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

A special case of reduced rank models for identification and modelling of time varying effects in survival analysis.

Science.gov (United States)

Perperoglou, Aris

2016-12-10

Flexible survival models are in need when modelling data from long term follow-up studies. In many cases, the assumption of proportionality imposed by a Cox model will not be valid. Instead, a model that can identify time varying effects of fixed covariates can be used. Although there are several approaches that deal with this problem, it is not always straightforward how to choose which covariates should be modelled having time varying effects and which not. At the same time, it is up to the researcher to define appropriate time functions that describe the dynamic pattern of the effects. In this work, we suggest a model that can deal with both fixed and time varying effects and uses simple hypotheses tests to distinguish which covariates do have dynamic effects. The model is an extension of the parsimonious reduced rank model of rank 1. As such, the number of parameters is kept low, and thus, a flexible set of time functions, such as b-splines, can be used. The basic theory is illustrated along with an efficient fitting algorithm. The proposed method is applied to a dataset of breast cancer patients and compared with a multivariate fractional polynomials approach for modelling time-varying effects. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

State space modeling of time-varying contemporaneous and lagged relations in connectivity maps.

Science.gov (United States)

Molenaar, Peter C M; Beltz, Adriene M; Gates, Kathleen M; Wilson, Stephen J

2016-01-15

Most connectivity mapping techniques for neuroimaging data assume stationarity (i.e., network parameters are constant across time), but this assumption does not always hold true. The authors provide a description of a new approach for simultaneously detecting time-varying (or dynamic) contemporaneous and lagged relations in brain connectivity maps. Specifically, they use a novel raw data likelihood estimation technique (involving a second-order extended Kalman filter/smoother embedded in a nonlinear optimizer) to determine the variances of the random walks associated with state space model parameters and their autoregressive components. The authors illustrate their approach with simulated and blood oxygen level-dependent functional magnetic resonance imaging data from 30 daily cigarette smokers performing a verbal working memory task, focusing on seven regions of interest (ROIs). Twelve participants had dynamic directed functional connectivity maps: Eleven had one or more time-varying contemporaneous ROI state loadings, and one had a time-varying autoregressive parameter. Compared to smokers without dynamic maps, smokers with dynamic maps performed the task with greater accuracy. Thus, accurate detection of dynamic brain processes is meaningfully related to behavior in a clinical sample. Published by Elsevier Inc.

Contact Dynamics of EHL Contacts under Time Varying Conditions

NARCIS (Netherlands)

Venner, Cornelis H.; Popovici, G.; Wijnant, Ysbrand H.; Dalmaz, G.; Lubrecht, A.A.; Priest, M

2004-01-01

By means of numerical simulations of two situations with time varying operating conditions it is shown that the dynamic behaviour of Elasto-Hydrodynamically Lubricated contacts in terms of vibrations can be characterized as: Changes in the mutual approach lead to film thickness changes in the inlet

Detection of dynamically varying interaural time differences

DEFF Research Database (Denmark)

Kohlrausch, Armin; Le Goff, Nicolas; Breebaart, Jeroen

2010-01-01

of fringes surrounding the probe is equal to the addition of the effects of the individual fringes. In this contribution, we present behavioral data for the same experimental condition, called dynamically varying ITD detection, but for a wider range of probe and fringe durations. Probe durations varied...

Closeness-Centrality-Based Synchronization Criteria for Complex Dynamical Networks With Interval Time-Varying Coupling Delays.

Science.gov (United States)

Park, Myeongjin; Lee, Seung-Hoon; Kwon, Oh-Min; Seuret, Alexandre

2017-09-06

This paper investigates synchronization in complex dynamical networks (CDNs) with interval time-varying delays. The CDNs are representative of systems composed of a large number of interconnected dynamical units, and for the purpose of the mathematical analysis, the leading work is to model them as graphs whose nodes represent the dynamical units. At this time, we take note of the importance of each node in networks. One way, in this paper, is that the closeness-centrality mentioned in the field of social science is grafted onto the CDNs. By constructing a suitable Lyapunov-Krasovskii functional, and utilizing some mathematical techniques, the sufficient and closeness-centrality-based conditions for synchronization stability of the networks are established in terms of linear matrix inequalities. Ultimately, the use of the closeness-centrality can be weighted with regard to not only the interconnection relation among the nodes, which was utilized in the existing works but also more information about nodes. Here, the centrality will be added as the concerned information. Moreover, to avoid the computational burden causing the nonconvex term including the square of the time-varying delay, how to deal with it is applied by estimating it to the convex term including time-varying delay. Finally, two illustrative examples are given to show the advantage of the closeness-centrality in point of the robustness on time-delay.

Dynamics of a physiologically structured population in a time-varying environment

DEFF Research Database (Denmark)

Heilmann, Irene Louise Torpe; Starke, Jens; Andersen, Ken Haste

2016-01-01

Physiologically structured population models have become a valuable tool to model the dynamics of populations. In a stationary environment such models can exhibit equilibrium solutions as well as periodic solutions. However, for many organisms the environment is not stationary, but varies more...... or less regularly. In order to understand the interaction between an external environmental forcing and the internal dynamics in a population, we examine the response of a physiologically structured population model to a periodic variation in the food resource. We explore the addition of forcing in two...... cases: (A) where the population dynamics is in equilibrium in a stationary environment, and (B) where the population dynamics exhibits a periodic solution in a stationary environment. When forcing is applied in case A, the solutions are mainly periodic. In case B the forcing signal interacts...

Time-varying linear control for tiltrotor aircraft

Directory of Open Access Journals (Sweden)

Jing ZHANG

2018-04-01

Full Text Available Tiltrotor aircraft have three flight modes: helicopter mode, airplane mode, and transition mode. A tiltrotor has characteristics of highly nonlinear, time-varying flight dynamics and inertial/control couplings in its transition mode. It can transit from the helicopter mode to the airplane mode by tilting its nacelles, and an effective controller is crucial to accomplish tilting transition missions. Longitudinal dynamic characteristics of the tiltrotor are described by a nonlinear Lagrange-form model, which takes into account inertial/control couplings and aerodynamic interferences. Reference commands for airspeed velocity and attitude in the transition mode are calculated dynamically by visiting a command library which is founded in advance by analyzing the flight envelope of the tiltrotor. A Time-Varying Linear (TVL model is obtained using a Taylor-expansion based online linearization technique from the nonlinear model. Subsequently, based on an optimal control concept, an online optimization based control method with input constraints considered is proposed. To validate the proposed control method, three typical tilting transition missions are simulated using the nonlinear model of XV-15 tiltrotor aircraft. Simulation results show that the controller can be used to control the tiltrotor throughout its operating envelop which includes a transition flight, and can also deal with vertical gust disturbances. Keywords: Constrained optimal control, Inertia/control couplings, Tiltrotor aircraft, Time-varying control, Transition mode

The estimation of time-varying risks in asset pricing modelling using B-Spline method

Science.gov (United States)

Nurjannah; Solimun; Rinaldo, Adji

2017-12-01

Asset pricing modelling has been extensively studied in the past few decades to explore the risk-return relationship. The asset pricing literature typically assumed a static risk-return relationship. However, several studies found few anomalies in the asset pricing modelling which captured the presence of the risk instability. The dynamic model is proposed to offer a better model. The main problem highlighted in the dynamic model literature is that the set of conditioning information is unobservable and therefore some assumptions have to be made. Hence, the estimation requires additional assumptions about the dynamics of risk. To overcome this problem, the nonparametric estimators can also be used as an alternative for estimating risk. The flexibility of the nonparametric setting avoids the problem of misspecification derived from selecting a functional form. This paper investigates the estimation of time-varying asset pricing model using B-Spline, as one of nonparametric approach. The advantages of spline method is its computational speed and simplicity, as well as the clarity of controlling curvature directly. The three popular asset pricing models will be investigated namely CAPM (Capital Asset Pricing Model), Fama-French 3-factors model and Carhart 4-factors model. The results suggest that the estimated risks are time-varying and not stable overtime which confirms the risk instability anomaly. The results is more pronounced in Carhart’s 4-factors model.

Time-Varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies

NARCIS (Netherlands)

N. Basturk (Nalan); S. Grassi (Stefano); L.F. Hoogerheide (Lennart); H.K. van Dijk (Herman)

2016-01-01

markdownabstractA novel dynamic asset-allocation approach is proposed where portfolios as well as portfolio strategies are updated at every decision period based on their past performance. For modeling, a general class of models is specified that combines a dynamic factor and a vector autoregressive

Identification of Time-Varying Pilot Control Behavior in Multi-Axis Control Tasks

Science.gov (United States)

Zaal, Peter M. T.; Sweet, Barbara T.

2012-01-01

Recent developments in fly-by-wire control architectures for rotorcraft have introduced new interest in the identification of time-varying pilot control behavior in multi-axis control tasks. In this paper a maximum likelihood estimation method is used to estimate the parameters of a pilot model with time-dependent sigmoid functions to characterize time-varying human control behavior. An experiment was performed by 9 general aviation pilots who had to perform a simultaneous roll and pitch control task with time-varying aircraft dynamics. In 8 different conditions, the axis containing the time-varying dynamics and the growth factor of the dynamics were varied, allowing for an analysis of the performance of the estimation method when estimating time-dependent parameter functions. In addition, a detailed analysis of pilots adaptation to the time-varying aircraft dynamics in both the roll and pitch axes could be performed. Pilot control behavior in both axes was significantly affected by the time-varying aircraft dynamics in roll and pitch, and by the growth factor. The main effect was found in the axis that contained the time-varying dynamics. However, pilot control behavior also changed over time in the axis not containing the time-varying aircraft dynamics. This indicates that some cross coupling exists in the perception and control processes between the roll and pitch axes.

Modelling Time-Varying Volatility in Financial Returns

DEFF Research Database (Denmark)

Amado, Cristina; Laakkonen, Helinä

2014-01-01

The “unusually uncertain” phase in the global financial markets has inspired many researchers to study the effects of ambiguity (or “Knightian uncertainty”) on the decisions made by investors and their implications for the capital markets. We contribute to this literature by using a modified...... version of the time-varying GARCH model of Amado and Teräsvirta (2013) to analyze whether the increasing uncertainty has caused excess volatility in the US and European government bond markets. In our model, volatility is multiplicatively decomposed into two time-varying conditional components: the first...... being captured by a stable GARCH(1,1) process and the second driven by the level of uncertainty in the financial market....

Conceptual Modeling of Time-Varying Information

DEFF Research Database (Denmark)

Gregersen, Heidi; Jensen, Christian S.

2004-01-01

A wide range of database applications manage information that varies over time. Many of the underlying database schemas of these were designed using the Entity-Relationship (ER) model. In the research community as well as in industry, it is common knowledge that the temporal aspects of the mini......-world are important, but difficult to capture using the ER model. Several enhancements to the ER model have been proposed in an attempt to support the modeling of temporal aspects of information. Common to the existing temporally extended ER models, few or no specific requirements to the models were given...

Long memory of financial time series and hidden Markov models with time-varying parameters

DEFF Research Database (Denmark)

Nystrup, Peter; Madsen, Henrik; Lindström, Erik

Hidden Markov models are often used to capture stylized facts of daily returns and to infer the hidden state of financial markets. Previous studies have found that the estimated models change over time, but the implications of the time-varying behavior for the ability to reproduce the stylized...... facts have not been thoroughly examined. This paper presents an adaptive estimation approach that allows for the parameters of the estimated models to be time-varying. It is shown that a two-state Gaussian hidden Markov model with time-varying parameters is able to reproduce the long memory of squared...... daily returns that was previously believed to be the most difficult fact to reproduce with a hidden Markov model. Capturing the time-varying behavior of the parameters also leads to improved one-step predictions....

Time-varying correlation and common structures in volatility

NARCIS (Netherlands)

Liu, Yang

2016-01-01

This thesis studies time series properties of the covariance structure of multivariate asset returns. First, the time-varying feature of correlation is investigated at the intraday level with a new correlation model incorporating the intraday correlation dynamics. Second, the thesis develops a

Modeling information diffusion in time-varying community networks

Science.gov (United States)

Cui, Xuelian; Zhao, Narisa

2017-12-01

Social networks are rarely static, and they typically have time-varying network topologies. A great number of studies have modeled temporal networks and explored social contagion processes within these models; however, few of these studies have considered community structure variations. In this paper, we present a study of how the time-varying property of a modular structure influences the information dissemination. First, we propose a continuous-time Markov model of information diffusion where two parameters, mobility rate and community attractiveness, are introduced to address the time-varying nature of the community structure. The basic reproduction number is derived, and the accuracy of this model is evaluated by comparing the simulation and theoretical results. Furthermore, numerical results illustrate that generally both the mobility rate and community attractiveness significantly promote the information diffusion process, especially in the initial outbreak stage. Moreover, the strength of this promotion effect is much stronger when the modularity is higher. Counterintuitively, it is found that when all communities have the same attractiveness, social mobility no longer accelerates the diffusion process. In addition, we show that the local spreading in the advantage group has been greatly enhanced due to the agglomeration effect caused by the social mobility and community attractiveness difference, which thus increases the global spreading.

Dynamic RSA: Examining parasympathetic regulatory dynamics via vector-autoregressive modeling of time-varying RSA and heart period.

Science.gov (United States)

Fisher, Aaron J; Reeves, Jonathan W; Chi, Cyrus

2016-07-01

Expanding on recently published methods, the current study presents an approach to estimating the dynamic, regulatory effect of the parasympathetic nervous system on heart period on a moment-to-moment basis. We estimated second-to-second variation in respiratory sinus arrhythmia (RSA) in order to estimate the contemporaneous and time-lagged relationships among RSA, interbeat interval (IBI), and respiration rate via vector autoregression. Moreover, we modeled these relationships at lags of 1 s to 10 s, in order to evaluate the optimal latency for estimating dynamic RSA effects. The IBI (t) on RSA (t-n) regression parameter was extracted from individual models as an operationalization of the regulatory effect of RSA on IBI-referred to as dynamic RSA (dRSA). Dynamic RSA positively correlated with standard averages of heart rate and negatively correlated with standard averages of RSA. We propose that dRSA reflects the active downregulation of heart period by the parasympathetic nervous system and thus represents a novel metric that provides incremental validity in the measurement of autonomic cardiac control-specifically, a method by which parasympathetic regulatory effects can be measured in process. © 2016 Society for Psychophysiological Research.

Estimation and Properties of a Time-Varying GQARCH(1,1-M Model

Directory of Open Access Journals (Sweden)

Sofia Anyfantaki

2011-01-01

analysis of these models computationally infeasible. This paper outlines the issues and suggests to employ a Markov chain Monte Carlo algorithm which allows the calculation of a classical estimator via the simulated EM algorithm or a simulated Bayesian solution in only ( computational operations, where is the sample size. Furthermore, the theoretical dynamic properties of a time-varying GQARCH(1,1-M are derived. We discuss them and apply the suggested Bayesian estimation to three major stock markets.

Nonlinear Dynamics Modeling and Analysis of Torsional Spring-Loaded Antibacklash Gear with Time-Varying Meshing Stiffness and Friction

Directory of Open Access Journals (Sweden)

Zheng Yang

2013-01-01

Full Text Available Torsional spring-loaded antibacklash gear which can improve the transmission precision is widely used in many precision transmission fields. It is very important to investigate the dynamic characteristics of antibacklash gear. In the paper, applied force analysis is completed in detail. Then, defining the starting point of double-gear meshing as initial position, according to the meshing characteristic of antibacklash gear, single- or double-tooth meshing states of two gear pairs and the transformation relationship at any moment are determined. Based on this, a nonlinear model of antibacklash gear with time-varying friction and meshing stiffness is proposed. The influences of friction and variations of torsional spring stiffness, damping ratio and preload on dynamic transmission error (DTE are analyzed by numerical calculation and simulation, and the results show that antibacklash gear can increase the composite meshing stiffness; when the torsional spring stiffness is large enough, the oscillating components of the DTE (ODTE and the RMS of the DTE (RDTE trend to be a constant value; the variations of ODTE and RDTE are not significant, unless preload exceeds a certain value.

Time-Varying Dynamic Properties of Offshore Wind Turbines Evaluated by Modal Testing

DEFF Research Database (Denmark)

Damgaard, Mads; Andersen, J. K. F.; Ibsen, Lars Bo

2014-01-01

resonance of the wind turbine structure. In this paper, free vibration tests and a numerical Winkler type approach are used to evaluate the dynamic properties of a total of 30 offshore wind turbines located in the North Sea. Analyses indicate time-varying eigenfrequencies and damping ratios of the lowest...... structural eigenmode. Isolating the oscillation oil damper performance, moveable seabed conditions may lead to the observed time dependency....

Dynamic IQC-Based Control of Uncertain LFT Systems With Time-Varying State Delay.

Science.gov (United States)

Yuan, Chengzhi; Wu, Fen

2016-12-01

This paper presents a new exact-memory delay control scheme for a class of uncertain systems with time-varying state delay under the integral quadratic constraint (IQC) framework. The uncertain system is described as a linear fractional transformation model including a state-delayed linear time-invariant (LTI) system and time-varying structured uncertainties. The proposed exact-memory delay controller consists of a linear state-feedback control law and an additional term that captures the delay behavior of the plant. We first explore the delay stability and the L 2 -gain performance using dynamic IQCs incorporated with quadratic Lyapunov functions. Then, the design of exact-memory controllers that guarantee desired L 2 -gain performance is examined. The resulting delay control synthesis conditions are formulated in terms of linear matrix inequalities, which are convex on all design variables including the scaling matrices associated with the IQC multipliers. The IQC-based exact-memory control scheme provides a novel approach for delay control designs via convex optimization, and advances existing control methods in two important ways: 1) better controlled performance and 2) simplified design procedure with less computational cost. The effectiveness and advantages of the proposed approach have been demonstrated through numerical studies.

Time-varying BRDFs.

Science.gov (United States)

Sun, Bo; Sunkavalli, Kalyan; Ramamoorthi, Ravi; Belhumeur, Peter N; Nayar, Shree K

2007-01-01

The properties of virtually all real-world materials change with time, causing their bidirectional reflectance distribution functions (BRDFs) to be time varying. However, none of the existing BRDF models and databases take time variation into consideration; they represent the appearance of a material at a single time instance. In this paper, we address the acquisition, analysis, modeling, and rendering of a wide range of time-varying BRDFs (TVBRDFs). We have developed an acquisition system that is capable of sampling a material's BRDF at multiple time instances, with each time sample acquired within 36 sec. We have used this acquisition system to measure the BRDFs of a wide range of time-varying phenomena, which include the drying of various types of paints (watercolor, spray, and oil), the drying of wet rough surfaces (cement, plaster, and fabrics), the accumulation of dusts (household and joint compound) on surfaces, and the melting of materials (chocolate). Analytic BRDF functions are fit to these measurements and the model parameters' variations with time are analyzed. Each category exhibits interesting and sometimes nonintuitive parameter trends. These parameter trends are then used to develop analytic TVBRDF models. The analytic TVBRDF models enable us to apply effects such as paint drying and dust accumulation to arbitrary surfaces and novel materials.

Entropy Rate of Time-Varying Wireless Networks

DEFF Research Database (Denmark)

Cika, Arta; Badiu, Mihai Alin; Coon, Justin P.

2018-01-01

In this paper, we present a detailed framework to analyze the evolution of the random topology of a time-varying wireless network via the information theoretic notion of entropy rate. We consider a propagation channel varying over time with random node positions in a closed space and Rayleigh...... fading affecting the connections between nodes. The existence of an edge between two nodes at given locations is modeled by a Markov chain, enabling memory effects in network dynamics. We then derive a lower and an upper bound on the entropy rate of the spatiotemporal network. The entropy rate measures...

Time-varying economic dominance in financial markets: A bistable dynamics approach

Science.gov (United States)

He, Xue-Zhong; Li, Kai; Wang, Chuncheng

2018-05-01

By developing a continuous-time heterogeneous agent financial market model of multi-assets traded by fundamental and momentum investors, we provide a potential mechanism for generating time-varying dominance between fundamental and non-fundamental in financial markets. We show that investment constraints lead to the coexistence of a locally stable fundamental steady state and a locally stable limit cycle around the fundamental, characterized by a Bautin bifurcation. This provides a mechanism for market prices to switch stochastically between the two persistent but very different market states, leading to the coexistence and time-varying dominance of seemingly controversial efficient market and price momentum over different time periods. The model also generates other financial market stylized facts, such as spillover effects in both momentum and volatility, market booms, crashes, and correlation reduction due to cross-sectional momentum trading. Empirical evidence based on the U.S. market supports the main findings. The mechanism developed in this paper can be used to characterize time-varying economic dominance in economics and finance in general.

Modeling polar cap F-region patches using time varying convection

International Nuclear Information System (INIS)

Sojka, J.J.; Bowline, M.D.; Schunk, R.W.; Decker, D.T.; Valladares, C.E.; Sheehan, R.; Anderson, D.N.; Heelis, R.A.

1993-01-01

Here the authors present the results of computerized simulations of the polar cap regions which were able to model the formation of polar cap patches. They used the Utah State University Time-Dependent Ionospheric Model (TDIM) and the Phillips Laboratory (PL) F-region models in this work. By allowing a time varying magnetospheric electric field in the models, they were able to generate the patches. This time varying field generates a convection in the ionosphere. This convection is similar to convective changes observed in the ionosphere at times of southward pointing interplanetary magnetic field, due to changes in the B y component of the IMF

Delay-Dependent Asymptotic Stability of Cohen-Grossberg Models with Multiple Time-Varying Delays

Directory of Open Access Journals (Sweden)

Xiaofeng Liao

2007-01-01

Full Text Available Dynamical behavior of a class of Cohen-Grossberg models with multiple time-varying delays is studied in detail. Sufficient delay-dependent criteria to ensure local and global asymptotic stabilities of the equilibrium of this network are derived by constructing suitable Lyapunov functionals. The obtained conditions are shown to be less conservative and restrictive than those reported in the known literature. Some numerical examples are included to demonstrate our results.

Varying parameter models to accommodate dynamic promotion effects

NARCIS (Netherlands)

Foekens, E.W.; Leeflang, P.S.H.; Wittink, D.R.

1999-01-01

The purpose of this paper is to examine the dynamic effects of sales promotions. We create dynamic brand sales models (for weekly store-level scanner data) by relating store intercepts and a brand's own price elasticity to a measure of the cumulated previous price discounts - amount and time - for

Time-varying Concurrent Risk of Extreme Droughts and Heatwaves in California

Science.gov (United States)

Sarhadi, A.; Diffenbaugh, N. S.; Ausin, M. C.

2016-12-01

Anthropogenic global warming has changed the nature and the risk of extreme climate phenomena such as droughts and heatwaves. The concurrent of these nature-changing climatic extremes may result in intensifying undesirable consequences in terms of human health and destructive effects in water resources. The present study assesses the risk of concurrent extreme droughts and heatwaves under dynamic nonstationary conditions arising from climate change in California. For doing so, a generalized fully Bayesian time-varying multivariate risk framework is proposed evolving through time under dynamic human-induced environment. In this methodology, an extreme, Bayesian, dynamic copula (Gumbel) is developed to model the time-varying dependence structure between the two different climate extremes. The time-varying extreme marginals are previously modeled using a Generalized Extreme Value (GEV) distribution. Bayesian Markov Chain Monte Carlo (MCMC) inference is integrated to estimate parameters of the nonstationary marginals and copula using a Gibbs sampling method. Modelled marginals and copula are then used to develop a fully Bayesian, time-varying joint return period concept for the estimation of concurrent risk. Here we argue that climate change has increased the chance of concurrent droughts and heatwaves over decades in California. It is also demonstrated that a time-varying multivariate perspective should be incorporated to assess realistic concurrent risk of the extremes for water resources planning and management in a changing climate in this area. The proposed generalized methodology can be applied for other stochastic nature-changing compound climate extremes that are under the influence of climate change.

Long Memory of Financial Time Series and Hidden Markov Models with Time-Varying Parameters

DEFF Research Database (Denmark)

Nystrup, Peter; Madsen, Henrik; Lindström, Erik

2016-01-01

Hidden Markov models are often used to model daily returns and to infer the hidden state of financial markets. Previous studies have found that the estimated models change over time, but the implications of the time-varying behavior have not been thoroughly examined. This paper presents an adaptive...... to reproduce with a hidden Markov model. Capturing the time-varying behavior of the parameters also leads to improved one-step density forecasts. Finally, it is shown that the forecasting performance of the estimated models can be further improved using local smoothing to forecast the parameter variations....

Computing Conditional VaR using Time-varying CopulasComputing Conditional VaR using Time-varying Copulas

Directory of Open Access Journals (Sweden)

Beatriz Vaz de Melo Mendes

2005-12-01

Full Text Available It is now widespread the use of Value-at-Risk (VaR as a canonical measure at risk. Most accurate VaR measures make use of some volatility model such as GARCH-type models. However, the pattern of volatility dynamic of a portfolio follows from the (univariate behavior of the risk assets, as well as from the type and strength of the associations among them. Moreover, the dependence structure among the components may change conditionally t past observations. Some papers have attempted to model this characteristic by assuming a multivariate GARCH model, or by considering the conditional correlation coefficient, or by incorporating some possibility for switches in regimes. In this paper we address this problem using time-varying copulas. Our modeling strategy allows for the margins to follow some FIGARCH type model while the copula dependence structure changes over time.

Design of 2D time-varying vector fields.

Science.gov (United States)

Chen, Guoning; Kwatra, Vivek; Wei, Li-Yi; Hansen, Charles D; Zhang, Eugene

2012-10-01

Design of time-varying vector fields, i.e., vector fields that can change over time, has a wide variety of important applications in computer graphics. Existing vector field design techniques do not address time-varying vector fields. In this paper, we present a framework for the design of time-varying vector fields, both for planar domains as well as manifold surfaces. Our system supports the creation and modification of various time-varying vector fields with desired spatial and temporal characteristics through several design metaphors, including streamlines, pathlines, singularity paths, and bifurcations. These design metaphors are integrated into an element-based design to generate the time-varying vector fields via a sequence of basis field summations or spatial constrained optimizations at the sampled times. The key-frame design and field deformation are also introduced to support other user design scenarios. Accordingly, a spatial-temporal constrained optimization and the time-varying transformation are employed to generate the desired fields for these two design scenarios, respectively. We apply the time-varying vector fields generated using our design system to a number of important computer graphics applications that require controllable dynamic effects, such as evolving surface appearance, dynamic scene design, steerable crowd movement, and painterly animation. Many of these are difficult or impossible to achieve via prior simulation-based methods. In these applications, the time-varying vector fields have been applied as either orientation fields or advection fields to control the instantaneous appearance or evolving trajectories of the dynamic effects.

Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure

DEFF Research Database (Denmark)

Amado, Christina; Teräsvirta, Timo

multiplier type misspecification tests. Finite-sample properties of these procedures and tests are examined by simulation. An empirical application to daily stock returns and another one to daily exchange rate returns illustrate the functioning and properties of our modelling strategy in practice......In this paper, we propose two parametric alternatives to the standard GARCH model. They allow the conditional variance to have a smooth time-varying structure of either ad- ditive or multiplicative type. The suggested parameterizations describe both nonlinearity and structural change...... in the conditional and unconditional variances where the transition between regimes over time is smooth. A modelling strategy for these new time-varying parameter GARCH models is developed. It relies on a sequence of Lagrange multiplier tests, and the adequacy of the estimated models is investigated by Lagrange...

Distributed leader-follower flocking control for multi-agent dynamical systems with time-varying velocities

NARCIS (Netherlands)

Yu, Wenwu; Chen, Guanrong; Cao, Ming

Using tools from algebraic graph theory and nonsmooth analysis in combination with ideas of collective potential functions, velocity consensus and navigation feedback, a distributed leader-follower flocking algorithm for multi-agent dynamical systems with time-varying velocities is developed where

Design of 2D Time-Varying Vector Fields

KAUST Repository

Chen, Guoning

2012-10-01

Design of time-varying vector fields, i.e., vector fields that can change over time, has a wide variety of important applications in computer graphics. Existing vector field design techniques do not address time-varying vector fields. In this paper, we present a framework for the design of time-varying vector fields, both for planar domains as well as manifold surfaces. Our system supports the creation and modification of various time-varying vector fields with desired spatial and temporal characteristics through several design metaphors, including streamlines, pathlines, singularity paths, and bifurcations. These design metaphors are integrated into an element-based design to generate the time-varying vector fields via a sequence of basis field summations or spatial constrained optimizations at the sampled times. The key-frame design and field deformation are also introduced to support other user design scenarios. Accordingly, a spatial-temporal constrained optimization and the time-varying transformation are employed to generate the desired fields for these two design scenarios, respectively. We apply the time-varying vector fields generated using our design system to a number of important computer graphics applications that require controllable dynamic effects, such as evolving surface appearance, dynamic scene design, steerable crowd movement, and painterly animation. Many of these are difficult or impossible to achieve via prior simulation-based methods. In these applications, the time-varying vector fields have been applied as either orientation fields or advection fields to control the instantaneous appearance or evolving trajectories of the dynamic effects. © 1995-2012 IEEE.

Design of 2D Time-Varying Vector Fields

KAUST Repository

Chen, Guoning; Kwatra, Vivek; Wei, Li-Yi; Hansen, Charles D.; Zhang, Eugene

2012-01-01

Design of time-varying vector fields, i.e., vector fields that can change over time, has a wide variety of important applications in computer graphics. Existing vector field design techniques do not address time-varying vector fields. In this paper, we present a framework for the design of time-varying vector fields, both for planar domains as well as manifold surfaces. Our system supports the creation and modification of various time-varying vector fields with desired spatial and temporal characteristics through several design metaphors, including streamlines, pathlines, singularity paths, and bifurcations. These design metaphors are integrated into an element-based design to generate the time-varying vector fields via a sequence of basis field summations or spatial constrained optimizations at the sampled times. The key-frame design and field deformation are also introduced to support other user design scenarios. Accordingly, a spatial-temporal constrained optimization and the time-varying transformation are employed to generate the desired fields for these two design scenarios, respectively. We apply the time-varying vector fields generated using our design system to a number of important computer graphics applications that require controllable dynamic effects, such as evolving surface appearance, dynamic scene design, steerable crowd movement, and painterly animation. Many of these are difficult or impossible to achieve via prior simulation-based methods. In these applications, the time-varying vector fields have been applied as either orientation fields or advection fields to control the instantaneous appearance or evolving trajectories of the dynamic effects. © 1995-2012 IEEE.

Estimation of time-varying reactivity by the H∞ optimal linear filter

International Nuclear Information System (INIS)

Suzuki, Katsuo; Shimazaki, Junya; Watanabe, Koiti

1995-01-01

The problem of estimating the time-varying net reactivity from flux measurements is solved for a point reactor kinetics model using a linear filtering technique in an H ∞ settings. In order to sue this technique, an appropriate dynamical model of the reactivity is constructed that can be embedded into the reactor model as one of its variables. A filter, which minimizes the H ∞ norm of the estimation error power spectrum, operates on neutron density measurements corrupted by noise and provides an estimate of the dynamic net reactivity. Computer simulations are performed to reveal the basic characteristics of the H ∞ optimal filter. The results of the simulation indicate that the filter can be used to determine the time-varying reactivity from neutron density measurements that have been corrupted by noise

Continuous time modelling with individually varying time intervals for oscillating and non-oscillating processes.

Science.gov (United States)

Voelkle, Manuel C; Oud, Johan H L

2013-02-01

When designing longitudinal studies, researchers often aim at equal intervals. In practice, however, this goal is hardly ever met, with different time intervals between assessment waves and different time intervals between individuals being more the rule than the exception. One of the reasons for the introduction of continuous time models by means of structural equation modelling has been to deal with irregularly spaced assessment waves (e.g., Oud & Delsing, 2010). In the present paper we extend the approach to individually varying time intervals for oscillating and non-oscillating processes. In addition, we show not only that equal intervals are unnecessary but also that it can be advantageous to use unequal sampling intervals, in particular when the sampling rate is low. Two examples are provided to support our arguments. In the first example we compare a continuous time model of a bivariate coupled process with varying time intervals to a standard discrete time model to illustrate the importance of accounting for the exact time intervals. In the second example the effect of different sampling intervals on estimating a damped linear oscillator is investigated by means of a Monte Carlo simulation. We conclude that it is important to account for individually varying time intervals, and encourage researchers to conceive of longitudinal studies with different time intervals within and between individuals as an opportunity rather than a problem. © 2012 The British Psychological Society.

Synchronization criterion for Lur'e type complex dynamical networks with time-varying delay

International Nuclear Information System (INIS)

Ji, D.H.; Park, Ju H.; Yoo, W.J.; Won, S.C.; Lee, S.M.

2010-01-01

In this Letter, the synchronization problem for a class of complex dynamical networks in which every identical node is a Lur'e system with time-varying delay is considered. A delay-dependent synchronization criterion is derived for the synchronization of complex dynamical network that represented by Lur'e system with sector restricted nonlinearities. The derived criterion is a sufficient condition for absolute stability of error dynamics between the each nodes and the isolated node. Using a convex representation of the nonlinearity for error dynamics, the stability condition based on the discretized Lyapunov-Krasovskii functional is obtained via LMI formulation. The proposed delay-dependent synchronization criterion is less conservative than the existing ones. The effectiveness of our work is verified through numerical examples.

Time-varying parameter models for catchments with land use change: the importance of model structure

Science.gov (United States)

Pathiraja, Sahani; Anghileri, Daniela; Burlando, Paolo; Sharma, Ashish; Marshall, Lucy; Moradkhani, Hamid

2018-05-01

Rapid population and economic growth in Southeast Asia has been accompanied by extensive land use change with consequent impacts on catchment hydrology. Modeling methodologies capable of handling changing land use conditions are therefore becoming ever more important and are receiving increasing attention from hydrologists. A recently developed data-assimilation-based framework that allows model parameters to vary through time in response to signals of change in observations is considered for a medium-sized catchment (2880 km2) in northern Vietnam experiencing substantial but gradual land cover change. We investigate the efficacy of the method as well as the importance of the chosen model structure in ensuring the success of a time-varying parameter method. The method was used with two lumped daily conceptual models (HBV and HyMOD) that gave good-quality streamflow predictions during pre-change conditions. Although both time-varying parameter models gave improved streamflow predictions under changed conditions compared to the time-invariant parameter model, persistent biases for low flows were apparent in the HyMOD case. It was found that HyMOD was not suited to representing the modified baseflow conditions, resulting in extreme and unrealistic time-varying parameter estimates. This work shows that the chosen model can be critical for ensuring the time-varying parameter framework successfully models streamflow under changing land cover conditions. It can also be used to determine whether land cover changes (and not just meteorological factors) contribute to the observed hydrologic changes in retrospective studies where the lack of a paired control catchment precludes such an assessment.

Time-varying parameter models for catchments with land use change: the importance of model structure

Directory of Open Access Journals (Sweden)

S. Pathiraja

2018-05-01

Full Text Available Rapid population and economic growth in Southeast Asia has been accompanied by extensive land use change with consequent impacts on catchment hydrology. Modeling methodologies capable of handling changing land use conditions are therefore becoming ever more important and are receiving increasing attention from hydrologists. A recently developed data-assimilation-based framework that allows model parameters to vary through time in response to signals of change in observations is considered for a medium-sized catchment (2880 km2 in northern Vietnam experiencing substantial but gradual land cover change. We investigate the efficacy of the method as well as the importance of the chosen model structure in ensuring the success of a time-varying parameter method. The method was used with two lumped daily conceptual models (HBV and HyMOD that gave good-quality streamflow predictions during pre-change conditions. Although both time-varying parameter models gave improved streamflow predictions under changed conditions compared to the time-invariant parameter model, persistent biases for low flows were apparent in the HyMOD case. It was found that HyMOD was not suited to representing the modified baseflow conditions, resulting in extreme and unrealistic time-varying parameter estimates. This work shows that the chosen model can be critical for ensuring the time-varying parameter framework successfully models streamflow under changing land cover conditions. It can also be used to determine whether land cover changes (and not just meteorological factors contribute to the observed hydrologic changes in retrospective studies where the lack of a paired control catchment precludes such an assessment.

Modeling of Electricity Demand for Azerbaijan: Time-Varying Coefficient Cointegration Approach

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Jeyhun I. Mikayilov

2017-11-01

Full Text Available Recent literature has shown that electricity demand elasticities may not be constant over time and this has investigated using time-varying estimation methods. As accurate modeling of electricity demand is very important in Azerbaijan, which is a transitional country facing significant change in its economic outlook, we analyze whether the response of electricity demand to income and price is varying over time in this economy. We employed the Time-Varying Coefficient cointegration approach, a cutting-edge time-varying estimation method. We find evidence that income elasticity demonstrates sizeable variation for the period of investigation ranging from 0.48% to 0.56%. The study has some useful policy implications related to the income and price aspects of the electricity consumption in Azerbaijan.

Models of quality-adjusted life years when health varies over time

DEFF Research Database (Denmark)

Hansen, Kristian Schultz; Østerdal, Lars Peter Raahave

2006-01-01

Qualityadjusted life year (QALY) models are widely used for economic evaluation in the health care sector. In the first part of the paper, we establish an overview of QALY models where health varies over time and provide a theoretical analysis of model identification and parameter estimation from...... time tradeoff (TTO) and standard gamble (SG) scores. We investigate deterministic and probabilistic models and consider five different families of discounting functions in all. The second part of the paper discusses four issues recurrently debated in the literature. This discussion includes questioning...... of these two can be used to disentangle risk aversion from discounting. We find that caution must be taken when drawing conclusions from models with chronic health states to situations where health varies over time. One notable difference is that in the former case, risk aversion may be indistinguishable from...

Multivariate Option Pricing with Time Varying Volatility and Correlations

DEFF Research Database (Denmark)

Rombouts, Jeroen V.K.; Stentoft, Lars Peter

In recent years multivariate models for asset returns have received much attention, in particular this is the case for models with time varying volatility. In this paper we consider models of this class and examine their potential when it comes to option pricing. Specifically, we derive the risk...... neutral dynamics for a general class of multivariate heteroskedastic models, and we provide a feasible way to price options in this framework. Our framework can be used irrespective of the assumed underlying distribution and dynamics, and it nests several important special cases. We provide an application...... to options on the minimum of two indices. Our results show that not only is correlation important for these options but so is allowing this correlation to be dynamic. Moreover, we show that for the general model exposure to correlation risk carries an important premium, and when this is neglected option...

Optimum Control for Nonlinear Dynamic Radial Deformation of Turbine Casing with Time-Varying LSSVM

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Cheng-Wei Fei

2015-01-01

Full Text Available With the development of the high performance and high reliability of aeroengine, the blade-tip radial running clearance (BTRRC of high pressure turbine seriously influences the reliability and performance of aeroengine, wherein the radial deformation control of turbine casing has to be concerned in BTRRC design. To improve BTRRC design, the optimum control-based probabilistic optimization of turbine casing radial deformation was implemented using time-varying least square support vector machine (T-LSSVM by considering nonlinear material properties and dynamic thermal load. First the T-LSSVM method was proposed and its mathematical model was established. And then the nonlinear dynamic optimal control model of casing radial deformation was constructed with T-LSSVM. Thirdly, through the numerical experiments, the T-LSSVM method is demonstrated to be a promising approach in reducing additional design samples and improving computational efficiency with acceptable computational precision. Through the optimum control-based probabilistic optimization for nonlinear dynamic radial turbine casing deformation, the optimum radial deformation is 7.865 × 10−4 m with acceptable reliability degree 0.995 6, which is reduced by 7.86 × 10−5 m relative to that before optimization. These results validate the effectiveness and feasibility of the proposed T-LSSVM method, which provides a useful insight into casing radial deformation, BTRRC control, and the development of gas turbine with high performance and high reliability.

Adaptive fuzzy dynamic surface control of nonlinear systems with input saturation and time-varying output constraints

Science.gov (United States)

Edalati, L.; Khaki Sedigh, A.; Aliyari Shooredeli, M.; Moarefianpour, A.

2018-02-01

This paper deals with the design of adaptive fuzzy dynamic surface control for uncertain strict-feedback nonlinear systems with asymmetric time-varying output constraints in the presence of input saturation. To approximate the unknown nonlinear functions and overcome the problem of explosion of complexity, a Fuzzy logic system is combined with the dynamic surface control in the backstepping design technique. To ensure the output constraints satisfaction, an asymmetric time-varying Barrier Lyapunov Function (BLF) is used. Moreover, by applying the minimal learning parameter technique, the number of the online parameters update for each subsystem is reduced to 2. Hence, the semi-globally uniformly ultimately boundedness (SGUUB) of all the closed-loop signals with appropriate tracking error convergence is guaranteed. The effectiveness of the proposed control is demonstrated by two simulation examples.

Simple Model with Time-Varying Fine-Structure ``Constant''

Science.gov (United States)

Berman, M. S.

2009-10-01

Extending the original version written in colaboration with L.A. Trevisan, we study the generalisation of Dirac's LNH, so that time-variation of the fine-structure constant, due to varying electrical and magnetic permittivities is included along with other variations (cosmological and gravitational ``constants''), etc. We consider the present Universe, and also an inflationary scenario. Rotation of the Universe is a given possibility in this model.

Zhang neural network for online solution of time-varying convex quadratic program subject to time-varying linear-equality constraints

International Nuclear Information System (INIS)

Zhang Yunong; Li Zhan

2009-01-01

In this Letter, by following Zhang et al.'s method, a recurrent neural network (termed as Zhang neural network, ZNN) is developed and analyzed for solving online the time-varying convex quadratic-programming problem subject to time-varying linear-equality constraints. Different from conventional gradient-based neural networks (GNN), such a ZNN model makes full use of the time-derivative information of time-varying coefficient. The resultant ZNN model is theoretically proved to have global exponential convergence to the time-varying theoretical optimal solution of the investigated time-varying convex quadratic program. Computer-simulation results further substantiate the effectiveness, efficiency and novelty of such ZNN model and method.

Pattern formation in individual-based systems with time-varying parameters

Science.gov (United States)

Ashcroft, Peter; Galla, Tobias

2013-12-01

We study the patterns generated in finite-time sweeps across symmetry-breaking bifurcations in individual-based models. Similar to the well-known Kibble-Zurek scenario of defect formation, large-scale patterns are generated when model parameters are varied slowly, whereas fast sweeps produce a large number of small domains. The symmetry breaking is triggered by intrinsic noise, originating from the discrete dynamics at the microlevel. Based on a linear-noise approximation, we calculate the characteristic length scale of these patterns. We demonstrate the applicability of this approach in a simple model of opinion dynamics, a model in evolutionary game theory with a time-dependent fitness structure, and a model of cell differentiation. Our theoretical estimates are confirmed in simulations. In further numerical work, we observe a similar phenomenon when the symmetry-breaking bifurcation is triggered by population growth.

