

  18. Towards predictive resistance models for agrochemicals by combining chemical and protein similarity via proteochemometric modelling.

    Science.gov (United States)

    van Westen, Gerard J P; Bender, Andreas; Overington, John P

    2014-10-01

    Resistance to pesticides is an increasing problem in agriculture. Despite practices such as phased use and cycling of 'orthogonally resistant' agents, resistance remains a major risk to national and global food security. To combat this problem, there is a need for both new approaches for pesticide design, as well as for novel chemical entities themselves. As summarized in this opinion article, a technique termed 'proteochemometric modelling' (PCM), from the field of chemoinformatics, could aid in the quantification and prediction of resistance that acts via point mutations in the target proteins of an agent. The technique combines information from both the chemical and biological domain to generate bioactivity models across large numbers of ligands as well as protein targets. PCM has previously been validated in prospective, experimental work in the medicinal chemistry area, and it draws on the growing amount of bioactivity information available in the public domain. Here, two potential applications of proteochemometric modelling to agrochemical data are described, based on previously published examples from the medicinal chemistry literature.

  19. Optimizing the De-Noise Neural Network Model for GPS Time-Series Monitoring of Structures

    Directory of Open Access Journals (Sweden)

    Mosbeh R. Kaloop

    2015-09-01

    Full Text Available The Global Positioning System (GPS is recently used widely in structures and other applications. Notwithstanding, the GPS accuracy still suffers from the errors afflicting the measurements, particularly the short-period displacement of structural components. Previously, the multi filter method is utilized to remove the displacement errors. This paper aims at using a novel application for the neural network prediction models to improve the GPS monitoring time series data. Four prediction models for the learning algorithms are applied and used with neural network solutions: back-propagation, Cascade-forward back-propagation, adaptive filter and extended Kalman filter, to estimate which model can be recommended. The noise simulation and bridge’s short-period GPS of the monitoring displacement component of one Hz sampling frequency are used to validate the four models and the previous method. The results show that the Adaptive neural networks filter is suggested for de-noising the observations, specifically for the GPS displacement components of structures. Also, this model is expected to have significant influence on the design of structures in the low frequency responses and measurements’ contents.

  20. 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.

  1. Assessing the effects of pharmacological agents on respiratory dynamics using time-series modeling.

    Science.gov (United States)

    Wong, Kin Foon Kevin; Gong, Jen J; Cotten, Joseph F; Solt, Ken; Brown, Emery N

    2013-04-01

    Developing quantitative descriptions of how stimulant and depressant drugs affect the respiratory system is an important focus in medical research. Respiratory variables-respiratory rate, tidal volume, and end tidal carbon dioxide-have prominent temporal dynamics that make it inappropriate to use standard hypothesis-testing methods that assume independent observations to assess the effects of these pharmacological agents. We present a polynomial signal plus autoregressive noise model for analysis of continuously recorded respiratory variables. We use a cyclic descent algorithm to maximize the conditional log likelihood of the parameters and the corrected Akaike's information criterion to choose simultaneously the orders of the polynomial and the autoregressive models. In an analysis of respiratory rates recorded from anesthetized rats before and after administration of the respiratory stimulant methylphenidate, we use the model to construct within-animal z-tests of the drug effect that take account of the time-varying nature of the mean respiratory rate and the serial dependence in rate measurements. We correct for the effect of model lack-of-fit on our inferences by also computing bootstrap confidence intervals for the average difference in respiratory rate pre- and postmethylphenidate treatment. Our time-series modeling quantifies within each animal the substantial increase in mean respiratory rate and respiratory dynamics following methylphenidate administration. This paradigm can be readily adapted to analyze the dynamics of other respiratory variables before and after pharmacologic treatments.

