WorldWideScience

Sample records for time-varying expected returns

  1. Consumption growth and time-varying expected stock returns

    DEFF Research Database (Denmark)

    Vinther Møller, Stig

    2008-01-01

    at business cycle peaks. The consumption growth rate loses predictive power when it is measured based upon other quarters. This is consistent with the insight of Jagannathan and Wang [2007. Journal of Finance 62, 1623-1661] that investors tend to review their consumption and investment plans during the end......When the consumption growth rate is measured based upon fourth quarter data, it tracks predictable variation in future excess stock returns. Low fourth quarter consumption growth rates predict high future excess stock returns such that expected returns are high at business cycle troughs and low...

  2. 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

  3. End-of-the-year economic growth and time-varying expected returns

    DEFF Research Database (Denmark)

    Møller, Stig V.; Rangvid, Jesper

    2015-01-01

    We show that macroeconomic growth at the end of the year (fourth quarter or December) strongly influences expected returns on risky financial assets, whereas economic growth during the rest of the year does not. We find this pattern for many different asset classes, across different time periods...... quarters of the year. Our findings suggest that expected returns, risk aversion, and economic growth are particularly related at the end of the year, when we also expect consumers׳ portfolio adjustments to be concentrated......., and for US and international data. We also show that movements in the surplus consumption ratio of Campbell and Cochrane (1999) , a theoretically well-founded measure of time-varying risk aversion linked to macroeconomic growth, influence expected returns stronger during the fourth quarter than the other...

  4. End-of-the-year economic growth and time-varying expected returns

    DEFF Research Database (Denmark)

    Møller, Stig Vinther; Rangvid, Jesper

    We show that macroeconomic growth at the end of the year (fourth-quarter or December) strongly predicts the returns of the aggregate market, small- and large-cap stocks, portfolios sorted on book-to-market and dividend yields, bond returns, and international stock returns, whereas economic growth...... during the rest of the year does not predict returns. End-of-the-year economic growth rates contain considerably more information about expected returns than standard variables used to predict returns, are robust to the choice of macro variables, and work in-sample, out-of-sample, and in subsamples....... To explain these results, we show as the second main fi…nding of our paper that economic growth and growth in economic confidence (consumer con…dence and business con…dence) are strongly correlated during the fourth quarter, but not during the other quarters. In summary, we therefore show that when economic...

  5. End-of-the-Year Economic Growth and Time-varying Expected Returns

    DEFF Research Database (Denmark)

    Møller, Stig Vinther; Rangvid, Jesper

    We show that macroeconomic growth at the end of the year (fourth-quarter or December) strongly predicts the returns of the aggregate market, small- and large-cap stocks, portfolios sorted on book-to-market and dividend yields, bond returns, and international stock returns, whereas economic growth...... during the rest of the year does not predict returns. End-of-the-year economic growth rates contain considerably more information about expected returns than standard variables used to predict returns, are robust to the choice of macro variables, and work in-sample, out-of-sample, and in subsamples....... To explain these results, we show as the second main fi?nding of our paper that economic growth and growth in economic confidence (consumer con?dence and business con?dence) are strongly correlated during the fourth quarter, but not during the other quarters. In summary, we therefore show that when economic...

  6. Fourth-quarter Economic Growth and Time-varying Expected Returns

    DEFF Research Database (Denmark)

    Møller, Stig V.; Rangvid, Jesper

    not predict returns. Fourth-quarter economic growth rates contain considerably more information about expected returns than standard variables used in the literature, are robust to the choice of macro variable, and work in-sample, out-of-sample, and in subsamples. To help explain these results, we show...... that economic growth and growth in consumer confidence are correlated during the fourth quarter, but not during the other quarters: When economic growth is low during the fourth quarter, confidence in the economy is also low such that investors require higher future returns. We discuss rational and behavioral...... reasons why fourth-quarter economic growth, growth in consumer confidence, and expected returns are related....

  7. 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

  8. 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....

  9. Time-varying betas and Cross-Sectional Return-Risk Relation: Evidence from the UK

    NARCIS (Netherlands)

    Fraser, P; MacGregor, B.; Hoesli, M.; Hamelink, F.

    2004-01-01

    The seminal study by Fama and MacBeth in 1973 initiated a stream of papers testing for the cross-sectional relation between return and risk. The debate as to whether beta is a valid measure of risk was reanimated by Fama and French and subsequent studies. Rather than focusing on exogenous variables

  10. The Volatility of Long-term Bond Returns: Persistent Interest Shocks and Time-varying Risk Premiums

    DEFF Research Database (Denmark)

    Osterrieder, Daniela; Schotman, Peter C.

    We develop a model that can match two stylized facts of the term-structure. The first stylized fact is the predictability of excess returns on long-term bonds. Modeling this requires sufficient volatility and persistence in the price of risk. The second stylized fact is that long-term yields are ...... of long-term bond returns. The model also implies that excess bond returns do not exhibit mean reversion, consistent with the empirical evidence.......We develop a model that can match two stylized facts of the term-structure. The first stylized fact is the predictability of excess returns on long-term bonds. Modeling this requires sufficient volatility and persistence in the price of risk. The second stylized fact is that long-term yields...... are dominated by a level factor, which requires persistence in the spot interest rate. We find that a fractionally integrated process for the short rate plus a fractionally integrated specification for the price of risk leads to an analytically tractable almost affine term structure model that can explain...

  11. Oil Volatility Risk and Expected Stock Returns

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Pan, Xuhui (Nick)

    After the financialization of commodity futures markets in 2004-05 oil volatility has become a strong predictor of returns and volatility of the overall stock market. Furthermore, stocks' exposure to oil volatility risk now drives the cross-section of expected returns. The difference in average...... return between the quintile of stocks with low exposure and high exposure to oil volatility is significant at 0.66% per month, and oil volatility risk carries a significant risk premium of -0.60% per month. In the post-financialization period, oil volatility risk is strongly related with various measures...

  12. Oil Volatility Risk and Expected Stock Returns

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Pan, Xuhui (Nick)

    After the financialization of commodity futures markets in 2004-05 oil volatility has become a strong predictor of returns and volatility of the overall stock market. Furthermore, stocks' exposure to oil volatility risk now drives the cross-section of expected returns. The difference in average...... return between the quintile of stocks with low exposure and high exposure to oil volatility is significant at 0.66% per month, and oil volatility risk carries a significant risk premium of -0.60% per month. In the post-financialization period, oil volatility risk is strongly related with various measures...... of funding liquidity constraints suggesting an economic channel for the effect....

  13. Expected commodity returns and pricing models

    International Nuclear Information System (INIS)

    Cortazar, Gonzalo; Kovacevic, Ivo; Schwartz, Eduardo S.

    2015-01-01

    Stochastic models of commodity prices have evolved considerably in terms of their structure and the number and interpretation of the state variables that model the underlying risk. Using multiple factors, different specifications and modern estimation techniques, these models have gained wide acceptance because of their success in accurately fitting the observed commodity futures' term structures and their dynamics. It is not well emphasized however that these models, in addition to providing the risk neutral distribution of future spot prices, also provide their true distribution. While the parameters of the risk neutral distribution are estimated more precisely and are usually statistically significant, some of the parameters of the true distribution are typically measured with large errors and are statistically insignificant. In this paper we argue that to increase the reliability of commodity pricing models, and therefore their use by practitioners, some of their parameters — in particular the risk premium parameters — should be obtained from other sources and we show that this can be done without losing any precision in the pricing of futures contracts. We show how the risk premium parameters can be obtained from estimations of expected futures returns and provide alternative procedures for estimating these expected futures returns. - Highlights: • Simple methodology to improve the performance of commodity pricing models • New information about commodity futures expected return is added to the estimation. • No significant effect in pricing futures contracts is observed. • More reliable commodity pricing model's expected returns are obtained. • Methodology is open to any expected futures return model preferred by practitioner

  14. Expected Stock Returns and Variance Risk Premia

    DEFF Research Database (Denmark)

    Bollerslev, Tim; Tauchen, George; Zhou, Hao

    of the time series variation in post 1990 aggregate stock market returns, with high (low) premia predicting high (low) future returns. Our empirical results depend crucially on the use of "model-free," as opposed to Black- Scholes, options implied volatilities, along with accurate realized variation measures...

  15. Expected Stock Returns and Variance Risk Premia

    DEFF Research Database (Denmark)

    Bollerslev, Tim; Zhou, Hao

    We find that the difference between implied and realized variation, or the variance risk premium, is able to explain more than fifteen percent of the ex-post time series variation in quarterly excess returns on the market portfolio over the 1990 to 2005 sample period, with high (low) premia predi...... to daily, data. Our findings suggest that temporal variation in both risk-aversion and volatility-risk play an important role in determining stock market returns.......We find that the difference between implied and realized variation, or the variance risk premium, is able to explain more than fifteen percent of the ex-post time series variation in quarterly excess returns on the market portfolio over the 1990 to 2005 sample period, with high (low) premia...

  16. 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.

  17. Global Economic Growth and Expected Returns around the World

    DEFF Research Database (Denmark)

    Møller, Stig Vinther; Rangvid, Jesper

    2018-01-01

    in the global economy at the end of the year predicts higher returns over the following year. It also predicts the global business cycle. When global economic growth at the end of the year is low, investors expect a worsening of the global business cycle and increase their required returns....

  18. Estimating the Ex Ante Expected Returns to College

    OpenAIRE

    Andrew J. Hussey; Omari H. Swinton

    2011-01-01

    Rather than estimating the returns to obtaining a college degree, this paper treats the college education decision as an uncertain investment involving varying likelihoods of successful graduation. We predict earnings conditional on both graduating and not graduating from both selective and non-selective institutions, and incorporate estimated individual-specific graduation rates in calculating the ex ante expected returns from college attendance for individuals across the ability distributio...

  19. Unemployment, Investment and Global Expected Returns: A Panel FAVAR Approach

    OpenAIRE

    Ron Smith; Gylfi Zoega

    2005-01-01

    We consider the hypothesis that a common factor, global expected returns, drives unemployment and investment in 21 OECD countries over the period 1960-2002. We investigate this hypothesis using a panel-factor augmented-vector autoregression (FAVAR). We first estimate the common factors of unemployment and investment by principal components and show that the first principal component of unemployment is almost identical to that of investment and that they both show the pattern one would expect ...

  20. Accounting for Institutional Variation in Expected Returns to Higher Education

    Science.gov (United States)

    Dorius, Shawn F.; Tandberg, David A.; Cram, Bridgette

    2017-01-01

    This study leverages human capital theory to identify the correlates of expected returns on investment in higher education at the level of institutions. We leverage estimates of average ROI in post-secondary education among more than 400 baccalaureate degree conferring colleges and universities to understand the correlates of a relatively new…

  1. What is the Expected Return on a Stock?

    DEFF Research Database (Denmark)

    Martin, Ian; Wagner, Christian

    . We test the theory in-sample by running panel regressions of stock returns onto risk-neutral variances. The formula performs well at 6-month and 1-year forecasting horizons, and our predictors drive out beta, size, book-to-market, and momentum. Out-of-sample, we find that the formula outperforms......We derive a formula that expresses the expected return on a stock in terms of the risk-neutral variance of the market and the stock’s excess risk-neutral variance relative to the average stock. These components can be computed from index and stock option prices; the formula has no free parameters...

  2. What Is the Expected Return on a Stock?

    DEFF Research Database (Denmark)

    Martin, Ian; Wagner, Christian

    . We test the theory in-sample by running panel regressions of stock returns onto risk-neutral variances. The formula performs well at 6-month and 1-year forecasting horizons, and our predictors drive out beta, size, book-to-market, and momentum. Out-of-sample, we find that the formula outperforms......We derive a formula that expresses the expected return on a stock in terms of the risk-neutral variance of the market and the stock's excess risk-neutral variance relative to the average stock. These components can be computed from index and stock option prices; the formula has no free parameters...

  3. What stock market returns to expect for the future?

    Science.gov (United States)

    Diamond, P A

    2000-01-01

    In evaluating proposals for reforming Social Security that involve stock investments, the Office of the Chief Actuary (OCACT) has generally used a 7.0 percent real return for stocks. The 1994-96 Advisory Council specified that OCACT should use that return in making its 75-year projections of investment-based reform proposals. The assumed ultimate real return on Treasury bonds of 3.0 percent implies a long-run equity premium of 4.0 percent. There are two equity-premium concepts: the realized equity premium, which is measured by the actual rates of return; and the required equity premium, which investors expect to receive for being willing to hold available stocks and bonds. Over the past two centuries, the realized premium was 3.5 percent on average, but 5.2 percent for 1926 to 1998. Some critics argue that the 7.0 percent projected stock returns are too high. They base their arguments on recent developments in the capital market, the current high value of the stock market, and the expectation of slower economic growth. Increased use of mutual funds and the decline in their costs suggest a lower required premium, as does the rising fraction of the American public investing in stocks. The size of the decrease is limited, however, because the largest cost savings do not apply to the very wealthy and to large institutional investors, who hold a much larger share of the stock market's total value than do new investors. These trends suggest a lower equity premium for projections than the 5.2 percent of the past 75 years. Also, a declining required premium is likely to imply a temporary increase in the realized premium because a rising willingness to hold stocks tends to increase their price. Therefore, it would be a mistake during a transition period to extrapolate what may be a temporarily high realized return. In the standard (Solow) economic growth model, an assumption of slower long-run growth lowers the marginal product of capital if the savings rate is constant

  4. Time-varying Crash Risk

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Feunoua, Bruno; Jeon, Yoontae

    We estimate a continuous-time model with stochastic volatility and dynamic crash probability for the S&P 500 index and find that market illiquidity dominates other factors in explaining the stock market crash risk. While the crash probability is time-varying, its dynamic depends only weakly...

  5. Do expectancies of return to work and Job satisfaction predict actual return to work in workers with long lasting LBP?

    Science.gov (United States)

    Opsahl, Jon; Eriksen, Hege R; Tveito, Torill H

    2016-11-17

    Musculoskeletal disorders including low back pain have major individual and socioeconomic consequences as it often leads to disability and long-term sick leave and exclusion from working life. Predictors of disability and return to work often differ, and the dominant knowledge is on predictors for prolonged sick leave and disability. Therefore it is also important to identify key predictors for return to work. The aim of the study was to assess if overall job satisfaction and expectancies of return to work predicts actual return to work after 12 months, among employees with long lasting low back pain, and to assess if there were gender differences in the predictors. Data from the Cognitive interventions and nutritional supplements trial (CINS Trial) was used. Predictors for return to work were examined in 574 employees that had been on sick leave 2-10 months for low back pain, before entering the trial. Data were analysed with multiple logistic regression models stratified by gender, and adjusted for potential confounders. Regardless of gender high expectancies were a strong and significant predictor of return to work at 12 months, while high levels of job satisfaction were not a significant predictor. There were no differences in the levels of expectancies or overall job satisfaction between men and women. However, men had in general higher odds of returning to work compared with women. Among individuals with long lasting low back pain high expectancies of returning to work were strongly associated with successful return to work. We do not know what factors influence individual expectancies of return to work. Screening expectancies and giving individuals with low expectancies interventions with a goal to change expectancies of return to work, such as CBT or self-management interventions, may contribute to increase actual return to work. http://www.clinicaltrials.gov/ , with registration number NCT00463970 . The trial was registered at the 18th of April 2007.

  6. The VIX, the Variance Premium, and Expected Returns*

    DEFF Research Database (Denmark)

    Osterrieder, Daniela; Ventosa-Santaulària, Daniel; Vera-Valdés, J Eduardo

    2018-01-01

    . These problems are eliminated if risk is captured by the variance premium (VP) instead; it is unobservable, however. We propose a 2SLS estimator that produces consistent estimates without observing the VP. Using this method, we find a positive risk–return trade-off and long-run return predictability. Our...

  7. The Cross-Section of Expected Stock Returns.

    OpenAIRE

    Fama, Eugene F; French, Kenneth R

    1992-01-01

    Two easily measured variables, size and book-to-market equity, combine to capture the cross-sectional variation in average stock returns associated with market "beta", size, leverage, book-to-market equity, and earnings-price ratios. Moreover, when the tests allow for variation in "beta" that is unrelated to size, t he relation between market "beta" and average return is flat, even when "beta" is the only explanatory variable. Copyright 1992 by American Finance Association.

  8. Cross-Sectional Dispersion of Firm Valuations and Expected Stock Returns

    OpenAIRE

    Jiang, Danling

    2008-01-01

    This paper develops two competing hypotheses for the relation between the cross-sectional standard deviation of logarithmic firm fundamental-to-price ratios (``dispersion'') and expected aggregate returns. In models with fully rational beliefs, greater dispersion indicates greater risk and higher expected aggregate returns. In models with investor overconfidence, greater dispersion indicates greater mispricing and lower expected aggregate returns. Consistent with the behavioral models, the re...

  9. Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach

    DEFF Research Database (Denmark)

    Zhu, Jie

    There exist dual-listed stocks which are issued by the same company in some stock markets. Although these stocks bare the same firm-specific risk and enjoy identical dividends and voting policies, they are priced differently. Some previous studies show this seeming deviation from the law of one...... stock markets. Models with dynamic of Geometric Brownian Motion are adopted, multivariate GARCH models are also introduced to capture the feature of time-varying volatility in stock returns. The results suggest that the different pric- ing can be explained by the difference in expected returns between...

  10. Asset-Liability Management under time-varying Investment Opportunities

    OpenAIRE

    Ferstl, Robert; Weissensteiner, Alex

    2009-01-01

    In this paper, we propose multi-stage stochastic linear programming for asset-liability management under time-varying investment opportunities. We use a first-order unrestricted vector autoregressive process to model predictability in the asset returns and the state variables, where - additional to equity returns and dividend-price ratios - Nelson/Siegel parameters are included to account for the evolution of the yield curve. As objective function we minimize conditional value at risk of the ...

  11. Fractal analysis of time varying data

    Science.gov (United States)

    Vo-Dinh, Tuan; Sadana, Ajit

    2002-01-01

    Characteristics of time varying data, such as an electrical signal, are analyzed by converting the data from a temporal domain into a spatial domain pattern. Fractal analysis is performed on the spatial domain pattern, thereby producing a fractal dimension D.sub.F. The fractal dimension indicates the regularity of the time varying data.

  12. The value premium and time-varying volatility

    OpenAIRE

    Li, X.; Brooks, C.; Miffre, J.

    2009-01-01

    Numerous studies have documented the failure of the static and conditional capital asset pricing models to explain the difference in returns between value and growth stocks. This paper examines the post-1963 value premium by employing a model that captures the time-varying total risk of the value-minus-growth portfolios. Our results show that the time-series of value premia is strongly and positively correlated with its volatility. This conclusion is robust to the criterion used to sort stock...

  13. Expected Time to Return to Athletic Participation After Stress Fracture in Division I Collegiate Athletes.

    Science.gov (United States)

    Miller, Timothy L; Jamieson, Marissa; Everson, Sonsecharae; Siegel, Courtney

    2017-12-01

    Few studies have documented expected time to return to athletic participation after stress fractures in elite athletes. Time to return to athletic participation after stress fractures would vary by site and severity of stress fracture. Retrospective cohort study. Level 3. All stress fractures diagnosed in a single Division I collegiate men's and women's track and field/cross-country team were recorded over a 3-year period. Site and severity of injury were graded based on Kaeding-Miller classification system for stress fractures. Time to return to full unrestricted athletic participation was recorded for each athlete and correlated with patient sex and site and severity grade of injury. Fifty-seven stress fractures were diagnosed in 38 athletes (mean age, 20.48 years; range, 18-23 years). Ten athletes sustained recurrent or multiple stress fractures. Thirty-seven injuries occurred in women and 20 in men. Thirty-three stress fractures occurred in the tibia, 10 occurred in the second through fourth metatarsals, 3 occurred in the fifth metatarsal, 6 in the tarsal bones (2 navicular), 2 in the femur, and 5 in the pelvis. There were 31 grade II stress fractures, 11 grade III stress fractures, and 2 grade V stress fractures (in the same patient). Mean time to return to unrestricted sport participation was 12.9 ± 5.2 weeks (range, 6-27 weeks). No significant differences in time to return were noted based on injury location or whether stress fracture was grade II or III. The expected time to return to full unrestricted athletic participation after diagnosis of a stress fracture is 12 to 13 weeks for all injury sites. Athletes with grade V (nonunion) stress fractures may require more time to return to sport.

  14. Components in time-varying graphs.

    Science.gov (United States)

    Nicosia, Vincenzo; Tang, John; Musolesi, Mirco; Russo, Giovanni; Mascolo, Cecilia; Latora, Vito

    2012-06-01

    Real complex systems are inherently time-varying. Thanks to new communication systems and novel technologies, today it is possible to produce and analyze social and biological networks with detailed information on the time of occurrence and duration of each link. However, standard graph metrics introduced so far in complex network theory are mainly suited for static graphs, i.e., graphs in which the links do not change over time, or graphs built from time-varying systems by aggregating all the links as if they were concurrent in time. In this paper, we extend the notion of connectedness, and the definitions of node and graph components, to the case of time-varying graphs, which are represented as time-ordered sequences of graphs defined over a fixed set of nodes. We show that the problem of finding strongly connected components in a time-varying graph can be mapped into the problem of discovering the maximal-cliques in an opportunely constructed static graph, which we name the affine graph. It is, therefore, an NP-complete problem. As a practical example, we have performed a temporal component analysis of time-varying graphs constructed from three data sets of human interactions. The results show that taking time into account in the definition of graph components allows to capture important features of real systems. In particular, we observe a large variability in the size of node temporal in- and out-components. This is due to intrinsic fluctuations in the activity patterns of individuals, which cannot be detected by static graph analysis.

  15. Synchronization in an homogeneous, time-varying network with nonuniform time-varying communication delays

    NARCIS (Netherlands)

    Stoorvogel, Antonie Arij; Saberi, Ali; Zhang, Meirong

    2016-01-01

    This paper studies synchronization among identical agents that are coupled through a time-varying network with nonuniform time-varying communication delay. Given an arbitrary upper bound for the delays, a controller design methodology without exact knowledge of the network topology is proposed so

  16. Models of expected returns on the brazilian market: Empirical tests using predictive methodology

    Directory of Open Access Journals (Sweden)

    Adriano Mussa

    2009-01-01

    Full Text Available Predictive methodologies for test of the expected returns models are largely diffused on the international academic environment. However, these methods have not been used in Brazil in a systematic way. Generally, empirical studies proceeded with Brazilian stock market data are concentrated only in the first step of these methodologies. The purpose of this article was test and compare the models CAPM, 3-factors and 4-factors using a predictive methodology, considering two steps – temporal and cross-section regressions – with standard errors obtained by the techniques of Fama and Macbeth (1973. The results indicated the superiority of the 4-fators model as compared to the 3-fators model, and the superiority of the 3- factors model as compared to the CAPM, but no one of the tested models were enough on the explanation of the Brazilian stock returns. Contrary to some empirical evidences, that do not use predictive methodology, the size and momentum effect seem do not exist on the Brazilian capital markets, but there are evidences of the value effect and the relevance of the market for explanation of expected returns. These finds rise some questions, mainly caused by the originality of the methodology on the local market and by the fact that this subject is still incipient and polemic on the Brazilian academic environment.

  17. Time-Varying Periodicity in Intraday Volatility

    DEFF Research Database (Denmark)

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

    the trading day. Consequently, the test is based on comparing the empirical characteristic function of the studentized returns across the trading day. The limit distribution of the test depends on the error in recovering volatility from discrete return data and the empirical process error associated...... 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...

  18. Efficiency or speculation? A time-varying analysis of European sovereign debt

    Science.gov (United States)

    Ferreira, Paulo

    2018-01-01

    The outbreak of the Greek debt crisis caused turmoil in European markets and drew attention to the problem of public debt and its consequences. The increase in the return rates of sovereign debts was one of these consequences. However, like any other asset, sovereign debt returns are expected to have a memoryless behaviour. Analysing a total of 15 European countries (Eurozone and non-Eurozone), and applying a time-varying analysis of the Hurst exponent, we found evidence of long-range memory in sovereign bonds. When analysing the spreads between each bond and the German one, it is possible to conclude that Eurozone countries' spreads show more evidence of long-range dependence. Considering the Eurozone countries most affected by the Eurozone crisis, that long-range dependence is more evident, but started before the crisis, which could be interpreted as possible speculation by investors.

  19. Impact of speculator's expectations of returns and time scales of investment on crude oil price behaviors

    International Nuclear Information System (INIS)

    He, Ling-Yun; Fan, Ying; Wei, Yi-Ming

    2009-01-01

    Based on time series of crude oil prices (daily spot), this paper analyses price fluctuation with two significant parameters τ (speculators' time scales of investment) and ε (speculators' expectations of return) by using Zipf analysis technique, specifically, by mapping τ-returns of prices into 3-alphabeted sequences (absolute frequencies) and 2-alphabeted sequences (relative frequencies), containing the fundamental information of price fluctuations. This paper empirically explores parameters and identifies various types of speculators' cognition patterns of price behavior. In order to quantify the degree of distortion, a feasible reference is proposed: an ideal speculator. Finally, this paper discusses the similarities and differences between those cognition patterns of speculators' and those of an ideal speculator. The resultant analyses identify the possible distortion of price behaviors by their patterns. (author)

  20. Expectancies mediate the relationship between perceived injustice and return to work following whiplash injury: A 1-year prospective study.

    Science.gov (United States)

    Carriere, J S; Thibault, P; Adams, H; Milioto, M; Ditto, B; Sullivan, M J L

    2017-08-01

    Emerging evidence suggests that perceived injustice is a risk factor for work disability in individuals with whiplash injury. At present, however, little is known about the processes by which perceived injustice impacts on return to work. The purpose of this study was to examine whether expectancies mediated the relationship between perceived injustice and return to work in patients with whiplash injury. One hundred and fifty-two individuals (81 men, 71 women) with a primary diagnosis of whiplash injury completed self-report measures of pain intensity, perceived injustice and return-to-work expectancies following admission to a rehabilitation programme. Work status was assessed 1 year after discharge. Consistent with previous research, high scores on a measure of perceived injustice were associated with prolonged work disability. Results indicated that high perceptions of injustice were associated with low return-to-work expectancies. Causal mediation analyses revealed that expectancies fully mediated the relationship between perceived injustice and return to work. The findings suggest that intervention techniques designed to target expectancies could improve return-to-work outcomes in patients with whiplash injury. Discussion addresses the processes by which expectancies might impact on return-to-work outcomes and the manner in which negative return-to-work expectancies might be modified through intervention. The study confirms that expectancies are the mechanism through which perceived injustice impacts return to work following whiplash injury. The findings suggest that interventions designed to specifically target return-to-work expectancies might improve rehabilitation outcomes in patients with whiplash injury. © 2017 European Pain Federation - EFIC®.

  1. Time varying, multivariate volume data reduction

    Energy Technology Data Exchange (ETDEWEB)

    Ahrens, James P [Los Alamos National Laboratory; Fout, Nathaniel [UC DAVIS; Ma, Kwan - Liu [UC DAVIS

    2010-01-01

    Large-scale supercomputing is revolutionizing the way science is conducted. A growing challenge, however, is understanding the massive quantities of data produced by large-scale simulations. The data, typically time-varying, multivariate, and volumetric, can occupy from hundreds of gigabytes to several terabytes of storage space. Transferring and processing volume data of such sizes is prohibitively expensive and resource intensive. Although it may not be possible to entirely alleviate these problems, data compression should be considered as part of a viable solution, especially when the primary means of data analysis is volume rendering. In this paper we present our study of multivariate compression, which exploits correlations among related variables, for volume rendering. Two configurations for multidimensional compression based on vector quantization are examined. We emphasize quality reconstruction and interactive rendering, which leads us to a solution using graphics hardware to perform on-the-fly decompression during rendering. In this paper we present a solution which addresses the need for data reduction in large supercomputing environments where data resulting from simulations occupies tremendous amounts of storage. Our solution employs a lossy encoding scheme to acrueve data reduction with several options in terms of rate-distortion behavior. We focus on encoding of multiple variables together, with optional compression in space and time. The compressed volumes can be rendered directly with commodity graphics cards at interactive frame rates and rendering quality similar to that of static volume renderers. Compression results using a multivariate time-varying data set indicate that encoding multiple variables results in acceptable performance in the case of spatial and temporal encoding as compared to independent compression of variables. The relative performance of spatial vs. temporal compression is data dependent, although temporal compression has the

  2. 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.

  3. Metaheuristics for the dynamic stochastic dial-a-ride problem with expected return transports.

    Science.gov (United States)

    Schilde, M; Doerner, K F; Hartl, R F

    2011-12-01

    The problem of transporting patients or elderly people has been widely studied in literature and is usually modeled as a dial-a-ride problem (DARP). In this paper we analyze the corresponding problem arising in the daily operation of the Austrian Red Cross. This nongovernmental organization is the largest organization performing patient transportation in Austria. The aim is to design vehicle routes to serve partially dynamic transportation requests using a fixed vehicle fleet. Each request requires transportation from a patient's home location to a hospital (outbound request) or back home from the hospital (inbound request). Some of these requests are known in advance. Some requests are dynamic in the sense that they appear during the day without any prior information. Finally, some inbound requests are stochastic. More precisely, with a certain probability each outbound request causes a corresponding inbound request on the same day. Some stochastic information about these return transports is available from historical data. The purpose of this study is to investigate, whether using this information in designing the routes has a significant positive effect on the solution quality. The problem is modeled as a dynamic stochastic dial-a-ride problem with expected return transports. We propose four different modifications of metaheuristic solution approaches for this problem. In detail, we test dynamic versions of variable neighborhood search (VNS) and stochastic VNS (S-VNS) as well as modified versions of the multiple plan approach (MPA) and the multiple scenario approach (MSA). Tests are performed using 12 sets of test instances based on a real road network. Various demand scenarios are generated based on the available real data. Results show that using the stochastic information on return transports leads to average improvements of around 15%. Moreover, improvements of up to 41% can be achieved for some test instances.

  4. STUDY LINKS SOLVING THE MAXIMUM TASK OF LINEAR CONVOLUTION «EXPECTED RETURNS-VARIANCE» AND THE MINIMUM VARIANCE WITH RESTRICTIONS ON RETURNS

    Directory of Open Access Journals (Sweden)

    Maria S. Prokhorova

    2014-01-01

    Full Text Available The article deals with a study of problemsof finding the optimal portfolio securitiesusing convolutions expectation of portfolioreturns and portfolio variance. Value of thecoefficient of risk, in which the problem ofmaximizing the variance - limited yieldis equivalent to maximizing a linear convolution of criteria for «expected returns-variance» is obtained. An automated method for finding the optimal portfolio, onthe basis of which the results of the studydemonstrated is proposed.

  5. 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

  6. Time varying arctic climate change amplification

    Energy Technology Data Exchange (ETDEWEB)

    Chylek, Petr [Los Alamos National Laboratory; Dubey, Manvendra K [Los Alamos National Laboratory; Lesins, Glen [DALLHOUSIE U; Wang, Muyin [NOAA/JISAO

    2009-01-01

    During the past 130 years the global mean surface air temperature has risen by about 0.75 K. Due to feedbacks -- including the snow/ice albedo feedback -- the warming in the Arctic is expected to proceed at a faster rate than the global average. Climate model simulations suggest that this Arctic amplification produces warming that is two to three times larger than the global mean. Understanding the Arctic amplification is essential for projections of future Arctic climate including sea ice extent and melting of the Greenland ice sheet. We use the temperature records from the Arctic stations to show that (a) the Arctic amplification is larger at latitudes above 700 N compared to those within 64-70oN belt, and that, surprisingly; (b) the ratio of the Arctic to global rate of temperature change is not constant but varies on the decadal timescale. This time dependence will affect future projections of climate changes in the Arctic.

  7. Chasing the deal with the money: Measuring the required risk premium and expected abnormal returns of private equity funds to maximize their internal rate of return

    Directory of Open Access Journals (Sweden)

    Fernando Scarpati

    2013-09-01

    Full Text Available A number of scholars of private equity (“PE” have attempted to assess the ex-post returns, or performance, of PEs by adopting an ex-post perspective of asset pricing. In doing so a set of phenomena has been recognized that is thought to be specific to the PE sector, such as “money-chasing deal phenomenon” (Gompers and Lerner, 2000 and “performance persistence” (Lerner and Schoar, 2005. However, based on their continuing use of an ex-post perspective, few scholars have paid attention to the possible extent to which these and other PE phenomena may affect expected returns from PE investments. To address this problem this article draws on an ex-ante perspective of investment decision-making in suggesting how a number of drivers and factors of PE phenomena may produce “abnormal returns”, and that each of those drivers and factors should therefore be considered in accurately assessing the required risk premium and expected abnormal returns of PE investments. In making these contributions we examined a private equity investment of a regional PE in Italy and administered a telephone questionnaire to 40 PEs in Italy and the UK and found principally that while size is the most important driver in producing abnormal returns illiquidity alone cannot explain the expected returns of PE investments (cf. Franzoni et al., 2012. Based on our findings we developed a predictive model of PE decision-making that draws on an ex-ante perspective of asset pricing and takes into account PE phenomena and abnormal returns. This model extends the work of Franzoni et al. (2012, Jegadeesh et al. (2009, and Korteweg and Sorensen (2010 who did not consider the possible influence of PE phenomena in decision-making and will also help PE managers in making better-informed decisions.

  8. 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....

  9. 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...... 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 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....

  10. 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.

  11. Workers' beliefs and expectations affect return to work over 12 months

    NARCIS (Netherlands)

    Heymans, M.W.; Vet, H.C.W. de; Knol, D.L.; Bongers, P.M.; Koes, B.W.; Mechelen, W. van

    2006-01-01

    Background: Successful management of workers on sick leave due to low back pain depends on the identification by the occupational physician of modifiable prognostic factors in the early phase of sick-leave. The prognostic value of factors which influence the course of low back pain and return to

  12. Systematic Positive Expected Returns in the UK Fixed Odds Betting Market: An Analysis of the Fink Tank Predictions

    Directory of Open Access Journals (Sweden)

    Babatunde Buraimo

    2013-12-01

    Full Text Available We report striking evidence of semi-strong inefficiency in the UK fixed-odds football betting market using a reputable newspaper tipster which offers probabilities of match outcomes rather than simple result indicators. Betting on the Fink Tank probabilities of home wins across 10 bookmakers, when there are positive expected returns, would have generated positive returns in each of the seasons from 2006–07 to 2011–12 for a variety of different betting strategies. These returns could have been enhanced by employing the best odds from a greater number of bookmakers. However, the fact that pure arbitrage bets have existed for years and appear to last for several hours or days suggest they are in practice not exploitable to a magnitude that poses any threat to bookmakers.

  13. Pengaruh Beta Saham Terhadap Expected Return Dengan Model Capital Asset Pricing Pada Perusahaan Publik Di Bursa Efek Jakarta

    OpenAIRE

    Nasser, Etty M

    2007-01-01

    The objective of this research is to obtain empirical evidence of whether market beta has a significant influence on the expected return. This research examines 30 manufacturing companies listed in Jakarta Stock Exchange during 2001-2005 period. Data are mostly secondary data, obtained from Indonesian Capita! Market Directory and annual reports of the companies from 'Pusat Referensi Pasar Modal Indonesia' in Jakarta Stock Exchange. The statistical method used to test the hypothesis is multipl...

  14. PENGARUH BETA SAHAM TERHADAP EXPECTED RETURN DENGAN MODEL CAPITAL ASSET PRICING PADA PERUSAHAAN PUBLIK DI BURSA EFEK JAKARTA

    OpenAIRE

    Etty M. Nasser

    2007-01-01

    The objective of this research is to obtain empirical evidence of whether market beta has a significant influence on the expected return. This research examines 30 manufacturing companies listed in Jakarta Stock Exchange during 2001-2005 period. Data are mostly secondary data, obtained from Indonesian Capita! Market Directory and annual reports of the companies from 'Pusat Referensi Pasar Modal Indonesia' in Jakarta Stock Exchange. The statistical method used to test the hypothesis is multipl...

  15. Time-varying interaction leads to amplitude death in coupled ...

    Indian Academy of Sciences (India)

    A new form of time-varying interaction in coupled oscillators is introduced. In this interaction, each individual oscillator has always time-independent self-feedback while its interaction with other oscillators are modulated with time-varying function. This interaction gives rise to a phenomenon called amplitude death even in ...

  16. Dynamics of nonlinear oscillators with time-varying conjugate coupling

    Indian Academy of Sciences (India)

    We explore the dynamical consequences of time-varying conjugate coupling in a system of nonlinear oscillators. We analyze the behavior of coupled ... Conjugate coupling; time varying coupling. PACS Nos 05.45.Xt. 1. Introduction ..... MDS acknowledges the financial support from DST,. New Delhi. References. [1] L Glass ...

  17. Time varying controllers in discrete-time decentralized control

    NARCIS (Netherlands)

    Deliu, C.; Deliu, C.; Stoorvogel, Antonie Arij; Saberi, Ali; Roy, Sandip; Malek, Babak

    2009-01-01

    In this paper, we consider the problem of finding a time-varying controller which can stabilize a decentralized discrete-time system. In continuous-time, it was already known that time-varying decentralized controllers can achieve stabilization in cases where time-invariant decentralized controllers

  18. 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....

  19. 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.

  20. Etiology of phenotype switching strategy in time varying stochastic environment

    Science.gov (United States)

    Horvath, Denis; Brutovsky, Branislav

    2016-11-01

    In the paper, we present the two-state discrete-time Markovian model to study the impact of the two alternative switching strategies on the fitness of the population evolving in time varying environment. The first strategy, referred as the 'responsive switching', enables the cell to make transition into the state conferring to it higher fitness in the instant environment. If the alternative strategy, termed 'random switching' is applied, the cell undergoes transition into the new state not regarding the instant environment. Each strategy comes with the respective cost for its physical realization. Within the framework of evolutionary model, mutations occur as random events which change parameters of the probabilistic models corresponding to the respective switching strategies. Most of the general trends of population averages can be easily understood at the intuitive level, with a few exceptions related to the cases when too low mutation noise hampers population to follow rapid environmental changes. On the other hand, the more detailed study of the parameter distributions reveals much more complex structure than expected. The simulation results may help to understand, at the conceptual level, relation between the population heterogeneity and its environment that could find important implications in various areas, such as cancer therapy or development of risk diversifying strategies.

  1. Expectation Returns and Households' Decision in the Schooling of Their Children in Khyber Pakhtunkhwa Pakistan

    Science.gov (United States)

    Khan, Shahzad; Lurhathaiopath, Puangkaew; Matsushita, Shusuke

    2017-01-01

    This study aims to study households' expectations for their children's academic performance in Khyber Pakhtunkhwa, Pakistan. Education has a significant role in increasing the productivity and income level of an individual in a society. Household education, income, distance from school, gender discrimination within household and cost of education…

  2. Expectations

    DEFF Research Database (Denmark)

    depend on the reader’s own experiences, individual feelings, personal associations or on conventions of reading, interpretive communities and cultural conditions? This volume brings together narrative theory, fictionality theory and speech act theory to address such questions of expectations...... and intentionality in relation to narrative and fiction....

  3. Estimation of Time Varying Autoregressive Symmetric Alpha Stable

    Data.gov (United States)

    National Aeronautics and Space Administration — In this work, we present a novel method for modeling time-varying autoregressive impulsive signals driven by symmetric alpha stable distributions. The proposed...