Scaling properties in time-varying networks with memory

Science.gov (United States)

Kim, Hyewon; Ha, Meesoon; Jeong, Hawoong

2015-12-01

The formation of network structure is mainly influenced by an individual node's activity and its memory, where activity can usually be interpreted as the individual inherent property and memory can be represented by the interaction strength between nodes. In our study, we define the activity through the appearance pattern in the time-aggregated network representation, and quantify the memory through the contact pattern of empirical temporal networks. To address the role of activity and memory in epidemics on time-varying networks, we propose temporal-pattern coarsening of activity-driven growing networks with memory. In particular, we focus on the relation between time-scale coarsening and spreading dynamics in the context of dynamic scaling and finite-size scaling. Finally, we discuss the universality issue of spreading dynamics on time-varying networks for various memory-causality tests.

A ¤nonparametric dynamic additive regression model for longitudinal data

DEFF Research Database (Denmark)

Martinussen, T.; Scheike, T. H.

2000-01-01

dynamic linear models, estimating equations, least squares, longitudinal data, nonparametric methods, partly conditional mean models, time-varying-coefficient models......dynamic linear models, estimating equations, least squares, longitudinal data, nonparametric methods, partly conditional mean models, time-varying-coefficient models...

Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time

NARCIS (Netherlands)

Mesters, G.; Koopman, S.J.

2014-01-01

An exact maximum likelihood method is developed for the estimation of parameters in a nonlinear non-Gaussian dynamic panel data model with unobserved random individual-specific and time-varying effects. We propose an estimation procedure based on the importance sampling technique. In particular, a

From dynamical systems with time-varying delay to circle maps and Koopman operators

Science.gov (United States)

Müller, David; Otto, Andreas; Radons, Günter

2017-06-01

In this paper, we investigate the influence of the retarded access by a time-varying delay on the dynamics of delay systems. We show that there are two universality classes of delays, which lead to fundamental differences in dynamical quantities such as the Lyapunov spectrum. Therefore, we introduce an operator theoretic framework, where the solution operator of the delay system is decomposed into the Koopman operator describing the delay access and an operator similar to the solution operator known from systems with constant delay. The Koopman operator corresponds to an iterated map, called access map, which is defined by the iteration of the delayed argument of the delay equation. The dynamics of this one-dimensional iterated map determines the universality classes of the infinite-dimensional state dynamics governed by the delay differential equation. In this way, we connect the theory of time-delay systems with the theory of circle maps and the framework of the Koopman operator. In this paper, we extend our previous work [A. Otto, D. Müller, and G. Radons, Phys. Rev. Lett. 118, 044104 (2017), 10.1103/PhysRevLett.118.044104] by elaborating the mathematical details and presenting further results also on the Lyapunov vectors.

Frequency variations of gravity waves interacting with a time-varying tide

Energy Technology Data Exchange (ETDEWEB)

Huang, C.M.; Zhang, S.D.; Yi, F.; Huang, K.M.; Gan, Q.; Gong, Y. [Wuhan Univ., Hubei (China). School of Electronic Information; Ministry of Education, Wuhan, Hubei (China). Key Lab. of Geospace Environment and Geodesy; State Observatory for Atmospheric Remote Sensing, Wuhan, Hubei (China); Zhang, Y.H. [Nanjing Univ. of Information Science and Technology (China). College of Hydrometeorolgy

2013-11-01

Using a nonlinear, 2-D time-dependent numerical model, we simulate the propagation of gravity waves (GWs) in a time-varying tide. Our simulations show that when aGW packet propagates in a time-varying tidal-wind environment, not only its intrinsic frequency but also its ground-based frequency would change significantly. The tidal horizontal-wind acceleration dominates the GW frequency variation. Positive (negative) accelerations induce frequency increases (decreases) with time. More interestingly, tidal-wind acceleration near the critical layers always causes the GW frequency to increase, which may partially explain the observations that high-frequency GW components are more dominant in the middle and upper atmosphere than in the lower atmosphere. The combination of the increased ground-based frequency of propagating GWs in a time-varying tidal-wind field and the transient nature of the critical layer induced by a time-varying tidal zonal wind creates favorable conditions for GWs to penetrate their originally expected critical layers. Consequently, GWs have an impact on the background atmosphere at much higher altitudes than expected, which indicates that the dynamical effects of tidal-GW interactions are more complicated than usually taken into account by GW parameterizations in global models.

Modelling tourists arrival using time varying parameter

Science.gov (United States)

Suciptawati, P.; Sukarsa, K. G.; Kencana, Eka N.

2017-06-01

The importance of tourism and its related sectors to support economic development and poverty reduction in many countries increase researchers’ attentions to study and model tourists’ arrival. This work is aimed to demonstrate time varying parameter (TVP) technique to model the arrival of Korean’s tourists to Bali. The number of Korean tourists whom visiting Bali for period January 2010 to December 2015 were used to model the number of Korean’s tourists to Bali (KOR) as dependent variable. The predictors are the exchange rate of Won to IDR (WON), the inflation rate in Korea (INFKR), and the inflation rate in Indonesia (INFID). Observing tourists visit to Bali tend to fluctuate by their nationality, then the model was built by applying TVP and its parameters were approximated using Kalman Filter algorithm. The results showed all of predictor variables (WON, INFKR, INFID) significantly affect KOR. For in-sample and out-of-sample forecast with ARIMA’s forecasted values for the predictors, TVP model gave mean absolute percentage error (MAPE) as much as 11.24 percent and 12.86 percent, respectively.

Estimating time-varying conditional correlations between stock and foreign exchange markets

Science.gov (United States)

Tastan, Hüseyin

2006-02-01

This study explores the dynamic interaction between stock market returns and changes in nominal exchange rates. Many financial variables are known to exhibit fat tails and autoregressive variance structure. It is well-known that unconditional covariance and correlation coefficients also vary significantly over time and multivariate generalized autoregressive model (MGARCH) is able to capture the time-varying variance-covariance matrix for stock market returns and changes in exchange rates. The model is applied to daily Euro-Dollar exchange rates and two stock market indexes from the US economy: Dow-Jones Industrial Average Index and S&P500 Index. The news impact surfaces are also drawn based on the model estimates to see the effects of idiosyncratic shocks in respective markets.

Recurrent-Neural-Network-Based Multivariable Adaptive Control for a Class of Nonlinear Dynamic Systems With Time-Varying Delay.

Science.gov (United States)

Hwang, Chih-Lyang; Jan, Chau

2016-02-01

At the beginning, an approximate nonlinear autoregressive moving average (NARMA) model is employed to represent a class of multivariable nonlinear dynamic systems with time-varying delay. It is known that the disadvantages of robust control for the NARMA model are as follows: 1) suitable control parameters for larger time delay are more sensitive to achieving desirable performance; 2) it only deals with bounded uncertainty; and 3) the nominal NARMA model must be learned in advance. Due to the dynamic feature of the NARMA model, a recurrent neural network (RNN) is online applied to learn it. However, the system performance becomes deteriorated due to the poor learning of the larger variation of system vector functions. In this situation, a simple network is employed to compensate the upper bound of the residue caused by the linear parameterization of the approximation error of RNN. An e -modification learning law with a projection for weight matrix is applied to guarantee its boundedness without persistent excitation. Under suitable conditions, the semiglobally ultimately bounded tracking with the boundedness of estimated weight matrix is obtained by the proposed RNN-based multivariable adaptive control. Finally, simulations are presented to verify the effectiveness and robustness of the proposed control.

A multiscale MDCT image-based breathing lung model with time-varying regional ventilation

Science.gov (United States)

Yin, Youbing; Choi, Jiwoong; Hoffman, Eric A.; Tawhai, Merryn H.; Lin, Ching-Long

2012-01-01

A novel algorithm is presented that links local structural variables (regional ventilation and deforming central airways) to global function (total lung volume) in the lung over three imaged lung volumes, to derive a breathing lung model for computational fluid dynamics simulation. The algorithm constitutes the core of an integrative, image-based computational framework for subject-specific simulation of the breathing lung. For the first time, the algorithm is applied to three multi-detector row computed tomography (MDCT) volumetric lung images of the same individual. A key technique in linking global and local variables over multiple images is an in-house mass-preserving image registration method. Throughout breathing cycles, cubic interpolation is employed to ensure C1 continuity in constructing time-varying regional ventilation at the whole lung level, flow rate fractions exiting the terminal airways, and airway deformation. The imaged exit airway flow rate fractions are derived from regional ventilation with the aid of a three-dimensional (3D) and one-dimensional (1D) coupled airway tree that connects the airways to the alveolar tissue. An in-house parallel large-eddy simulation (LES) technique is adopted to capture turbulent-transitional-laminar flows in both normal and deep breathing conditions. The results obtained by the proposed algorithm when using three lung volume images are compared with those using only one or two volume images. The three-volume-based lung model produces physiologically-consistent time-varying pressure and ventilation distribution. The one-volume-based lung model under-predicts pressure drop and yields un-physiological lobar ventilation. The two-volume-based model can account for airway deformation and non-uniform regional ventilation to some extent, but does not capture the non-linear features of the lung. PMID:23794749

A multiscale MDCT image-based breathing lung model with time-varying regional ventilation

Energy Technology Data Exchange (ETDEWEB)

Yin, Youbing, E-mail: youbing-yin@uiowa.edu [Department of Mechanical and Industrial Engineering, The University of Iowa, Iowa City, IA 52242 (United States); IIHR-Hydroscience and Engineering, The University of Iowa, Iowa City, IA 52242 (United States); Department of Radiology, The University of Iowa, Iowa City, IA 52242 (United States); Choi, Jiwoong, E-mail: jiwoong-choi@uiowa.edu [Department of Mechanical and Industrial Engineering, The University of Iowa, Iowa City, IA 52242 (United States); IIHR-Hydroscience and Engineering, The University of Iowa, Iowa City, IA 52242 (United States); Hoffman, Eric A., E-mail: eric-hoffman@uiowa.edu [Department of Radiology, The University of Iowa, Iowa City, IA 52242 (United States); Department of Biomedical Engineering, The University of Iowa, Iowa City, IA 52242 (United States); Department of Internal Medicine, The University of Iowa, Iowa City, IA 52242 (United States); Tawhai, Merryn H., E-mail: m.tawhai@auckland.ac.nz [Auckland Bioengineering Institute, The University of Auckland, Auckland (New Zealand); Lin, Ching-Long, E-mail: ching-long-lin@uiowa.edu [Department of Mechanical and Industrial Engineering, The University of Iowa, Iowa City, IA 52242 (United States); IIHR-Hydroscience and Engineering, The University of Iowa, Iowa City, IA 52242 (United States)

2013-07-01

A novel algorithm is presented that links local structural variables (regional ventilation and deforming central airways) to global function (total lung volume) in the lung over three imaged lung volumes, to derive a breathing lung model for computational fluid dynamics simulation. The algorithm constitutes the core of an integrative, image-based computational framework for subject-specific simulation of the breathing lung. For the first time, the algorithm is applied to three multi-detector row computed tomography (MDCT) volumetric lung images of the same individual. A key technique in linking global and local variables over multiple images is an in-house mass-preserving image registration method. Throughout breathing cycles, cubic interpolation is employed to ensure C{sub 1} continuity in constructing time-varying regional ventilation at the whole lung level, flow rate fractions exiting the terminal airways, and airway deformation. The imaged exit airway flow rate fractions are derived from regional ventilation with the aid of a three-dimensional (3D) and one-dimensional (1D) coupled airway tree that connects the airways to the alveolar tissue. An in-house parallel large-eddy simulation (LES) technique is adopted to capture turbulent-transitional-laminar flows in both normal and deep breathing conditions. The results obtained by the proposed algorithm when using three lung volume images are compared with those using only one or two volume images. The three-volume-based lung model produces physiologically-consistent time-varying pressure and ventilation distribution. The one-volume-based lung model under-predicts pressure drop and yields un-physiological lobar ventilation. The two-volume-based model can account for airway deformation and non-uniform regional ventilation to some extent, but does not capture the non-linear features of the lung.

Cooperative Multiagent System for Parking Availability Prediction Based on Time Varying Dynamic Markov Chains

Directory of Open Access Journals (Sweden)

Surafel Luleseged Tilahun

2017-01-01

Full Text Available Traffic congestion is one of the main issues in the study of transportation planning and management. It creates different problems including environmental pollution and health problem and incurs a cost which is increasing through years. One-third of this congestion is created by cars searching for parking places. Drivers may be aware that parking places are fully occupied but will drive around hoping that a parking place may become vacant. Opportunistic services, involving learning, predicting, and exploiting Internet of Things scenarios, are able to adapt to dynamic unforeseen situations and have the potential to ease parking search issues. Hence, in this paper, a cooperative dynamic prediction mechanism between multiple agents for parking space availability in the neighborhood, integrating foreseen and unforeseen events and adapting for long-term changes, is proposed. An agent in each parking place will use a dynamic and time varying Markov chain to predict the parking availability and these agents will communicate to produce the parking availability prediction in the whole neighborhood. Furthermore, a learning approach is proposed where the system can adapt to different changes in the parking demand including long-term changes. Simulation results, using synthesized data based on an actual parking lot data from a shopping mall in Geneva, show that the proposed model is promising based on the learning accuracy with service adaptation and performance in different cases.

Flexible Demand Management under Time-Varying Prices

Science.gov (United States)

Liang, Yong

In this dissertation, the problem of flexible demand management under time-varying prices is studied. This generic problem has many applications, which usually have multiple periods in which decisions on satisfying demand need to be made, and prices in these periods are time-varying. Examples of such applications include multi-period procurement problem, operating room scheduling, and user-end demand scheduling in the Smart Grid, where the last application is used as the main motivating story throughout the dissertation. The current grid is experiencing an upgrade with lots of new designs. What is of particular interest is the idea of passing time-varying prices that reflect electricity market conditions to end users as incentives for load shifting. One key component, consequently, is the demand management system at the user-end. The objective of the system is to find the optimal trade-off between cost saving and discomfort increment resulted from load shifting. In this dissertation, we approach this problem from the following aspects: (1) construct a generic model, solve for Pareto optimal solutions, and analyze the robust solution that optimizes the worst-case payoffs, (2) extend to a distribution-free model for multiple types of demand (appliances), for which an approximate dynamic programming (ADP) approach is developed, and (3) design other efficient algorithms for practical purposes of the flexible demand management system. We first construct a novel multi-objective flexible demand management model, in which there are a finite number of periods with time-varying prices, and demand arrives in each period. In each period, the decision maker chooses to either satisfy or defer outstanding demand to minimize costs and discomfort over a certain number of periods. We consider both the deterministic model, models with stochastic demand or prices, and when only partial information about the stochastic demand or prices is known. We first analyze the stochastic

Inferring time-varying network topologies from gene expression data.

Science.gov (United States)

Rao, Arvind; Hero, Alfred O; States, David J; Engel, James Douglas

2007-01-01

Most current methods for gene regulatory network identification lead to the inference of steady-state networks, that is, networks prevalent over all times, a hypothesis which has been challenged. There has been a need to infer and represent networks in a dynamic, that is, time-varying fashion, in order to account for different cellular states affecting the interactions amongst genes. In this work, we present an approach, regime-SSM, to understand gene regulatory networks within such a dynamic setting. The approach uses a clustering method based on these underlying dynamics, followed by system identification using a state-space model for each learnt cluster--to infer a network adjacency matrix. We finally indicate our results on the mouse embryonic kidney dataset as well as the T-cell activation-based expression dataset and demonstrate conformity with reported experimental evidence.

Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights

NARCIS (Netherlands)

L.F. Hoogerheide (Lennart); R.H. Kleijn (Richard); H.K. van Dijk (Herman); M.J.C.M. Verbeek (Marno)

2009-01-01

textabstractSeveral Bayesian model combination schemes, including some novel approaches that simultaneously allow for parameter uncertainty, model uncertainty and robust time varying model weights, are compared in terms of forecast accuracy and economic gains using financial and macroeconomic time

Time varying voltage combustion control and diagnostics sensor

Science.gov (United States)

Chorpening, Benjamin T [Morgantown, WV; Thornton, Jimmy D [Morgantown, WV; Huckaby, E David [Morgantown, WV; Fincham, William [Fairmont, WV

2011-04-19

A time-varying voltage is applied to an electrode, or a pair of electrodes, of a sensor installed in a fuel nozzle disposed adjacent the combustion zone of a continuous combustion system, such as of the gas turbine engine type. The time-varying voltage induces a time-varying current in the flame which is measured and used to determine flame capacitance using AC electrical circuit analysis. Flame capacitance is used to accurately determine the position of the flame from the sensor and the fuel/air ratio. The fuel and/or air flow rate (s) is/are then adjusted to provide reduced flame instability problems such as flashback, combustion dynamics and lean blowout, as well as reduced emissions. The time-varying voltage may be an alternating voltage and the time-varying current may be an alternating current.

Dynamic Factor Analysis of Nonstationary Multivariate Time Series.

Science.gov (United States)

Molenaar, Peter C. M.; And Others

1992-01-01

The dynamic factor model proposed by P. C. Molenaar (1985) is exhibited, and a dynamic nonstationary factor model (DNFM) is constructed with latent factor series that have time-varying mean functions. The use of a DNFM is illustrated using data from a television viewing habits study. (SLD)

Robustness analysis of the Zhang neural network for online time-varying quadratic optimization

International Nuclear Information System (INIS)

Zhang Yunong; Ruan Gongqin; Li Kene; Yang Yiwen

2010-01-01

A general type of recurrent neural network (termed as Zhang neural network, ZNN) has recently been proposed by Zhang et al for the online solution of time-varying quadratic-minimization (QM) and quadratic-programming (QP) problems. Global exponential convergence of the ZNN could be achieved theoretically in an ideal error-free situation. In this paper, with the normal differentiation and dynamics-implementation errors considered, the robustness properties of the ZNN model are investigated for solving these time-varying problems. In addition, linear activation functions and power-sigmoid activation functions could be applied to such a perturbed ZNN model. Both theoretical-analysis and computer-simulation results demonstrate the good ZNN robustness and superior performance for online time-varying QM and QP problem solving, especially when using power-sigmoid activation functions.

Innovation diffusion on time-varying activity driven networks

Science.gov (United States)

Rizzo, Alessandro; Porfiri, Maurizio

2016-01-01

Since its introduction in the 1960s, the theory of innovation diffusion has contributed to the advancement of several research fields, such as marketing management and consumer behavior. The 1969 seminal paper by Bass [F.M. Bass, Manag. Sci. 15, 215 (1969)] introduced a model of product growth for consumer durables, which has been extensively used to predict innovation diffusion across a range of applications. Here, we propose a novel approach to study innovation diffusion, where interactions among individuals are mediated by the dynamics of a time-varying network. Our approach is based on the Bass' model, and overcomes key limitations of previous studies, which assumed timescale separation between the individual dynamics and the evolution of the connectivity patterns. Thus, we do not hypothesize homogeneous mixing among individuals or the existence of a fixed interaction network. We formulate our approach in the framework of activity driven networks to enable the analysis of the concurrent evolution of the interaction and individual dynamics. Numerical simulations offer a systematic analysis of the model behavior and highlight the role of individual activity on market penetration when targeted advertisement campaigns are designed, or a competition between two different products takes place.

Perfect fluid Bianchi Type-I cosmological models with time varying G ...

Indian Academy of Sciences (India)

Abstract. Bianchi Type-I cosmological models containing perfect fluid with time vary- ing G and Λ have been presented. The solutions obtained represent an expansion scalar θ bearing a constant ratio to the anisotropy in the direction of space-like unit vector λi. Of the two models obtained, one has negative vacuum energy ...

Real time damage detection using recursive principal components and time varying auto-regressive modeling

Science.gov (United States)

Krishnan, M.; Bhowmik, B.; Hazra, B.; Pakrashi, V.

2018-02-01

In this paper, a novel baseline free approach for continuous online damage detection of multi degree of freedom vibrating structures using Recursive Principal Component Analysis (RPCA) in conjunction with Time Varying Auto-Regressive Modeling (TVAR) is proposed. In this method, the acceleration data is used to obtain recursive proper orthogonal components online using rank-one perturbation method, followed by TVAR modeling of the first transformed response, to detect the change in the dynamic behavior of the vibrating system from its pristine state to contiguous linear/non-linear-states that indicate damage. Most of the works available in the literature deal with algorithms that require windowing of the gathered data owing to their data-driven nature which renders them ineffective for online implementation. Algorithms focussed on mathematically consistent recursive techniques in a rigorous theoretical framework of structural damage detection is missing, which motivates the development of the present framework that is amenable for online implementation which could be utilized along with suite experimental and numerical investigations. The RPCA algorithm iterates the eigenvector and eigenvalue estimates for sample covariance matrices and new data point at each successive time instants, using the rank-one perturbation method. TVAR modeling on the principal component explaining maximum variance is utilized and the damage is identified by tracking the TVAR coefficients. This eliminates the need for offline post processing and facilitates online damage detection especially when applied to streaming data without requiring any baseline data. Numerical simulations performed on a 5-dof nonlinear system under white noise excitation and El Centro (also known as 1940 Imperial Valley earthquake) excitation, for different damage scenarios, demonstrate the robustness of the proposed algorithm. The method is further validated on results obtained from case studies involving

Structural nested mean models for assessing time-varying effect moderation.

Science.gov (United States)

Almirall, Daniel; Ten Have, Thomas; Murphy, Susan A

2010-03-01

This article considers the problem of assessing causal effect moderation in longitudinal settings in which treatment (or exposure) is time varying and so are the covariates said to moderate its effect. Intermediate causal effects that describe time-varying causal effects of treatment conditional on past covariate history are introduced and considered as part of Robins' structural nested mean model. Two estimators of the intermediate causal effects, and their standard errors, are presented and discussed: The first is a proposed two-stage regression estimator. The second is Robins' G-estimator. The results of a small simulation study that begins to shed light on the small versus large sample performance of the estimators, and on the bias-variance trade-off between the two estimators are presented. The methodology is illustrated using longitudinal data from a depression study.

Modeling the time--varying subjective quality of HTTP video streams with rate adaptations.

Science.gov (United States)

Chen, Chao; Choi, Lark Kwon; de Veciana, Gustavo; Caramanis, Constantine; Heath, Robert W; Bovik, Alan C

2014-05-01

Newly developed hypertext transfer protocol (HTTP)-based video streaming technologies enable flexible rate-adaptation under varying channel conditions. Accurately predicting the users' quality of experience (QoE) for rate-adaptive HTTP video streams is thus critical to achieve efficiency. An important aspect of understanding and modeling QoE is predicting the up-to-the-moment subjective quality of a video as it is played, which is difficult due to hysteresis effects and nonlinearities in human behavioral responses. This paper presents a Hammerstein-Wiener model for predicting the time-varying subjective quality (TVSQ) of rate-adaptive videos. To collect data for model parameterization and validation, a database of longer duration videos with time-varying distortions was built and the TVSQs of the videos were measured in a large-scale subjective study. The proposed method is able to reliably predict the TVSQ of rate adaptive videos. Since the Hammerstein-Wiener model has a very simple structure, the proposed method is suitable for online TVSQ prediction in HTTP-based streaming.

Improvement of and Parameter Identification for the Bimodal Time-Varying Modified Kanai-Tajimi Power Spectral Model

Directory of Open Access Journals (Sweden)

Huiguo Chen

2017-01-01

Full Text Available Based on the Kanai-Tajimi power spectrum filtering method proposed by Du Xiuli et al., a genetic algorithm and a quadratic optimization identification technique are employed to improve the bimodal time-varying modified Kanai-Tajimi power spectral model and the parameter identification method proposed by Vlachos et al. Additionally, a method for modeling time-varying power spectrum parameters for ground motion is proposed. The 8244 Orion and Chi-Chi earthquake accelerograms are selected as examples for time-varying power spectral model parameter identification and ground motion simulations to verify the feasibility and effectiveness of the improved bimodal time-varying modified Kanai-Tajimi power spectral model. The results of this study provide important references for designing ground motion inputs for seismic analyses of major engineering structures.

Time-varying coefficient estimation in SURE models. Application to portfolio management

DEFF Research Database (Denmark)

Casas, Isabel; Ferreira, Eva; Orbe, Susan

This paper provides a detailed analysis of the asymptotic properties of a kernel estimator for a Seemingly Unrelated Regression Equations model with time-varying coefficients (tv-SURE) under very general conditions. Theoretical results together with a simulation study differentiates the cases...

Local and global dynamics of Ramsey model: From continuous to discrete time.

Science.gov (United States)

Guzowska, Malgorzata; Michetti, Elisabetta

2018-05-01

The choice of time as a discrete or continuous variable may radically affect equilibrium stability in an endogenous growth model with durable consumption. In the continuous-time Ramsey model [F. P. Ramsey, Econ. J. 38(152), 543-559 (1928)], the steady state is locally saddle-path stable with monotonic convergence. However, in the discrete-time version, the steady state may be unstable or saddle-path stable with monotonic or oscillatory convergence or periodic solutions [see R.-A. Dana et al., Handbook on Optimal Growth 1 (Springer, 2006) and G. Sorger, Working Paper No. 1505 (2015)]. When this occurs, the discrete-time counterpart of the continuous-time model is not consistent with the initial framework. In order to obtain a discrete-time Ramsey model preserving the main properties of the continuous-time counterpart, we use a general backward and forward discretisation as initially proposed by Bosi and Ragot [Theor. Econ. Lett. 2(1), 10-15 (2012)]. The main result of the study here presented is that, with this hybrid discretisation method, fixed points and local dynamics do not change. For what it concerns global dynamics, i.e., long-run behavior for initial conditions taken on the state space, we mainly perform numerical analysis with the main scope of comparing both qualitative and quantitative evolution of the two systems, also varying some parameters of interest.

A hepatitis C virus infection model with time-varying drug effectiveness: solution and analysis.

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Jessica M Conway

2014-08-01

Full Text Available Simple models of therapy for viral diseases such as hepatitis C virus (HCV or human immunodeficiency virus assume that, once therapy is started, the drug has a constant effectiveness. More realistic models have assumed either that the drug effectiveness depends on the drug concentration or that the effectiveness varies over time. Here a previously introduced varying-effectiveness (VE model is studied mathematically in the context of HCV infection. We show that while the model is linear, it has no closed-form solution due to the time-varying nature of the effectiveness. We then show that the model can be transformed into a Bessel equation and derive an analytic solution in terms of modified Bessel functions, which are defined as infinite series, with time-varying arguments. Fitting the solution to data from HCV infected patients under therapy has yielded values for the parameters in the model. We show that for biologically realistic parameters, the predicted viral decay on therapy is generally biphasic and resembles that predicted by constant-effectiveness (CE models. We introduce a general method for determining the time at which the transition between decay phases occurs based on calculating the point of maximum curvature of the viral decay curve. For the parameter regimes of interest, we also find approximate solutions for the VE model and establish the asymptotic behavior of the system. We show that the rate of second phase decay is determined by the death rate of infected cells multiplied by the maximum effectiveness of therapy, whereas the rate of first phase decline depends on multiple parameters including the rate of increase of drug effectiveness with time.

Time-varying properties of renal autoregulatory mechanisms

DEFF Research Database (Denmark)

Zou, Rui; Cupples, Will A; Yip, K P

2002-01-01

In order to assess the possible time-varying properties of renal autoregulation, time-frequency and time-scaling methods were applied to renal blood flow under broad-band forced arterial blood pressure fluctuations and single-nephron renal blood flow with spontaneous oscillations obtained from...... normotensive (Sprague-Dawley, Wistar, and Long-Evans) rats, and spontaneously hypertensive rats. Time-frequency analyses of normotensive and hypertensive blood flow data obtained from either the whole kidney or the single-nephron show that indeed both the myogenic and tubuloglomerular feedback (TGF) mechanisms...... have time-varying characteristics. Furthermore, we utilized the Renyi entropy to measure the complexity of blood-flow dynamics in the time-frequency plane in an effort to discern differences between normotensive and hypertensive recordings. We found a clear difference in Renyi entropy between...

Multivariate time-varying volatility modeling using probabilistic fuzzy systems

NARCIS (Netherlands)

Basturk, N.; Almeida, R.J.; Golan, R.; Kaymak, U.

2016-01-01

Methods to accurately analyze financial risk have drawn considerable attention in financial institutions. One difficulty in financial risk analysis is the fact that banks and other financial institutions invest in several assets which show time-varying volatilities and hence time-varying financial

Research on Adaptive Neural Network Control System Based on Nonlinear U-Model with Time-Varying Delay

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Fengxia Xu

2014-01-01

Full Text Available U-model can approximate a large class of smooth nonlinear time-varying delay system to any accuracy by using time-varying delay parameters polynomial. This paper proposes a new approach, namely, U-model approach, to solving the problems of analysis and synthesis for nonlinear systems. Based on the idea of discrete-time U-model with time-varying delay, the identification algorithm of adaptive neural network is given for the nonlinear model. Then, the controller is designed by using the Newton-Raphson formula and the stability analysis is given for the closed-loop nonlinear systems. Finally, illustrative examples are given to show the validity and applicability of the obtained results.

Robust outer synchronization between two nonlinear complex networks with parametric disturbances and mixed time-varying delays

Science.gov (United States)

Zhang, Chuan; Wang, Xingyuan; Luo, Chao; Li, Junqiu; Wang, Chunpeng

2018-03-01

In this paper, we focus on the robust outer synchronization problem between two nonlinear complex networks with parametric disturbances and mixed time-varying delays. Firstly, a general complex network model is proposed. Besides the nonlinear couplings, the network model in this paper can possess parametric disturbances, internal time-varying delay, discrete time-varying delay and distributed time-varying delay. Then, according to the robust control strategy, linear matrix inequality and Lyapunov stability theory, several outer synchronization protocols are strictly derived. Simple linear matrix controllers are designed to driver the response network synchronize to the drive network. Additionally, our results can be applied on the complex networks without parametric disturbances. Finally, by utilizing the delayed Lorenz chaotic system as the dynamics of all nodes, simulation examples are given to demonstrate the effectiveness of our theoretical results.

Interacting viscous entropy-corrected holographic scalar field models of dark energy with time-varying G in modified FRW cosmology

International Nuclear Information System (INIS)

Adabi, Farzin; Karami, Kayoomars; Felegary, Fereshte; Azarmi, Zohre

2012-01-01

We study the entropy-corrected version of the holographic dark energy (HDE) model in the framework of modified Friedmann-Robertson-Walker cosmology. We consider a non-flat universe filled with an interacting viscous entropy-corrected HDE (ECHDE) with dark matter. Also included in our model is the case of the variable gravitational constant G. We obtain the equation of state and the deceleration parameters of the interacting viscous ECHDE. Moreover, we reconstruct the potential and the dynamics of the quintessence, tachyon, K-essence and dilaton scalar field models according to the evolutionary behavior of the interacting viscous ECHDE model with time-varying G. (research papers)

The FFA dynamic stall model. The Beddoes-Leishman dynamic stall model modified for lead-lag oscillations

Energy Technology Data Exchange (ETDEWEB)

Bjoerck, A. [FFA, The Aeronautical Research Institute of Sweden, Bromma (Sweden)

1997-08-01

For calculations of the dynamics of wind turbines the inclusion of a dynamic stall model is necessary in order to obtain reliable results at high winds. For blade vibrations in the lead-lag motion the velocity relative to the blade will vary in time. In the present paper modifications to the Beddoes-Leishman model is presented in order to improve the model for calculations of cases with a varying relative velocity. Comparisons with measurement are also shown and the influence on the calculated aerodynamic damping by the modifications are investigated. (au)

Time-varying effect moderation using the structural nested mean model: estimation using inverse-weighted regression with residuals

Science.gov (United States)

Almirall, Daniel; Griffin, Beth Ann; McCaffrey, Daniel F.; Ramchand, Rajeev; Yuen, Robert A.; Murphy, Susan A.

2014-01-01

This article considers the problem of examining time-varying causal effect moderation using observational, longitudinal data in which treatment, candidate moderators, and possible confounders are time varying. The structural nested mean model (SNMM) is used to specify the moderated time-varying causal effects of interest in a conditional mean model for a continuous response given time-varying treatments and moderators. We present an easy-to-use estimator of the SNMM that combines an existing regression-with-residuals (RR) approach with an inverse-probability-of-treatment weighting (IPTW) strategy. The RR approach has been shown to identify the moderated time-varying causal effects if the time-varying moderators are also the sole time-varying confounders. The proposed IPTW+RR approach provides estimators of the moderated time-varying causal effects in the SNMM in the presence of an additional, auxiliary set of known and measured time-varying confounders. We use a small simulation experiment to compare IPTW+RR versus the traditional regression approach and to compare small and large sample properties of asymptotic versus bootstrap estimators of the standard errors for the IPTW+RR approach. This article clarifies the distinction between time-varying moderators and time-varying confounders. We illustrate the methodology in a case study to assess if time-varying substance use moderates treatment effects on future substance use. PMID:23873437

A discrete time-varying internal model-based approach for high precision tracking of a multi-axis servo gantry.

Science.gov (United States)

Zhang, Zhen; Yan, Peng; Jiang, Huan; Ye, Peiqing

2014-09-01

In this paper, we consider the discrete time-varying internal model-based control design for high precision tracking of complicated reference trajectories generated by time-varying systems. Based on a novel parallel time-varying internal model structure, asymptotic tracking conditions for the design of internal model units are developed, and a low order robust time-varying stabilizer is further synthesized. In a discrete time setting, the high precision tracking control architecture is deployed on a Voice Coil Motor (VCM) actuated servo gantry system, where numerical simulations and real time experimental results are provided, achieving the tracking errors around 3.5‰ for frequency-varying signals. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Dynamics of a two-dimensional discrete-time SIS model

Directory of Open Access Journals (Sweden)

Jaime H. Barrera

2012-04-01

Full Text Available We analyze a two-dimensional discrete-time SIS model with a non-constant total population. Our goal is to determine the interaction between the total population, the susceptible class and the infective class, and the implications this may have for the disease dynamics. Utilizing a constant recruitment rate in the susceptible class, it is possible to assume the existence of an asymptotic limiting equation, which enables us to reduce the system of, two-equations into a single, dynamically equivalent equation. In this case, we are able to demonstrate the global stability of the disease-free and the endemic equilibria when the basic reproductive number (Ro is less than one and greater than one, respectively. When we consider a non-constant recruitment rate, the total population bifurcates as we vary the birth rate and the death rate. Using computer simulations, we observe different behavior among the infective class and the total population, and possibly, the occurrence of a strange attractor.

Event-Based $H_\\infty $ State Estimation for Time-Varying Stochastic Dynamical Networks With State- and Disturbance-Dependent Noises.

Science.gov (United States)

Sheng, Li; Wang, Zidong; Zou, Lei; Alsaadi, Fuad E

2017-10-01

In this paper, the event-based finite-horizon H ∞ state estimation problem is investigated for a class of discrete time-varying stochastic dynamical networks with state- and disturbance-dependent noises [also called (x,v) -dependent noises]. An event-triggered scheme is proposed to decrease the frequency of the data transmission between the sensors and the estimator, where the signal is transmitted only when certain conditions are satisfied. The purpose of the problem addressed is to design a time-varying state estimator in order to estimate the network states through available output measurements. By employing the completing-the-square technique and the stochastic analysis approach, sufficient conditions are established to ensure that the error dynamics of the state estimation satisfies a prescribed H ∞ performance constraint over a finite horizon. The desired estimator parameters can be designed via solving coupled backward recursive Riccati difference equations. Finally, a numerical example is exploited to demonstrate the effectiveness of the developed state estimation scheme.

A Dynamic Travel Time Estimation Model Based on Connected Vehicles

Directory of Open Access Journals (Sweden)

Daxin Tian

2015-01-01

Full Text Available With advances in connected vehicle technology, dynamic vehicle route guidance models gradually become indispensable equipment for drivers. Traditional route guidance models are designed to direct a vehicle along the shortest path from the origin to the destination without considering the dynamic traffic information. In this paper a dynamic travel time estimation model is presented which can collect and distribute traffic data based on the connected vehicles. To estimate the real-time travel time more accurately, a road link dynamic dividing algorithm is proposed. The efficiency of the model is confirmed by simulations, and the experiment results prove the effectiveness of the travel time estimation method.

Modeling biological pathway dynamics with timed automata.

Science.gov (United States)

Schivo, Stefano; Scholma, Jetse; Wanders, Brend; Urquidi Camacho, Ricardo A; van der Vet, Paul E; Karperien, Marcel; Langerak, Rom; van de Pol, Jaco; Post, Janine N

2014-05-01

Living cells are constantly subjected to a plethora of environmental stimuli that require integration into an appropriate cellular response. This integration takes place through signal transduction events that form tightly interconnected networks. The understanding of these networks requires capturing their dynamics through computational support and models. ANIMO (analysis of Networks with Interactive Modeling) is a tool that enables the construction and exploration of executable models of biological networks, helping to derive hypotheses and to plan wet-lab experiments. The tool is based on the formalism of Timed Automata, which can be analyzed via the UPPAAL model checker. Thanks to Timed Automata, we can provide a formal semantics for the domain-specific language used to represent signaling networks. This enforces precision and uniformity in the definition of signaling pathways, contributing to the integration of isolated signaling events into complex network models. We propose an approach to discretization of reaction kinetics that allows us to efficiently use UPPAAL as the computational engine to explore the dynamic behavior of the network of interest. A user-friendly interface hides the use of Timed Automata from the user, while keeping the expressive power intact. Abstraction to single-parameter kinetics speeds up construction of models that remain faithful enough to provide meaningful insight. The resulting dynamic behavior of the network components is displayed graphically, allowing for an intuitive and interactive modeling experience.

Positive Almost Periodic Solutions for a Time-Varying Fishing Model with Delay

Directory of Open Access Journals (Sweden)

Xia Li

2011-01-01

Full Text Available This paper is concerned with a time-varying fishing model with delay. By means of the continuation theorem of coincidence degree theory, we prove that it has at least one positive almost periodic solution.

Malware Propagation and Prevention Model for Time-Varying Community Networks within Software Defined Networks

Directory of Open Access Journals (Sweden)

Lan Liu

2017-01-01

Full Text Available As the adoption of Software Defined Networks (SDNs grows, the security of SDN still has several unaddressed limitations. A key network security research area is in the study of malware propagation across the SDN-enabled networks. To analyze the spreading processes of network malware (e.g., viruses in SDN, we propose a dynamic model with a time-varying community network, inspired by research models on the spread of epidemics in complex networks across communities. We assume subnets of the network as communities and links that are dense in subnets but sparse between subnets. Using numerical simulation and theoretical analysis, we find that the efficiency of network malware propagation in this model depends on the mobility rate q of the nodes between subnets. We also find that there exists a mobility rate threshold qc. The network malware will spread in the SDN when the mobility rate q>qc. The malware will survive when q>qc and perish when qmodel is effective, and the results may help to decide the SDN control strategy to defend against network malware and provide a theoretical basis to reduce and prevent network security incidents.

Novel criteria for exponential synchronization of inner time-varying complex networks with coupling delay

International Nuclear Information System (INIS)

Zhang Qun-Jiao; Zhao Jun-Chan

2012-01-01

This paper mainly investigates the exponential synchronization of an inner time-varying complex network with coupling delay. Firstly, the synchronization of complex networks is decoupled into the stability of the corresponding dynamical systems. Based on the Lyapunov function theory, some sufficient conditions to guarantee its stability with any given convergence rate are derived, thus the synchronization of the networks is achieved. Finally, the results are illustrated by a simple time-varying network model with a coupling delay. All involved numerical simulations verify the correctness of the theoretical analysis. (general)

Adaptive Synchronization between Two Different Complex Networks with Time-Varying Delay Coupling

International Nuclear Information System (INIS)

Jian-Rui, Chen; Li-Cheng, Jiao; Jian-She, Wu; Xiao-Hua, Wang

2009-01-01

A new general network model for two complex networks with time-varying delay coupling is presented. Then we investigate its synchronization phenomena. The two complex networks of the model differ in dynamic nodes, the number of nodes and the coupling connections. By using adaptive controllers, a synchronization criterion is derived. Numerical examples are given to demonstrate the effectiveness of the obtained synchronization criterion. This study may widen the application range of synchronization, such as in chaotic secure communication. (general)

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.

A Kalman-filter based approach to identification of time-varying gene regulatory networks.

Directory of Open Access Journals (Sweden)

Jie Xiong

Full Text Available MOTIVATION: Conventional identification methods for gene regulatory networks (GRNs have overwhelmingly adopted static topology models, which remains unchanged over time to represent the underlying molecular interactions of a biological system. However, GRNs are dynamic in response to physiological and environmental changes. Although there is a rich literature in modeling static or temporally invariant networks, how to systematically recover these temporally changing networks remains a major and significant pressing challenge. The purpose of this study is to suggest a two-step strategy that recovers time-varying GRNs. RESULTS: It is suggested in this paper to utilize a switching auto-regressive model to describe the dynamics of time-varying GRNs, and a two-step strategy is proposed to recover the structure of time-varying GRNs. In the first step, the change points are detected by a Kalman-filter based method. The observed time series are divided into several segments using these detection results; and each time series segment belonging to two successive demarcating change points is associated with an individual static regulatory network. In the second step, conditional network structure identification methods are used to reconstruct the topology for each time interval. This two-step strategy efficiently decouples the change point detection problem and the topology inference problem. Simulation results show that the proposed strategy can detect the change points precisely and recover each individual topology structure effectively. Moreover, computation results with the developmental data of Drosophila Melanogaster show that the proposed change point detection procedure is also able to work effectively in real world applications and the change point estimation accuracy exceeds other existing approaches, which means the suggested strategy may also be helpful in solving actual GRN reconstruction problem.

Linear Parameter Varying Versus Linear Time Invariant Reduced Order Controller Design of Turboprop Aircraft Dynamics

Directory of Open Access Journals (Sweden)

Widowati

2012-07-01

Full Text Available The applicability of parameter varying reduced order controllers to aircraft model is proposed. The generalization of the balanced singular perturbation method of linear time invariant (LTI system is used to reduce the order of linear parameter varying (LPV system. Based on the reduced order model the low-order LPV controller is designed by using synthesis technique. The performance of the reduced order controller is examined by applying it to lateral-directional control of aircraft model having 20th order. Furthermore, the time responses of the closed loop system with reduced order LPV controllers and reduced order LTI controller is compared. From the simulation results, the 8th order LPV controller can maintain stability and to provide the same level of closed-loop systems performance as the full-order LPV controller. It is different with the reduced-order LTI controller that cannot maintain stability and performance for all allowable parameter trajectories.