  2. Clustering gene expression time series data using an infinite Gaussian process mixture model.

    Science.gov (United States)

    McDowell, Ian C; Manandhar, Dinesh; Vockley, Christopher M; Schmid, Amy K; Reddy, Timothy E; Engelhardt, Barbara E

    2018-01-01

    Transcriptome-wide time series expression profiling is used to characterize the cellular response to environmental perturbations. The first step to analyzing transcriptional response data is often to cluster genes with similar responses. Here, we present a nonparametric model-based method, Dirichlet process Gaussian process mixture model (DPGP), which jointly models data clusters with a Dirichlet process and temporal dependencies with Gaussian processes. We demonstrate the accuracy of DPGP in comparison to state-of-the-art approaches using hundreds of simulated data sets. To further test our method, we apply DPGP to published microarray data from a microbial model organism exposed to stress and to novel RNA-seq data from a human cell line exposed to the glucocorticoid dexamethasone. We validate our clusters by examining local transcription factor binding and histone modifications. Our results demonstrate that jointly modeling cluster number and temporal dependencies can reveal shared regulatory mechanisms. DPGP software is freely available online at https://github.com/PrincetonUniversity/DP_GP_cluster.

  3. Clustering gene expression time series data using an infinite Gaussian process mixture model.

    Directory of Open Access Journals (Sweden)

    Ian C McDowell

    2018-01-01

    Full Text Available Transcriptome-wide time series expression profiling is used to characterize the cellular response to environmental perturbations. The first step to analyzing transcriptional response data is often to cluster genes with similar responses. Here, we present a nonparametric model-based method, Dirichlet process Gaussian process mixture model (DPGP, which jointly models data clusters with a Dirichlet process and temporal dependencies with Gaussian processes. We demonstrate the accuracy of DPGP in comparison to state-of-the-art approaches using hundreds of simulated data sets. To further test our method, we apply DPGP to published microarray data from a microbial model organism exposed to stress and to novel RNA-seq data from a human cell line exposed to the glucocorticoid dexamethasone. We validate our clusters by examining local transcription factor binding and histone modifications. Our results demonstrate that jointly modeling cluster number and temporal dependencies can reveal shared regulatory mechanisms. DPGP software is freely available online at https://github.com/PrincetonUniversity/DP_GP_cluster.

  4. Historical Streamflow Series Analysis Applied to Furnas HPP Reservoir Watershed Using the SWAT Model

    Directory of Open Access Journals (Sweden)

    Viviane de Souza Dias

    2018-04-01

    Full Text Available Over the last few years, the operation of the Furnas Hydropower Plant (HPP reservoir, located in the Grande River Basin, has been threatened due to a significant reduction in inflow. In the region, hydrological modelling tools are being used and tested to support decision making and water sustainability. In this study, the streamflow was modelled in the area of direct influence of the Furnas HPP reservoir, and the Soil and Water Assessment Tool (SWAT model performance was verified for studies in the region. Analyses of sensitivity and uncertainty were undertaken using the Sequential Uncertainty Fitting algorithm (SUFI-2 with a Calibration Uncertainty Program (SWAT-CUP. The hydrological modelling, at a monthly scale, presented good results in the calibration (NS 0.86, with a slight reduction of the coefficient in the validation period (NS 0.64. The results suggested that this tool could be applied in future hydrological studies in the region of study. With the consideration that special attention should be given to the historical series used in the calibration and validation of the models. It is important to note that this region has high demands for water resources, primarily for agricultural use. Water demands must also be taken into account in future hydrological simulations. The validation of this methodology led to important contributions to the management of water resources in regions with tropical climates, whose climatological and geological reality resembles the one studied here.