  4. Modeling non-Gaussian time-varying vector autoregressive process

    Data.gov (United States)

    National Aeronautics and Space Administration — We present a novel and general methodology for modeling time-varying vector autoregressive processes which are widely used in many areas such as modeling of chemical...

  5. 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.

  6. 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...

  7. Human fear extinction and return of fear using reconsolidation update mechanisms: the contribution of on-line expectancy ratings.

    Science.gov (United States)

    Warren, Victor Taylor; Anderson, Kemp M; Kwon, Cliffe; Bosshardt, Lauren; Jovanovic, Tanja; Bradley, Bekh; Norrholm, Seth Davin

    2014-09-01

    Disruption of the reconsolidation of conditioned fear memories has been suggested as a non-pharmacological means of preventing the return of learned fear in human populations. A reconsolidation update paradigm was developed in which a reconsolidation window is opened by a single isolated retrieval trial of a previously reinforced CS+ which is then followed by Extinction Training within that window. However, follow-up studies in humans using multi-methods fear conditioning indices (e.g., fear-potentiated startle, skin conductance, US-expectancy) have failed to replicate the retrieval+extinction effects. In the present study, we further investigated the retrieval+extinction reconsolidation update paradigm by directly comparing the acquisition, extinction, and return of fear-potentiated startle in the absence or presence of US-expectancy measures (using a trial-by-trial response keypad) with and without retrieval of a previously acquired CS-US association. Participants were fear conditioned to two visual cue CS+'s, one of which was presented as a single, isolated retrieval trial before Extinction Training and one that was extinguished as usual. The results show that the inclusion of US-expectancy measures strengthens the CS-US association to provide enhanced fear conditioning and maintenance of fear memories over the experimental sessions. In addition, in the groups that used on-line US-expectancy measures, the retrieval+extinction procedure reduced reinstatement of fear-potentiated startle to both previously reinforced CS+'s, as compared to the extinction as usual group. Published by Elsevier Inc.

  8. The "toxic dose" of system problems: why some injured workers don't return to work as expected.

    Science.gov (United States)

    MacEachen, Ellen; Kosny, Agnieszka; Ferrier, Sue; Chambers, Lori

    2010-09-01

    Introduction Most workers who incur an injury on the job follow a relatively straightforward path through a workers' compensation claim, recovery and return to work. However, a minority of compensation claims is prolonged and can be disproportionately costly. We conducted this qualitative study in order to gain an understanding of systemic, process-related problems affecting injured workers who had failed to return to work as expected. Method A total of 69 in-depth interviews were conducted with injured workers with complex and extended workers' compensation claims and with return-to-work (RTW) providers such as health care providers, insurers, legal advisors, and workplaces. The study was based in Ontario, Canada. A modified grounded theory analysis led to the identification of common mechanisms in RTW problems. Results We identify problems with return to work and extended workers' compensation claims in dysfunctions in organizational dynamics across RTW systems including the workplace, healthcare, vocational rehabilitation and workers' compensation. These system problems are difficult to identify because they appear as relatively mundane and bureaucratic. These appeared to have damaging effects on workers in the form of a 'toxic dose' affecting the worker beyond the initial injury. Conclusions Worker's problems with extended claims were linked to RTW policies that did not easily accommodate conflict or power imbalances among RTW parties and by social relations and processes that impeded communication about RTW situations and problems. Avenues for intervention are located in a shift to a critical lens to RTW process that addresses differences of knowledge, resources, and interests among different parties.

  9. Importance-driven time-varying data visualization.

    Science.gov (United States)

    Wang, Chaoli; Yu, Hongfeng; Ma, Kwan-Liu

    2008-01-01

    The ability to identify and present the most essential aspects of time-varying data is critically important in many areas of science and engineering. This paper introduces an importance-driven approach to time-varying volume data visualization for enhancing that ability. By conducting a block-wise analysis of the data in the joint feature-temporal space, we derive an importance curve for each data block based on the formulation of conditional entropy from information theory. Each curve characterizes the local temporal behavior of the respective block, and clustering the importance curves of all the volume blocks effectively classifies the underlying data. Based on different temporal trends exhibited by importance curves and their clustering results, we suggest several interesting and effective visualization techniques to reveal the important aspects of time-varying data.

  10. Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure

    DEFF Research Database (Denmark)

    Amado, Christina; Teräsvirta, Timo

    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...... 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...

  11. Time-frequency representation based on time-varying ...

    Indian Academy of Sciences (India)

    defined in a time-frequency space and represents the evolution of signal power as a function of both time and ... the physical meaning of the intrinsic mode function (IMF) resulting from the EMD sifting process and the ... In the case of the basis function approach, each of its time-varying coefficients is expressed as a weighted ...

  12. Bayesian classification in a time-varying environment

    Science.gov (United States)

    Swain, P. H.

    1978-01-01

    The problem of classifying a pattern based on multiple observation made in a time-varying environment is analyzed. The identity of the pattern may itself change. A Bayesian solution is derived, after which the conditions of the physical situation are invoked to produce a cascade classifier model. Experimental results based on remote sensing data demonstrate the effectiveness of the classifier.

  13. 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 ...

  14. Time-frequency representation based on time-varying ...

    Indian Academy of Sciences (India)

    A parametric time-frequency representation is presented based on timevarying autoregressive model (TVAR), followed by applications to non-stationary vibration signal processing. The identification of time-varying model coefficients and the determination of model order, are addressed by means of neural networks and ...

  15. Time varying market efficiency of the GCC stock markets

    Science.gov (United States)

    Charfeddine, Lanouar; Khediri, Karim Ben

    2016-02-01

    This paper investigates the time-varying levels of weak-form market efficiency for the GCC stock markets over the period spanning from May 2005 to September 2013. We use two empirical approaches: (1) the generalized autoregressive conditional heteroscedasticity in mean (GARCH-M) model with state space time varying parameter (Kalman filter), and (2) a rolling technique sample test of the fractional long memory parameter d. As long memory estimation methods, we use the detrended fluctuation analysis (DFA) technique, the modified R/S statistic, the exact local whittle (ELW) and the feasible Exact Local Whittle (FELW) methods. Moreover, we use the Bai and Perron (1998, 2003) multiple structural breaks technique to test and date the time varying behavior of stock market efficiency. Empirical results show that GCC markets have different degrees of time-varying efficiency, and also have experiencing periods of efficiency improvement. Results also show evidence of structural breaks in all GCC markets. Moreover, we observe that the recent financial shocks such as Arab spring and subprime crises have a significant impact on the time path evolution of market efficiency.

  16. Time-varying interaction leads to amplitude death in coupled ...

    Indian Academy of Sciences (India)

    2013-09-05

    Sep 5, 2013 ... A new form of time-varying interaction in coupled oscillators is introduced. In this interaction, each individual oscillator has always time-independent self-feedback while its interac- tion with other ..... this work, and acknowl- edge the kind hospitality and financial support from the MPI-PKS Dresden, Germany.

  17. Scattering of a TEM wave from a time varying surface

    Science.gov (United States)

    Elcrat, Alan R.; Harder, T. Mark; Stonebraker, John T.

    1990-03-01

    A solution is given for reflection of a plane wave with TEM polarization from a planar surface with time varying properties. These properties are given in terms of the currents on the surface. The solution is obtained by numerically solving a system of differential-delay equations in the time domain.

  18. Time-Varying FOPDT System Identification with Unknown Disturbance Input

    DEFF Research Database (Denmark)

    Sun, Zhen; Yang, Zhenyu

    2012-01-01

    The Time-Varying First Order Plus Dead Time (TV-FOPDT) model is an extension of the conventional FOPDT by allowing the system parameters, which are primarily defined on the transfer function description, i.e., the DC-gain, time constant and time delay, to be time dependent. The TV-FOPDT identific...

  19. Precoder and decoder prediction in time-varying MIMO channel

    DEFF Research Database (Denmark)

    Nguyen, Tuan Hung; Leus, Geert; Khaled, Nadia

    2005-01-01

    the performance of a prediction scheme for multiple input multiple output (MIMO) systems that apply spatial multiplexing. We aim at predicting the future precoder/decoder directly without going through the prediction of the channel matrix. The results show that in a slowly time varying channel an increase...

  20. Electricity Futures Prices : Time Varying Sensitivity to Fundamentals

    NARCIS (Netherlands)

    S-E. Fleten (Stein-Erik); R. Huisman (Ronald); M. Kilic (Mehtap); H.P.G. Pennings (Enrico); S. Westgaard (Sjur)

    2014-01-01

    textabstractThis paper provides insight in the time-varying relation between electricity futures prices and fundamentals in the form of prices of contracts for fossil fuels. As supply curves are not constant and different producers have different marginal costs of production, we argue that the

  1. 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.

  2. 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.

  3. New stability conditions for nonlinear time varying delay systems

    Science.gov (United States)

    Elmadssia, S.; Saadaoui, K.; Benrejeb, M.

    2016-07-01

    In this paper, new practical stability conditions for a class of nonlinear time varying delay systems are proposed. The study is based on the use of a specific state space description, known as the Benrejeb characteristic arrow form matrix, and aggregation techniques to obtain delay-dependent stability conditions. Application of this method to delayed Lurie-Postnikov nonlinear systems is given. Illustrative examples are presented to show the effectiveness of the proposed approach.

  4. Electricity futures prices: time varying sensitivity to fundamentals

    OpenAIRE

    Fleten, Stein-Erik; Huisman, Ronald; Kilic, Mehtap; Pennings, Enrico; Westgaard, Sjur

    2014-01-01

    This paper provides insight into the time-varying relation between electricity futures prices and fundamentals in the form of contract prices for fossil fuels. As supply curves are not constant and different producers have different marginal costs of production, we argue that the relation between the prices of electricity futures and those of underlying fundamentals such as natural gas, coal and emission rights varies over time. We test this view by applying a model that linearly relates elec...

  5. Morphable Word Clouds for Time-Varying Text Data Visualization.

    Science.gov (United States)

    Chi, Ming-Te; Lin, Shih-Syun; Chen, Shiang-Yi; Lin, Chao-Hung; Lee, Tong-Yee

    2015-12-01

    A word cloud is a visual representation of a collection of text documents that uses various font sizes, colors, and spaces to arrange and depict significant words. The majority of previous studies on time-varying word clouds focuses on layout optimization and temporal trend visualization. However, they do not fully consider the spatial shapes and temporal motions of word clouds, which are important factors for attracting people's attention and are also important cues for human visual systems in capturing information from time-varying text data. This paper presents a novel method that uses rigid body dynamics to arrange multi-temporal word-tags in a specific shape sequence under various constraints. Each word-tag is regarded as a rigid body in dynamics. With the aid of geometric, aesthetic, and temporal coherence constraints, the proposed method can generate a temporally morphable word cloud that not only arranges word-tags in their corresponding shapes but also smoothly transforms the shapes of word clouds over time, thus yielding a pleasing time-varying visualization. Using the proposed frame-by-frame and morphable word clouds, people can observe the overall story of a time-varying text data from the shape transition, and people can also observe the details from the word clouds in frames. Experimental results on various data demonstrate the feasibility and flexibility of the proposed method in morphable word cloud generation. In addition, an application that uses the proposed word clouds in a simulated exhibition demonstrates the usefulness of the proposed method.

  6. 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.

  7. Social contagions on time-varying community networks

    Science.gov (United States)

    Liu, Mian-Xin; Wang, Wei; Liu, Ying; Tang, Ming; Cai, Shi-Min; Zhang, Hai-Feng

    2017-05-01

    Time-varying community structures exist widely in real-world networks. However, previous studies on the dynamics of spreading seldom took this characteristic into account, especially those on social contagions. To study the effects of time-varying community structures on social contagions, we propose a non-Markovian social contagion model on time-varying community networks based on the activity-driven network model. A mean-field theory is developed to analyze the proposed model. Through theoretical analyses and numerical simulations, two hierarchical features of the behavior adoption processes are found. That is, when community strength is relatively large, the behavior can easily spread in one of the communities, while in the other community the spreading only occurs at higher behavioral information transmission rates. Meanwhile, in spatial-temporal evolution processes, hierarchical orders are observed for the behavior adoption. Moreover, under different information transmission rates, three distinctive patterns are demonstrated in the change of the whole network's final adoption proportion along with the growing community strength. Within a suitable range of transmission rate, an optimal community strength can be found that can maximize the final adoption proportion. Finally, compared with the average activity potential, the promoting or inhibiting of social contagions is much more influenced by the number of edges generated by active nodes.

  8. Online dynamic mode decomposition for time-varying systems

    Science.gov (United States)

    Zhang, Hao; Rowley, Clarence; Deem, Eric; Cattafesta, Louis

    2017-11-01

    Dynamic mode decomposition (DMD) is a popular technique for modal decomposition, flow analysis, and reduced-order modeling. In situations where a system is time varying, one would like to update the system's description online as time evolves. This work provides an efficient method for computing the DMD matrix in real time, updating the approximation of a system's dynamics as new data becomes available. The algorithm does not require storage of past data, and computes the exact DMD matrix using rank-1 updates. A weighting factor that places less weight on older data can be incorporated in a straightforward manner, making the method particularly well suited to time-varying systems. The efficiency of the method is compared against several existing DMD algorithms: for problems in which the state dimension is less than about 200, the proposed algorithm is the most efficient for real-time computation, and it can be orders of magnitude more efficient than the standard DMD algorithm. The method is demonstrated on several examples, including a time-varying linear system and a more complex example using data from a wind tunnel experiment. Supported by AFOSR Grant FA9550-14-1-0289, and by DARPA award HR0011-16-C-0116.

  9. 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

  10. 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.

  11. PENERAPAN MODEL ARBITRAGE PRICING THEORY DENGAN PENDEKATAN VECTOR AUTOREGRESSION DALAM MENGESTIMASI EXPECTED RETURN SAHAM (Studi Kasus: Saham-Saham Kompas100 Periode 2010-2013

    Directory of Open Access Journals (Sweden)

    VIAN RISKA AYUNING TYAS

    2014-08-01

    Full Text Available The Arbitrage Pricing Theory (APT is an alternative model to estimate the price of securities based of arbitrage concept. In APT, the returns of securities are affected by several factors. This research is aimed to estimate the expected returns of securities using APT model and Vector Autoregressive model. There are ten stocks incorporated in Kompas100 index and four macroeconomic variables, these are inflation, exchange rates, the amountof circulate money (JUB, and theinterest rateof Bank Indonesia(SBI are applied in this research. The first step in using VAR is to test the stationary of the data using colerogram and the results indicate that all data are stationary. The second step is to select the optimal lag based on the smallest value of AIC. The Granger causality test shows that the LPKR stock is affected by the inflation and the exchange rate while the nine other stocks do not show the existence of the expected causality. The results of causality test are then estimated by the VAR models in order to obtain expected returnof macroeconomic factors. The expected return of macroeconomic factors obtained is used in the APT model, then the expected return stock LPKR is calculated. It shows that the expected return of LPKR is 3,340%

  12. 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

  13. 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.

  14. Testing for time-varying loadings in dynamic factor models

    DEFF Research Database (Denmark)

    Mikkelsen, Jakob Guldbæk

    Abstract: In this paper we develop a test for time-varying factor loadings in factor models. The test is simple to compute and is constructed from estimated factors and residuals using the principal components estimator. The hypothesis is tested by regressing the squared residuals on the squared...... factors. The squared correlation coefficient times the sample size has a limiting chi-squared distribution. The test can be made robust to serial correlation in the idiosyncratic errors. We find evidence for factor loadings variance in over half of the variables in a dataset for the US economy, while...

  15. 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

  16. Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility

    Czech Academy of Sciences Publication Activity Database

    Baruník, Jozef; Kukačka, Jiří

    2015-01-01

    Roč. 15, č. 6 (2015), s. 959-973 ISSN 1469-7688 R&D Projects: GA ČR GA402/09/0965; GA ČR GA13-32263S EU Projects: European Commission 612955 - FINMAP Institutional support: RVO:67985556 Keywords : Stochastic cusp catastrophe model * Realized volatility * Bifurcations * Stock market crash Subject RIV: AH - Economics Impact factor: 0.794, year: 2015 http://library.utia.cas.cz/separaty/2014/E/barunik-0434202.pdf

  17. Time-varying vector fields and their flows

    CERN Document Server

    Jafarpour, Saber

    2014-01-01

    This short book provides a comprehensive and unified treatment of time-varying vector fields under a variety of regularity hypotheses, namely finitely differentiable, Lipschitz, smooth, holomorphic, and real analytic. The presentation of this material in the real analytic setting is new, as is the manner in which the various hypotheses are unified using functional analysis. Indeed, a major contribution of the book is the coherent development of locally convex topologies for the space of real analytic sections of a vector bundle, and the development of this in a manner that relates easily to classically known topologies in, for example, the finitely differentiable and smooth cases. The tools used in this development will be of use to researchers in the area of geometric functional analysis.

  18. Parametric estimation of time varying baselines in airborne interferometric SAR

    DEFF Research Database (Denmark)

    Mohr, Johan Jacob; Madsen, Søren Nørvang

    1996-01-01

    A method for estimation of time varying spatial baselines in airborne interferometric synthetic aperture radar (SAR) is described. The range and azimuth distortions between two images acquired with a non-linear baseline are derived. A parametric model of the baseline is then, in a least square...... sense, estimated from image shifts obtained by cross correlation of numerous small patches throughout the image. The method has been applied to airborne EMISAR imagery from the 1995 campaign over the Storstrommen Glacier in North East Greenland conducted by the Danish Center for Remote Sensing. This has...... reduced the baseline uncertainties from several meters to the centimeter level in a 36 km scene. Though developed for airborne SAR the method can easily be adopted to satellite data...

  19. Visualisation of time-varying respiratory system elastance in experimental ARDS animal models.

    Science.gov (United States)

    van Drunen, Erwin J; Chiew, Yeong Shiong; Pretty, Christopher; Shaw, Geoffrey M; Lambermont, Bernard; Janssen, Nathalie; Chase, J Geoffrey; Desaive, Thomas

    2014-03-02

    Patients with acute respiratory distress syndrome (ARDS) risk lung collapse, severely altering the breath-to-breath respiratory mechanics. Model-based estimation of respiratory mechanics characterising patient-specific condition and response to treatment may be used to guide mechanical ventilation (MV). This study presents a model-based approach to monitor time-varying patient-ventilator interaction to guide positive end expiratory pressure (PEEP) selection. The single compartment lung model was extended to monitor dynamic time-varying respiratory system elastance, Edrs, within each breathing cycle. Two separate animal models were considered, each consisting of three fully sedated pure pietrain piglets (oleic acid ARDS and lavage ARDS). A staircase recruitment manoeuvre was performed on all six subjects after ARDS was induced. The Edrs was mapped across each breathing cycle for each subject. Six time-varying, breath-specific Edrs maps were generated, one for each subject. Each Edrs map shows the subject-specific response to mechanical ventilation (MV), indicating the need for a model-based approach to guide MV. This method of visualisation provides high resolution insight into the time-varying respiratory mechanics to aid clinical decision making. Using the Edrs maps, minimal time-varying elastance was identified, which can be used to select optimal PEEP. Real-time continuous monitoring of in-breath mechanics provides further insight into lung physiology. Therefore, there is potential for this new monitoring method to aid clinicians in guiding MV treatment. These are the first such maps generated and they thus show unique results in high resolution. The model is limited to a constant respiratory resistance throughout inspiration which may not be valid in some cases. However, trends match clinical expectation and the results highlight both the subject-specificity of the model, as well as significant inter-subject variability.

  20. 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.

  1. Time-varying trends of global vegetation activity

    Science.gov (United States)

    Pan, N.; Feng, X.; Fu, B.

    2016-12-01

    Vegetation plays an important role in regulating the energy change, water cycle and biochemical cycle in terrestrial ecosystems. Monitoring the dynamics of vegetation activity and understanding their driving factors have been an important issue in global change research. Normalized Difference Vegetation Index (NDVI), an indicator of vegetation activity, has been widely used in investigating vegetation changes at regional and global scales. Most studies utilized linear regression or piecewise linear regression approaches to obtain an averaged changing rate over a certain time span, with an implicit assumption that the trend didn't change over time during that period. However, no evidence shows that this assumption is right for the non-linear and non-stationary NDVI time series. In this study, we adopted the multidimensional ensemble empirical mode decomposition (MEEMD) method to extract the time-varying trends of NDVI from original signals without any a priori assumption of their functional form. Our results show that vegetation trends are spatially and temporally non-uniform during 1982-2013. Most vegetated area exhibited greening trends in the 1980s. Nevertheless, the area with greening trends decreased over time since the early 1990s, and the greening trends have stalled or even reversed in many places. Regions with browning trends were mainly located in southern low latitudes in the 1980s, whose area decreased before the middle 1990s and then increased at an accelerated rate. The greening-to-browning reversals were widespread across all continents except Oceania (43% of the vegetated areas), most of which happened after the middle 1990s. In contrast, the browning-to-greening reversals occurred in smaller area and earlier time. The area with monotonic greening and browning trends accounted for 33% and 5% of the vegetated area, respectively. By performing partial correlation analyses between NDVI and climatic elements (temperature, precipitation and cloud cover

  2. Stability of stationary and time-varying nongyrotropic particle distributions

    Directory of Open Access Journals (Sweden)

    A. L. Brinca

    Full Text Available The ubiquity of nongyrotropic particle populations in space plasmas warrants the study of their characteristics, in particular their stability. The unperturbed nongyrotropic distribution functions in homogeneous media without sources and sinks (closed phase space must be rotating and time-varying (TNG, whereas consideration of open phase spaces allows for the occurrence of homogeneous and stationary distributions (SNG. The free energy brought about by the introduction of gyrophase organization in a particle population can destabilize otherwise thoroughly stable magnetoplasmas (or, a fortiori, enhance pre-existing gyrotropic instabilities and feed intense wave growth both in TNG and SNG environments: The nongyrotropic (electron or ion species can originate unstable coupling among the gyrotropic characteristic waves. The stability properties of these two types of homogeneous nongyrotropy shall be contrasted for parallel (with respect to the ambient magnetic field and perpendicular propagation, and their potential role as wave activity sources shall be illustrated resorting to solutions of the appropriate dispersion equations and numerical simulations.

    Key words. Space plasma physics (waves and instabilities · Magnetospheric physics (plasma waves and instabilities · Interplanetary physics (plasma waves and turbulence

  3. A Novel Time-Varying Friction Compensation Method for Servomechanism

    Directory of Open Access Journals (Sweden)

    Bin Feng

    2015-01-01

    Full Text Available Friction is an inevitable nonlinear phenomenon existing in servomechanisms. Friction errors often affect their motion and contour accuracies during the reverse motion. To reduce friction errors, a novel time-varying friction compensation method is proposed to solve the problem that the traditional friction compensation methods hardly deal with. This problem leads to an unsatisfactory friction compensation performance and the motion and contour accuracies cannot be maintained effectively. In this method, a trapezoidal compensation pulse is adopted to compensate for the friction errors. A generalized regression neural network algorithm is used to generate the optimal pulse amplitude function. The optimal pulse duration function and the pulse amplitude function can be established by the pulse characteristic parameter learning and then the optimal friction compensation pulse can be generated. The feasibility of friction compensation method was verified on a high-precision X-Y worktable. The experimental results indicated that the motion and contour accuracies were improved greatly with reduction of the friction errors, in different working conditions. Moreover, the overall friction compensation performance indicators were decreased by more than 54% and this friction compensation method can be implemented easily on most of servomechanisms in industry.

  4. Ultrasound Background Cancellation Based on Time-Varying Synthesis

    Science.gov (United States)

    Mijares-Chan, Jose Juan; Thomas, Gabriel

    Fault detection based on ultrasonic imaging is a common technique used in non destructive testing. Correct interpretation of the scans requires training so that responses from unwanted echoes such as the background are discriminated from echoes corresponding to faults. Thus, enhancement in the form of displaying the desired echoes without the background response can offer an advantage for detection or further quantification of the fault. A fast way to achieve this goal and detect the background signatures and isolate them from the fault ones is to use time-frequency analysis. When time-varying filtering is used, the tendency is to recover the echoes coming from the faults. These echoes are reconstructed with no phase distortion because the system is linear and the scans c in which the background was cancelled in different specimens where faults were located very close to the surface buried within the initial pulse response and close to each other deeper in the specimen. This technique uses a single reference scan fast enough so that to finish the processing earlier than the time required to acquire a new scan.

  5. 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.

  6. 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.

  7. Study of selected phenotype switching strategies in time varying environment

    Science.gov (United States)

    Horvath, Denis; Brutovsky, Branislav

    2016-03-01

    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.

  8. Opinion formation with time-varying bounded confidence.

    Science.gov (United States)

    Zhang, YunHong; Liu, QiPeng; Zhang, SiYing

    2017-01-01

    When individuals in social groups communicate with one another and are under the influence of neighbors' opinions, they typically revise their own opinions to adapt to such peer opinions. The individual threshold of bounded confidence will thus be affected by both a change in individual confidence and by neighbor influence. Individuals thus update their own opinions with new bounded confidence, while their updated opinions also influence their neighbors' opinions. Based on this reasoned factual assumption, we propose an opinion dynamics model with time-varying bounded confidence. A directed network is formed by the rule of the individual bounded confidence threshold. The threshold of individual bounded confidence involves both confidence variation and the in/out degree of the individual node. When the confidence variation is greater, an individual's confidence in persisting in his own opinion in interactions is weaker, and the individual is more likely to adopt neighbors' opinions. In networks, the in/out degree is determined by individual neighbors. Our main research involves the process of opinion evolution and the basic laws of opinion cluster formation. Group opinions converge exponentially to consensus with stable neighbors. An individual opinion evolution is determined by the average neighbor opinion effect strength. We also explore the conditions involved in forming a stable neighbor relationship and the influence of the confidence variation in the convergence of the threshold of bounded confidence. The results show that the influence on opinion evolution is greater with increased confidence variation.

  9. On the Anonymity Risk of Time-Varying User Profiles

    Directory of Open Access Journals (Sweden)

    Silvia Puglisi

    2017-04-01

    Full Text Available Websites and applications use personalisation services to profile their users, collect their patterns and activities and eventually use this data to provide tailored suggestions. User preferences and social interactions are therefore aggregated and analysed. Every time a user publishes a new post or creates a link with another entity, either another user, or some online resource, new information is added to the user profile. Exposing private data does not only reveal information about single users’ preferences, increasing their privacy risk, but can expose more about their network that single actors intended. This mechanism is self-evident in social networks where users receive suggestions based on their friends’ activities. We propose an information-theoretic approach to measure the differential update of the anonymity risk of time-varying user profiles. This expresses how privacy is affected when new content is posted and how much third-party services get to know about the users when a new activity is shared. We use actual Facebook data to show how our model can be applied to a real-world scenario.

  10. Robust Adaptive OFDM with Diversity for Time-Varying Channels

    Directory of Open Access Journals (Sweden)

    Bala Erdem

    2007-01-01

    Full Text Available The performance of an orthogonal frequency-division multiplexing (OFDM system can be significantly increased by using adaptive modulation and transmit diversity. An accurate estimate of the channel, however, is required at the transmitter to realize this benefit. Due to the time-varying nature of the channel, this estimate may be outdated by the time it is used for detection. This results in a mismatch between the actual channel and its estimate as seen by the transmitter. In this paper, we investigate adaptive OFDM with transmit and receive diversities, and evaluate the detrimental effects of this channel mismatch. We also describe a robust scheme based on using past estimates of the channel. We show that the effects of the mismatch can be significantly reduced with a combination of diversity and multiple channel estimates. In addition, to reduce the amount of feedback, the subband approach is introduced where a common channel estimate for a number of subcarriers is fedback to the transmitter, and the effect of this method on the achievable rate is analyzed.

  11. Time-varying multiplex network: Intralayer and interlayer synchronization

    Science.gov (United States)

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

    2017-12-01

    A large class of engineered and natural systems, ranging from transportation networks to neuronal networks, are best represented by multiplex network architectures, namely a network composed of two or more different layers where the mutual interaction in each layer may differ from other layers. Here we consider a multiplex network where the intralayer coupling interactions are switched stochastically with a characteristic frequency. We explore the intralayer and interlayer synchronization of such a time-varying multiplex network. We find that the analytically derived necessary condition for intralayer and interlayer synchronization, obtained by the master stability function approach, is in excellent agreement with our numerical results. Interestingly, we clearly find that the higher frequency of switching links in the layers enhances both intralayer and interlayer synchrony, yielding larger windows of synchronization. Further, we quantify the resilience of synchronous states against random perturbations, using a global stability measure based on the concept of basin stability, and this reveals that intralayer coupling strength is most crucial for determining both intralayer and interlayer synchrony. Lastly, we investigate the robustness of interlayer synchronization against a progressive demultiplexing of the multiplex structure, and we find that for rapid switching of intralayer links, the interlayer synchronization persists even when a large number of interlayer nodes are disconnected.

  12. EEG correlates of time-varying BOLD functional connectivity

    Science.gov (United States)

    Chang, Catie; Liu, Zhongming; Chen, Michael C.; Liu, Xiao; Duyn, Jeff H.

    2013-01-01

    Recent resting-state fMRI studies have shown that the apparent functional connectivity (FC) between brain regions may undergo changes on time-scales of seconds to minutes, the basis and importance of which are largely unknown. Here, we examine the electrophysiological correlates of within-scan FC variations during a condition of eyes-closed rest. A sliding window analysis of simultaneous EEG-fMRI data was performed to examine whether temporal variations in coupling between three major networks (default mode; DMN, dorsal attention; DAN, and salience network; SN) are associated with temporal variations in mental state, as assessed from the amplitude of alpha and theta oscillations in the EEG. In our dataset, alpha power showed a significant inverse relationship with the strength of connectivity between DMN and DAN. In addition, alpha power covaried with the spatial extent of anticorrelation between DMN and DAN, with higher alpha power associated with larger anticorrelation extent. Results suggest an electrical signature of the time-varying FC between the DAN and DMN, potentially reflecting neural and state-dependent variations. PMID:23376790

  13. Stock Return and Cash Flow Predictability: The Role of Volatility Risk

    DEFF Research Database (Denmark)

    Bollerslev, Tim; Xu, Lai; Zhou, Hao

    We examine the joint predictability of return and cash flow within a present value framework, by imposing the implications from a long-run risk model that allow for both time-varying volatility and volatility uncertainty. We provide new evidence that the expected return variation and the variance...

  14. Visualization of Time-Varying Weather Ensembles across Multiple Resolutions.

    Science.gov (United States)

    Biswas, Ayan; Lin, Guang; Liu, Xiaotong; Shen, Han-Wei

    2017-01-01

    Uncertainty quantification in climate ensembles is an important topic for the domain scientists, especially for decision making in the real-world scenarios. With powerful computers, simulations now produce time-varying and multi-resolution ensemble data sets. It is of extreme importance to understand the model sensitivity given the input parameters such that more computation power can be allocated to the parameters with higher influence on the output. Also, when ensemble data is produced at different resolutions, understanding the accuracy of different resolutions helps the total time required to produce a desired quality solution with improved storage and computation cost. In this work, we propose to tackle these non-trivial problems on the Weather Research and Forecasting (WRF) model output. We employ a moment independent sensitivity measure to quantify and analyze parameter sensitivity across spatial regions and time domain. A comparison of clustering structures across three resolutions enables the users to investigate the sensitivity variation over the spatial regions of the five input parameters. The temporal trend in the sensitivity values is explored via an MDS view linked with a line chart for interactive brushing. The spatial and temporal views are connected to provide a full exploration system for complete spatio-temporal sensitivity analysis. To analyze the accuracy across varying resolutions, we formulate a Bayesian approach to identify which regions are better predicted at which resolutions compared to the observed precipitation. This information is aggregated over the time domain and finally encoded in an output image through a custom color map that guides the domain experts towards an adaptive grid implementation given a cost model. Users can select and further analyze the spatial and temporal error patterns for multi-resolution accuracy analysis via brushing and linking on the produced image. In this work, we collaborate with a domain expert whose

  15. An Exploration of the Factors Considered When Forming Expectations for Returning to Work following Sickness Absence Due to a Musculoskeletal Condition.

    Directory of Open Access Journals (Sweden)

    Amanda E Young

    Full Text Available Workers' own expectations for returning to work following a period of sickness absence have been found to be one of the best predictors of future work status; however, there is a limited understanding of why people expect what they do. The current study was undertaken with the aim of determining what people take into consideration when forming their expectations for returning to work.Thirty-four people (8 women, 26 men, who were off work due to a musculoskeletal condition, participated in one of 14 focus groups. Participants were aged 25 to 65 (M = 45, SD = 12.6, and all had been out of work for 3 months or less.All participants reported expecting to return to work, with the most common timeframe being approximately 30 days (Range = 1 day-12 months. When explaining what they thought about when forming their expectations, participants referenced numerous considerations. Much of what was spoken about could be compartmentalized to reflect features of themselves, their condition, or their broader environmental contexts. Participant's subjective experience of these features influenced his or her expectations. Prominent themes included concerns about employability, a desire to get back to normal, no job to go back to, mixed emotions, re-injury concerns, the judgments of workplace stakeholders, being needed by their employer, waiting for input, until the money runs out, and working out what was in their best interest.Indications are that many of the reported considerations are amenable to intervention, suggesting opportunities to assist workers in the process of returning to work.

  16. 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

  17. 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.

  18. The STARDUST Discovery Mission: Data from the Encounter with Comet Wild 2 and the Expected Sample Return

    Science.gov (United States)

    Sandford, Scott A.

    2004-01-01

    On January 2,2004, the STARDUST spacecraft made the closest ever flyby (236 km) of the nucleus of a comet - Comet Wild 2. During the fly by the spacecraft collected samples of dust from the coma of the comet. These samples will be returned to Earth on January 15,2006. After a brief preliminary examination to establish the nature of the returned samples, they will be made available to the general scientific community for study. In addition to its aerogel dust collector, the STARDUST spacecraft was also equipped with instruments that made in situ measurements of the comet during the flyby. These included several dust impact monitors, a mass spectrometer, and a camera. The spacecraft's communication system was also used to place dynamical constraints on the mass of the nucleus and the number of impacts the spacecraft had with large particles. The data taken by these instruments indicate that the spacecraft successfully captured coma samples. These instruments, particularly the camera, also demonstrated that Wild 2 is unlike any other object in the Solar System previously visited by a spacecraft. During my talk I will discuss the scientific goals of the STARDUST mission and provide an overview of its design and flight to date. I will then end with a description of the exciting data returned by the spacecraft during the recent encounter with Wild 2 and discuss what these data tell us about the nature of comets. It will probably come as no surprise that the encounter data raise as many (or more) new questions as they answer old ones.

  19. Distributed Time-Varying Formation Robust Tracking for General Linear Multiagent Systems With Parameter Uncertainties and External Disturbances.

    Science.gov (United States)

    Hua, Yongzhao; Dong, Xiwang; Li, Qingdong; Ren, Zhang

    2017-05-18

    This paper investigates the time-varying formation robust tracking problems for high-order linear multiagent systems with a leader of unknown control input in the presence of heterogeneous parameter uncertainties and external disturbances. The followers need to accomplish an expected time-varying formation in the state space and track the state trajectory produced by the leader simultaneously. First, a time-varying formation robust tracking protocol with a totally distributed form is proposed utilizing the neighborhood state information. With the adaptive updating mechanism, neither any global knowledge about the communication topology nor the upper bounds of the parameter uncertainties, external disturbances and leader's unknown input are required in the proposed protocol. Then, in order to determine the control parameters, an algorithm with four steps is presented, where feasible conditions for the followers to accomplish the expected time-varying formation tracking are provided. Furthermore, based on the Lyapunov-like analysis theory, it is proved that the formation tracking error can converge to zero asymptotically. Finally, the effectiveness of the theoretical results is verified by simulation examples.

  20. 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.

  1. In the interests of time: improving HIV allocative efficiency modelling via optimal time-varying allocations.

    Science.gov (United States)

    Shattock, Andrew J; Kerr, Cliff C; Stuart, Robyn M; Masaki, Emiko; Fraser, Nicole; Benedikt, Clemens; Gorgens, Marelize; Wilson, David P; Gray, Richard T

    2016-01-01

    International investment in the response to HIV and AIDS has plateaued and its future level is uncertain. With many countries committed to ending the epidemic, it is essential to allocate available resources efficiently over different response periods to maximize impact. The objective of this study is to propose a technique to determine the optimal allocation of funds over time across a set of HIV programmes to achieve desirable health outcomes. We developed a technique to determine the optimal time-varying allocation of funds (1) when the future annual HIV budget is pre-defined and (2) when the total budget over a period is pre-defined, but the year-on-year budget is to be optimally determined. We use this methodology with Optima, an HIV transmission model that uses non-linear relationships between programme spending and associated programmatic outcomes to quantify the expected epidemiological impact of spending. We apply these methods to data collected from Zambia to determine the optimal distribution of resources to fund the right programmes, for the right people, at the right time. Considering realistic implementation and ethical constraints, we estimate that the optimal time-varying redistribution of the 2014 Zambian HIV budget between 2015 and 2025 will lead to a 7.6% (7.3% to 7.8%) decrease in cumulative new HIV infections compared with a baseline scenario where programme allocations remain at 2014 levels. This compares to a 5.1% (4.6% to 5.6%) reduction in new infections using an optimal allocation with constant programme spending that recommends unrealistic programmatic changes. Contrasting priorities for programme funding arise when assessing outcomes for a five-year funding period over 5-, 10- and 20-year time horizons. Countries increasingly face the need to do more with the resources available. The methodology presented here can aid decision-makers in planning as to when to expand or contract programmes and to which coverage levels to maximize impact.

  2. Market Risk in Demutualised Self-Listed Stock Exchanges: An International Analysis of Selected Time-Varying Betas

    OpenAIRE

    Andrew Worthington; Helen Higgs

    2005-01-01

    This paper examines market risk in four demutualised and self-listed stock exchanges: the Australian Stock Exchange, the Deutsche Börse, the London Stock Exchange and the Singapore Stock Exchange. Daily company and MSCI index returns provide the respective asset and market portfolio data. A bivariate MA-GARCH model is used to estimate time-varying betas for each exchange from listing until 7 June 2005. While the results indicate significant beta volatility, unit root tests show the betas to b...

  3. Synchronization stability of general complex dynamical networks with time-varying delays

    International Nuclear Information System (INIS)

    Li Kun; Guan Shuguang; Gong Xiaofeng; Lai, C.-H.

    2008-01-01

    The synchronization problem of some general complex dynamical networks with time-varying delays is investigated. Both time-varying delays in the network couplings and time-varying delays in the dynamical nodes are considered. The novel delay-dependent criteria in terms of linear matrix inequalities (LMI) are derived based on free-weighting matrices technique and appropriate Lyapunov functional proposed recently. Numerical examples are given to illustrate the effectiveness and advantage of the proposed synchronization criteria

  4. Scattering and Doppler Spectral Analysis for a Fast-Moving Target above Time-Varying Lossy Dielectric Sea Surface

    Directory of Open Access Journals (Sweden)

    Ke Li

    2016-01-01

    Full Text Available A numerical electromagnetic method based on the physical optics with physical optics method (PO-PO is employed to calculate backscattered returns from a missile-like target above sea surface. Surfaces are time-varying Monte Carlo simulations initialized as realizations of a Pierson–Moskowitz spectrum. The monostatic normalized radar cross section of composite model by the hybrid PO-PO method is calculated and compared with those by the conventional method of moments, as well as the runtime and memory requirements. The results are found to be in good agreement. The runtime shows that the hybrid PO-PO method enables large-scale time-varying Monte Carlo simulations. The numerical simulations of the Doppler spectrum from the fast-moving target above time-varying lossy dielectric sea surface are obtained, and the Doppler spectra of backscattered signals from this model are discussed for different incident angles, speed of flying target, wind speeds, incident frequencies, and target altitudes in detail. Finally, the coupling effects on Doppler spectra are analyzed. All the results are obtained at the incidence of horizontal polarization wave in this study.