Fluctuating interaction network and time-varying stability of a natural fish community

Science.gov (United States)

Ushio, Masayuki; Hsieh, Chih-Hao; Masuda, Reiji; Deyle, Ethan R.; Ye, Hao; Chang, Chun-Wei; Sugihara, George; Kondoh, Michio

2018-02-01

Ecological theory suggests that large-scale patterns such as community stability can be influenced by changes in interspecific interactions that arise from the behavioural and/or physiological responses of individual species varying over time. Although this theory has experimental support, evidence from natural ecosystems is lacking owing to the challenges of tracking rapid changes in interspecific interactions (known to occur on timescales much shorter than a generation time) and then identifying the effect of such changes on large-scale community dynamics. Here, using tools for analysing nonlinear time series and a 12-year-long dataset of fortnightly collected observations on a natural marine fish community in Maizuru Bay, Japan, we show that short-term changes in interaction networks influence overall community dynamics. Among the 15 dominant species, we identify 14 interspecific interactions to construct a dynamic interaction network. We show that the strengths, and even types, of interactions change with time; we also develop a time-varying stability measure based on local Lyapunov stability for attractor dynamics in non-equilibrium nonlinear systems. We use this dynamic stability measure to examine the link between the time-varying interaction network and community stability. We find seasonal patterns in dynamic stability for this fish community that broadly support expectations of current ecological theory. Specifically, the dominance of weak interactions and higher species diversity during summer months are associated with higher dynamic stability and smaller population fluctuations. We suggest that interspecific interactions, community network structure and community stability are dynamic properties, and that linking fluctuating interaction networks to community-level dynamic properties is key to understanding the maintenance of ecological communities in nature.

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.

Time-varying metamaterials based on graphene-wrapped microwires: Modeling and potential applications

Science.gov (United States)

Salary, Mohammad Mahdi; Jafar-Zanjani, Samad; Mosallaei, Hossein

2018-03-01

The successful realization of metamaterials and metasurfaces requires the judicious choice of constituent elements. In this paper, we demonstrate the implementation of time-varying metamaterials in the terahertz frequency regime by utilizing graphene-wrapped microwires as building blocks and modulation of graphene conductivity through exterior electrical gating. These elements enable enhancement of light-graphene interaction by utilizing optical resonances associated with Mie scattering, yielding a large tunability and modulation depth. We develop a semianalytical framework based on transition-matrix formulation for modeling and analysis of periodic and aperiodic arrays of such time-varying building blocks. The proposed method is validated against full-wave numerical results obtained using the finite-difference time-domain method. It provides an ideal tool for mathematical synthesis and analysis of space-time gradient metamaterials, eliminating the need for computationally expensive numerical models. Moreover, it allows for a wider exploration of exotic space-time scattering phenomena in time-modulated metamaterials. We apply the method to explore the role of modulation parameters in the generation of frequency harmonics and their emerging wavefronts. Several potential applications of such platforms are demonstrated, including frequency conversion, holographic generation of frequency harmonics, and spatiotemporal manipulation of light. The presented results provide key physical insights to design time-modulated functional metadevices using various building blocks and open up new directions in the emerging paradigm of time-modulated metamaterials.

Modeling dynamic effects of promotion on interpurchase times

NARCIS (Netherlands)

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

2002-01-01

textabstractIn this paper we put forward a duration model to analyze the dynamic effects of marketing-mix variables on interpurchase times. We extend the accelerated failure-time model with an autoregressive structure. An important feature of our model is that it allows for different long-run and

A Tentative Application Of Morphological Filters To Time-Varying Images

Science.gov (United States)

Billard, D.; Poquillon, B.

1989-03-01

In this paper, morphological filters, which are commonly used to process either 2D or multidimensional static images, are generalized to the analysis of time-varying image sequence. The introduction of the time dimension induces then interesting prop-erties when designing such spatio-temporal morphological filters. In particular, the specification of spatio-temporal structuring ele-ments (equivalent to time-varying spatial structuring elements) can be adjusted according to the temporal variations of the image sequences to be processed : this allows to derive specific morphological transforms to perform noise filtering or moving objects discrimination on dynamic images viewed by a non-stationary sensor. First, a brief introduction to the basic principles underlying morphological filters will be given. Then, a straightforward gener-alization of these principles to time-varying images will be pro-posed. This will lead us to define spatio-temporal opening and closing and to introduce some of their possible applications to process dynamic images. At last, preliminary results obtained us-ing a natural forward looking infrared (FUR) image sequence are presented.

Pemodelan Markov Switching Dengan Time-varying Transition Probability

OpenAIRE

Savitri, Anggita Puri; Warsito, Budi; Rahmawati, Rita

2016-01-01

Exchange rate or currency is an economic variable which reflects country's state of economy. It fluctuates over time because of its ability to switch the condition or regime caused by economic and political factors. The changes in the exchange rate are depreciation and appreciation. Therefore, it could be modeled using Markov Switching with Time-Varying Transition Probability which observe the conditional changes and use information variable. From this model, time-varying transition probabili...

Bayesian switching factor analysis for estimating time-varying functional connectivity in fMRI.

Science.gov (United States)

Taghia, Jalil; Ryali, Srikanth; Chen, Tianwen; Supekar, Kaustubh; Cai, Weidong; Menon, Vinod

2017-07-15

There is growing interest in understanding the dynamical properties of functional interactions between distributed brain regions. However, robust estimation of temporal dynamics from functional magnetic resonance imaging (fMRI) data remains challenging due to limitations in extant multivariate methods for modeling time-varying functional interactions between multiple brain areas. Here, we develop a Bayesian generative model for fMRI time-series within the framework of hidden Markov models (HMMs). The model is a dynamic variant of the static factor analysis model (Ghahramani and Beal, 2000). We refer to this model as Bayesian switching factor analysis (BSFA) as it integrates factor analysis into a generative HMM in a unified Bayesian framework. In BSFA, brain dynamic functional networks are represented by latent states which are learnt from the data. Crucially, BSFA is a generative model which estimates the temporal evolution of brain states and transition probabilities between states as a function of time. An attractive feature of BSFA is the automatic determination of the number of latent states via Bayesian model selection arising from penalization of excessively complex models. Key features of BSFA are validated using extensive simulations on carefully designed synthetic data. We further validate BSFA using fingerprint analysis of multisession resting-state fMRI data from the Human Connectome Project (HCP). Our results show that modeling temporal dependencies in the generative model of BSFA results in improved fingerprinting of individual participants. Finally, we apply BSFA to elucidate the dynamic functional organization of the salience, central-executive, and default mode networks-three core neurocognitive systems with central role in cognitive and affective information processing (Menon, 2011). Across two HCP sessions, we demonstrate a high level of dynamic interactions between these networks and determine that the salience network has the highest temporal

Design and implementation of multi-signal and time-varying neural reconstructions.

Science.gov (United States)

Nanda, Sumit; Chen, Hanbo; Das, Ravi; Bhattacharjee, Shatabdi; Cuntz, Hermann; Torben-Nielsen, Benjamin; Peng, Hanchuan; Cox, Daniel N; De Schutter, Erik; Ascoli, Giorgio A

2018-01-23

Several efficient procedures exist to digitally trace neuronal structure from light microscopy, and mature community resources have emerged to store, share, and analyze these datasets. In contrast, the quantification of intracellular distributions and morphological dynamics is not yet standardized. Current widespread descriptions of neuron morphology are static and inadequate for subcellular characterizations. We introduce a new file format to represent multichannel information as well as an open-source Vaa3D plugin to acquire this type of data. Next we define a novel data structure to capture morphological dynamics, and demonstrate its application to different time-lapse experiments. Importantly, we designed both innovations as judicious extensions of the classic SWC format, thus ensuring full back-compatibility with popular visualization and modeling tools. We then deploy the combined multichannel/time-varying reconstruction system on developing neurons in live Drosophila larvae by digitally tracing fluorescently labeled cytoskeletal components along with overall dendritic morphology as they changed over time. This same design is also suitable for quantifying dendritic calcium dynamics and tracking arbor-wide movement of any subcellular substrate of interest.

Parametric output-only identification of time-varying structures using a kernel recursive extended least squares TARMA approach

Science.gov (United States)

Ma, Zhi-Sai; Liu, Li; Zhou, Si-Da; Yu, Lei; Naets, Frank; Heylen, Ward; Desmet, Wim

2018-01-01

The problem of parametric output-only identification of time-varying structures in a recursive manner is considered. A kernelized time-dependent autoregressive moving average (TARMA) model is proposed by expanding the time-varying model parameters onto the basis set of kernel functions in a reproducing kernel Hilbert space. An exponentially weighted kernel recursive extended least squares TARMA identification scheme is proposed, and a sliding-window technique is subsequently applied to fix the computational complexity for each consecutive update, allowing the method to operate online in time-varying environments. The proposed sliding-window exponentially weighted kernel recursive extended least squares TARMA method is employed for the identification of a laboratory time-varying structure consisting of a simply supported beam and a moving mass sliding on it. The proposed method is comparatively assessed against an existing recursive pseudo-linear regression TARMA method via Monte Carlo experiments and shown to be capable of accurately tracking the time-varying dynamics. Furthermore, the comparisons demonstrate the superior achievable accuracy, lower computational complexity and enhanced online identification capability of the proposed kernel recursive extended least squares TARMA approach.

Time-Varying Networks of Inter-Ictal Discharging Reveal Epileptogenic Zone.

Science.gov (United States)

Zhang, Luyan; Liang, Yi; Li, Fali; Sun, Hongbin; Peng, Wenjing; Du, Peishan; Si, Yajing; Song, Limeng; Yu, Liang; Xu, Peng

2017-01-01

The neuronal synchronous discharging may cause an epileptic seizure. Currently, most of the studies conducted to investigate the mechanism of epilepsy are based on EEGs or functional magnetic resonance imaging (fMRI) recorded during the ictal discharging or the resting-state, and few studies have probed into the dynamic patterns during the inter-ictal discharging that are much easier to record in clinical applications. Here, we propose a time-varying network analysis based on adaptive directed transfer function to uncover the dynamic brain network patterns during the inter-ictal discharging. In addition, an algorithm based on the time-varying outflow of information derived from the network analysis is developed to detect the epileptogenic zone. The analysis performed revealed the time-varying network patterns during different stages of inter-ictal discharging; the epileptogenic zone was activated prior to the discharge onset then worked as the source to propagate the activity to other brain regions. Consistence between the epileptogenic zones detected by our proposed approach and the actual epileptogenic zones proved that time-varying network analysis could not only reveal the underlying neural mechanism of epilepsy, but also function as a useful tool in detecting the epileptogenic zone based on the EEGs in the inter-ictal discharging.

Estimating varying coefficients for partial differential equation models.

Science.gov (United States)

Zhang, Xinyu; Cao, Jiguo; Carroll, Raymond J

2017-09-01

Partial differential equations (PDEs) are used to model complex dynamical systems in multiple dimensions, and their parameters often have important scientific interpretations. In some applications, PDE parameters are not constant but can change depending on the values of covariates, a feature that we call varying coefficients. We propose a parameter cascading method to estimate varying coefficients in PDE models from noisy data. Our estimates of the varying coefficients are shown to be consistent and asymptotically normally distributed. The performance of our method is evaluated by a simulation study and by an empirical study estimating three varying coefficients in a PDE model arising from LIDAR data. © 2017, The International Biometric Society.

Specification and testing of Multiplicative Time-Varying GARCH models with applications

DEFF Research Database (Denmark)

Amado, Cristina; Teräsvirta, Timo

2017-01-01

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smooth...... is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns....

Time-specific ecological niche modeling predicts spatial dynamics of vector insects and human dengue cases.

Science.gov (United States)

Peterson, A Townsend; Martínez-Campos, Carmen; Nakazawa, Yoshinori; Martínez-Meyer, Enrique

2005-09-01

Numerous human diseases-malaria, dengue, yellow fever and leishmaniasis, to name a few-are transmitted by insect vectors with brief life cycles and biting activity that varies in both space and time. Although the general geographic distributions of these epidemiologically important species are known, the spatiotemporal variation in their emergence and activity remains poorly understood. We used ecological niche modeling via a genetic algorithm to produce time-specific predictive models of monthly distributions of Aedes aegypti in Mexico in 1995. Significant predictions of monthly mosquito activity and distributions indicate that predicting spatiotemporal dynamics of disease vector species is feasible; significant coincidence with human cases of dengue indicate that these dynamics probably translate directly into transmission of dengue virus to humans. This approach provides new potential for optimizing use of resources for disease prevention and remediation via automated forecasting of disease transmission risk.

Emergency material allocation with time-varying supply-demand based on dynamic optimization method for river chemical spills.

Science.gov (United States)

Liu, Jie; Guo, Liang; Jiang, Jiping; Jiang, Dexun; Wang, Peng

2018-04-13

Aiming to minimize the damage caused by river chemical spills, efficient emergency material allocation is critical for an actual emergency rescue decision-making in a quick response. In this study, an emergency material allocation framework based on time-varying supply-demand constraint is developed to allocate emergency material, minimize the emergency response time, and satisfy the dynamic emergency material requirements in post-accident phases dealing with river chemical spills. In this study, the theoretically critical emergency response time is firstly obtained for the emergency material allocation system to select a series of appropriate emergency material warehouses as potential supportive centers. Then, an enumeration method is applied to identify the practically critical emergency response time, the optimum emergency material allocation and replenishment scheme. Finally, the developed framework is applied to a computational experiment based on south-to-north water transfer project in China. The results illustrate that the proposed methodology is a simple and flexible tool for appropriately allocating emergency material to satisfy time-dynamic demands during emergency decision-making. Therefore, the decision-makers can identify an appropriate emergency material allocation scheme in a balance between time-effective and cost-effective objectives under the different emergency pollution conditions.

Mediation analysis with time varying exposures and mediators.

Science.gov (United States)

VanderWeele, Tyler J; Tchetgen Tchetgen, Eric J

2017-06-01

In this paper we consider causal mediation analysis when exposures and mediators vary over time. We give non-parametric identification results, discuss parametric implementation, and also provide a weighting approach to direct and indirect effects based on combining the results of two marginal structural models. We also discuss how our results give rise to a causal interpretation of the effect estimates produced from longitudinal structural equation models. When there are time-varying confounders affected by prior exposure and mediator, natural direct and indirect effects are not identified. However, we define a randomized interventional analogue of natural direct and indirect effects that are identified in this setting. The formula that identifies these effects we refer to as the "mediational g-formula." When there is no mediation, the mediational g-formula reduces to Robins' regular g-formula for longitudinal data. When there are no time-varying confounders affected by prior exposure and mediator values, then the mediational g-formula reduces to a longitudinal version of Pearl's mediation formula. However, the mediational g-formula itself can accommodate both mediation and time-varying confounders and constitutes a general approach to mediation analysis with time-varying exposures and mediators.

Modeling intensive longitudinal data with mixtures of nonparametric trajectories and time-varying effects.

Science.gov (United States)

Dziak, John J; Li, Runze; Tan, Xianming; Shiffman, Saul; Shiyko, Mariya P

2015-12-01

Behavioral scientists increasingly collect intensive longitudinal data (ILD), in which phenomena are measured at high frequency and in real time. In many such studies, it is of interest to describe the pattern of change over time in important variables as well as the changing nature of the relationship between variables. Individuals' trajectories on variables of interest may be far from linear, and the predictive relationship between variables of interest and related covariates may also change over time in a nonlinear way. Time-varying effect models (TVEMs; see Tan, Shiyko, Li, Li, & Dierker, 2012) address these needs by allowing regression coefficients to be smooth, nonlinear functions of time rather than constants. However, it is possible that not only observed covariates but also unknown, latent variables may be related to the outcome. That is, regression coefficients may change over time and also vary for different kinds of individuals. Therefore, we describe a finite mixture version of TVEM for situations in which the population is heterogeneous and in which a single trajectory would conceal important, interindividual differences. This extended approach, MixTVEM, combines finite mixture modeling with non- or semiparametric regression modeling, to describe a complex pattern of change over time for distinct latent classes of individuals. The usefulness of the method is demonstrated in an empirical example from a smoking cessation study. We provide a versatile SAS macro and R function for fitting MixTVEMs. (c) 2015 APA, all rights reserved).

Emergence of synchronization and regularity in firing patterns in time-varying neural hypernetworks

Science.gov (United States)

Rakshit, Sarbendu; Bera, Bidesh K.; Ghosh, Dibakar; Sinha, Sudeshna

2018-05-01

We study synchronization of dynamical systems coupled in time-varying network architectures, composed of two or more network topologies, corresponding to different interaction schemes. As a representative example of this class of time-varying hypernetworks, we consider coupled Hindmarsh-Rose neurons, involving two distinct types of networks, mimicking interactions that occur through the electrical gap junctions and the chemical synapses. Specifically, we consider the connections corresponding to the electrical gap junctions to form a small-world network, while the chemical synaptic interactions form a unidirectional random network. Further, all the connections in the hypernetwork are allowed to change in time, modeling a more realistic neurobiological scenario. We model this time variation by rewiring the links stochastically with a characteristic rewiring frequency f . We find that the coupling strength necessary to achieve complete neuronal synchrony is lower when the links are switched rapidly. Further, the average time required to reach the synchronized state decreases as synaptic coupling strength and/or rewiring frequency increases. To quantify the local stability of complete synchronous state we use the Master Stability Function approach, and for global stability we employ the concept of basin stability. The analytically derived necessary condition for synchrony is in excellent agreement with numerical results. Further we investigate the resilience of the synchronous states with respect to increasing network size, and we find that synchrony can be maintained up to larger network sizes by increasing either synaptic strength or rewiring frequency. Last, we find that time-varying links not only promote complete synchronization, but also have the capacity to change the local dynamics of each single neuron. Specifically, in a window of rewiring frequency and synaptic coupling strength, we observe that the spiking behavior becomes more regular.

Newtonian cosmology with a time-varying constant of gravitation

International Nuclear Information System (INIS)

McVittie, G.C.

1978-01-01

Newtonian cosmology is based on the Eulerian equations of fluid mechanics combined with Poisson's equation modified by the introduction of a time-varying G. Spherically symmetric model universes are worked out with instantaneously uniform densities. They are indeterminate unless instantaneous uniformity of the pressure is imposed. When G varies as an inverse power of the time, the models can in some cases be shown to depend on the solution of a second-order differential equation which also occurs in the Friedmann models of general relativity. In Section 3, a method for 'passing through' a singularity of this equation is proposed which entails making four arbitrary mathematical assumptions. When G varies as (time) -1 , models with initially cycloidal motion are possible, each cycle becoming longer as time progresses. Finally, gravitation becomes so weak that the model expands to infinity. Kinetic and potential energies for the whole model are derived from the basic equations; their sum is not constant. (author)

Dynamic Bus Travel Time Prediction Models on Road with Multiple Bus Routes.

Science.gov (United States)

Bai, Cong; Peng, Zhong-Ren; Lu, Qing-Chang; Sun, Jian

2015-01-01

Accurate and real-time travel time information for buses can help passengers better plan their trips and minimize waiting times. A dynamic travel time prediction model for buses addressing the cases on road with multiple bus routes is proposed in this paper, based on support vector machines (SVMs) and Kalman filtering-based algorithm. In the proposed model, the well-trained SVM model predicts the baseline bus travel times from the historical bus trip data; the Kalman filtering-based dynamic algorithm can adjust bus travel times with the latest bus operation information and the estimated baseline travel times. The performance of the proposed dynamic model is validated with the real-world data on road with multiple bus routes in Shenzhen, China. The results show that the proposed dynamic model is feasible and applicable for bus travel time prediction and has the best prediction performance among all the five models proposed in the study in terms of prediction accuracy on road with multiple bus routes.

Dynamic Bus Travel Time Prediction Models on Road with Multiple Bus Routes

Science.gov (United States)

Bai, Cong; Peng, Zhong-Ren; Lu, Qing-Chang; Sun, Jian

2015-01-01

Accurate and real-time travel time information for buses can help passengers better plan their trips and minimize waiting times. A dynamic travel time prediction model for buses addressing the cases on road with multiple bus routes is proposed in this paper, based on support vector machines (SVMs) and Kalman filtering-based algorithm. In the proposed model, the well-trained SVM model predicts the baseline bus travel times from the historical bus trip data; the Kalman filtering-based dynamic algorithm can adjust bus travel times with the latest bus operation information and the estimated baseline travel times. The performance of the proposed dynamic model is validated with the real-world data on road with multiple bus routes in Shenzhen, China. The results show that the proposed dynamic model is feasible and applicable for bus travel time prediction and has the best prediction performance among all the five models proposed in the study in terms of prediction accuracy on road with multiple bus routes. PMID:26294903

Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework

Directory of Open Access Journals (Sweden)

Krzysztof Drachal

2018-05-01

Full Text Available This article presents results from modelling spot oil prices by Dynamic Model Averaging (DMA. First, based on a literature review and availability of data, the following oil price drivers have been selected: stock prices indices, stock prices volatility index, exchange rates, global economic activity, interest rates, supply and demand indicators and inventories level. Next, they have been included as explanatory variables in various DMA models with different initial parameters. Monthly data between January 1986 and December 2015 has been analyzed. Several variations of DMA models have been constructed, because DMA requires the initial setting of certain parameters. Interestingly, DMA has occurred to be robust to setting different values to these parameters. It has also occurred that the quality of prediction is the highest for the model with the drivers solely connected with the stock markets behavior. Drivers connected with macroeconomic fundamental indicators have not been found so important. This observation can serve as an argument favoring the hypothesis of the increasing financialization of the oil market, at least in the short-term period. The predictions from other, slightly different modelling variations based on DMA methodology, have happened to be consistent with each other in general. Many constructed models have outperformed alternative forecasting methods. It has also been found that normalization of the initial data, although not necessary for DMA from the theoretical point of view, significantly improves the quality of prediction.

Time-varying mixed logit model for vehicle merging behavior in work zone merging areas.

Science.gov (United States)

Weng, Jinxian; Du, Gang; Li, Dan; Yu, Yao

2018-08-01

This study aims to develop a time-varying mixed logit model for the vehicle merging behavior in work zone merging areas during the merging implementation period from the time of starting a merging maneuver to that of completing the maneuver. From the safety perspective, vehicle crash probability and severity between the merging vehicle and its surrounding vehicles are regarded as major factors influencing vehicle merging decisions. Model results show that the model with the use of vehicle crash risk probability and severity could provide higher prediction accuracy than previous models with the use of vehicle speeds and gap sizes. It is found that lead vehicle type, through lead vehicle type, through lag vehicle type, crash probability of the merging vehicle with respect to the through lag vehicle, crash severities of the merging vehicle with respect to the through lead and lag vehicles could exhibit time-varying effects on the merging behavior. One important finding is that the merging vehicle could become more and more aggressive in order to complete the merging maneuver as quickly as possible over the elapsed time, even if it has high vehicle crash risk with respect to the through lead and lag vehicles. Copyright © 2018 Elsevier Ltd. All rights reserved.

A dynamic capacity degradation model and its applications considering varying load for a large format Li-ion battery

International Nuclear Information System (INIS)

Ouyang, Minggao; Feng, Xuning; Han, Xuebing; Lu, Languang; Li, Zhe; He, Xiangming

2016-01-01

Highlights: • A dynamic capacity degradation model for large format Li-ion battery is proposed. • The change of the model parameters directly link with the degradation mechanisms. • The model can simulate the fading behavior of Li-ion battery under varying loads. • The model can help evaluate the longevity of a battery system under specific load. • The model can help predict the evolution of cell variations within a battery pack. - Abstract: The capacity degradation of the lithium ion battery should be well predicted during battery system design. Therefore, high-fidelity capacity degradation models that are suitable for the task of capacity prediction are required. This paper proposes a novel capacity degradation model that can simulate the degradation dynamics under varying working conditions for large-format lithium ion batteries. The degradation model is built based on a mechanistic and prognostic model (MPM) whose parameters are closely linked with the degradation mechanisms of lithium ion batteries. Chemical kinetics was set to drive the parameters of the MPM to change as capacity degradation continues. With the dynamic parameters of the MPM, the capacity predicted by the degradation model decreases as the cycle continues. Accelerated aging tests were conducted on three types of commercial lithium ion batteries to calibrate the capacity degradation model. The good fit with the experimental data indicates that the model can capture the degradation mechanisms well for different types of commercial lithium ion batteries. Furthermore, the calibrated model can be used to (1) evaluate the longevity of a battery system under a specific working load and (2) predict the evolution of cell variations within a battery pack when different cell works at different conditions. Correlated applications are discussed using the calibrated degradation model.

Stability of Nonlinear Systems with Unknown Time-varying Feedback Delay

Science.gov (United States)

Chunodkar, Apurva A.; Akella, Maruthi R.

2013-12-01

This paper considers the problem of stabilizing a class of nonlinear systems with unknown bounded delayed feedback wherein the time-varying delay is 1) piecewise constant 2) continuous with a bounded rate. We also consider application of these results to the stabilization of rigid-body attitude dynamics. In the first case, the time-delay in feedback is modeled specifically as a switch among an arbitrarily large set of unknown constant values with a known strict upper bound. The feedback is a linear function of the delayed states. In the case of linear systems with switched delay feedback, a new sufficiency condition for average dwell time result is presented using a complete type Lyapunov-Krasovskii (L-K) functional approach. Further, the corresponding switched system with nonlinear perturbations is proven to be exponentially stable inside a well characterized region of attraction for an appropriately chosen average dwell time. In the second case, the concept of the complete type L-K functional is extended to a class of nonlinear time-delay systems with unknown time-varying time-delay. This extension ensures stability robustness to time-delay in the control design for all values of time-delay less than the known upper bound. Model-transformation is used in order to partition the nonlinear system into a nominal linear part that is exponentially stable with a bounded perturbation. We obtain sufficient conditions which ensure exponential stability inside a region of attraction estimate. A constructive method to evaluate the sufficient conditions is presented together with comparison with the corresponding constant and piecewise constant delay. Numerical simulations are performed to illustrate the theoretical results of this paper.

Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework

OpenAIRE

Beckmann, Joscha; Czudaj, Robert

2012-01-01

This study analyzes the question whether gold provides the ability of hedging against inflation from a new perspective. Using data for four major economies, namely the USA, the UK, the Euro Area, and Japan, we allow for nonlinearity and discriminate between long-run and time-varying short-run dynamics. Thus, we conduct a Markov-switching vector error correction model (MS-VECM) approach for a sample period ranging from January 1970 to December 2011. Our main findings are threefold: First, we s...

A stochastic fractional dynamics model of space-time variability of rain

Science.gov (United States)

Kundu, Prasun K.; Travis, James E.

2013-09-01

varies in space and time in a highly irregular manner and is described naturally in terms of a stochastic process. A characteristic feature of rainfall statistics is that they depend strongly on the space-time scales over which rain data are averaged. A spectral model of precipitation has been developed based on a stochastic differential equation of fractional order for the point rain rate, which allows a concise description of the second moment statistics of rain at any prescribed space-time averaging scale. The model is thus capable of providing a unified description of the statistics of both radar and rain gauge data. The underlying dynamical equation can be expressed in terms of space-time derivatives of fractional orders that are adjusted together with other model parameters to fit the data. The form of the resulting spectrum gives the model adequate flexibility to capture the subtle interplay between the spatial and temporal scales of variability of rain but strongly constrains the predicted statistical behavior as a function of the averaging length and time scales. We test the model with radar and gauge data collected contemporaneously at the NASA TRMM ground validation sites located near Melbourne, Florida and on the Kwajalein Atoll, Marshall Islands in the tropical Pacific. We estimate the parameters by tuning them to fit the second moment statistics of radar data at the smaller spatiotemporal scales. The model predictions are then found to fit the second moment statistics of the gauge data reasonably well at these scales without any further adjustment.

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

Science.gov (United States)

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

2009-03-01

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

Line shapes and time dynamics of the Förster resonances between two Rydberg atoms in a time-varying electric field

KAUST Repository

Yakshina, E. A.

2016-10-21

The observation of the Stark-tuned Förster resonances between Rydberg atoms excited by narrowband cw laser radiation requires usage of a Stark-switching technique in order to excite the atoms first in a fixed electric field and then to induce the interactions in a varied electric field, which is scanned across the Förster resonance. In our experiments with a few cold Rb Rydberg atoms, we have found that the transients at the edges of the electric pulses strongly affect the line shapes of the Förster resonances, since the population transfer at the resonances occurs on a time scale of ∼100 ns, which is comparable with the duration of the transients. For example, a short-term ringing at a certain frequency causes additional radio-frequency-assisted Förster resonances, while nonsharp edges lead to asymmetry. The intentional application of the radio-frequency field induces transitions between collective states, whose line shape depends on the interaction strengths and time. Spatial averaging over the atom positions in a single interaction volume yields a cusped line shape of the Förster resonance. We present a detailed experimental and theoretical analysis of the line shape and time dynamics of the Stark-tuned Förster resonances Rb(nP3/2)+Rb(nP3/2)→Rb(nS1/2)+Rb([n+1]S1/2) for two Rb Rydberg atoms interacting in a time-varying electric field.

Line shapes and time dynamics of the Förster resonances between two Rydberg atoms in a time-varying electric field

KAUST Repository

Yakshina, E. A.; Tretyakov, D. B.; Beterov, I. I.; Entin, V. M.; Andreeva, C.; Cinins, A.; Markovski, A.; Iftikhar, Z.; Ekers, Aigars; Ryabtsev, I. I.

2016-01-01

The observation of the Stark-tuned Förster resonances between Rydberg atoms excited by narrowband cw laser radiation requires usage of a Stark-switching technique in order to excite the atoms first in a fixed electric field and then to induce the interactions in a varied electric field, which is scanned across the Förster resonance. In our experiments with a few cold Rb Rydberg atoms, we have found that the transients at the edges of the electric pulses strongly affect the line shapes of the Förster resonances, since the population transfer at the resonances occurs on a time scale of ∼100 ns, which is comparable with the duration of the transients. For example, a short-term ringing at a certain frequency causes additional radio-frequency-assisted Förster resonances, while nonsharp edges lead to asymmetry. The intentional application of the radio-frequency field induces transitions between collective states, whose line shape depends on the interaction strengths and time. Spatial averaging over the atom positions in a single interaction volume yields a cusped line shape of the Förster resonance. We present a detailed experimental and theoretical analysis of the line shape and time dynamics of the Stark-tuned Förster resonances Rb(nP3/2)+Rb(nP3/2)→Rb(nS1/2)+Rb([n+1]S1/2) for two Rb Rydberg atoms interacting in a time-varying electric field.

Adaptive control of chaotic systems with stochastic time varying unknown parameters

Energy Technology Data Exchange (ETDEWEB)

Salarieh, Hassan [Center of Excellence in Design, Robotics and Automation, Department of Mechanical Engineering, Sharif University of Technology, P.O. Box 11365-9567, Azadi Avenue, Tehran (Iran, Islamic Republic of)], E-mail: salarieh@mech.sharif.edu; Alasty, Aria [Center of Excellence in Design, Robotics and Automation, Department of Mechanical Engineering, Sharif University of Technology, P.O. Box 11365-9567, Azadi Avenue, Tehran (Iran, Islamic Republic of)], E-mail: aalasti@sharif.edu

2008-10-15

In this paper based on the Lyapunov stability theorem, an adaptive control scheme is proposed for stabilizing the unstable periodic orbits (UPO) of chaotic systems. It is assumed that the chaotic system has some linearly dependent unknown parameters which are stochastically time varying. The stochastic parameters are modeled through the Weiner process derivative. To demonstrate the effectiveness of the proposed technique it has been applied to the Lorenz, Chen and Rossler dynamical systems, as some case studies. Simulation results indicate that the proposed adaptive controller has a high performance in stabilizing the UPO of chaotic systems in noisy environment.

Solar Potential Analysis and Integration of the Time-Dependent Simulation Results for Semantic 3d City Models Using Dynamizers

Science.gov (United States)

Chaturvedi, K.; Willenborg, B.; Sindram, M.; Kolbe, T. H.

2017-10-01

Semantic 3D city models play an important role in solving complex real-world problems and are being adopted by many cities around the world. A wide range of application and simulation scenarios directly benefit from the adoption of international standards such as CityGML. However, most of the simulations involve properties, whose values vary with respect to time, and the current generation semantic 3D city models do not support time-dependent properties explicitly. In this paper, the details of solar potential simulations are provided operating on the CityGML standard, assessing and estimating solar energy production for the roofs and facades of the 3D building objects in different ways. Furthermore, the paper demonstrates how the time-dependent simulation results are better-represented inline within 3D city models utilizing the so-called Dynamizer concept. This concept not only allows representing the simulation results in standardized ways, but also delivers a method to enhance static city models by such dynamic property values making the city models truly dynamic. The dynamizer concept has been implemented as an Application Domain Extension of the CityGML standard within the OGC Future City Pilot Phase 1. The results are given in this paper.

Stability analysis and backward whirl investigation of cracked rotors with time-varying stiffness

Science.gov (United States)

AL-Shudeifat, Mohammad A.

2015-07-01

The dynamic stability of dynamical systems with time-periodic stiffness is addressed here. Cracked rotor systems with time-periodic stiffness are well-known examples of such systems. Time-varying area moments of inertia at the cracked element cross-section of a cracked rotor have been used to formulate the time-periodic finite element stiffness matrix. The semi-infinite coefficient matrix obtained by applying the harmonic balance (HB) solution to the finite element (FE) equations of motion is employed here to study the dynamic stability of the system. Consequently, the sign of the determinant of a scaled version of a sub-matrix of this semi-infinite coefficient matrix at a finite number of harmonics in the HB solution is found to be sufficient for identifying the major unstable zones of the system in the parameter plane. Specifically, it is found that the negative determinant always corresponds to unstable zones in all of the systems considered. This approach is applied to a parametrically excited Mathieu's equation, a two degree-of-freedom linear time-periodic dynamical system, a cracked Jeffcott rotor and a finite element model of the cracked rotor system. Compared to the corresponding results obtained by Floquet's theory, the sign of the determinant of the scaled sub-matrix is found to be an efficient tool for identifying the major unstable zones of the linear time-periodic parametrically excited systems, especially large-scale FE systems. Moreover, it is found that the unstable zones for a FE cracked rotor with an open transverse crack model only appear at the backward whirl. The theoretical and experimental results have been found to agree well for verifying that the open crack model excites the backward whirl amplitudes at the critical backward whirling rotational speeds.

Study of selected phenotype switching strategies in time varying environment

Energy Technology Data Exchange (ETDEWEB)

Horvath, Denis, E-mail: horvath.denis@gmail.com [Centre of Interdisciplinary Biosciences, Institute of Physics, Faculty of Science, P.J. Šafárik University in Košice, Jesenná 5, 040 01 Košice (Slovakia); Brutovsky, Branislav, E-mail: branislav.brutovsky@upjs.sk [Department of Biophysics, Institute of Physics, P.J. Šafárik University in Košice, Jesenná 5, 040 01 Košice (Slovakia)

2016-03-22

Population heterogeneity plays an important role across many research, as well as the real-world, problems. The population heterogeneity relates to the ability of a population to cope with an environment change (or uncertainty) preventing its extinction. However, this ability is not always desirable as can be exemplified by an intratumor heterogeneity which positively correlates with the development of resistance to therapy. Causation of population heterogeneity is therefore in biology and medicine an intensively studied topic. In this paper the evolution of a specific strategy of population diversification, the phenotype switching, is studied at a conceptual level. The presented simulation model studies evolution of a large population of asexual organisms in a time-varying environment represented by a stochastic Markov process. Each organism disposes with a stochastic or nonlinear deterministic switching strategy realized by discrete-time models with evolvable parameters. We demonstrate that under rapidly varying exogenous conditions organisms operate in the vicinity of the bet-hedging strategy, while the deterministic patterns become relevant as the environmental variations are less frequent. Statistical characterization of the steady state regimes of the populations is done using the Hellinger and Kullback–Leibler functional distances and the Hamming distance. - Highlights: • Relation between phenotype switching and environment is studied. • The Markov chain Monte Carlo based model is developed. • Stochastic and deterministic strategies of phenotype switching are utilized. • Statistical measures of the dynamic heterogeneity reveal universal properties. • The results extend to higher lattice dimensions.

Study of selected phenotype switching strategies in time varying environment

International Nuclear Information System (INIS)

Horvath, Denis; Brutovsky, Branislav

2016-01-01

Population heterogeneity plays an important role across many research, as well as the real-world, problems. The population heterogeneity relates to the ability of a population to cope with an environment change (or uncertainty) preventing its extinction. However, this ability is not always desirable as can be exemplified by an intratumor heterogeneity which positively correlates with the development of resistance to therapy. Causation of population heterogeneity is therefore in biology and medicine an intensively studied topic. In this paper the evolution of a specific strategy of population diversification, the phenotype switching, is studied at a conceptual level. The presented simulation model studies evolution of a large population of asexual organisms in a time-varying environment represented by a stochastic Markov process. Each organism disposes with a stochastic or nonlinear deterministic switching strategy realized by discrete-time models with evolvable parameters. We demonstrate that under rapidly varying exogenous conditions organisms operate in the vicinity of the bet-hedging strategy, while the deterministic patterns become relevant as the environmental variations are less frequent. Statistical characterization of the steady state regimes of the populations is done using the Hellinger and Kullback–Leibler functional distances and the Hamming distance. - Highlights: • Relation between phenotype switching and environment is studied. • The Markov chain Monte Carlo based model is developed. • Stochastic and deterministic strategies of phenotype switching are utilized. • Statistical measures of the dynamic heterogeneity reveal universal properties. • The results extend to higher lattice dimensions.

Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model

Science.gov (United States)

Cheong, Chin Wen

2008-02-01

This article investigated the influences of structural breaks on the fractionally integrated time-varying volatility model in the Malaysian stock markets which included the Kuala Lumpur composite index and four major sectoral indices. A fractionally integrated time-varying volatility model combined with sudden changes is developed to study the possibility of structural change in the empirical data sets. Our empirical results showed substantial reduction in fractional differencing parameters after the inclusion of structural change during the Asian financial and currency crises. Moreover, the fractionally integrated model with sudden change in volatility performed better in the estimation and specification evaluations.

Optimal critic learning for robot control in time-varying environments.

Science.gov (United States)

Wang, Chen; Li, Yanan; Ge, Shuzhi Sam; Lee, Tong Heng

2015-10-01

In this paper, optimal critic learning is developed for robot control in a time-varying environment. The unknown environment is described as a linear system with time-varying parameters, and impedance control is employed for the interaction control. Desired impedance parameters are obtained in the sense of an optimal realization of the composite of trajectory tracking and force regulation. Q -function-based critic learning is developed to determine the optimal impedance parameters without the knowledge of the system dynamics. The simulation results are presented and compared with existing methods, and the efficacy of the proposed method is verified.

Interactive exploration of large-scale time-varying data using dynamic tracking graphs

KAUST Repository

Widanagamaachchi, W.

2012-10-01

Exploring and analyzing the temporal evolution of features in large-scale time-varying datasets is a common problem in many areas of science and engineering. One natural representation of such data is tracking graphs, i.e., constrained graph layouts that use one spatial dimension to indicate time and show the "tracks" of each feature as it evolves, merges or disappears. However, for practical data sets creating the corresponding optimal graph layouts that minimize the number of intersections can take hours to compute with existing techniques. Furthermore, the resulting graphs are often unmanageably large and complex even with an ideal layout. Finally, due to the cost of the layout, changing the feature definition, e.g. by changing an iso-value, or analyzing properly adjusted sub-graphs is infeasible. To address these challenges, this paper presents a new framework that couples hierarchical feature definitions with progressive graph layout algorithms to provide an interactive exploration of dynamically constructed tracking graphs. Our system enables users to change feature definitions on-the-fly and filter features using arbitrary attributes while providing an interactive view of the resulting tracking graphs. Furthermore, the graph display is integrated into a linked view system that provides a traditional 3D view of the current set of features and allows a cross-linked selection to enable a fully flexible spatio-temporal exploration of data. We demonstrate the utility of our approach with several large-scale scientific simulations from combustion science. © 2012 IEEE.

A Time-Varied Probabilistic ON/OFF Switching Algorithm for Cellular Networks

KAUST Repository

Rached, Nadhir B.; Ghazzai, Hakim; Kadri, Abdullah; Alouini, Mohamed-Slim

2018-01-01

In this letter, we develop a time-varied probabilistic on/off switching planning method for cellular networks to reduce their energy consumption. It consists in a risk-aware optimization approach that takes into consideration the randomness of the user profile associated with each base station (BS). The proposed approach jointly determines (i) the instants of time at which the current active BS configuration must be updated due to an increase or decrease of the network traffic load, and (ii) the set of minimum BSs to be activated to serve the networks’ subscribers. Probabilistic metrics modeling the traffic profile variation are developed to trigger this dynamic on/off switching operation. Selected simulation results are then performed to validate the proposed algorithm for different system parameters.

A Time-Varied Probabilistic ON/OFF Switching Algorithm for Cellular Networks

KAUST Repository

Rached, Nadhir B.

2018-01-11

In this letter, we develop a time-varied probabilistic on/off switching planning method for cellular networks to reduce their energy consumption. It consists in a risk-aware optimization approach that takes into consideration the randomness of the user profile associated with each base station (BS). The proposed approach jointly determines (i) the instants of time at which the current active BS configuration must be updated due to an increase or decrease of the network traffic load, and (ii) the set of minimum BSs to be activated to serve the networks’ subscribers. Probabilistic metrics modeling the traffic profile variation are developed to trigger this dynamic on/off switching operation. Selected simulation results are then performed to validate the proposed algorithm for different system parameters.

Gold as an Infl ation Hedge in a Time-Varying Coeffi cient Framework

OpenAIRE

Joscha Beckmann; Robert Czudaj

2012-01-01

This study analyzes the question whether gold provides the ability of hedging against inflation from a new perspective. Using data for four major economies, namely the USA, the UK, the Euro Area, and Japan, we allow for nonlinearity and discriminate between long-run and time-varying short-run dynamics. Thus, we conduct a Markov-switching vector error correction model (MS-VECM) approach for a sample period ranging from January 1970 to December 2011. Our main findings are threefold: First, we s...

Dynamic Modeling and Real-Time Monitoring of Froth Flotation

Directory of Open Access Journals (Sweden)

Khushaal Popli

2015-08-01

Full Text Available A dynamic fundamental model was developed linking processes from the microscopic scale to the equipment scale for batch froth flotation. State estimation, fault detection, and disturbance identification were implemented using the extended Kalman filter (EKF, which reconciles real-time measurements with dynamic models. The online measurements for the EKF were obtained through image analysis of froth images that were captured and analyzed using the commercial package VisioFroth (Metsor Minerals. The extracted image features were then correlated to recovery using principal component analysis and partial least squares regression. The performance of real-time state estimation and fault detection was validated using batch flotation of pure galena at various operating conditions. The image features that were strongly representative of recovery were identified, and calibration and validation were performed against off-line measurements of recovery. The EKF successfully captured the dynamics of the process by updating the model states and parameters using the online measurements. Finally, disturbances in the air flow rate and impeller speed were introduced into the system, and the dynamic behavior of the flotation process was successfully tracked and the disturbances were identified using state estimation.

Two-boundary first exit time of Gauss-Markov processes for stochastic modeling of acto-myosin dynamics.