  5. Tracer kinetic model-driven registration for dynamic contrast-enhanced MRI time-series data.

    Science.gov (United States)

    Buonaccorsi, Giovanni A; O'Connor, James P B; Caunce, Angela; Roberts, Caleb; Cheung, Sue; Watson, Yvonne; Davies, Karen; Hope, Lynn; Jackson, Alan; Jayson, Gordon C; Parker, Geoffrey J M

    2007-11-01

    Dynamic contrast-enhanced MRI (DCE-MRI) time series data are subject to unavoidable physiological motion during acquisition (e.g., due to breathing) and this motion causes significant errors when fitting tracer kinetic models to the data, particularly with voxel-by-voxel fitting approaches. Motion correction is problematic, as contrast enhancement introduces new features into postcontrast images and conventional registration similarity measures cannot fully account for the increased image information content. A methodology is presented for tracer kinetic model-driven registration that addresses these problems by explicitly including a model of contrast enhancement in the registration process. The iterative registration procedure is focused on a tumor volume of interest (VOI), employing a three-dimensional (3D) translational transformation that follows only tumor motion. The implementation accurately removes motion corruption in a DCE-MRI software phantom and it is able to reduce model fitting errors and improve localization in 3D parameter maps in patient data sets that were selected for significant motion problems. Sufficient improvement was observed in the modeling results to salvage clinical trial DCE-MRI data sets that would otherwise have to be rejected due to motion corruption. Copyright 2007 Wiley-Liss, Inc.

  6. Comparison of Artificial Neural Networks and ARIMA statistical models in simulations of target wind time series

    Science.gov (United States)

    Kolokythas, Kostantinos; Vasileios, Salamalikis; Athanassios, Argiriou; Kazantzidis, Andreas

    2015-04-01

    The wind is a result of complex interactions of numerous mechanisms taking place in small or large scales, so, the better knowledge of its behavior is essential in a variety of applications, especially in the field of power production coming from wind turbines. In the literature there is a considerable number of models, either physical or statistical ones, dealing with the problem of simulation and prediction of wind speed. Among others, Artificial Neural Networks (ANNs) are widely used for the purpose of wind forecasting and, in the great majority of cases, outperform other conventional statistical models. In this study, a number of ANNs with different architectures, which have been created and applied in a dataset of wind time series, are compared to Auto Regressive Integrated Moving Average (ARIMA) statistical models. The data consist of mean hourly wind speeds coming from a wind farm on a hilly Greek region and cover a period of one year (2013). The main goal is to evaluate the models ability to simulate successfully the wind speed at a significant point (target). Goodness-of-fit statistics are performed for the comparison of the different methods. In general, the ANN showed the best performance in the estimation of wind speed prevailing over the ARIMA models.

  7. An advection-based model to increase the temporal resolution of PIV time series.

    Science.gov (United States)

    Scarano, Fulvio; Moore, Peter

    A numerical implementation of the advection equation is proposed to increase the temporal resolution of PIV time series. The method is based on the principle that velocity fluctuations are transported passively, similar to Taylor's hypothesis of frozen turbulence . In the present work, the advection model is extended to unsteady three-dimensional flows. The main objective of the method is that of lowering the requirement on the PIV repetition rate from the Eulerian frequency toward the Lagrangian one. The local trajectory of the fluid parcel is obtained by forward projection of the instantaneous velocity at the preceding time instant and backward projection from the subsequent time step. The trajectories are approximated by the instantaneous streamlines, which yields accurate results when the amplitude of velocity fluctuations is small with respect to the convective motion. The verification is performed with two experiments conducted at temporal resolutions significantly higher than that dictated by Nyquist criterion. The flow past the trailing edge of a NACA0012 airfoil closely approximates frozen turbulence , where the largest ratio between the Lagrangian and Eulerian temporal scales is expected. An order of magnitude reduction of the needed acquisition frequency is demonstrated by the velocity spectra of super-sampled series. The application to three-dimensional data is made with time-resolved tomographic PIV measurements of a transitional jet. Here, the 3D advection equation is implemented to estimate the fluid trajectories. The reduction in the minimum sampling rate by the use of super-sampling in this case is less, due to the fact that vortices occurring in the jet shear layer are not well approximated by sole advection at large time separation. Both cases reveal that the current requirements for time-resolved PIV experiments can be revised when information is poured from space to time . An additional favorable effect is observed by the analysis in the