  5. Stabilization of the Wave Equation with Boundary Time-Varying Delay

    Directory of Open Access Journals (Sweden)

    Hao Li

    2014-01-01

    Full Text Available We study the stabilization of the wave equation with variable coefficients in a bounded domain and a time-varying delay term in the time-varying, weakly nonlinear boundary feedbacks. By the Riemannian geometry methods and a suitable assumption of nonlinearity, we obtain the uniform decay of the energy of the closed loop system.

  6. Identification of time-varying nonlinear systems using differential evolution algorithm

    DEFF Research Database (Denmark)

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

    2013-01-01

    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...

  7. Exponential stability of nonlinear time-varying differential equations and applications

    Directory of Open Access Journals (Sweden)

    N. M. Linh

    2001-05-01

    Full Text Available In this paper, we give sufficient conditions for the exponential stability of a class of nonlinear time-varying differential equations. We use the Lyapunov method with functions that are not necessarily differentiable; hence we extend previous results. We also provide an application to exponential stability for nonlinear time-varying control systems.

  8. Control of the tokamak safety factor profile with time-varying constraints using MPC

    International Nuclear Information System (INIS)

    Maljaars, E.; Felici, F.; De Baar, M.R.; Geelen, P.J.M.; Steinbuch, M.; Van Dongen, J.; Hogeweij, G.M.D.

    2015-01-01

    A controller is designed for the tokamak safety factor profile that takes real-time-varying operational and physics limits into account. This so-called model predictive controller (MPC) employs a prediction model in order to compute optimal control inputs that satisfy the given limits. The use of linearized models around a reference trajectory results in a quadratic programming problem that can easily be solved online. The performance of the controller is analysed in a set of ITER L-mode scenarios simulated with the non-linear plasma transport code RAPTOR. It is shown that the controller can reduce the tracking error due to an overestimation or underestimation of the modelled transport, while making a trade-off between residual error and amount of controller action. It is also shown that the controller can account for a sudden decrease in the available actuator power, while providing warnings ahead of time about expected violations of operational and physics limits. This controller can be extended and implemented in existing tokamaks in the near future. (paper)

  9. Identification of a Time-Varying, Box-Jenkins Model of Intrinsic Joint Compliance.

    Science.gov (United States)

    Guarin, Diego L; Kearney, Robert E

    2017-08-01

    The mechanical properties of a joint are determined by the combination of intrinsic and reflex mechanisms. However, in some situations the reflex contributions are small so that intrinsic mechanisms play the dominant role in the control of posture and movement. The intrinsic mechanisms, characterized by the joint compliance, can be described well by a second order, linear model for small perturbations around an operating point defined by mean position and torque. However, the compliance parameters depend strongly on the operating point. Thus, for functional activities, such as walking, where position and torque undergo large, rapid changes, the joint compliance will also present large, fast changes and so will appear to be Time-Varying (TV). Therefore, a TV system identification algorithm must be used to characterize these changes. This paper introduces a novel TV system identification algorithm that achieves this. The method extends an instrumental-variable based algorithm for the identification of linear, TV, parametric, Box-Jenkins models to use periodic data. Simulation studies demonstrate that the new algorithm accurately tracks the changes in intrinsic joint compliance expected during walking. Moreover, the method performs well with the complex noise encountered in practice. Consequently the new method should be a valuable tool for the study of joint mechanics during functional activities.

  10. Time-varying block codes for synchronisation errors: maximum a posteriori decoder and practical issues

    Directory of Open Access Journals (Sweden)

    Johann A. Briffa

    2014-06-01

    Full Text Available In this study, the authors consider time-varying block (TVB codes, which generalise a number of previous synchronisation error-correcting codes. They also consider various practical issues related to maximum a posteriori (MAP decoding of these codes. Specifically, they give an expression for the expected distribution of drift between transmitter and receiver because of synchronisation errors. They determine an appropriate choice for state space limits based on the drift probability distribution. In turn, they obtain an expression for the decoder complexity under given channel conditions in terms of the state space limits used. For a given state space, they also give a number of optimisations that reduce the algorithm complexity with no further loss of decoder performance. They also show how the MAP decoder can be used in the absence of known frame boundaries, and demonstrate that an appropriate choice of decoder parameters allows the decoder to approach the performance when frame boundaries are known, at the expense of some increase in complexity. Finally, they express some existing constructions as TVB codes, comparing performance with published results and showing that improved performance is possible by taking advantage of the flexibility of TVB codes.

  11. Decomposition Algorithm for Global Reachability on a Time-Varying Graph

    Science.gov (United States)

    Kuwata, Yoshiaki

    2010-01-01

    A decomposition algorithm has been developed for global reachability analysis on a space-time grid. By exploiting the upper block-triangular structure, the planning problem is decomposed into smaller subproblems, which is much more scalable than the original approach. Recent studies have proposed the use of a hot-air (Montgolfier) balloon for possible exploration of Titan and Venus because these bodies have thick haze or cloud layers that limit the science return from an orbiter, and the atmospheres would provide enough buoyancy for balloons. One of the important questions that needs to be addressed is what surface locations the balloon can reach from an initial location, and how long it would take. This is referred to as the global reachability problem, where the paths from starting locations to all possible target locations must be computed. The balloon could be driven with its own actuation, but its actuation capability is fairly limited. It would be more efficient to take advantage of the wind field and ride the wind that is much stronger than what the actuator could produce. It is possible to pose the path planning problem as a graph search problem on a directed graph by discretizing the spacetime world and the vehicle actuation. The decomposition algorithm provides reachability analysis of a time-varying graph. Because the balloon only moves in the positive direction in time, the adjacency matrix of the graph can be represented with an upper block-triangular matrix, and this upper block-triangular structure can be exploited to decompose a large graph search problem. The new approach consumes a much smaller amount of memory, which also helps speed up the overall computation when the computing resource has a limited physical memory compared to the problem size.

  12. An integrative time-varying frequency detection and channel sounding method for dynamic plasma sheath

    Science.gov (United States)

    Shi, Lei; Yao, Bo; Zhao, Lei; Liu, Xiaotong; Yang, Min; Liu, Yanming

    2018-01-01

    The plasma sheath-surrounded hypersonic vehicle is a dynamic and time-varying medium and it is almost impossible to calculate time-varying physical parameters directly. The in-fight detection of the time-varying degree is important to understand the dynamic nature of the physical parameters and their effect on re-entry communication. In this paper, a constant envelope zero autocorrelation (CAZAC) sequence based on time-varying frequency detection and channel sounding method is proposed to detect the plasma sheath electronic density time-varying property and wireless channel characteristic. The proposed method utilizes the CAZAC sequence, which has excellent autocorrelation and spread gain characteristics, to realize dynamic time-varying detection/channel sounding under low signal-to-noise ratio in the plasma sheath environment. Theoretical simulation under a typical time-varying radio channel shows that the proposed method is capable of detecting time-variation frequency up to 200 kHz and can trace the channel amplitude and phase in the time domain well under -10 dB. Experimental results conducted in the RF modulation discharge plasma device verified the time variation detection ability in practical dynamic plasma sheath. Meanwhile, nonlinear phenomenon of dynamic plasma sheath on communication signal is observed thorough channel sounding result.

  13. Globally Asymptotic Stability of Stochastic Nonlinear Systems with Time-Varying Delays via Output Feedback Control

    Directory of Open Access Journals (Sweden)

    Mingzhu Song

    2016-01-01

    Full Text Available We address the problem of globally asymptotic stability for a class of stochastic nonlinear systems with time-varying delays. By the backstepping method and Lyapunov theory, we design a linear output feedback controller recursively based on the observable linearization for a class of stochastic nonlinear systems with time-varying delays to guarantee that the closed-loop system is globally asymptotically stable in probability. In particular, we extend the deterministic nonlinear system to stochastic nonlinear systems with time-varying delays. Finally, an example and its simulations are given to illustrate the theoretical results.

  14. Robustness Analysis of Hybrid Stochastic Neural Networks with Neutral Terms and Time-Varying Delays

    Directory of Open Access Journals (Sweden)

    Chunmei Wu

    2015-01-01

    Full Text Available We analyze the robustness of global exponential stability of hybrid stochastic neural networks subject to neutral terms and time-varying delays simultaneously. Given globally exponentially stable hybrid stochastic neural networks, we characterize the upper bounds of contraction coefficients of neutral terms and time-varying delays by using the transcendental equation. Moreover, we prove theoretically that, for any globally exponentially stable hybrid stochastic neural networks, if additive neutral terms and time-varying delays are smaller than the upper bounds arrived, then the perturbed neural networks are guaranteed to also be globally exponentially stable. Finally, a numerical simulation example is given to illustrate the presented criteria.

  15. On the synchronization of neural networks containing time-varying delays and sector nonlinearity

    International Nuclear Information System (INIS)

    Yan, J.-J.; Lin, J.-S.; Hung, M.-L.; Liao, T.-L.

    2007-01-01

    We present a systematic design procedure for synchronization of neural networks subject to time-varying delays and sector nonlinearity in the control input. Based on the drive-response concept and the Lyapunov stability theorem, a memoryless decentralized control law is proposed which guarantees exponential synchronization even when input nonlinearity is present. The supplementary requirement that the time-derivative of time-varying delays must be smaller than one is released for the proposed control scheme. A four-dimensional Hopfield neural network with time-varying delays is presented as the illustrative example to demonstrate the effectiveness of the proposed synchronization scheme

  16. Pengaruh Downside Beta, Upside Beta, Dan Beta Terhadap Expected Return (Studi Pada Saham Yang Termasuk Dalam 50 Leading Market Capitalization Di Bursa Efek Indonesia Periode 2012-2015)

    OpenAIRE

    Sinaga, Maria Goretty; Sulasmiyati, Sri

    2017-01-01

    Return or return on an investment is required by the investor. Most investors currently prefer shares in emerging markets. Return in the emerging market is not always symmetrical, it shows return in the emerging market is not normally distributed. The purposive of this research want to learn, compare, and explain about some model of stock risk. On this research downside risk expressed with beta downside. The models used in this research among others, dowside beta, upside beta, and beta. The k...

  17. Multi-bearing weak defect detection for wayside acoustic diagnosis based on a time-varying spatial filtering rearrangement

    Science.gov (United States)

    Zhang, Shangbin; He, Qingbo; Ouyang, Kesai; Xiong, Wei

    2018-02-01

    The wayside Acoustic Defective Bearing Detector (ADBD) system plays an important role in ensuring the safety of railway transportation. However, Doppler distortion and multi-bearing source aliasing in the acquired acoustic bearing signals significantly decrease the accuracy of bearing diagnosis. Traditional multisource separation schemes using time-frequency filters constructed by a single microphone signal always show poor performance on weak signal separation. Inspired by an assumption that the spatial location of different sources is different, this paper proposes a novel time-varying spatial filtering rearrangement (TSFR) scheme based on a microphone array to overcome current difficulties. In the scheme, a zero-angle spatial filter and peak searching are proposed to obtain the time-centers of corresponding sources. Based on these time-centers, several time-varying spatial filters are designed to extract different source signals. Then interpolation and rearrangement are used to correct the Doppler distortion and reconstruct the corresponding separated signals. Finally, the train bearing fault diagnosis is implemented by analyzing the envelope spectrum of the corrected signals. Because the time-varying spatial filter construction is only dependent on the source location and has little relationship with the signal energy, the proposed TSFR scheme has significant advantages in weak signal separation and diagnosis in comparison with traditional ones. With the verifications by both simulation and experiment cases, the proposed array-based TSFR scheme shows a good performance on multiple fault source separation and is expected to be used in the ADBD system.

  18. The stability of multichannel sound systems with time-varying mixing matrices.

    Science.gov (United States)

    Schlecht, Sebastian J; Habets, Emanuël A P

    2016-07-01

    Various time-varying algorithms have been applied in multichannel sound systems to improve the system's stability and, among these, frequency shifting has been demonstrated to reach the maximum stability improvement achievable by time-variation in general. However, the modulation artifacts have been found to diminish the gain improvement unusable for a higher number of channels and high-quality applications such as music reproduction. This paper proposes alternatively time-varying mixing matrices, which is an efficient algorithm corresponding to symmetric up and down frequency shifting. It is shown with a statistical approach that time-varying mixing matrices can as well achieve maximum stability improvement for a higher number of channels. A listening test demonstrates the improved quality of time-varying mixing matrices over frequency shifting.

  19. 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.

  20. 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.

  1. TIME-VARYING MULTIPRODUCT HEDGE RATIO ESTIMATION IN THE SOYBEAN COMPLEX: A SIMPLIFIED APPROACH

    OpenAIRE

    Manfredo, Mark R.; Garcia, Philip; Leuthold, Raymond M.

    2000-01-01

    In developing optimal hedge ratios for the soybean processing margin, many authors have illustrated the importance of considering the interactions between the cash and futures prices for soybeans, soybean oil, and soybean meal. Conditional as well as time-varying hedge ratios have been examined, but in the case of multiproduct time-varying hedge ratios, the difficulty in estimation has been found to often outweigh any improvement in hedging effectiveness. This research examines the hedging ef...

  2. An estimation of crude oil import demand in Turkey: Evidence from time-varying parameters approach

    International Nuclear Information System (INIS)

    Ozturk, Ilhan; Arisoy, Ibrahim

    2016-01-01

    The aim of this study is to model crude oil import demand and estimate the price and income elasticities of imported crude oil in Turkey based on a time-varying parameters (TVP) approach with the aim of obtaining accurate and more robust estimates of price and income elasticities. This study employs annual time series data of domestic oil consumption, real GDP, and oil price for the period 1966–2012. The empirical results indicate that both the income and price elasticities are in line with the theoretical expectations. However, the income elasticity is statistically significant while the price elasticity is statistically insignificant. The relatively high value of income elasticity (1.182) from this study suggests that crude oil import in Turkey is more responsive to changes in income level. This result indicates that imported crude oil is a normal good and rising income levels will foster higher consumption of oil based equipments, vehicles and services by economic agents. The estimated income elasticity of 1.182 suggests that imported crude oil consumption grows at a higher rate than income. This in turn reduces oil intensity over time. Therefore, crude oil import during the estimation period is substantially driven by income. - Highlights: • We estimated the price and income elasticities of imported crude oil in Turkey. • Income elasticity is statistically significant and it is 1.182. • The price elasticity is statistically insignificant. • Crude oil import in Turkey is more responsive to changes in income level. • Crude oil import during the estimation period is substantially driven by income.

  3. Vector-field statistics for the analysis of time varying clinical gait data.

    Science.gov (United States)

    Donnelly, C J; Alexander, C; Pataky, T C; Stannage, K; Reid, S; Robinson, M A

    2017-01-01

    In clinical settings, the time varying analysis of gait data relies heavily on the experience of the individual(s) assessing these biological signals. Though three dimensional kinematics are recognised as time varying waveforms (1D), exploratory statistical analysis of these data are commonly carried out with multiple discrete or 0D dependent variables. In the absence of an a priori 0D hypothesis, clinicians are at risk of making type I and II errors in their analyis of time varying gait signatures in the event statistics are used in concert with prefered subjective clinical assesment methods. The aim of this communication was to determine if vector field waveform statistics were capable of providing quantitative corroboration to practically significant differences in time varying gait signatures as determined by two clinically trained gait experts. The case study was a left hemiplegic Cerebral Palsy (GMFCS I) gait patient following a botulinum toxin (BoNT-A) injection to their left gastrocnemius muscle. When comparing subjective clinical gait assessments between two testers, they were in agreement with each other for 61% of the joint degrees of freedom and phases of motion analysed. For tester 1 and tester 2, they were in agreement with the vector-field analysis for 78% and 53% of the kinematic variables analysed. When the subjective analyses of tester 1 and tester 2 were pooled together and then compared to the vector-field analysis, they were in agreement for 83% of the time varying kinematic variables analysed. These outcomes demonstrate that in principle, vector-field statistics corroborates with what a team of clinical gait experts would classify as practically meaningful pre- versus post time varying kinematic differences. The potential for vector-field statistics to be used as a useful clinical tool for the objective analysis of time varying clinical gait data is established. Future research is recommended to assess the usefulness of vector-field analyses

  4. Habit, Production, and the Cross-Section of Stock Returns

    OpenAIRE

    Chen, Andrew Y.

    2014-01-01

    Solutions to the equity premium puzzle should inform us about the cross-section of stock returns. An external habit model with heterogeneous firms reproduces numerous stylized facts about both the equity premium and the value premium. The equity premium is large, time-varying, and linked with consumption volatility. The cross-section of expected returns is log-linear in B/M, and the slope matches the data. The explanation for the value premium lies in the interaction between the cross-section...

  5. Frequency-scanning interferometry using a time-varying Kalman filter for dynamic tracking measurements.

    Science.gov (United States)

    Jia, Xingyu; Liu, Zhigang; Tao, Long; Deng, Zhongwen

    2017-10-16

    Frequency scanning interferometry (FSI) with a single external cavity diode laser (ECDL) and time-invariant Kalman filtering is an effective technique for measuring the distance of a dynamic target. However, due to the hysteresis of the piezoelectric ceramic transducer (PZT) actuator in the ECDL, the optical frequency sweeps of the ECDL exhibit different behaviors, depending on whether the frequency is increasing or decreasing. Consequently, the model parameters of Kalman filter appear time varying in each iteration, which produces state estimation errors with time-invariant filtering. To address this, in this paper, a time-varying Kalman filter is proposed to model the instantaneous movement of a target relative to the different optical frequency tuning durations of the ECDL. The combination of the FSI method with the time-varying Kalman filter was theoretically analyzed, and the simulation and experimental results show the proposed method greatly improves the performance of dynamic FSI measurements.

  6. Robust stability analysis of uncertain stochastic neural networks with interval time-varying delay

    International Nuclear Information System (INIS)

    Feng Wei; Yang, Simon X.; Fu Wei; Wu Haixia

    2009-01-01

    This paper addresses the stability analysis problem for uncertain stochastic neural networks with interval time-varying delays. The parameter uncertainties are assumed to be norm bounded, and the delay factor is assumed to be time-varying and belong to a given interval, which means that the lower and upper bounds of interval time-varying delays are available. A sufficient condition is derived such that for all admissible uncertainties, the considered neural network is robustly, globally, asymptotically stable in the mean square. Some stability criteria are formulated by means of the feasibility of a linear matrix inequality (LMI), which can be effectively solved by some standard numerical packages. Finally, numerical examples are provided to demonstrate the usefulness of the proposed criteria.

  7. 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.

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

    Directory of Open Access Journals (Sweden)

    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.

  9. Global dissipativity analysis on uncertain neural networks with mixed time-varying delays

    Science.gov (United States)

    Song, Qiankun; Cao, Jinde

    2008-12-01

    In this paper, the problems of global dissipativity and global exponential dissipativity are investigated for uncertain neural networks with discrete time-varying delay and distributed time-varying delay as well as general activation functions. By constructing appropriate Lyapunov-Krasovskii functionals and employing Newton-Leibniz formulation and linear matrix inequality (LMI) technique, several new criteria for checking the global dissipativity and global exponential dissipativity of the addressed neural networks are established in terms of LMI, which can be checked numerically using the effective LMI toolbox in MATLAB. Illustrated examples are given to show the effectiveness and decreased conservatism of the proposed criteria in comparison with some existing results. It is noteworthy that the traditional assumptions on the differentiability of the time-varying delays and the boundedness of its derivative are removed.

  10. 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...

  11. 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.

  12. New results on global exponential stability of recurrent neural networks with time-varying delays

    International Nuclear Information System (INIS)

    Xu Shengyuan; Chu Yuming; Lu Junwei

    2006-01-01

    This Letter provides new sufficient conditions for the existence, uniqueness and global exponential stability of the equilibrium point of recurrent neural networks with time-varying delays by employing Lyapunov functions and using the Halanay inequality. The time-varying delays are not necessarily differentiable. Both Lipschitz continuous activation functions and monotone nondecreasing activation functions are considered. The derived stability criteria are expressed in terms of linear matrix inequalities (LMIs), which can be checked easily by resorting to recently developed algorithms solving LMIs. Furthermore, the proposed stability results are less conservative than some previous ones in the literature, which is demonstrated via some numerical examples

  13. Input–Output Finite Time Stabilization of Time-Varying Impulsive Positive Hybrid Systems under MDADT

    OpenAIRE

    Lihong Yao; Junmin Li

    2017-01-01

    Time-varying impulsive positive hybrid systems based on finite state machines (FSMs) are considered in this paper, and the concept of input–output finite time stability (IO-FTS) is extended for this type of hybrid system. The IO-FTS analysis of the single linear time-varying system is given first. Then, the sufficient conditions of IO-FTS for hybrid systems are proposed via the mode-dependent average dwell time (MDADT) technique. Moreover, the output feedback controller which can stabilize th...

  14. Robust stability for uncertain stochastic fuzzy BAM neural networks with time-varying delays

    Science.gov (United States)

    Syed Ali, M.; Balasubramaniam, P.

    2008-07-01

    In this Letter, by utilizing the Lyapunov functional and combining with the linear matrix inequality (LMI) approach, we analyze the global asymptotic stability of uncertain stochastic fuzzy Bidirectional Associative Memory (BAM) neural networks with time-varying delays which are represented by the Takagi-Sugeno (TS) fuzzy models. A new class of uncertain stochastic fuzzy BAM neural networks with time varying delays has been studied and sufficient conditions have been derived to obtain conservative result in stochastic settings. The developed results are more general than those reported in the earlier literatures. In addition, the numerical examples are provided to illustrate the applicability of the result using LMI toolbox in MATLAB.

  15. Time-Varying Biased Proportional Guidance with Seeker’s Field-of-View Limit

    OpenAIRE

    Yang, Zhe; Wang, Hui; Lin, Defu

    2016-01-01

    Traditional guidance laws with range-to-go information or time-to-go estimation may not be implemented in passive homing missiles since passive seekers cannot measure relative range directly. A time-varying biased proportional guidance law, which only uses line-of-sight (LOS) rate and look angle information, is proposed to satisfy both impact angle constraint and seeker’s field-of-view (FOV) limit. In the proposed guidance law, two time-varying bias terms are applied to divide the trajectory ...

  16. Time-varying sodium absorption in the Type Ia supernova 2013gh

    Science.gov (United States)

    Ferretti, R.; Amanullah, R.; Goobar, A.; Johansson, J.; Vreeswijk, P. M.; Butler, R. P.; Cao, Y.; Cenko, S. B.; Doran, G.; Filippenko, A. V.; Freeland, E.; Hosseinzadeh, G.; Howell, D. A.; Lundqvist, P.; Mattila, S.; Nordin, J.; Nugent, P. E.; Petrushevska, T.; Valenti, S.; Vogt, S.; Wozniak, P.

    2016-07-01

    Context. Temporal variability of narrow absorption lines in high-resolution spectra of Type Ia supernovae (SNe Ia) is studied to search for circumstellar matter. Time series which resolve the profiles of absorption lines such as Na I D or Ca II H&K are expected to reveal variations due to photoionisation and subsequent recombination of the gases. The presence, composition, and geometry of circumstellar matter may hint at the elusive progenitor system of SNe Ia and could also affect the observed reddening law. Aims: To date, there are few known cases of time-varying Na I D absorption in SNe Ia, all of which occurred during relatively late phases of the supernova (SN) evolution. Photoionisation, however, is predicted to occur during the early phases of SNe Ia, when the supernovae peak in the ultraviolet. We attempt, therefore, to observe early-time absorption-line variations by obtaining high-resolution spectra of SNe before maximum light. Methods: We have obtained photometry and high-resolution spectroscopy of SNe Ia 2013gh and iPTF 13dge, to search for absorption-line variations. Furthermore, we study interstellar absorption features in relation to the observed photometric colours of the SNe. Results: Both SNe display deep Na I D and Ca II H&K absorption features. Furthermore, small but significant variations are detected in a feature of the Na I D profile of SN 2013gh. The variations are consistent with either geometric effects of rapidly moving or patchy gas clouds or photoionisation of Na I gas at R ≈ 1019 cm from the explosion. Conclusions: Our analysis indicates that it is necessary to focus on early phases to detect photoionisation effects of gases in the circumstellar medium of SNe Ia. Different absorbers such as Na I and Ca II can be used to probe for matter at different distances from the SNe. The nondetection of variations during early phases makes it possible to put limits on the abundance of the species at those distances. Full Tables 2 and 3 are only

  17. Optimal synchronization in small-world biological neural networks with time-varying weights

    International Nuclear Information System (INIS)

    Zheng Hongyu; Luo Xiaoshu

    2009-01-01

    In this paper, a new model of small-world biological neural networks based on biophysical Hodgkin-Huxley neurons with time-varying weights is proposed. Then the synchronization phenomenon of small-world biological neural networks evoked by the learning rate is studied. The study shows that there exists an optimal synchronization state by changing the learning rate.

  18. OFDM receiver for fast time-varying channels using block-sparse Bayesian learning

    DEFF Research Database (Denmark)

    Barbu, Oana-Elena; Manchón, Carles Navarro; Rom, Christian

    2016-01-01

    We propose an iterative algorithm for OFDM receivers operating over fast time-varying channels. The design relies on the assumptions that the channel response can be characterized by a few non-negligible separable multipath components, and the temporal variation of each component gain can be well...

  19. Analysis of nonlinear systems with time varying inputs and its application to gain scheduling

    Directory of Open Access Journals (Sweden)

    J.-T. Lim

    1996-01-01

    Full Text Available An analytical framework for analysis of a class of nonlinear systems with time varying inputs is presented. It is shown that the trajectories of the transformed nonlinear systems are uniformly bounded with an ultimate bound under certain conditions shown in this paper. The result obtained is useful for applications, in particular, analysis and design of gain scheduling.

  20. Modeling the Time-Varying Nature of Student Exceptionality Classification on Achievement Growth

    Science.gov (United States)

    Nese, Joseph F. T.; Stevens, Joseph J.; Schulte, Ann C.; Tindal, Gerald; Elliott, Stephen N.

    2017-01-01

    Our purpose was to examine different approaches to modeling the time-varying nature of exceptionality classification. Using longitudinal data from one state's mathematics achievement test for 28,829 students in Grades 3 to 8, we describe the reclassification rate within special education and between general and special education, and compare four…

  1. Nonstationary Frequency Analysis of Extreme Floods Using the Time-varying Two-component Mixture Distributions

    Science.gov (United States)

    Yan, L.; Xiong, L.; Liu, D.; Hu, T.; Xu, C. Y.

    2016-12-01

    The basic IID assumption of the traditional flood frequency analysis has been challenged by nonstationarity. The most popular practice for analyzing nonstationarity of flood series is to use a fixed single-type probability distribution incorporated with the time-varying moments. However, the type of probability distribution could be both complex because of distinct flood populations and time-varying under changing environments. To allow the investigation of this complex nature, the time-varying two-component mixture distributions (TTMD) method is proposed in this study by considering the time variations of not only the moments of its component distributions but also the weighting coefficients. Having identified the existence of mixed flood populations based on circular statistics, the proposed TTMD was applied to model the annual maximum flood series (AMFS) of two stations in the Weihe River basin (WRB), with the model parameters calibrated by the meta-heuristic maximum likelihood (MHML) method. The performance of TTMD was evaluated by different diagnostic plots and indexes and compared with stationary single-type distributions, stationary mixture distributions and time-varying single-type distributions. The results highlighted the advantages of using TTMD models and physically-based covariates in nonstationary flood frequency analysis. Besides, the optimal TTMD models were considered to be capable of settling the issue of nonstationarity and capturing the mixed flood populations satisfactorily. It is concluded that the TTMD model is a good alternative in the nonstationary frequency analysis and can be applied to other regions with mixed flood populations.

  2. 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.

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

    DEFF Research Database (Denmark)

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

    1997-01-01

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

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

    Indian Academy of Sciences (India)

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

  5. Linearity Testing in Time-Varying Smooth Transition Autoregressive Models under Unknown Degree of Persistency

    DEFF Research Database (Denmark)

    Sandberg, Rickard; Kruse, Robinson

    Building upon the work of Vogelsang (1998) and Harvey and Leybourne (2007) we derive tests that are invariant to the order of integration when the null hypothesis of linearity is tested in time-varying smooth transition models. As heteroscedasticity may lead to spurious rejections of the null...

  6. Adaptive path following for Unmanned Aerial Vehicles in time-varying unknown wind environments

    NARCIS (Netherlands)

    Zhou, Bingyu; Satyavada, Harish; Baldi, S.; Sun, J.; Rajamani, R.

    2017-01-01

    In this paper, an adaptive control scheme for Unmanned Aerial Vehicles (UAVs) path following under slowly time-varying wind is developed. The proposed control strategy integrates the path following law based on the vector field method with an adaptive term counteracting the effect of wind's

  7. Modified Hubble law, the time-varying Hubble parameter and the problem of dark energy

    OpenAIRE

    Liu, Jian-Miin

    2005-01-01

    In the framework of the solvable model of cosmology constructed in the Earth-related coordinate system, we derive the modified Hubble law. This law carries the slowly time-varying Hubble parameter. The modified Hubble law eliminates the need for dark energy.

  8. Global exponential stability of BAM neural networks with time-varying delays and diffusion terms

    International Nuclear Information System (INIS)

    Wan Li; Zhou Qinghua

    2007-01-01

    The stability property of bidirectional associate memory (BAM) neural networks with time-varying delays and diffusion terms are considered. By using the method of variation parameter and inequality technique, the delay-independent sufficient conditions to guarantee the uniqueness and global exponential stability of the equilibrium solution of such networks are established

  9. Delay-dependent exponential stability of cellular neural networks with time-varying delays

    International Nuclear Information System (INIS)

    Zhang Qiang; Wei Xiaopeng; Xu Jin

    2005-01-01

    The global exponential stability of cellular neural networks (CNNs) with time-varying delays is analyzed. Two new sufficient conditions ensuring global exponential stability for delayed CNNs are obtained. The conditions presented here are related to the size of delay. The stability results improve the earlier publications. Two examples are given to demonstrate the effectiveness of the obtained results

  10. 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...

  11. 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 for...

  12. Passivity and Passification of Memristor-Based Recurrent Neural Networks With Additive Time-Varying Delays.

    Science.gov (United States)

    Rakkiyappan, Rajan; Chandrasekar, Arunachalam; Cao, Jinde

    2015-09-01

    This paper presents a new design scheme for the passivity and passification of a class of memristor-based recurrent neural networks (MRNNs) with additive time-varying delays. The predictable assumptions on the boundedness and Lipschitz continuity of activation functions are formulated. The systems considered here are based on a different time-delay model suggested recently, which includes additive time-varying delay components in the state. The connection between the time-varying delay and its upper bound is considered when estimating the upper bound of the derivative of Lyapunov functional. It is recognized that the passivity condition can be expressed in a linear matrix inequality (LMI) format and by using characteristic function method. For state feedback passification, it is verified that it is apathetic to use immediate or delayed state feedback. By constructing a Lyapunov-Krasovskii functional and employing Jensen's inequality and reciprocal convex combination technique together with a tighter estimation of the upper bound of the cross-product terms derived from the derivatives of the Lyapunov functional, less conventional delay-dependent passivity criteria are established in terms of LMIs. Moreover, second-order reciprocally convex approach is employed for deriving the upper bound for terms with inverses of squared convex parameters. The model based on the memristor with additive time-varying delays widens the application scope for the design of neural networks. Finally, pertinent examples are given to show the advantages of the derived passivity criteria and the significant improvement of the theoretical approaches.

  13. Control of the tokamak safety factor profile with time-varying constraints using MPC

    NARCIS (Netherlands)

    Maljaars, E.; Felici, F.; M.R. de Baar,; van Dongen, J.; Hogeweij, G. M. D.; P. J. M. Geelen,; Steinbuch, M.

    2015-01-01

    A controller is designed for the tokamak safety factor profile that takes real-time-varying operational and physics limits into account. This so-called model predictive controller (MPC) employs a prediction model in order to compute optimal control inputs that satisfy the given limits. The use of

  14. Resting-state time-varying analysis reveals aberrant variations of functional connectivity in autism

    Directory of Open Access Journals (Sweden)

    Zhijun Yao

    2016-09-01

    Full Text Available Recently, studies based on time-varying functional connectivity have unveiled brain states diversity in some neuropsychiatric disorders, such as schizophrenia and major depressive disorder. However, time-varying functional connectivity analysis of resting-state functional Magnetic Resonance Imaging (fMRI have been rarely performed on the Autism Spectrum Disorder (ASD. Hence, we performed time-varying connectivity analysis on resting-state fMRI data to investigate brain states mutation in ASD children. ASD showed an imbalance of connectivity state and aberrant ratio of connectivity with different strengths in the whole brain network, and decreased connectivity associated precuneus/posterior cingulate gyrus with medial prefrontal gyrus in default mode network. As compared to typical development children, weak relevance condition (the strength of a large number of connectivities in the state was less than means minus standard deviation of all connection strength was maintained for a longer time between brain areas of ASD children, and ratios of weak connectivity in brain states varied dramatically in the ASD. In the ASD, the abnormal brain state might be related to repetitive behaviors and stereotypical interests, and macroscopically reflect disruption of gamma-aminobutyric acid at the cellular level. The detection of brain states based on time-varying functional connectivity analysis of resting-state fMRI might be conducive for diagnosis and early intervention of ASD before obvious clinical symptoms.

  15. Prediction of the eigenvectors for spatial multiplexing MIMO systems in time-varying channels

    DEFF Research Database (Denmark)

    Nguyen, Hung Tuan; Leus, Geert; Khaled, Nadia

    2005-01-01

    the performance of a prediction scheme for multiple input multiple output (MIMO) systems that apply spatial multiplexing. We aim at predicting the future precoder/decoder directly without going through the prediction of the channel matrix. The results show that in a slowly time varying channel an increase...

  16. The Role of Thermal Properties in Periodic Time-Varying Phenomena

    Science.gov (United States)

    Marin, E.

    2007-01-01

    The role played by physical parameters governing the transport of heat in periodical time-varying phenomena within solids is discussed. Starting with a brief look at the conduction heat transport mechanism, the equations governing heat conduction under static, stationary and non-stationary conditions, and the physical parameters involved, are…

  17. Low-Complexity Block Turbo Equalization for OFDM Systems in Time-Varying Channels

    NARCIS (Netherlands)

    Fang, K.; Rugini, L.; Leus, G.

    2008-01-01

    We propose low-complexity block turbo equalizers for orthogonal frequency-division multiplexing (OFDM) systems in time-varying channels. The presented work is based on a soft minimum mean-squared error (MMSE) block linear equalizer (BLE) that exploits the banded structure of the frequency-domain

  18. Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy

    DEFF Research Database (Denmark)

    Callot, Laurent; Kristensen, Johannes Tang

    the monetary policy response to inflation and business cycle fluctuations in the US by estimating a parsimoniously time varying parameter Taylor rule.We document substantial changes in the policy response of the Fed in the 1970s and 1980s, and since 2007, but also document the stability of this response...

  19. Scalable Video Streaming Adaptive to Time-Varying IEEE 802.11 MAC Parameters

    Science.gov (United States)

    Lee, Kyung-Jun; Suh, Doug-Young; Park, Gwang-Hoon; Huh, Jae-Doo

    This letter proposes a QoS control method for video streaming service over wireless networks. Based on statistical analysis, the time-varying MAC parameters highly related to channel condition are selected to predict available bitrate. Adaptive bitrate control of scalably-encoded video guarantees continuity in streaming service even if the channel condition changes abruptly.

  20. The time-varying shortest path problem with fuzzy transit costs and speedup

    Directory of Open Access Journals (Sweden)

    Rezapour Hassan

    2016-08-01

    Full Text Available In this paper, we focus on the time-varying shortest path problem, where the transit costs are fuzzy numbers. Moreover, we consider this problem in which the transit time can be shortened at a fuzzy speedup cost. Speedup may also be a better decision to find the shortest path from a source vertex to a specified vertex.

  1. 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 ...

  2. Tiled Parallel Coordinates for the Visualization of Time-Varying Multichannel EEG Data

    NARCIS (Netherlands)

    Caat, M. ten; Maurits, N.M.; Roerdink, J.B.T.M.

    2005-01-01

    The field of visualization assists data interpretation in many areas, but some types of data are not manageable by existing visualization techniques. This holds in particular for time-varying multichannel EEG data. No existing technique can simultaneously visualize information from all channels in

  3. 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...

  4. Time-varying effect models for ordinal responses with applications in substance abuse research.

    Science.gov (United States)

    Dziak, John J; Li, Runze; Zimmerman, Marc A; Buu, Anne

    2014-12-20

    Ordinal responses are very common in longitudinal data collected from substance abuse research or other behavioral research. This study develops a new statistical model with free SAS macros that can be applied to characterize time-varying effects on ordinal responses. Our simulation study shows that the ordinal-scale time-varying effects model has very low estimation bias and sometimes offers considerably better performance when fitting data with ordinal responses than a model that treats the response as continuous. Contrary to a common assumption that an ordinal scale with several levels can be treated as continuous, our results indicate that it is not so much the number of levels on the ordinal scale but rather the skewness of the distribution that makes a difference on relative performance of linear versus ordinal models. We use longitudinal data from a well-known study on youth at high risk for substance abuse as a motivating example to demonstrate that the proposed model can characterize the time-varying effect of negative peer influences on alcohol use in a way that is more consistent with the developmental theory and existing literature, in comparison with the linear time-varying effect model. Copyright © 2014 John Wiley & Sons, Ltd.

  5. Dynamic coupling design for nonlinear output agreement and time-varying flow control

    NARCIS (Netherlands)

    Buerger, Mathias; De Persis, Claudio

    This paper studies the problem of output agreement in networks of nonlinear dynamical systems under time-varying disturbances, using dynamic diffusive couplings. Necessary conditions are derived for general networks of nonlinear systems, and these conditions are explicitly interpreted as conditions

  6. Failure Modes in Capacitors When Tested Under a Time-Varying Stress

    Science.gov (United States)

    Liu, David (Donhang)

    2011-01-01

    Steady step surge testing (SSST) is widely applied to screen out potential power-on failures in solid tantalum capacitors. The test simulates the power supply's on and off characteristics. Power-on failure has been the prevalent failure mechanism for solid tantalum capacitors for decoupling applications. On the other hand, the SSST can also be reviewed as an electrically destructive test under a time-varying stress. It consists of rapidly charging the capacitor with incremental voltage increases, through a low resistance in series, until the capacitor under test is electrically shorted. Highly accelerated life testing (HALT) is usually a time-efficient method for determining the failure mechanism in capacitors; however, a destructive test under a time-varying stress like SSST is even more effective. It normally takes days to complete a HALT test, but it only takes minutes for a time-varying stress test to produce failures. The advantage of incorporating specific time-varying stress into a statistical model is significant in providing an alternative life test method for quickly revealing the failure modes in capacitors. In this paper, a time-varying stress has been incorporated into the Weibull model to characterize the failure modes. The SSST circuit and transient conditions to correctly test the capacitors is discussed. Finally, the SSST was applied for testing polymer aluminum capacitors (PA capacitors), Ta capacitors, and multi-layer ceramic capacitors with both precious metal electrode (PME) and base-metal-electrodes (BME). It appears that testing results are directly associated to the dielectric layer breakdown in PA and Ta capacitors and are independent on the capacitor values, the way the capacitors being built, and the manufactures. The testing results also reveal that ceramic capacitors exhibit breakdown voltages more than 20 times the rated voltage, and the breakdown voltages are inverse proportional to the dielectric layer thickness. The possibility of

  7. Exponential networked synchronization of master-slave chaotic systems with time-varying communication topologies

    International Nuclear Information System (INIS)

    Yang Dong-Sheng; Liu Zhen-Wei; Liu Zhao-Bing; Zhao Yan

    2012-01-01

    The networked synchronization problem of a class of master-slave chaotic systems with time-varying communication topologies is investigated in this paper. Based on algebraic graph theory and matrix theory, a simple linear state feedback controller is designed to synchronize the master chaotic system and the slave chaotic systems with a time-varying communication topology connection. The exponential stability of the closed-loop networked synchronization error system is guaranteed by applying Lyapunov stability theory. The derived novel criteria are in the form of linear matrix inequalities (LMIs), which are easy to examine and tremendously reduce the computation burden from the feedback matrices. This paper provides an alternative networked secure communication scheme which can be extended conveniently. An illustrative example is given to demonstrate the effectiveness of the proposed networked synchronization method. (general)

  8. A river water quality model for time varying BOD discharge concentration

    Directory of Open Access Journals (Sweden)

    Oppenheimer Seth F.