Science.gov (United States)

D'Onofrio, Giuseppe; Pirozzi, Enrica

2017-05-01

We consider a stochastic differential equation in a strip, with coefficients suitably chosen to describe the acto-myosin interaction subject to time-varying forces. By simulating trajectories of the stochastic dynamics via an Euler discretization-based algorithm, we fit experimental data and determine the values of involved parameters. The steps of the myosin are represented by the exit events from the strip. Motivated by these results, we propose a specific stochastic model based on the corresponding time-inhomogeneous Gauss-Markov and diffusion process evolving between two absorbing boundaries. We specify the mean and covariance functions of the stochastic modeling process taking into account time-dependent forces including the effect of an external load. We accurately determine the probability density function (pdf) of the first exit time (FET) from the strip by solving a system of two non singular second-type Volterra integral equations via a numerical quadrature. We provide numerical estimations of the mean of FET as approximations of the dwell-time of the proteins dynamics. The percentage of backward steps is given in agreement to experimental data. Numerical and simulation results are compared and discussed.

Multiple-step fault estimation for interval type-II T-S fuzzy system of hypersonic vehicle with time-varying elevator faults

Directory of Open Access Journals (Sweden)

Jin Wang

2017-03-01

Full Text Available This article proposes a multiple-step fault estimation algorithm for hypersonic flight vehicles that uses an interval type-II Takagi–Sugeno fuzzy model. An interval type-II Takagi–Sugeno fuzzy model is developed to approximate the nonlinear dynamic system and handle the parameter uncertainties of hypersonic firstly. Then, a multiple-step time-varying additive fault estimation algorithm is designed to estimate time-varying additive elevator fault of hypersonic flight vehicles. Finally, the simulation is conducted in both aspects of modeling and fault estimation; the validity and availability of such method are verified by a series of the comparison of numerical simulation results.

Penalized Nonlinear Least Squares Estimation of Time-Varying Parameters in Ordinary Differential Equations

KAUST Repository

Cao, Jiguo; Huang, Jianhua Z.; Wu, Hulin

2012-01-01

Ordinary differential equations (ODEs) are widely used in biomedical research and other scientific areas to model complex dynamic systems. It is an important statistical problem to estimate parameters in ODEs from noisy observations. In this article we propose a method for estimating the time-varying coefficients in an ODE. Our method is a variation of the nonlinear least squares where penalized splines are used to model the functional parameters and the ODE solutions are approximated also using splines. We resort to the implicit function theorem to deal with the nonlinear least squares objective function that is only defined implicitly. The proposed penalized nonlinear least squares method is applied to estimate a HIV dynamic model from a real dataset. Monte Carlo simulations show that the new method can provide much more accurate estimates of functional parameters than the existing two-step local polynomial method which relies on estimation of the derivatives of the state function. Supplemental materials for the article are available online.

Dual Extended Kalman Filter for the Identification of Time-Varying Human Manual Control Behavior

Science.gov (United States)

Popovici, Alexandru; Zaal, Peter M. T.; Pool, Daan M.

2017-01-01

A Dual Extended Kalman Filter was implemented for the identification of time-varying human manual control behavior. Two filters that run concurrently were used, a state filter that estimates the equalization dynamics, and a parameter filter that estimates the neuromuscular parameters and time delay. Time-varying parameters were modeled as a random walk. The filter successfully estimated time-varying human control behavior in both simulated and experimental data. Simple guidelines are proposed for the tuning of the process and measurement covariance matrices and the initial parameter estimates. The tuning was performed on simulation data, and when applied on experimental data, only an increase in measurement process noise power was required in order for the filter to converge and estimate all parameters. A sensitivity analysis to initial parameter estimates showed that the filter is more sensitive to poor initial choices of neuromuscular parameters than equalization parameters, and bad choices for initial parameters can result in divergence, slow convergence, or parameter estimates that do not have a real physical interpretation. The promising results when applied to experimental data, together with its simple tuning and low dimension of the state-space, make the use of the Dual Extended Kalman Filter a viable option for identifying time-varying human control parameters in manual tracking tasks, which could be used in real-time human state monitoring and adaptive human-vehicle haptic interfaces.

Clinical time series prediction: towards a hierarchical dynamical system framework

Science.gov (United States)

Liu, Zitao; Hauskrecht, Milos

2014-01-01

Objective Developing machine learning and data mining algorithms for building temporal models of clinical time series is important for understanding of the patient condition, the dynamics of a disease, effect of various patient management interventions and clinical decision making. In this work, we propose and develop a novel hierarchical framework for modeling clinical time series data of varied length and with irregularly sampled observations. Materials and methods Our hierarchical dynamical system framework for modeling clinical time series combines advantages of the two temporal modeling approaches: the linear dynamical system and the Gaussian process. We model the irregularly sampled clinical time series by using multiple Gaussian process sequences in the lower level of our hierarchical framework and capture the transitions between Gaussian processes by utilizing the linear dynamical system. The experiments are conducted on the complete blood count (CBC) panel data of 1000 post-surgical cardiac patients during their hospitalization. Our framework is evaluated and compared to multiple baseline approaches in terms of the mean absolute prediction error and the absolute percentage error. Results We tested our framework by first learning the time series model from data for the patient in the training set, and then applying the model in order to predict future time series values on the patients in the test set. We show that our model outperforms multiple existing models in terms of its predictive accuracy. Our method achieved a 3.13% average prediction accuracy improvement on ten CBC lab time series when it was compared against the best performing baseline. A 5.25% average accuracy improvement was observed when only short-term predictions were considered. Conclusion A new hierarchical dynamical system framework that lets us model irregularly sampled time series data is a promising new direction for modeling clinical time series and for improving their predictive

Time-varying acceleration coefficients IPSO for solving dynamic economic dispatch with non-smooth cost function

International Nuclear Information System (INIS)

Mohammadi-ivatloo, Behnam; Rabiee, Abbas; Ehsan, Mehdi

2012-01-01

Highlights: ► New approach to solve power systems dynamic economic dispatch. ► Considering Valve-point effect, prohibited operation zones. ► Proposing TVAC-IPSO algorithm. - Abstract: The objective of the dynamic economic dispatch (DED) problem is to schedule power generation for the online units for a given time horizon economically, satisfying various operational constraints. Due to the effect of valve-point effects and prohibited operating zones (POZs) in the generating units cost functions, DED problem is a highly non-linear and non-convex optimization problem. The DED problem even may be more complicated if transmission losses and ramp-rate constraints are taken into account. This paper presents a novel and heuristic algorithm to solve DED problem of generating units, by employing time varying acceleration coefficients iteration particle swarm optimization (TVAC-IPSO) method. The effectiveness of the proposed method is examined and validated by carrying out extensive tests on different test systems, i.e. 5-unit and 10-unit test systems. Valve-point effects, POZs and ramp-rate constraints along with transmission losses are considered. To examine the efficiency of the proposed TVAC-IPSO algorithm, comprehensive studies are carried out, which compare convergence properties of the proposed TVAC-IPSO approach with conventional PSO algorithm, in addition to the other recently reported approaches. Numerical results show that the TVAC-IPSO method has good convergence properties and the generation costs resulted from the proposed method are lower than other algorithms reported in recent literature.

Clinical time series prediction: Toward a hierarchical dynamical system framework.

Science.gov (United States)

Liu, Zitao; Hauskrecht, Milos

2015-09-01

Developing machine learning and data mining algorithms for building temporal models of clinical time series is important for understanding of the patient condition, the dynamics of a disease, effect of various patient management interventions and clinical decision making. In this work, we propose and develop a novel hierarchical framework for modeling clinical time series data of varied length and with irregularly sampled observations. Our hierarchical dynamical system framework for modeling clinical time series combines advantages of the two temporal modeling approaches: the linear dynamical system and the Gaussian process. We model the irregularly sampled clinical time series by using multiple Gaussian process sequences in the lower level of our hierarchical framework and capture the transitions between Gaussian processes by utilizing the linear dynamical system. The experiments are conducted on the complete blood count (CBC) panel data of 1000 post-surgical cardiac patients during their hospitalization. Our framework is evaluated and compared to multiple baseline approaches in terms of the mean absolute prediction error and the absolute percentage error. We tested our framework by first learning the time series model from data for the patients in the training set, and then using it to predict future time series values for the patients in the test set. We show that our model outperforms multiple existing models in terms of its predictive accuracy. Our method achieved a 3.13% average prediction accuracy improvement on ten CBC lab time series when it was compared against the best performing baseline. A 5.25% average accuracy improvement was observed when only short-term predictions were considered. A new hierarchical dynamical system framework that lets us model irregularly sampled time series data is a promising new direction for modeling clinical time series and for improving their predictive performance. Copyright © 2014 Elsevier B.V. All rights reserved.

Time-Varying Hydraulic Gradient Model of Paste-Like Tailings in Long-Distance Pipeline Transportation

Directory of Open Access Journals (Sweden)

Li Yang

2017-01-01

Full Text Available Paste-like tailings slurry (PTLS is always simplified as a Bingham plastic fluid, leading to excessive computational errors in the calculation of the hydraulic gradient. In the case of paste-like tailings in long-distance pipeline transportation, to explore a high-precision and reliable hydraulic gradient formula, the rheological behavior of paste-like tailings slurry was analyzed, a time-varying hydraulic gradient model was constructed, and a series of laboratory shear tests were conducted. The results indicate that the PTLS shows noticeable shear-thinning characteristics in constant shear tests; the calculated hydraulic gradient declined by about 56%, from 4.44 MPa·km−1 to 1.95 MPa·km−1 within 253 s, and remained constant for the next four hours during the pipeline transportation. Comparing with the balance hydraulic gradient obtained in a semi-industrial loop test, the computational errors of those calculated by using the time-varying hydraulic gradient model, Jinchuan formula, and Shanxi formula are 15%, 78%, and 130%, respectively. Therefore, our model is a feasible and high-precision solution for the calculation of the hydraulic gradient of paste-like tailings in long-distance pipeline transportation.

Continuous Time Dynamic Contraflow Models and Algorithms

Directory of Open Access Journals (Sweden)

Urmila Pyakurel

2016-01-01

Full Text Available The research on evacuation planning problem is promoted by the very challenging emergency issues due to large scale natural or man-created disasters. It is the process of shifting the maximum number of evacuees from the disastrous areas to the safe destinations as quickly and efficiently as possible. Contraflow is a widely accepted model for good solution of evacuation planning problem. It increases the outbound road capacity by reversing the direction of roads towards the safe destination. The continuous dynamic contraflow problem sends the maximum number of flow as a flow rate from the source to the sink in every moment of time unit. We propose the mathematical model for the continuous dynamic contraflow problem. We present efficient algorithms to solve the maximum continuous dynamic contraflow and quickest continuous contraflow problems on single source single sink arbitrary networks and continuous earliest arrival contraflow problem on single source single sink series-parallel networks with undefined supply and demand. We also introduce an approximation solution for continuous earliest arrival contraflow problem on two-terminal arbitrary networks.

Holographic cinematography of time-varying reflecting and time-varying phase objects using a Nd:YAG laser

Science.gov (United States)

Decker, A. J.

1982-01-01

The use of a Nd:YAG laser to record holographic motion pictures of time-varying reflecting objects and time-varying phase objects is discussed. Sample frames from both types of holographic motion pictures are presented. The holographic system discussed is intended for three-dimensional flow visualization of the time-varying flows that occur in jet-engine components.

Time-varying predictability in crude-oil markets: the case of GCC countries

International Nuclear Information System (INIS)

El Hedi Arouri, Mohamed; Thanh Huong Dinh; Duc Khuong Nguyen

2010-01-01

This paper uses a time-varying parameter model with generalized autoregressive conditional heteroscedasticity effects to examine the dynamic behavior of crude-oil prices for the period February 7, 1997-January 8, 2010. Using data from four countries of the Gulf Cooperation Council, we find evidence of short-term predictability in oil-price changes over time, except for several short sub-periods. However, the hypothesis of convergence towards weak-form informational efficiency is rejected for all markets. In addition, we explore the possibility of structural breaks in the time-paths of the estimated predictability indices and detect only one breakpoint, for the oil markets in Qatar and the United Arab Emirates. Our empirical results therefore call for new empirical research to further gauge the predictability characteristics and the determinants of oil-price changes.

Epidemic spreading in time-varying community networks.

Science.gov (United States)

Ren, Guangming; Wang, Xingyuan

2014-06-01

The spreading processes of many infectious diseases have comparable time scale as the network evolution. Here, we present a simple networks model with time-varying community structure, and investigate susceptible-infected-susceptible epidemic spreading processes in this model. By both theoretic analysis and numerical simulations, we show that the efficiency of epidemic spreading in this model depends intensively on the mobility rate q of the individuals among communities. We also find that there exists a mobility rate threshold qc. The epidemic will survive when q > qc and die when q epidemic spreading in complex networks with community structure.

Simulations of hybrid system varying solar radiation and microturbine response time

Directory of Open Access Journals (Sweden)

Yolanda Fernández Ribaya

2015-07-01

Full Text Available Hybrid power systems, such as combinations of renewable power sources with intermittent power production and non-renewable power sources, theoretically increase the reliability and thus integration of renewable sources in the electrical system. However, a recent increase in the number of hybrid installations has sparked interest in the effects of their connection to the grid, especially in remote areas. This paper analyses a photovoltaic-gas microturbine hybrid system dimensioned to be installed in La Paz (Mexico.The research presented in this paper studies and quantifies the effects on the total electric power produced, varying both the solar radiation and the gas microturbine response time. The gas microturbine and the photovoltaic panels are modelled using Matlab/Simulink software, obtaining a platform where different tests to simulate real conditions have been executed. They consist of diverse ramps of irradiance that replicate solar radiation variations, and different microturbine response times reproduced by the time constants of a first order transfer function that models the microturbine dynamic response. The results obtained show that when radiation varies quickly it does not produce significant differences in the power guarantee or the microturbine gas consumption, to any microturbine response time. However, these two parameters are highly variable with smooth radiance variations. The maximum total power variation decreases greatly as the radiation variation gets lower. In addition, by decreasing the microturbine response time, it is possible to appreciably increase the power guarantee although the maximum power variation and gas consumption increase. Only in cases of low radiation variation is there no appreciable difference in the maximum power variation obtained by the different turbine response times.

Simulations of hybrid system varying solar radiation and microturbine response time

Energy Technology Data Exchange (ETDEWEB)

Fernández Ribaya, Yolanda, E-mail: fernandezryolanda@uniovi.es; Álvarez, Eduardo; Paredes Sánchez, José Pablo; Xiberta Bernat, Jorge [Department of Energy E.I.M.E.M., University of Oviedo. 13 Independencia Street 2" n" d floor, 36004, Oviedo (Spain)

2015-07-15

Hybrid power systems, such as combinations of renewable power sources with intermittent power production and non-renewable power sources, theoretically increase the reliability and thus integration of renewable sources in the electrical system. However, a recent increase in the number of hybrid installations has sparked interest in the effects of their connection to the grid, especially in remote areas. This paper analyses a photovoltaic-gas microturbine hybrid system dimensioned to be installed in La Paz (Mexico).The research presented in this paper studies and quantifies the effects on the total electric power produced, varying both the solar radiation and the gas microturbine response time. The gas microturbine and the photovoltaic panels are modelled using Matlab/Simulink software, obtaining a platform where different tests to simulate real conditions have been executed. They consist of diverse ramps of irradiance that replicate solar radiation variations, and different microturbine response times reproduced by the time constants of a first order transfer function that models the microturbine dynamic response. The results obtained show that when radiation varies quickly it does not produce significant differences in the power guarantee or the microturbine gas consumption, to any microturbine response time. However, these two parameters are highly variable with smooth radiance variations. The maximum total power variation decreases greatly as the radiation variation gets lower. In addition, by decreasing the microturbine response time, it is possible to appreciably increase the power guarantee although the maximum power variation and gas consumption increase. Only in cases of low radiation variation is there no appreciable difference in the maximum power variation obtained by the different turbine response times.

Adaptation of the concept of varying time of concentration within flood modelling: Theoretical and empirical investigations across the Mediterranean

Science.gov (United States)

Michailidi, Eleni Maria; Antoniadi, Sylvia; Koukouvinos, Antonis; Bacchi, Baldassare; Efstratiadis, Andreas

2017-04-01

The time of concentration, tc, is a key hydrological concept and often is an essential parameter of rainfall-runoff modelling, which has been traditionally tackled as a characteristic property of the river basin. However, both theoretical proof and empirical evidence imply that tc is a hydraulic quantity that depends on flow, and thus it should be considered as variable and not as constant parameter. Using a kinematic method approach, easily implemented in GIS environment, we first illustrate that the relationship between tc and the effective rainfall produced over the catchment is well-approximated by a power-type law, the exponent of which is associated with the slope of the longest flow path of the river basin. Next, we take advantage of this relationship to adapt the concept of varying time of concentration within flood modelling, and particularly the well-known SCS-CN approach. In this context, the initial abstraction ratio is also considered varying, while the propagation of the effective rainfall is employed through a parametric unit hydrograph, the shape of which is dynamically adjusted according to the runoff produced during the flood event. The above framework is tested in a number of Mediterranean river basins in Greece, Italy and Cyprus, ensuring faithful representation of most of the observed flood events. Based on the outcomes of this extended analysis, we provide guidance for employing this methodology for flood design studies in ungauged basins.

Achieving Synchronization in Arrays of Coupled Differential Systems with Time-Varying Couplings

Directory of Open Access Journals (Sweden)

Xinlei Yi

2013-01-01

Full Text Available We study complete synchronization of the complex dynamical networks described by linearly coupled ordinary differential equation systems (LCODEs. Here, the coupling is timevarying in both network structure and reaction dynamics. Inspired by our previous paper (Lu et al. (2007-2008, the extended Hajnal diameter is introduced and used to measure the synchronization in a general differential system. Then we find that the Hajnal diameter of the linear system induced by the time-varying coupling matrix and the largest Lyapunov exponent of the synchronized system play the key roles in synchronization analysis of LCODEs with identity inner coupling matrix. As an application, we obtain a general sufficient condition guaranteeing directed time-varying graph to reach consensus. Example with numerical simulation is provided to show the effectiveness of the theoretical results.

Vesicle biomechanics in a time-varying magnetic field.

Science.gov (United States)

Ye, Hui; Curcuru, Austen

2015-01-01

Cells exhibit distortion when exposed to a strong electric field, suggesting that the field imposes control over cellular biomechanics. Closed pure lipid bilayer membranes (vesicles) have been widely used for the experimental and theoretical studies of cellular biomechanics under this electrodeformation. An alternative method used to generate an electric field is by electromagnetic induction with a time-varying magnetic field. References reporting the magnetic control of cellular mechanics have recently emerged. However, theoretical analysis of the cellular mechanics under a time-varying magnetic field is inadequate. We developed an analytical theory to investigate the biomechanics of a modeled vesicle under a time-varying magnetic field. Following previous publications and to simplify the calculation, this model treated the inner and suspending media as lossy dielectrics, the membrane thickness set at zero, and the electric resistance of the membrane assumed to be negligible. This work provided the first analytical solutions for the surface charges, electric field, radial pressure, overall translational forces, and rotational torques introduced on a vesicle by the time-varying magnetic field. Frequency responses of these measures were analyzed, particularly the frequency used clinically by transcranial magnetic stimulation (TMS). The induced surface charges interacted with the electric field to produce a biomechanical impact upon the vesicle. The distribution of the induced surface charges depended on the orientation of the coil and field frequency. The densities of these charges were trivial at low frequency ranges, but significant at high frequency ranges. The direction of the radial force on the vesicle was dependent on the conductivity ratio between the vesicle and the medium. At relatively low frequencies (biomechanics under a time-varying magnetic field. Biological effects of clinical TMS are not likely to occur via alteration of the biomechanics of brain

Time-Varying Uncertainty in Shock and Vibration Applications Using the Impulse Response

Directory of Open Access Journals (Sweden)

J.B. Weathers

2012-01-01

Full Text Available Design of mechanical systems often necessitates the use of dynamic simulations to calculate the displacements (and their derivatives of the bodies in a system as a function of time in response to dynamic inputs. These types of simulations are especially prevalent in the shock and vibration community where simulations associated with models having complex inputs are routine. If the forcing functions as well as the parameters used in these simulations are subject to uncertainties, then these uncertainties will propagate through the models resulting in uncertainties in the outputs of interest. The uncertainty analysis procedure for these kinds of time-varying problems can be challenging, and in many instances, explicit data reduction equations (DRE's, i.e., analytical formulas, are not available because the outputs of interest are obtained from complex simulation software, e.g. FEA programs. Moreover, uncertainty propagation in systems modeled using nonlinear differential equations can prove to be difficult to analyze. However, if (1 the uncertainties propagate through the models in a linear manner, obeying the principle of superposition, then the complexity of the problem can be significantly simplified. If in addition, (2 the uncertainty in the model parameters do not change during the simulation and the manner in which the outputs of interest respond to small perturbations in the external input forces is not dependent on when the perturbations are applied, then the number of calculations required can be greatly reduced. Conditions (1 and (2 characterize a Linear Time Invariant (LTI uncertainty model. This paper seeks to explain one possible approach to obtain the uncertainty results based on these assumptions.

Do Time-Varying Covariances, Volatility Comovement and Spillover Matter?

OpenAIRE

Lakshmi Balasubramanyan

2005-01-01

Financial markets and their respective assets are so intertwined; analyzing any single market in isolation ignores important information. We investigate whether time varying volatility comovement and spillover impact the true variance-covariance matrix under a time-varying correlation set up. Statistically significant volatility spillover and comovement between US, UK and Japan is found. To demonstrate the importance of modelling volatility comovement and spillover, we look at a simple portfo...

Research on Dynamic Models and Performances of Shield Tunnel Boring Machine Cutterhead Driving System

Directory of Open Access Journals (Sweden)

Xianhong Li

2013-01-01

Full Text Available A general nonlinear time-varying (NLTV dynamic model and linear time-varying (LTV dynamic model are presented for shield tunnel boring machine (TBM cutterhead driving system, respectively. Different gear backlashes and mesh damped and transmission errors are considered in the NLTV dynamic model. The corresponding multiple-input and multiple-output (MIMO state space models are also presented. Through analyzing the linear dynamic model, the optimal reducer ratio (ORR and optimal transmission ratio (OTR are obtained for the shield TBM cutterhead driving system, respectively. The NLTV and LTV dynamic models are numerically simulated, and the effects of physical parameters under various conditions of NLTV dynamic model are analyzed. Physical parameters such as the load torque, gear backlash and transmission error, gear mesh stiffness and damped, pinions inertia and damped, large gear inertia and damped, and motor rotor inertia and damped are investigated in detail to analyze their effects on dynamic response and performances of the shield TBM cutterhead driving system. Some preliminary approaches are proposed to improve dynamic performances of the cutterhead driving system, and dynamic models will provide a foundation for shield TBM cutterhead driving system's cutterhead fault diagnosis, motion control, and torque synchronous control.

Hopf bifurcation in love dynamical models with nonlinear couples and time delays

International Nuclear Information System (INIS)

Liao Xiaofeng; Ran Jiouhong

2007-01-01

A love dynamical models with nonlinear couples and two delays is considered. Local stability of this model is studied by analyzing the associated characteristic transcendental equation. We find that the Hopf bifurcation occurs when the sum of the two delays varies and passes a sequence of critical values. The stability and direction of the Hopf bifurcation are determined by applying the normal form theory and the center manifold theorem. Numerical example is given to illustrate our results

Space-time modeling of electricity spot prices

DEFF Research Database (Denmark)

Abate, Girum Dagnachew; Haldrup, Niels

In this paper we derive a space-time model for electricity spot prices. A general spatial Durbin model that incorporates the temporal as well as spatial lags of spot prices is presented. Joint modeling of space-time effects is necessarily important when prices and loads are determined in a network...... in the spot price dynamics. Estimation of the spatial Durbin model show that the spatial lag variable is as important as the temporal lag variable in describing the spot price dynamics. We use the partial derivatives impact approach to decompose the price impacts into direct and indirect effects and we show...... that price effects transmit to neighboring markets and decline with distance. In order to examine the evolution of the spatial correlation over time, a time varying parameters spot price spatial Durbin model is estimated using recursive estimation. It is found that the spatial correlation within the Nord...

Synchronization of coupled stochastic complex-valued dynamical networks with time-varying delays via aperiodically intermittent adaptive control

Science.gov (United States)

Wang, Pengfei; Jin, Wei; Su, Huan

2018-04-01

This paper deals with the synchronization problem of a class of coupled stochastic complex-valued drive-response networks with time-varying delays via aperiodically intermittent adaptive control. Different from the previous works, the intermittent control is aperiodic and adaptive, and the restrictions on the control width and time delay are removed, which lead to a larger application scope for this control strategy. Then, based on the Lyapunov method and Kirchhoff's Matrix Tree Theorem as well as differential inequality techniques, several novel synchronization conditions are derived for the considered model. Specially, impulsive control is also considered, which can be seen as a special case of the aperiodically intermittent control when the control width tends to zero. And the corresponding synchronization criteria are given as well. As an application of the theoretical results, a class of stochastic complex-valued coupled oscillators with time-varying delays is studied, and the numerical simulations are also given to demonstrate the effectiveness of the control strategies.

Tracking control of time-varying knee exoskeleton disturbed by interaction torque.

Science.gov (United States)

Li, Zhan; Ma, Wenhao; Yin, Ziguang; Guo, Hongliang

2017-11-01

Knee exoskeletons have been increasingly applied as assistive devices to help lower-extremity impaired people to make their knee joints move through providing external movement compensation. Tracking control of knee exoskeletons guided by human intentions often encounters time-varying (time-dependent) issues and the disturbance interaction torque, which may dramatically put an influence up on their dynamic behaviors. Inertial and viscous parameters of knee exoskeletons can be estimated to be time-varying due to unexpected mechanical vibrations and contact interactions. Moreover, the interaction torque produced from knee joint of wearers has an evident disturbance effect on regular motions of knee exoskeleton. All of these points can increase difficultly of accurate control of knee exoskeletons to follow desired joint angle trajectories. This paper proposes a novel control strategy for controlling knee exoskeleton with time-varying inertial and viscous coefficients disturbed by interaction torque. Such designed controller is able to make the tracking error of joint angle of knee exoskeletons exponentially converge to zero. Meanwhile, the proposed approach is robust to guarantee the tracking error bounded when the interaction torque exists. Illustrative simulation and experiment results are presented to show efficiency of the proposed controller. Additionally, comparisons with gradient dynamic (GD) approach and other methods are also presented to demonstrate efficiency and superiority of the proposed control strategy for tracking joint angle of knee exoskeleton. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Modeling Dynamic Regulatory Processes in Stroke

Science.gov (United States)

McDermott, Jason E.; Jarman, Kenneth; Taylor, Ronald; Lancaster, Mary; Shankaran, Harish; Vartanian, Keri B.; Stevens, Susan L.; Stenzel-Poore, Mary P.; Sanfilippo, Antonio

2012-01-01

The ability to examine the behavior of biological systems in silico has the potential to greatly accelerate the pace of discovery in diseases, such as stroke, where in vivo analysis is time intensive and costly. In this paper we describe an approach for in silico examination of responses of the blood transcriptome to neuroprotective agents and subsequent stroke through the development of dynamic models of the regulatory processes observed in the experimental gene expression data. First, we identified functional gene clusters from these data. Next, we derived ordinary differential equations (ODEs) from the data relating these functional clusters to each other in terms of their regulatory influence on one another. Dynamic models were developed by coupling these ODEs into a model that simulates the expression of regulated functional clusters. By changing the magnitude of gene expression in the initial input state it was possible to assess the behavior of the networks through time under varying conditions since the dynamic model only requires an initial starting state, and does not require measurement of regulatory influences at each time point in order to make accurate predictions. We discuss the implications of our models on neuroprotection in stroke, explore the limitations of the approach, and report that an optimized dynamic model can provide accurate predictions of overall system behavior under several different neuroprotective paradigms. PMID:23071432

Fluid approximation analysis of a call center model with time-varying arrivals and after-call work

Directory of Open Access Journals (Sweden)

Yosuke Kawai

2015-12-01

Full Text Available Important features to be included in queueing-theoretic models of the call center operation are multiple servers, impatient customers, time-varying arrival process, and operator’s after-call work (ACW. We propose a fluid approximation technique for the queueing model with these features by extending the analysis of a similar model without ACW recently developed by Liu and Whitt (2012. Our model assumes that the service for each quantum of fluid consists of a sequence of two stages, the first stage for the conversation with a customer and the second stage for the ACW. When the duration of each stage has exponential, hyperexponential or hypo-exponential distribution, we derive the time-dependent behavior of the content of fluid in each stage of service as well as that in the waiting room. Numerical examples are shown to illustrate the system performance for the cases in which the input rate and/or the number of servers vary in sinusoidal fashion as well as in adaptive ways and in stationary cases.

Stochastic Power Control for Time-Varying Long-Term Fading Wireless Networks

Directory of Open Access Journals (Sweden)

Charalambous Charalambos D

2006-01-01

Full Text Available A new time-varying (TV long-term fading (LTF channel model which captures both the space and time variations of wireless systems is developed. The proposed TV LTF model is based on a stochastic differential equation driven by Brownian motion. This model is more realistic than the static models usually encountered in the literature. It allows viewing the wireless channel as a dynamical system, thus enabling well-developed tools of adaptive and nonadaptive estimation and identification techniques to be applied to this class of problems. In contrast with the traditional models, the statistics of the proposed model are shown to be TV, but converge in steady state to their static counterparts. Moreover, optimal power control algorithms (PCAs based on the new model are proposed. A centralized PCA is shown to reduce to a simple linear programming problem if predictable power control strategies (PPCS are used. In addition, an iterative distributed stochastic PCA is used to solve for the optimization problem using stochastic approximations. The latter solely requires each mobile to know its received signal-to-interference ratio. Generalizations of the power control problem based on convex optimization techniques are provided if PPCS are not assumed. Numerical results show that there are potentially large gains to be achieved by using TV stochastic models, and the distributed stochastic PCA provides better power stability and consumption than the distributed deterministic PCA.

Generating Dynamic Persistence in the Time Domain

Science.gov (United States)

Guerrero, A.; Smith, L. A.; Smith, L. A.; Kaplan, D. T.

2001-12-01

Many dynamical systems present long-range correlations. Physically, these systems vary from biological to economical, including geological or urban systems. Important geophysical candidates for this type of behaviour include weather (or climate) and earthquake sequences. Persistence is characterised by slowly decaying correlation function; that, in theory, never dies out. The Persistence exponent reflects the degree of memory in the system and much effort has been expended creating and analysing methods that successfully estimate this parameter and model data that exhibits persistence. The most widely used methods for generating long correlated time series are not dynamical systems in the time domain, but instead are derived from a given spectral density. Little attention has been drawn to modelling persistence in the time domain. The time domain approach has the advantage that an observation at certain time can be calculated using previous observations which is particularly suitable when investigating the predictability of a long memory process. We will describe two of these methods in the time domain. One is a traditional approach using fractional ARIMA (autoregressive and moving average) models; the second uses a novel approach to extending a given series using random Fourier basis functions. The statistical quality of the two methods is compared, and they are contrasted with weather data which shows, reportedly, persistence. The suitability of this approach both for estimating predictability and for making predictions is discussed.

Epidemic spreading in time-varying community networks

Energy Technology Data Exchange (ETDEWEB)

Ren, Guangming, E-mail: wangxy@dlut.edu.cn, E-mail: ren-guang-ming@163.com [School of Electronic and Information, Guangdong Polytechnic Normal University, Guangzhou 510665 (China); Faculty of Electronic Information and Electrical Engineering, Dalian University of Technology, Dalian 116024 (China); Wang, Xingyuan, E-mail: wangxy@dlut.edu.cn, E-mail: ren-guang-ming@163.com [Faculty of Electronic Information and Electrical Engineering, Dalian University of Technology, Dalian 116024 (China)

2014-06-15

The spreading processes of many infectious diseases have comparable time scale as the network evolution. Here, we present a simple networks model with time-varying community structure, and investigate susceptible-infected-susceptible epidemic spreading processes in this model. By both theoretic analysis and numerical simulations, we show that the efficiency of epidemic spreading in this model depends intensively on the mobility rate q of the individuals among communities. We also find that there exists a mobility rate threshold q{sub c}. The epidemic will survive when q > q{sub c} and die when q < q{sub c}. These results can help understanding the impacts of human travel on the epidemic spreading in complex networks with community structure.

Epidemic spreading in time-varying community networks

International Nuclear Information System (INIS)

Ren, Guangming; Wang, Xingyuan

2014-01-01

The spreading processes of many infectious diseases have comparable time scale as the network evolution. Here, we present a simple networks model with time-varying community structure, and investigate susceptible-infected-susceptible epidemic spreading processes in this model. By both theoretic analysis and numerical simulations, we show that the efficiency of epidemic spreading in this model depends intensively on the mobility rate q of the individuals among communities. We also find that there exists a mobility rate threshold q c . The epidemic will survive when q > q c and die when q  c . These results can help understanding the impacts of human travel on the epidemic spreading in complex networks with community structure

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.

Effect of time-varying flow-shear on the nonlinear stability of the boundary of magnetized toroidal plasmas

Directory of Open Access Journals (Sweden)

Youngmin Oh

2018-02-01

Full Text Available We propose a phenomenological yet general model in a form of extended complex Ginzburg-Landau equation to understand edge-localized modes (ELMs, a class of quasi-periodic fluid instabilities in the boundary of toroidal magnetized high-temperature plasmas. The model reproduces key dynamical features of the ELMs (except the final explosive relaxation stage observed in the high-confinement state plasmas on the Korea Superconducting Tokamak Advanced Research: quasi-steady states characterized by field-aligned filamentary eigenmodes, transitions between different quasi-steady eigenmodes, and rapid transition to non-modal filamentary structure prior to the relaxation. It is found that the inclusion of time-varying perpendicular sheared flow is crucial for reproducing all of the observed dynamical features.

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)

Lane-changing model with dynamic consideration of driver's propensity

Science.gov (United States)

Wang, Xiaoyuan; Wang, Jianqiang; Zhang, Jinglei; Ban, Xuegang Jeff

2015-07-01

Lane-changing is the driver's selection result of the satisfaction degree in different lane driving conditions. There are many different factors influencing lane-changing behavior, such as diversity, randomicity and difficulty of measurement. So it is hard to accurately reflect the uncertainty of drivers' lane-changing behavior. As a result, the research of lane-changing models is behind that of car-following models. Driver's propensity is her/his emotion state or the corresponding preference of a decision or action toward the real objective traffic situations under the influence of various dynamic factors. It represents the psychological characteristics of the driver in the process of vehicle operation and movement. It is an important factor to influence lane-changing. In this paper, dynamic recognition of driver's propensity is considered during simulation based on its time-varying discipline and the analysis of the driver's psycho-physic characteristics. The Analytic Hierarchy Process (AHP) method is used to quantify the hierarchy of driver's dynamic lane-changing decision-making process, especially the influence of the propensity. The model is validated using real data. Test results show that the developed lane-changing model with the dynamic consideration of a driver's time-varying propensity and the AHP method are feasible and with improved accuracy.

Thermodynamic modeling, energy equipartition, and nonconservation of entropy for discrete-time dynamical systems

Directory of Open Access Journals (Sweden)

Chellaboina Vijaysekhar

2005-01-01

Full Text Available We develop thermodynamic models for discrete-time large-scale dynamical systems. Specifically, using compartmental dynamical system theory, we develop energy flow models possessing energy conservation, energy equipartition, temperature equipartition, and entropy nonconservation principles for discrete-time, large-scale dynamical systems. Furthermore, we introduce a new and dual notion to entropy; namely, ectropy, as a measure of the tendency of a dynamical system to do useful work and grow more organized, and show that conservation of energy in an isolated thermodynamic system necessarily leads to nonconservation of ectropy and entropy. In addition, using the system ectropy as a Lyapunov function candidate, we show that our discrete-time, large-scale thermodynamic energy flow model has convergent trajectories to Lyapunov stable equilibria determined by the system initial subsystem energies.

Evolution of colloidal dispersions in novel time-varying optical potentials

Science.gov (United States)

Koss, Brian Alan

Optical traps use forces exerted by a tightly focused light beam to trap objects from tens of nanometers to tens of micrometers in size. Since their introduction in 1986, optical tweezers have become very useful to biology, chemistry, and soft condensed-matter physics. Work presented here, promises to advance optical tweezers not only in fundamental scientific research, but also in applications outside of the laboratory and into the mainstream of miniaturized manufacturing and diagnostics. By providing unprecedented access to the mesoscopic world, a new generation of optical traps, called Dynamic Holographic Optical Tweezers (HOTs) offers revolutionary new opportunities for fundamental and applied research. To demonstrate this technique, HOTs will be used to pump particles via a new method of transport called Optical Peristalsis (OP). OP is efficient method for transporting mesoscopic objects in three dimensions using short repetitive sequences of holographic optical trapping patterns. Transport in this process is analogous to peristaltic pumping, with the configurations of optical traps mimicking states of a peristaltic pump. While not limited to the deterministic particle transport, OP, can also be a platform to investigate the stochastic limit of particle transport. Advances in recent years have demonstrated that a variety of time-varying perturbations can induce drift in a diffusive system without exerting an overall force. Among these, are thermal ratchet models in which the system is subjected to time-varying energy landscapes that break spatiotemporal symmetry and thereby induce drift. Typically, the potential energy landscape is chosen to be the sawtooth potential. This work describes an alternate class of symmetric thermal ratchet models, that are not sawtooth, and demonstrates their efficacy in biasing the diffusion of colloidal spheres in both the stochastic and deterministic limits. Unlike previous models, each state in this thermal ratchet consists of

Assessing the viability of successful reconstruction of the dynamics of dark energy using varying fundamental couplings

Energy Technology Data Exchange (ETDEWEB)

Avelino, P.P., E-mail: ppavelin@fc.up.pt [Centro de Astrofisica da Universidade do Porto, Rua das Estrelas, 4150-762 Porto (Portugal); Departamento de Fisica e Astronomia, Faculdade de Ciencias, Universidade do Porto, Rua do Campo Alegre 687, 4169-007 Porto (Portugal); Losano, L., E-mail: losano@fisica.ufpb.br [Departamento de Fisica, Universidade Federal da Paraiba, 58051-970 Joao Pessoa, Paraiba (Brazil); Centro de Fisica do Porto, Rua do Campo Alegre 687, 4169-007 Porto (Portugal); Departamento de Fisica e Astronomia, Faculdade de Ciencias, Universidade do Porto, Rua do Campo Alegre 687, 4169-007 Porto (Portugal); Menezes, R., E-mail: rmenezes@dce.ufpb.br [Departamento de Ciencias Exatas, Universidade Federal da Paraiba, 58297-000 Rio Tinto, PB (Brazil); Departamento de Fisica, Universidade Federal de Campina Grande, 58109-970 Campina Grande, Paraiba (Brazil); Oliveira, J.C.R.E., E-mail: jespain@fe.up.pt [Centro de Fisica do Porto, Rua do Campo Alegre 687, 4169-007 Porto (Portugal); Departamento de Engenharia Fisica da Faculdade de Engenharia da Universidade do Porto, Rua Dr. Roberto Frias, s/n, 4200-465 Porto (Portugal)

2012-10-31

We assess the viability of successful reconstruction of the evolution of the dark energy equation of state using varying fundamental couplings, such as the fine structure constant or the proton-to-electron mass ratio. We show that the same evolution of the dark energy equation of state parameter with cosmic time may be associated with arbitrary variations of the fundamental couplings. Various examples of models with the same (different) background evolution and different (the same) time variation of fundamental couplings are studied in the Letter. Although we demonstrate that, for a broad family of models, it is possible to redefine the scalar field in such a way that its dynamics is that of a standard quintessence scalar field, in general such redefinition leads to the breakdown of the linear relation between the scalar field and the variation of fundamental couplings. This implies that the assumption of a linear coupling is not sufficient to guarantee a successful reconstruction of the dark energy dynamics and consequently additional model dependent assumptions about the scalar field responsible for the dark energy need to be made.

Identification of Time Varying Civil Engineering Structures using Multivariate Recursive Time Domain Models

DEFF Research Database (Denmark)

Andersen, P.; Skjærbæk, P. S.; Kirkegaard, Poul Henning

with the smoothed quanties which have been obtained from SARCOF. The results show the usefulness of the technique for identification of a time varying civil engineering structure. It is found that all the techniques give reliable estiates of the frequencies of the two lowest modes and the first mode shape. Only...

Comparison of bioassays with different exposure time patterns: the added value of dynamic modelling in predictive ecotoxicology.

Science.gov (United States)

Billoir, Elise; Delhaye, Hèlène; Forfait, Carole; Clément, Bernard; Triffault-Bouchet, Gaëlle; Charles, Sandrine; Delignette-Muller, Marie Laure

2012-01-01

The purpose of this study was to compare Daphnia magna responses to cadmium between two toxicity experiments performed in static and flow-through conditions. As a consequence of how water was renewed, the two experiments were characterised by two different exposure time patterns for daphnids, time-varying and constant, respectively. Basing on survival, growth and reproduction, we addressed the questions of organism development and sensitivity to cadmium. Classical analysis methods are not designed to deal with the time dimension and therefore not suitable to compare effects of different exposure time patterns. We used instead a dynamic modelling framework taking all timepoints and the time course of exposure into account, making comparable the results obtained from our two experiments. This modelling framework enabled us to detect an improvement of organism development in flow-through conditions compared to static ones and infer similar sensitivity to cadmium for both exposure time patterns. Copyright © 2011 Elsevier Inc. All rights reserved.

Time-Varying Periodicity in Intraday Volatility

DEFF Research Database (Denmark)

Andersen, Torben Gustav; Thyrsgaard, Martin; Todorov, Viktor

We develop a nonparametric test for deciding whether return volatility exhibits time-varying intraday periodicity using a long time-series of high-frequency data. Our null hypothesis, commonly adopted in work on volatility modeling, is that volatility follows a stationary process combined...... with a constant time-of-day periodic component. We first construct time-of-day volatility estimates and studentize the high-frequency returns with these periodic components. If the intraday volatility periodicity is invariant over time, then the distribution of the studentized returns should be identical across...... with estimating volatility moments through their sample counterparts. Critical values are computed via easy-to-implement simulation. In an empirical application to S&P 500 index returns, we find strong evidence for variation in the intraday volatility pattern driven in part by the current level of volatility...

Continuous time modelling of dynamical spatial lattice data observed at sparsely distributed times

DEFF Research Database (Denmark)

Rasmussen, Jakob Gulddahl; Møller, Jesper

2007-01-01

Summary. We consider statistical and computational aspects of simulation-based Bayesian inference for a spatial-temporal model based on a multivariate point process which is only observed at sparsely distributed times. The point processes are indexed by the sites of a spatial lattice......, and they exhibit spatial interaction. For specificity we consider a particular dynamical spatial lattice data set which has previously been analysed by a discrete time model involving unknown normalizing constants. We discuss the advantages and disadvantages of using continuous time processes compared...... with discrete time processes in the setting of the present paper as well as other spatial-temporal situations....