  8. Antibiotic Resistances in Livestock: A Comparative Approach to Identify an Appropriate Regression Model for Count Data

    Directory of Open Access Journals (Sweden)

    Anke Hüls

    2017-05-01

    Full Text Available Antimicrobial resistance in livestock is a matter of general concern. To develop hygiene measures and methods for resistance prevention and control, epidemiological studies on a population level are needed to detect factors associated with antimicrobial resistance in livestock holdings. In general, regression models are used to describe these relationships between environmental factors and resistance outcome. Besides the study design, the correlation structures of the different outcomes of antibiotic resistance and structural zero measurements on the resistance outcome as well as on the exposure side are challenges for the epidemiological model building process. The use of appropriate regression models that acknowledge these complexities is essential to assure valid epidemiological interpretations. The aims of this paper are (i to explain the model building process comparing several competing models for count data (negative binomial model, quasi-Poisson model, zero-inflated model, and hurdle model and (ii to compare these models using data from a cross-sectional study on antibiotic resistance in animal husbandry. These goals are essential to evaluate which model is most suitable to identify potential prevention measures. The dataset used as an example in our analyses was generated initially to study the prevalence and associated factors for the appearance of cefotaxime-resistant Escherichia coli in 48 German fattening pig farms. For each farm, the outcome was the count of samples with resistant bacteria. There was almost no overdispersion and only moderate evidence of excess zeros in the data. Our analyses show that it is essential to evaluate regression models in studies analyzing the relationship between environmental factors and antibiotic resistances in livestock. After model comparison based on evaluation of model predictions, Akaike information criterion, and Pearson residuals, here the hurdle model was judged to be the most appropriate

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

    International Nuclear Information System (INIS)

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

    1990-01-01

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

  10. Hidden discriminative features extraction for supervised high-order time series modeling.

    Science.gov (United States)

    Nguyen, Ngoc Anh Thi; Yang, Hyung-Jeong; Kim, Sunhee

    2016-11-01

    In this paper, an orthogonal Tucker-decomposition-based extraction of high-order discriminative subspaces from a tensor-based time series data structure is presented, named as Tensor Discriminative Feature Extraction (TDFE). TDFE relies on the employment of category information for the maximization of the between-class scatter and the minimization of the within-class scatter to extract optimal hidden discriminative feature subspaces that are simultaneously spanned by every modality for supervised tensor modeling. In this context, the proposed tensor-decomposition method provides the following benefits: i) reduces dimensionality while robustly mining the underlying discriminative features, ii) results in effective interpretable features that lead to an improved classification and visualization, and iii) reduces the processing time during the training stage and the filtering of the projection by solving the generalized eigenvalue issue at each alternation step. Two real third-order tensor-structures of time series datasets (an epilepsy electroencephalogram (EEG) that is modeled as channel×frequency bin×time frame and a microarray data that is modeled as gene×sample×time) were used for the evaluation of the TDFE. The experiment results corroborate the advantages of the proposed method with averages of 98.26% and 89.63% for the classification accuracies of the epilepsy dataset and the microarray dataset, respectively. These performance averages represent an improvement on those of the matrix-based algorithms and recent tensor-based, discriminant-decomposition approaches; this is especially the case considering the small number of samples that are used in practice. Copyright © 2016 Elsevier Ltd. All rights reserved.

  11. 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.

  12. Induced mutations for horizontal resistance. A model study using leaf rust resistance in wheat

    International Nuclear Information System (INIS)

    Chopra, V.L.; Sawhney, R.N.; Kumar, R.

    1983-01-01

    A mutant with seemingly non-specific resistance to leaf rust was obtained some time ago from the wheat variety Kharchia Local treated with NMH. This mutant is being studied genetically and in its disease reaction by laboratories in Australia, Canada and India in co-operation. The mutant showed a dominant inheritance of resistance in F 1 , but different segregation in F 2 and F 3 . This peculiar genetic behaviour has so far not been explained. (author)

  13. The Role of Interface States and Series Resistance on the Current Voltage (I-V) Characterises of Au/n-CdTe Solar Cells

    International Nuclear Information System (INIS)

    Fiat, S.