    1999-01-01

    Full Text Available We consider a model for biochemical oxygen demand (BOD in a semi-infinite river where the BOD is prescribed by a time varying function at the left endpoint. That is, we study the problem with a time varying boundary loading. We obtain the well-posedness for the model when the boundary loading is smooth in time. We also obtain various qualitative results such as ordering, positivity, and boundedness. Of greatest interest, we show that a periodic loading function admits a unique asymptotically attracting periodic solution. For non-smooth loading functions, we obtain weak solutions. Finally, for certain special cases, we show how to obtain explicit solutions in the form of infinite series.

  9. Analysis of nonstationarity in renal autoregulation mechanisms using time-varying transfer and coherence functions

    DEFF Research Database (Denmark)

    Chon, Ki H; Zhong, Yuru; Moore, Leon C

    2008-01-01

    The extent to which renal blood flow dynamics vary in time and whether such variation contributes substantively to dynamic complexity have emerged as important questions. Data from Sprague-Dawley rats (SDR) and spontaneously hypertensive rats (SHR) were analyzed by time-varying transfer functions...... (TVTF) and time-varying coherence functions (TVCF). Both TVTF and TVCF allow quantification of nonstationarity in the frequency ranges associated with the autoregulatory mechanisms. TVTF analysis shows that autoregulatory gain in SDR and SHR varies in time and that SHR exhibit significantly more...... nonstationarity than SDR. TVTF gain in the frequency range associated with the myogenic mechanism was significantly higher in SDR than in SHR, but no statistical difference was found with tubuloglomerular (TGF) gain. Furthermore, TVCF analysis revealed that the coherence in both strains is significantly...

  10. New exponential synchronization criteria for time-varying delayed neural networks with discontinuous activations.

    Science.gov (United States)

    Cai, Zuowei; Huang, Lihong; Zhang, Lingling

    2015-05-01

    This paper investigates the problem of exponential synchronization of time-varying delayed neural networks with discontinuous neuron activations. Under the extended Filippov differential inclusion framework, by designing discontinuous state-feedback controller and using some analytic techniques, new testable algebraic criteria are obtained to realize two different kinds of global exponential synchronization of the drive-response system. Moreover, we give the estimated rate of exponential synchronization which depends on the delays and system parameters. The obtained results extend some previous works on synchronization of delayed neural networks not only with continuous activations but also with discontinuous activations. Finally, numerical examples are provided to show the correctness of our analysis via computer simulations. Our method and theoretical results have a leading significance in the design of synchronized neural network circuits involving discontinuous factors and time-varying delays. Copyright © 2015 Elsevier Ltd. All rights reserved.

  11. Passivity and passification of memristor-based recurrent neural networks with time-varying delays.

    Science.gov (United States)

    Guo, Zhenyuan; Wang, Jun; Yan, Zheng

    2014-11-01

    This paper presents new theoretical results on the passivity and passification of a class of memristor-based recurrent neural networks (MRNNs) with time-varying delays. The casual assumptions on the boundedness and Lipschitz continuity of neuronal activation functions are relaxed. By constructing appropriate Lyapunov-Krasovskii functionals and using the characteristic function technique, passivity conditions are cast in the form of linear matrix inequalities (LMIs), which can be checked numerically using an LMI toolbox. Based on these conditions, two procedures for designing passification controllers are proposed, which guarantee that MRNNs with time-varying delays are passive. Finally, two illustrative examples are presented to show the characteristics of the main results in detail.

  12. Adaptive control for a class of MIMO nonlinear time delay systems against time varying actuator failures.

    Science.gov (United States)

    Hashemi, Mahnaz; Ghaisari, Jafar; Askari, Javad

    2015-07-01

    This paper investigates an adaptive controller for a class of Multi Input Multi Output (MIMO) nonlinear systems with unknown parameters, bounded time delays and in the presence of unknown time varying actuator failures. The type of considered actuator failure is one in which some inputs may be stuck at some time varying values where the values, times and patterns of the failures are unknown. The proposed approach is constructed based on a backstepping design method. The boundedness of all the closed-loop signals is guaranteed and the tracking errors are proved to converge to a small neighborhood of the origin. The proposed approach is employed for a double inverted pendulums benchmark and a chemical reactor system. The simulation results show the effectiveness of the proposed method. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

  13. Almost Sure Stability and Stabilization for Hybrid Stochastic Systems with Time-Varying Delays

    Directory of Open Access Journals (Sweden)

    Hua Yang

    2012-01-01

    Full Text Available The problems of almost sure (a.s. stability and a.s. stabilization are investigated for hybrid stochastic systems (HSSs with time-varying delays. The different time-varying delays in the drift part and in the diffusion part are considered. Based on nonnegative semimartingale convergence theorem, Hölder’s inequality, Doob’s martingale inequality, and Chebyshev’s inequality, some sufficient conditions are proposed to guarantee that the underlying nonlinear hybrid stochastic delay systems (HSDSs are almost surely (a.s. stable. With these conditions, a.s. stabilization problem for a class of nonlinear HSDSs is addressed through designing linear state feedback controllers, which are obtained in terms of the solutions to a set of linear matrix inequalities (LMIs. Two numerical simulation examples are given to show the usefulness of the results derived.

  14. Input–Output Finite Time Stabilization of Time-Varying Impulsive Positive Hybrid Systems under MDADT

    Directory of Open Access Journals (Sweden)

    Lihong Yao

    2017-11-01

    Full Text Available Time-varying impulsive positive hybrid systems based on finite state machines (FSMs are considered in this paper, and the concept of input–output finite time stability (IO-FTS is extended for this type of hybrid system. The IO-FTS analysis of the single linear time-varying system is given first. Then, the sufficient conditions of IO-FTS for hybrid systems are proposed via the mode-dependent average dwell time (MDADT technique. Moreover, the output feedback controller which can stabilize the non-autonomous hybrid systems is derived, and the obtained results are presented in a linear programming form. Finally, a numerical example is provided to show the theoretical results.

  15. Identification of time-varying neural dynamics from spiking activities using Chebyshev polynomials.

    Science.gov (United States)

    Song Xu; Yang Li; Xudong Wang; Chan, Rosa H M

    2016-08-01

    Neural plasticity, elicited by processes such as development and learning, is an important biological attribute which can be viewed as a time-varying property of the nervous system. In this paper, we investigated the novel use of Chebyshev polynomials to estimate the changes in model parameters efficiently for time-varying dynamical systems with binary inputs and outputs. A forward orthogonal least square (FOLS) algorithm selected the significant model terms. Extensive simulations showed that the proposed algorithm identified the system changes more accurately in comparison with adaptive filter. This approach can be applied to identify not only gradual but also abrupt temporal evolutions of neural dynamics underlying nervous system activity with high sensitivity and accuracy by observing input and output spike trains only.

  16. 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.

  17. 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

  18. Event-triggered platoon control of vehicles with time-varying delay and probabilistic faults

    Science.gov (United States)

    Wei, Yue; Liyuan, Wang; Ge, Guo

    2017-03-01

    This paper investigates event-triggered platoon control of vehicles with probabilistic faults (i.e., sensor and actuator) and time-varying communication delay. A novel platoon model is established, in which the effect of time-varying delay, event-triggered scheme and probabilistic faults are involved. Based on the new model, criteria for the exponential stability and criteria for co-designing both the output feedback and the trigger parameters are derived by using Lyapunov functional. The obtained controller is complemented by additional conditions established for guaranteeing string stability and zero steady state velocity errors, yielding a useful string stable platoon control method. The effectiveness and advantage of the presented methodology are demonstrated by both numerical simulations and experiments with laboratory scale Arduino cars.

  19. Switching phase states in two van der Pol oscillators coupled by ttochastically time-varying resistor

    OpenAIRE

    Uwate, Y; Nishio, Y; Stoop, R

    2009-01-01

    We explore the synchronization and switching behavior of a system of two identical van der Pol oscillators coupled by a stochastically timevarying resistor. Triggered by the time-varying resistor, the system of oscillators switches between synchronized and anti-synchronized behavior. We find that the preference of the synchronized/antisynchronized state is determined by the ratio of the probabilities of the two resistor states. The length of the phases of maintained resistor states, however, ...

  20. Passivity of memristive BAM neural networks with leakage and additive time-varying delays

    Science.gov (United States)

    Wang, Weiping; Wang, Meiqi; Luo, Xiong; Li, Lixiang; Zhao, Wenbing; Liu, Linlin; Ping, Yuan

    2018-02-01

    This paper investigates the passivity of memristive bidirectional associate memory neural networks (MBAMNNs) with leakage and additive time-varying delays. Based on some useful inequalities and appropriate Lyapunov-Krasovskii functionals (LKFs), several delay-dependent conditions for passivity performance are obtained in linear matrix inequalities (LMIs). Moreover, the leakage delays as well as additive delays are considered separately. Finally, numerical simulations are provided to demonstrate the feasibility of the theoretical results.

  1. Testing for Change in Mean of Independent Multivariate Observations with Time Varying Covariance

    Directory of Open Access Journals (Sweden)

    Mohamed Boutahar

    2012-01-01

    Full Text Available We consider a nonparametric CUSUM test for change in the mean of multivariate time series with time varying covariance. We prove that under the null, the test statistic has a Kolmogorov limiting distribution. The asymptotic consistency of the test against a large class of alternatives which contains abrupt, smooth and continuous changes is established. We also perform a simulation study to analyze the size distortion and the power of the proposed test.

  2. Comparison of Guidance Modes for the AUV "Slocum Glider" in Time-Varying Ocean Flows

    OpenAIRE

    Eichhorn, Mike; Woithe, Hans Christian; Kremer, Ulrich

    2017-01-01

    This paper presents possibilities for the reliable guidance of an AUV "Slocum Glider" in time-varying ocean flows. The presented guidance modes consider the restricted information during a real mission about the actual position and ocean current conditions as well as the available control modes of a glider. A faster-than-real-time, full software stack simulator for the Slocum glider will be described in order to test the developed guidance modes under real mission conditions.

  3. Problems with Time-Varying Extra Dimensions or "Cardassian Expansion" as Alternatives to Dark Energy

    CERN Document Server

    Cline, J M; Cline, James M.

    2003-01-01

    It has recently been proposed that the Universe might be accelerating as a consequence of extradimensions with time varying size. We show that although these scenarios can lead to acceleration, they run into serious difficulty when taking into account limits on the time variation of the four dimensional Newton's constant. On the other hand, models of ``Cardassian'' expansion based on extra dimensions violate the weak energy condition for the bulk stress energy, for parameters that give an accelerating universe.

  4. Global exponential stability of reaction-diffusion recurrent neural networks with time-varying delays

    International Nuclear Information System (INIS)

    Liang Jinling; Cao Jinde

    2003-01-01

    Employing general Halanay inequality, we analyze the global exponential stability of a class of reaction-diffusion recurrent neural networks with time-varying delays. Several new sufficient conditions are obtained to ensure existence, uniqueness and global exponential stability of the equilibrium point of delayed reaction-diffusion recurrent neural networks. The results extend and improve the earlier publications. In addition, an example is given to show the effectiveness of the obtained result

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

    International Nuclear Information System (INIS)

    Zhang Qianhong; Luo Wei

    2009-01-01

    In this paper, a class of fuzzy bidirectional associated memory (BAM) neural networks with time-varying delays are studied. Employing fixed point theorem, matrix theory and inequality analysis, some sufficient conditions are established for the existence, uniqueness and global exponential stability of equilibrium point. The sufficient conditions are easy to verify at pattern recognition and automatic control. Finally, an example is given to show feasibility and effectiveness of our results.

  6. A note on "Multicriteria adaptive paths in stochastic, time-varying networks"

    DEFF Research Database (Denmark)

    Pretolani, Daniele; Nielsen, Lars Relund; Andersen, Kim Allan

    In a recent paper, Opasanon and Miller-Hooks study multicriteria adaptive paths in stochastic time-varying networks. They propose a label correcting algorithm for finding the full set of efficient strategies. In this note we show that their algorithm is not correct, since it is based on a property...... that does not hold in general. Opasanon and Miller-Hooks also propose an algorithm for solving a parametric problem. We give a simplified algorithm which is linear in the input size....

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

    Indian Academy of Sciences (India)

    (27). From eq. (27), we observe that Λ is a constant in the absence of matter (Tij = 0) implying that matter is essential for a time varying Λ. In the field eqs (4), Λ accounts for vacuum energy with its energy density ρv and isotropic pressure pv satisfying the equation of state pv = −ρv = −. Λ. 8πG . The usual conservation law for ...

  8. Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium

    OpenAIRE

    Fernando Alvarez; Andrew Atkeson; Patrick J. Kehoe

    2009-01-01

    Under mild assumptions, the data indicate that fluctuations in nominal interest rate differentials across currencies are primarily fluctuations in time-varying risk. This finding is an immediate implication of the fact that exchange rates are roughly random walks. If most fluctuations in interest differentials are thought to be driven by monetary policy, then the data call for a theory which explains how changes in monetary policy change risk. Here, we propose such a theory based on a general...

  9. Stabilization for Damping Multimachine Power System with Time-Varying Delays and Sector Saturating Actuator

    OpenAIRE

    Ma, Linlin; Liang, Yanping; Chen, Jian

    2016-01-01

    This paper studies the stabilization problem for damping multimachine power system with time-varying delays and sector saturating actuator. The multivariable proportional plus derivative (PD) type stabilizer is designed by transforming the problem of PD controller design to that of state feedback stabilizer design for a system in descriptor form. A new sufficient condition of closed-loop multimachine power system asymptomatic stability is derived based on the Lyapunov theory. Computer simulat...

  10. Global exponential stability for reaction-diffusion recurrent neural networks with multiple time varying delays

    International Nuclear Information System (INIS)

    Lou, X.; Cui, B.

    2008-01-01

    In this paper we consider the problem of exponential stability for recurrent neural networks with multiple time varying delays and reaction-diffusion terms. The activation functions are supposed to be bounded and globally Lipschitz continuous. By means of Lyapunov functional, sufficient conditions are derived, which guarantee global exponential stability of the delayed neural network. Finally, a numerical example is given to show the correctness of our analysis. (author)

  11. Synchronization in an array of linearly coupled networks with time-varying delay

    Science.gov (United States)

    Wang, Weiwei; Cao, Jinde

    2006-07-01

    This paper studies the dynamics of a system of linearly coupled identical connected neural networks with time-varying delay. Some sufficient conditions for synchronization of such a system are obtained based on Lyapunov functional method and matrix inequality techniques, which can be checked numerically very efficiently by using the Matlab toolbox. Finally, an example is provided to demonstrate the effectiveness of the proposed results.

  12. Persistent patterns of interconnection in time-varying cortical networks estimated from high-resolution EEG recordings in humans during a simple motor act

    Energy Technology Data Exchange (ETDEWEB)

    De Vico Fallani, F; Colosimo, A [Interdepartmental Research Centre for Models and Information Analysis in Biomedical Systems, University ' La Sapienza' , Corso V. Emanuele, 244, 00186, Rome (Italy); Latora, V [Department of Physics and Astronomy, University of Catania, Via S.Sofia, 64, Catania (Italy); Astolfi, L; Cincotti, F; Mattia, D; Marciani, M G; Babiloni, F [IRCCS ' Fondazione Santa Lucia' , Via Ardeatina, 306, Rome (Italy); Salinari, S [Department of ' Informatica e Sistemistica' , University ' Sapienza' , Via Ariosto, 25, Rome (Italy)], E-mail: fabrizio.devicofallani@uniroma1.it, E-mail: latora@ct.infn.it

    2008-06-06

    In this work, a novel approach based on the estimate of time-varying graph indices is proposed in order to capture the basic schemes of communication within the functional brain networks during a simple motor act. To achieve this, we used a cascade of computational tools able to estimate first the electrical activity of the cortical surface by using high-resolution EEG techniques. From the cortical signals of different regions of interests we estimated the time-varying functional connectivity patterns by means of the adaptive partial directed coherence. The time-varying connectivity estimation returns a series of networks evolving during the examined task which can be summarized and interpreted with the aid of mathematical indices based on graph theory. The combination of all these methods is demonstrated on a set of high-resolution EEG data recorded from a group of healthy subjects performing a simple foot movement. It can be anticipated that the combination of the time-varying connectivity with the theoretical graph analysis is able to reveal precious information about the interconnections of the cerebral network as the significant persistence of mutual links and three-node motifs.

  13. Time-varying respiratory system elastance: a physiological model for patients who are spontaneously breathing.

    Science.gov (United States)

    Chiew, Yeong Shiong; Pretty, Christopher; Docherty, Paul D; Lambermont, Bernard; Shaw, Geoffrey M; Desaive, Thomas; Chase, J Geoffrey

    2015-01-01

    Respiratory mechanics models can aid in optimising patient-specific mechanical ventilation (MV), but the applications are limited to fully sedated MV patients who have little or no spontaneously breathing efforts. This research presents a time-varying elastance (E(drs)) model that can be used in spontaneously breathing patients to determine their respiratory mechanics. A time-varying respiratory elastance model is developed with a negative elastic component (E(demand)), to describe the driving pressure generated during a patient initiated breathing cycle. Data from 22 patients who are partially mechanically ventilated using Pressure Support (PS) and Neurally Adjusted Ventilatory Assist (NAVA) are used to investigate the physiology relevance of the time-varying elastance model and its clinical potential. E(drs) of every breathing cycle for each patient at different ventilation modes are presented for comparison. At the start of every breathing cycle initiated by patient, E(drs) is 25 cmH2Os/l and thus can be used as an acute respiratory distress syndrome (ARDS) severity indicator. The E(drs) model captures unique dynamic respiratory mechanics for spontaneously breathing patients with respiratory failure. The model is fully general and is applicable to both fully controlled and partially assisted MV modes.

  14. Response-only modal identification using random decrement algorithm with time-varying threshold level

    International Nuclear Information System (INIS)

    Lin, Chang Sheng; Tseng, Tse Chuan

    2014-01-01

    Modal Identification from response data only is studied for structural systems under nonstationary ambient vibration. The topic of this paper is the estimation of modal parameters from nonstationary ambient vibration data by applying the random decrement algorithm with time-varying threshold level. In the conventional random decrement algorithm, the threshold level for evaluating random dec signatures is defined as the standard deviation value of response data of the reference channel. The distortion of random dec signatures may be, however, induced by the error involved in noise from the original response data in practice. To improve the accuracy of identification, a modification of the sampling procedure in random decrement algorithm is proposed for modal-parameter identification from the nonstationary ambient response data. The time-varying threshold level is presented for the acquisition of available sample time history to perform averaging analysis, and defined as the temporal root-mean-square function of structural response, which can appropriately describe a wide variety of nonstationary behaviors in reality, such as the time-varying amplitude (variance) of a nonstationary process in a seismic record. Numerical simulations confirm the validity and robustness of the proposed modal-identification method from nonstationary ambient response data under noisy conditions.

  15. A New Time-varying Concept of Risk in a Changing Climate

    Science.gov (United States)

    Sarhadi, Ali; Ausín, María Concepción; Wiper, Michael P.

    2016-10-01

    In a changing climate arising from anthropogenic global warming, the nature of extreme climatic events is changing over time. Existing analytical stationary-based risk methods, however, assume multi-dimensional extreme climate phenomena will not significantly vary over time. To strengthen the reliability of infrastructure designs and the management of water systems in the changing environment, multidimensional stationary risk studies should be replaced with a new adaptive perspective. The results of a comparison indicate that current multi-dimensional stationary risk frameworks are no longer applicable to projecting the changing behaviour of multi-dimensional extreme climate processes. Using static stationary-based multivariate risk methods may lead to undesirable consequences in designing water system infrastructures. The static stationary concept should be replaced with a flexible multi-dimensional time-varying risk framework. The present study introduces a new multi-dimensional time-varying risk concept to be incorporated in updating infrastructure design strategies under changing environments arising from human-induced climate change. The proposed generalized time-varying risk concept can be applied for all stochastic multi-dimensional systems that are under the influence of changing environments.

  16. Time-varying output performances of piezoelectric vibration energy harvesting under nonstationary random vibrations

    Science.gov (United States)

    Yoon, Heonjun; Kim, Miso; Park, Choon-Su; Youn, Byeng D.

    2018-01-01

    Piezoelectric vibration energy harvesting (PVEH) has received much attention as a potential solution that could ultimately realize self-powered wireless sensor networks. Since most ambient vibrations in nature are inherently random and nonstationary, the output performances of PVEH devices also randomly change with time. However, little attention has been paid to investigating the randomly time-varying electroelastic behaviors of PVEH systems both analytically and experimentally. The objective of this study is thus to make a step forward towards a deep understanding of the time-varying performances of PVEH devices under nonstationary random vibrations. Two typical cases of nonstationary random vibration signals are considered: (1) randomly-varying amplitude (amplitude modulation; AM) and (2) randomly-varying amplitude with randomly-varying instantaneous frequency (amplitude and frequency modulation; AM-FM). In both cases, this study pursues well-balanced correlations of analytical predictions and experimental observations to deduce the relationships between the time-varying output performances of the PVEH device and two primary input parameters, such as a central frequency and an external electrical resistance. We introduce three correlation metrics to quantitatively compare analytical prediction and experimental observation, including the normalized root mean square error, the correlation coefficient, and the weighted integrated factor. Analytical predictions are in an excellent agreement with experimental observations both mechanically and electrically. This study provides insightful guidelines for designing PVEH devices to reliably generate electric power under nonstationary random vibrations.

  17. Time-varying respiratory system elastance: a physiological model for patients who are spontaneously breathing.

    Directory of Open Access Journals (Sweden)

    Yeong Shiong Chiew

    Full Text Available BACKGROUND: Respiratory mechanics models can aid in optimising patient-specific mechanical ventilation (MV, but the applications are limited to fully sedated MV patients who have little or no spontaneously breathing efforts. This research presents a time-varying elastance (E(drs model that can be used in spontaneously breathing patients to determine their respiratory mechanics. METHODS: A time-varying respiratory elastance model is developed with a negative elastic component (E(demand, to describe the driving pressure generated during a patient initiated breathing cycle. Data from 22 patients who are partially mechanically ventilated using Pressure Support (PS and Neurally Adjusted Ventilatory Assist (NAVA are used to investigate the physiology relevance of the time-varying elastance model and its clinical potential. E(drs of every breathing cycle for each patient at different ventilation modes are presented for comparison. RESULTS: At the start of every breathing cycle initiated by patient, E(drs is 25 cmH2Os/l and thus can be used as an acute respiratory distress syndrome (ARDS severity indicator. CONCLUSION: The E(drs model captures unique dynamic respiratory mechanics for spontaneously breathing patients with respiratory failure. The model is fully general and is applicable to both fully controlled and partially assisted MV modes.

  18. Time-Varying FIR Equalization for MIMO Transmission over Doubly Selective Channels

    Science.gov (United States)

    Barhumi, Imad; Moonen, Marc

    2010-12-01

    We propose time-varying FIR equalization techniques for spatial multiplexing-based multiple-input multiple-output (MIMO) transmission over doubly selective channels. The doubly selective channel is approximated using the basis expansion model (BEM), and equalized by means of time-varying FIR filters designed according to the BEM. By doing so, the time-varying deconvolution problem is converted into a two-dimensional time-invariant deconvolution problem in the time-invariant coefficients of the channel BEM and the time-invariant coefficients of the equalizer BEM. The timevarying FIR equalizers are derived based on either the matched filtering criterion, or the linear minimum mean-square error (MMSE) or the zero-forcing (ZF) criteria. In addition to the linear equalizers, the decision feedback equalizer (DFE) is proposed. The DFE can be designed according to two different scenarios. In the first scenario, the DFE is based on feeding back previously estimated symbols from one particular antenna at a time. Whereas, in the second scenario, the previously estimated symbols from all transmit antennas are fed back together. The performance of the proposed equalizers in the context of MIMO transmission is analyzed in terms of numerical simulations.

  19. Time-Varying FIR Equalization for MIMO Transmission over Doubly Selective Channels

    Directory of Open Access Journals (Sweden)

    Marc Moonen

    2010-01-01

    Full Text Available We propose time-varying FIR equalization techniques for spatial multiplexing-based multiple-input multiple-output (MIMO transmission over doubly selective channels. The doubly selective channel is approximated using the basis expansion model (BEM, and equalized by means of time-varying FIR filters designed according to the BEM. By doing so, the time-varying deconvolution problem is converted into a two-dimensional time-invariant deconvolution problem in the time-invariant coefficients of the channel BEM and the time-invariant coefficients of the equalizer BEM. The timevarying FIR equalizers are derived based on either the matched filtering criterion, or the linear minimum mean-square error (MMSE or the zero-forcing (ZF criteria. In addition to the linear equalizers, the decision feedback equalizer (DFE is proposed. The DFE can be designed according to two different scenarios. In the first scenario, the DFE is based on feeding back previously estimated symbols from one particular antenna at a time. Whereas, in the second scenario, the previously estimated symbols from all transmit antennas are fed back together. The performance of the proposed equalizers in the context of MIMO transmission is analyzed in terms of numerical simulations.

  20. 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.

  1. 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.

  2. Design of a robust controller on stabilization of stochastic neural networks with time varying delays

    Science.gov (United States)

    Sakthivel, R.; Karthik Raja, U.; Mathiyalagan, K.; Leelamani, A.

    2012-03-01

    This paper is concerned with the problem of robust stabilization and H∞ control for a class of uncertain stochastic neural networks with time-varying delays and time-varying norm-bounded parameter uncertainties. The delay is of a time-varying nature, and the activation functions are assumed to be neither differentiable nor strictly monotonic. Moreover, the description of the activation functions is more general than the commonly used Lipschitz conditions. By using the Lyapunov function approach together with the linear matrix inequality (LMI) technique, for the robust stabilization we propose a state feedback controller to ensure that the closed loop system is robustly asymptotically stable in the mean square for all admissible parameter uncertainties. For the robust H∞ control problem, a state feedback controller is designed such that in addition to the requirement of robust stability, a prescribed H∞ performance level is to be satisfied. The results obtained are formulated in terms of LMIs which can be easily checked by the MATLAB LMI control toolbox. Numerical examples are presented to illustrate the effectiveness of the obtained method and the improvement over some existing results.

  3. The effect of utility time-varying pricing and load control strategies on residential summer peak electricity use. A review

    International Nuclear Information System (INIS)

    Newsham, Guy R.; Bowker, Brent G.

    2010-01-01

    Peak demand for electricity in North America is expected to grow, challenging electrical utilities to supply this demand in a cost-effective, reliable manner. Therefore, there is growing interest in strategies to reduce peak demand by eliminating electricity use, or shifting it to non-peak times. This strategy is commonly called 'demand response'. In households, common strategies are time-varying pricing, which charge more for energy use on peak, or direct load control, which allows utilities to curtail certain loads during high demand periods. We reviewed recent North American studies of these strategies. The data suggest that the most effective strategy is a critical peak price (CPP) program with enabling technology to automatically curtail loads on event days. There is little evidence that this causes substantial hardship for occupants, particularly if they have input into which loads are controlled and how, and have an override option. In such cases, a peak load reduction of at least 30% is a reasonable expectation. It might be possible to attain such load reductions without enabling technology by focusing on household types more likely to respond, and providing them with excellent support. A simple time-of-use (TOU) program can only expect to realise on-peak reductions of 5%. (author)

  4. Time-varying associations between confidence and motivation to abstain from marijuana during treatment among adolescents

    Science.gov (United States)

    Chung, Tammy; Maisto, Stephen A.

    2016-01-01

    Introduction An important goal of addictions treatment is to develop a positive association between high levels of confidence and motivation to abstain from substance use. This study modeled the time-varying association between confidence and motivation to abstain from marijuana use among youth in treatment, and the time-varying effect of pre-treatment covariates (marijuana abstinence goal and perceived peer marijuana use) on motivation to abstain. Method 150 adolescents (75% male, 83% White) in community-based intensive outpatient treatment in Pennsylvania completed a pre-treatment assessment of abstinence goal, perceived peer marijuana use, and motivation and confidence to abstain from marijuana. Ratings of motivation and confidence to abstain also were collected after each session. A Time-Varying Effect Model (TVEM) was used to characterize changes in the association between confidence and motivation to abstain (lagged), and included covariates representing pre-treatment abstinence goal and perceived peer marijuana use. Results Confidence and motivation to abstain from marijuana generally increased during treatment. The association between confidence and motivation strengthened across sessions 1-4, and was maintained through later sessions. Pre-treatment abstinence goal had an early time-limited effect (through session 6) on motivation to abstain. Pre-treatment perception of peer marijuana use had a significant effect on motivation to abstain only at session 2. Conclusions Early treatment sessions represent a critical period during which the association between confidence and motivation to abstain generally increased. The time-limited effects of pre-treatment characteristics suggest the importance of early sessions in addressing abstinence goal and peer substance use that may impact motivation to abstain from marijuana. PMID:26894550

  5. 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.

  6. Synchronization of Uncertain Euler-Lagrange Systems With Uncertain Time-Varying Communication Delays.

    Science.gov (United States)

    Klotz, Justin R; Obuz, Serhat; Kan, Zhen; Dixon, Warren E

    2018-02-01

    A decentralized controller is designed for leader-based synchronization of communication-delayed networked agents. The agents have heterogeneous dynamics modeled by uncertain, nonlinear Euler-Lagrange equations of motion affected by heterogeneous, unknown, exogenous disturbances. The developed controller requires only one-hop (delayed) communication from network neighbors and the communication delays are assumed to be heterogeneous, uncertain, and time-varying. Each agent uses an estimate of communication delay to provide feedback of estimated recent tracking error. Simulation results are provided to demonstrate the improved performance of the developed controller over other popular control designs.

  7. Online Estimation of Time-Varying Volatility Using a Continuous-Discrete LMS Algorithm

    Directory of Open Access Journals (Sweden)

    Jacques Oksman

    2008-09-01

    Full Text Available The following paper addresses a problem of inference in financial engineering, namely, online time-varying volatility estimation. The proposed method is based on an adaptive predictor for the stock price, built from an implicit integration formula. An estimate for the current volatility value which minimizes the mean square prediction error is calculated recursively using an LMS algorithm. The method is then validated on several synthetic examples as well as on real data. Throughout the illustration, the proposed method is compared with both UKF and offline volatility estimation.

  8. H∞ Consensus for Multiagent Systems with Heterogeneous Time-Varying Delays

    Directory of Open Access Journals (Sweden)

    Beibei Wang

    2013-01-01

    Full Text Available We apply the linear matrix inequality method to consensus and H∞ consensus problems of the single integrator multiagent system with heterogeneous delays in directed networks. To overcome the difficulty caused by heterogeneous time-varying delays, we rewrite the multiagent system into a partially reduced-order system and an integral system. As a result, a particular Lyapunov function is constructed to derive sufficient conditions for consensus of multiagent systems with fixed (switched topologies. We also apply this method to the H∞ consensus of multiagent systems with disturbances and heterogeneous delays. Numerical examples are given to illustrate the theoretical results.

  9. Distributed Event-Triggered Control of Multiagent Systems with Time-Varying Topology

    Directory of Open Access Journals (Sweden)

    Jingwei Ma

    2014-01-01

    Full Text Available This paper studies the consensus of first-order discrete-time multiagent systems, where the interaction topology is time-varying. The event-triggered control is used to update the control input of each agent, and the event-triggering condition is designed based on the combination of the relative states of each agent to its neighbors. By applying the common Lyapunov function method, a sufficient condition for consensus, which is expressed as a group of linear matrix inequalities, is obtained and the feasibility of these linear matrix inequalities is further analyzed. Simulation examples are provided to explain the effectiveness of the theoretical results.

  10. A Parametric Learning and Identification Based Robust Iterative Learning Control for Time Varying Delay Systems

    Directory of Open Access Journals (Sweden)

    Lun Zhai

    2014-01-01

    Full Text Available A parametric learning based robust iterative learning control (ILC scheme is applied to the time varying delay multiple-input and multiple-output (MIMO linear systems. The convergence conditions are derived by using the H∞ and linear matrix inequality (LMI approaches, and the convergence speed is analyzed as well. A practical identification strategy is applied to optimize the learning laws and to improve the robustness and performance of the control system. Numerical simulations are illustrated to validate the above concepts.

  11. Analysis of local ionospheric time varying characteristics with singular value decomposition

    DEFF Research Database (Denmark)

    Jakobsen, Jakob Anders; Knudsen, Per; Jensen, Anna B. O.

    2010-01-01

    in Denmark located in the midlatitude region. The station separation between the three stations is 132–208 km (the time series of the TEC can be freely downloaded at http://www.heisesgade.dk). For each year, a SVD has been performed on the TEC time series in order to identify the three time varying (daily...... filter processing making it more robust, but can also be used as starting values in the initialization phase in case of gaps in the data stream. Furthermore, the models can be used to detect variations from the normal local ionospheric activity....

  12. A time-varying copula mixture for hedging the clean spark spread with wind power futures

    DEFF Research Database (Denmark)

    Christensen, Troels Sønderby; Pircalabu, Anca; Høg, Esben

    2018-01-01

    trading in the spot clean spark spread and wind power futures. To facilitate hedging decisions, we propose a time-varying copula mixture for the joint behavior of the spot clean spark spread and the daily wind index. The model describes the data surprisingly well, both in terms of the marginals...... and the dependence structure, while being straightforward and easy to implement. Based on Monte Carlo simulations from the proposed model, the results indicate that significant benefits can be achieved by using wind power futures to hedge the spot clean spark spread. Moreover, a comparison study shows...

  13. Scalar Aharonov–Bohm Phase in Ramsey Atom Interferometry under Time-Varying Potential

    Directory of Open Access Journals (Sweden)

    Atsuo Morinaga

    2016-08-01

    Full Text Available In a Ramsey atom interferometer excited by two electromagnetic fields, if atoms are under a time-varying scalar potential during the interrogation time, the phase of the Ramsey fringes shifts owing to the scalar Aharonov–Bohm effect. The phase shift was precisely examined using a Ramsey atom interferometer with a two-photon Raman transition under the second-order Zeeman potential, and a formula for the phase shift was derived. Using the derived formula, the frequency shift due to the scalar Aharonov–Bohm effect in the frequency standards utilizing the Ramsey atom interferometer was discussed.

  14. On H∞ Fault Estimator Design for Linear Discrete Time-Varying Systems under Unreliable Communication Link

    Directory of Open Access Journals (Sweden)

    Yueyang Li

    2014-01-01

    Full Text Available This paper investigates the H∞ fixed-lag fault estimator design for linear discrete time-varying (LDTV systems with intermittent measurements, which is described by a Bernoulli distributed random variable. Through constructing a novel partially equivalent dynamic system, the fault estimator design is converted into a deterministic quadratic minimization problem. By applying the innovation reorganization technique and the projection formula in Krein space, a necessary and sufficient condition is obtained for the existence of the estimator. The parameter matrices of the estimator are derived by recursively solving two standard Riccati equations. An illustrative example is provided to show the effectiveness and applicability of the proposed algorithm.

  15. Boundedness and stability for recurrent neural networks with variable coefficients and time-varying delays

    International Nuclear Information System (INIS)

    Liang Jinling; Cao Jinde

    2003-01-01

    In this Letter, the problems of boundedness and stability for a general class of non-autonomous recurrent neural networks with variable coefficients and time-varying delays are analyzed via employing Young inequality technique and Lyapunov method. Some simple sufficient conditions are given for boundedness and stability of the solutions for the recurrent neural networks. These results generalize and improve the previous works, and they are easy to check and apply in practice. Two illustrative examples and their numerical simulations are also given to demonstrate the effectiveness of the proposed results

  16. Delay-dependent exponential stability for neural networks with discrete and distributed time-varying delays

    International Nuclear Information System (INIS)

    Zhu Xunlin; Wang Youyi

    2009-01-01

    This Letter studies the exponential stability for a class of neural networks (NNs) with both discrete and distributed time-varying delays. Under weaker assumptions on the activation functions, by defining a more general type of Lyapunov functionals and developing a new convex combination technique, new less conservative and less complex stability criteria are established to guarantee the global exponential stability of the discussed NNs. The obtained conditions are dependent on both discrete and distributed delays, are expressed in terms of linear matrix inequalities (LMIs), and contain fewer decision variables. Numerical examples are given to illustrate the effectiveness and the less conservatism of the proposed conditions.

  17. Global exponential synchronization of inertial memristive neural networks with time-varying delay via nonlinear controller.

    Science.gov (United States)

    Gong, Shuqing; Yang, Shaofu; Guo, Zhenyuan; Huang, Tingwen

    2018-06-01

    The paper is concerned with the synchronization problem of inertial memristive neural networks with time-varying delay. First, by choosing a proper variable substitution, inertial memristive neural networks described by second-order differential equations can be transformed into first-order differential equations. Then, a novel controller with a linear diffusive term and discontinuous sign term is designed. By using the controller, the sufficient conditions for assuring the global exponential synchronization of the derive and response neural networks are derived based on Lyapunov stability theory and some inequality techniques. Finally, several numerical simulations are provided to substantiate the effectiveness of the theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.

  18. Stabilization for Damping Multimachine Power System with Time-Varying Delays and Sector Saturating Actuator

    Directory of Open Access Journals (Sweden)

    Linlin Ma

    2016-01-01

    Full Text Available This paper studies the stabilization problem for damping multimachine power system with time-varying delays and sector saturating actuator. The multivariable proportional plus derivative (PD type stabilizer is designed by transforming the problem of PD controller design to that of state feedback stabilizer design for a system in descriptor form. A new sufficient condition of closed-loop multimachine power system asymptomatic stability is derived based on the Lyapunov theory. Computer simulation of a two-machine power system has verified the effectiveness and efficiency of the proposed approach.

  19. A Method of Slowing and Cooling Molecules and Neutral Atoms Using Time Varying Electric Field Gradients

    Science.gov (United States)

    Gould, Harvey; Maddi, Jason; Dinneen, Timothy

    2000-06-01

    Time-invariant electric field gradients have long been used to deflect beams of molecules and neutral atoms. However, time-varying electric field gradients can also be used to accelerate, slow [1,2], cool [2], or bunch these same beams. The possible applications include slowing and cooling thermal beams of molecules and atoms, launching cold atoms from a trap into a fountain, beam transport, and measuring atomic dipole polarizabilities. [1] H.L. Bethlem, G. Berden, and G Meijer, Phys. Rev. Lett. 83, 1588 (1999). [2] J. A. Maddi, T.P. Dinneen, and H. Gould, Phys. Rev. A60, 3882 (1999).