Identification of Affine Linear Parameter Varying Models for Adaptive Interventions in Fibromyalgia Treatment.

Science.gov (United States)

Dos Santos, P Lopes; Deshpande, Sunil; Rivera, Daniel E; Azevedo-Perdicoúlis, T-P; Ramos, J A; Younger, Jarred

2013-12-31

There is good evidence that naltrexone, an opioid antagonist, has a strong neuroprotective role and may be a potential drug for the treatment of fibromyalgia. In previous work, some of the authors used experimental clinical data to identify input-output linear time invariant models that were used to extract useful information about the effect of this drug on fibromyalgia symptoms. Additional factors such as anxiety, stress, mood, and headache, were considered as additive disturbances. However, it seems reasonable to think that these factors do not affect the drug actuation, but only the way in which a participant perceives how the drug actuates on herself. Under this hypothesis the linear time invariant models can be replaced by State-Space Affine Linear Parameter Varying models where the disturbances are seen as a scheduling signal signal only acting at the parameters of the output equation. In this paper a new algorithm for identifying such a model is proposed. This algorithm minimizes a quadratic criterion of the output error. Since the output error is a linear function of some parameters, the Affine Linear Parameter Varying system identification is formulated as a separable nonlinear least squares problem. Likewise other identification algorithms using gradient optimization methods several parameter derivatives are dynamical systems that must be simulated. In order to increase time efficiency a canonical parametrization that minimizes the number of systems to be simulated is chosen. The effectiveness of the algorithm is assessed in a case study where an Affine Parameter Varying Model is identified from the experimental data used in the previous study and compared with the time-invariant model.

Projected space-time and varying speed of light

International Nuclear Information System (INIS)

Iovane, G.; Bellucci, S.; Benedetto, E.

2008-01-01

In this paper starting from El Naschie's Cantorian space-time and our model of projected Universe, we consider its properties in connection with varying speed of light. A possible way-out of the related problem is provided by the Fantappie group approach

Dynamics model for real time diagnostics of Triga RC-1 system

International Nuclear Information System (INIS)

Gadomski, A.M.; Nanni, V.; Meo, G.

1988-01-01

This paper presents dynamics model of TRIGA RC-1 reactor system. The model is dedicated to the real-time early fault detection during a reactor operation in one week exploitation cycle. The algorithms are specially suited for real-time, long time and also accelerated simulations with assumed diagnostic oriented accuracy. The approximations, modular structure, numerical methods and validation are discussed. The elaborated model will be build in the TRIGA Supervisor System and TRIGA Diagnostic Simulator

Tracking time-varying cerebral autoregulation in response to changes in respiratory PaCO2

International Nuclear Information System (INIS)

Liu, Jia; Simpson, M David; Allen, Robert; Yan, Jingyu

2010-01-01

Cerebral autoregulation has been studied by linear filter systems, with arterial blood pressure (ABP) as the input and cerebral blood flow velocity (CBFV—from transcranial Doppler Ultrasound) as the output. The current work extends this by using adaptive filters to investigate the dynamics of time-varying cerebral autoregulation during step-wise changes in arterial PaCO 2 . Cerebral autoregulation was transiently impaired in 11 normal adult volunteers, by switching inspiratory air to a CO 2 /air mixture (5% CO 2 , 30% O 2 and 65% N 2 ) for approximately 2 min and then back to the ambient air, causing step-wise changes in end-tidal CO 2 (EtCO 2 ). Simultaneously, ABP and CBFV were recorded continuously. Simulated data corresponding to the same protocol were also generated using an established physiological model, in order to refine the signal analysis methods. Autoregulation was quantified by the time-varying phase lead, estimated from the adaptive filter model. The adaptive filter was able to follow rapid changes in autoregulation, as was confirmed in the simulated data. In the recorded signals, there was a slow decrease in autoregulatory function following the step-wise increase in PaCO 2 (but this did not reach a steady state within approximately 2 min of recording), with a more rapid change in autoregulation on return to normocapnia. Adaptive filter modelling was thus able to demonstrate time-varying autoregulation. It was further noted that impairment and recovery of autoregulation during transient increases in EtCO 2 occur in an asymmetric manner, which should be taken into account when designing experimental protocols for the study of autoregulation

Non-monotonicity and divergent time scale in Axelrod model dynamics

Science.gov (United States)

Vazquez, F.; Redner, S.

2007-04-01

We study the evolution of the Axelrod model for cultural diversity, a prototypical non-equilibrium process that exhibits rich dynamics and a dynamic phase transition between diversity and an inactive state. We consider a simple version of the model in which each individual possesses two features that can assume q possibilities. Within a mean-field description in which each individual has just a few interaction partners, we find a phase transition at a critical value qc between an active, diverse state for q < qc and a frozen state. For q lesssim qc, the density of active links is non-monotonic in time and the asymptotic approach to the steady state is controlled by a time scale that diverges as (q-qc)-1/2.

Feedback topology and XOR-dynamics in Boolean networks with varying input structure.

Science.gov (United States)

Ciandrini, L; Maffi, C; Motta, A; Bassetti, B; Cosentino Lagomarsino, M

2009-08-01

We analyze a model of fixed in-degree random Boolean networks in which the fraction of input-receiving nodes is controlled by the parameter gamma. We investigate analytically and numerically the dynamics of graphs under a parallel XOR updating scheme. This scheme is interesting because it is accessible analytically and its phenomenology is at the same time under control and as rich as the one of general Boolean networks. We give analytical formulas for the dynamics on general graphs, showing that with a XOR-type evolution rule, dynamic features are direct consequences of the topological feedback structure, in analogy with the role of relevant components in Kauffman networks. Considering graphs with fixed in-degree, we characterize analytically and numerically the feedback regions using graph decimation algorithms (Leaf Removal). With varying gamma , this graph ensemble shows a phase transition that separates a treelike graph region from one in which feedback components emerge. Networks near the transition point have feedback components made of disjoint loops, in which each node has exactly one incoming and one outgoing link. Using this fact, we provide analytical estimates of the maximum period starting from topological considerations.

Feedback topology and XOR-dynamics in Boolean networks with varying input structure

Science.gov (United States)

Ciandrini, L.; Maffi, C.; Motta, A.; Bassetti, B.; Cosentino Lagomarsino, M.

2009-08-01

We analyze a model of fixed in-degree random Boolean networks in which the fraction of input-receiving nodes is controlled by the parameter γ . We investigate analytically and numerically the dynamics of graphs under a parallel XOR updating scheme. This scheme is interesting because it is accessible analytically and its phenomenology is at the same time under control and as rich as the one of general Boolean networks. We give analytical formulas for the dynamics on general graphs, showing that with a XOR-type evolution rule, dynamic features are direct consequences of the topological feedback structure, in analogy with the role of relevant components in Kauffman networks. Considering graphs with fixed in-degree, we characterize analytically and numerically the feedback regions using graph decimation algorithms (Leaf Removal). With varying γ , this graph ensemble shows a phase transition that separates a treelike graph region from one in which feedback components emerge. Networks near the transition point have feedback components made of disjoint loops, in which each node has exactly one incoming and one outgoing link. Using this fact, we provide analytical estimates of the maximum period starting from topological considerations.

Dynamics model for real time diagnostics of TRIGA RC-1 system

International Nuclear Information System (INIS)

Gadomski, A.M.; Nanni, V.; Meo, G.B.

1986-01-01

This paper presents dynamics model of TRIGA RC-1 reactor system. The model is dedicated to the real-time early fault detection during a reactor operation in one week exploitation cycle. The algorithms are specially suited for real-time, long time and also accelerated simulations with assumed diagnostic oriented accuracy. The approximations, modular structure, numerical methods and validation are discussed. The elaborated model will be build in the TRIGA Supervisory System and TRIGA Diagnostic Simulator. (author)

Time-varying correlations in global real estate markets: A multivariate GARCH with spatial effects approach

Science.gov (United States)

Gu, Huaying; Liu, Zhixue; Weng, Yingliang

2017-04-01

The present study applies the multivariate generalized autoregressive conditional heteroscedasticity (MGARCH) with spatial effects approach for the analysis of the time-varying conditional correlations and contagion effects among global real estate markets. A distinguishing feature of the proposed model is that it can simultaneously capture the spatial interactions and the dynamic conditional correlations compared with the traditional MGARCH models. Results reveal that the estimated dynamic conditional correlations have exhibited significant increases during the global financial crisis from 2007 to 2009, thereby suggesting contagion effects among global real estate markets. The analysis further indicates that the returns of the regional real estate markets that are in close geographic and economic proximities exhibit strong co-movement. In addition, evidence of significantly positive leverage effects in global real estate markets is also determined. The findings have significant implications on global portfolio diversification opportunities and risk management practices.

Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation

Science.gov (United States)

Zhang, Wei; Wang, Jun

2017-09-01

In attempt to reproduce price dynamics of financial markets, a stochastic agent-based financial price model is proposed and investigated by stochastic exclusion process. The exclusion process, one of interacting particle systems, is usually thought of as modeling particle motion (with the conserved number of particles) in a continuous time Markov process. In this work, the process is utilized to imitate the trading interactions among the investing agents, in order to explain some stylized facts found in financial time series dynamics. To better understand the correlation behaviors of the proposed model, a new time-dependent intrinsic detrended cross-correlation (TDI-DCC) is introduced and performed, also, the autocorrelation analyses are applied in the empirical research. Furthermore, to verify the rationality of the financial price model, the actual return series are also considered to be comparatively studied with the simulation ones. The comparison results of return behaviors reveal that this financial price dynamics model can reproduce some correlation features of actual stock markets.

A delay-dependent LMI approach to dynamics analysis of discrete-time recurrent neural networks with time-varying delays

International Nuclear Information System (INIS)

Song, Qiankun; Wang, Zidong

2007-01-01

In this Letter, the analysis problem for the existence and stability of periodic solutions is investigated for a class of general discrete-time recurrent neural networks with time-varying delays. For the neural networks under study, a generalized activation function is considered, and the traditional assumptions on the boundedness, monotony and differentiability of the activation functions are removed. By employing the latest free-weighting matrix method, an appropriate Lyapunov-Krasovskii functional is constructed and several sufficient conditions are established to ensure the existence, uniqueness, and globally exponential stability of the periodic solution for the addressed neural network. The conditions are dependent on both the lower bound and upper bound of the time-varying time delays. Furthermore, the conditions are expressed in terms of the linear matrix inequalities (LMIs), which can be checked numerically using the effective LMI toolbox in MATLAB. Two simulation examples are given to show the effectiveness and less conservatism of the proposed criteria

Dynamical Model for Indoor Radon Concentration Monitoring

Czech Academy of Sciences Publication Activity Database

Brabec, Marek; Jílek, K.

2009-01-01

Roč. 20, č. 6 (2009), s. 718-729 ISSN 1180-4009. [TIES 2007. Annual Meeting of the International Environmental Society /18./. Mikulov, 16.08.2007-20.08.2007] Institutional research plan: CEZ:AV0Z10300504 Keywords : non-parametric regression * dynamic modeling * time-varying coefficients Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 1.000, year: 2009

Estimating time-varying RSA to examine psychophysiological linkage of marital dyads.

Science.gov (United States)

Gates, Kathleen M; Gatzke-Kopp, Lisa M; Sandsten, Maria; Blandon, Alysia Y

2015-08-01

One of the primary tenets of polyvagal theory dictates that parasympathetic influence on heart rate, often estimated by respiratory sinus arrhythmia (RSA), shifts rapidly in response to changing environmental demands. The current standard analytic approach of aggregating RSA estimates across time to arrive at one value fails to capture this dynamic property within individuals. By utilizing recent methodological developments that enable precise RSA estimates at smaller time intervals, we demonstrate the utility of computing time-varying RSA for assessing psychophysiological linkage (or synchrony) in husband-wife dyads using time-locked data collected in a naturalistic setting. © 2015 Society for Psychophysiological Research.

The optimal manufacturing batch size with rework under time-varying demand process for a finite time horizon

Science.gov (United States)

Musa, Sarah; Supadi, Siti Suzlin; Omar, Mohd

2014-07-01

Rework is one of the solutions to some of the main issues in reverse logistic and green supply chain as it reduces production cost and environmental problem. Many researchers focus on developing rework model, but to the knowledge of the author, none of them has developed a model for time-varying demand rate. In this paper, we extend previous works and develop multiple batch production system for time-varying demand rate with rework. In this model, the rework is done within the same production cycle.

A thermal model for photovoltaic panels under varying atmospheric conditions

International Nuclear Information System (INIS)

Armstrong, S.; Hurley, W.G.

2010-01-01

The response of the photovoltaic (PV) panel temperature is dynamic with respect to the changes in the incoming solar radiation. During periods of rapidly changing conditions, a steady state model of the operating temperature cannot be justified because the response time of the PV panel temperature becomes significant due to its large thermal mass. Therefore, it is of interest to determine the thermal response time of the PV panel. Previous attempts to determine the thermal response time have used indoor measurements, controlling the wind flow over the surface of the panel with fans or conducting the experiments in darkness to avoid radiative heat loss effects. In real operating conditions, the effective PV panel temperature is subjected to randomly varying ambient temperature and fluctuating wind speeds and directions; parameters that are not replicated in controlled, indoor experiments. A new thermal model is proposed that incorporates atmospheric conditions; effects of PV panel material composition and mounting structure. Experimental results are presented which verify the thermal behaviour of a photovoltaic panel for low to strong winds.

Global Exponential Stability of Positive Almost Periodic Solutions for a Fishing Model with a Time-Varying Delay

Directory of Open Access Journals (Sweden)

Hong Zhang

2014-01-01

Full Text Available This paper is concerned with a nonautonomous fishing model with a time-varying delay. Under proper conditions, we employ a novel argument to establish a criterion on the global exponential stability of positive almost periodic solutions of the model with almost periodic coefficients and delays. Moreover, an example and its numerical simulation are given to illustrate the main results.

A Semiparametric Time Trend Varying Coefficients Model: With An Application to Evaluate Credit Rationing in U.S. Credit Market

OpenAIRE

Jingping Gu; Paula Hernandez-Verme

2009-01-01

In this paper, we propose a new semiparametric varying coefficient model which extends the existing semi-parametric varying coefficient models to allow for a time trend regressor with smooth coefficient function. We propose to use the local linear method to estimate the coefficient functions and we provide the asymptotic theory to describe the asymptotic distribution of the local linear estimator. We present an application to evaluate credit rationing in the U.S. credit market. Using U.S. mon...

A Semiparametric Time Trend Varying Coefficients Model: With An Application to Evaluate Credit Rationing in U.S. Credit Market

OpenAIRE

Qi Gao; Jingping Gu; Paula Hernandez-Verme

2012-01-01

In this paper, we propose a new semiparametric varying coefficient model which extends the existing semi-parametric varying coefficient models to allow for a time trend regressor with smooth coefficient function. We propose to use the local linear method to estimate the coefficient functions and we provide the asymptotic theory to describe the asymptotic distribution of the local linear estimator. We present an application to evaluate credit rationing in the U.S. credit market. Using U.S. mon...

Robust distributed model predictive control of linear systems with structured time-varying uncertainties

Science.gov (United States)

Zhang, Langwen; Xie, Wei; Wang, Jingcheng

2017-11-01

In this work, synthesis of robust distributed model predictive control (MPC) is presented for a class of linear systems subject to structured time-varying uncertainties. By decomposing a global system into smaller dimensional subsystems, a set of distributed MPC controllers, instead of a centralised controller, are designed. To ensure the robust stability of the closed-loop system with respect to model uncertainties, distributed state feedback laws are obtained by solving a min-max optimisation problem. The design of robust distributed MPC is then transformed into solving a minimisation optimisation problem with linear matrix inequality constraints. An iterative online algorithm with adjustable maximum iteration is proposed to coordinate the distributed controllers to achieve a global performance. The simulation results show the effectiveness of the proposed robust distributed MPC algorithm.

Endogenous time-varying risk aversion and asset returns.

Science.gov (United States)

Berardi, Michele

2016-01-01

Stylized facts about statistical properties for short horizon returns in financial markets have been identified in the literature, but a satisfactory understanding for their manifestation is yet to be achieved. In this work, we show that a simple asset pricing model with representative agent is able to generate time series of returns that replicate such stylized facts if the risk aversion coefficient is allowed to change endogenously over time in response to unexpected excess returns under evolutionary forces. The same model, under constant risk aversion, would instead generate returns that are essentially Gaussian. We conclude that an endogenous time-varying risk aversion represents a very parsimonious way to make the model match real data on key statistical properties, and therefore deserves careful consideration from economists and practitioners alike.

Neural-adaptive control of single-master-multiple-slaves teleoperation for coordinated multiple mobile manipulators with time-varying communication delays and input uncertainties.

Science.gov (United States)

Li, Zhijun; Su, Chun-Yi

2013-09-01

In this paper, adaptive neural network control is investigated for single-master-multiple-slaves teleoperation in consideration of time delays and input dead-zone uncertainties for multiple mobile manipulators carrying a common object in a cooperative manner. Firstly, concise dynamics of teleoperation systems consisting of a single master robot, multiple coordinated slave robots, and the object are developed in the task space. To handle asymmetric time-varying delays in communication channels and unknown asymmetric input dead zones, the nonlinear dynamics of the teleoperation system are transformed into two subsystems through feedback linearization: local master or slave dynamics including the unknown input dead zones and delayed dynamics for the purpose of synchronization. Then, a model reference neural network control strategy based on linear matrix inequalities (LMI) and adaptive techniques is proposed. The developed control approach ensures that the defined tracking errors converge to zero whereas the coordination internal force errors remain bounded and can be made arbitrarily small. Throughout this paper, stability analysis is performed via explicit Lyapunov techniques under specific LMI conditions. The proposed adaptive neural network control scheme is robust against motion disturbances, parametric uncertainties, time-varying delays, and input dead zones, which is validated by simulation studies.

How have inflation dynamics changed over time? Evidence from the euro area and USA

OpenAIRE

Oinonen, Sami; Paloviita, Maritta; Vilmi , Lauri

2013-01-01

This paper analyzes euro area and U.S. inflation dynamics since the beginning of the 1990s by estimating New Keynesian hybrid Phillips curves with time-varying parameters. We measure inflation expectations by subjective forecasts from Consensus Economics survey and so do not assume rational expectations. Both rolling regressions and state-space models are employed. The results indicate that in both economic areas the inflation dynamics have steadily become more forward-looking over time. We a...

Dynamic Black-Level Correction and Artifact Flagging for Kepler Pixel Time Series

Science.gov (United States)

Kolodziejczak, J. J.; Clarke, B. D.; Caldwell, D. A.

2011-01-01

Methods applied to the calibration stage of Kepler pipeline data processing [1] (CAL) do not currently use all of the information available to identify and correct several instrument-induced artifacts. These include time-varying crosstalk from the fine guidance sensor (FGS) clock signals, and manifestations of drifting moire pattern as locally correlated nonstationary noise, and rolling bands in the images which find their way into the time series [2], [3]. As the Kepler Mission continues to improve the fidelity of its science data products, we are evaluating the benefits of adding pipeline steps to more completely model and dynamically correct the FGS crosstalk, then use the residuals from these model fits to detect and flag spatial regions and time intervals of strong time-varying black-level which may complicate later processing or lead to misinterpretation of instrument behavior as stellar activity.

H∞ Control for a Networked Control Model of Systems with Two Additive Time-Varying Delays

Directory of Open Access Journals (Sweden)

Hanyong Shao

2014-01-01

Full Text Available This paper is concerned with H∞ control for a networked control model of systems with two additive time-varying delays. A new Lyapunov functional is constructed to make full use of the information of the delays, and for the derivative of the Lyapunov functional a novel technique is employed to compute a tighter upper bound, which is dependent on the two time-varying delays instead of the upper bounds of them. Then the convex polyhedron method is proposed to check the upper bound of the derivative of the Lyapunov functional. The resulting stability criteria have fewer matrix variables but less conservatism than some existing ones. The stability criteria are applied to designing a state feedback controller, which guarantees that the closed-loop system is asymptotically stable with a prescribed H∞ disturbance attenuation level. Finally examples are given to show the advantages of the stability criteria and the effectiveness of the proposed control method.

Modeling the time-varying and level-dependent effects of the medial olivocochlear reflex in auditory nerve responses.

Science.gov (United States)

Smalt, Christopher J; Heinz, Michael G; Strickland, Elizabeth A

2014-04-01

The medial olivocochlear reflex (MOCR) has been hypothesized to provide benefit for listening in noisy environments. This advantage can be attributed to a feedback mechanism that suppresses auditory nerve (AN) firing in continuous background noise, resulting in increased sensitivity to a tone or speech. MOC neurons synapse on outer hair cells (OHCs), and their activity effectively reduces cochlear gain. The computational model developed in this study implements the time-varying, characteristic frequency (CF) and level-dependent effects of the MOCR within the framework of a well-established model for normal and hearing-impaired AN responses. A second-order linear system was used to model the time-course of the MOCR using physiological data in humans. The stimulus-level-dependent parameters of the efferent pathway were estimated by fitting AN sensitivity derived from responses in decerebrate cats using a tone-in-noise paradigm. The resulting model uses a binaural, time-varying, CF-dependent, level-dependent OHC gain reduction for both ipsilateral and contralateral stimuli that improves detection of a tone in noise, similarly to recorded AN responses. The MOCR may be important for speech recognition in continuous background noise as well as for protection from acoustic trauma. Further study of this model and its efferent feedback loop may improve our understanding of the effects of sensorineural hearing loss in noisy situations, a condition in which hearing aids currently struggle to restore normal speech perception.

Supply based on demand dynamical model

Science.gov (United States)

Levi, Asaf; Sabuco, Juan; Sanjuán, Miguel A. F.

2018-04-01

We propose and numerically analyze a simple dynamical model that describes the firm behaviors under uncertainty of demand. Iterating this simple model and varying some parameter values, we observe a wide variety of market dynamics such as equilibria, periodic, and chaotic behaviors. Interestingly, the model is also able to reproduce market collapses.

Time-varying and time-invariant dimensions of depression in children and adolescents: Implications for cross-informant agreement.

Science.gov (United States)

Cole, David A; Martin, Joan M; Jacquez, Farrah M; Tram, Jane M; Zelkowitz, Rachel; Nick, Elizabeth A; Rights, Jason D

2017-07-01

The longitudinal structure of depression in children and adolescents was examined by applying a Trait-State-Occasion structural equation model to 4 waves of self, teacher, peer, and parent reports in 2 age groups (9 to 13 and 13 to 16 years old). Analyses revealed that the depression latent variable consisted of 2 longitudinal factors: a time-invariant dimension that was completely stable over time and a time-varying dimension that was not perfectly stable over time. Different sources of information were differentially sensitive to these 2 dimensions. Among adolescents, self- and parent reports better reflected the time-invariant aspects. For children and adolescents, peer and teacher reports better reflected the time-varying aspects. Relatively high cross-informant agreement emerged for the time-invariant dimension in both children and adolescents. Cross-informant agreement for the time-varying dimension was high for adolescents but very low for children. Implications emerge for theoretical models of depression and for its measurement, especially when attempting to predict changes in depression in the context of longitudinal studies. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

Modelling the Earth's static and time-varying gravity field using a combination of GRACE and GOCE data

NARCIS (Netherlands)

Farahani, H.H.

2013-01-01

The main focus of the thesis is modelling the static and time-varying parts of the Earth's gravity field at the global scale based on data acquired by the Gravity Recovery And Climate Experiment (GRACE) and Gravity field and steady-state Ocean Circulation Explorer (GOCE). In addition, a new

Multi-pulse chaotic motions of a rotor-active magnetic bearing system with time-varying stiffness

International Nuclear Information System (INIS)

Zhang, W.; Yao, M.H.; Zhan, X.P.

2006-01-01

In this paper, we investigate the Shilnikov type multi-pulse chaotic dynamics for a rotor-active magnetic bearings (AMB) system with 8-pole legs and the time-varying stiffness. The stiffness in the AMB is considered as the time-varying in a periodic form. The dimensionless equation of motion for the rotor-AMB system with the time-varying stiffness in the horizontal and vertical directions is a two-degree-of-freedom nonlinear system with quadratic and cubic nonlinearities and parametric excitation. The asymptotic perturbation method is used to obtain the averaged equations in the case of primary parametric resonance and 1/2 subharmonic resonance. It is found from the numerical results that there are the phenomena of the Shilnikov type multi-pulse chaotic motions for the rotor-AMB system. A new jumping phenomenon is discovered in the rotor-AMB system with the time-varying stiffness

Estimation of Time-Varying Coherence and Its Application in Understanding Brain Functional Connectivity

Directory of Open Access Journals (Sweden)

Cheng Liu

2010-01-01

Full Text Available Time-varying coherence is a powerful tool for revealing functional dynamics between different regions in the brain. In this paper, we address ways of estimating evolutionary spectrum and coherence using the general Cohen's class distributions. We show that the intimate connection between the Cohen's class-based spectra and the evolutionary spectra defined on the locally stationary time series can be linked by the kernel functions of the Cohen's class distributions. The time-varying spectra and coherence are further generalized with the Stockwell transform, a multiscale time-frequency representation. The Stockwell measures can be studied in the framework of the Cohen's class distributions with a generalized frequency-dependent kernel function. A magnetoencephalography study using the Stockwell coherence reveals an interesting temporal interaction between contralateral and ipsilateral motor cortices under the multisource interference task.

Schumpeterian economic dynamics as a quantifiable model of evolution

Science.gov (United States)

Thurner, Stefan; Klimek, Peter; Hanel, Rudolf

2010-07-01

We propose a simple quantitative model of Schumpeterian economic dynamics. New goods and services are endogenously produced through combinations of existing goods. As soon as new goods enter the market, they may compete against already existing goods. In other words, new products can have destructive effects on existing goods. As a result of this competition mechanism, existing goods may be driven out from the market—often causing cascades of secondary defects (Schumpeterian gales of destruction). The model leads to generic dynamics characterized by phases of relative economic stability followed by phases of massive restructuring of markets—which could be interpreted as Schumpeterian business 'cycles'. Model time series of product diversity and productivity reproduce several stylized facts of economics time series on long timescales, such as GDP or business failures, including non-Gaussian fat tailed distributions and volatility clustering. The model is phrased in an open, non-equilibrium setup which can be understood as a self-organized critical system. Its diversity dynamics can be understood by the time-varying topology of the active production networks.

The Influence of Slowly Varying Mass on Severity of Dynamics Nonlinearity of Bearing-Rotor Systems with Pedestal Looseness

Directory of Open Access Journals (Sweden)

Mian Jiang

2018-01-01

Full Text Available Nonlinearity measure is proposed to investigate the influence of slowly varying mass on severity of dynamics nonlinearity of bearing-rotor systems with pedestal looseness. A nonlinear mathematical model including the effect of slowly varying disk mass is developed for a bearing-rotor system with pedestal looseness. The varying of equivalent disk mass is described by a cosine function, and the amplitude coefficient is used as a control parameter. Then, nonlinearity measure is employed to quantify the severity of dynamics nonlinearity of bearing-rotor systems. With the increasing of looseness clearances, the curves that denote the trend of nonlinearity degree are plotted for each amplitude coefficient of mass varying. It can be concluded that larger amplitude coefficients of the disk mass varying will have more influence on the severity of dynamics nonlinearity and generation of chaotic behaviors in rotor systems with pedestal looseness.

Nonlinear dynamics near resonances of a rotor-active magnetic bearings system with 16-pole legs and time varying stiffness

Science.gov (United States)

Wu, R. Q.; Zhang, W.; Yao, M. H.

2018-02-01

In this paper, we analyze the complicated nonlinear dynamics of rotor-active magnetic bearings (rotor-AMB) with 16-pole legs and the time varying stiffness. The magnetic force with 16-pole legs is obtained by applying the electromagnetic theory. The governing equation of motion for rotor-active magnetic bearings is derived by using the Newton's second law. The resulting dimensionless equation of motion for the rotor-AMB system is expressed as a two-degree-of-freedom nonlinear system including the parametric excitation, quadratic and cubic nonlinearities. The averaged equation of the rotor-AMB system is obtained by using the method of multiple scales when the primary parametric resonance and 1/2 subharmonic resonance are taken into account. From the frequency-response curves, it is found that there exist the phenomena of the soft-spring type nonlinearity and the hardening-spring type nonlinearity in the rotor-AMB system. The effects of different parameters on the nonlinear dynamic behaviors of the rotor-AMB system are investigated. The numerical results indicate that the periodic, quasi-periodic and chaotic motions occur alternately in the rotor-AMB system.

Discrete-Time Sliding-Mode Control of Uncertain Systems with Time-Varying Delays via Descriptor Approach

Directory of Open Access Journals (Sweden)

Maode Yan

2008-01-01

Full Text Available This paper considers the problem of robust discrete-time sliding-mode control (DT-SMC design for a class of uncertain linear systems with time-varying delays. By applying a descriptor model transformation and Moon's inequality for bounding cross terms, a delay-dependent sufficient condition for the existence of stable sliding surface is given in terms of linear matrix inequalities (LMIs. Based on this existence condition, the synthesized sliding mode controller can guarantee the sliding-mode reaching condition of the specified discrete-time sliding surface for all admissible uncertainties and time-varying delays. An illustrative example verifies the effectiveness of the proposed method.

Two-actor conflict with time delay: A dynamical model

Science.gov (United States)

Qubbaj, Murad R.; Muneepeerakul, Rachata

2012-11-01

Recent mathematical dynamical models of the conflict between two different actors, be they nations, groups, or individuals, have been developed that are capable of predicting various outcomes depending on the chosen feedback strategies, initial conditions, and the previous states of the actors. In addition to these factors, this paper examines the effect of time delayed feedback on the conflict dynamics. Our analysis shows that under certain initial and feedback conditions, a stable neutral equilibrium of conflict may destabilize for some critical values of time delay, and the two actors may evolve to new emotional states. We investigate the results by constructing critical delay surfaces for different sets of parameters and analyzing results from numerical simulations. These results provide new insights regarding conflict and conflict resolution and may help planners in adjusting and assessing their strategic decisions.

Solitary wave dynamics in time-dependent potentials

International Nuclear Information System (INIS)

Abou Salem, Walid K.

2008-01-01

The long time dynamics of solitary wave solutions of the nonlinear Schroedinger equation in time-dependent external potentials is rigorously studied. To set the stage, the well-posedness of the Cauchy problem for a generalized nonautonomous nonlinear Schroedinger equation with time-dependent nonlinearities and potential is established. Afterward, the dynamics of NLS solitary waves in time-dependent potentials is studied. It is shown that in the space-adiabatic regime where the external potential varies slowly in space compared to the size of the soliton, the dynamics of the center of the soliton is described by Hamilton's equations, plus terms due to radiation damping. Finally, two physical applications are discussed: the first is adiabatic transportation of solitons and the second is the Mathieu instability of trapped solitons due to time-periodic perturbations

Continuous Time Structural Equation Modeling with R Package ctsem

Directory of Open Access Journals (Sweden)

Charles C. Driver

2017-04-01

Full Text Available We introduce ctsem, an R package for continuous time structural equation modeling of panel (N > 1 and time series (N = 1 data, using full information maximum likelihood. Most dynamic models (e.g., cross-lagged panel models in the social and behavioural sciences are discrete time models. An assumption of discrete time models is that time intervals between measurements are equal, and that all subjects were assessed at the same intervals. Violations of this assumption are often ignored due to the difficulty of accounting for varying time intervals, therefore parameter estimates can be biased and the time course of effects becomes ambiguous. By using stochastic differential equations to estimate an underlying continuous process, continuous time models allow for any pattern of measurement occasions. By interfacing to OpenMx, ctsem combines the flexible specification of structural equation models with the enhanced data gathering opportunities and improved estimation of continuous time models. ctsem can estimate relationships over time for multiple latent processes, measured by multiple noisy indicators with varying time intervals between observations. Within and between effects are estimated simultaneously by modeling both observed covariates and unobserved heterogeneity. Exogenous shocks with different shapes, group differences, higher order diffusion effects and oscillating processes can all be simply modeled. We first introduce and define continuous time models, then show how to specify and estimate a range of continuous time models using ctsem.

Stochastic analysis of epidemics on adaptive time varying networks

Science.gov (United States)

Kotnis, Bhushan; Kuri, Joy

2013-06-01

Many studies investigating the effect of human social connectivity structures (networks) and human behavioral adaptations on the spread of infectious diseases have assumed either a static connectivity structure or a network which adapts itself in response to the epidemic (adaptive networks). However, human social connections are inherently dynamic or time varying. Furthermore, the spread of many infectious diseases occur on a time scale comparable to the time scale of the evolving network structure. Here we aim to quantify the effect of human behavioral adaptations on the spread of asymptomatic infectious diseases on time varying networks. We perform a full stochastic analysis using a continuous time Markov chain approach for calculating the outbreak probability, mean epidemic duration, epidemic reemergence probability, etc. Additionally, we use mean-field theory for calculating epidemic thresholds. Theoretical predictions are verified using extensive simulations. Our studies have uncovered the existence of an “adaptive threshold,” i.e., when the ratio of susceptibility (or infectivity) rate to recovery rate is below the threshold value, adaptive behavior can prevent the epidemic. However, if it is above the threshold, no amount of behavioral adaptations can prevent the epidemic. Our analyses suggest that the interaction patterns of the infected population play a major role in sustaining the epidemic. Our results have implications on epidemic containment policies, as awareness campaigns and human behavioral responses can be effective only if the interaction levels of the infected populace are kept in check.

A novel grid-based mesoscopic model for evacuation dynamics

Science.gov (United States)

Shi, Meng; Lee, Eric Wai Ming; Ma, Yi

2018-05-01

This study presents a novel grid-based mesoscopic model for evacuation dynamics. In this model, the evacuation space is discretised into larger cells than those used in microscopic models. This approach directly computes the dynamic changes crowd densities in cells over the course of an evacuation. The density flow is driven by the density-speed correlation. The computation is faster than in traditional cellular automata evacuation models which determine density by computing the movements of each pedestrian. To demonstrate the feasibility of this model, we apply it to a series of practical scenarios and conduct a parameter sensitivity study of the effect of changes in time step δ. The simulation results show that within the valid range of δ, changing δ has only a minor impact on the simulation. The model also makes it possible to directly acquire key information such as bottleneck areas from a time-varied dynamic density map, even when a relatively large time step is adopted. We use the commercial software AnyLogic to evaluate the model. The result shows that the mesoscopic model is more efficient than the microscopic model and provides more in-situ details (e.g., pedestrian movement pattern) than the macroscopic models.

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

Dynamic modelling of heavy metals - time scales and target loads

NARCIS (Netherlands)

Posch, M.; Vries, de W.

2009-01-01

Over the past decade steady-state methods have been developed to assess critical loads of metals avoiding long-term risks in view of food quality and eco-toxicological effects on organisms in soils and surface waters. However, dynamic models are needed to estimate the times involved in attaining a

PERAMALAN JUMLAH KUNJUNGAN WISATAWAN AUSTRALIA YANG BERKUNJUNG KE BALI MENGGUNAKAN MODEL TIME VARYING PARAMETER (TVP

Directory of Open Access Journals (Sweden)

I PUTU GEDE DIAN GERRY SUWEDAYANA

2016-08-01

Full Text Available The purpose of this research is to forecast the number of Australian tourists arrival to Bali using Time Varying Parameter (TVP model based on inflation of Indonesia and exchange rate AUD to IDR from January 2010 – December 2015 as explanatory variables. TVP model is specified in a state space model and estimated by Kalman filter algorithm. The result shows that the TVP model can be used to forecast the number of Australian tourists arrival to Bali because it satisfied the assumption that the residuals are distributed normally and the residuals in the measurement and transition equations are not correlated. The estimated TVP model is . This model has a value of mean absolute percentage error (MAPE is equal to dan root mean square percentage error (RMSPE is equal to . The number of Australian tourists arrival to Bali for the next five periods is predicted: ; ; ; ; and (January - May 2016.

Critical dynamics of the Potts model: short-time Monte Carlo simulations

International Nuclear Information System (INIS)

Silva, Roberto da; Drugowich de Felicio, J.R.

2004-01-01

We calculate the new dynamic exponent θ of the 4-state Potts model, using short-time simulations. Our estimates θ1=-0.0471(33) and θ2=-0.0429(11) obtained by following the behavior of the magnetization or measuring the evolution of the time correlation function of the magnetization corroborate the conjecture by Okano et al. [Nucl. Phys. B 485 (1997) 727]. In addition, these values agree with previous estimate of the same dynamic exponent for the two-dimensional Ising model with three-spin interactions in one direction, that is known to belong to the same universality class as the 4-state Potts model. The anomalous dimension of initial magnetization x0=zθ+β/ν is calculated by an alternative way that mixes two different initial conditions. We have also estimated the values of the static exponents β and ν. They are in complete agreement with the pertinent results of the literature

The multiple time scales of sleep dynamics as a challenge for modelling the sleeping brain.

Science.gov (United States)

Olbrich, Eckehard; Claussen, Jens Christian; Achermann, Peter

2011-10-13

A particular property of the sleeping brain is that it exhibits dynamics on very different time scales ranging from the typical sleep oscillations such as sleep spindles and slow waves that can be observed in electroencephalogram (EEG) segments of several seconds duration over the transitions between the different sleep stages on a time scale of minutes to the dynamical processes involved in sleep regulation with typical time constants in the range of hours. There is an increasing body of work on mathematical and computational models addressing these different dynamics, however, usually considering only processes on a single time scale. In this paper, we review and present a new analysis of the dynamics of human sleep EEG at the different time scales and relate the findings to recent modelling efforts pointing out both the achievements and remaining challenges.

Nonlinear Dynamic Models in Advanced Life Support

Science.gov (United States)

Jones, Harry

2002-01-01

To facilitate analysis, ALS systems are often assumed to be linear and time invariant, but they usually have important nonlinear and dynamic aspects. Nonlinear dynamic behavior can be caused by time varying inputs, changes in system parameters, nonlinear system functions, closed loop feedback delays, and limits on buffer storage or processing rates. Dynamic models are usually cataloged according to the number of state variables. The simplest dynamic models are linear, using only integration, multiplication, addition, and subtraction of the state variables. A general linear model with only two state variables can produce all the possible dynamic behavior of linear systems with many state variables, including stability, oscillation, or exponential growth and decay. Linear systems can be described using mathematical analysis. Nonlinear dynamics can be fully explored only by computer simulations of models. Unexpected behavior is produced by simple models having only two or three state variables with simple mathematical relations between them. Closed loop feedback delays are a major source of system instability. Exceeding limits on buffer storage or processing rates forces systems to change operating mode. Different equilibrium points may be reached from different initial conditions. Instead of one stable equilibrium point, the system may have several equilibrium points, oscillate at different frequencies, or even behave chaotically, depending on the system inputs and initial conditions. The frequency spectrum of an output oscillation may contain harmonics and the sums and differences of input frequencies, but it may also contain a stable limit cycle oscillation not related to input frequencies. We must investigate the nonlinear dynamic aspects of advanced life support systems to understand and counter undesirable behavior.

Modal Analysis in Periodic, Time-Varying Systems with emphasis to the Coupling between Flexible Rotating Beams and Non-Rotating Flexible Structures

DEFF Research Database (Denmark)

Saracho, C. M.; Santos, Ilmar

2003-01-01

The analysis of dynamical response of a system built by a non-rotating structure coupled to flexible rotating beams is the purpose of this work. The effect of rotational speed upon the beam natural frequencies is well-known, so that an increase in the angular speeds leads to an increase in beam...... natural frequencies, the so-called centrifugal stiffening. The equations of motion of such a global system present matrices with time-depending coefficients, which vary periodically with the angular rotor speed, and introduce parametric vibrations into the system response. The principles of modal analysis...... for time-invariant linear systems are expanded to investigate time-varying systems. Concepts as eigenvalues and eigenvectors, which in this special case are also time-varying, are used to analyse the dynamical response of global system. The time-varying frequencies and modes are also illustrated....

Capturing Context-Related Change in Emotional Dynamics via Fixed Moderated Time Series Analysis.

Science.gov (United States)

Adolf, Janne K; Voelkle, Manuel C; Brose, Annette; Schmiedek, Florian

2017-01-01

Much of recent affect research relies on intensive longitudinal studies to assess daily emotional experiences. The resulting data are analyzed with dynamic models to capture regulatory processes involved in emotional functioning. Daily contexts, however, are commonly ignored. This may not only result in biased parameter estimates and wrong conclusions, but also ignores the opportunity to investigate contextual effects on emotional dynamics. With fixed moderated time series analysis, we present an approach that resolves this problem by estimating context-dependent change in dynamic parameters in single-subject time series models. The approach examines parameter changes of known shape and thus addresses the problem of observed intra-individual heterogeneity (e.g., changes in emotional dynamics due to observed changes in daily stress). In comparison to existing approaches to unobserved heterogeneity, model estimation is facilitated and different forms of change can readily be accommodated. We demonstrate the approach's viability given relatively short time series by means of a simulation study. In addition, we present an empirical application, targeting the joint dynamics of affect and stress and how these co-vary with daily events. We discuss potentials and limitations of the approach and close with an outlook on the broader implications for understanding emotional adaption and development.

Volatility spillover and time-varying conditional correlation between DDGS, corn, and soybean meal markets

NARCIS (Netherlands)

Etienne, Xiaoli L.; Trujillo-Barrera, Andrés; Hoffman, Linwood A.

2017-01-01

We find distiller's dried grains with solubles (DDGS) prices to be positively correlated with both corn and soybean meal prices in the long run. However, neither corn nor soybean meal prices respond to deviations from this long-run relationship. We also identify strong time-varying dynamic

Torsional Dynamics of Steerable Needles: Modeling and Fluoroscopic Guidance

Science.gov (United States)

Swensen, John P.; Lin, MingDe; Okamura, Allison M.; Cowan, Noah J.

2017-01-01

Needle insertions underlie a diversity of medical interventions. Steerable needles provide a means by which to enhance existing needle-based interventions and facilitate new ones. Tip-steerable needles follow a curved path and can be steered by twisting the needle base during insertion, but this twisting excites torsional dynamics that introduce a discrepancy between the base and tip twist angles. Here, we model the torsional dynamics of a flexible rod—such as a tip-steerable needle—during subsurface insertion and develop a new controller based on the model. The torsional model incorporates time-varying mode shapes to capture the changing boundary conditions inherent during insertion. Numerical simulations and physical experiments using two distinct setups—stereo camera feedback in semi-transparent artificial tissue and feedback control with real-time X-ray imaging in optically opaque artificial tissue— demonstrate the need to account for torsional dynamics in control of the needle tip. PMID:24860026

Modal Vibration Control in Periodic Time-Varying Structures with Focus on Rotor Blade Systems

DEFF Research Database (Denmark)

Christensen, Rene Hardam; Santos, Ilmar

2004-01-01

of active modal controllers. The main aim is to reduce vibrations in periodic time-varying structures. Special emphasis is given to vibration control of coupled bladed rotor systems. A state feedback modal control law is developed based on modal analysis in periodic time-varying structures. The first step...... in the procedure is a transformation of the model into a time-invariant modal form by applying the modal matrices, which are also periodic time-variant. Due to coupled rotor and blade motions complex vibration modes occur in the modal transformed state space model. This implies that the modal transformed model...