    2008-01-01

    In order to well interpret the experimentally observed nonideal Au/n-CdTe solar cells parameters such as the zero-bias barrier height ( Φ B o), ideality factor (n), interface states (Nss) and series resistance. The energy distribution profile of Nss was obtained from forward bias I-V characteristics by taking in to account the bias dependent of the effective barrier height (Φ e )at room temperature.The values of Rs obtained from Cheung's functions. The higher values of n and Rs were attributed to the existence of a native insulator layer on CdTe surface and to high density of Nss localized at semiconductor/ insulator layer interface. The experimental I-V characteristics confirmed that the the thickness of insulator layer (δ o x) ,magnitude or Rs and Nss and a particular distribution of Nss in the band gap are important parameters that influence the electrical parameters of Au/n-CdTe solar cells

  14. Dynamic Modeling Using MCSim and R (SOT 2016 Biological Modeling Webinar Series)

    Science.gov (United States)

    MCSim is a stand-alone software package for simulating and analyzing dynamic models, with a focus on Bayesian analysis using Markov Chain Monte Carlo. While it is an extremely powerful package, it is somewhat inflexible, and offers only a limited range of analysis options, with n...

  15. 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.

  16. Knowledge fusion: Time series modeling followed by pattern recognition applied to unusual sections of background data

    International Nuclear Information System (INIS)

    Burr, T.; Doak, J.; Howell, J.A.; Martinez, D.; Strittmatter, R.

    1996-03-01

    This report describes work performed during FY 95 for the Knowledge Fusion Project, which by the Department of Energy, Office of Nonproliferation and National Security. The project team selected satellite sensor data as the one main example to which its analysis algorithms would be applied. The specific sensor-fusion problem has many generic features that make it a worthwhile problem to attempt to solve in a general way. The generic problem is to recognize events of interest from multiple time series in a possibly noisy background. By implementing a suite of time series modeling and forecasting methods and using well-chosen alarm criteria, we reduce the number of false alarms. We then further reduce the number of false alarms by analyzing all suspicious sections of data, as judged by the alarm criteria, with pattern recognition methods. This report describes the implementation and application of this two-step process for separating events from unusual background. As a fortunate by-product of this activity, it is possible to gain a better understanding of the natural background

  17. Knowledge fusion: Time series modeling followed by pattern recognition applied to unusual sections of background data

    Energy Technology Data Exchange (ETDEWEB)

    Burr, T.; Doak, J.; Howell, J.A.; Martinez, D.; Strittmatter, R.

    1996-03-01

    This report describes work performed during FY 95 for the Knowledge Fusion Project, which by the Department of Energy, Office of Nonproliferation and National Security. The project team selected satellite sensor data as the one main example to which its analysis algorithms would be applied. The specific sensor-fusion problem has many generic features that make it a worthwhile problem to attempt to solve in a general way. The generic problem is to recognize events of interest from multiple time series in a possibly noisy background. By implementing a suite of time series modeling and forecasting methods and using well-chosen alarm criteria, we reduce the number of false alarms. We then further reduce the number of false alarms by analyzing all suspicious sections of data, as judged by the alarm criteria, with pattern recognition methods. This report describes the implementation and application of this two-step process for separating events from unusual background. As a fortunate by-product of this activity, it is possible to gain a better understanding of the natural background.