  20. 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...

  1. 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...

  2. Finite-Time Stabilization of Uncertain Switched Positive Linear Systems with Time-Varying Delays

    Directory of Open Access Journals (Sweden)

    Tianjian Yu

    2015-01-01

    Full Text Available This paper is concerned with finite-time stabilization (FTS analysis for a class of uncertain switched positive linear systems with time-varying delays. First, a new definition of finite-time boundedness (FTB is introduced for switched positive system. This definition can simplify FTS analysis. Taking interval and polytopic uncertainties into account, a robust state feedback controller is built such that the switched positive linear system is finite-time bounded. Finally, an example is employed to illustrate the validities of obtained results.

  3. Prediction of oil expression by uniaxial compression using time-varying oilseed properties

    DEFF Research Database (Denmark)

    Bargale, P. C.; Wulfsohn, Dvoralai; Irudayaraj, J.

    2000-01-01

    A mathematical simulation of uniaxial compression of oilseeds for oil extraction was developed based upon combining Terzaghi's theory of consolidation for saturated soils with Darcy's law for unsaturated flow, while incorporating the time-varying nature of the coefficients of permeability...... and consolidation. The model was validated for extruded soy and for sunflower seeds. Material parameters were determined experimentally and predictions of oil recovery rates made for several levels of temperature, pressure and initial sample depth. Results indicated that while the model predicted the values of oil...... of experimental permeability data in the very early stages of pressing (t time, when compared...

  4. Combined time-varying forecast based on the proper scoring approach for wind power generation

    DEFF Research Database (Denmark)

    Chen, Xingying; Jiang, Yu; Yu, Kun

    2017-01-01

    Compared with traditional point forecasts, combined forecast have been proposed as an effective method to provide more accurate forecasts than individual model. However, the literature and research focus on wind-power combined forecasts are relatively limited. Here, based on forecasting error...... distribution, a proper scoring approach is applied to combine plausible models to form an overall time-varying model for the next day forecasts, rather than weights-based combination. To validate the effectiveness of the proposed method, real data of 3 years were used for testing. Simulation results...... demonstrate that the proposed method improves the accuracy of overall forecasts, even compared with a numerical weather prediction....

  5. Global robust exponential stability analysis for stochastic interval neural networks with time-varying delays

    Science.gov (United States)

    Su, Weiwei; Chen, Yiming

    2009-05-01

    In this paper, the global exponential stability is investigated for a class of stochastic interval neural networks with time-varying delays. The parameter uncertainties are assumed to be bounded in given compact sets. Based on Lyapunov stable theory and stochastic analysis approaches, the delay-dependent criteria are derived to ensure the global, robust, exponential stability of the addressed system in the mean square. The criteria can be checked easily by the LMI control toolbox in Matlab. A numerical example is given to illustrate the effectiveness and improvement over some existing results.

  6. Global asymptotic stability analysis for neutral stochastic neural networks with time-varying delays

    Science.gov (United States)

    Su, Weiwei; Chen, Yiming

    2009-04-01

    In this paper, the global asymptotic stability is investigated for a class of neutral stochastic neural networks with time-varying delays and norm-bounded uncertainties. Based on Lyapunov stability theory and stochastic analysis approaches, delay-dependent criteria are derived to ensure the global, robust, asymptotic stability of the addressed system in the mean square for all admissible parameter uncertainties. The criteria can be checked easily by the LMI Control Toolbox in Matlab. A numerical example is given to illustrate the feasibility and effectiveness of the results.

  7. Resonant e+e- production by time-varying electromagnetic field

    International Nuclear Information System (INIS)

    Farakos, K.; Koutsoumbas, G.; Tiktopoulos, G.

    1990-01-01

    As pointed out by Cornwall and Tiktopoulos (CT) strong, time-varying electric fields may produce e + e - pairs in a resonant fashion. This effect could be related to the sharp peaks in the e + e - spectrum observed in the GSI heavy-ion collision experiments. We attempt to go beyond the case of spatially uniform fields discussed by CT. We find that resonant e + e - production indeed takes place for electric fields derived from four-potentials of the form A 1 =A 2 =A 0 =0, A 3 =δ(t)b(x 3 ) provided by b(x) has discontinuities with a jump at least equal to π. (orig.)

  8. Computing and visualizing time-varying merge trees for high-dimensional data

    Energy Technology Data Exchange (ETDEWEB)

    Oesterling, Patrick [Univ. of Leipzig (Germany); Heine, Christian [Univ. of Kaiserslautern (Germany); Weber, Gunther H. [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States); Morozov, Dmitry [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States); Scheuermann, Gerik [Univ. of Leipzig (Germany)

    2017-06-03

    We introduce a new method that identifies and tracks features in arbitrary dimensions using the merge tree -- a structure for identifying topological features based on thresholding in scalar fields. This method analyzes the evolution of features of the function by tracking changes in the merge tree and relates features by matching subtrees between consecutive time steps. Using the time-varying merge tree, we present a structural visualization of the changing function that illustrates both features and their temporal evolution. We demonstrate the utility of our approach by applying it to temporal cluster analysis of high-dimensional point clouds.

  9. 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.

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

    Science.gov (United States)

    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.

  11. Inferring the mesoscale structure of layered, edge-valued, and time-varying networks

    Science.gov (United States)

    Peixoto, Tiago P.

    2015-10-01

    Many network systems are composed of interdependent but distinct types of interactions, which cannot be fully understood in isolation. These different types of interactions are often represented as layers, attributes on the edges, or as a time dependence of the network structure. Although they are crucial for a more comprehensive scientific understanding, these representations offer substantial challenges. Namely, it is an open problem how to precisely characterize the large or mesoscale structure of network systems in relation to these additional aspects. Furthermore, the direct incorporation of these features invariably increases the effective dimension of the network description, and hence aggravates the problem of overfitting, i.e., the use of overly complex characterizations that mistake purely random fluctuations for actual structure. In this work, we propose a robust and principled method to tackle these problems, by constructing generative models of modular network structure, incorporating layered, attributed and time-varying properties, as well as a nonparametric Bayesian methodology to infer the parameters from data and select the most appropriate model according to statistical evidence. We show that the method is capable of revealing hidden structure in layered, edge-valued, and time-varying networks, and that the most appropriate level of granularity with respect to the additional dimensions can be reliably identified. We illustrate our approach on a variety of empirical systems, including a social network of physicians, the voting correlations of deputies in the Brazilian national congress, the global airport network, and a proximity network of high-school students.

  12. 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.

  13. Electromagnetic wave energy and momentum equations in transparent, dispersive, space- and time-varying media

    International Nuclear Information System (INIS)

    Katou, Kanemitsu

    1981-01-01

    It is shown that the transport equations for the electromagnetic wave energy density W sub(k) and momentum density P sub(k) in transparent, dispersive, space- and time-varying media are given by dW sub(k)/dt = ωsub(k)sup(-1)deltaωsub(k)/delta t W sub(k) + 2γsub(k)W sub(k) and by dP sub(k)/dt = -k -1 .deltaωsub(k)/delta r P sub(k) + 2γsub(k)P sub(k), respectively, where d/dt denotes the total time derivative along the ray trajectory and γsub(k) is the growth rate. The terms ωsub(k)sup(-1)deltaωsub(k)/delta t W sub(k) and -k -1 .deltaωsub(k)/delta r P sub(k) result from the fact that the wave energy and momentum density are not adiabatic invariants in space- and time-varying media. It is assumed that the geometric optics approximation and the nonlocal linear response theory are valid. (author)

  14. Study on the Variation of Groundwater Level under Time-varying Recharge

    Science.gov (United States)

    Wu, Ming-Chang; Hsieh, Ping-Cheng

    2017-04-01

    The slopes of the suburbs come to important areas by focusing on the work of soil and water conservation in recent years. The water table inside the aquifer is affected by rainfall, geology and topography, which will result in the change of groundwater discharge and water level. Currently, the way to obtain water table information is to set up the observation wells; however, owing to that the cost of equipment and the wells excavated is too expensive, we develop a mathematical model instead, which might help us to simulate the groundwater level variation. In this study, we will discuss the groundwater level change in a sloping unconfined aquifer with impermeable bottom under time-varying rainfall events. Referring to Child (1971), we employ the Boussinesq equation as the governing equation, and apply the General Integral Transforms Method (GITM) to analyzing the groundwater level after linearizing the Boussinesq equation. After comparing the solution with Verhoest & Troch (2000) and Bansal & Das (2010), we get satisfactory results. To sum up, we have presented an alternative approach to solve the linearized Boussinesq equation for the response of groundwater level in a sloping unconfined aquifer. The present analytical results combine the effect of bottom slope and the time-varying recharge pattern on the water table fluctuations. Owing to the limitation and difficulty of measuring the groundwater level directly, we develop such a mathematical model that we can predict or simulate the variation of groundwater level affected by any rainfall events in advance.

  15. Adaptive sliding control of non-autonomous active suspension systems with time-varying loadings

    Science.gov (United States)

    Chen, Po-Chang; Huang, An-Chyau

    2005-04-01

    An adaptive sliding controller is proposed in this paper for controlling a non-autonomous quarter-car suspension system with time-varying loadings. The bound of the car-body loading is assumed to be available. Then, the reference coordinate is placed at the static position under the nominal loading so that the system dynamic equation is derived. Due to spring nonlinearities, the system property becomes asymmetric after coordinate transformation. Besides, in practical cases, system parameters are not easy to be obtained precisely for controller design. Therefore, in this paper, system uncertainties are lumped into two unknown time-varying functions. Since the variation bound of one of the unknown functions is not available, conventional adaptive schemes and robust designs are not applicable. To deal with this problem, the function approximation technique is employed to represent the unknown function as a finite combination of basis functions. The Lyapunov direct method can thus be used to find adaptive laws for updating coefficients in the approximating series and to prove stability of the closed-loop system. Since the position and velocity measurements of the unsprung mass are lumped into the unknown function, there is no need to install sensors on the axle and wheel assembly in the actual implementation. Simulation results are presented to show the performance of the proposed strategy.

  16. A GPU-Accelerated Approach for Feature Tracking in Time-Varying Imagery Datasets.

    Science.gov (United States)

    Peng, Chao; Sahani, Sandip; Rushing, John

    2017-10-01

    We propose a novel parallel connected component labeling (CCL) algorithm along with efficient out-of-core data management to detect and track feature regions of large time-varying imagery datasets. Our approach contributes to the big data field with parallel algorithms tailored for GPU architectures. We remove the data dependency between frames and achieve pixel-level parallelism. Due to the large size, the entire dataset cannot fit into cached memory. Frames have to be streamed through the memory hierarchy (disk to CPU main memory and then to GPU memory), partitioned, and processed as batches, where each batch is small enough to fit into the GPU. To reconnect the feature regions that are separated due to data partitioning, we present a novel batch merging algorithm to extract the region connection information across multiple batches in a parallel fashion. The information is organized in a memory-efficient structure and supports fast indexing on the GPU. Our experiment uses a commodity workstation equipped with a single GPU. The results show that our approach can efficiently process a weather dataset composed of terabytes of time-varying radar images. The advantages of our approach are demonstrated by comparing to the performance of an efficient CPU cluster implementation which is being used by the weather scientists.

  17. 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

  18. Adaptive neural control of nonlinear MIMO systems with time-varying output constraints.

    Science.gov (United States)

    Meng, Wenchao; Yang, Qinmin; Sun, Youxian

    2015-05-01

    In this paper, adaptive neural control is investigated for a class of unknown multiple-input multiple-output nonlinear systems with time-varying asymmetric output constraints. To ensure constraint satisfaction, we employ a system transformation technique to transform the original constrained (in the sense of the output restrictions) system into an equivalent unconstrained one, whose stability is sufficient to solve the output constraint problem. It is shown that output tracking is achieved without violation of the output constraint. More specifically, we can shape the system performance arbitrarily on transient and steady-state stages with the output evolving in predefined time-varying boundaries all the time. A single neural network, whose weights are tuned online, is used in our design to approximate the unknown functions in the system dynamics, while the singularity problem of the control coefficient matrix is avoided without assumption on the prior knowledge of control input's bound. All the signals in the closed-loop system are proved to be semiglobally uniformly ultimately bounded via Lyapunov synthesis. Finally, the merits of the proposed controller are verified in the simulation environment.

  19. Time-varying land subsidence detected by radar altimetry: California, Taiwan and north China.

    Science.gov (United States)

    Hwang, Cheinway; Yang, Yuande; Kao, Ricky; Han, Jiancheng; Shum, C K; Galloway, Devin L; Sneed, Michelle; Hung, Wei-Chia; Cheng, Yung-Sheng; Li, Fei

    2016-06-21

    Contemporary applications of radar altimetry include sea-level rise, ocean circulation, marine gravity, and icesheet elevation change. Unlike InSAR and GNSS, which are widely used to map surface deformation, altimetry is neither reliant on highly temporally-correlated ground features nor as limited by the available spatial coverage, and can provide long-term temporal subsidence monitoring capability. Here we use multi-mission radar altimetry with an approximately 23 year data-span to quantify land subsidence in cropland areas. Subsidence rates from TOPEX/POSEIDON, JASON-1, ENVISAT, and JASON-2 during 1992-2015 show time-varying trends with respect to displacement over time in California's San Joaquin Valley and central Taiwan, possibly related to changes in land use, climatic conditions (drought) and regulatory measures affecting groundwater use. Near Hanford, California, subsidence rates reach 18 cm yr(-1) with a cumulative subsidence of 206 cm, which potentially could adversely affect operations of the planned California High-Speed Rail. The maximum subsidence rate in central Taiwan is 8 cm yr(-1). Radar altimetry also reveals time-varying subsidence in the North China Plain consistent with the declines of groundwater storage and existing water infrastructure detected by the Gravity Recovery And Climate Experiment (GRACE) satellites, with rates reaching 20 cm yr(-1) and cumulative subsidence as much as 155 cm.

  20. From calls to communities: a model for time-varying social networks

    Science.gov (United States)

    Laurent, Guillaume; Saramäki, Jari; Karsai, Márton

    2015-11-01

    Social interactions vary in time and appear to be driven by intrinsic mechanisms that shape the emergent structure of social networks. Large-scale empirical observations of social interaction structure have become possible only recently, and modelling their dynamics is an actual challenge. Here we propose a temporal network model which builds on the framework of activity-driven time-varying networks with memory. The model integrates key mechanisms that drive the formation of social ties - social reinforcement, focal closure and cyclic closure, which have been shown to give rise to community structure and small-world connectedness in social networks. We compare the proposed model with a real-world time-varying network of mobile phone communication, and show that they share several characteristics from heterogeneous degrees and weights to rich community structure. Further, the strong and weak ties that emerge from the model follow similar weight-topology correlations as real-world social networks, including the role of weak ties.

  1. 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.

  2. 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.

  3. Bifurcation onset delay in magnetic bearing systems by time varying stiffness

    Science.gov (United States)

    Ghazavi, M. R.; Sun, Q.

    2017-06-01

    We study the nonlinear dynamics behaviours of a rigid rotor supported by magnetic bearings. In particular, we consider the effect of rotor unbalanced mass and geometric coupling. Existing works in literature have mostly focused on a single value of parameter or a smaller range of the nonlinearities introduced by rotor imbalance and geometric coupling. This is partly due to the use of a linear PD controller which limits the system performance. In this paper, we use a nonlinear PD controller by adopting a time varying stiffness term. The control gains are chosen according to the stability chart for a Mathieu's equation. Consequently, we observe a delay in the onset of bifurcation indicating an improved rotor performance.

  4. Securing OFDM over Wireless Time-Varying Channels Using Subcarrier Overloading with Joint Signal Constellations

    Directory of Open Access Journals (Sweden)

    Gill R. Tsouri

    2009-01-01

    Full Text Available A method of overloading subcarriers by multiple transmitters to secure OFDM in wireless time-varying channels is proposed and analyzed. The method is based on reverse piloting, superposition modulation, and joint decoding. It makes use of channel randomness, reciprocity, and fast decorrelation in space to secure OFDM with low overheads on encryption, decryption, and key distribution. These properties make it a good alternative to traditional software-based information security algorithms in systems where the costs associated with such algorithms are an implementation obstacle. A necessary and sufficient condition for achieving information theoretic security in accordance with channel and system parameters is derived. Security by complexity is assessed for cases where the condition for information theoretic security is not satisfied. In addition, practical means for implementing the method are derived including generating robust joint constellations, decoding data with low complexity, and mitigating the effects of imperfections due to mobility, power control errors, and synchronization errors.

  5. Time-Varying Transition Probability Matrix Estimation and Its Application to Brand Share Analysis

    Science.gov (United States)

    Chiba, Tomoaki; Akaho, Shotaro; Murata, Noboru

    2017-01-01

    In a product market or stock market, different products or stocks compete for the same consumers or purchasers. We propose a method to estimate the time-varying transition matrix of the product share using a multivariate time series of the product share. The method is based on the assumption that each of the observed time series of shares is a stationary distribution of the underlying Markov processes characterized by transition probability matrices. We estimate transition probability matrices for every observation under natural assumptions. We demonstrate, on a real-world dataset of the share of automobiles, that the proposed method can find intrinsic transition of shares. The resulting transition matrices reveal interesting phenomena, for example, the change in flows between TOYOTA group and GM group for the fiscal year where TOYOTA group’s sales beat GM’s sales, which is a reasonable scenario. PMID:28076383

  6. Robust formation tracking control of mobile robots via one-to-one time-varying communication

    Science.gov (United States)

    Dasdemir, Janset; Loría, Antonio

    2014-09-01

    We solve the formation tracking control problem for mobile robots via linear control, under the assumption that each agent communicates only with one 'leader' robot and with one follower, hence forming a spanning-tree topology. We assume that the communication may be interrupted on intervals of time. As in the classical tracking control problem for non-holonomic systems, the swarm is driven by a fictitious robot which moves about freely and which is a leader to one robot only. Our control approach is decentralised and the control laws are linear with time-varying gains; in particular, this accounts for the case when position measurements may be lost over intervals of time. For both velocity-controlled and force-controlled systems, we establish uniform global exponential stability, hence consensus formation tracking, for the error system under a condition of persistency of excitation on the reference angular velocity of the virtual leader and on the control gains.

  7. H∞state estimation of stochastic memristor-based neural networks with time-varying delays.

    Science.gov (United States)

    Bao, Haibo; Cao, Jinde; Kurths, Jürgen; Alsaedi, Ahmed; Ahmad, Bashir

    2018-03-01

    This paper addresses the problem of H ∞ state estimation for a class of stochastic memristor-based neural networks with time-varying delays. Under the framework of Filippov solution, the stochastic memristor-based neural networks are transformed into systems with interval parameters. The present paper is the first to investigate the H ∞ state estimation problem for continuous-time Itô-type stochastic memristor-based neural networks. By means of Lyapunov functionals and some stochastic technique, sufficient conditions are derived to ensure that the estimation error system is asymptotically stable in the mean square with a prescribed H ∞ performance. An explicit expression of the state estimator gain is given in terms of linear matrix inequalities (LMIs). Compared with other results, our results reduce control gain and control cost effectively. Finally, numerical simulations are provided to demonstrate the efficiency of the theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.

  8. 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.

  9. Multistability and instability analysis of recurrent neural networks with time-varying delays.

    Science.gov (United States)

    Zhang, Fanghai; Zeng, Zhigang

    2018-01-01

    This paper provides new theoretical results on the multistability and instability analysis of recurrent neural networks with time-varying delays. It is shown that such n-neuronal recurrent neural networks have exactly [Formula: see text] equilibria, [Formula: see text] of which are locally exponentially stable and the others are unstable, where k 0 is a nonnegative integer such that k 0 ≤n. By using the combination method of two different divisions, recurrent neural networks can possess more dynamic properties. This method improves and extends the existing results in the literature. Finally, one numerical example is provided to show the superiority and effectiveness of the presented results. Copyright © 2017 Elsevier Ltd. All rights reserved.

  10. 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 smoothly...... over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based...... on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy...

  11. Linear Time Varying Approach to Satellite Attitude Control Using only Electromagnetic Actuation

    DEFF Research Database (Denmark)

    Wisniewski, Rafal

    1997-01-01

    , lightweight, and power efficient actuators is therefore crucial and viable. This paper discusses linear attitude control strategies for a low earth orbit satellite actuated by a set of mutually perpendicular electromagnetic coils. The principle is to use the interaction between the Earth's magnetic field...... and the magnetic field generated by the coils. A key challenge is the fact that the mechanical torque can only be produced in a plane perpendicular to the local geomagnetic field vector, therefore the satellite is not controllable when considered at fixed time. Availability of design methods for time varying...... systems is limited, nevertheless, a solution of the Riccati equation gives an excellent frame for investigations provided in this paper. An observation that geomagnetic field changes approximately periodically when a satellite is on a near polar orbit is used throughout this paper. Three types of attitude...

  12. Linear Time Varying Approach to Satellite Attitude Control Using only Electromagnetic Actuation

    DEFF Research Database (Denmark)

    Wisniewski, Rafal

    2000-01-01

    , lightweight, and power efficient actuators is therefore crucial and viable. This paper discusser linear attitude control strategies for a low earth orbit satellite actuated by a set of mutually perpendicular electromagnetic coils. The principle is to use the interaction between the Earth's magnetic field...... and the magnetic field generated by the coils. A key challenge is the fact that the mechanical torque can only be produced in a plane perpendicular to the local geomagnetic field vector, therefore the satellite is not controllable at fixed time. Avaliability of design methods for time varying systems is limited......, nevertheless, a solution of the riccati equation gives an excellent frame for investigations provided in this paper. An observation that geomagnetic field changes approximately periodically when satellite is on a near polar orbit is used throughout this paper. Three types of attitude controllers are proposed...

  13. Adaptive output-feedback control for switched stochastic uncertain nonlinear systems with time-varying delay.

    Science.gov (United States)

    Song, Zhibao; Zhai, Junyong

    2018-02-22

    This paper addresses the problem of adaptive output-feedback control for a class of switched stochastic time-delay nonlinear systems with uncertain output function, where both the control coefficients and time-varying delay are unknown. The drift and diffusion terms are subject to unknown homogeneous growth condition. By virtue of adding a power integrator technique, an adaptive output-feedback controller is designed to render that the closed-loop system is bounded in probability, and the state of switched stochastic nonlinear system can be globally regulated to the origin almost surely. A numerical example is provided to demonstrate the validity of the proposed control method. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

  14. Time-varied magnetic field enhances transport of magnetic nanoparticles in viscous gel.

    Science.gov (United States)

    MacDonald, Cristin; Friedman, Gary; Alamia, John; Barbee, Kenneth; Polyak, Boris

    2010-01-01

    The potential of magnetic nanoparticles (MNPs) to deliver various forms of therapy has not been fully realized, in part due to difficulties in transporting the carriers through soft tissue to different target sites. The aim of this study was to demonstrate that transport of MNPs through a viscous gel can be controlled by a combined AC (time-varying) magnetic field and static field gradient. MNP velocity and transport efficiency were measured in a viscous gel at various settings of magnetic field and magnetite loadings. Combined application of an AC magnetic field with the static field gradient resulted in a nearly 30-fold increase in MNP transport efficiency in viscous gel for 30% (w/w) magnetite-loaded particles as compared with static field conditions. The 'oscillating' effect of an AC magnetic field greatly improves the ability to transport MNPs within soft media by decreasing the effective viscosity of the gel.

  15. Stability analysis of neural networks with time-varying delay: Enhanced stability criteria and conservatism comparisons

    Science.gov (United States)

    Lin, Wen-Juan; He, Yong; Zhang, Chuan-Ke; Wu, Min

    2018-01-01

    This paper is concerned with the stability analysis of neural networks with a time-varying delay. To assess system stability accurately, the conservatism reduction of stability criteria has attracted many efforts, among which estimating integral terms as exact as possible is a key issue. At first, this paper develops a new relaxed integral inequality to reduce the estimation gap of popular Wirtinger-based inequality (WBI). Then, for showing the advantages of the proposed inequality over several existing inequalities that also improve the WBI, four stability criteria are derived through different inequalities and the same Lyapunov-Krasovskii functional (LKF), and the conservatism comparison of them is analyzed theoretically. Moreover, an improved criterion is established by combining the proposed inequality and an augmented LKF with delay-product-type terms. Finally, several numerical examples are used to demonstrate the advantages of the proposed method.

  16. Time-Varying Transition Probability Matrix Estimation and Its Application to Brand Share Analysis.

    Science.gov (United States)

    Chiba, Tomoaki; Hino, Hideitsu; Akaho, Shotaro; Murata, Noboru

    2017-01-01

    In a product market or stock market, different products or stocks compete for the same consumers or purchasers. We propose a method to estimate the time-varying transition matrix of the product share using a multivariate time series of the product share. The method is based on the assumption that each of the observed time series of shares is a stationary distribution of the underlying Markov processes characterized by transition probability matrices. We estimate transition probability matrices for every observation under natural assumptions. We demonstrate, on a real-world dataset of the share of automobiles, that the proposed method can find intrinsic transition of shares. The resulting transition matrices reveal interesting phenomena, for example, the change in flows between TOYOTA group and GM group for the fiscal year where TOYOTA group's sales beat GM's sales, which is a reasonable scenario.

  17. Nonlinear parametrically excited vibration and active control of gear pair system with time-varying characteristic

    Science.gov (United States)

    Liu, Shuang; Wang, Jin-Jin; Liu, Jin-Jie; Li, Ya-Qian

    2015-10-01

    In the present work, we investigate the nonlinear parametrically excited vibration and active control of a gear pair system involving backlash, time-varying meshing stiffness and static transmission error. Firstly, a gear pair model is established in a strongly nonlinear form, and its nonlinear vibration characteristics are systematically investigated through different approaches. Several complicated phenomena such as period doubling bifurcation, anti period doubling bifurcation and chaos can be observed under the internal parametric excitation. Then, an active compensation controller is designed to suppress the vibration, including the chaos. Finally, the effectiveness of the proposed controller is verified numerically. Project supported by the National Natural Science Foundation of China (Grant No. 61104040), the Natural Science Foundation of Hebei Province, China (Grant No. E2012203090), and the University Innovation Team of Hebei Province Leading Talent Cultivation Project, China (Grant No. LJRC013).

  18. Mitigation of time-varying distortions in Nyquist-WDM systems using machine learning

    Science.gov (United States)

    Granada Torres, Jhon J.; Varughese, Siddharth; Thomas, Varghese A.; Chiuchiarelli, Andrea; Ralph, Stephen E.; Cárdenas Soto, Ana M.; Guerrero González, Neil

    2017-11-01

    We propose a machine learning-based nonsymmetrical demodulation technique relying on clustering to mitigate time-varying distortions derived from several impairments such as IQ imbalance, bias drift, phase noise and interchannel interference. Experimental results show that those impairments cause centroid movements in the received constellations seen in time-windows of 10k symbols in controlled scenarios. In our demodulation technique, the k-means algorithm iteratively identifies the cluster centroids in the constellation of the received symbols in short time windows by means of the optimization of decision thresholds for a minimum BER. We experimentally verified the effectiveness of this computationally efficient technique in multicarrier 16QAM Nyquist-WDM systems over 270 km links. Our nonsymmetrical demodulation technique outperforms the conventional QAM demodulation technique, reducing the OSNR requirement up to ∼0.8 dB at a BER of 1 × 10-2 for signals affected by interchannel interference.

  19. Global Phase Synchronization for a Class of Dynamical Complex Networks with Time-Varying Coupling Delays

    Directory of Open Access Journals (Sweden)

    Li XinBin

    2010-01-01

    Full Text Available Global phase synchronization for a class of dynamical complex networks composed of multiinput multioutput pendulum-like systems with time-varying coupling delays is investigated. The problem of the global phase synchronization for the complex networks is equivalent to the problem of the asymptotical stability for the corresponding error dynamical networks. For reducing the conservation, no linearization technique is involved, but by Kronecker product, the problem of the asymptotical stability of the high dimensional error dynamical networks is reduced to the same problem of a class of low dimensional error systems. The delay-dependent criteria guaranteeing global asymptotical stability for the error dynamical complex networks in terms of Liner Matrix Inequalities (LMIs are derived based on free-weighting matrices technique and Lyapunov function. According to the convex characterization, a simple criterion is proposed. A numerical example is provided to demonstrate the effectiveness of the proposed results.

  20. Stability analysis of switched stochastic neural networks with time-varying delays.

    Science.gov (United States)

    Wu, Xiaotai; Tang, Yang; Zhang, Wenbing

    2014-03-01

    This paper is concerned with the global exponential stability of switched stochastic neural networks with time-varying delays. Firstly, the stability of switched stochastic delayed neural networks with stable subsystems is investigated by utilizing the mathematical induction method, the piecewise Lyapunov function and the average dwell time approach. Secondly, by utilizing the extended comparison principle from impulsive systems, the stability of stochastic switched delayed neural networks with both stable and unstable subsystems is analyzed and several easy to verify conditions are derived to ensure the exponential mean square stability of switched delayed neural networks with stochastic disturbances. The effectiveness of the proposed results is illustrated by two simulation examples. Copyright © 2013 Elsevier Ltd. All rights reserved.

  1. Parameter Estimation of a Closed Loop Coupled Tank Time Varying System using Recursive Methods

    International Nuclear Information System (INIS)

    Basir, Siti Nora; Yussof, Hanafiah; Shamsuddin, Syamimi; Selamat, Hazlina; Zahari, Nur Ismarrubie

    2013-01-01

    This project investigates the direct identification of closed loop plant using discrete-time approach. The uses of Recursive Least Squares (RLS), Recursive Instrumental Variable (RIV) and Recursive Instrumental Variable with Centre-Of-Triangle (RIV + COT) in the parameter estimation of closed loop time varying system have been considered. The algorithms were applied in a coupled tank system that employs covariance resetting technique where the time of parameter changes occur is unknown. The performances of all the parameter estimation methods, RLS, RIV and RIV + COT were compared. The estimation of the system whose output was corrupted with white and coloured noises were investigated. Covariance resetting technique successfully executed when the parameters change. RIV + COT gives better estimates than RLS and RIV in terms of convergence and maximum overshoot

  2. Invariant operator theory for the single-photon energy in time-varying media

    International Nuclear Information System (INIS)

    Jeong-Ryeol, Choi

    2010-01-01

    After the birth of quantum mechanics, the notion in physics that the frequency of light is the only factor that determines the energy of a single photon has played a fundamental role. However, under the assumption that the theory of Lewis–Riesenfeld invariants is applicable in quantum optics, it is shown in the present work that this widely accepted notion is valid only for light described by a time-independent Hamiltonian, i.e., for light in media satisfying the conditions, ε(i) = ε(0), μ(t) = μ(0), and σ(t) = 0 simultaneously. The use of the Lewis–Riesenfeld invariant operator method in quantum optics leads to a marvelous result: the energy of a single photon propagating through time-varying linear media exhibits nontrivial time dependence without a change of frequency. (general)

  3. Comparison of different Kalman filter approaches in deriving time varying connectivity from EEG data.

    Science.gov (United States)

    Ghumare, Eshwar; Schrooten, Maarten; Vandenberghe, Rik; Dupont, Patrick

    2015-08-01

    Kalman filter approaches are widely applied to derive time varying effective connectivity from electroencephalographic (EEG) data. For multi-trial data, a classical Kalman filter (CKF) designed for the estimation of single trial data, can be implemented by trial-averaging the data or by averaging single trial estimates. A general linear Kalman filter (GLKF) provides an extension for multi-trial data. In this work, we studied the performance of the different Kalman filtering approaches for different values of signal-to-noise ratio (SNR), number of trials and number of EEG channels. We used a simulated model from which we calculated scalp recordings. From these recordings, we estimated cortical sources. Multivariate autoregressive model parameters and partial directed coherence was calculated for these estimated sources and compared with the ground-truth. The results showed an overall superior performance of GLKF except for low levels of SNR and number of trials.

  4. Fault Detection for Non-Gaussian Stochastic Systems with Time-Varying Delay

    Directory of Open Access Journals (Sweden)

    Tao Li

    2013-01-01

    Full Text Available Fault detection (FD for non-Gaussian stochastic systems with time-varying delay is studied. The available information for the addressed problem is the input and the measured output probability density functions (PDFs of the system. In this framework, firstly, by constructing an augmented Lyapunov functional, which involves some slack variables and a tuning parameter, a delay-dependent condition for the existence of FD observer is derived in terms of linear matrix inequality (LMI and the fault can be detected through a threshold. Secondly, in order to improve the detection sensitivity performance, the optimal algorithm is applied to minimize the threshold value. Finally, paper-making process example is given to demonstrate the applicability of the proposed approach.

  5. The Oil Price and Exchange Rate Relationship Revisited: A time-varying VAR parameter approach

    Directory of Open Access Journals (Sweden)

    Vincent Brémond

    2016-07-01

    Full Text Available The aim of this paper is to study the relationship between the effective exchange rate of the dollar and the oil price dynamics from 1976 to 2013. We explore the links between financial factors (exchange rate, monetary policy, international liquidity and the oil price volatility. Using a Bayesian time-varying parameter vector auto-regressive estimation we demonstrate that the “historical coincidence” of oil and financial crises can be explained by the specificities of the relationship between these two commodities. The results of this paper are twofold. The US Dollar effective exchange rate elasticity of crude oil prices is not constant across time and remains negative from 1989: a depreciation of the effective exchange rate of the dollar triggers an increase of crude oil prices. This paper also demonstrates the contagion of financial commodities markets development upon the global economy.

  6. Accelerating Time-Varying Hardware Volume Rendering Using TSP Trees and Color-Based Error Metrics

    Science.gov (United States)

    Ellsworth, David; Chiang, Ling-Jen; Shen, Han-Wei; Kwak, Dochan (Technical Monitor)

    2000-01-01

    This paper describes a new hardware volume rendering algorithm for time-varying data. The algorithm uses the Time-Space Partitioning (TSP) tree data structure to identify regions within the data that have spatial or temporal coherence. By using this coherence, the rendering algorithm can improve performance when the volume data is larger than the texture memory capacity by decreasing the amount of textures required. This coherence can also allow improved speed by appropriately rendering flat-shaded polygons instead of textured polygons, and by not rendering transparent regions. To reduce the polygonization overhead caused by the use of the hierarchical data structure, we introduce an optimization method using polygon templates. The paper also introduces new color-based error metrics, which more accurately identify coherent regions compared to the earlier scalar-based metrics. By showing experimental results from runs using different data sets and error metrics, we demonstrate that the new methods give substantial improvements in volume rendering performance.

  7. Time-varying Entry Heating Profile Replication with a Rotating Arc Jet Test Article

    Science.gov (United States)

    Grinstead, Jay Henderson; Venkatapathy, Ethiraj; Noyes, Eric A.; Mach, Jeffrey J.; Empey, Daniel M.; White, Todd R.

    2014-01-01

    A new approach for arc jet testing of thermal protection materials at conditions approximating the time-varying conditions of atmospheric entry was developed and demonstrated. The approach relies upon the spatial variation of heat flux and pressure over a cylindrical test model. By slowly rotating a cylindrical arc jet test model during exposure to an arc jet stream, each point on the test model will experience constantly changing applied heat flux. The predicted temporal profile of heat flux at a point on a vehicle can be replicated by rotating the cylinder at a prescribed speed and direction. An electromechanical test model mechanism was designed, built, and operated during an arc jet test to demonstrate the technique.

  8. On-line statistical processing of radiation detector pulse trains with time-varying count rates

    International Nuclear Information System (INIS)

    Apostolopoulos, G.

    2008-01-01

    Statistical analysis is of primary importance for the correct interpretation of nuclear measurements, due to the inherent random nature of radioactive decay processes. This paper discusses the application of statistical signal processing techniques to the random pulse trains generated by radiation detectors. The aims of the presented algorithms are: (i) continuous, on-line estimation of the underlying time-varying count rate θ(t) and its first-order derivative dθ/dt; (ii) detection of abrupt changes in both of these quantities and estimation of their new value after the change point. Maximum-likelihood techniques, based on the Poisson probability distribution, are employed for the on-line estimation of θ and dθ/dt. Detection of abrupt changes is achieved on the basis of the generalized likelihood ratio statistical test. The properties of the proposed algorithms are evaluated by extensive simulations and possible applications for on-line radiation monitoring are discussed

  9. Time-Varying Transition Probability Matrix Estimation and Its Application to Brand Share Analysis.

    Directory of Open Access Journals (Sweden)

    Tomoaki Chiba

    Full Text Available In a product market or stock market, different products or stocks compete for the same consumers or purchasers. We propose a method to estimate the time-varying transition matrix of the product share using a multivariate time series of the product share. The method is based on the assumption that each of the observed time series of shares is a stationary distribution of the underlying Markov processes characterized by transition probability matrices. We estimate transition probability matrices for every observation under natural assumptions. We demonstrate, on a real-world dataset of the share of automobiles, that the proposed method can find intrinsic transition of shares. The resulting transition matrices reveal interesting phenomena, for example, the change in flows between TOYOTA group and GM group for the fiscal year where TOYOTA group's sales beat GM's sales, which is a reasonable scenario.

  10. Passivity analysis of memristor-based impulsive inertial neural networks with time-varying delays.

    Science.gov (United States)

    Wan, Peng; Jian, Jigui

    2018-03-01

    This paper focuses on delay-dependent passivity analysis for a class of memristive impulsive inertial neural networks with time-varying delays. By choosing proper variable transformation, the memristive inertial neural networks can be rewritten as first-order differential equations. The memristive model presented here is regarded as a switching system rather than employing the theory of differential inclusion and set-value map. Based on matrix inequality and Lyapunov-Krasovskii functional method, several delay-dependent passivity conditions are obtained to ascertain the passivity of the addressed networks. In addition, the results obtained here contain those on the passivity for the addressed networks without impulse effects as special cases and can also be generalized to other neural networks with more complex pulse interference. Finally, one numerical example is presented to show the validity of the obtained results. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

  11. Randomized gradient-free method for multiagent optimization over time-varying networks.

    Science.gov (United States)

    Yuan, Deming; Ho, Daniel W C

    2015-06-01

    In this brief, we consider the multiagent optimization over a network where multiple agents try to minimize a sum of nonsmooth but Lipschitz continuous functions, subject to a convex state constraint set. The underlying network topology is modeled as time varying. We propose a randomized derivative-free method, where in each update, the random gradient-free oracles are utilized instead of the subgradients (SGs). In contrast to the existing work, we do not require that agents are able to compute the SGs of their objective functions. We establish the convergence of the method to an approximate solution of the multiagent optimization problem within the error level depending on the smoothing parameter and the Lipschitz constant of each agent's objective function. Finally, a numerical example is provided to demonstrate the effectiveness of the method.

  12. Time-Varying FOPDT Modeling and On-line Parameter Identification

    DEFF Research Database (Denmark)

    Yang, Zhenyu; Sun, Zhen

    2013-01-01

    A type of Time-Varying First-Order Plus Dead-Time (TV-FOPDT) model is extended from SISO format into a MISO version by explicitly taking the disturbance input into consideration. Correspondingly, a set of on-line parameter identification algorithms oriented to MISO TV-FOPDT model are proposed based...... on the Mixed-Integer-Nonlinear Programming, Least-Mean-Square and sliding window techniques. The proposed approaches can simultaneously estimate the time-dependent system parameters, as well as the unknown disturbance input if it is the case, in an on-line manner. The proposed concepts and algorithms...... are firstly illustrated through a numerical example, and then applied to investigate transient superheat dynamic modeling in a supermarket refrigeration system....