Conditional CAPM: Time-varying Betas in the Brazilian Market

Directory of Open Access Journals (Sweden)

Frances Fischberg Blank

2014-10-01

Full Text Available The conditional CAPM is characterized by time-varying market beta. Based on state-space models approach, beta behavior can be modeled as a stochastic process dependent on conditioning variables related to business cycle and estimated using Kalman filter. This paper studies alternative models for portfolios sorted by size and book-to-market ratio in the Brazilian stock market and compares their adjustment to data. Asset pricing tests based on time-series and cross-sectional approaches are also implemented. A random walk process combined with conditioning variables is the preferred model, reducing pricing errors compared to unconditional CAPM, but the errors are still significant. Cross-sectional test show that book-to-market ratio becomes less relevant, but past returns still capture cross-section variation

Global exponential stability of uncertain fuzzy BAM neural networks with time-varying delays

International Nuclear Information System (INIS)

Syed Ali, M.; Balasubramaniam, P.

2009-01-01

In this paper, the Takagi-Sugeno (TS) fuzzy model representation is extended to the stability analysis for uncertain Bidirectional Associative Memory (BAM) neural networks with time-varying delays using linear matrix inequality (LMI) theory. A novel LMI-based stability criterion is obtained by LMI optimization algorithms to guarantee the exponential stability of uncertain BAM neural networks with time-varying delays which are represented by TS fuzzy models. Finally, the proposed stability conditions are demonstrated with numerical examples.

Output-only modal parameter estimator of linear time-varying structural systems based on vector TAR model and least squares support vector machine

Science.gov (United States)

Zhou, Si-Da; Ma, Yuan-Chen; Liu, Li; Kang, Jie; Ma, Zhi-Sai; Yu, Lei

2018-01-01

Identification of time-varying modal parameters contributes to the structural health monitoring, fault detection, vibration control, etc. of the operational time-varying structural systems. However, it is a challenging task because there is not more information for the identification of the time-varying systems than that of the time-invariant systems. This paper presents a vector time-dependent autoregressive model and least squares support vector machine based modal parameter estimator for linear time-varying structural systems in case of output-only measurements. To reduce the computational cost, a Wendland's compactly supported radial basis function is used to achieve the sparsity of the Gram matrix. A Gamma-test-based non-parametric approach of selecting the regularization factor is adapted for the proposed estimator to replace the time-consuming n-fold cross validation. A series of numerical examples have illustrated the advantages of the proposed modal parameter estimator on the suppression of the overestimate and the short data. A laboratory experiment has further validated the proposed estimator.

Time varying determinants of bond flows to emerging markets

Directory of Open Access Journals (Sweden)

Yasemin Erduman

2016-06-01

Full Text Available This paper investigates the time varying nature of the determinants of bond flows with a focus on the global financial crisis period. We estimate a time varying regression model using Bayesian estimation methods, where the posterior distribution is approximated by Gibbs sampling algorithm. Our findings suggest that the interest rate differential is the most significant pull factor of portfolio bond flows, along with the inflation rate, while the growth rate does not play a significant role. Among the push factors, global liquidity is the most important driver of bond flows. It matters the most, when unconventional monetary easing policies were first announced; and its importance as a determinant of portfolio bond flows decreases over time, starting with the Eurozone crisis, and diminishes with the tapering talk. Global risk appetite and the risk perception towards the emerging countries also have relatively small and stable significant effects on bond flows.

A Dynamic Linear Modeling Approach to Public Policy Change

DEFF Research Database (Denmark)

Loftis, Matthew; Mortensen, Peter Bjerre

2017-01-01

Theories of public policy change, despite their differences, converge on one point of strong agreement. The relationship between policy and its causes can and does change over time. This consensus yields numerous empirical implications, but our standard analytical tools are inadequate for testing...... them. As a result, the dynamic and transformative relationships predicted by policy theories have been left largely unexplored in time-series analysis of public policy. This paper introduces dynamic linear modeling (DLM) as a useful statistical tool for exploring time-varying relationships in public...... policy. The paper offers a detailed exposition of the DLM approach and illustrates its usefulness with a time series analysis of U.S. defense policy from 1957-2010. The results point the way for a new attention to dynamics in the policy process and the paper concludes with a discussion of how...

Gain-scheduled {{\\mathscr{H}}}_{\\infty } buckling control of a circular beam-column subject to time-varying axial loads

Science.gov (United States)

Schaeffner, Maximilian; Platz, Roland

2018-06-01

For slender beam-columns loaded by axial compressive forces, active buckling control provides a possibility to increase the maximum bearable axial load above that of a purely passive structure. In this paper, an approach for gain-scheduled {{\\mathscr{H}}}∞ buckling control of a slender beam-column with circular cross-section subject to time-varying axial loads is investigated experimentally. Piezo-elastic supports with integrated piezoelectric stack actuators at the beam-column ends allow an active stabilization in arbitrary lateral directions. The axial loads on the beam-column influence its lateral dynamic behavior and, eventually, cause the beam-column to buckle. A reduced modal model of the beam-column subject to axial loads including the dynamics of the electrical components is set up and calibrated with experimental data. Particularly, the linear parameter-varying open-loop plant is used to design a model-based gain-scheduled {{\\mathscr{H}}}∞ buckling control that is implemented in an experimental test setup. The beam-column is loaded by ramp- and step-shaped time-varying axial compressive loads that result in a lateral deformation of the beam-column due to imperfections, such as predeformation, eccentric loading or clamping moments. The lateral deformations and the maximum bearable loads of the beam-column are analyzed and compared for the beam-column with and without gain-scheduled {{\\mathscr{H}}}∞ buckling control or, respectively, active and passive configuration. With the proposed gain-scheduled {{\\mathscr{H}}}∞ buckling control it is possible to increase the maximum bearable load of the active beam-column by 19% for ramp-shaped axial loads and to significantly reduce the beam-column deformations for step-shaped axial loads compared to the passive structure.

Dynamics of nonlinear oscillators with time-varying conjugate coupling

Indian Academy of Sciences (India)

oscillators. We analyze the behavior of coupled systems with respect to the coupling switching frequency using ..... are of potential utility in appropriate design strategies and/or understanding of complex systems with dynamic interaction ...

Development of an Improved Time Varying Loudness Model with the Inclusion of Binaural Loudness Summation

Science.gov (United States)

Charbonneau, Jeremy

As the perceived quality of a product is becoming more important in the manufacturing industry, more emphasis is being placed on accurately predicting the sound quality of everyday objects. This study was undertaken to improve upon current prediction techniques with regard to the psychoacoustic descriptor of loudness and an improved binaural summation technique. The feasibility of this project was first investigated through a loudness matching experiment involving thirty-one subjects and pure tones of constant sound pressure level. A dependence of binaural summation on frequency was observed which had previously not been a subject of investigation in the reviewed literature. A follow-up investigation was carried out with forty-eight volunteers and pure tones of constant sensation level. Contrary to existing theories in literature the resulting loudness matches revealed an amplitude versus frequency relationship which confirmed the perceived increase in loudness when a signal was presented to both ears simultaneously as opposed to one ear alone. The resulting trend strongly indicated that the higher the frequency of the presented signal, the greater the increase in observed binaural summation. The results from each investigation were summarized into a single binaural summation algorithm and inserted into an improved time-varying loudness model. Using experimental techniques, it was demonstrated that the updated binaural summation algorithm was a considerable improvement over the state of the art approach for predicting the perceived binaural loudness. The improved function retained the ease of use from the original model while additionally providing accurate estimates of diotic listening conditions from monaural WAV files. It was clearly demonstrated using a validation jury test that the revised time-varying loudness model was a significant improvement over the previously standardized approach.

Welding quality evaluation of resistance spot welding using the time-varying inductive reactance signal

Science.gov (United States)

Zhang, Hongjie; Hou, Yanyan; Yang, Tao; Zhang, Qian; Zhao, Jian

2018-05-01

In the spot welding process, a high alternating current is applied, resulting in a time-varying electromagnetic field surrounding the welder. When measuring the welding voltage signal, the impedance of the measuring circuit consists of two parts: dynamic resistance relating to weld nugget nucleation event and inductive reactance caused by mutual inductance. The aim of this study is to develop a method to acquire the dynamic reactance signal and to discuss the possibility of using this signal to evaluate the weld quality. For this purpose, a series of experiments were carried out. The reactance signals under different welding conditions were compared and the results showed that the morphological feature of the reactance signal was closely related to the welding current and it was also significantly influenced by some abnormal welding conditions. Some features were extracted from the reactance signal and combined to construct weld nugget strength and diameter prediction models based on the radial basis function (RBF) neural network. In addition, several features were also used to monitor the expulsion in the welding process by using Fisher linear discriminant analysis. The results indicated that using the dynamic reactance signal to evaluate weld quality is possible and feasible.

Identifiability of Additive, Time-Varying Actuator and Sensor Faults by State Augmentation

Science.gov (United States)

Upchurch, Jason M.; Gonzalez, Oscar R.; Joshi, Suresh M.

2014-01-01

Recent work has provided a set of necessary and sucient conditions for identifiability of additive step faults (e.g., lock-in-place actuator faults, constant bias in the sensors) using state augmentation. This paper extends these results to an important class of faults which may affect linear, time-invariant systems. In particular, the faults under consideration are those which vary with time and affect the system dynamics additively. Such faults may manifest themselves in aircraft as, for example, control surface oscillations, control surface runaway, and sensor drift. The set of necessary and sucient conditions presented in this paper are general, and apply when a class of time-varying faults affects arbitrary combinations of actuators and sensors. The results in the main theorems are illustrated by two case studies, which provide some insight into how the conditions may be used to check the theoretical identifiability of fault configurations of interest for a given system. It is shown that while state augmentation can be used to identify certain fault configurations, other fault configurations are theoretically impossible to identify using state augmentation, giving practitioners valuable insight into such situations. That is, the limitations of state augmentation for a given system and configuration of faults are made explicit. Another limitation of model-based methods is that there can be large numbers of fault configurations, thus making identification of all possible configurations impractical. However, the theoretical identifiability of known, credible fault configurations can be tested using the theorems presented in this paper, which can then assist the efforts of fault identification practitioners.

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

Visualizing time: how linguistic metaphors are incorporated into displaying instruments in the process of interpreting time-varying signals

Science.gov (United States)

Garcia-Belmonte, Germà

2017-06-01

Spatial visualization is a well-established topic of education research that has allowed improving science and engineering students' skills on spatial relations. Connections have been established between visualization as a comprehension tool and instruction in several scientific fields. Learning about dynamic processes mainly relies upon static spatial representations or images. Visualization of time is inherently problematic because time can be conceptualized in terms of two opposite conceptual metaphors based on spatial relations as inferred from conventional linguistic patterns. The situation is particularly demanding when time-varying signals are recorded using displaying electronic instruments, and the image should be properly interpreted. This work deals with the interplay between linguistic metaphors, visual thinking and scientific instrument mediation in the process of interpreting time-varying signals displayed by electronic instruments. The analysis draws on a simplified version of a communication system as example of practical signal recording and image visualization in a physics and engineering laboratory experience. Instrumentation delivers meaningful signal representations because it is designed to incorporate a specific and culturally favored time view. It is suggested that difficulties in interpreting time-varying signals are linked with the existing dual perception of conflicting time metaphors. The activation of specific space-time conceptual mapping might allow for a proper signal interpretation. Instruments play then a central role as visualization mediators by yielding an image that matches specific perception abilities and practical purposes. Here I have identified two ways of understanding time as used in different trajectories through which students are located. Interestingly specific displaying instruments belonging to different cultural traditions incorporate contrasting time views. One of them sees time in terms of a dynamic metaphor

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

Timed arrays wideband and time varying antenna arrays

CERN Document Server

Haupt, Randy L

2015-01-01

Introduces timed arrays and design approaches to meet the new high performance standards The author concentrates on any aspect of an antenna array that must be viewed from a time perspective. The first chapters briefly introduce antenna arrays and explain the difference between phased and timed arrays. Since timed arrays are designed for realistic time-varying signals and scenarios, the book also reviews wideband signals, baseband and passband RF signals, polarization and signal bandwidth. Other topics covered include time domain, mutual coupling, wideband elements, and dispersion. The auth

A Dynamic Traffic Signal Timing Model and its Algorithm for Junction of Urban Road

DEFF Research Database (Denmark)

Cai, Yanguang; Cai, Hao

2012-01-01

As an important part of Intelligent Transportation System, the scientific traffic signal timing of junction can improve the efficiency of urban transport. This paper presents a novel dynamic traffic signal timing model. According to the characteristics of the model, hybrid chaotic quantum...... evolutionary algorithm is employed to solve it. The proposed model has simple structure, and only requires traffic inflow speed and outflow speed are bounded functions with at most finite number of discontinuity points. The condition is very loose and better meets the requirements of the practical real......-time and dynamic signal control of junction. To obtain the optimal solution of the model by hybrid chaotic quantum evolutionary algorithm, the model is converted to an easily solvable form. To simplify calculation, we give the expression of the partial derivative and change rate of the objective function...

Optimal management of nutrient reserves in microorganisms under time-varying environmental conditions.

Science.gov (United States)

Nev, Olga A; Nev, Oleg A; van den Berg, Hugo A

2017-09-21

Intracellular reserves are a conspicuous feature of many bacteria; such internal stores are often present in the form of inclusions in which polymeric storage compounds are accumulated. Such reserves tend to increase in times of plenty and be used up in times of scarcity. Mathematical models that describe the dynamical nature of reserve build-up and use are known as "cell quota," "dynamic energy/nutrient budget," or "variable-internal-stores" models. Here we present a stoichiometrically consistent macro-chemical model that accounts for variable stores as well as adaptive allocation of building blocks to various types of catalytic machinery. The model posits feedback loops linking expression of assimilatory machinery to reserve density. The precise form of the "regulatory law" at the heart of such a loop expresses how the cell manages internal stores. We demonstrate how this "regulatory law" can be recovered from experimental data using several empirical data sets. We find that stores should be expected to be negligibly small in stable growth-sustaining environments, but prominent in environments characterised by marked fluctuations on time scales commensurate with the inherent dynamic time scale of the organismal system. Copyright © 2017 Elsevier Ltd. All rights reserved.

A practical MGA-ARIMA model for forecasting real-time dynamic rain-induced attenuation

Science.gov (United States)

Gong, Shuhong; Gao, Yifeng; Shi, Houbao; Zhao, Ge

2013-05-01

novel and practical modified genetic algorithm (MGA)-autoregressive integrated moving average (ARIMA) model for forecasting real-time dynamic rain-induced attenuation has been established by combining genetic algorithm ideas with the ARIMA model. It is proved that due to the introduction of MGA into the ARIMA(1,1,7) model, the MGA-ARIMA model has the potential to be conveniently applied in every country or area by creating a parameter database used by the ARIMA(1,1,7) model. The parameter database is given in this paper based on attenuation data measured in Xi'an, China. The methods to create the parameter databases in other countries or areas are offered, too. Based on the experimental results, the MGA-ARIMA model has been proved practical for forecasting dynamic rain-induced attenuation in real time. The novel model given in this paper is significant for developing adaptive fade mitigation technologies at millimeter wave bands.

Oscillatory phase dynamics in neural entrainment underpin illusory percepts of time.

Science.gov (United States)

Herrmann, Björn; Henry, Molly J; Grigutsch, Maren; Obleser, Jonas

2013-10-02

Neural oscillatory dynamics are a candidate mechanism to steer perception of time and temporal rate change. While oscillator models of time perception are strongly supported by behavioral evidence, a direct link to neural oscillations and oscillatory entrainment has not yet been provided. In addition, it has thus far remained unaddressed how context-induced illusory percepts of time are coded for in oscillator models of time perception. To investigate these questions, we used magnetoencephalography and examined the neural oscillatory dynamics that underpin pitch-induced illusory percepts of temporal rate change. Human participants listened to frequency-modulated sounds that varied over time in both modulation rate and pitch, and judged the direction of rate change (decrease vs increase). Our results demonstrate distinct neural mechanisms of rate perception: Modulation rate changes directly affected listeners' rate percept as well as the exact frequency of the neural oscillation. However, pitch-induced illusory rate changes were unrelated to the exact frequency of the neural responses. The rate change illusion was instead linked to changes in neural phase patterns, which allowed for single-trial decoding of percepts. That is, illusory underestimations or overestimations of perceived rate change were tightly coupled to increased intertrial phase coherence and changes in cerebro-acoustic phase lag. The results provide insight on how illusory percepts of time are coded for by neural oscillatory dynamics.

Approximate P-wave ray tracing and dynamic ray tracing in weakly orthorhombic media of varying symmetry orientation

KAUST Repository

Masmoudi, Nabil; Pšenčí k, Ivan

2014-01-01

We present an approximate, but efficient and sufficiently accurate P-wave ray tracing and dynamic ray tracing procedure for 3D inhomogeneous, weakly orthorhombic media with varying orientation of symmetry planes. In contrast to commonly used approaches, the orthorhombic symmetry is preserved at any point of the model. The model is described by six weak-anisotropy parameters and three Euler angles, which may vary arbitrarily, but smoothly, throughout the model. We use the procedure for the calculation of rays and corresponding two-point traveltimes in a VSP experiment in a part of the BP benchmark model generalized to orthorhombic symmetry.

A Bayesian method for construction of Markov models to describe dynamics on various time-scales.

Science.gov (United States)

Rains, Emily K; Andersen, Hans C

2010-10-14

The dynamics of many biological processes of interest, such as the folding of a protein, are slow and complicated enough that a single molecular dynamics simulation trajectory of the entire process is difficult to obtain in any reasonable amount of time. Moreover, one such simulation may not be sufficient to develop an understanding of the mechanism of the process, and multiple simulations may be necessary. One approach to circumvent this computational barrier is the use of Markov state models. These models are useful because they can be constructed using data from a large number of shorter simulations instead of a single long simulation. This paper presents a new Bayesian method for the construction of Markov models from simulation data. A Markov model is specified by (τ,P,T), where τ is the mesoscopic time step, P is a partition of configuration space into mesostates, and T is an N(P)×N(P) transition rate matrix for transitions between the mesostates in one mesoscopic time step, where N(P) is the number of mesostates in P. The method presented here is different from previous Bayesian methods in several ways. (1) The method uses Bayesian analysis to determine the partition as well as the transition probabilities. (2) The method allows the construction of a Markov model for any chosen mesoscopic time-scale τ. (3) It constructs Markov models for which the diagonal elements of T are all equal to or greater than 0.5. Such a model will be called a "consistent mesoscopic Markov model" (CMMM). Such models have important advantages for providing an understanding of the dynamics on a mesoscopic time-scale. The Bayesian method uses simulation data to find a posterior probability distribution for (P,T) for any chosen τ. This distribution can be regarded as the Bayesian probability that the kinetics observed in the atomistic simulation data on the mesoscopic time-scale τ was generated by the CMMM specified by (P,T). An optimization algorithm is used to find the most

Hierarchical classification of dynamically varying radar pulse repetition interval modulation patterns.

Science.gov (United States)

Kauppi, Jukka-Pekka; Martikainen, Kalle; Ruotsalainen, Ulla

2010-12-01

The central purpose of passive signal intercept receivers is to perform automatic categorization of unknown radar signals. Currently, there is an urgent need to develop intelligent classification algorithms for these devices due to emerging complexity of radar waveforms. Especially multifunction radars (MFRs) capable of performing several simultaneous tasks by utilizing complex, dynamically varying scheduled waveforms are a major challenge for automatic pattern classification systems. To assist recognition of complex radar emissions in modern intercept receivers, we have developed a novel method to recognize dynamically varying pulse repetition interval (PRI) modulation patterns emitted by MFRs. We use robust feature extraction and classifier design techniques to assist recognition in unpredictable real-world signal environments. We classify received pulse trains hierarchically which allows unambiguous detection of the subpatterns using a sliding window. Accuracy, robustness and reliability of the technique are demonstrated with extensive simulations using both static and dynamically varying PRI modulation patterns. Copyright © 2010 Elsevier Ltd. All rights reserved.

Finite-Time Reentry Attitude Control Using Time-Varying Sliding Mode and Disturbance Observer

Directory of Open Access Journals (Sweden)

Xuzhong Wu

2015-01-01

Full Text Available This paper presents the finite-time attitude control problem for reentry vehicle with redundant actuators in consideration of planet uncertainties and external disturbances. Firstly, feedback linearization technique is used to cancel the nonlinearities of equations of motion to construct a basic mode for attitude controller. Secondly, two kinds of time-varying sliding mode control methods with disturbance observer are integrated with the basic mode in order to enhance the control performance and system robustness. One method is designed based on boundary layer technique and the other is a novel second-order sliding model control method. The finite-time stability analyses of both resultant closed-loop systems are carried out. Furthermore, after attitude controller produces the torque commands, an optimization control allocation approach is introduced to allocate them into aerodynamic surface deflections and on-off reaction control system thrusts. Finally, the numerical simulation results demonstrate that both of the time-varying sliding mode control methods are robust to uncertainties and disturbances without chattering phenomenon. Moreover, the proposed second-order sliding mode control method possesses better control accuracy.

Multimodal Pilot Behavior in Multi-Axis Tracking Tasks with Time-Varying Motion Cueing Gains

Science.gov (United States)

Zaal, P. M. T; Pool, D. M.

2014-01-01

In a large number of motion-base simulators, adaptive motion filters are utilized to maximize the use of the available motion envelope of the motion system. However, not much is known about how the time-varying characteristics of such adaptive filters affect pilots when performing manual aircraft control. This paper presents the results of a study investigating the effects of time-varying motion filter gains on pilot control behavior and performance. An experiment was performed in a motion-base simulator where participants performed a simultaneous roll and pitch tracking task, while the roll and/or pitch motion filter gains changed over time. Results indicate that performance increases over time with increasing motion gains. This increase is a result of a time-varying adaptation of pilots' equalization dynamics, characterized by increased visual and motion response gains and decreased visual lead time constants. Opposite trends are found for decreasing motion filter gains. Even though the trends in both controlled axes are found to be largely the same, effects are less significant in roll. In addition, results indicate minor cross-coupling effects between pitch and roll, where a cueing variation in one axis affects the behavior adopted in the other axis.

Coupling age-structured stock assessment and fish bioenergetics models: a system of time-varying models for quantifying piscivory patterns during the rapid trophic shift in the main basin of Lake Huron

Science.gov (United States)

He, Ji X.; Bence, James R.; Madenjian, Charles P.; Pothoven, Steven A.; Dobiesz, Norine E.; Fielder, David G.; Johnson, James E.; Ebener, Mark P.; Cottrill, Adam R.; Mohr, Lloyd C.; Koproski, Scott R.

2015-01-01

We quantified piscivory patterns in the main basin of Lake Huron during 1984–2010 and found that the biomass transfer from prey fish to piscivores remained consistently high despite the rapid major trophic shift in the food webs. We coupled age-structured stock assessment models and fish bioenergetics models for lake trout (Salvelinus namaycush), Chinook salmon (Oncorhynchus tshawytscha), walleye (Sander vitreus), and lake whitefish (Coregonus clupeaformis). The model system also included time-varying parameters or variables of growth, length–mass relations, maturity schedules, energy density, and diets. These time-varying models reflected the dynamic connections that a fish cohort responded to year-to-year ecosystem changes at different ages and body sizes. We found that the ratio of annual predation by lake trout, Chinook salmon, and walleye combined with the biomass indices of age-1 and older alewives (Alosa pseudoharengus) and rainbow smelt (Osmerus mordax) increased more than tenfold during 1987–2010, and such increases in predation pressure were structured by relatively stable biomass of the three piscivores and stepwise declines in the biomass of alewives and rainbow smelt. The piscivore stability was supported by the use of alternative energy pathways and changes in relative composition of the three piscivores. In addition, lake whitefish became a new piscivore by feeding on round goby (Neogobius melanostomus). Their total fish consumption rivaled that of the other piscivores combined, although fish were still a modest proportion of their diet. Overall, the use of alternative energy pathways by piscivores allowed the increases in predation pressure on dominant diet species.

Dynamic phase transitions and dynamic phase diagrams of the Ising model on the Shastry-Sutherland lattice

Energy Technology Data Exchange (ETDEWEB)

Deviren, Şeyma Akkaya, E-mail: sadeviren@nevsehir.edu.tr [Department of Science Education, Education Faculty, Nevsehir Hacı Bektaş Veli University, 50300 Nevşehir (Turkey); Deviren, Bayram [Department of Physics, Nevsehir Hacı Bektaş Veli University, 50300 Nevsehir (Turkey)

2016-03-15

The dynamic phase transitions and dynamic phase diagrams are studied, within a mean-field approach, in the kinetic Ising model on the Shastry-Sutherland lattice under the presence of a time varying (sinusoidal) magnetic field by using the Glauber-type stochastic dynamics. The time-dependence behavior of order parameters and the behavior of average order parameters in a period, which is also called the dynamic order parameters, as a function of temperature, are investigated. Temperature dependence of the dynamic magnetizations, hysteresis loop areas and correlations are investigated in order to characterize the nature (first- or second-order) of the dynamic phase transitions as well as to obtain the dynamic phase transition temperatures. We present the dynamic phase diagrams in the magnetic field amplitude and temperature plane. The phase diagrams exhibit a dynamic tricritical point and reentrant phenomena. The phase diagrams also contain paramagnetic (P), Néel (N), Collinear (C) phases, two coexistence or mixed regions, (N+C) and (N+P), which strongly depend on interaction parameters. - Highlights: • Dynamic magnetization properties of spin-1/2 Ising model on SSL are investigated. • Dynamic magnetization, hysteresis loop area, and correlation have been calculated. • The dynamic phase diagrams are constructed in (T/|J|, h/|J|) plane. • The phase diagrams exhibit a dynamic tricritical point and reentrant phenomena.

Minimum Time Search in Uncertain Dynamic Domains with Complex Sensorial Platforms

Science.gov (United States)

Lanillos, Pablo; Besada-Portas, Eva; Lopez-Orozco, Jose Antonio; de la Cruz, Jesus Manuel

2014-01-01

The minimum time search in uncertain domains is a searching task, which appears in real world problems such as natural disasters and sea rescue operations, where a target has to be found, as soon as possible, by a set of sensor-equipped searchers. The automation of this task, where the time to detect the target is critical, can be achieved by new probabilistic techniques that directly minimize the Expected Time (ET) to detect a dynamic target using the observation probability models and actual observations collected by the sensors on board the searchers. The selected technique, described in algorithmic form in this paper for completeness, has only been previously partially tested with an ideal binary detection model, in spite of being designed to deal with complex non-linear/non-differential sensorial models. This paper covers the gap, testing its performance and applicability over different searching tasks with searchers equipped with different complex sensors. The sensorial models under test vary from stepped detection probabilities to continuous/discontinuous differentiable/non-differentiable detection probabilities dependent on distance, orientation, and structured maps. The analysis of the simulated results of several static and dynamic scenarios performed in this paper validates the applicability of the technique with different types of sensor models. PMID:25093345

Importance of interactions between food quality, quantity, and gut transit time on consumer feeding, growth, and trophic dynamics.

Science.gov (United States)

Mitra, Aditee; Flynn, Kevin J

2007-05-01

Ingestion kinetics of animals are controlled by both external food availability and feedback from the quantity of material already within the gut. The latter varies with gut transit time (GTT) and digestion of the food. Ingestion, assimilation efficiency, and thus, growth dynamics are not related in a simple fashion. For the first time, the important linkage between these processes and GTT is demonstrated; this is achieved using a biomass-based, mechanistic multinutrient model fitted to experimental data for zooplankton growth dynamics when presented with food items of varying quality (stoichiometric composition) or quantity. The results show that trophic transfer dynamics will vary greatly between the extremes of feeding on low-quantity/high-quality versus high-quantity/low-quality food; these conditions are likely to occur in nature. Descriptions of consumer behavior that assume a constant relationship between the kinetics of grazing and growth irrespective of food quality and/or quantity, with little or no recognition of the combined importance of these factors on consumer behavior, may seriously misrepresent consumer activity in dynamic situations.

Methodological comparison of marginal structural model, time-varying Cox regression, and propensity score methods : the example of antidepressant use and the risk of hip fracture

NARCIS (Netherlands)

Ali, M Sanni; Groenwold, Rolf H H; Belitser, Svetlana V; Souverein, Patrick C; Martín, Elisa; Gatto, Nicolle M; Huerta, Consuelo; Gardarsdottir, Helga; Roes, Kit C B; Hoes, Arno W; de Boer, Antonius; Klungel, Olaf H

2016-01-01

BACKGROUND: Observational studies including time-varying treatments are prone to confounding. We compared time-varying Cox regression analysis, propensity score (PS) methods, and marginal structural models (MSMs) in a study of antidepressant [selective serotonin reuptake inhibitors (SSRIs)] use and

Modeling Sluggishness in Binaural Unmasking of Speech for Maskers With Time-Varying Interaural Phase Differences.

Science.gov (United States)

Hauth, Christopher F; Brand, Thomas

2018-01-01

In studies investigating binaural processing in human listeners, relatively long and task-dependent time constants of a binaural window ranging from 10 ms to 250 ms have been observed. Such time constants are often thought to reflect "binaural sluggishness." In this study, the effect of binaural sluggishness on binaural unmasking of speech in stationary speech-shaped noise is investigated in 10 listeners with normal hearing. In order to design a masking signal with temporally varying binaural cues, the interaural phase difference of the noise was modulated sinusoidally with frequencies ranging from 0.25 Hz to 64 Hz. The lowest, that is the best, speech reception thresholds (SRTs) were observed for the lowest modulation frequency. SRTs increased with increasing modulation frequency up to 4 Hz. For higher modulation frequencies, SRTs remained constant in the range of 1 dB to 1.5 dB below the SRT determined in the diotic situation. The outcome of the experiment was simulated using a short-term binaural speech intelligibility model, which combines an equalization-cancellation (EC) model with the speech intelligibility index. This model segments the incoming signal into 23.2-ms time frames in order to predict release from masking in modulated noises. In order to predict the results from this study, the model required a further time constant applied to the EC mechanism representing binaural sluggishness. The best agreement with perceptual data was achieved using a temporal window of 200 ms in the EC mechanism.

Stagewise pseudo-value regression for time-varying effects on the cumulative incidence

DEFF Research Database (Denmark)

Zöller, Daniela; Schmidtmann, Irene; Weinmann, Arndt

2016-01-01

In a competing risks setting, the cumulative incidence of an event of interest describes the absolute risk for this event as a function of time. For regression analysis, one can either choose to model all competing events by separate cause-specific hazard models or directly model the association...... for time-varying effects. This is implemented by coupling variable selection between the grid times, but determining estimates separately. The effect estimates are regularized to also allow for model fitting with a low to moderate number of observations. This technique is illustrated in an application...

Finite-Time H∞ Filtering for Linear Continuous Time-Varying Systems with Uncertain Observations

Directory of Open Access Journals (Sweden)

Huihong Zhao

2012-01-01

Full Text Available This paper is concerned with the finite-time H∞ filtering problem for linear continuous time-varying systems with uncertain observations and ℒ2-norm bounded noise. The design of finite-time H∞ filter is equivalent to the problem that a certain indefinite quadratic form has a minimum and the filter is such that the minimum is positive. The quadratic form is related to a Krein state-space model according to the Krein space linear estimation theory. By using the projection theory in Krein space, the finite-time H∞ filtering problem is solved. A numerical example is given to illustrate the performance of the H∞ filter.

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.…

Time-varying long term memory in the European Union stock markets

Science.gov (United States)

Sensoy, Ahmet; Tabak, Benjamin M.

2015-10-01

This paper proposes a new efficiency index to model time-varying inefficiency in stock markets. We focus on European stock markets and show that they have different degrees of time-varying efficiency. We observe that the 2008 global financial crisis has an adverse effect on almost all EU stock markets. However, the Eurozone sovereign debt crisis has a significant adverse effect only on the markets in France, Spain and Greece. For the late members, joining EU does not have a uniform effect on stock market efficiency. Our results have important implications for policy makers, investors, risk managers and academics.

Towards a comprehensive framework for cosimulation of dynamic models with an emphasis on time stepping

Science.gov (United States)

Hoepfer, Matthias

co-simulation approach to modeling and simulation. It lays out the general approach to dynamic system co-simulation, and gives a comprehensive overview of what co-simulation is and what it is not. It creates a taxonomy of the requirements and limits of co-simulation, and the issues arising with co-simulating sub-models. Possible solutions towards resolving the stated problems are investigated to a certain depth. A particular focus is given to the issue of time stepping. It will be shown that for dynamic models, the selection of the simulation time step is a crucial issue with respect to computational expense, simulation accuracy, and error control. The reasons for this are discussed in depth, and a time stepping algorithm for co-simulation with unknown dynamic sub-models is proposed. Motivations and suggestions for the further treatment of selected issues are presented.

A probability distribution model of tooth pits for evaluating time-varying mesh stiffness of pitting gears

Science.gov (United States)

Lei, Yaguo; Liu, Zongyao; Wang, Delong; Yang, Xiao; Liu, Huan; Lin, Jing

2018-06-01

Tooth damage often causes a reduction in gear mesh stiffness. Thus time-varying mesh stiffness (TVMS) can be treated as an indication of gear health conditions. This study is devoted to investigating the mesh stiffness variations of a pair of external spur gears with tooth pitting, and proposes a new model for describing tooth pitting based on probability distribution. In the model, considering the appearance and development process of tooth pitting, we model the pitting on the surface of spur gear teeth as a series of pits with a uniform distribution in the direction of tooth width and a normal distribution in the direction of tooth height, respectively. In addition, four pitting degrees, from no pitting to severe pitting, are modeled. Finally, influences of tooth pitting on TVMS are analyzed in details and the proposed model is validated by comparing with a finite element model. The comparison results show that the proposed model is effective for the TVMS evaluations of pitting gears.

Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection

DEFF Research Database (Denmark)

Bork, Lasse; Møller, Stig Vinther

2015-01-01

We examine house price forecastability across the 50 states using Dynamic Model Averaging and Dynamic Model Selection, which allow for model change and parameter shifts. By allowing the entire forecasting model to change over time and across locations, the forecasting accuracy improves substantia......We examine house price forecastability across the 50 states using Dynamic Model Averaging and Dynamic Model Selection, which allow for model change and parameter shifts. By allowing the entire forecasting model to change over time and across locations, the forecasting accuracy improves...

Dynamic Travel Time Prediction Models for Buses Using Only GPS Data

Directory of Open Access Journals (Sweden)

Wei Fan

2015-01-01

Full Text Available Providing real-time and accurate travel time information of transit vehicles can be very helpful as it assists passengers in planning their trips to minimize waiting times. The purpose of this research is to develop and compare dynamic travel time prediction models which can provide accurate prediction of bus travel time in order to give real-time information at a given downstream bus stop using only global positioning system (GPS data. Historical Average (HA, Kalman Filtering (KF and Artificial Neural Network (ANN models are considered and developed in this paper. A case has been studied by making use of the three models. Promising results are obtained from the case study, indicating that the models can be used to implement an Advanced Public Transport System. The implementation of this system could assist transit operators in improving the reliability of bus services, thus attracting more travelers to transit vehicles and helping relieve congestion. The performances of the three models were assessed and compared with each other under two criteria: overall prediction accuracy and robustness. It was shown that the ANN outperformed the other two models in both aspects. In conclusion, it is shown that bus travel time information can be reasonably provided using only arrival and departure time information at stops even in the absence of traffic-stream data.

Replicability of time-varying connectivity patterns in large resting state fMRI samples.

Science.gov (United States)

Abrol, Anees; Damaraju, Eswar; Miller, Robyn L; Stephen, Julia M; Claus, Eric D; Mayer, Andrew R; Calhoun, Vince D

2017-12-01

The past few years have seen an emergence of approaches that leverage temporal changes in whole-brain patterns of functional connectivity (the chronnectome). In this chronnectome study, we investigate the replicability of the human brain's inter-regional coupling dynamics during rest by evaluating two different dynamic functional network connectivity (dFNC) analysis frameworks using 7 500 functional magnetic resonance imaging (fMRI) datasets. To quantify the extent to which the emergent functional connectivity (FC) patterns are reproducible, we characterize the temporal dynamics by deriving several summary measures across multiple large, independent age-matched samples. Reproducibility was demonstrated through the existence of basic connectivity patterns (FC states) amidst an ensemble of inter-regional connections. Furthermore, application of the methods to conservatively configured (statistically stationary, linear and Gaussian) surrogate datasets revealed that some of the studied state summary measures were indeed statistically significant and also suggested that this class of null model did not explain the fMRI data fully. This extensive testing of reproducibility of similarity statistics also suggests that the estimated FC states are robust against variation in data quality, analysis, grouping, and decomposition methods. We conclude that future investigations probing the functional and neurophysiological relevance of time-varying connectivity assume critical importance. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.

Real-time sensor failure detection by dynamic modelling of a PWR plant

International Nuclear Information System (INIS)

Turkcan, E.; Ciftcioglu, O.

1992-06-01

Signal validation and sensor failure detection is an important problem in real-time nuclear power plant (NPP) surveillance. Although conventional sensor redundancy, in a way, is a solution, identification of faulty sensor is necessary for further preventive actions to be taken. A comprehensive solution for the system so that any sensory reading is verified by its model based estimated counterpart, in real-time. Such a realization is accomplished by means of dynamic system's states estimation methodology using Kalman filter modelling technique. The method is investigated by means of real-time data of the steam generator of Borssele nuclear power plant and the method has proved to be satisfactory for real-time sensor failure detection as well as model validation verification. (author). 5 refs.; 6 figs.; 1 tab

Modelling, simulation and dynamic analysis of the time delay model of the recuperative heat exchanger

Directory of Open Access Journals (Sweden)

Debeljković Dragutin Lj.

2016-01-01

Full Text Available The heat exchangers are frequently used as constructive elements in various plants and their dynamics is very important. Their operation is usually controlled by manipulating inlet fluid temperatures or mass flow rates. On the basis of the accepted and critically clarified assumptions, a linearized mathematical model of the cross-flow heat exchanger has been derived, taking into account the wall dynamics. The model is based on the fundamental law of energy conservation, covers all heat accumulation storages in the process, and leads to the set of partial differential equations (PDE, which solution is not possible in closed form. In order to overcome this problem the approach based on physical discretization was applied with associated time delay on the positions where it was necessary and unavoidable. This is quite new approach, which represent the further extension of previous results which did not include significant time delay existing in the working media. Simulation results, were derived, showing progress in building such a model suitable for further treatment from the position of analysis as well as the needs for control synthesis problem.

Time-varying market integration and expected returns in emerging mrkets

NARCIS (Netherlands)

de Jong, F.C.J.M.; de Roon, F.

2001-01-01

We use a simple model in which the expected returns in emerging markets depend on their systematicrisk as measured by their beta relative to the world portfolio as well as on the level ofintegration in that market. The level of integration is a time-varying variable that depends on themarket value

Testing and estimating time-varying elasticities of Swiss gasoline demand

International Nuclear Information System (INIS)

Neto, David

2012-01-01

This paper is intended to test and estimate time-varying elasticities for gasoline demand in Switzerland. For this purpose, a smooth time-varying cointegrating parameters model is investigated in order to describe smooth mutations of the Swiss gasoline demand. The methodology, based on Chebyshev polynomials, is rigorously outlined. Our empirical finding states that the time-invariance assumption does not hold for long-run price and income elasticities. Furthermore they highlight that gasoline demand passed through some periods of sensitivity and non sensitivity with respect to the price. Our empirical statements are of great importance to assess the performance of a gasoline tax as an instrument for CO 2 reduction policy. Indeed, such an instrument can contribute to reduce emissions of greenhouse gases only if the demand is not fully inelastic with respect to the price. Our results suggest that such a carbon-tax would not be always suitable since the price elasticity is found not stable over time and not always significant.

Robust control and linear parameter varying approaches application to vehicle dynamics

CERN Document Server

Gaspar, Peter; Bokor, József

2013-01-01

Vehicles are complex systems (non-linear, multi-variable) where the abundance of embedded controllers should ensure better security. This book aims at emphasizing the interest and potential of Linear Parameter Varying methods within the framework of vehicle dynamics, e.g.   ·          proposed control-oriented model, complex enough to handle some system non linearities but still simple for control or observer design,   ·          take into account the adaptability of the vehicle's response to driving situations, to the driver request and/or to the road sollicitations,   ·          manage interactions between various actuators to optimize the dynamic behavior of vehicles.   This book results from the 32th International Summer School in Automatic that held in Grenoble, France, in September 2011, where recent methods (based on robust control and LPV technics), then applied to the control of vehicle dynamics, have been presented. After some theoretical background and a view on so...

Dynamics of soluble and inert pollutant concentrations in linear and deterministic systems with time varying parameters

International Nuclear Information System (INIS)

Meltzer, M.

1977-04-01

The tracer theory in steady and non-steady systems is presented. The unsteady system was applied in the study of the concentration dynamics of the National Water Carrier in Israel. A method that uses Bromine 82 for the investigation of the transfer time distribution and of the dynamics of inert matter concentration in the system is desribed. (B.G.)

Inflation and late-time acceleration in braneworld cosmological models with varying brane tension

International Nuclear Information System (INIS)

Wong, K.C.; Cheng, K.S.; Harko, T.

2010-01-01

Braneworld models with variable brane tension λ introduce a new degree of freedom that allows for evolving gravitational and cosmological constants, the latter being a natural candidate for dark energy. We consider a thermodynamic interpretation of the varying brane tension models, by showing that the field equations with variable λ can be interpreted as describing matter creation in a cosmological framework. The particle creation rate is determined by the variation rate of the brane tension, as well as by the brane-bulk energy-matter transfer rate. We investigate the effect of a variable brane tension on the cosmological evolution of the Universe, in the framework of a particular model in which the brane tension is an exponentially dependent function of the scale factor. The resulting cosmology shows the presence of an initial inflationary expansion, followed by a decelerating phase, and by a smooth transition towards a late accelerated de Sitter type expansion. The varying brane tension is also responsible for the generation of the matter in the Universe (reheating period). The physical constraints on the model parameters, resulting from the observational cosmological data, are also investigated. (orig.)