  18. Diffusive and subdiffusive dynamics of indoor microclimate: a time series modeling.

    Science.gov (United States)

    Maciejewska, Monika; Szczurek, Andrzej; Sikora, Grzegorz; Wyłomańska, Agnieszka

    2012-09-01

    The indoor microclimate is an issue in modern society, where people spend about 90% of their time indoors. Temperature and relative humidity are commonly used for its evaluation. In this context, the two parameters are usually considered as behaving in the same manner, just inversely correlated. This opinion comes from observation of the deterministic components of temperature and humidity time series. We focus on the dynamics and the dependency structure of the time series of these parameters, without deterministic components. Here we apply the mean square displacement, the autoregressive integrated moving average (ARIMA), and the methodology for studying anomalous diffusion. The analyzed data originated from five monitoring locations inside a modern office building, covering a period of nearly one week. It was found that the temperature data exhibited a transition between diffusive and subdiffusive behavior, when the building occupancy pattern changed from the weekday to the weekend pattern. At the same time the relative humidity consistently showed diffusive character. Also the structures of the dependencies of the temperature and humidity data sets were different, as shown by the different structures of the ARIMA models which were found appropriate. In the space domain, the dynamics and dependency structure of the particular parameter were preserved. This work proposes an approach to describe the very complex conditions of indoor air and it contributes to the improvement of the representative character of microclimate monitoring.

  19. Knowledge fusion: An approach to time series model selection followed by pattern recognition

    International Nuclear Information System (INIS)

    Bleasdale, S.A.; Burr, T.L.; Scovel, J.C.; Strittmatter, R.B.

    1996-03-01

    This report describes work done during FY 95 that was sponsored by the Department of Energy, Office of Nonproliferation and National Security, Knowledge Fusion Project. The project team selected satellite sensor data to use as the one main example for the application of its analysis algorithms. The specific sensor-fusion problem has many generic features, which make it a worthwhile problem to attempt to solve in a general way. The generic problem is to recognize events of interest from multiple time series that define a possibly noisy background. By implementing a suite of time series modeling and forecasting methods and using well-chosen alarm criteria, we reduce the number of false alarms. We then further reduce the number of false alarms by analyzing all suspicious sections of data, as judged by the alarm criteria, with pattern recognition methods. An accompanying report (Ref 1) describes the implementation and application of this 2-step process for separating events from unusual background and applies a suite of forecasting methods followed by a suite of pattern recognition methods. This report goes into more detail about one of the forecasting methods and one of the pattern recognition methods and is applied to the same kind of satellite-sensor data that is described in Ref. 1

  20. Bayesian models of thermal and pluviometric time series in the Fucino plateau

    Directory of Open Access Journals (Sweden)

    Adriana Trabucco

    2011-09-01

    Full Text Available This work was developed within the Project Metodologie e sistemi integrati per la qualificazione di produzioni orticole del Fucino (Methodologies and integrated systems for the classification of horticultural products in the Fucino plateau, sponsored by the Italian Ministry of Education, University and Research, Strategic Projects, Law 448/97. Agro-system managing, especially if necessary to achieve high quality in speciality crops, requires knowledge of main features and intrinsic variability of climate. Statistical models may properly summarize the structure existing behind the observed variability, furthermore they may support the agronomic manager by providing the probability that meteorological events happen in a time window of interest. More than 30 years of daily values collected in four sites located on the Fucino plateau, Abruzzo region, Italy, were studied by fitting Bayesian generalized linear models to air temperature maximum /minimum and rainfall time series. Bayesian predictive distributions of climate variables supporting decision-making processes were calculated at different timescales, 5-days for temperatures and 10-days for rainfall, both to reduce computational efforts and to simplify statistical model assumptions. Technicians and field operators, even with limited statistical training, may exploit the model output by inspecting graphs and climatic profiles of the cultivated areas during decision-making processes. Realizations taken from predictive distributions may also be used as input for agro-ecological models (e.g. models of crop growth, water balance. Fitted models may be exploited to monitor climatic changes and to revise climatic profiles of interest areas, periodically updating the probability distributions of target climatic variables. For the sake of brevity, the description of results is limited to just one of the four sites, and results for all other sites are available as supplementary information.