  13. Induction of Oxidation in Living Cells by Time-Varying Electromagnetic Fields

    Science.gov (United States)

    Stolc, Viktor

    2015-01-01

    We are studying how biological systems can harness quantum effects of time varying electromagnetic (EM) waves as the time-setting basis for universal biochemical organization via the redox cycle. The effects of extremely weak EM field on the biochemical redox cycle can be monitored through real-time detection of oxidation-induced light emissions of reporter molecules in living cells. It has been shown that EM fields can also induce changes in fluid transport rates through capillaries (approximately 300 microns inner diameter) by generating annular proton gradients. This effect may be relevant to understanding cardiovascular dis-function in spaceflight, beyond the ionosphere. Importantly, we show that these EM effects can be attenuated using an active EM field cancellation device. Central for NASA's Human Research Program is the fact that the absence of ambient EM field in spaceflight can also have a detrimental influence, namely via increased oxidative damage, on DNA replication, which controls heredity.

  14. Almost Periodic Solution for Memristive Neural Networks with Time-Varying Delays

    Directory of Open Access Journals (Sweden)

    Huaiqin Wu

    2013-01-01

    Full Text Available This paper is concerned with the dynamical stability analysis for almost periodic solution of memristive neural networks with time-varying delays. Under the framework of Filippov solutions, by applying the inequality analysis techniques, the existence and asymptotically almost periodic behavior of solutions are discussed. Based on the differential inclusions theory and Lyapunov functional approach, the stability issues of almost periodic solution are investigated, and a sufficient condition for the existence, uniqueness, and global exponential stability of the almost periodic solution is established. Moreover, as a special case, the condition which ensures the global exponential stability of a unique periodic solution is also presented for the considered memristive neural networks. Two examples are given to illustrate the validity of the theoretical results.

  15. A Comparison of Evolutionary Algorithms for Tracking Time-Varying Recursive Systems

    Directory of Open Access Journals (Sweden)

    White Michael S

    2003-01-01

    Full Text Available A comparison is made of the behaviour of some evolutionary algorithms in time-varying adaptive recursive filter systems. Simulations show that an algorithm including random immigrants outperforms a more conventional algorithm using the breeder genetic algorithm as the mutation operator when the time variation is discontinuous, but neither algorithm performs well when the time variation is rapid but smooth. To meet this deficit, a new hybrid algorithm which uses a hill climber as an additional genetic operator, applied for several steps at each generation, is introduced. A comparison is made of the effect of applying the hill climbing operator a few times to all members of the population or a larger number of times solely to the best individual; it is found that applying to the whole population yields the better results, substantially improved compared with those obtained using earlier methods.

  16. Prediction of oil expression by uniaxial compression using time-varying oilseed properties

    DEFF Research Database (Denmark)

    Bargale, P. C.; Wulfsohn, Dvoralai; Irudayaraj, J.

    2000-01-01

    recovery for extruded soybean very well, the predictions were not satisfactory for sunflower seed samples. The higher error was attributed to material non-homogeneity and the presence of hulls in the sunflower seeds, which increased errors in measurement of the medium permeability function. The lack......A mathematical simulation of uniaxial compression of oilseeds for oil extraction was developed based upon combining Terzaghi's theory of consolidation for saturated soils with Darcy's law for unsaturated flow, while incorporating the time-varying nature of the coefficients of permeability...... and consolidation. The model was validated for extruded soy and for sunflower seeds. Material parameters were determined experimentally and predictions of oil recovery rates made for several levels of temperature, pressure and initial sample depth. Results indicated that while the model predicted the values of oil...

  17. 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.

  18. A First-order Prediction-Correction Algorithm for Time-varying (Constrained) Optimization: Preprint

    Energy Technology Data Exchange (ETDEWEB)

    Dall-Anese, Emiliano [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Simonetto, Andrea [Universite catholique de Louvain

    2017-07-25

    This paper focuses on the design of online algorithms based on prediction-correction steps to track the optimal solution of a time-varying constrained problem. Existing prediction-correction methods have been shown to work well for unconstrained convex problems and for settings where obtaining the inverse of the Hessian of the cost function can be computationally affordable. The prediction-correction algorithm proposed in this paper addresses the limitations of existing methods by tackling constrained problems and by designing a first-order prediction step that relies on the Hessian of the cost function (and do not require the computation of its inverse). Analytical results are established to quantify the tracking error. Numerical simulations corroborate the analytical results and showcase performance and benefits of the algorithms.

  19. 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.

  20. Correlation-based characterisation of time-varying dynamical complexity in the Earth's magnetosphere

    Science.gov (United States)

    Donner, Reik V.; Balasis, George; Kurths, Jürgen

    2014-05-01

    The dynamical behaviour of the magnetosphere is known to be a sensitive indicator for the response of the system to solar wind coupling. Since the solar activity commonly displays very interesting non-stationary and multi-scale dynamics, the magnetospheric response also exhibits a high degree of dynamical complexity associated with fundamentally different characteristics during periods of quiescence and magnetic storms. The resulting temporal complexity profile has been explored regarding several approaches from applied statistics, dynamical systems theory and statistical mechanics. Here, we propose an alternative way of looking at time-varying dynamical complexity of nonlinear geophysical time series utilising subtle but significant changes in the linear auto-correlation structure of the recorded data. Our approach is demonstrated to sensitively trace the dynamic signatures associated with intense magnetic storms, and to display reasonable skills in distinguishing between quiescence and storm periods. The potentials and methodological limitations of this new viewpoint are discussed in some detail.

  1. An Explicit MOT-TD-VIE Solver for Time Varying Media

    KAUST Repository

    Sayed, Sadeed Bin

    2016-03-15

    An explicit marching on-in-time (MOT) scheme for solving the time domain electric field integral equation enforced on volumes with time varying dielectric permittivity is proposed. Unknowns of the integral equation and the constitutive relation, i.e., flux density and field intensity, are discretized using full and half Schaubert-Wilton-Glisson functions in space. Temporal interpolation is carried out using band limited approximate prolate spherical wave functions. The discretized coupled system of integral equation and constitutive relation is integrated in time using a PE(CE)m type linear multistep scheme. Unlike the existing MOT methods, the resulting explicit MOT scheme allows for straightforward incorporation of the time variation in the dielectric permittivity.

  2. Cox models with dynamic ridge penalties on time-varying effects of the covariates.

    Science.gov (United States)

    Perperoglou, Aris

    2014-01-15

    Analysis of long-term follow-up survival studies require more sophisticated approaches than the proportional hazards model. To account for the dynamic behaviour of fixed covariates, penalized Cox models can be employed in models with interactions of the covariates and known time functions. In this work, I discuss some of the suggested methods and emphasize on the use of a ridge penalty in survival models. I review different strategies for choosing an optimal penalty weight and argue for the use of the computationally efficient restricted maximum likelihood (REML)-type method. A ridge penalty term can be subtracted from the likelihood when modelling time-varying effects in order to control the behaviour of the time functions. I suggest using flexible time functions such as B-splines and constrain the behaviour of these by adding proper penalties. I present the basic methods and illustrate different penalty weights in two different datasets. Copyright © 2013 John Wiley & Sons, Ltd.

  3. Further stability analysis on Cohen-Grossberg neural networks with time-varying and distributed delays

    Science.gov (United States)

    Li, Tao; Song, Aiguo; Fei, Shumin

    2011-10-01

    The article is concerned with asymptotical stability for Cohen-Grossberg neural networks with both interval time-varying (0 ≤ τ0 ≤ τ(t) ≤ τ m ) and distributed delays, in which two types of distributed delays are treated: one is bounded while the other is unbounded. Through partitioning the delay intervals [0, τ0] and [τ0, τ m ], and choosing two augmented Lyapunov-Krasovskii functionals, some sufficient conditions are obtained to guarantee the global stability by employing the simplified free-weighting matrix method and convex combination. These stability criteria are presented in terms of linear matrix inequalities (LMIs) and can be easily checked by resorting to LMI in Matlab toolbox. Finally, three numerical examples are given to illustrate the effectiveness and reduced conservatism of the theoretical results.

  4. Asymptotical stability of stochastic neural networks with multiple time-varying delays

    Science.gov (United States)

    Zhou, Xianghui; Zhou, Wuneng; Dai, Anding; Yang, Jun; Xie, Lili

    2015-03-01

    The stochastic neural networks can be considered as an expansion of cellular neural networks and Hopfield neural networks. In real world, the neural networks are prone to be instable due to time delay and external disturbance. In this paper, we consider the asymptotic stability for the stochastic neural networks with multiple time-varying delays. By employing a Lyapunov-Krasovskii function, a sufficient condition which guarantees the asymptotic stability of the state trajectory in the mean square is obtained. The criteria proposed can be verified readily by utilising the linear matrix inequality toolbox in Matlab, and no parameters to be tuned. In the end, two numerical examples are provided to demonstrate the effectiveness of the proposed method.

  5. Discrete-time recurrent neural networks with time-varying delays: Exponential stability analysis

    Science.gov (United States)

    Liu, Yurong; Wang, Zidong; Serrano, Alan; Liu, Xiaohui

    2007-03-01

    This Letter is concerned with the analysis problem of exponential stability for a class of discrete-time recurrent neural networks (DRNNs) with time delays. The delay is of the time-varying nature, and the activation functions are assumed to be neither differentiable nor strict monotonic. Furthermore, the description of the activation functions is more general than the recently commonly used Lipschitz conditions. Under such mild conditions, we first prove the existence of the equilibrium point. Then, by employing a Lyapunov Krasovskii functional, a unified linear matrix inequality (LMI) approach is developed to establish sufficient conditions for the DRNNs to be globally exponentially stable. It is shown that the delayed DRNNs are globally exponentially stable if a certain LMI is solvable, where the feasibility of such an LMI can be easily checked by using the numerically efficient Matlab LMI Toolbox. A simulation example is presented to show the usefulness of the derived LMI-based stability condition.

  6. Novel global robust stability criteria for interval neural networks with multiple time-varying delays

    International Nuclear Information System (INIS)

    Xu Shengyuan; Lam, James; Ho, Daniel W.C.

    2005-01-01

    This Letter is concerned with the problem of robust stability analysis for interval neural networks with multiple time-varying delays and parameter uncertainties. The parameter uncertainties are assumed to be bounded in given compact sets and the activation functions are supposed to be bounded and globally Lipschitz continuous. A sufficient condition is obtained by means of Lyapunov functionals, which guarantees the existence, uniqueness and global asymptotic stability of the delayed neural network for all admissible uncertainties. This condition is in terms of a linear matrix inequality (LMI), which can be easily checked by using recently developed algorithms in solving LMIs. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed method

  7. Discrete-time recurrent neural networks with time-varying delays: Exponential stability analysis

    International Nuclear Information System (INIS)

    Liu, Yurong; Wang, Zidong; Serrano, Alan; Liu, Xiaohui

    2007-01-01

    This Letter is concerned with the analysis problem of exponential stability for a class of discrete-time recurrent neural networks (DRNNs) with time delays. The delay is of the time-varying nature, and the activation functions are assumed to be neither differentiable nor strict monotonic. Furthermore, the description of the activation functions is more general than the recently commonly used Lipschitz conditions. Under such mild conditions, we first prove the existence of the equilibrium point. Then, by employing a Lyapunov-Krasovskii functional, a unified linear matrix inequality (LMI) approach is developed to establish sufficient conditions for the DRNNs to be globally exponentially stable. It is shown that the delayed DRNNs are globally exponentially stable if a certain LMI is solvable, where the feasibility of such an LMI can be easily checked by using the numerically efficient Matlab LMI Toolbox. A simulation example is presented to show the usefulness of the derived LMI-based stability condition

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

    DEFF Research Database (Denmark)

    Christensen, Rene Hardam; Santos, Ilmar

    2003-01-01

    to be overcome. Among others it is necessary, that the control scheme is capable to cope with non-linear time-varying dynamical system behaviour. However, rotating at constant speed the mathematical model becomes periodic time-variant. In this framework the present paper gives a contribution to design procedures...... is reformulated using complex mode theory. Next, a linear constant gain controller for the reformulated system is designed by linear control technique. Finally, this constant gain controller is transformed to a time-periodic form by applying reverse modal transformation. The non-measurable states are estimated......The demands for high efficiency machines initiate a demand for monitoring and active control of vibrations to improve machinery performance and to prolong machinery lifetime. Applying active control to reduce vibrations in flexible bladed rotor-systems imply that several difficulties have...

  9. Periodic solution for state-dependent impulsive shunting inhibitory CNNs with time-varying delays.

    Science.gov (United States)

    Şaylı, Mustafa; Yılmaz, Enes

    2015-08-01

    In this paper, we consider existence and global exponential stability of periodic solution for state-dependent impulsive shunting inhibitory cellular neural networks with time-varying delays. By means of B-equivalence method, we reduce these state-dependent impulsive neural networks system to an equivalent fix time impulsive neural networks system. Further, by using Mawhin's continuation theorem of coincide degree theory and employing a suitable Lyapunov function some new sufficient conditions for existence and global exponential stability of periodic solution are obtained. Previous results are improved and extended. Finally, we give an illustrative example with numerical simulations to demonstrate the effectiveness of our theoretical results. Copyright © 2015 Elsevier Ltd. All rights reserved.

  10. The co-movement of monetary policy and its time-varying nature: A DCCA approach

    Science.gov (United States)

    Rohit, Abhishek; Mitra, Subrata Kumar

    2018-02-01

    Employing a novel methodology of DCCA cross-correlation coefficient (ρDCCA), this study attempts to provide fresh evidences for the co-movement of monetary policies of the advanced (AEs) as well as the emerging economies (EMEs) vis-à-vis the United States. A higher degree of monetary co-movement as measured by ρDCCA values, is identified for the AEs as compared to the EMEs. Lower co-movement of monetary policy is especially noticeable in the short run for EMEs. We further investigate the time-varying nature of such co-movements for the AEs by splitting the period (1980-2014) into four sub periods and also by performing a rolling window estimation for the entire period to reveal smoother dynamics. Significant evidence of higher monetary coordination is revealed for sub-periods with stronger trade and financial linkages.

  11. Time-varying disaster risk models: An empirical assessment of the Rietz-Barro hypothesis

    DEFF Research Database (Denmark)

    Irarrazabal, Alfonso; Parra-Alvarez, Juan Carlos

    This paper revisits the fit of disaster risk models where a representative agent has recursive preferences and the probability of a macroeconomic disaster changes over time. We calibrate the model as in Wachter (2013) and perform two sets of tests to assess the empirical performance of the model ...... and hence to reduce the Sharpe Ratio, a lower elasticity of substitution generates a more reasonable level for the equity risk premium and for the volatility of the government bond returns without compromising the ability of the price-dividend ratio to predict excess returns....

  12. Time-varying wing-twist improves aerodynamic efficiency of forward flight in butterflies.

    Science.gov (United States)

    Zheng, Lingxiao; Hedrick, Tyson L; Mittal, Rajat

    2013-01-01

    Insect wings can undergo significant chordwise (camber) as well as spanwise (twist) deformation during flapping flight but the effect of these deformations is not well understood. The shape and size of butterfly wings leads to particularly large wing deformations, making them an ideal test case for investigation of these effects. Here we use computational models derived from experiments on free-flying butterflies to understand the effect of time-varying twist and camber on the aerodynamic performance of these insects. High-speed videogrammetry is used to capture the wing kinematics, including deformation, of a Painted Lady butterfly (Vanessa cardui) in untethered, forward flight. These experimental results are then analyzed computationally using a high-fidelity, three-dimensional, unsteady Navier-Stokes flow solver. For comparison to this case, a set of non-deforming, flat-plate wing (FPW) models of wing motion are synthesized and subjected to the same analysis along with a wing model that matches the time-varying wing-twist observed for the butterfly, but has no deformation in camber. The simulations show that the observed butterfly wing (OBW) outperforms all the flat-plate wings in terms of usable force production as well as the ratio of lift to power by at least 29% and 46%, respectively. This increase in efficiency of lift production is at least three-fold greater than reported for other insects. Interestingly, we also find that the twist-only-wing (TOW) model recovers much of the performance of the OBW, demonstrating that wing-twist, and not camber is key to forward flight in these insects. The implications of this on the design of flapping wing micro-aerial vehicles are discussed.

  13. Time-varying wing-twist improves aerodynamic efficiency of forward flight in butterflies.

    Directory of Open Access Journals (Sweden)

    Lingxiao Zheng

    Full Text Available Insect wings can undergo significant chordwise (camber as well as spanwise (twist deformation during flapping flight but the effect of these deformations is not well understood. The shape and size of butterfly wings leads to particularly large wing deformations, making them an ideal test case for investigation of these effects. Here we use computational models derived from experiments on free-flying butterflies to understand the effect of time-varying twist and camber on the aerodynamic performance of these insects. High-speed videogrammetry is used to capture the wing kinematics, including deformation, of a Painted Lady butterfly (Vanessa cardui in untethered, forward flight. These experimental results are then analyzed computationally using a high-fidelity, three-dimensional, unsteady Navier-Stokes flow solver. For comparison to this case, a set of non-deforming, flat-plate wing (FPW models of wing motion are synthesized and subjected to the same analysis along with a wing model that matches the time-varying wing-twist observed for the butterfly, but has no deformation in camber. The simulations show that the observed butterfly wing (OBW outperforms all the flat-plate wings in terms of usable force production as well as the ratio of lift to power by at least 29% and 46%, respectively. This increase in efficiency of lift production is at least three-fold greater than reported for other insects. Interestingly, we also find that the twist-only-wing (TOW model recovers much of the performance of the OBW, demonstrating that wing-twist, and not camber is key to forward flight in these insects. The implications of this on the design of flapping wing micro-aerial vehicles are discussed.

  14. Dynamic linear models to explore time-varying suspended sediment-discharge rating curves

    Science.gov (United States)

    Ahn, Kuk-Hyun; Yellen, Brian; Steinschneider, Scott

    2017-06-01

    This study presents a new method to examine long-term dynamics in sediment yield using time-varying sediment-discharge rating curves. Dynamic linear models (DLMs) are introduced as a time series filter that can assess how the relationship between streamflow and sediment concentration or load changes over time in response to a wide variety of natural and anthropogenic watershed disturbances or long-term changes. The filter operates by updating parameter values using a recursive Bayesian design that responds to 1 day-ahead forecast errors while also accounting for observational noise. The estimated time series of rating curve parameters can then be used to diagnose multiscale (daily-decadal) variability in sediment yield after accounting for fluctuations in streamflow. The technique is applied in a case study examining changes in turbidity load, a proxy for sediment load, in the Esopus Creek watershed, part of the New York City drinking water supply system. The results show that turbidity load exhibits a complex array of variability across time scales. The DLM highlights flood event-driven positive hysteresis, where turbidity load remained elevated for months after large flood events, as a major component of dynamic behavior in the rating curve relationship. The DLM also produces more accurate 1 day-ahead loading forecasts compared to other static and time-varying rating curve methods. The results suggest that DLMs provide a useful tool for diagnosing changes in sediment-discharge relationships over time and may help identify variability in sediment concentrations and loads that can be used to inform dynamic water quality management.

  15. Local inertial oscillations in the surface ocean generated by time-varying winds

    Science.gov (United States)

    Chen, Shengli; Polton, Jeff A.; Hu, Jianyu; Xing, Jiuxing

    2015-12-01

    A new relationship is presented to give a review study on the evolution of inertial oscillations in the surface ocean locally generated by time-varying wind stress. The inertial oscillation is expressed as the superposition of a previous oscillation and a newly generated oscillation, which depends upon the time-varying wind stress. This relationship is employed to investigate some idealized wind change events. For a wind series varying temporally with different rates, the induced inertial oscillation is dominated by the wind with the greatest variation. The resonant wind, which rotates anti-cyclonically at the local inertial frequency with time, produces maximal amplitude of inertial oscillations, which grows monotonically. For the wind rotating at non-inertial frequencies, the responses vary periodically, with wind injecting inertial energy when it is in phase with the currents, but removing inertial energy when it is out of phase. The wind rotating anti-cyclonically with time is much more favorable to generate inertial oscillations than the cyclonic rotating wind. The wind with a frequency closer to the inertial frequency generates stronger inertial oscillations. For a diurnal wind, the induced inertial oscillation is dependent on latitude and is most significant at 30 °. This relationship is also applied to examine idealized moving cyclones. The inertial oscillation is much stronger on the right-hand side of the cyclone path than on the left-hand side (in the northern hemisphere). This is due to the wind being anti-cyclonic with time on the right-hand side, but cyclonic on the other side. The inertial oscillation varies with the cyclone translation speed. The optimal translation speed generating the greatest inertial oscillations is 2 m/s at the latitude of 10 ° and gradually increases to 6 m/s at the latitude of 30 °.

  16. Time-varying processes involved in smoking lapse in a randomized trial of smoking cessation therapies.

    Science.gov (United States)

    Vasilenko, Sara A; Piper, Megan E; Lanza, Stephanie T; Liu, Xiaoyu; Yang, Jingyun; Li, Runze

    2014-05-01

    Researchers have increasingly begun to gather ecological momentary assessment (EMA) data on smoking, but new statistical methods are necessary to fully unlock information from such data. In this paper, we use a new technique, the logistic time-varying effect model (logistic TVEM), to examine the odds of smoking in the 2 weeks after a quit attempt. Data are from a subsample of participants from a randomized, placebo-controlled trial of smoking cessation pharmacotherapies who achieved initial abstinence (N = 1,106, 58% female). Participants completed up to 4 EMA assessments per day during the 2 weeks after their quit day. Predictors include baseline nicotine dependence, EMA measures of craving and negative affect, and whether an individual was assigned to a placebo, monotherapy, or combination therapy condition. Time-varying effects of these predictors were estimated using logistic TVEM. Cravings were a significant predictor of smoking throughout the entire 2 weeks postquit, whereas the effect of baseline dependence became nonsignificant by the second week, and the effect of negative affect increased over time. Individuals in the monotherapy and combination therapy conditions had decreased odds of smoking compared with placebo in the first week postquit, but these differences were nonsignificant in the second week. Findings suggest that pharmacotherapies are more effective compared with placebo earlier in a quit attempt, when the effect of baseline nicotine dependence on smoking is stronger, whereas the effect of craving and negative affect increased over time. Future cessation therapies may be more successful by providing additional support in the second week after quit attempt.

  17. 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

    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 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.

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

    Directory of Open Access Journals (Sweden)

    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.

  19. Time-varying subspace dimensionality: Useful as a seismic signal detection method?

    Science.gov (United States)

    Rowe, C. A.; Stead, R. J.; Begnaud, M. L.

    2012-12-01

    We explore the application of dimensional analysis to the problem of anomaly detection in multichannel time series. These techniques, which have been used for real-time load management in large computer systems, revolve around the time-varying dimensionality estimates of the signal subspace. Our application is to multiple channels of incoming seismic waveform data, as from a large array or across a network. Subspace analysis has been applied to seismic data before, but the routine use of the method is for the identification of a particular signal type, and requires a priori information about the range of signals for which the algorithm is searching. In this paradigm, a known but variable source (such as a mining region or aftershock sequence) provides known waveforms that are assumed to span the space occupied by incoming events of interest. Singular value decomposition or principal components analysis of the identified waveforms will allow for the selection of basis vectors that define the subspace onto which incoming signals are projected, to determine whether they belong to the source population of interest. In our application we do not seek to compare incoming signals to previously identified waveforms, but instead we seek to detect anomalies from the background behavior across an array or network. The background seismic levels will describe a signal space whose dimension may change markedly when an earthquake or other signal of interest occurs. We explore a variety of means by which we can evaluate the time-varying dimensionality of the signal space, and we compare the detection performance to other standard event detection methods.

  20. Time-Varying Wing-Twist Improves Aerodynamic Efficiency of Forward Flight in Butterflies

    Science.gov (United States)

    Zheng, Lingxiao; Hedrick, Tyson L.; Mittal, Rajat

    2013-01-01

    Insect wings can undergo significant chordwise (camber) as well as spanwise (twist) deformation during flapping flight but the effect of these deformations is not well understood. The shape and size of butterfly wings leads to particularly large wing deformations, making them an ideal test case for investigation of these effects. Here we use computational models derived from experiments on free-flying butterflies to understand the effect of time-varying twist and camber on the aerodynamic performance of these insects. High-speed videogrammetry is used to capture the wing kinematics, including deformation, of a Painted Lady butterfly (Vanessa cardui) in untethered, forward flight. These experimental results are then analyzed computationally using a high-fidelity, three-dimensional, unsteady Navier-Stokes flow solver. For comparison to this case, a set of non-deforming, flat-plate wing (FPW) models of wing motion are synthesized and subjected to the same analysis along with a wing model that matches the time-varying wing-twist observed for the butterfly, but has no deformation in camber. The simulations show that the observed butterfly wing (OBW) outperforms all the flat-plate wings in terms of usable force production as well as the ratio of lift to power by at least 29% and 46%, respectively. This increase in efficiency of lift production is at least three-fold greater than reported for other insects. Interestingly, we also find that the twist-only-wing (TOW) model recovers much of the performance of the OBW, demonstrating that wing-twist, and not camber is key to forward flight in these insects. The implications of this on the design of flapping wing micro-aerial vehicles are discussed. PMID:23341923

  1. Multi-scale visual analysis of time-varying electrocorticography data via clustering of brain regions.

    Science.gov (United States)

    Murugesan, Sugeerth; Bouchard, Kristofer; Chang, Edward; Dougherty, Max; Hamann, Bernd; Weber, Gunther H

    2017-06-06

    There exists a need for effective and easy-to-use software tools supporting the analysis of complex Electrocorticography (ECoG) data. Understanding how epileptic seizures develop or identifying diagnostic indicators for neurological diseases require the in-depth analysis of neural activity data from ECoG. Such data is multi-scale and is of high spatio-temporal resolution. Comprehensive analysis of this data should be supported by interactive visual analysis methods that allow a scientist to understand functional patterns at varying levels of granularity and comprehend its time-varying behavior. We introduce a novel multi-scale visual analysis system, ECoG ClusterFlow, for the detailed exploration of ECoG data. Our system detects and visualizes dynamic high-level structures, such as communities, derived from the time-varying connectivity network. The system supports two major views: 1) an overview summarizing the evolution of clusters over time and 2) an electrode view using hierarchical glyph-based design to visualize the propagation of clusters in their spatial, anatomical context. We present case studies that were performed in collaboration with neuroscientists and neurosurgeons using simulated and recorded epileptic seizure data to demonstrate our system's effectiveness. ECoG ClusterFlow supports the comparison of spatio-temporal patterns for specific time intervals and allows a user to utilize various clustering algorithms. Neuroscientists can identify the site of seizure genesis and its spatial progression during various the stages of a seizure. Our system serves as a fast and powerful means for the generation of preliminary hypotheses that can be used as a basis for subsequent application of rigorous statistical methods, with the ultimate goal being the clinical treatment of epileptogenic zones.

  2. The return of the underground retail cannabis market? Attitudes of Dutch coffeeshop owners and cannabis users to the proposed ‘cannabis ID’ and the consequences they expect

    OpenAIRE

    Korf, D.J.; Wouters, M.; Benschop, A.

    2011-01-01

    The sale of cannabis to persons aged 18 or older is permitted in the Netherlands under certain conditions in commercial establishments called coffeeshops. The present Dutch government has proposed that access to coffeeshops be restricted to persons holding a cannabis ID, a mandatory membership card known colloquially as a ‘weed pass’ (wietpas). Recent interviews with 66 Amsterdam coffeeshop owners reveal that they expect mainly detrimental effects from the proposed measure. In particular, the...

  3. Gold Returns

    OpenAIRE

    Robert J. Barro; Sanjay P. Misra

    2013-01-01

    From 1836 to 2011, the average real rate of price change for gold in the United States is 1.1% per year and the standard deviation is 13.1%, implying a one-standard-deviation confidence band for the mean of (0.1%, 2.1%). The covariances of gold's real rate of price change with consumption and GDP growth rates are small and statistically insignificantly different from zero. These negligible covariances suggest that gold's expected real rate of return--which includes an unobserved dividend yiel...

  4. Robust and Optimal Control of Magnetic Microparticles inside Fluidic Channels with Time-Varying Flow Rates

    Directory of Open Access Journals (Sweden)

    Islam S.M. Khalil

    2016-06-01

    Full Text Available Targeted therapy using magnetic microparticles and nanoparticles has the potential to mitigate the negative side-effects associated with conventional medical treatment. Major technological challenges still need to be addressed in order to translate these particles into in vivo applications. For example, magnetic particles need to be navigated controllably in vessels against flowing streams of body fluid. This paper describes the motion control of paramagnetic microparticles in the flowing streams of fluidic channels with time-varying flow rates (maximum flow is 35 ml.hr−1. This control is designed using a magnetic-based proportional-derivative (PD control system to compensate for the time-varying flow inside the channels (with width and depth of 2 mm and 1.5 mm, respectively. First, we achieve point-to-point motion control against and along flow rates of 4 ml.hr−1, 6 ml.hr−1, 17 ml.hr−1, and 35 ml.hr−1. The average speeds of single microparticle (with average diameter of 100 μm against flow rates of 6 ml.hr−1 and 30 ml.hr−1 are calculated to be 45 μm.s−1 and 15 μm.s−1, respectively. Second, we implement PD control with disturbance estimation and compensation. This control decreases the steady-state error by 50%, 70%, 73%, and 78% at flow rates of 4 ml.hr−1, 6 ml.hr−1, 17 ml.hr−1, and 35 ml.hr−1, respectively. Finally, we consider the problem of finding the optimal path (minimal kinetic energy between two points using calculus of variation, against the mentioned flow rates. Not only do we find that an optimal path between two collinear points with the direction of maximum flow (middle of the fluidic channel decreases the rise time of the microparticles, but we also decrease the input current that is supplied to the electromagnetic coils by minimizing the kinetic energy of the microparticles, compared to a PD control with disturbance compensation.

  5. Time-varying magnetotail magnetic flux calculation: a test of the method

    Directory of Open Access Journals (Sweden)

    M. A. Shukhtina

    2009-04-01

    Full Text Available We modified the Petrinec and Russell (1996 algorithm to allow the computation of time-varying magnetotail magnetic flux based on simultaneous spacecraft measurements in the magnetotail and near-Earth solar wind. In view of many assumptions made we tested the algorithm against MHD simulation in the artificial event, which provides the input from two artificial spacecraft to compute the magnetic flux F values with our algorithm; the latter are compared with flux values, obtained by direct integration in the tail cross-section. The comparison shows similar time variations of predicted and simulated fluxes as well as their good correlation (cc>0.9 for the input taken from the tail lobe, which somewhat degrades if using the "measurements" from the central plasma sheet. The regression relationship between the predicted and computed flux values is rather stable allowing one to correct the absolute value of predicted magnetic flux.

    We conclude that this method is a perspective tool to monitor the tail magnetic flux which is one of the main global magnetotail parameters.

  6. Time-varying magnetotail magnetic flux calculation: a test of the method

    Directory of Open Access Journals (Sweden)

    M. A. Shukhtina

    2009-04-01

    Full Text Available We modified the Petrinec and Russell (1996 algorithm to allow the computation of time-varying magnetotail magnetic flux based on simultaneous spacecraft measurements in the magnetotail and near-Earth solar wind. In view of many assumptions made we tested the algorithm against MHD simulation in the artificial event, which provides the input from two artificial spacecraft to compute the magnetic flux F values with our algorithm; the latter are compared with flux values, obtained by direct integration in the tail cross-section. The comparison shows similar time variations of predicted and simulated fluxes as well as their good correlation (cc>0.9 for the input taken from the tail lobe, which somewhat degrades if using the "measurements" from the central plasma sheet. The regression relationship between the predicted and computed flux values is rather stable allowing one to correct the absolute value of predicted magnetic flux. We conclude that this method is a perspective tool to monitor the tail magnetic flux which is one of the main global magnetotail parameters.

  7. Visual Predictive Check in Models with Time-Varying Input Function.

    Science.gov (United States)

    Largajolli, Anna; Bertoldo, Alessandra; Campioni, Marco; Cobelli, Claudio

    2015-11-01

    The nonlinear mixed effects models are commonly used modeling techniques in the pharmaceutical research as they enable the characterization of the individual profiles together with the population to which the individuals belong. To ensure a correct use of them is fundamental to provide powerful diagnostic tools that are able to evaluate the predictive performance of the models. The visual predictive check (VPC) is a commonly used tool that helps the user to check by visual inspection if the model is able to reproduce the variability and the main trend of the observed data. However, the simulation from the model is not always trivial, for example, when using models with time-varying input function (IF). In this class of models, there is a potential mismatch between each set of simulated parameters and the associated individual IF which can cause an incorrect profile simulation. We introduce a refinement of the VPC by taking in consideration a correlation term (the Mahalanobis or normalized Euclidean distance) that helps the association of the correct IF with the individual set of simulated parameters. We investigate and compare its performance with the standard VPC in models of the glucose and insulin system applied on real and simulated data and in a simulated pharmacokinetic/pharmacodynamic (PK/PD) example. The newly proposed VPC performance appears to be better with respect to the standard VPC especially for the models with big variability in the IF where the probability of simulating incorrect profiles is higher.

  8. 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).

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

    KAUST Repository

    Cao, Jiguo

    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.

  10. Computationally Efficient Partial Crosstalk Cancellation in Fast Time-Varying DSL Crosstalk Environments

    Directory of Open Access Journals (Sweden)

    Forouzan Amir R

    2007-01-01

    Full Text Available Line selection (LS, tone selection (TS, and joint tone-line selection (JTLS partial crosstalk cancellers have been proposed to reduce the online computational complexity of far-end crosstalk (FEXT cancellers in digital subscriber lines (DSL. However, when the crosstalk profile changes rapidly over time, there is an additional requirement that the partial crosstalk cancellers, particularly the LS and JTLS schemes, should also provide a low preprocessing complexity. This is in contrast to the case for perfect crosstalk cancellers. In this paper, we propose two novel channel matrix inversion methods, the approximate inverse (AI and reduced inverse (RI schemes, which reduce the recurrent complexity of the LS and JTLS schemes. Moreover, we propose two new classes of JTLS algorithms, the subsort and Lagrange JTLS algorithms, with significantly lower computational complexity than the recently proposed optimal greedy JTLS scheme. The computational complexity analysis of our algorithms shows that they provide much lower recurrent complexities than the greedy JTLS algorithm, allowing them to work efficiently in very fast time-varying crosstalk environments. Moreover, the analytical and simulation results demonstrate that our techniques are close to the optimal solution from the crosstalk cancellation point of view. The results also reveal that partial crosstalk cancellation is more beneficial in upstream DSL, particularly for short loops.

  11. 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.

  12. Elevated temperature inelastic analysis of metallic media under time varying loads using state variable theories

    International Nuclear Information System (INIS)

    Kumar, V.; Mukherjee, S.

    1977-01-01

    In the present paper a general time-dependent inelastic analysis procedure for three-dimensional bodies subjected to arbitrary time varying mechanical and thermal loads using these state variable theories is presented. For the purpose of illustrations, the problems of hollow spheres, cylinders and solid circular shafts subjected to various combinations of internal and external pressures, axial force (or constraint) and torque are analyzed using the proposed solution procedure. Various cyclic thermal and mechanical loading histories with rectangular or sawtooth type waves with or without hold-time are considered. Numerical results for these geometrical shapes for various such loading histories are presented using Hart's theory (Journal of Engineering Materials and Technology 1976). The calculations are performed for nickel in the temperature range of 25 0 C to 400 0 C. For integrating forward in time, a method of solving a stiff system of ordinary differential equations is employed which corrects the step size and order of the method automatically. The limit loads for hollow spheres and cylinders are calculated using the proposed method and Hart's theory, and comparisons are made against the known theoretical results. The numerical results for other loading histories are discussed in the context of Hart's state variable type constitutive relations. The significance of phenomena such as strain rate sensitivity, Bauschinger's effect, crep recovery, history dependence and material softening with regard to these multiaxial problems are discussed in the context of Hart's theory

  13. Time-varying span efficiency through the wingbeat of desert locusts.

    Science.gov (United States)

    Henningsson, Per; Bomphrey, Richard J

    2012-06-07

    The flight performance of animals depends greatly on the efficacy with which they generate aerodynamic forces. Accordingly, maximum range, load-lifting capacity and peak accelerations during manoeuvres are all constrained by the efficiency of momentum transfer to the wake. Here, we use high-speed particle image velocimetry (1 kHz) to record flow velocities in the near wake of desert locusts (Schistocerca gregaria, Forskål). We use the measured flow fields to calculate time-varying span efficiency throughout the wing stroke cycle. The locusts are found to operate at a maximum span efficiency of 79 per cent, typically at a plateau of about 60 per cent for the majority of the downstroke, but at lower values during the upstroke. Moreover, the calculated span efficiencies are highest when the largest lift forces are being generated (90% of the total lift is generated during the plateau of span efficiency) suggesting that the combination of wing kinematics and morphology in locust flight perform most efficiently when doing the most work.

  14. Optimal routing of hazardous substances in time-varying, stochastic transportation networks

    International Nuclear Information System (INIS)

    Woods, A.L.; Miller-Hooks, E.; Mahmassani, H.S.

    1998-07-01

    This report is concerned with the selection of routes in a network along which to transport hazardous substances, taking into consideration several key factors pertaining to the cost of transport and the risk of population exposure in the event of an accident. Furthermore, the fact that travel time and the risk measures are not constant over time is explicitly recognized in the routing decisions. Existing approaches typically assume static conditions, possibly resulting in inefficient route selection and unnecessary risk exposure. The report described the application of recent advances in network analysis methodologies to the problem of routing hazardous substances. Several specific problem formulations are presented, reflecting different degrees of risk aversion on the part of the decision-maker, as well as different possible operational scenarios. All procedures explicitly consider travel times and travel costs (including risk measures) to be stochastic time-varying quantities. The procedures include both exact algorithms, which may require extensive computational effort in some situations, as well as more efficient heuristics that may not guarantee a Pareto-optimal solution. All procedures are systematically illustrated for an example application using the Texas highway network, for both normal and incident condition scenarios. The application illustrates the trade-offs between the information obtained in the solution and computational efficiency, and highlights the benefits of incorporating these procedures in a decision-support system for hazardous substance shipment routing decisions

  15. Generalized Framework and Algorithms for Illustrative Visualization of Time-Varying Data on Unstructured Meshes

    Energy Technology Data Exchange (ETDEWEB)

    Alexander S. Rattner; Donna Post Guillen; Alark Joshi

    2012-12-01

    Photo- and physically-realistic techniques are often insufficient for visualization of simulation results, especially for 3D and time-varying datasets. Substantial research efforts have been dedicated to the development of non-photorealistic and illustration-inspired visualization techniques for compact and intuitive presentation of such complex datasets. While these efforts have yielded valuable visualization results, a great deal of work has been reproduced in studies as individual research groups often develop purpose-built platforms. Additionally, interoperability between illustrative visualization software is limited due to specialized processing and rendering architectures employed in different studies. In this investigation, a generalized framework for illustrative visualization is proposed, and implemented in marmotViz, a ParaView plugin, enabling its use on variety of computing platforms with various data file formats and mesh geometries. Detailed descriptions of the region-of-interest identification and feature-tracking algorithms incorporated into this tool are provided. Additionally, implementations of multiple illustrative effect algorithms are presented to demonstrate the use and flexibility of this framework. By providing a framework and useful underlying functionality, the marmotViz tool can act as a springboard for future research in the field of illustrative visualization.