Output-Only Modal Parameter Recursive Estimation of Time-Varying Structures via a Kernel Ridge Regression FS-TARMA Approach

Directory of Open Access Journals (Sweden)

Zhi-Sai Ma

2017-01-01

Full Text Available Modal parameter estimation plays an important role in vibration-based damage detection and is worth more attention and investigation, as changes in modal parameters are usually being used as damage indicators. This paper focuses on the problem of output-only modal parameter recursive estimation of time-varying structures based upon parameterized representations of the time-dependent autoregressive moving average (TARMA. A kernel ridge regression functional series TARMA (FS-TARMA recursive identification scheme is proposed and subsequently employed for the modal parameter estimation of a numerical three-degree-of-freedom time-varying structural system and a laboratory time-varying structure consisting of a simply supported beam and a moving mass sliding on it. The proposed method is comparatively assessed against an existing recursive pseudolinear regression FS-TARMA approach via Monte Carlo experiments and shown to be capable of accurately tracking the time-varying dynamics in a recursive manner.

Dynamic average modeling of a bidirectional solid state transformer for feasibility studies and real-time implementation

OpenAIRE

Martínez Velasco, Juan Antonio; Alepuz Menéndez, Salvador; Gonzalez Molina, Francisco; Martín Arnedo, Jacinto

2014-01-01

Detailed switching models of power electronics devices often lead to long computing times, limiting the size of the system to be simulated. This drawback is especially important when the goal is to implement the model in a real-time simulation platform. An alternative is to use dynamic average models (DAM) for analyzing the dynamic behavior of power electronic devices. This paper presents the development of a DAM for a bidirectional solid-state transformer and its implementation in a real-tim...

Robust Moving Horizon H∞ Control of Discrete Time-Delayed Systems with Interval Time-Varying Delays

Directory of Open Access Journals (Sweden)

F. Yıldız Tascikaraoglu

2014-01-01

Full Text Available In this study, design of a delay-dependent type moving horizon state-feedback control (MHHC is considered for a class of linear discrete-time system subject to time-varying state delays, norm-bounded uncertainties, and disturbances with bounded energies. The closed-loop robust stability and robust performance problems are considered to overcome the instability and poor disturbance rejection performance due to the existence of parametric uncertainties and time-delay appeared in the system dynamics. Utilizing a discrete-time Lyapunov-Krasovskii functional, some delay-dependent linear matrix inequality (LMI based conditions are provided. It is shown that if one can find a feasible solution set for these LMI conditions iteratively at each step of run-time, then we can construct a control law which guarantees the closed-loop asymptotic stability, maximum disturbance rejection performance, and closed-loop dissipativity in view of the actuator limitations. Two numerical examples with simulations on a nominal and uncertain discrete-time, time-delayed systems, are presented at the end, in order to demonstrate the efficiency of the proposed method.

Time-varying value of electric energy efficiency

Energy Technology Data Exchange (ETDEWEB)

Mims, Natalie A.; Eckman, Tom; Goldman, Charles

2017-06-30

Electric energy efficiency resources save energy and may reduce peak demand. Historically, quantification of energy efficiency benefits has largely focused on the economic value of energy savings during the first year and lifetime of the installed measures. Due in part to the lack of publicly available research on end-use load shapes (i.e., the hourly or seasonal timing of electricity savings) and energy savings shapes, consideration of the impact of energy efficiency on peak demand reduction (i.e., capacity savings) has been more limited. End-use load research and the hourly valuation of efficiency savings are used for a variety of electricity planning functions, including load forecasting, demand-side management and evaluation, capacity and demand response planning, long-term resource planning, renewable energy integration, assessing potential grid modernization investments, establishing rates and pricing, and customer service. This study reviews existing literature on the time-varying value of energy efficiency savings, provides examples in four geographically diverse locations of how consideration of the time-varying value of efficiency savings impacts the calculation of power system benefits, and identifies future research needs to enhance the consideration of the time-varying value of energy efficiency in cost-effectiveness screening analysis. Findings from this study include: -The time-varying value of individual energy efficiency measures varies across the locations studied because of the physical and operational characteristics of the individual utility system (e.g., summer or winter peaking, load factor, reserve margin) as well as the time periods during which savings from measures occur. -Across the four locations studied, some of the largest capacity benefits from energy efficiency are derived from the deferral of transmission and distribution system infrastructure upgrades. However, the deferred cost of such upgrades also exhibited the greatest range

Complexity Variability Assessment of Nonlinear Time-Varying Cardiovascular Control

Science.gov (United States)

Valenza, Gaetano; Citi, Luca; Garcia, Ronald G.; Taylor, Jessica Noggle; Toschi, Nicola; Barbieri, Riccardo

2017-02-01

The application of complex systems theory to physiology and medicine has provided meaningful information about the nonlinear aspects underlying the dynamics of a wide range of biological processes and their disease-related aberrations. However, no studies have investigated whether meaningful information can be extracted by quantifying second-order moments of time-varying cardiovascular complexity. To this extent, we introduce a novel mathematical framework termed complexity variability, in which the variance of instantaneous Lyapunov spectra estimated over time serves as a reference quantifier. We apply the proposed methodology to four exemplary studies involving disorders which stem from cardiology, neurology and psychiatry: Congestive Heart Failure (CHF), Major Depression Disorder (MDD), Parkinson’s Disease (PD), and Post-Traumatic Stress Disorder (PTSD) patients with insomnia under a yoga training regime. We show that complexity assessments derived from simple time-averaging are not able to discern pathology-related changes in autonomic control, and we demonstrate that between-group differences in measures of complexity variability are consistent across pathologies. Pathological states such as CHF, MDD, and PD are associated with an increased complexity variability when compared to healthy controls, whereas wellbeing derived from yoga in PTSD is associated with lower time-variance of complexity.

Incorporation of a Wind Generator Model into a Dynamic Power Flow Analysis

Directory of Open Access Journals (Sweden)

Angeles-Camacho C.

2011-07-01

Full Text Available Wind energy is nowadays one of the most cost-effective and practical options for electric generation from renewable resources. However, increased penetration of wind generation causes the power networks to be more depend on, and vulnerable to, the varying wind speed. Modeling is a tool which can provide valuable information about the interaction between wind farms and the power network to which they are connected. This paper develops a realistic characterization of a wind generator. The wind generator model is incorporated into an algorithm to investigate its contribution to the stability of the power network in the time domain. The tool obtained is termed dynamic power flow. The wind generator model takes on account the wind speed and the reactive power consumption by induction generators. Dynamic power flow analysis is carried-out using real wind data at 10-minute time intervals collected for one meteorological station. The generation injected at one point into the network provides active power locally and is found to reduce global power losses. However, the power supplied is time-varying and causes fluctuations in voltage magnitude and power fl ows in transmission lines.

Multi-disciplinary techniques for understanding time-varying space-based imagery

Science.gov (United States)

Casasent, D.; Sanderson, A.; Kanade, T.

1984-06-01

A multidisciplinary program for space-based image processing is reported. This project combines optical and digital processing techniques and pattern recognition, image understanding and artificial intelligence methodologies. Time change image processing was recognized as the key issue to be addressed. Three time change scenarios were defined based on the frame rate of the data change. This report details the recent research on: various statistical and deterministic image features, recognition of sub-pixel targets in time varying imagery, and 3-D object modeling and recognition.

Bit-level plane image encryption based on coupled map lattice with time-varying delay

Science.gov (United States)

Lv, Xiupin; Liao, Xiaofeng; Yang, Bo

2018-04-01

Most of the existing image encryption algorithms had two basic properties: confusion and diffusion in a pixel-level plane based on various chaotic systems. Actually, permutation in a pixel-level plane could not change the statistical characteristics of an image, and many of the existing color image encryption schemes utilized the same method to encrypt R, G and B components, which means that the three color components of a color image are processed three times independently. Additionally, dynamical performance of a single chaotic system degrades greatly with finite precisions in computer simulations. In this paper, a novel coupled map lattice with time-varying delay therefore is applied in color images bit-level plane encryption to solve the above issues. Spatiotemporal chaotic system with both much longer period in digitalization and much excellent performances in cryptography is recommended. Time-varying delay embedded in coupled map lattice enhances dynamical behaviors of the system. Bit-level plane image encryption algorithm has greatly reduced the statistical characteristics of an image through the scrambling processing. The R, G and B components cross and mix with one another, which reduces the correlation among the three components. Finally, simulations are carried out and all the experimental results illustrate that the proposed image encryption algorithm is highly secure, and at the same time, also demonstrates superior performance.

Using Difference Equation to Model Discrete-time Behavior in System Dynamics Modeling

NARCIS (Netherlands)

Hesan, R.; Ghorbani, A.; Dignum, M.V.

2014-01-01

In system dynamics modeling, differential equations have been used as the basic mathematical operator. Using difference equation to build system dynamics models instead of differential equation, can be insightful for studying small organizations or systems with micro behavior. In this paper we

A time-varying extremum-seeking control approach for discrete-time systems with application to model predictive control

NARCIS (Netherlands)

Guay, M.; Beerens, R.; Nijmeijer, H.

2014-01-01

This paper considers the solution of a real-time optimization problem using adaptive extremum seeking control for a class of unknown discrete-time nonlinear systems. It is assumed that the equations describing the dynamics of the nonlinear system and the cost function to be minimized are unknown and

Detection of random alterations to time-varying musical instrument spectra.

Science.gov (United States)

Horner, Andrew; Beauchamp, James; So, Richard

2004-09-01

The time-varying spectra of eight musical instrument sounds were randomly altered by a time-invariant process to determine how detection of spectral alteration varies with degree of alteration, instrument, musical experience, and spectral variation. Sounds were resynthesized with centroids equalized to the original sounds, with frequencies harmonically flattened, and with average spectral error levels of 8%, 16%, 24%, 32%, and 48%. Listeners were asked to discriminate the randomly altered sounds from reference sounds resynthesized from the original data. For all eight instruments, discrimination was very good for the 32% and 48% error levels, moderate for the 16% and 24% error levels, and poor for the 8% error levels. When the error levels were 16%, 24%, and 32%, the scores of musically experienced listeners were found to be significantly better than the scores of listeners with no musical experience. Also, in this same error level range, discrimination was significantly affected by the instrument tested. For error levels of 16% and 24%, discrimination scores were significantly, but negatively correlated with measures of spectral incoherence and normalized centroid deviation on unaltered instrument spectra, suggesting that the presence of dynamic spectral variations tends to increase the difficulty of detecting spectral alterations. Correlation between discrimination and a measure of spectral irregularity was comparatively low.

A dynamic globalization model for large eddy simulation of complex turbulent flow

Energy Technology Data Exchange (ETDEWEB)

Choi, Hae Cheon; Park, No Ma; Kim, Jin Seok [Seoul National Univ., Seoul (Korea, Republic of)

2005-07-01

A dynamic subgrid-scale model is proposed for large eddy simulation of turbulent flows in complex geometry. The eddy viscosity model by Vreman [Phys. Fluids, 16, 3670 (2004)] is considered as a base model. A priori tests with the original Vreman model show that it predicts the correct profile of subgrid-scale dissipation in turbulent channel flow but the optimal model coefficient is far from universal. Dynamic procedures of determining the model coefficient are proposed based on the 'global equilibrium' between the subgrid-scale dissipation and viscous dissipation. An important feature of the proposed procedures is that the model coefficient determined is globally constant in space but varies only in time. Large eddy simulations with the present dynamic model are conducted for forced isotropic turbulence, turbulent channel flow and flow over a sphere, showing excellent agreements with previous results.

Time Varying Market Integration and Expected Rteurns in Emerging Markets

NARCIS (Netherlands)

de Jong, F.C.J.M.; de Roon, F.A.

2001-01-01

We use a simple model in which the expected returns in emerging markets depend on their systematic risk as measured by their beta relative to the world portfolio as well as on the level of integration in that market.The level of integration is a time-varying variable that depends on the market value

The extinction probability in systems randomly varying in time

Directory of Open Access Journals (Sweden)

Imre Pázsit

2017-09-01

Full Text Available The extinction probability of a branching process (a neutron chain in a multiplying medium is calculated for a system randomly varying in time. The evolution of the first two moments of such a process was calculated previously by the authors in a system randomly shifting between two states of different multiplication properties. The same model is used here for the investigation of the extinction probability. It is seen that the determination of the extinction probability is significantly more complicated than that of the moments, and it can only be achieved by pure numerical methods. The numerical results indicate that for systems fluctuating between two subcritical or two supercritical states, the extinction probability behaves as expected, but for systems fluctuating between a supercritical and a subcritical state, there is a crucial and unexpected deviation from the predicted behaviour. The results bear some significance not only for neutron chains in a multiplying medium, but also for the evolution of biological populations in a time-varying environment.

Gaussian Mixture Random Coefficient model based framework for SHM in structures with time-dependent dynamics under uncertainty

Science.gov (United States)

Avendaño-Valencia, Luis David; Fassois, Spilios D.

2017-12-01

The problem of vibration-based damage diagnosis in structures characterized by time-dependent dynamics under significant environmental and/or operational uncertainty is considered. A stochastic framework consisting of a Gaussian Mixture Random Coefficient model of the uncertain time-dependent dynamics under each structural health state, proper estimation methods, and Bayesian or minimum distance type decision making, is postulated. The Random Coefficient (RC) time-dependent stochastic model with coefficients following a multivariate Gaussian Mixture Model (GMM) allows for significant flexibility in uncertainty representation. Certain of the model parameters are estimated via a simple procedure which is founded on the related Multiple Model (MM) concept, while the GMM weights are explicitly estimated for optimizing damage diagnostic performance. The postulated framework is demonstrated via damage detection in a simple simulated model of a quarter-car active suspension with time-dependent dynamics and considerable uncertainty on the payload. Comparisons with a simpler Gaussian RC model based method are also presented, with the postulated framework shown to be capable of offering considerable improvement in diagnostic performance.

Dynamic Model Averaging in Large Model Spaces Using Dynamic Occam's Window.

Science.gov (United States)

Onorante, Luca; Raftery, Adrian E

2016-01-01

Bayesian model averaging has become a widely used approach to accounting for uncertainty about the structural form of the model generating the data. When data arrive sequentially and the generating model can change over time, Dynamic Model Averaging (DMA) extends model averaging to deal with this situation. Often in macroeconomics, however, many candidate explanatory variables are available and the number of possible models becomes too large for DMA to be applied in its original form. We propose a new method for this situation which allows us to perform DMA without considering the whole model space, but using a subset of models and dynamically optimizing the choice of models at each point in time. This yields a dynamic form of Occam's window. We evaluate the method in the context of the problem of nowcasting GDP in the Euro area. We find that its forecasting performance compares well with that of other methods.

Equivalent Dynamic Models.

Science.gov (United States)

Molenaar, Peter C M

2017-01-01

Equivalences of two classes of dynamic models for weakly stationary multivariate time series are discussed: dynamic factor models and autoregressive models. It is shown that exploratory dynamic factor models can be rotated, yielding an infinite set of equivalent solutions for any observed series. It also is shown that dynamic factor models with lagged factor loadings are not equivalent to the currently popular state-space models, and that restriction of attention to the latter type of models may yield invalid results. The known equivalent vector autoregressive model types, standard and structural, are given a new interpretation in which they are conceived of as the extremes of an innovating type of hybrid vector autoregressive models. It is shown that consideration of hybrid models solves many problems, in particular with Granger causality testing.

A Heat Dynamic Model for Intelligent Heating of Buildings

DEFF Research Database (Denmark)

Thavlov, Anders; Bindner, Henrik W.

2015-01-01

This article presents a heat dynamic model for prediction of the indoor temperature in an office building. The model has been used in several flexible load applications, where the indoor temperature is allowed to vary around a given reference to provide power system services by shifting the heating...... of the building in time. This way the thermal mass of the building can be used to absorb energy from renewable energy source when available and postpone heating in periods with lack of renewable energy generation. The model is used in a model predictive controller to ensure the residential comfort over a given...

Nonlinear dynamics modelling of multistage micro-planetary gear transmission

Directory of Open Access Journals (Sweden)

Li Jianying

2018-01-01

Full Text Available The transmission structure of a 2K-H multistage micro-planetary gear transmission reducer is described in detail, and three assumptions are supposed in dynamic modelling. On basis of these assumptions, a three stages 2K-H micro-planetary gear transmission dynamic model is established, in which the relative displacement each meshing gear pairs can be obtained after including the comprehensive transmission error. According to gear kinematics, the friction arms between the sun gear, the ring gear and the nth planet are also obtained, and the friction coefficient in the mixed elastohydrodynamic lubrication is considered, the transmission system motion differential equations are obtained, including above factors and the time-varying meshing stiffness, damping and backlash, inter-stage coupling stiffness, it can be provided an theoretical foundation for further analysing the parameter sensitivity, dynamic stability and designing.

Handling Interfaces and Time-varying Properties in Radionuclide Transport Models

International Nuclear Information System (INIS)

Robinson, Peter; Watson, Claire

2010-12-01

This report documents studies undertaken by Quintessa during 2010 in preparation for the SR-Site review that will be initiated by SSM in 2011. The studies relate to consequence analysis calculations, that is to the calculation of radionuclide release and transport if a canister is breached. A sister report documents modelling work undertaken to investigate the coupled processes relevant to copper corrosion and buffer erosion. The Q eq concept is an important part of SKB's current methodology for radionuclide transport using one-dimensional transport modelling; it is used in particular to model transport at the buffer/fracture interface. Quintessa's QPAC code has been used to investigate the Q eq approach and to explore the importance of heterogeneity in the fracture and spalling on the deposition hole surface. The key conclusions are that: - The basic approach to calculating Q eq values is sound and can be reproduced in QPAC. - The fracture resistance dominates over the diffusive resistance in the buffer except for the highest velocity cases. - Heterogeneity in the fracture, in terms of uncorrelated random variations in the fracture aperture, tends to reduce releases, so the use of a constant average aperture approach is conservative. - Narrow channels could lead to the same release as larger fractures with the same pore velocity, so a channel enhancement factor of √10 should be considered. - A spalling zone that increases the area of contact between flowing water and the buffer has the potential to increase the release significantly and changes the functional dependence of Q eq frac on the flowing velocity. Quintessa's AMBER software has previously been used to reproduce SKB's one-dimensional transport calculations and AMBER allows the use of time varying properties. This capability has been used to investigate the effects of glacial episodes on radionuclide transport. The main parameters that could be affected are sorption coefficients and flow rates. For both

Handling Interfaces and Time-varying Properties in Radionuclide Transport Models

Energy Technology Data Exchange (ETDEWEB)

Robinson, Peter; Watson, Claire (Quintessa Ltd., Henley-on-Thames (United Kingdom))

2010-12-15

This report documents studies undertaken by Quintessa during 2010 in preparation for the SR-Site review that will be initiated by SSM in 2011. The studies relate to consequence analysis calculations, that is to the calculation of radionuclide release and transport if a canister is breached. A sister report documents modelling work undertaken to investigate the coupled processes relevant to copper corrosion and buffer erosion. The Q{sub eq} concept is an important part of SKB's current methodology for radionuclide transport using one-dimensional transport modelling; it is used in particular to model transport at the buffer/fracture interface. Quintessa's QPAC code has been used to investigate the Q{sub eq} approach and to explore the importance of heterogeneity in the fracture and spalling on the deposition hole surface. The key conclusions are that: - The basic approach to calculating Q{sub eq} values is sound and can be reproduced in QPAC. - The fracture resistance dominates over the diffusive resistance in the buffer except for the highest velocity cases. - Heterogeneity in the fracture, in terms of uncorrelated random variations in the fracture aperture, tends to reduce releases, so the use of a constant average aperture approach is conservative. - Narrow channels could lead to the same release as larger fractures with the same pore velocity, so a channel enhancement factor of sq root10 should be considered. - A spalling zone that increases the area of contact between flowing water and the buffer has the potential to increase the release significantly and changes the functional dependence of Q{sub eq}frac on the flowing velocity. Quintessa's AMBER software has previously been used to reproduce SKB's one-dimensional transport calculations and AMBER allows the use of time varying properties. This capability has been used to investigate the effects of glacial episodes on radionuclide transport. The main parameters that could be affected are

Spherical collapse model in time varying vacuum cosmologies

International Nuclear Information System (INIS)

Basilakos, Spyros; Plionis, Manolis; Sola, Joan

2010-01-01

We investigate the virialization of cosmic structures in the framework of flat Friedmann-Lemaitre-Robertson-Walker cosmological models, in which the vacuum energy density evolves with time. In particular, our analysis focuses on the study of spherical matter perturbations, as they decouple from the background expansion, 'turn around', and finally collapse. We generalize the spherical collapse model in the case when the vacuum energy is a running function of the Hubble rate, Λ=Λ(H). A particularly well-motivated model of this type is the so-called quantum field vacuum, in which Λ(H) is a quadratic function, Λ(H)=n 0 +n 2 H 2 , with n 0 ≠0. This model was previously studied by our team using the latest high quality cosmological data to constrain its free parameters, as well as the predicted cluster formation rate. It turns out that the corresponding Hubble expansion history resembles that of the traditional ΛCDM cosmology. We use this Λ(t)CDM framework to illustrate the fact that the properties of the spherical collapse model (virial density, collapse factor, etc.) depend on the choice of the considered vacuum energy (homogeneous or clustered). In particular, if the distribution of the vacuum energy is clustered, then, under specific conditions, we can produce more concentrated structures with respect to the homogeneous vacuum energy case.

Application of a Statistical Linear Time-Varying System Model of High Grazing Angle Sea Clutter for Computing Interference Power

Science.gov (United States)

2017-12-08

STATISTICAL LINEAR TIME-VARYING SYSTEM MODEL OF HIGH GRAZING ANGLE SEA CLUTTER FOR COMPUTING INTERFERENCE POWER 1. INTRODUCTION Statistical linear time...beam. We can approximate one of the sinc factors using the Dirichlet kernel to facilitate computation of the integral in (6) as follows: ∣∣∣∣sinc(WB...plotted in Figure 4. The resultant autocorrelation can then be found by substituting (18) into (28). The Python code used to generate Figures 1-4 is found

A dynamic birth-death model via Intrinsic Linkage

Directory of Open Access Journals (Sweden)

Robert Schoen

2013-05-01

Full Text Available BACKGROUND Dynamic population models, or models with changing vital rates, are only beginning to receive serious attention from mathematical demographers. Despite considerable progress, there is still no general analytical solution for the size or composition of a population generated by an arbitrary sequence of vital rates. OBJECTIVE The paper introduces a new approach, Intrinsic Linkage, that in many cases can analytically determine the birth trajectory of a dynamic birth-death population. METHODS Intrinsic Linkage assumes a weighted linear relationship between (i the time trajectory of proportional increases in births in a population and (ii the trajectory of the intrinsic rates of growth of the projection matrices that move the population forward in time. Flexibility is provided through choice of the weighting parameter, w, that links these two trajectories. RESULTS New relationships are found linking implied intrinsic and observed population patterns of growth. Past experience is "forgotten" through a process of simple exponential decay. When the intrinsic growth rate trajectory follows a polynomial, exponential, or cyclical pattern, the population birth trajectory can be expressed analytically in closed form. Numerical illustrations provide population values and relationships in metastable and cyclically stable models. Plausible projection matrices are typically found for a broad range of values of w, although w appears to vary greatly over time in actual populations. CONCLUSIONS The Intrinsic Linkage approach extends current techniques for dynamic modeling, revealing new relationships between population structures and the changing vital rates that generate them.

Network Coded Cooperation Over Time-Varying Channels

DEFF Research Database (Denmark)

Khamfroush, Hana; Roetter, Daniel Enrique Lucani; Barros, João

2014-01-01

transmissions, e.g., in terms of the rate of packet transmission or the energy consumption. A comprehensive analysis of the MDP solution is carried out under different network conditions to extract optimal rules of packet transmission. Inspired by the extracted rules, we propose two near-optimal heuristics......In this paper, we investigate the optimal design of cooperative network-coded strategies for a three-node wireless network with time-varying, half-duplex erasure channels. To this end, we formulate the problem of minimizing the total cost of transmitting M packets from source to two receivers...... as a Markov Decision Process (MDP). The actions of the MDP model include the source and the type of transmission to be used in a given time slot given perfect knowledge of the system state. The cost of packet transmission is defined such that it can incorporate the difference between broadcast and unicast...

Experimental evidence for amplitude death induced by a time-varying interaction

Energy Technology Data Exchange (ETDEWEB)

Suresh, K. [Centre for Nonlinear Dynamics, School of Physics, Bharathidasan University, Tiruchirappalli 620024, Tamil Nadu (India); Shrimali, M.D. [Department of Physics, Central University of Rajasthan, NH-8, Bandar Sindri, Ajmer 305 801 (India); Prasad, Awadhesh [Department of Physics and Astrophysics, University of Delhi, Delhi 110 007 (India); Thamilmaran, K., E-mail: maran.cnld@gmail.com [Centre for Nonlinear Dynamics, School of Physics, Bharathidasan University, Tiruchirappalli 620024, Tamil Nadu (India)

2014-08-01

In this paper, we study the time-varying interaction in coupled oscillatory systems. For this purpose, we have designed a novel time-varying resistive network using an analog switch and inverter circuits. We have applied this time-varying resistive network to mutually coupled identical Chua's oscillators. When the resistances are varied in time, we find that amplitude death arises in coupled identical oscillators. This has been observed numerically as well as verified through hardware experiments. - Highlights: • We have implemented the time-varying interaction in coupled oscillatory systems. • We have designed a novel time-varying resistive network using an analog switch and inverter circuits. • When the resistances are varied in time, we find that amplitude death arises in coupled identical oscillators.

Nonlinear control of linear parameter varying systems with applications to hypersonic vehicles

Science.gov (United States)

Wilcox, Zachary Donald

The focus of this dissertation is to design a controller for linear parameter varying (LPV) systems, apply it specifically to air-breathing hypersonic vehicles, and examine the interplay between control performance and the structural dynamics design. Specifically a Lyapunov-based continuous robust controller is developed that yields exponential tracking of a reference model, despite the presence of bounded, nonvanishing disturbances. The hypersonic vehicle has time varying parameters, specifically temperature profiles, and its dynamics can be reduced to an LPV system with additive disturbances. Since the HSV can be modeled as an LPV system the proposed control design is directly applicable. The control performance is directly examined through simulations. A wide variety of applications exist that can be effectively modeled as LPV systems. In particular, flight systems have historically been modeled as LPV systems and associated control tools have been applied such as gain-scheduling, linear matrix inequalities (LMIs), linear fractional transformations (LFT), and mu-types. However, as the type of flight environments and trajectories become more demanding, the traditional LPV controllers may no longer be sufficient. In particular, hypersonic flight vehicles (HSVs) present an inherently difficult problem because of the nonlinear aerothermoelastic coupling effects in the dynamics. HSV flight conditions produce temperature variations that can alter both the structural dynamics and flight dynamics. Starting with the full nonlinear dynamics, the aerothermoelastic effects are modeled by a temperature dependent, parameter varying state-space representation with added disturbances. The model includes an uncertain parameter varying state matrix, an uncertain parameter varying non-square (column deficient) input matrix, and an additive bounded disturbance. In this dissertation, a robust dynamic controller is formulated for a uncertain and disturbed LPV system. The developed

An improved robust model predictive control for linear parameter-varying input-output models

NARCIS (Netherlands)

Abbas, H.S.; Hanema, J.; Tóth, R.; Mohammadpour, J.; Meskin, N.

2018-01-01

This paper describes a new robust model predictive control (MPC) scheme to control the discrete-time linear parameter-varying input-output models subject to input and output constraints. Closed-loop asymptotic stability is guaranteed by including a quadratic terminal cost and an ellipsoidal terminal

Analysis of time-varying psoriasis lesion image patterns

DEFF Research Database (Denmark)

Maletti, Gabriela Mariel; Ersbøll, Bjarne Kjær; Nielsen, Allan Aasbjerg

2004-01-01

The multivariate alteration detection transform is applied to pairs of within and between time varying registered psoriasis image patterns. Color band contribution to the variates explaining maximal change is analyzed.......The multivariate alteration detection transform is applied to pairs of within and between time varying registered psoriasis image patterns. Color band contribution to the variates explaining maximal change is analyzed....

Slow-fast stochastic diffusion dynamics and quasi-stationarity for diploid populations with varying size.

Science.gov (United States)

Coron, Camille

2016-01-01

We are interested in the long-time behavior of a diploid population with sexual reproduction and randomly varying population size, characterized by its genotype composition at one bi-allelic locus. The population is modeled by a 3-dimensional birth-and-death process with competition, weak cooperation and Mendelian reproduction. This stochastic process is indexed by a scaling parameter K that goes to infinity, following a large population assumption. When the individual birth and natural death rates are of order K, the sequence of stochastic processes indexed by K converges toward a new slow-fast dynamics with variable population size. We indeed prove the convergence toward 0 of a fast variable giving the deviation of the population from quasi Hardy-Weinberg equilibrium, while the sequence of slow variables giving the respective numbers of occurrences of each allele converges toward a 2-dimensional diffusion process that reaches (0,0) almost surely in finite time. The population size and the proportion of a given allele converge toward a Wright-Fisher diffusion with stochastically varying population size and diploid selection. We insist on differences between haploid and diploid populations due to population size stochastic variability. Using a non trivial change of variables, we study the absorption of this diffusion and its long time behavior conditioned on non-extinction. In particular we prove that this diffusion starting from any non-trivial state and conditioned on not hitting (0,0) admits a unique quasi-stationary distribution. We give numerical approximations of this quasi-stationary behavior in three biologically relevant cases: neutrality, overdominance, and separate niches.

Modelling Protein Dynamics on the Microsecond Time Scale

DEFF Research Database (Denmark)

Siuda, Iwona Anna

Recent years have shown an increase in coarse-grained (CG) molecular dynamics simulations, providing structural and dynamic details of large proteins and enabling studies of self-assembly of biological materials. It is not easy to acquire such data experimentally, and access is also still limited...... in atomistic simulations. During her PhD studies, Iwona Siuda used MARTINI CG models to study the dynamics of different globular and membrane proteins. In several cases, the MARTINI model was sufficient to study conformational changes of small, purely alpha-helical proteins. However, in studies of larger......ELNEDIN was therefore proposed as part of the work. Iwona Siuda’s results from the CG simulations had biological implications that provide insights into possible mechanisms of the periplasmic leucine-binding protein, the sarco(endo)plasmic reticulum calcium pump, and several proteins from the saposin-like proteins...

Effects of time-varying β in SNLS3 on constraining interacting dark energy models

International Nuclear Information System (INIS)

Wang, Shuang; Wang, Yong-Zhen; Geng, Jia-Jia; Zhang, Xin

2014-01-01

It has been found that, for the Supernova Legacy Survey three-year (SNLS3) data, there is strong evidence for the redshift evolution of the color-luminosity parameter β. In this paper, adopting the w-cold-dark-matter (wCDM) model and considering its interacting extensions (with three kinds of interaction between dark sectors), we explore the evolution of β and its effects on parameter estimation. In addition to the SNLS3 data, we also use the latest Planck distance priors data, the galaxy clustering data extracted from sloan digital sky survey data release 7 and baryon oscillation spectroscopic survey, as well as the direct measurement of Hubble constant H 0 from the Hubble Space Telescope observation. We find that, for all the interacting dark energy (IDE) models, adding a parameter of β can reduce χ 2 by ∝34, indicating that a constant β is ruled out at 5.8σ confidence level. Furthermore, it is found that varying β can significantly change the fitting results of various cosmological parameters: for all the dark energy models considered in this paper, varying β yields a larger fractional CDM densities Ω c0 and a larger equation of state w; on the other side, varying β yields a smaller reduced Hubble constant h for the wCDM model, but it has no impact on h for the three IDE models. This implies that there is a degeneracy between h and coupling parameter γ. Our work shows that the evolution of β is insensitive to the interaction between dark sectors, and then highlights the importance of considering β's evolution in the cosmology fits. (orig.)

Joint optimization of green vehicle scheduling and routing problem with time-varying speeds

Science.gov (United States)

Zhang, Dezhi; Wang, Xin; Ni, Nan; Zhang, Zhuo

2018-01-01

Based on an analysis of the congestion effect and changes in the speed of vehicle flow during morning and evening peaks in a large- or medium-sized city, the piecewise function is used to capture the rules of the time-varying speed of vehicles, which are very important in modelling their fuel consumption and CO2 emission. A joint optimization model of the green vehicle scheduling and routing problem with time-varying speeds is presented in this study. Extra wages during nonworking periods and soft time-window constraints are considered. A heuristic algorithm based on the adaptive large neighborhood search algorithm is also presented. Finally, a numerical simulation example is provided to illustrate the optimization model and its algorithm. Results show that, (1) the shortest route is not necessarily the route that consumes the least energy, (2) the departure time influences the vehicle fuel consumption and CO2 emissions and the optimal departure time saves on fuel consumption and reduces CO2 emissions by up to 5.4%, and (3) extra driver wages have significant effects on routing and departure time slot decisions. PMID:29466370

Power System Event Ranking Using a New Linear Parameter-Varying Modeling with a Wide Area Measurement System-Based Approach

Directory of Open Access Journals (Sweden)

Mohammad Bagher Abolhasani Jabali

2017-07-01

Full Text Available Detecting critical power system events for Dynamic Security Assessment (DSA is required for reliability improvement. The approach proposed in this paper investigates the effects of events on dynamic behavior during nonlinear system response while common approaches use steady-state conditions after events. This paper presents some new and enhanced indices for event ranking based on time-domain simulation and polytopic linear parameter-varying (LPV modeling of a power system. In the proposed approach, a polytopic LPV representation is generated via linearization about some points of the nonlinear dynamic behavior of power system using wide-area measurement system (WAMS concepts and then event ranking is done based on the frequency response of the system models on the vertices. Therefore, the nonlinear behaviors of the system in the time of fault occurrence are considered for events ranking. The proposed algorithm is applied to a power system using nonlinear simulation. The comparison of the results especially in different fault conditions shows the advantages of the proposed approach and indices.

Finite-time stability of neutral-type neural networks with random time-varying delays

Science.gov (United States)

Ali, M. Syed; Saravanan, S.; Zhu, Quanxin

2017-11-01

This paper is devoted to the finite-time stability analysis of neutral-type neural networks with random time-varying delays. The randomly time-varying delays are characterised by Bernoulli stochastic variable. This result can be extended to analysis and design for neutral-type neural networks with random time-varying delays. On the basis of this paper, we constructed suitable Lyapunov-Krasovskii functional together and established a set of sufficient linear matrix inequalities approach to guarantee the finite-time stability of the system concerned. By employing the Jensen's inequality, free-weighting matrix method and Wirtinger's double integral inequality, the proposed conditions are derived and two numerical examples are addressed for the effectiveness of the developed techniques.

Reusable Launch Vehicle Attitude Control Using a Time-Varying Sliding Mode Control Technique

Science.gov (United States)

Shtessel, Yuri B.; Zhu, J. Jim; Daniels, Dan; Jackson, Scott (Technical Monitor)

2002-01-01

In this paper we present a time-varying sliding mode control (TVSMC) technique for reusable launch vehicle (RLV) attitude control in ascent and entry flight phases. In ascent flight the guidance commands Euler roll, pitch and yaw angles, and in entry flight it commands the aerodynamic angles of bank, attack and sideslip. The controller employs a body rate inner loop and the attitude outer loop, which are separated in time-scale by the singular perturbation principle. The novelty of the TVSMC is that both the sliding surface and the boundary layer dynamics can be varied in real time using the PD-eigenvalue assignment technique. This salient feature is used to cope with control command saturation and integrator windup in the presence of severe disturbance or control effector failure, which enhances the robustness and fault tolerance of the controller. The TV-SMC ascent and descent designs are currently being tested with high fidelity, 6-DOF dispersion simulations. The test results will be presented in the final version of this paper.

Model-based dynamic control and optimization of gas networks

Energy Technology Data Exchange (ETDEWEB)

Hofsten, Kai

2001-07-01

This work contributes to the research on control, optimization and simulation of gas transmission systems to support the dispatch personnel at gas control centres for the decision makings in the daily operation of the natural gas transportation systems. Different control and optimization strategies have been studied. The focus is on the operation of long distance natural gas transportation systems. Stationary optimization in conjunction with linear model predictive control using state space models is proposed for supply security, the control of quality parameters and minimization of transportation costs for networks offering transportation services. The result from the stationary optimization together with a reformulation of a simplified fluid flow model formulates a linear dynamic optimization model. This model is used in a finite time control and state constrained linear model predictive controller. The deviation from the control and the state reference determined from the stationary optimization is penalized quadratically. Because of the time varying status of infrastructure, the control space is also generally time varying. When the average load is expected to change considerably, a new stationary optimization is performed, giving a new state and control reference together with a new dynamic model that is used for both optimization and state estimation. Another proposed control strategy is a control and output constrained nonlinear model predictive controller for the operation of gas transmission systems. Here, the objective is also the security of the supply, quality control and minimization of transportation costs. An output vector is defined, which together with a control vector are both penalized quadratically from their respective references in the objective function. The nonlinear model predictive controller can be combined with a stationary optimization. At each sampling instant, a non convex nonlinear programming problem is solved giving a local minimum

Robust state estimation for uncertain fuzzy bidirectional associative memory networks with time-varying delays

Science.gov (United States)

Vadivel, P.; Sakthivel, R.; Mathiyalagan, K.; Arunkumar, A.

2013-09-01

This paper addresses the issue of robust state estimation for a class of fuzzy bidirectional associative memory (BAM) neural networks with time-varying delays and parameter uncertainties. By constructing the Lyapunov-Krasovskii functional, which contains the triple-integral term and using the free-weighting matrix technique, a set of sufficient conditions are derived in terms of linear matrix inequalities (LMIs) to estimate the neuron states through available output measurements such that the dynamics of the estimation error system is robustly asymptotically stable. In particular, we consider a generalized activation function in which the traditional assumptions on the boundedness, monotony and differentiability of the activation functions are removed. More precisely, the design of the state estimator for such BAM neural networks can be obtained by solving some LMIs, which are dependent on the size of the time derivative of the time-varying delays. Finally, a numerical example with simulation result is given to illustrate the obtained theoretical results.

Robust state estimation for uncertain fuzzy bidirectional associative memory networks with time-varying delays

International Nuclear Information System (INIS)

Vadivel, P; Sakthivel, R; Mathiyalagan, K; Arunkumar, A

2013-01-01

This paper addresses the issue of robust state estimation for a class of fuzzy bidirectional associative memory (BAM) neural networks with time-varying delays and parameter uncertainties. By constructing the Lyapunov–Krasovskii functional, which contains the triple-integral term and using the free-weighting matrix technique, a set of sufficient conditions are derived in terms of linear matrix inequalities (LMIs) to estimate the neuron states through available output measurements such that the dynamics of the estimation error system is robustly asymptotically stable. In particular, we consider a generalized activation function in which the traditional assumptions on the boundedness, monotony and differentiability of the activation functions are removed. More precisely, the design of the state estimator for such BAM neural networks can be obtained by solving some LMIs, which are dependent on the size of the time derivative of the time-varying delays. Finally, a numerical example with simulation result is given to illustrate the obtained theoretical results. (paper)

Linking the fractional derivative and the Lomnitz creep law to non-Newtonian time-varying viscosity

Science.gov (United States)

Pandey, Vikash; Holm, Sverre

2016-09-01

Many of the most interesting complex media are non-Newtonian and exhibit time-dependent behavior of thixotropy and rheopecty. They may also have temporal responses described by power laws. The material behavior is represented by the relaxation modulus and the creep compliance. On the one hand, it is shown that in the special case of a Maxwell model characterized by a linearly time-varying viscosity, the medium's relaxation modulus is a power law which is similar to that of a fractional derivative element often called a springpot. On the other hand, the creep compliance of the time-varying Maxwell model is identified as Lomnitz's logarithmic creep law, making this possibly its first direct derivation. In this way both fractional derivatives and Lomnitz's creep law are linked to time-varying viscosity. A mechanism which yields fractional viscoelasticity and logarithmic creep behavior has therefore been found. Further, as a result of this linking, the curve-fitting parameters involved in the fractional viscoelastic modeling, and the Lomnitz law gain physical interpretation.

Pinning synchronization of memristor-based neural networks with time-varying delays.

Science.gov (United States)

Yang, Zhanyu; Luo, Biao; Liu, Derong; Li, Yueheng

2017-09-01

In this paper, the synchronization of memristor-based neural networks with time-varying delays via pinning control is investigated. A novel pinning method is introduced to synchronize two memristor-based neural networks which denote drive system and response system, respectively. The dynamics are studied by theories of differential inclusions and nonsmooth analysis. In addition, some sufficient conditions are derived to guarantee asymptotic synchronization and exponential synchronization of memristor-based neural networks via the presented pinning control. Furthermore, some improvements about the proposed control method are also discussed in this paper. Finally, the effectiveness of the obtained results is demonstrated by numerical simulations. Copyright © 2017 Elsevier Ltd. All rights reserved.

Multiple time step integrators in ab initio molecular dynamics

International Nuclear Information System (INIS)

Luehr, Nathan; Martínez, Todd J.; Markland, Thomas E.

2014-01-01

Multiple time-scale algorithms exploit the natural separation of time-scales in chemical systems to greatly accelerate the efficiency of molecular dynamics simulations. Although the utility of these methods in systems where the interactions are described by empirical potentials is now well established, their application to ab initio molecular dynamics calculations has been limited by difficulties associated with splitting the ab initio potential into fast and slowly varying components. Here we present two schemes that enable efficient time-scale separation in ab initio calculations: one based on fragment decomposition and the other on range separation of the Coulomb operator in the electronic Hamiltonian. We demonstrate for both water clusters and a solvated hydroxide ion that multiple time-scale molecular dynamics allows for outer time steps of 2.5 fs, which are as large as those obtained when such schemes are applied to empirical potentials, while still allowing for bonds to be broken and reformed throughout the dynamics. This permits computational speedups of up to 4.4x, compared to standard Born-Oppenheimer ab initio molecular dynamics with a 0.5 fs time step, while maintaining the same energy conservation and accuracy

Dynamic modelling and real-time leak detection for NGL pipelines

Energy Technology Data Exchange (ETDEWEB)

Young, B.R.; Svrcek, W.Y. [Calgary Univ., AB (Canada). Dept. of Chemical and Petroleum Engineering; Cooke, J.G.; Daye, R.E. [Rangeland Engineering Ltd., Calgary, AB (Canada)

2004-07-01

This paper presented newly developed steady-state and dynamic models commissioned for natural gas liquids (NGL) pipelines near Empress, Alberta. The work demonstrates a unique university-industry collaboration for solving the challenge of reliable pipeline leak detection. The flexible, custom real-time leak detection system was tested on the dynamic simulation. It was successfully used to replace a volume balance system for NGL pipelines at Empress in March 2003. A custom pipeline monitoring system was also developed to integrate with the existing pipeline supervisory control and data acquisition (SCADA) system. Simulation results enabled a change in the control scheme of the pipelines that resulted in less transient operation. The premise of the leak detection system is a rigorous thermodynamics and dynamic mass balance calculation based on real-time information from field flow, pressure and temperature sensors. The application of the system makes it possible to minimize or eliminate false or nuisance alarms, which is critical to the confidence of the monitoring system. The volumetric and mass imbalance formulae permit the system to cross check the calculation and then make important decisions regarding the sounding of alarms. The custom solution offers flexibility for use in a wide variety of conditions and applications. In addition, it is cost effective and locally supported. 8 refs., 4 tabs., 5 figs.