  16. 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.

  17. Modeling Nonstationary Emotion Dynamics in Dyads using a Time-Varying Vector-Autoregressive Model.

    Science.gov (United States)

    Bringmann, Laura F; Ferrer, Emilio; Hamaker, Ellen L; Borsboom, Denny; Tuerlinckx, Francis

    2018-03-05

    Emotion dynamics are likely to arise in an interpersonal context. Standard methods to study emotions in interpersonal interaction are limited because stationarity is assumed. This means that the dynamics, for example, time-lagged relations, are invariant across time periods. However, this is generally an unrealistic assumption. Whether caused by an external (e.g., divorce) or an internal (e.g., rumination) event, emotion dynamics are prone to change. The semi-parametric time-varying vector-autoregressive (TV-VAR) model is based on well-studied generalized additive models, implemented in the software R. The TV-VAR can explicitly model changes in temporal dependency without pre-existing knowledge about the nature of change. A simulation study is presented, showing that the TV-VAR model is superior to the standard time-invariant VAR model when the dynamics change over time. The TV-VAR model is applied to empirical data on daily feelings of positive affect (PA) from a single couple. Our analyses indicate reliable changes in the male's emotion dynamics over time, but not in the female's-which were not predicted by her own affect or that of her partner. This application illustrates the usefulness of using a TV-VAR model to detect changes in the dynamics in a system.

  18. Knowledge diffusion in complex networks by considering time-varying information channels

    Science.gov (United States)

    Zhu, He; Ma, Jing

    2018-03-01

    In this article, based on a model of epidemic spreading, we explore the knowledge diffusion process with an innovative mechanism for complex networks by considering time-varying information channels. To cover the knowledge diffusion process in homogeneous and heterogeneous networks, two types of networks (the BA network and the ER network) are investigated. The mean-field theory is used to theoretically draw the knowledge diffusion threshold. Numerical simulation demonstrates that the knowledge diffusion threshold is almost linearly correlated with the mean of the activity rate. In addition, under the influence of the activity rate and distinct from the classic Susceptible-Infected-Susceptible (SIS) model, the density of knowers almost linearly grows with the spreading rate. Finally, in consideration of the ubiquitous mechanism of innovation, we further study the evolution of knowledge in our proposed model. The results suggest that compared with the effect of the spreading rate, the average knowledge version of the population is affected more by the innovation parameter and the mean of the activity rate. Furthermore, in the BA network, the average knowledge version of individuals with higher degree is always newer than those with lower degree.

  19. Tracking the Reorganization of Module Structure in Time-Varying Weighted Brain Functional Connectivity Networks.

    Science.gov (United States)

    Schmidt, Christoph; Piper, Diana; Pester, Britta; Mierau, Andreas; Witte, Herbert

    2018-05-01

    Identification of module structure in brain functional networks is a promising way to obtain novel insights into neural information processing, as modules correspond to delineated brain regions in which interactions are strongly increased. Tracking of network modules in time-varying brain functional networks is not yet commonly considered in neuroscience despite its potential for gaining an understanding of the time evolution of functional interaction patterns and associated changing degrees of functional segregation and integration. We introduce a general computational framework for extracting consensus partitions from defined time windows in sequences of weighted directed edge-complete networks and show how the temporal reorganization of the module structure can be tracked and visualized. Part of the framework is a new approach for computing edge weight thresholds for individual networks based on multiobjective optimization of module structure quality criteria as well as an approach for matching modules across time steps. By testing our framework using synthetic network sequences and applying it to brain functional networks computed from electroencephalographic recordings of healthy subjects that were exposed to a major balance perturbation, we demonstrate the framework's potential for gaining meaningful insights into dynamic brain function in the form of evolving network modules. The precise chronology of the neural processing inferred with our framework and its interpretation helps to improve the currently incomplete understanding of the cortical contribution for the compensation of such balance perturbations.

  20. 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.

  1. 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.

  2. Constrained control of uncertain, time-varying, discrete-time systems an interpolation-based approach

    CERN Document Server

    Nguyen, Hoai-Nam

    2014-01-01

    A comprehensive development of interpolating control, this monograph demonstrates the reduced computational complexity of a ground-breaking technique compared with the established model predictive control. The text deals with the regulation problem for linear, time-invariant, discrete-time uncertain dynamical systems having polyhedral state and control constraints, with and without disturbances, and under state or output feedback. For output feedback a non-minimal state-space representation is used with old inputs and outputs as state variables. Constrained Control of Uncertain, Time-Varying, Discrete-time Systems details interpolating control in both its implicit and explicit forms. In the former at most two linear-programming or one quadratic-programming problem are solved on-line at each sampling instant to yield the value of the control variable. In the latter the control law is shown to be piecewise affine in the state, and so the state space is partitioned into polyhedral cells so that at each sampling ...

  3. Phase transition of the susceptible-infected-susceptible dynamics on time-varying configuration model networks

    Science.gov (United States)

    St-Onge, Guillaume; Young, Jean-Gabriel; Laurence, Edward; Murphy, Charles; Dubé, Louis J.

    2018-02-01

    We present a degree-based theoretical framework to study the susceptible-infected-susceptible (SIS) dynamics on time-varying (rewired) configuration model networks. Using this framework on a given degree distribution, we provide a detailed analysis of the stationary state using the rewiring rate to explore the whole range of the time variation of the structure relative to that of the SIS process. This analysis is suitable for the characterization of the phase transition and leads to three main contributions: (1) We obtain a self-consistent expression for the absorbing-state threshold, able to capture both collective and hub activation. (2) We recover the predictions of a number of existing approaches as limiting cases of our analysis, providing thereby a unifying point of view for the SIS dynamics on random networks. (3) We obtain bounds for the critical exponents of a number of quantities in the stationary state. This allows us to reinterpret the concept of hub-dominated phase transition. Within our framework, it appears as a heterogeneous critical phenomenon: observables for different degree classes have a different scaling with the infection rate. This phenomenon is followed by the successive activation of the degree classes beyond the epidemic threshold.

  4. Propagation of a laser beam in a time-varying waveguide. [plasma heating for controlled fusion

    Science.gov (United States)

    Chapman, J. M.; Kevorkian, J.

    1978-01-01

    The propagation of an axisymmetric laser beam in a plasma column having a radially parabolic electron density distribution is reported. For the case of an axially uniform waveguide it is found that the basic characteristics of alternating focusing and defocusing beams are maintained. However, the intensity distribution is changed at the foci and outer-beam regions. The features of paraxial beam propagation are discussed with reference to axially varying waveguides. Laser plasma coupling is considered noting the case where laser heating produces a density distribution radially parabolic near the axis and the energy absorbed over the focal length of the plasma is small. It is found that: (1) beam-propagation stability is governed by the relative magnitude of the density fluctuations existing in the axial variation of the waveguides due to laser heating, and (2) for beam propagation in a time-varying waveguide, the global instability of the propagation is a function of the initial fluctuation growth rate as compared to the initial time rate of change in the radial curvature of the waveguide.

  5. On the link between oil price and exchange rate: A time-varying VAR parameter approach

    International Nuclear Information System (INIS)

    Bremond, Vincent; Razafindrabe, Tovonony; Hache, Emmanuel

    2015-07-01

    The aim of this paper is to study the relationship between the effective exchange rate of the dollar and the oil price dynamics from 1976 to 2013. In this context, we propose to explore the economic literature dedicated to financial channels factors (exchange rate, monetary policy, and international liquidity) that could affect the oil price dynamics. In addition to oil prices and the effective exchange rate of the dollar, we use the dry cargo index as a proxy for the real economic activity and prices for precious and industrial raw materials. Using a Bayesian time-varying parameter vector auto-regressive estimation, our main results show that the US Dollar effective exchange rate elasticity of the crude oil prices is not constant across the time and remains negative from 1989. It then highlights that a depreciation of the effective exchange rate of the dollar leads to an increase of the crude oil prices. Our paper also demonstrates the growing influence of financial and commodities markets development upon the global economy. (authors)

  6. Linearly Time-Varying Channel Estimation and Symbol Detection for OFDMA Uplink Using Superimposed Training

    Directory of Open Access Journals (Sweden)

    Zhang Han

    2009-01-01

    Full Text Available We address the problem of superimposed trainings- (STs- based linearly time-varying (LTV channel estimation and symbol detection for orthogonal frequency-division multiplexing access (OFDMA systems at the uplink receiver. The LTV channel coefficients are modeled by truncated discrete Fourier bases (DFBs. By judiciously designing the superimposed pilot symbols, we estimate the LTV channel transfer functions over the whole frequency band by using a weighted average procedure, thereby providing validity for adaptive resource allocation. We also present a performance analysis of the channel estimation approach to derive a closed-form expression for the channel estimation variances. In addition, an iterative symbol detector is presented to mitigate the superimposed training effects on information sequence recovery. By the iterative mitigation procedure, the demodulator achieves a considerable gain in signal-interference ratio and exhibits a nearly indistinguishable symbol error rate (SER performance from that of frequency-division multiplexed trainings. Compared to existing frequency-division multiplexed training schemes, the proposed algorithm does not entail any additional bandwidth while with the advantage for system adaptive resource allocation.

  7. Estimation of Bid Curves in Power Exchanges using Time-varying Simultaneous-Equations Models

    Science.gov (United States)

    Ofuji, Kenta; Yamaguchi, Nobuyuki

    Simultaneous-equations model (SEM) is generally used in economics to estimate interdependent endogenous variables such as price and quantity in a competitive, equilibrium market. In this paper, we have attempted to apply SEM to JEPX (Japan Electric Power eXchange) spot market, a single-price auction market, using the publicly available data of selling and buying bid volumes, system price and traded quantity. The aim of this analysis is to understand the magnitude of influences to the auctioned prices and quantity from the selling and buying bids, than to forecast prices and quantity for risk management purposes. In comparison with the Ordinary Least Squares (OLS) estimation where the estimation results represent average values that are independent of time, we employ a time-varying simultaneous-equations model (TV-SEM) to capture structural changes inherent in those influences, using State Space models with Kalman filter stepwise estimation. The results showed that the buying bid volumes has that highest magnitude of influences among the factors considered, exhibiting time-dependent changes, ranging as broad as about 240% of its average. The slope of the supply curve also varies across time, implying the elastic property of the supply commodity, while the demand curve remains comparatively inelastic and stable over time.

  8. The Fast Simulation of Scattering Characteristics from a Simplified Time Varying Sea Surface

    Directory of Open Access Journals (Sweden)

    Yiwen Wei

    2015-01-01

    Full Text Available This paper aims at applying a simplified sea surface model into the physical optics (PO method to accelerate the scattering calculation from 1D time varying sea surface. To reduce the number of the segments and make further improvement on the efficiency of PO method, a simplified sea surface is proposed. In this simplified sea surface, the geometry of long waves is locally approximated by tilted facets that are much longer than the electromagnetic wavelength. The capillary waves are considered to be sinusoidal line superimposing on the long waves. The wavenumber of the sinusoidal waves is supposed to satisfy the resonant condition of Bragg waves which is dominant in all the scattered short wave components. Since the capillary wave is periodical within one facet, an analytical integration of the PO term can be performed. The backscattering coefficient obtained from a simplified sea surface model agrees well with that obtained from a realistic sea surface. The Doppler shifts and width also agree well with the realistic model since the capillary waves are taken into consideration. The good agreements indicate that the simplified model is reasonable and valid in predicting both the scattering coefficients and the Doppler spectra.

  9. Robust Stability of Scaled-Four-Channel Teleoperation with Internet Time-Varying Delays

    Directory of Open Access Journals (Sweden)

    Emma Delgado

    2016-04-01

    Full Text Available We describe the application of a generic stability framework for a teleoperation system under time-varying delay conditions, as addressed in a previous work, to a scaled-four-channel (γ-4C control scheme. Described is how varying delays are dealt with by means of dynamic encapsulation, giving rise to mu-test conditions for robust stability and offering an appealing frequency technique to deal with the stability robustness of the architecture. We discuss ideal transparency problems and we adapt classical solutions so that controllers are proper, without single or double differentiators, and thus avoid the negative effects of noise. The control scheme was fine-tuned and tested for complete stability to zero of the whole state, while seeking a practical solution to the trade-off between stability and transparency in the Internet-based teleoperation. These ideas were tested on an Internet-based application with two Omni devices at remote laboratory locations via simulations and real remote experiments that achieved robust stability, while performing well in terms of position synchronization and force transparency.

  10. Long-term prediction of the Arctic ionospheric TEC based on time-varying periodograms.

    Science.gov (United States)

    Liu, Jingbin; Chen, Ruizhi; Wang, Zemin; An, Jiachun; Hyyppä, Juha

    2014-01-01

    Knowledge of the polar ionospheric total electron content (TEC) and its future variations is of scientific and engineering relevance. In this study, a new method is developed to predict Arctic mean TEC on the scale of a solar cycle using previous data covering 14 years. The Arctic TEC is derived from global positioning system measurements using the spherical cap harmonic analysis mapping method. The study indicates that the variability of the Arctic TEC results in highly time-varying periodograms, which are utilized for prediction in the proposed method. The TEC time series is divided into two components of periodic oscillations and the average TEC. The newly developed method of TEC prediction is based on an extrapolation method that requires no input of physical observations of the time interval of prediction, and it is performed in both temporally backward and forward directions by summing the extrapolation of the two components. The backward prediction indicates that the Arctic TEC variability includes a 9 years period for the study duration, in addition to the well-established periods. The long-term prediction has an uncertainty of 4.8-5.6 TECU for different period sets.

  11. 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.

  12. Visualizing Robustness of Critical Points for 2D Time-Varying Vector Fields

    KAUST Repository

    Wang, B.

    2013-06-01

    Analyzing critical points and their temporal evolutions plays a crucial role in understanding the behavior of vector fields. A key challenge is to quantify the stability of critical points: more stable points may represent more important phenomena or vice versa. The topological notion of robustness is a tool which allows us to quantify rigorously the stability of each critical point. Intuitively, the robustness of a critical point is the minimum amount of perturbation necessary to cancel it within a local neighborhood, measured under an appropriate metric. In this paper, we introduce a new analysis and visualization framework which enables interactive exploration of robustness of critical points for both stationary and time-varying 2D vector fields. This framework allows the end-users, for the first time, to investigate how the stability of a critical point evolves over time. We show that this depends heavily on the global properties of the vector field and that structural changes can correspond to interesting behavior. We demonstrate the practicality of our theories and techniques on several datasets involving combustion and oceanic eddy simulations and obtain some key insights regarding their stable and unstable features. © 2013 The Author(s) Computer Graphics Forum © 2013 The Eurographics Association and Blackwell Publishing Ltd.

  13. Investigation on the coloured noise in GPS-derived position with time-varying seasonal signals

    Science.gov (United States)

    Gruszczynska, Marta; Klos, Anna; Bos, Machiel Simon; Bogusz, Janusz

    2016-04-01

    The seasonal signals in the GPS-derived time series arise from real geophysical signals related to tidal (residual) or non-tidal (loadings from atmosphere, ocean and continental hydrosphere, thermo elastic strain, etc.) effects and numerical artefacts including aliasing from mismodelling in short periods or repeatability of the GPS satellite constellation with respect to the Sun (draconitics). Singular Spectrum Analysis (SSA) is a method for investigation of nonlinear dynamics, suitable to either stationary or non-stationary data series without prior knowledge about their character. The aim of SSA is to mathematically decompose the original time series into a sum of slowly varying trend, seasonal oscillations and noise. In this presentation we will explore the ability of SSA to subtract the time-varying seasonal signals in GPS-derived North-East-Up topocentric components and show properties of coloured noise from residua. For this purpose we used data from globally distributed IGS (International GNSS Service) permanent stations processed by the JPL (Jet Propulsion Laboratory) in a PPP (Precise Point Positioning) mode. After introducing a threshold of 13 years, 264 stations left with a maximum length reaching 23 years. The data was initially pre-processed for outliers, offsets and gaps. The SSA was applied to pre-processed series to estimate the time-varying seasonal signals. We adopted a 3-years window as the optimal dimension of its size determined with the Akaike's Information Criteria (AIC) values. A Fisher-Snedecor test corrected for the presence of temporal correlation was used to determine the statistical significance of reconstructed components. This procedure showed that first four components describing annual and semi-annual signals, are significant at a 99.7% confidence level, which corresponds to 3-sigma criterion. We compared the non-parametric SSA approach with a commonly chosen parametric Least-Squares Estimation that assumes constant amplitudes and

  14. 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.

  15. Efficient adaptive constrained control with time-varying predefined performance for a hypersonic flight vehicle

    Directory of Open Access Journals (Sweden)

    Caisheng Wei

    2017-03-01

    Full Text Available A novel low-complexity adaptive control method, capable of guaranteeing the transient and steady-state tracking performance in the presence of unknown nonlinearities and actuator saturation, is investigated for the longitudinal dynamics of a generic hypersonic flight vehicle. In order to attenuate the negative effects of classical predefined performance function for unknown initial tracking errors, a modified predefined performance function with time-varying design parameters is presented. Under the newly developed predefined performance function, two novel adaptive controllers with low-complexity computation are proposed for velocity and altitude subsystems of the hypersonic flight vehicle, respectively. Wherein, different from neural network-based approximation, a least square support vector machine with only two design parameters is utilized to approximate the unknown hypersonic dynamics. And the relevant ideal weights are obtained by solving a linear system without resorting to specialized optimization algorithms. Based on the approximation by least square support vector machine, only two adaptive scalars are required to be updated online in the parameter projection method. Besides, a new finite-time-convergent differentiator, with a quite simple structure, is proposed to estimate the unknown generated state variables in the newly established normal output-feedback formulation of altitude subsystem. Moreover, it is also employed to obtain accurate estimations for the derivatives of virtual controllers in a recursive design. This avoids the inherent drawback of backstepping — “explosion of terms” and makes the proposed control method achievable for the hypersonic flight vehicle. Further, the compensation design is employed when the saturations of the actuator occur. Finally, the numerical simulations validate the efficiency of the proposed finite-time-convergent differentiator and control method.

  16. Blinking model and synchronization in small-world networks with a time-varying coupling

    Science.gov (United States)

    Belykh, Igor V.; Belykh, Vladimir N.; Hasler, Martin

    2004-08-01

    The paper proposes a new type of small-world networks of cells with chaotic behavior. This network consists of a regular lattice of cells with constant 2 K-nearest neighbor couplings and time-dependent on-off couplings between any other pair of cells. In each time interval of duration τ such a coupling is switched on with probability p and the corresponding switching random variables are independent for different links and for different times. At each moment, the coupling structure corresponds to a small-world graph, but the shortcuts change from time interval to time interval, which is a good model for many real-world dynamical networks. It is to be distinguished from networks that have randomly chosen shortcuts, fixed in time. Here, we apply the Connection Graph Stability method, developed in the companion paper (“Connection graph stability method for synchronized coupled chaotic systems”, see this issue), to the study of global synchronization in this network with the time-varying coupling structure, in the case where the on-off switching is fast with respect to the characteristic synchronization time of the network. The synchronization thresholds are explicitly linked with the average path length of the coupling graph and with the probability p of shortcut switchings in this blinking model. We prove that for the blinking model, a few random shortcut additions significantly lower the synchronization threshold together with the effective characteristic path length. Short interactions between cells, as in the blinking model, are important in practice. To cite prominent examples, computers networked over the Internet interact by sending packets of information, and neurons in our brain interact by sending short pulses, called spikes. The rare interaction between arbitrary nodes in the network greatly facilitates synchronization without loading the network much. In this respect, we believe that it is more efficient than a structure of fixed random connections.

  17. Time-varying motor control of autotomized leopard gecko tails: multiple inputs and behavioral modulation.

    Science.gov (United States)

    Higham, Timothy E; Russell, Anthony P

    2012-02-01

    Autotomy (voluntary loss of an appendage) is common among diverse groups of vertebrates and invertebrates, and much attention has been given to ecological and developmental aspects of tail autotomy in lizards. Although most studies have focused on the ramifications for the lizard (behavior, biomechanics, energetics, etc.), the tail itself can exhibit interesting behaviors once segregated from the body. For example, recent work highlighted the ability of leopard gecko tails to jump and flip, in addition to being able to swing back and forth. Little is known, however, about the control mechanisms underlying these movements. Using electromyography, we examined the time-varying in vivo motor patterns at four sites (two proximal and two distal) in the tail of the leopard gecko, Eublepharis macularius, following autotomy. Using these data we tested the hypothesis that the disparity in movements results simply from overlapping pattern generators within the tail. We found that burst duration, but not cycle duration, of the rhythmic swings reached a plateau at approximately 150 s following autotomy. This is likely because of physiological changes related to muscle fatigue and ischemia. For flips and jumps, burst and cycle duration exhibited no regular pattern. The coefficient of variation in motor patterns was significantly greater for jumps and flips than for rhythmic swings. This supports the conclusion that the different tail behaviors do not stem from overlapping pattern generators, but that they rely upon independent neural circuits. The signal controlling jumps and flips may be modified by sensory information from the environment. Finally, we found that jumps and flips are initiated using relatively synchronous activity between the two sides of the tail. In contrast, alternating activation of the right and left sides of the tail result in rhythmic swings. The mechanism underlying this change in tail behavior is comparable to locomotor gait changes in vertebrates.

  18. High-Resolution Gravity and Time-Varying Gravity Field Recovery using GRACE and CHAMP

    Science.gov (United States)

    Shum, C. K.

    2002-01-01

    This progress report summarizes the research work conducted under NASA's Solid Earth and Natural Hazards Program 1998 (SENH98) entitled High Resolution Gravity and Time Varying Gravity Field Recovery Using GRACE (Gravity Recovery and Climate Experiment) and CHAMP (Challenging Mini-satellite Package for Geophysical Research and Applications), which included a no-cost extension time period. The investigation has conducted pilot studies to use the simulated GRACE and CHAMP data and other in situ and space geodetic observable, satellite altimeter data, and ocean mass variation data to study the dynamic processes of the Earth which affect climate change. Results from this investigation include: (1) a new method to use the energy approach for expressing gravity mission data as in situ measurements with the possibility to enhance the spatial resolution of the gravity signal; (2) the method was tested using CHAMP and validated with the development of a mean gravity field model using CHAMP data, (3) elaborate simulation to quantify errors of tides and atmosphere and to recover hydrological and oceanic signals using GRACE, results show that there are significant aliasing effect and errors being amplified in the GRACE resonant geopotential and it is not trivial to remove these errors, and (4) quantification of oceanic and ice sheet mass changes in a geophysical constraint study to assess their contributions to global sea level change, while the results improved significant over the use of previous studies using only the SLR (Satellite Laser Ranging)-determined zonal gravity change data, the constraint could be further improved with additional information on mantle rheology, PGR (Post-Glacial Rebound) and ice loading history. A list of relevant presentations and publications is attached, along with a summary of the SENH investigation generated in 2000.

  19. Early diagnostic of concurrent gear degradation processes progressing under time-varying loads

    Science.gov (United States)

    Guilbault, Raynald; Lalonde, Sébastien

    2016-08-01

    This study develops a gear diagnostic procedure for the detection of multi- and concurrent degradation processes evolving under time-varying loads. Instead of a conventional comparison between a descriptor and an alarm level, this procedure bases its detection strategy on a descriptor evolution tracking; a lasting descriptor increase denotes the presence of ongoing degradation mechanisms. The procedure works from time domain residual signals prepared in the frequency domain, and accepts any gear conditions as reference signature. To extract the load fluctuation repercussions, the procedure integrates a scaling factor. The investigation first examines a simplification assuming a linear connection between the load and the dynamic response amplitudes. However, while generally valuable, the precision losses associated with large load variations may mask the contribution of tiny flaws. To better reflect the real non-linear relation, the paper reformulates the scaling factor; a power law with an exponent value of 0.85 produces noticeable improvements of the load effect extraction. To reduce the consequences of remaining oscillations, the procedure also includes a filtering phase. During the validation program, a synthetic wear progression assuming a commensurate relation between the wear depth and friction assured controlled evolutions of the surface degradation influence, whereas the fillet crack growth remained entirely determined by the operation conditions. Globally, the tested conditions attest that the final strategy provides accurate monitoring of coexisting isolated damages and general surface deterioration, and that its tracking-detection capacities are unaffected by severe time variations of external loads. The procedure promptly detects the presence of evolving abnormal phenomena. The tests show that the descriptor curve shapes virtually describe the constant wear progression superimposed on the crack length evolution. At the tooth fracture, the mean values of

  20. The time-varying association between perceived stress and hunger within and between days.

    Science.gov (United States)

    Huh, Jimi; Shiyko, Mariya; Keller, Stefan; Dunton, Genevieve; Schembre, Susan M

    2015-06-01

    Examine the association between perceived stress and hunger continuously over a week in free-living individuals. Forty five young adults (70% women, 30% overweight/obese) ages 18 to 24 years (Mean = 20.7, SD = 1.5), with BMI between 17.4 and 36.3 kg/m(2) (Mean = 23.6, SD = 4.0) provided between 513 and 577 concurrent ratings of perceived stress and hunger for 7 days via hourly, text messaging assessments and real-time eating records. Time-varying effect modeling was used to explore whether the within-day fluctuations in stress are related to perceived hunger assessed on a momentary basis. A generally positive stress-hunger relationship was confirmed, but we found that the strength of the relationship was not linear. Rather, the magnitude of the association between perceived stress and hunger changed throughout the day such that only during specific time intervals were stress and hunger significantly related. Specifically, the strength of the positive association peaked during late afternoon hours on weekdays (β = 0.31, p hunger associations that peak in the afternoon or evening hours. While we are unable to infer causality from these analyses, our findings provide empirical evidence for a potentially high-risk time of day for stress-induced eating. Replication of these findings in larger, more diverse samples will aid with the design and implementation of real-time intervention studies aimed at reducing stress-eating. Copyright © 2015 Elsevier Ltd. All rights reserved.

  1. A Loudness Model for Time-Varying Sounds Incorporating Binaural Inhibition

    Directory of Open Access Journals (Sweden)

    Brian C. J. Moore

    2016-12-01

    Full Text Available This article describes a model of loudness for time-varying sounds that incorporates the concept of binaural inhibition, namely, that the signal applied to one ear can reduce the internal response to a signal at the other ear. For each ear, the model includes the following: a filter to allow for the effects of transfer of sound through the outer and middle ear; a short-term spectral analysis with greater frequency resolution at low than at high frequencies; calculation of an excitation pattern, representing the magnitudes of the outputs of the auditory filters as a function of center frequency; application of a compressive nonlinearity to the output of each auditory filter; and smoothing over time of the resulting instantaneous specific loudness pattern using an averaging process resembling an automatic gain control. The resulting short-term specific loudness patterns are used to calculate broadly tuned binaural inhibition functions, the amount of inhibition depending on the relative short-term specific loudness at the two ears. The inhibited specific loudness patterns are summed across frequency to give an estimate of the short-term loudness for each ear. The overall short-term loudness is calculated as the sum of the short-term loudness values for the two ears. The long-term loudness for each ear is calculated by smoothing the short-term loudness for that ear, again by a process resembling automatic gain control, and the overall loudness impression is obtained by summing the long-term loudness across ears. The predictions of the model are more accurate than those of an earlier model that did not incorporate binaural inhibition.

  2. On the time-varying trend in global-mean surface temperature

    Energy Technology Data Exchange (ETDEWEB)

    Wu, Zhaohua [Florida State University, Department of Meteorology and Center for Ocean-Atmospheric Prediction Studies, Tallahassee, FL (United States); Huang, Norden E. [National Central University, Research Center for Adaptive Data Analysis Center, Chungli (China); Wallace, John M.; Smoliak, Brian V. [University of Washington, Department of Atmospheric Sciences, Seattle, WA (United States); Chen, Xianyao [State Oceanic Administration, The First Institute of Oceanography, Qingdao (China)

    2011-08-15

    The Earth has warmed at an unprecedented pace in the decades of the 1980s and 1990s (IPCC in Climate change 2007: the scientific basis, Cambridge University Press, Cambridge, 2007). In Wu et al. (Proc Natl Acad Sci USA 104:14889-14894, 2007) we showed that the rapidity of the warming in the late twentieth century was a result of concurrence of a secular warming trend and the warming phase of a multidecadal ({proportional_to}65-year period) oscillatory variation and we estimated the contribution of the former to be about 0.08 C per decade since {proportional_to}1980. Here we demonstrate the robustness of those results and discuss their physical links, considering in particular the shape of the secular trend and the spatial patterns associated with the secular trend and the multidecadal variability. The shape of the secular trend and rather globally-uniform spatial pattern associated with it are both suggestive of a response to the buildup of well-mixed greenhouse gases. In contrast, the multidecadal variability tends to be concentrated over the extratropical Northern Hemisphere and particularly over the North Atlantic, suggestive of a possible link to low frequency variations in the strength of the thermohaline circulation. Depending upon the assumed importance of the contributions of ocean dynamics and the time-varying aerosol emissions to the observed trends in global-mean surface temperature, we estimate that up to one third of the late twentieth century warming could have been a consequence of natural variability. (orig.)

  3. Time varying stress in ligaments of perforated plates with reference to prestressed concrete reactor vessels

    International Nuclear Information System (INIS)

    Stefanou, G.D.

    1978-01-01

    The work described herein relates to the prediction of stresses in materials which exhibit time varying strains with particular reference to the ligaments of perforated circular concrete slabs, subjected to long-term radial prestress and uniform elevated temperature. The perforations are reinforced with steel liners and arranged in a square central lattice symmetrical about two orthogonal axes. Special reference is made to the distribution of stress in the standpipe region of prestressed concrete cylindrical pressure or containment vessels for gas cooled reactors. In order to assess the stress distribution around the perforated zone of a circular slab, a method of analysis was developed by the author, based on the ''Equivalent Elastic Modulus'' of the perforated zone and the ''Effective Modulus Method'', utilizing experimental data obtained from tests performed on model specimens. The object of this paper is to extend the above method of analysis into the perforated region, and assess the long-term stresses in the ligaments. The proposed method is accomplished by an application of the Finite Element Method for the elastic plane stress case. Comparisons of experimental results and theoretical predictions by the proposed method, and other analytical methods are made for a series of perforated concrete slabs subjected to radial in-plane loading: 10,342 kN/m 2 (1,5000 psi), and uniform elevated temperature of 80 0 C. The investigation, though in general terms, could be applied to the perforated region of cylindrical pressure vessels for nuclear reactors. Finally the paper describes briefly in Appendix 3 a direct solution procedure for calculating time dependent stresses in concrete structures based on the principles of variational calculus. Analytical predictions obtained by the proposed method which is a step-by-step analysis, are compared with the variational principle method. (author)

  4. 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.

  5. Adaptive iterative learning control for nonlinearly parameterised systems with unknown time-varying delays and input saturations

    Science.gov (United States)

    Zhang, Ruikun; Hou, Zhongsheng; Chi, Ronghu; Ji, Honghai

    2015-06-01

    In this work, an adaptive iterative learning control (AILC) scheme is proposed to address a class of nonlinearly parameterised systems with both unknown time-varying delays and input saturations. By incorporating a saturation function, a novel iterative learning control mechanism is constructed with a feedback term in the time domain and a fully saturated adaptive learning term in the iteration domain, which is used to estimate the unknown time-varying system uncertainty. A new time-weighted Lyapunov-Krasovskii-like composite energy function (LKL-CEF) is designed for the convergence analysis where time-weighted inputs, states and estimates of system uncertainty are all considered. Despite the existence of time-varying parametric uncertainties, time-varying delays, input saturations and local Lipschitz nonlinearities, the learning convergence is guaranteed with rigorous mathematical analysis. Simulation results verify the correctness and effectiveness of the proposed method further.

  6. 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

  7. Empirical Evidence on Time-Varying Hedging Effectiveness of Emissions Allowances under Departures from the Cost-of-Carry Theory

    Directory of Open Access Journals (Sweden)

    Kai Chang

    2013-01-01

    Full Text Available Under departures from the cost-of-carry theory, traded spot prices and conditional volatility disturbed from futures market have significant impacts on futures price of emissions allowances, and then we propose time-varying hedge ratios and hedging effectiveness estimation using ECM-GARCH model. Our empirical results show that conditional variance, conditional covariance, and their correlation between between spot and futures prices exhibit time-varying trends. Conditional volatility of spot prices, conditional volatility disturbed from futures market, and conditional correlation of market noises implied from spot and futures markets have significant effects on time-varying hedge ratios and hedging effectiveness. In the immature emissions allowances market, market participants optimize portfolio sizes between spot and futures assets using historical market information and then achieve higher risk reduction of assets portfolio revenues; accordingly, we can obtain better hedging effectiveness through time-varying hedge ratios with departures from the cost-of-carry theory.

  8. 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.

  9. 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

    Application of a Statistical Linear Time -Varying System Model of High Grazing Angle Sea Clutter for Computing Interference Power i REPORT DOCUMENTATION...for this collection of information is estimated to average 1 hour per response, including the time for reviewing instructions, searching existing data...code) b. ABSTRACT c. THIS PAGE 18. NUMBER OF PAGES 17. LIMITATION OF ABSTRACT Application of a Statistical Linear Time -Varying System Model of High

  10. Time-varying loss forecast for an earthquake scenario in Basel, Switzerland

    Science.gov (United States)

    Herrmann, Marcus; Zechar, Jeremy D.; Wiemer, Stefan

    2014-05-01

    When an unexpected earthquake occurs, people suddenly want advice on how to cope with the situation. The 2009 L'Aquila quake highlighted the significance of public communication and pushed the usage of scientific methods to drive alternative risk mitigation strategies. For instance, van Stiphout et al. (2010) suggested a new approach for objective evacuation decisions on short-term: probabilistic risk forecasting combined with cost-benefit analysis. In the present work, we apply this approach to an earthquake sequence that simulated a repeat of the 1356 Basel earthquake, one of the most damaging events in Central Europe. A recent development to benefit society in case of an earthquake are probabilistic forecasts of the aftershock occurrence. But seismic risk delivers a more direct expression of the socio-economic impact. To forecast the seismic risk on short-term, we translate aftershock probabilities to time-varying seismic hazard and combine this with time-invariant loss estimation. Compared with van Stiphout et al. (2010), we use an advanced aftershock forecasting model and detailed settlement data to allow us spatial forecasts and settlement-specific decision-making. We quantify the risk forecast probabilistically in terms of human loss. For instance one minute after the M6.6 mainshock, the probability for an individual to die within the next 24 hours is 41 000 times higher than the long-term average; but the absolute value remains at minor 0.04 %. The final cost-benefit analysis adds value beyond a pure statistical approach: it provides objective statements that may justify evacuations. To deliver supportive information in a simple form, we propose a warning approach in terms of alarm levels. Our results do not justify evacuations prior to the M6.6 mainshock, but in certain districts afterwards. The ability to forecast the short-term seismic risk at any time-and with sufficient data anywhere-is the first step of personal decision-making and raising risk

  11. 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

  12. Time-to-event data with time-varying biomarkers measured only at study entry, with applications to Alzheimer's disease.

    Science.gov (United States)

    Lee, Catherine; Betensky, Rebecca A

    2018-03-15

    Relating time-varying biomarkers of Alzheimer's disease to time-to-event using a Cox model is complicated by the fact that Alzheimer's disease biomarkers are sparsely collected, typically only at study entry; this is problematic since Cox regression with time-varying covariates requires observation of the covariate process at all failure times. The analysis might be simplified by using study entry as the time origin and treating the time-varying covariate measured at study entry as a fixed baseline covariate. In this paper, we first derive conditions under which using an incorrect time origin of study entry results in consistent estimation of regression parameters when the time-varying covariate is continuous and fully observed. We then derive conditions under which treating the time-varying covariate as fixed at study entry results in consistent estimation. We provide methods for estimating the regression parameter when a functional form can be assumed for the time-varying biomarker, which is measured only at study entry. We demonstrate our analytical results in a simulation study and apply our methods to data from the Rush Religious Orders Study and Memory and Aging Project and data from the Alzheimer's Disease Neuroimaging Initiative. Copyright © 2017 John Wiley & Sons, Ltd.

  13. Time-varying convergence in European electricity spot markets and their association with carbon and fuel prices

    International Nuclear Information System (INIS)

    Menezes, Lilian M. de; Houllier, Melanie A.; Tamvakis, Michael

    2016-01-01

    Long-run dynamics of electricity prices are expected to reflect fuel price developments, since fuels generally account for a large share in the cost of generation. As an integrated European market for electricity develops, wholesale electricity prices should be converging as a result of market coupling and increased interconnectivity. Electricity mixes are also changing, spurred by a drive to significantly increase the share of renewables. Consequently, the electricity wholesale price dynamics are evolving, and the fuel–electricity price nexus that has been described in the literature is likely to reflect this evolution. This study investigates associations between spot prices from the British, French and Nordpool markets with those in connected electricity markets and fuel input prices, from December 2005 to October 2013. In order to assess the time-varying dynamics of electricity spot price series, localized autocorrelation functions are used. Electricity spot prices in the three markets are found to have stationary and non-stationary periods. When a trend in spot prices is observed, it is likely to reflect the trend in fuel prices. Cointegration analysis is then used to assess co-movement between electricity spot prices and fuel inputs to generation. The results show that British electricity spot prices are associated with fuel prices and not with price developments in connected markets, while the opposite is observed in the French and Nordpool day-ahead markets. - Highlights: • Electricity market integration policies may have altered EU spot electricity prices. • LACF is used to assess the changing nature of electricity spot prices. • EU electricity spot prices show both stationary and non-stationary periods. • Carbon and fuel prices have greater impact on British spot prices. • In continental Europe, electricity prices have decoupled from fuel prices.

  14. Estimation of time varying system parameters from ambient response using improved Particle-Kalman filter with correlated noise

    Science.gov (United States)

    Sen, Subhamoy; Crinière, Antoine; Mevel, Laurent; Cerou, Frederic; Dumoulin, Jean

    2017-04-01

    Keywords: Parameter estimation; Kalman filter; Particle filter; Particle-Kalman filter; Correlated noise Although Kalman filter (KF) was originally proposed for system control i.e. steering a system as desired by monitoring the system states, its application for parameter estimation problems is widespread because of the excellent similarity between these two apparently different problem types in state space description. In standard Kalman filter, system dynamics is described through the dynamics of certain internal variable, termed as states, evolving over time as defined by an assumed process model, while a measurement model maps these states to measurements. In some parameter estimation problems, the system is replaced by a state space formulation of the dynamic model with parameters appended in the unobserved states and collectively observed through the response measurements. Filtering based parameter estimation problems are thus inherently nonlinear due to the required nonlinear mapping of parameters to the corresponding observations. Being a linear estimator, Kalman Filter (KF) cannot be employed for such nonlinear system estimation and alternative filtering algorithms (eg. Particle filter) are therefore generally used. However, being model based, these filters optimally estimate the parameters of a quasi-static model of the real dynamic system. Consequently, any time variation in the system dynamics may completely diverge the estimation yielding a false or infeasible solution. By decoupling the estimation of system states and parameters, and applying concurrent filtering strategy that attempts conditional estimation of states based on parameters and vice versa, time varying systems can be estimated. This article attempts to combine KF with Particle filter (PF) and apply them for estimation of states and system parameters respectively on a system with correlated noise in process and measurement. The idea is to nest a bank of linear KFs for state estimation

  15. 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

  16. TIME-VARYING BETA AND VOLATILITY IN THE KUALA LUMPUR STOCK EXCHANGE

    Directory of Open Access Journals (Sweden)

    Mansor Ibrahim

    2004-01-01

    Full Text Available The paper analyzes the relationship between beta risk and aggregate market volatility for 12sized-based portfolios for the case of Malaysia using daily data from January 1988 to December 2000. The analysis is conducted for the entire sample as well as various sub-samples corresponding to (ithe upward trend in the market from January 1988-December 1992; (ii the huge influx of portfolio investments from January 1993-June 1997, and (Hi the Asian crisis and its aftermath from July 1997-December 2000. The results generally suggest instability in beta risk due to its significant response to aggregate market volatility. Additionally, we also note that the direction of relationship between beta risk and market volatility seems to depend on stock market conditions or sub-samples used. Namely, beta risk seems to decrease with increasing market volatility for the whole sample as well as the first and the third sub-samples. However, for the second sub-sample, their relationship turns to be positive. Lastly, the author have evidence for the Malaysian case that size does not play significant role in the way beta risk responds to aggregate market volatility. These results have important implications for investment decisions as well as for event analyses employing the market model to generate abnormal returns.