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.

Combined risk assessment of nonstationary monthly water quality based on Markov chain and time-varying copula.

Science.gov (United States)

Shi, Wei; Xia, Jun

2017-02-01

Water quality risk management is a global hot research linkage with the sustainable water resource development. Ammonium nitrogen (NH 3 -N) and permanganate index (COD Mn ) as the focus indicators in Huai River Basin, are selected to reveal their joint transition laws based on Markov theory. The time-varying moments model with either time or land cover index as explanatory variables is applied to build the time-varying marginal distributions of water quality time series. Time-varying copula model, which takes the non-stationarity in the marginal distribution and/or the time variation in dependence structure between water quality series into consideration, is constructed to describe a bivariate frequency analysis for NH 3 -N and COD Mn series at the same monitoring gauge. The larger first-order Markov joint transition probability indicates water quality state Class V w , Class IV and Class III will occur easily in the water body of Bengbu Sluice. Both marginal distribution and copula models are nonstationary, and the explanatory variable time yields better performance than land cover index in describing the non-stationarities in the marginal distributions. In modelling the dependence structure changes, time-varying copula has a better fitting performance than the copula with the constant or the time-trend dependence parameter. The largest synchronous encounter risk probability of NH 3 -N and COD Mn simultaneously reaching Class V is 50.61%, while the asynchronous encounter risk probability is largest when NH 3 -N and COD Mn is inferior to class V and class IV water quality standards, respectively.

Bayesian state space models for dynamic genetic network construction across multiple tissues.

Science.gov (United States)

Liang, Yulan; Kelemen, Arpad

2016-08-01

Construction of gene-gene interaction networks and potential pathways is a challenging and important problem in genomic research for complex diseases while estimating the dynamic changes of the temporal correlations and non-stationarity are the keys in this process. In this paper, we develop dynamic state space models with hierarchical Bayesian settings to tackle this challenge for inferring the dynamic profiles and genetic networks associated with disease treatments. We treat both the stochastic transition matrix and the observation matrix time-variant and include temporal correlation structures in the covariance matrix estimations in the multivariate Bayesian state space models. The unevenly spaced short time courses with unseen time points are treated as hidden state variables. Hierarchical Bayesian approaches with various prior and hyper-prior models with Monte Carlo Markov Chain and Gibbs sampling algorithms are used to estimate the model parameters and the hidden state variables. We apply the proposed Hierarchical Bayesian state space models to multiple tissues (liver, skeletal muscle, and kidney) Affymetrix time course data sets following corticosteroid (CS) drug administration. Both simulation and real data analysis results show that the genomic changes over time and gene-gene interaction in response to CS treatment can be well captured by the proposed models. The proposed dynamic Hierarchical Bayesian state space modeling approaches could be expanded and applied to other large scale genomic data, such as next generation sequence (NGS) combined with real time and time varying electronic health record (EHR) for more comprehensive and robust systematic and network based analysis in order to transform big biomedical data into predictions and diagnostics for precision medicine and personalized healthcare with better decision making and patient outcomes.

Time-Varying Value of Energy Efficiency in Michigan

Energy Technology Data Exchange (ETDEWEB)

Mims, Natalie; Eckman, Tom; Schwartz, Lisa C.

2018-04-02

Quantifying the time-varying value of energy efficiency is necessary to properly account for all of its benefits and costs and to identify and implement efficiency resources that contribute to a low-cost, reliable electric system. Historically, most quantification of the benefits of efficiency has focused largely on the economic value of annual energy reduction. Due to the lack of statistically representative metered end-use load shape data in Michigan (i.e., the hourly or seasonal timing of electricity savings), the ability to confidently characterize the time-varying value of energy efficiency savings in the state, especially for weather-sensitive measures such as central air conditioning, is limited. Still, electric utilities in Michigan can take advantage of opportunities to incorporate the time-varying value of efficiency into their planning. For example, end-use load research and hourly valuation of efficiency savings can be used for a variety of electricity planning functions, including load forecasting, demand-side management and evaluation, capacity planning, long-term resource planning, renewable energy integration, assessing potential grid modernization investments, establishing rates and pricing, and customer service (KEMA 2012). In addition, accurately calculating the time-varying value of efficiency may help energy efficiency program administrators prioritize existing offerings, set incentive or rebate levels that reflect the full value of efficiency, and design new programs.

A time-dependent dusty gas dynamic model of axisymmetric cometary jets

International Nuclear Information System (INIS)

Korosmezey, A.; Gombosi, T.I.

1990-01-01

The present time-dependent, axisymmetric dusty gas dynamical model of inner cometary atmospheres solves the coupled and time-dependent equations of continuity, momentum, and energy for a gas-dust mixture between the surface of the nucleus and 100 km, using an axisymmetric 40 x 40 grid structure. A novel numerical method employing a second-order accurate Godunov-type scheme with dimensional splitting is used to solve the time-dependent pde system. It is established that a subsolar dust spike not predicted by previous calculations is generated by narrow axisymmetric jets, together with a jet cone whose opening angle depends on the jet length. 28 refs

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.

Emergence of epidemics in rapidly varying networks

International Nuclear Information System (INIS)

Kohar, Vivek; Sinha, Sudeshna

2013-01-01

We describe a simple model mimicking disease spreading on a network with dynamically varying connections, and investigate the dynamical consequences of switching links in the network. Our central observation is that the disease cycles get more synchronized, indicating the onset of epidemics, as the underlying network changes more rapidly. This behavior is found for periodically switched links, as well as links that switch randomly in time. We find that the influence of changing links is more pronounced in networks where the nodes have lower degree, and the disease cycle has a longer infective stage. Further, when the switching of links is periodic we observe finer dynamical features, such as beating patterns in the emergent oscillations and resonant enhancement of synchronization, arising from the interplay between the time-scales of the connectivity changes and that of the epidemic outbreaks

Compensating Unknown Time-Varying Delay in Opto-Electronic Platform Tracking Servo System

Directory of Open Access Journals (Sweden)

Ruihong Xie

2017-05-01

Full Text Available This paper investigates the problem of compensating miss-distance delay in opto-electronic platform tracking servo system. According to the characteristic of LOS (light-of-sight motion, we setup the Markovian process model and compensate this unknown time-varying delay by feed-forward forecasting controller based on robust H∞ control. Finally, simulation based on double closed-loop PI (Proportion Integration control system indicates that the proposed method is effective for compensating unknown time-varying delay. Tracking experiments on the opto-electronic platform indicate that RMS (root-mean-square error is 1.253 mrad when tracking 10° 0.2 Hz signal.

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.

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.

Dynamic Model Averaging in Large Model Spaces Using Dynamic Occam’s Window*

Science.gov (United States)

Onorante, Luca; Raftery, Adrian E.

2015-01-01

Bayesian model averaging has become a widely used approach to accounting for uncertainty about the structural form of the model generating the data. When data arrive sequentially and the generating model can change over time, Dynamic Model Averaging (DMA) extends model averaging to deal with this situation. Often in macroeconomics, however, many candidate explanatory variables are available and the number of possible models becomes too large for DMA to be applied in its original form. We propose a new method for this situation which allows us to perform DMA without considering the whole model space, but using a subset of models and dynamically optimizing the choice of models at each point in time. This yields a dynamic form of Occam’s window. We evaluate the method in the context of the problem of nowcasting GDP in the Euro area. We find that its forecasting performance compares well with that of other methods. PMID:26917859

Dynamics from seconds to hours in Hodgkin-Huxley model with time-dependent ion concentrations and buffer reservoirs.

Directory of Open Access Journals (Sweden)

Niklas Hübel

2014-12-01

Full Text Available The classical Hodgkin-Huxley (HH model neglects the time-dependence of ion concentrations in spiking dynamics. The dynamics is therefore limited to a time scale of milliseconds, which is determined by the membrane capacitance multiplied by the resistance of the ion channels, and by the gating time constants. We study slow dynamics in an extended HH framework that includes time-dependent ion concentrations, pumps, and buffers. Fluxes across the neuronal membrane change intra- and extracellular ion concentrations, whereby the latter can also change through contact to reservoirs in the surroundings. Ion gain and loss of the system is identified as a bifurcation parameter whose essential importance was not realized in earlier studies. Our systematic study of the bifurcation structure and thus the phase space structure helps to understand activation and inhibition of a new excitability in ion homeostasis which emerges in such extended models. Also modulatory mechanisms that regulate the spiking rate can be explained by bifurcations. The dynamics on three distinct slow times scales is determined by the cell volume-to-surface-area ratio and the membrane permeability (seconds, the buffer time constants (tens of seconds, and the slower backward buffering (minutes to hours. The modulatory dynamics and the newly emerging excitable dynamics corresponds to pathological conditions observed in epileptiform burst activity, and spreading depression in migraine aura and stroke, respectively.

Dynamics from seconds to hours in Hodgkin-Huxley model with time-dependent ion concentrations and buffer reservoirs.

Science.gov (United States)

Hübel, Niklas; Dahlem, Markus A

2014-12-01

The classical Hodgkin-Huxley (HH) model neglects the time-dependence of ion concentrations in spiking dynamics. The dynamics is therefore limited to a time scale of milliseconds, which is determined by the membrane capacitance multiplied by the resistance of the ion channels, and by the gating time constants. We study slow dynamics in an extended HH framework that includes time-dependent ion concentrations, pumps, and buffers. Fluxes across the neuronal membrane change intra- and extracellular ion concentrations, whereby the latter can also change through contact to reservoirs in the surroundings. Ion gain and loss of the system is identified as a bifurcation parameter whose essential importance was not realized in earlier studies. Our systematic study of the bifurcation structure and thus the phase space structure helps to understand activation and inhibition of a new excitability in ion homeostasis which emerges in such extended models. Also modulatory mechanisms that regulate the spiking rate can be explained by bifurcations. The dynamics on three distinct slow times scales is determined by the cell volume-to-surface-area ratio and the membrane permeability (seconds), the buffer time constants (tens of seconds), and the slower backward buffering (minutes to hours). The modulatory dynamics and the newly emerging excitable dynamics corresponds to pathological conditions observed in epileptiform burst activity, and spreading depression in migraine aura and stroke, respectively.

The time-dependent coupled oscillator model for the motion of a charged particle in the presence of a time-varying magnetic field

International Nuclear Information System (INIS)

Menouar, Salah; Maamache, Mustapha; Choi, Jeong Ryeol

2010-01-01

The dynamics of the time-dependent coupled oscillator model for the motion of a charged particle subjected to a time-dependent external magnetic field is investigated. We use the canonical transformation approach for the classical treatment of the system, whereas the unitary transformation approach is used in managing the system in the framework of quantum mechanics. For both approaches, the original system is transformed into a much more simple system that is the sum of two independent harmonic oscillators with time-dependent frequencies. We therefore easily identify the wavefunctions in the transformed system with the help of an invariant operator of the system. The full wavefunctions in the original system are derived from the inverse unitary transformation of the wavefunctions associated with the transformed system.

Dynamic modeling and analysis of load sharing characteristics of wind turbine gearbox

Directory of Open Access Journals (Sweden)

Pengxing Yi

2015-03-01

Full Text Available A coupled dynamic model, which contains helical gears-shafts-bearings for a wind turbine gearbox transmission system, was built considering nonlinear factors of the time-varying mesh stiffness, the external varying load, and the dynamic transmission error at first. The model is confirmed to be right after comparing the theoretical data with the experimental load sharing values, and also it is found that the static load sharing is conservative to evaluate the non-equilibrium effect of a planetary gear system. Besides, the analyzing results of the influence of average error and amplitude error on the load sharing show that the load sharing could be decreased if the error goes up a little. Then, by means of treating the static tracing point as the dynamic initial values, we analyzed the initial position’s influence on the load sharing of transmission system to provide a theoretical basis of load sharing control. Furthermore, we explored the influence of high-speed shaft position angle on the load sharing and the dynamic load factor of gears fixed on the parallel shafts. The results provide useful theoretical guidelines for the design of parallel shaft gear system in the wind turbines.

Dynamics of symmetry breaking during quantum real-time evolution in a minimal model system.

Science.gov (United States)

Heyl, Markus; Vojta, Matthias

2014-10-31

One necessary criterion for the thermalization of a nonequilibrium quantum many-particle system is ergodicity. It is, however, not sufficient in cases where the asymptotic long-time state lies in a symmetry-broken phase but the initial state of nonequilibrium time evolution is fully symmetric with respect to this symmetry. In equilibrium, one particular symmetry-broken state is chosen as a result of an infinitesimal symmetry-breaking perturbation. From a dynamical point of view the question is: Can such an infinitesimal perturbation be sufficient for the system to establish a nonvanishing order during quantum real-time evolution? We study this question analytically for a minimal model system that can be associated with symmetry breaking, the ferromagnetic Kondo model. We show that after a quantum quench from a completely symmetric state the system is able to break its symmetry dynamically and discuss how these features can be observed experimentally.

Benchmarking novel approaches for modelling species range dynamics.

Science.gov (United States)

Zurell, Damaris; Thuiller, Wilfried; Pagel, Jörn; Cabral, Juliano S; Münkemüller, Tamara; Gravel, Dominique; Dullinger, Stefan; Normand, Signe; Schiffers, Katja H; Moore, Kara A; Zimmermann, Niklaus E

2016-08-01

Increasing biodiversity loss due to climate change is one of the most vital challenges of the 21st century. To anticipate and mitigate biodiversity loss, models are needed that reliably project species' range dynamics and extinction risks. Recently, several new approaches to model range dynamics have been developed to supplement correlative species distribution models (SDMs), but applications clearly lag behind model development. Indeed, no comparative analysis has been performed to evaluate their performance. Here, we build on process-based, simulated data for benchmarking five range (dynamic) models of varying complexity including classical SDMs, SDMs coupled with simple dispersal or more complex population dynamic models (SDM hybrids), and a hierarchical Bayesian process-based dynamic range model (DRM). We specifically test the effects of demographic and community processes on model predictive performance. Under current climate, DRMs performed best, although only marginally. Under climate change, predictive performance varied considerably, with no clear winners. Yet, all range dynamic models improved predictions under climate change substantially compared to purely correlative SDMs, and the population dynamic models also predicted reasonable extinction risks for most scenarios. When benchmarking data were simulated with more complex demographic and community processes, simple SDM hybrids including only dispersal often proved most reliable. Finally, we found that structural decisions during model building can have great impact on model accuracy, but prior system knowledge on important processes can reduce these uncertainties considerably. Our results reassure the clear merit in using dynamic approaches for modelling species' response to climate change but also emphasize several needs for further model and data improvement. We propose and discuss perspectives for improving range projections through combination of multiple models and for making these approaches

Dynamic modeling and sensitivity analysis of solar thermal energy conversion systems

Science.gov (United States)

Hamilton, C. L.

1977-01-01

Since the energy input to solar thermal conversion systems is both time variant and probabilistic, it is unlikely that simple steady-state methods for estimating lifetime performance will provide satisfactory results. The work described here uses dynamic modeling to begin identifying what must be known about input radiation and system dynamic characteristics to estimate performance reliably. Daily operation of two conceptual solar energy systems was simulated under varying operating strategies with time-dependent radiation intensity ranging from smooth input of several magnitudes to input of constant total energy whose intensity oscillated with periods from 1/4 hour to 6 hours. Integrated daily system output and efficiency were functions of both level and dynamic characteristics of insolation. Sensitivity of output to changes in total input was greater than one.

Overcoming Spurious Regression Using time-Varying Fourier ...

African Journals Online (AJOL)

Non-stationary time series data have been traditionally analyzed in the frequency domain by assuming constant amplitudes regardless of the timelag. A new approach called time-varying amplitude method (TVAM) is presented here. Oscillations are analyzed for changes in the magnitude of Fourier Coefficients which are ...

Time-varying exchange rate pass-through: experiences of some industrial countries

OpenAIRE

Toshitaka Sekine

2006-01-01

This paper estimates exchange rate pass-through of six major industrial countries using a time-varying parameter with stochastic volatility model. Exchange rate pass-through is divided into impacts of exchange rate fluctuations to import prices (first-stage pass-through) and those of import price movements to consumer prices (second-stage pass-through). The paper finds that both stages of pass-through have declined over time for all the sample countries. The decline in second-stage pass-throu...

Estimation of Dynamic Panel Data Models with Stochastic Volatility Using Particle Filters

Directory of Open Access Journals (Sweden)

Wen Xu

2016-10-01

Full Text Available Time-varying volatility is common in macroeconomic data and has been incorporated into macroeconomic models in recent work. Dynamic panel data models have become increasingly popular in macroeconomics to study common relationships across countries or regions. This paper estimates dynamic panel data models with stochastic volatility by maximizing an approximate likelihood obtained via Rao-Blackwellized particle filters. Monte Carlo studies reveal the good and stable performance of our particle filter-based estimator. When the volatility of volatility is high, or when regressors are absent but stochastic volatility exists, our approach can be better than the maximum likelihood estimator which neglects stochastic volatility and generalized method of moments (GMM estimators.

Smooth Adaptive Internal Model Control Based on U Model for Nonlinear Systems with Dynamic Uncertainties

Directory of Open Access Journals (Sweden)

Li Zhao

2016-01-01

Full Text Available An improved smooth adaptive internal model control based on U model control method is presented to simplify modeling structure and parameter identification for a class of uncertain dynamic systems with unknown model parameters and bounded external disturbances. Differing from traditional adaptive methods, the proposed controller can simplify the identification of time-varying parameters in presence of bounded external disturbances. Combining the small gain theorem and the virtual equivalent system theory, learning rate of smooth adaptive internal model controller has been analyzed and the closed-loop virtual equivalent system based on discrete U model has been constructed as well. The convergence of this virtual equivalent system is proved, which further shows the convergence of the complex closed-loop discrete U model system. Finally, simulation and experimental results on a typical nonlinear dynamic system verified the feasibility of the proposed algorithm. The proposed method is shown to have lighter identification burden and higher control accuracy than the traditional adaptive controller.

Topics in Modeling of Cochlear Dynamics: Computation, Response and Stability Analysis

Science.gov (United States)

Filo, Maurice G.

This thesis touches upon several topics in cochlear modeling. Throughout the literature, mathematical models of the cochlea vary according to the degree of biological realism to be incorporated. This thesis casts the cochlear model as a continuous space-time dynamical system using operator language. This framework encompasses a wider class of cochlear models and makes the dynamics more transparent and easier to analyze before applying any numerical method to discretize space. In fact, several numerical methods are investigated to study the computational efficiency of the finite dimensional realizations in space. Furthermore, we study the effects of the active gain perturbations on the stability of the linearized dynamics. The stability analysis is used to explain possible mechanisms underlying spontaneous otoacoustic emissions and tinnitus. Dynamic Mode Decomposition (DMD) is introduced as a useful tool to analyze the response of nonlinear cochlear models. Cochlear response features are illustrated using DMD which has the advantage of explicitly revealing the spatial modes of vibrations occurring in the Basilar Membrane (BM). Finally, we address the dynamic estimation problem of BM vibrations using Extended Kalman Filters (EKF). Due to the limitations of noninvasive sensing schemes, such algorithms are inevitable to estimate the dynamic behavior of a living cochlea.

Convergent Time-Varying Regression Models for Data Streams: Tracking Concept Drift by the Recursive Parzen-Based Generalized Regression Neural Networks.

Science.gov (United States)

Duda, Piotr; Jaworski, Maciej; Rutkowski, Leszek

2018-03-01

One of the greatest challenges in data mining is related to processing and analysis of massive data streams. Contrary to traditional static data mining problems, data streams require that each element is processed only once, the amount of allocated memory is constant and the models incorporate changes of investigated streams. A vast majority of available methods have been developed for data stream classification and only a few of them attempted to solve regression problems, using various heuristic approaches. In this paper, we develop mathematically justified regression models working in a time-varying environment. More specifically, we study incremental versions of generalized regression neural networks, called IGRNNs, and we prove their tracking properties - weak (in probability) and strong (with probability one) convergence assuming various concept drift scenarios. First, we present the IGRNNs, based on the Parzen kernels, for modeling stationary systems under nonstationary noise. Next, we extend our approach to modeling time-varying systems under nonstationary noise. We present several types of concept drifts to be handled by our approach in such a way that weak and strong convergence holds under certain conditions. Finally, in the series of simulations, we compare our method with commonly used heuristic approaches, based on forgetting mechanism or sliding windows, to deal with concept drift. Finally, we apply our concept in a real life scenario solving the problem of currency exchange rates prediction.

Dynamic Latent Classification Model

DEFF Research Database (Denmark)

Zhong, Shengtong; Martínez, Ana M.; Nielsen, Thomas Dyhre

as possible. Motivated by this problem setting, we propose a generative model for dynamic classification in continuous domains. At each time point the model can be seen as combining a naive Bayes model with a mixture of factor analyzers (FA). The latent variables of the FA are used to capture the dynamics...

Identification of time-varying nonlinear systems using differential evolution algorithm

DEFF Research Database (Denmark)

Perisic, Nevena; Green, Peter L; Worden, Keith

2013-01-01

(DE) algorithm for the identification of time-varying systems. DE is an evolutionary optimisation method developed to perform direct search in a continuous space without requiring any derivative estimation. DE is modified so that the objective function changes with time to account for the continuing......, thus identification of time-varying systems with nonlinearities can be a very challenging task. In order to avoid conventional least squares and gradient identification methods which require uni-modal and double differentiable objective functions, this work proposes a modified differential evolution...... inclusion of new data within an error metric. This paper presents results of identification of a time-varying SDOF system with Coulomb friction using simulated noise-free and noisy data for the case of time-varying friction coefficient, stiffness and damping. The obtained results are promising and the focus...

Diagnosing the Dynamics of Observed and Simulated Ecosystem Gross Primary Productivity with Time Causal Information Theory Quantifiers.

Directory of Open Access Journals (Sweden)

Sebastian Sippel

Full Text Available Data analysis and model-data comparisons in the environmental sciences require diagnostic measures that quantify time series dynamics and structure, and are robust to noise in observational data. This paper investigates the temporal dynamics of environmental time series using measures quantifying their information content and complexity. The measures are used to classify natural processes on one hand, and to compare models with observations on the other. The present analysis focuses on the global carbon cycle as an area of research in which model-data integration and comparisons are key to improving our understanding of natural phenomena. We investigate the dynamics of observed and simulated time series of Gross Primary Productivity (GPP, a key variable in terrestrial ecosystems that quantifies ecosystem carbon uptake. However, the dynamics, patterns and magnitudes of GPP time series, both observed and simulated, vary substantially on different temporal and spatial scales. We demonstrate here that information content and complexity, or Information Theory Quantifiers (ITQ for short, serve as robust and efficient data-analytical and model benchmarking tools for evaluating the temporal structure and dynamical properties of simulated or observed time series at various spatial scales. At continental scale, we compare GPP time series simulated with two models and an observations-based product. This analysis reveals qualitative differences between model evaluation based on ITQ compared to traditional model performance metrics, indicating that good model performance in terms of absolute or relative error does not imply that the dynamics of the observations is captured well. Furthermore, we show, using an ensemble of site-scale measurements obtained from the FLUXNET archive in the Mediterranean, that model-data or model-model mismatches as indicated by ITQ can be attributed to and interpreted as differences in the temporal structure of the respective

Nonlinear dynamic model of a gear-rotor-bearing system considering the flash temperature

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Gou, Xiangfeng; Zhu, Lingyun; Qi, Changjun

2017-12-01

The instantaneous flash temperature is an important factor for gears in service. To investigate the effect of the flash temperature of a tooth surface on the dynamics of the spur gear system, a modified nonlinear dynamic model of a gear-rotor-bearing system is established. The factors such as the contact temperature of the tooth surface, time-varying stiffness, tooth surface friction, backlash, the comprehensive transmission error and so on are considered. The flash temperature of a tooth surface of pinion and gear is formulated according to Blok's flash temperature theory. The mathematical expression of the contact temperature of the tooth surface varied with time is derived and the tooth profile deformation caused by the change of the flash temperature of the tooth surface is calculated. The expression of the mesh stiffness varied with the flash temperature of the tooth surface is derived based on Hertz contact theory. The temperature stiffness is proposed and added to the nonlinear dynamic model of the system. The influence of load on the flash temperature of the tooth surface is analyzed in the parameters plane. The variation of the flash temperature of the tooth surface is studied. The numerical results indicate that the calculated method of the flash temperature of the gear tooth surface is effective and it can reflect the rules for the change of gear meshing temperature and sliding of the gear tooth surface. The effects of frequency, backlash, bearing clearance, comprehensive transmission error and time-varying stiffness on the nonlinear dynamics of the system are analyzed according to the bifurcation diagrams, Top Lyapunov Exponent (TLE) spectrums, phase portraits and Poincaré maps. Some nonlinear phenomena such as periodic bifurcation, grazing bifurcation, quasi-periodic bifurcation, chaos and its routes to chaos are investigated and the critical parameters are identified. The results provide an understanding of the system and serve as a useful reference

Roles of Time Hazard in Perceptual Decision Making under High Time Pressure

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Minju Kim

2011-05-01

Full Text Available The drift diffusion model (DDM has been successful in capturing the joint dynamics of accuracy and latency data in various perceptual decision making tasks. We evaluated how well the DDM describes dynamics of perceptual decision when subjects were under a varying degree of time pressure. We collected choice and latency responses from human subjects, who discriminated the size of a thin ring stimulus with a varying degree of uncertainty. The degree of time pressure was manipulated both by giving subjects an explicit instruction of different time limits across sessions (0.7 ∼ 1.2 s and by providing feedback to responses that were made later than those time limits. When fitted to the data of choice and latency, the three major variants of the DDM (with static bounds & gain, with time-varying bounds, and with time-varying gain showed a systematic pattern of latency-dependent prediction errors. Here we propose a new variant of the DDM, which adopts a ‘boundary for time hazard’ on the time axis in addition to the choice boundary on the choice-evidence axis in decision space. Our model did not exhibit the biased pattern of errors and was superior than the other models in goodness of fit to the data.

Asymptotic theory of time varying networks with burstiness and heterogeneous activation patterns

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Burioni, Raffaella; Ubaldi, Enrico; Vezzani, Alessandro

2017-05-01

The recent availability of large-scale, time-resolved and high quality digital datasets has allowed for a deeper understanding of the structure and properties of many real-world networks. The empirical evidence of a temporal dimension prompted the switch of paradigm from a static representation of networks to a time varying one. In this work we briefly review the framework of time-varying-networks in real world social systems, especially focusing on the activity-driven paradigm. We develop a framework that allows for the encoding of three generative mechanisms that seem to play a central role in the social networks’ evolution: the individual’s propensity to engage in social interactions, its strategy in allocate these interactions among its alters and the burstiness of interactions amongst social actors. The functional forms and probability distributions encoding these mechanisms are typically data driven. A natural question arises if different classes of strategies and burstiness distributions, with different local scale behavior and analogous asymptotics can lead to the same long time and large scale structure of the evolving networks. We consider the problem in its full generality, by investigating and solving the system dynamics in the asymptotic limit, for general classes of ties allocation mechanisms and waiting time probability distributions. We show that the asymptotic network evolution is driven by a few characteristics of these functional forms, that can be extracted from direct measurements on large datasets.

Qualitative aspects of Volterra integro-dynamic system on time scales

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Vasile Lupulescu

2013-01-01

Full Text Available This paper deals with the resolvent, asymptotic stability and boundedness of the solution of time-varying Volterra integro-dynamic system on time scales in which the coefficient matrix is not necessarily stable. We generalize at time scale some known properties about asymptotic behavior and boundedness from the continuous case. Some new results for discrete case are obtained.

A fully dynamic magneto-rheological fluid damper model

International Nuclear Information System (INIS)

Jiang, Z; Christenson, R E

2012-01-01

Control devices can be used to dissipate the energy of a civil structure subjected to dynamic loading, thus reducing structural damage and preventing failure. Semiactive control devices have received significant attention in recent years. The magneto-rheological (MR) fluid damper is a promising type of semiactive device for civil structures due to its mechanical simplicity, inherent stability, high dynamic range, large temperature operating range, robust performance, and low power requirements. The MR damper is intrinsically nonlinear and rate-dependent, both as a function of the displacement across the MR damper and the command current being supplied to the MR damper. As such, to develop control algorithms that take maximum advantage of the unique features of the MR damper, accurate models must be developed to describe its behavior for both displacement and current. In this paper, a new MR damper model that includes a model of the pulse-width modulated (PWM) power amplifier providing current to the damper, a proposed model of the time varying inductance of the large-scale 200 kN MR dampers coils and surrounding MR fluid—a dynamic behavior that is not typically modeled—and a hyperbolic tangent model of the controllable force behavior of the MR damper is presented. Validation experimental tests are conducted with two 200 kN large-scale MR dampers located at the Smart Structures Technology Laboratory (SSTL) at the University of Illinois at Urbana-Champaign and the Lehigh University Network for Earthquake Engineering Simulation (NEES) facility. Comparison with experimental test results for both prescribed motion and current and real-time hybrid simulation of semiactive control of the MR damper shows that the proposed MR damper model can accurately predict the fully dynamic behavior of the large-scale 200 kN MR damper. (paper)

Characterizing Phase Transitions in a Model of Neutral Evolutionary Dynamics

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Scott, Adam; King, Dawn; Bahar, Sonya

2013-03-01

An evolutionary model was recently introduced for sympatric, phenotypic evolution over a variable fitness landscape with assortative mating (Dees & Bahar 2010). Organisms in the model are described by coordinates in a two-dimensional phenotype space, born at random coordinates with limited variation from their parents as determined by a mutation parameter, mutability. The model has been extended to include both neutral evolution and asexual reproduction in Scott et al (submitted). It has been demonstrated that a second order, non-equilibrium phase transition occurs for the temporal dynamics as the mutability is varied, for both the original model and for neutral conditions. This transition likely belongs to the directed percolation universality class. In contrast, the spatial dynamics of the model shows characteristics of an ordinary percolation phase transition. Here, we characterize the phase transitions exhibited by this model by determining critical exponents for the relaxation times, characteristic lengths, and cluster (species) mass distributions. Missouri Research Board; J.S. McDonnell Foundation

Dynamic magnetic hysteresis behavior and dynamic phase transition in the spin-1 Blume-Capel model

Energy Technology Data Exchange (ETDEWEB)

Deviren, Bayram, E-mail: bayram.deviren@nevsehir.edu.tr [Department of Physics, Nevsehir University, 50300 Nevsehir (Turkey); Keskin, Mustafa [Department of Physics, Erciyes University, 38039 Kayseri (Turkey)

2012-03-15

The nature (time variation) of response magnetization m(wt) of the spin-1 Blume-Capel model in the presence of a periodically varying external magnetic field h(wt) is studied by employing the effective-field theory (EFT) with correlations as well as the Glauber-type stochastic dynamics. We determine the time variations of m(wt) and h(wt) for various temperatures, and investigate the dynamic magnetic hysteresis behavior. We also investigate the temperature dependence of the dynamic magnetization, hysteresis loop area and correlation near the transition point in order to characterize the nature (first- or second-order) of the dynamic transitions as well as obtain the dynamic phase transition temperatures. The hysteresis loops are obtained for different reduced temperatures and we find that the areas of the loops are decreasing with the increasing of the reduced temperatures. We also present the dynamic phase diagrams and compare the results of the EFT with the results of the dynamic mean-field approximation. The phase diagrams exhibit many dynamic critical points, such as tricritical ( Bullet ), zero-temperature critical (Z), triple (TP) and multicritical (A) points. According to values of Hamiltonian parameters, besides the paramagnetic (P), ferromagnetic (F) fundamental phases, one coexistence or mixed phase region, (F+P) and the reentrant behavior exist in the system. The results are in good agreement with some experimental and theoretical results. - Highlights: Black-Right-Pointing-Pointer Kinetic spin-1 Blume-Capel model is studied using the effective-field theory. Black-Right-Pointing-Pointer We investigated the dynamic magnetic hysteresis behavior. Black-Right-Pointing-Pointer Dynamic magnetization, hysteresis loop area and correlation are investigated. Black-Right-Pointing-Pointer System exhibits tricritical, zero-temperature, triple and multicritical points. Black-Right-Pointing-Pointer We present the dynamic phase diagrams and compare the results of the EFT

Dynamical symmetries of the shell model

International Nuclear Information System (INIS)

Van Isacker, P.

2000-01-01

The applications of spectrum generating algebras and of dynamical symmetries in the nuclear shell model are many and varied. They stretch back to Wigner's early work on the supermultiplet model and encompass important landmarks in our understanding of the structure of the atomic nucleus such as Racah's SU(2) pairing model and Elliot's SU(3) rotational model. One of the aims of this contribution has been to show the historical importance of the idea of dynamical symmetry in nuclear physics. Another has been to indicate that, in spite of being old, this idea continues to inspire developments that are at the forefront of today's research in nuclear physics. It has been argued in this contribution that the main driving features of nuclear structure can be represented algebraically but at the same time the limitations of the symmetry approach must be recognised. It should be clear that such approach can only account for gross properties and that any detailed description requires more involved numerical calculations of which we have seen many fine examples during this symposium. In this way symmetry techniques can be used as an appropriate starting point for detailed calculations. A noteworthy example of this approach is the pseudo-SU(3) model which starting from its initial symmetry Ansatz has grown into an adequate and powerful description of the nucleus in terms of a truncated shell model. (author)

A compensation controller based on a regional pole-assignment method for AMD control systems with a time-varying delay

Science.gov (United States)

Li, Zuohua; Chen, Chaojun; Teng, Jun; Wang, Ying

2018-04-01

Active mass damper/driver (AMD) control system has been proposed as an effective tool for high-rise buildings to resist strong dynamic loads. However, such disadvantage as time-varying delay in AMD control systems impedes their application in practices. Time-varying delay, which has an effect on the performance and stability of single-degree-of-freedom (SDOF) and multi-degree-of-freedom (MDOF) systems, is considered in the paper. In addition, a new time-delay compensation controller based on regional pole-assignment method is presented. To verify its effectiveness, the proposed method is applied to a numerical example of a ten-storey frame and an experiment of a single span four-storey steel frame. Both numerical and experimental results demonstrate that the proposed method can enhance the performances of an AMD control system with time-varying delays.

Topology preserving non-rigid image registration using time-varying elasticity model for MRI brain volumes.

Science.gov (United States)

Ahmad, Sahar; Khan, Muhammad Faisal

2015-12-01

In this paper, we present a new non-rigid image registration method that imposes a topology preservation constraint on the deformation. We propose to incorporate the time varying elasticity model into the deformable image matching procedure and constrain the Jacobian determinant of the transformation over the entire image domain. The motion of elastic bodies is governed by a hyperbolic partial differential equation, generally termed as elastodynamics wave equation, which we propose to use as a deformation model. We carried out clinical image registration experiments on 3D magnetic resonance brain scans from IBSR database. The results of the proposed registration approach in terms of Kappa index and relative overlap computed over the subcortical structures were compared against the existing topology preserving non-rigid image registration methods and non topology preserving variant of our proposed registration scheme. The Jacobian determinant maps obtained with our proposed registration method were qualitatively and quantitatively analyzed. The results demonstrated that the proposed scheme provides good registration accuracy with smooth transformations, thereby guaranteeing the preservation of topology. Copyright © 2015 Elsevier Ltd. All rights reserved.

Using Kalman filtering to predict time-varying parameters in a model predicting baroreflex regulation during head-up tilt

DEFF Research Database (Denmark)

Matzuka, Brett; Mehlsen, Jesper; Tran, Hien

2015-01-01

are sparse, typical studies only include measurements of heart rate and blood pressure, as a result it is difficult to determine what mechanisms that are impaired. It is known, that blood pressure regulation is mediated by changes in heart rate, vascular resistance, cardiac contractility and a number...... of other factors. Given that numerous factors contribute to changing these quantities it is difficult to devise a physiological model describing how they change in time. One way is to build a model that allows these controlled quantities to change and to compare dynamics between subject groups. To do so...

Study on dynamic characteristics of reduced analytical model for PWR reactor internal structures

International Nuclear Information System (INIS)

Yoo, Bong; Lee, Jae Han; Kim, Jong Bum; Koo, Kyeong Hoe

1993-01-01

The objective of this study is to establish the procedure of the reduced analytical modeling technique for the PWR reactor internal(RI) structures and to carry out the sensitivity study of the dynamic characteristics of the structures by varying the structural parameters such as the stiffness, the mass and the damping. Modeling techniques for the PWR reactor internal structures and computer programs used for the dynamic analysis of the reactor internal structures are briefly investigated. Among the many components of RI structures, the dynamic characteristics for CSB was performed. The sensitivity analysis of the dynamic characteristics for the reduced analytical model considering the variations of the stiffnesses for the lower and upper flanges of the CSB and for the RV Snubber were performed to improve the dynamic characteristics of the RI structures against the external loadings given. In order to enhance the structural design margin of the RI components, the nonlinear time history analyses were attempted for the RI reduced models to compare the structural responses between the reference model and the modified one. (Author)

Time-Varying Distortions of Binaural Information by Bilateral Hearing Aids

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Rodriguez, Francisco A.; Portnuff, Cory D. F.; Goupell, Matthew J.; Tollin, Daniel J.

2016-01-01

In patients with bilateral hearing loss, the use of two hearing aids (HAs) offers the potential to restore the benefits of binaural hearing, including sound source localization and segregation. However, existing evidence suggests that bilateral HA users’ access to binaural information, namely interaural time and level differences (ITDs and ILDs), can be compromised by device processing. Our objective was to characterize the nature and magnitude of binaural distortions caused by modern digital behind-the-ear HAs using a variety of stimuli and HA program settings. Of particular interest was a common frequency-lowering algorithm known as nonlinear frequency compression, which has not previously been assessed for its effects on binaural information. A binaural beamforming algorithm was also assessed. Wide dynamic range compression was enabled in all programs. HAs were placed on a binaural manikin, and stimuli were presented from an arc of loudspeakers inside an anechoic chamber. Stimuli were broadband noise bursts, 10-Hz sinusoidally amplitude-modulated noise bursts, or consonant–vowel–consonant speech tokens. Binaural information was analyzed in terms of ITDs, ILDs, and interaural coherence, both for whole stimuli and in a time-varying sense (i.e., within a running temporal window) across four different frequency bands (1, 2, 4, and 6 kHz). Key findings were: (a) Nonlinear frequency compression caused distortions of high-frequency envelope ITDs and significantly reduced interaural coherence. (b) For modulated stimuli, all programs caused time-varying distortion of ILDs. (c) HAs altered the relationship between ITDs and ILDs, introducing large ITD–ILD conflicts in some cases. Potential perceptual consequences of measured distortions are discussed. PMID:27698258

Remaining useful life estimation for deteriorating systems with time-varying operational conditions and condition-specific failure zones

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Li Qi

2016-06-01

Full Text Available Dynamic time-varying operational conditions pose great challenge to the estimation of system remaining useful life (RUL for the deteriorating systems. This paper presents a method based on probabilistic and stochastic approaches to estimate system RUL for periodically monitored degradation processes with dynamic time-varying operational conditions and condition-specific failure zones. The method assumes that the degradation rate is influenced by specific operational condition and moreover, the transition between different operational conditions plays the most important role in affecting the degradation process. These operational conditions are assumed to evolve as a discrete-time Markov chain (DTMC. The failure thresholds are also determined by specific operational conditions and described as different failure zones. The 2008 PHM Conference Challenge Data is utilized to illustrate our method, which contains mass sensory signals related to the degradation process of a commercial turbofan engine. The RUL estimation method using the sensor measurements of a single sensor was first developed, and then multiple vital sensors were selected through a particular optimization procedure in order to increase the prediction accuracy. The effectiveness and advantages of the proposed method are presented in a comparison with existing methods for the same dataset.

Renormalization group theory for percolation in time-varying networks.

Science.gov (United States)

Karschau, Jens; Zimmerling, Marco; Friedrich, Benjamin M

2018-05-22

Motivated by multi-hop communication in unreliable wireless networks, we present a percolation theory for time-varying networks. We develop a renormalization group theory for a prototypical network on a regular grid, where individual links switch stochastically between active and inactive states. The question whether a given source node can communicate with a destination node along paths of active links is equivalent to a percolation problem. Our theory maps the temporal existence of multi-hop paths on an effective two-state Markov process. We show analytically how this Markov process converges towards a memoryless Bernoulli process as the hop distance between source and destination node increases. Our work extends classical percolation theory to the dynamic case and elucidates temporal correlations of message losses. Quantification of temporal correlations has implications for the design of wireless communication and control protocols, e.g. in cyber-physical systems such as self-organized swarms of drones or smart traffic networks.

Poverty index with time-varying consumption and income distributions

Science.gov (United States)

Chattopadhyay, Amit K.; Kumar, T. Krishna; Mallick, Sushanta K.

2017-03-01

Starting from a stochastic agent-based model to represent market exchange in a developing economy, we study time variations of the probability density function of income with simultaneous variation of the consumption deprivation (CD), where CD represents the shortfall in consumption from the saturation level of an essential commodity, cereal. Together, these two models combine income-expenditure-based market dynamics with time variations in consumption due to income. In this new unified theoretical structure, exchange of trade in assets is only allowed when the income exceeds consumption-deprivation while CD itself is endogenously obtained from a separate kinetic model. Our results reveal that the nature of time variation of the CD function leads to a downward trend in the threshold level of consumption of basic necessities, suggesting a possible dietary transition in terms of lower saturation level of food-grain consumption, possibly through an improvement in the level of living. The new poverty index, defined as CD, is amenable to approximate probabilistic prediction within a short time horizon. A major achievement of this work is the intrinsic independence of the poverty index from an exogenous poverty line, making it more objective for policy formulation as opposed to existing poverty indices in the literature.

Dynamics of Nonlinear Time-Delay Systems

CERN Document Server

Lakshmanan, Muthusamy

2010-01-01

Synchronization of chaotic systems, a patently nonlinear phenomenon, has emerged as a highly active interdisciplinary research topic at the interface of physics, biology, applied mathematics and engineering sciences. In this connection, time-delay systems described by delay differential equations have developed as particularly suitable tools for modeling specific dynamical systems. Indeed, time-delay is ubiquitous in many physical systems, for example due to finite switching speeds of amplifiers in electronic circuits, finite lengths of vehicles in traffic flows, finite signal propagation times in biological networks and circuits, and quite generally whenever memory effects are relevant. This monograph presents the basics of chaotic time-delay systems and their synchronization with an emphasis on the effects of time-delay feedback which give rise to new collective dynamics. Special attention is devoted to scalar chaotic/hyperchaotic time-delay systems, and some higher order models, occurring in different bran...

A generalized additive regression model for survival times