  17. Fast charge digitizer and digital data acquisition system for measuring time varying radiation fields

    International Nuclear Information System (INIS)

    Lee, T.R.; Schneider, R.H.; Wyatt, J.L.

    1976-01-01

    A radiation measuring instrument including a fast charge digitizer and a digital data acquisition system has been developed. The fast charge digitizer includes a charge integrator connected to a conventional ionization chamber which generates an output current in proportion to ionizing radiation exposure rate. The charge integrator has an output connected to a comparator which is switched from a high state to a low state when the output of the integrator goes above the comparator threshold. The comparator output is connected to a bistable multivibrator consisting of two non-retriggerable one shot multivibrators connected in a feedback configuration. As long as the comparator output is in the low state, the bistable multivibrator generates a train of pluses which are fed back through an analog switch and a high megohm resistance to the input of the integrator. This feedback is negative and has the effect of removing the charge from the integrating capacitor, thus causing the integrator output eventually to drop below the comparator threshold. When this occurs the comparator output returns to the high state and the bistable multivibrator ceases to generate output pulses. An output terminal is connected between the bistable multivibrator and the analog switch and feeds a train of pulses proportional to the amount of charge generated by the multivibrator output voltage and the high megohm resistance to a counter connected to a random access memory device. The output pulses are counted for a predetermined time and then stored in one of the data locations of the random access memory device. The counter is then reset and a further predetermined sample period is counted. This continues until all of the locations in the random access memory device are filled and then the data is read from the random access memory device

  18. Novel criteria for global exponential periodicity and stability of recurrent neural networks with time-varying delays

    International Nuclear Information System (INIS)

    Song Qiankun

    2008-01-01

    In this paper, the global exponential periodicity and stability of recurrent neural networks with time-varying delays are investigated by applying the idea of vector Lyapunov function, M-matrix theory and inequality technique. We assume neither the global Lipschitz conditions on these activation functions nor the differentiability on these time-varying delays, which were needed in other papers. Several novel criteria are found to ascertain the existence, uniqueness and global exponential stability of periodic solution for recurrent neural network with time-varying delays. Moreover, the exponential convergence rate index is estimated, which depends on the system parameters. Some previous results are improved and generalized, and an example is given to show the effectiveness of our method

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

    Directory of Open Access Journals (Sweden)

    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.

  20. The Investigation of EM Scattering from the Time-Varying Overturning Wave Crest Model by the IEM

    Directory of Open Access Journals (Sweden)

    Xiao Meng

    2016-01-01

    Full Text Available Investigation of the electromagnetic (EM scattering of time-varying overturning wave crests is a worthwhile endeavor. Overturning wave crest is one of the reasons of sea spike generation, which increases the probability of false radar alarms and reduces the performance of multitarget detection in the environment. A three-dimensional (3D time-varying overturning wave crest model is presented in this paper; this 3D model is an improvement of the traditional two-dimensional (2D time-varying overturning wave crest model. The integral equation method (IEM was employed to investigate backward scattering radar cross sections (RCS at various incident angles of the 3D overturning wave crest model. The super phenomenon, where the intensity of horizontal polarization scattering is greater than that of vertical polarization scattering, is an important feature of sea spikes. Simulation results demonstrate that super phenomena may occur in some time samples as variations in the overturning wave crest.

  1. Mendelian randomization analysis of a time-varying exposure for binary disease outcomes using functional data analysis methods.

    Science.gov (United States)

    Cao, Ying; Rajan, Suja S; Wei, Peng

    2016-12-01

    A Mendelian randomization (MR) analysis is performed to analyze the causal effect of an exposure variable on a disease outcome in observational studies, by using genetic variants that affect the disease outcome only through the exposure variable. This method has recently gained popularity among epidemiologists given the success of genetic association studies. Many exposure variables of interest in epidemiological studies are time varying, for example, body mass index (BMI). Although longitudinal data have been collected in many cohort studies, current MR studies only use one measurement of a time-varying exposure variable, which cannot adequately capture the long-term time-varying information. We propose using the functional principal component analysis method to recover the underlying individual trajectory of the time-varying exposure from the sparsely and irregularly observed longitudinal data, and then conduct MR analysis using the recovered curves. We further propose two MR analysis methods. The first assumes a cumulative effect of the time-varying exposure variable on the disease risk, while the second assumes a time-varying genetic effect and employs functional regression models. We focus on statistical testing for a causal effect. Our simulation studies mimicking the real data show that the proposed functional data analysis based methods incorporating longitudinal data have substantial power gains compared to standard MR analysis using only one measurement. We used the Framingham Heart Study data to demonstrate the promising performance of the new methods as well as inconsistent results produced by the standard MR analysis that relies on a single measurement of the exposure at some arbitrary time point. © 2016 WILEY PERIODICALS, INC.

  2. Robust stability analysis of Takagi—Sugeno uncertain stochastic fuzzy recurrent neural networks with mixed time-varying delays

    International Nuclear Information System (INIS)

    Ali, M. Syed

    2011-01-01

    In this paper, the global stability of Takagi—Sugeno (TS) uncertain stochastic fuzzy recurrent neural networks with discrete and distributed time-varying delays (TSUSFRNNs) is considered. A novel LMI-based stability criterion is obtained by using Lyapunov functional theory to guarantee the asymptotic stability of TSUSFRNNs. The proposed stability conditions are demonstrated through numerical examples. Furthermore, the supplementary requirement that the time derivative of time-varying delays must be smaller than one is removed. Comparison results are demonstrated to show that the proposed method is more able to guarantee the widest stability region than the other methods available in the existing literature. (general)

  3. 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.

  4. 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.

  5. Evidence of Dynamic Crustal Deformation in Tohoku, Japan, From Time-Varying Receiver Functions

    Science.gov (United States)

    Porritt, R. W.; Yoshioka, S.

    2017-10-01

    Temporal variation of crustal structure is key to our understanding of Earth processes on human timescales. Often, we expect that the most significant structural variations are caused by strong ground shaking associated with large earthquakes, and recent studies seem to confirm this. Here we test the possibility of using P receiver functions (PRF) to isolate structural variations over time. Synthetic receiver function tests indicate that structural variation could produce PRF changes on the same order of magnitude as random noise or contamination by local earthquakes. Nonetheless, we find significant variability in observed receiver functions over time at several stations located in northeastern Honshu. Immediately following the Tohoku-oki earthquake, we observe high PRF variation clustering spatially, especially in two regions near the beginning and end of the rupture plane. Due to the depth sensitivity of PRF and the timescales over which this variability is observed, we infer this effect is primarily due to fluid migration in volcanic regions and shear stress/strength reorganization. While the noise levels in PRF are high for this type of analysis, by sampling small data sets, the computational cost is lower than other methods, such as ambient noise, thereby making PRF a useful tool for estimating temporal variations in crustal structure.

  6. Multi-Level Anomaly Detection on Time-Varying Graph Data

    Energy Technology Data Exchange (ETDEWEB)

    Bridges, Robert A [ORNL; Collins, John P [ORNL; Ferragut, Erik M [ORNL; Laska, Jason A [ORNL; Sullivan, Blair D [ORNL

    2015-01-01

    This work presents a novel modeling and analysis framework for graph sequences which addresses the challenge of detecting and contextualizing anomalies in labelled, streaming graph data. We introduce a generalization of the BTER model of Seshadhri et al. by adding flexibility to community structure, and use this model to perform multi-scale graph anomaly detection. Specifically, probability models describing coarse subgraphs are built by aggregating probabilities at finer levels, and these closely related hierarchical models simultaneously detect deviations from expectation. This technique provides insight into a graph's structure and internal context that may shed light on a detected event. Additionally, this multi-scale analysis facilitates intuitive visualizations by allowing users to narrow focus from an anomalous graph to particular subgraphs or nodes causing the anomaly. For evaluation, two hierarchical anomaly detectors are tested against a baseline Gaussian method on a series of sampled graphs. We demonstrate that our graph statistics-based approach outperforms both a distribution-based detector and the baseline in a labeled setting with community structure, and it accurately detects anomalies in synthetic and real-world datasets at the node, subgraph, and graph levels. To illustrate the accessibility of information made possible via this technique, the anomaly detector and an associated interactive visualization tool are tested on NCAA football data, where teams and conferences that moved within the league are identified with perfect recall, and precision greater than 0.786.

  7. 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.

  8. Synchronization of Hierarchical Time-Varying Neural Networks Based on Asynchronous and Intermittent Sampled-Data Control.

    Science.gov (United States)

    Xiong, Wenjun; Patel, Ragini; Cao, Jinde; Zheng, Wei Xing

    In this brief, our purpose is to apply asynchronous and intermittent sampled-data control methods to achieve the synchronization of hierarchical time-varying neural networks. The asynchronous and intermittent sampled-data controllers are proposed for two reasons: 1) the controllers may not transmit the control information simultaneously and 2) the controllers cannot always exist at any time . The synchronization is then discussed for a kind of hierarchical time-varying neural networks based on the asynchronous and intermittent sampled-data controllers. Finally, the simulation results are given to illustrate the usefulness of the developed criteria.In this brief, our purpose is to apply asynchronous and intermittent sampled-data control methods to achieve the synchronization of hierarchical time-varying neural networks. The asynchronous and intermittent sampled-data controllers are proposed for two reasons: 1) the controllers may not transmit the control information simultaneously and 2) the controllers cannot always exist at any time . The synchronization is then discussed for a kind of hierarchical time-varying neural networks based on the asynchronous and intermittent sampled-data controllers. Finally, the simulation results are given to illustrate the usefulness of the developed criteria.

  9. Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra

    NARCIS (Netherlands)

    Koopman, S.J.; Wong, S.Y.

    2011-01-01

    We develop a flexible semi-parametric method for the introduction of time-varying parameters in a model-based signal extraction procedure. Dynamic model specifications for the parameters in the model are not required. We show that signal extraction based on Kalman filtering and smoothing can be made

  10. On the weakly nonlinear, transversal vibrations of a conveyor belt with a low and time-varying velocity

    NARCIS (Netherlands)

    Suweken, G.; van Horssen, W.T.

    2002-01-01

    In this paper the weakly nonlinear, transversal vibrations of a conveyor belt will be considered. The belt is assumed to move with a low and time-varying speed. Using Kirchhoff's approach a single equation of motion will be derived from a coupled system of partial differential equations describing

  11. Control-focused, nonlinear and time-varying modelling of dielectric elastomer actuators with frequency response analysis

    International Nuclear Information System (INIS)

    Jacobs, William R; Dodd, Tony J; Anderson, Sean R; Wilson, Emma D; Porrill, John; Assaf, Tareq; Rossiter, Jonathan

    2015-01-01

    Current models of dielectric elastomer actuators (DEAs) are mostly constrained to first principal descriptions that are not well suited to the application of control design due to their computational complexity. In this work we describe an integrated framework for the identification of control focused, data driven and time-varying DEA models that allow advanced analysis of nonlinear system dynamics in the frequency-domain. Experimentally generated input–output data (voltage-displacement) was used to identify control-focused, nonlinear and time-varying dynamic models of a set of film-type DEAs. The model description used was the nonlinear autoregressive with exogenous input structure. Frequency response analysis of the DEA dynamics was performed using generalized frequency response functions, providing insight and a comparison into the time-varying dynamics across a set of DEA actuators. The results demonstrated that models identified within the presented framework provide a compact and accurate description of the system dynamics. The frequency response analysis revealed variation in the time-varying dynamic behaviour of DEAs fabricated to the same specifications. These results suggest that the modelling and analysis framework presented here is a potentially useful tool for future work in guiding DEA actuator design and fabrication for application domains such as soft robotics. (paper)

  12. Active control of time-varying broadband noise and vibrations using a sliding-window Kalman filter

    NARCIS (Netherlands)

    van Ophem, S.; Berkhoff, Arthur P.; Sas, P.; Moens, D.; Denayer, H.

    2014-01-01

    Recently, a multiple-input/multiple-output Kalman filter technique was presented to control time-varying broadband noise and vibrations. By describing the feed-forward broadband active noise control problem in terms of a state estimation problem it was possible to achieve a faster rate of

  13. Bounded H∞ synchronization and state estimation for discrete time-varying stochastic complex networks over a finite horizon.

    Science.gov (United States)

    Shen, Bo; Wang, Zidong; Liu, Xiaohui

    2011-01-01

    In this paper, new synchronization and state estimation problems are considered for an array of coupled discrete time-varying stochastic complex networks over a finite horizon. A novel concept of bounded H(∞) synchronization is proposed to handle the time-varying nature of the complex networks. Such a concept captures the transient behavior of the time-varying complex network over a finite horizon, where the degree of bounded synchronization is quantified in terms of the H(∞)-norm. A general sector-like nonlinear function is employed to describe the nonlinearities existing in the network. By utilizing a time-varying real-valued function and the Kronecker product, criteria are established that ensure the bounded H(∞) synchronization in terms of a set of recursive linear matrix inequalities (RLMIs), where the RLMIs can be computed recursively by employing available MATLAB toolboxes. The bounded H(∞) state estimation problem is then studied for the same complex network, where the purpose is to design a state estimator to estimate the network states through available output measurements such that, over a finite horizon, the dynamics of the estimation error is guaranteed to be bounded with a given disturbance attenuation level. Again, an RLMI approach is developed for the state estimation problem. Finally, two simulation examples are exploited to show the effectiveness of the results derived in this paper.

  14. Characteristics of electromagnetic wave propagation in time-varying magnetized plasma in magnetic window region of reentry blackout mitigation

    Directory of Open Access Journals (Sweden)

    Hui Zhou

    2017-02-01

    Full Text Available The “magnetic window” is considered a promising means to eliminate reentry communication blackout. However, the turbulence of plasma sheath results in phase jitter and amplitude turbulence of electromagnetic (EM wave and may influence the eliminating effect. Therefore, the effect of fluctuating property of reentry plasma sheath on EM wave propagation when a magnetic field is used for eliminating blackout is investigated. For this purpose, a time-varying electron density model, which includes both temporal variation and spatial turbulence, is proposed. Hybrid matrix method is also employed to investigate the interaction between time-varying magnetized plasma and EM wave. The EM wave transmission coefficients in time-varying magnetized and unmagnetized plasmas are likewise compared. Simulation results show that amplitude variation and phase jitter also exist on transmitted EM wave, and the turbulent deviation increases as the degree of plasma fluctuates. Meanwhile, the fluctuation of transmitted EM wave attenuates at low-frequency passband and increases at high-frequency passband with the increasing magnetic field. That is, comparing with unmagnetized time-varying plasma, the fluctuation effect can be mitigated by using a magnetic field when the EM wave frequency is at low-frequency passband. However, the mitigating effect can be influenced by the nonuniformity of magnetic field.

  15. Incorporating cyclical effects and time-varying covariates in models for single-source capture-recapture data

    NARCIS (Netherlands)

    Husken, T.F.; Cruyff, M.J.L.F.; van der Heijden, P.G.M.

    2017-01-01

    The objective of capture-recapture analysis is to estimate the size of an elusive population, for which the zero-truncated Poisson model is a basic model. We extend this model to the more general recurrent events model to include cyclical eects and time-varying covariates. An application to police

  16. Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?

    Czech Academy of Sciences Publication Activity Database

    Baxa, Jaromír; Horváth, R.; Vašíček, B.

    2013-01-01

    Roč. 9, č. 1 (2013), s. 117-138 ISSN 1572-3089 Institutional support: RVO:67985556 Keywords : Financial stress * Time-varying parameter model * Endogenous regressors Subject RIV: AH - Economics Impact factor: 2.932, year: 2013 http://library.utia.cas.cz/separaty/2013/E/baxa-0395375.pdf

  17. Real-time Kalman filter implementation for active feedforward control of time-varying broadband noise and vibrations

    NARCIS (Netherlands)

    Ophem, S. van; Berkhoff, A.P.

    2012-01-01

    Tracking behavior and the rate of convergence are critical properties in active noise control applications with time-varying disturbance spectra. As compared to the standard filtered-reference Least Mean Square (LMS) algorithm, improved convergence can be obtained with schemes based on

  18. 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

  19. 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.

  20. Time-Varying Effects of Family Ethnic Socialization on Ethnic-Racial Identity Development among Latino Adolescents

    Science.gov (United States)

    Douglass, Sara; Umaña-Taylor, Adriana J.

    2016-01-01

    Previous research has established that family ethnic socialization messages promote ethnic-racial identity (ERI) development, yet it is unknown whether these effects remain constant throughout adolescence. The current study examined the time-varying effects of family ethnic socialization on ERI exploration and resolution among Latino adolescents…

  1. Calculation of rectal dose surface histograms in the presence of time varying deformations

    International Nuclear Information System (INIS)

    Roeske, John C.; Spelbring, Danny R.; Vijayakumar, S.; Forman, Jeffrey D.; Chen, George T.Y.

    1996-01-01

    arrangement and weights used for each field. Two dose gradients exist, a slowly varying gradient (e.g. within the high dose volume) and rapidly varying gradient (e.g. dose gradient from the field edges). Superimposed on this variation are the sampling points from a deformable hollow organ, which can translate and deform in both slow and rapidly varying regions of dose. The individual scan nDSHs and average nDSH summarize the effects of these variations. Conclusion: The initial DSH for the rectum in a given plan can vary by 8% for moderate to high dose in comparison to the time averaged nDSH. The effect on NTCP is expected to be relatively small, but it is important to note that at any given instant of time, uncertainty in the absolute surface area of a structure at a given dose can vary by as much as 20% due to distortion and movement

  2. Bearing fault diagnosis under unknown time-varying rotational speed conditions via multiple time-frequency curve extraction

    Science.gov (United States)

    Huang, Huan; Baddour, Natalie; Liang, Ming

    2018-02-01

    Under normal operating conditions, bearings often run under time-varying rotational speed conditions. Under such circumstances, the bearing vibrational signal is non-stationary, which renders ineffective the techniques used for bearing fault diagnosis under constant running conditions. One of the conventional methods of bearing fault diagnosis under time-varying speed conditions is resampling the non-stationary signal to a stationary signal via order tracking with the measured variable speed. With the resampled signal, the methods available for constant condition cases are thus applicable. However, the accuracy of the order tracking is often inadequate and the time-varying speed is sometimes not measurable. Thus, resampling-free methods are of interest for bearing fault diagnosis under time-varying rotational speed for use without tachometers. With the development of time-frequency analysis, the time-varying fault character manifests as curves in the time-frequency domain. By extracting the Instantaneous Fault Characteristic Frequency (IFCF) from the Time-Frequency Representation (TFR) and converting the IFCF, its harmonics, and the Instantaneous Shaft Rotational Frequency (ISRF) into straight lines, the bearing fault can be detected and diagnosed without resampling. However, so far, the extraction of the IFCF for bearing fault diagnosis is mostly based on the assumption that at each moment the IFCF has the highest amplitude in the TFR, which is not always true. Hence, a more reliable T-F curve extraction approach should be investigated. Moreover, if the T-F curves including the IFCF, its harmonic, and the ISRF can be all extracted from the TFR directly, no extra processing is needed for fault diagnosis. Therefore, this paper proposes an algorithm for multiple T-F curve extraction from the TFR based on a fast path optimization which is more reliable for T-F curve extraction. Then, a new procedure for bearing fault diagnosis under unknown time-varying speed

  3. Exposure to time varying magnetic fields associated with magnetic resonance imaging reduces fentanyl-induced analgesia in mice

    Energy Technology Data Exchange (ETDEWEB)

    Teskey, G.C.; Prato, F.S.; Ossenkopp, K.P.; Kavaliers, M.

    1988-01-01

    The effects of exposure to clinical magnetic resonance imaging (MRI) on analgesia induced by the mu opiate agonist, fentanyl, was examined in mice. During the dark period, adult male mice were exposed for 23.2 min to the time-varying (0.6 T/sec) magnetic field (TVMF) component of the MRI procedure. Following this exposure, the analgesic potency of fentanyl citrate (0.1 mg/kg) was determined at 5, 10, 15, and 30 min post-injection, using a thermal test stimulus (hot-plate 50 degrees C). Exposure to the magnetic-field gradients attenuated the fentanyl-induced analgesia in a manner comparable to that previously observed with morphine. These results indicate that the time-varying magnetic fields associated with MRI have significant inhibitory effects on the analgesic effects of specific mu-opiate-directed ligands.

  4. Visualization of particle trajectories in time-varying electromagnetic fields by CAVE-type virtual reality system

    International Nuclear Information System (INIS)

    Ohno, Nobuaki; Ohtani, Hiroaki; Horiuchi, Ritoku; Matsuoka, Daisuke

    2012-01-01

    The particle kinetic effects play an important role in breaking the frozen-in condition and exciting collisionless magnetic reconnection in high temperature plasmas. Because this effect is originating from a complex thermal motion near reconnection point, it is very important to examine particle trajectories using scientific visualization technique, especially in the presence of plasma instability. We developed interactive visualization environment for the particle trajectories in time-varying electromagnetic fields in the CAVE-type virtual reality system based on VFIVE, which is interactive visualization software for the CAVE system. From the analysis of ion trajectories using the particle simulation data, it was found that time-varying electromagnetic fields around the reconnection region accelerate ions toward the downstream region. (author)

  5. The chronnectome: time-varying connectivity networks as the next frontier in fMRI data discovery.

    Science.gov (United States)

    Calhoun, Vince D; Miller, Robyn; Pearlson, Godfrey; Adalı, Tulay

    2014-10-22

    Recent years have witnessed a rapid growth of interest in moving functional magnetic resonance imaging (fMRI) beyond simple scan-length averages and into approaches that capture time-varying properties of connectivity. In this Perspective we use the term "chronnectome" to describe metrics that allow a dynamic view of coupling. In the chronnectome, coupling refers to possibly time-varying levels of correlated or mutually informed activity between brain regions whose spatial properties may also be temporally evolving. We primarily focus on multivariate approaches developed in our group and review a number of approaches with an emphasis on matrix decompositions such as principle component analysis and independent component analysis. We also discuss the potential these approaches offer to improve characterization and understanding of brain function. There are a number of methodological directions that need to be developed further, but chronnectome approaches already show great promise for the study of both the healthy and the diseased brain.

  6. Global exponential stability of reaction—diffusion neural networks with discrete and distributed time-varying delays

    International Nuclear Information System (INIS)

    Zhang Wei-Yuan; Li Jun-Min

    2011-01-01

    This paper investigates the global exponential stability of reaction—diffusion neural networks with discrete and distributed time-varying delays. By constructing a more general type of Lyapunov—Krasovskii functional combined with a free-weighting matrix approach and analysis techniques, delay-dependent exponential stability criteria are derived in the form of linear matrix inequalities. The obtained results are dependent on the size of the time-varying delays and the measure of the space, which are usually less conservative than delay-independent and space-independent ones. These results are easy to check, and improve upon the existing stability results. Some remarks are given to show the advantages of the obtained results over the previous results. A numerical example has been presented to show the usefulness of the derived linear matrix inequality (LMI)-based stability conditions. (general)

  7. New delay-dependent stability criteria of uncertain linear systems with multiple time-varying state delays

    International Nuclear Information System (INIS)

    Yan Huaicheng; Huang Xinhan; Wang Min; Zhang Hao

    2008-01-01

    This paper deals with the problem of delay-dependent robust stability for linear systems with time-varying structured uncertainties and multiple time-varying state delays. Based on Lyapunov stability theory combined with linear matrix inequalities (LMIs) techniques, some new delay-dependent stability criteria in terms of LMIs are derived by taking the relationship between the terms in the Leibniz-Newton formula into account. Since free weighting matrices are used to express this relationship and appropriate ones are selected by means of LMIs, the new improved criteria are much less conservative and more general. Numerical examples and simulation suggest that the results are effective and are an improvement over previous ones

  8. 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.

  9. Global Robust Stability of Switched Interval Neural Networks with Discrete and Distributed Time-Varying Delays of Neural Type

    Directory of Open Access Journals (Sweden)

    Huaiqin Wu

    2012-01-01

    Full Text Available By combing the theories of the switched systems and the interval neural networks, the mathematics model of the switched interval neural networks with discrete and distributed time-varying delays of neural type is presented. A set of the interval parameter uncertainty neural networks with discrete and distributed time-varying delays of neural type are used as the individual subsystem, and an arbitrary switching rule is assumed to coordinate the switching between these networks. By applying the augmented Lyapunov-Krasovskii functional approach and linear matrix inequality (LMI techniques, a delay-dependent criterion is achieved to ensure to such switched interval neural networks to be globally asymptotically robustly stable in terms of LMIs. The unknown gain matrix is determined by solving this delay-dependent LMIs. Finally, an illustrative example is given to demonstrate the validity of the theoretical results.

  10. Global exponential stability of neural networks with time-varying delay based on free-matrix-based integral inequality.

    Science.gov (United States)

    He, Yong; Ji, Meng-Di; Zhang, Chuan-Ke; Wu, Min

    2016-05-01

    This paper is concerned with global exponential stability problem for a class of neural networks with time-varying delays. Using a new proposed inequality called free-matrix-based integral inequality, a less conservative criterion is proposed, which is expressed by linear matrix inequalities. Two numerical examples are given to show the effectiveness and superiority of the obtained criterion. Copyright © 2016 Elsevier Ltd. All rights reserved.

  11. Delay-Dependent Stability Criteria of Uncertain Periodic Switched Recurrent Neural Networks with Time-Varying Delays

    Directory of Open Access Journals (Sweden)

    Xing Yin

    2011-01-01

    uncertain periodic switched recurrent neural networks with time-varying delays. When uncertain discrete-time recurrent neural network is a periodic system, it is expressed as switched neural network for the finite switching state. Based on the switched quadratic Lyapunov functional approach (SQLF and free-weighting matrix approach (FWM, some linear matrix inequality criteria are found to guarantee the delay-dependent asymptotical stability of these systems. Two examples illustrate the exactness of the proposed criteria.

  12. Advancing the understanding of craving during smoking cessation attempts: a demonstration of the time-varying effect model.

    Science.gov (United States)

    Lanza, Stephanie T; Vasilenko, Sara A; Liu, Xiaoyu; Li, Runze; Piper, Megan E

    2014-05-01

    Advancing the understanding of smoking cessation requires a complex and nuanced understanding of behavior change. To this end, ecological momentary assessments (EMA) are now being collected extensively. The time-varying effect model (TVEM) is a statistical technique ideally suited to model processes that unfold as behavior and nicotine dependence change. Coefficients are expressed dynamically over time and are represented as smooth functions of time. The TVEM approach is demonstrated using data from a smoking-cessation trial. Time-varying effects of baseline nicotine dependence (a time-invariant covariate) and negative affect (a time-varying covariate) on urge to smoke during a quit attempt were estimated for monotherapy, combination therapy, and placebo groups. SAS syntax for conducting TVEM is provided so that readers can adapt it for their research. During the first 2 days after quitting, the association between negative affect and craving was significantly stronger among individuals in the placebo group, suggesting an early positive impact of treatment. For the monotherapy and combination therapy groups, during the second week of the quit attempt, baseline dependence was less strongly related to craving compared with the placebo group, indicating a different positive impact of treatments later in the quit attempt. The results reveal information about the underlying dynamics that unfold during a quit attempt and how monotherapy and combination therapy impact those processes. This suggests possible mechanisms to target in an intervention and indicates timepoints that hold the greatest promise for effective treatment. TVEM is a straightforward approach to examining time-varying processes embedded in EMA.

  13. Global exponential stability of BAM neural networks with time-varying delays: The discrete-time case

    Science.gov (United States)

    Raja, R.; Marshal Anthoni, S.

    2011-02-01

    This paper deals with the problem of stability analysis for a class of discrete-time bidirectional associative memory (BAM) neural networks with time-varying delays. By employing the Lyapunov functional and linear matrix inequality (LMI) approach, a new sufficient conditions is proposed for the global exponential stability of discrete-time BAM neural networks. The proposed LMI based results can be easily checked by LMI control toolbox. Moreover, an example is also provided to demonstrate the effectiveness of the proposed method.

  14. Stability analysis of fuzzy Markovian jumping Cohen-Grossberg BAM neural networks with mixed time-varying delays

    Science.gov (United States)

    Sathy, R.; Balasubramaniam, P.

    2011-04-01

    In this paper, we investigate the robust stability of uncertain fuzzy Markovian jumping Cohen-Grossberg BAM neural networks with discrete and distributed time-varying delays. A new delay-dependent stability condition is derived under uncertain switching probabilities by Takagi-Sugeno fuzzy model. Based on the linear matrix inequality (LMI) technique, upper bounds for the discrete and distributed delays are calculated using the LMI toolbox in MATLAB. Numerical examples are provided to illustrate the effectiveness of the proposed method.

  15. Projective synchronization in drive-response dynamical networks of partially linear systems with time-varying coupling delay

    International Nuclear Information System (INIS)

    Sun Mei; Zeng Changyan; Tian Lixin

    2008-01-01

    Recently, projective synchronization (PS) has been widely studied in more than one system. In this Letter, we propose a linear controller and an updated law to realize the PS in drive-response dynamical networks of partially linear systems with time-varying coupling delay, based on the Lyapunov stability theory. A sufficient condition is obtained. Moreover, numerical simulations are provided to verify the correctness and effectiveness of the scheme

  16. Financialization of food - The determinants of the time-varying relation between agricultural prices and stock market dynamics

    OpenAIRE

    Girardi, Daniele

    2013-01-01

    This paper studies the correlation of agricultural prices with stock market dynamics. We discuss the possible role of financial, macroeconomic and monetary factors in driving this time-varying relation, with the aim of understanding what has caused positive correlation between agricultural commodities and stocks in recent years. While previous works on commodity-equity correlation have focused on broad commodity indices, we study 16 main agricultural prices, in order to be able to assess patt...

  17. Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets.

    Science.gov (United States)

    Lu, Fengbin; Qiao, Han; Wang, Shouyang; Lai, Kin Keung; Li, Yuze

    2017-01-01

    This paper proposes a new time-varying coefficient vector autoregressions (VAR) model, in which the coefficient is a linear function of dynamic lagged correlation. The proposed model allows for flexibility in choices of dynamic correlation models (e.g. dynamic conditional correlation generalized autoregressive conditional heteroskedasticity (GARCH) models, Markov-switching GARCH models and multivariate stochastic volatility models), which indicates that it can describe many types of time-varying causal effects. Time-varying causal relations between West Texas Intermediate (WTI) crude oil and the US Standard and Poor's 500 (S&P 500) stock markets are examined by the proposed model. The empirical results show that their causal relations evolve with time and display complex characters. Both positive and negative causal effects of the WTI on the S&P 500 in the subperiods have been found and confirmed by the traditional VAR models. Similar results have been obtained in the causal effects of S&P 500 on WTI. In addition, the proposed model outperforms the traditional VAR model. Copyright © 2016 Elsevier Ltd. All rights reserved.

  18. Nonlinear recurrent neural networks for finite-time solution of general time-varying linear matrix equations.

    Science.gov (United States)

    Xiao, Lin; Liao, Bolin; Li, Shuai; Chen, Ke

    2018-02-01

    In order to solve general time-varying linear matrix equations (LMEs) more efficiently, this paper proposes two nonlinear recurrent neural networks based on two nonlinear activation functions. According to Lyapunov theory, such two nonlinear recurrent neural networks are proved to be convergent within finite-time. Besides, by solving differential equation, the upper bounds of the finite convergence time are determined analytically. Compared with existing recurrent neural networks, the proposed two nonlinear recurrent neural networks have a better convergence property (i.e., the upper bound is lower), and thus the accurate solutions of general time-varying LMEs can be obtained with less time. At last, various different situations have been considered by setting different coefficient matrices of general time-varying LMEs and a great variety of computer simulations (including the application to robot manipulators) have been conducted to validate the better finite-time convergence of the proposed two nonlinear recurrent neural networks. Copyright © 2017 Elsevier Ltd. All rights reserved.

  19. Study on time-varying velocity measurement with self-mixing laser diode based on Discrete Chirp-Fourier Transform

    International Nuclear Information System (INIS)

    Zhang Zhaoyun; Gao Yang; Zhao Xinghai; Zhao Xiang

    2011-01-01

    Laser's optical output power and frequency are modulated when the optical beam is back-scattered into the active cavity of the laser. By signal processing, the Doppler frequency can be acquired, and the target's velocity can be calculated. Based on these properties, an interferometry velocity sensor can be designed. When target move in time-varying velocity mode, it is difficult to extract the target's velocity. Time-varying velocity measurement by self-mixing laser diode is explored. A mathematics model was proposed for the time-varying velocity (invariable acceleration) measurement by self-mixing laser diode. Based on this model, a Discrete Chirp-Fourier Transform (DCFT) method was applied, DCFT is analogous to DFT. We show that when the signal length N is prime, the magnitudes of all the side lobes are 1, whereas the magnitudes of the main lobe is √N, And the coordinates of the main lobe shows the target's velocity and acceleration information. The simulation results prove the validity of the algorithm even in the situation of low SNR when N is prime.

  20. Robust stability analysis for Markovian jumping interval neural networks with discrete and distributed time-varying delays

    International Nuclear Information System (INIS)

    Balasubramaniam, P.; Lakshmanan, S.; Manivannan, A.

    2012-01-01

    Highlights: ► Robust stability analysis for Markovian jumping interval neural networks is considered. ► Both linear fractional and interval uncertainties are considered. ► A new LKF is constructed with triple integral terms. ► MATLAB LMI control toolbox is used to validate theoretical results. ► Numerical examples are given to illustrate the effectiveness of the proposed method. - Abstract: This paper investigates robust stability analysis for Markovian jumping interval neural networks with discrete and distributed time-varying delays. The parameter uncertainties are assumed to be bounded in given compact sets. The delay is assumed to be time-varying and belong to a given interval, which means that the lower and upper bounds of interval time-varying delays are available. Based on the new Lyapunov–Krasovskii functional (LKF), some inequality techniques and stochastic stability theory, new delay-dependent stability criteria have been obtained in terms of linear matrix inequalities (LMIs). Finally, two numerical examples are given to illustrate the less conservative and effectiveness of our theoretical results.

  1. 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.

  2. Characteristics of time-varying intracranial pressure on blood flow through cerebral artery: A fluid-structure interaction approach.

    Science.gov (United States)

    Syed, Hasson; Unnikrishnan, Vinu U; Olcmen, Semih

    2016-02-01

    Elevated intracranial pressure is a major contributor to morbidity and mortality in severe head injuries. Wall shear stresses in the artery can be affected by increased intracranial pressures and may lead to the formation of cerebral aneurysms. Earlier research on cerebral arteries and aneurysms involves using constant mean intracranial pressure values. Recent advancements in intracranial pressure monitoring techniques have led to measurement of the intracranial pressure waveform. By incorporating a time-varying intracranial pressure waveform in place of constant intracranial pressures in the analysis of cerebral arteries helps in understanding their effects on arterial deformation and wall shear stress. To date, such a robust computational study on the effect of increasing intracranial pressures on the cerebral arterial wall has not been attempted to the best of our knowledge. In this work, fully coupled fluid-structure interaction simulations are carried out to investigate the effect of the variation in intracranial pressure waveforms on the cerebral arterial wall. Three different time-varying intracranial pressure waveforms and three constant intracranial pressure profiles acting on the cerebral arterial wall are analyzed and compared with specified inlet velocity and outlet pressure conditions. It has been found that the arterial wall experiences deformation depending on the time-varying intracranial pressure waveforms, while the wall shear stress changes at peak systole for all the intracranial pressure profiles. © IMechE 2015.

  3. Approximation-Based Adaptive Neural Tracking Control of Nonlinear MIMO Unknown Time-Varying Delay Systems With Full State Constraints.

    Science.gov (United States)

    Li, Da-Peng; Li, Dong-Juan; Liu, Yan-Jun; Tong, Shaocheng; Chen, C L Philip

    2017-10-01

    This paper deals with the tracking control problem for a class of nonlinear multiple input multiple output unknown time-varying delay systems with full state constraints. To overcome the challenges which cause by the appearances of the unknown time-varying delays and full-state constraints simultaneously in the systems, an adaptive control method is presented for such systems for the first time. The appropriate Lyapunov-Krasovskii functions and a separation technique are employed to eliminate the effect of unknown time-varying delays. The barrier Lyapunov functions are employed to prevent the violation of the full state constraints. The singular problems are dealt with by introducing the signal function. Finally, it is proven that the proposed method can both guarantee the good tracking performance of the systems output, all states are remained in the constrained interval and all the closed-loop signals are bounded in the design process based on choosing appropriate design parameters. The practicability of the proposed control technique is demonstrated by a simulation study in this paper.

  4. Study of the Influences of Transient Crack Propagation in a Pinion on Time-Varying Mesh Stiffness

    Directory of Open Access Journals (Sweden)

    Youmin Hu

    2016-01-01

    Full Text Available Cracks in a cracked gear may further propagate by a tiny length in a very short time for several reasons, such as material fatigue and load fluctuations. In this paper, this dynamic process is defined as transient propagation of cracks. This research aims to calculate the time-varying mesh stiffness of gears when transient propagation of cracks arises, which has not been extensively studied in existing literatures. The transient propagation of cracks is modelled. An improved potential energy method is proposed by incorporating the propagation model into the potential energy method. The improved method can also be utilised to calculate the mesh stiffness of gears when transient propagation of cracks arises. Different transient propagation models are considered to simulate the propagation of cracks in a short amount of time. Different deterioration levels of cracks before transient propagation and different lengths and models of transient propagation are also examined. The variation rules of mesh stiffness caused by the transient propagation of cracks are summarised. The influence of the deterioration level of cracks on mesh stiffness variation when transient propagation arises is obtained. Simulation results show that the proposed method accurately calculates time-varying mesh stiffness when transient propagation of cracks arises. Furthermore, the method improves the monitoring of further propagation of cracks in gears from the perspective of time-varying mesh stiffness.

  5. The Effects of Acceleration Noise Performance on the Determination of the Earth's Time-varying Gravity Field for Low-low satellite-to-satellite Tracking missions.

    Science.gov (United States)

    Hong, S. H.; Conklin, J. W.

    2015-12-01

    GRACE provides monthly average gravity field solutions in spherical harmonic coefficients, which gives us information about land and ocean mass variations with a spatial resolution of 1 degree and with an accuracy within 2 cm throughout the entire Earth. GRACE-FO is expected to be launched in 2017 to continue the work of GRACE and to test a new laser ranging interferometer (LRI) which measures the range between the two satellites with higher precision than the K-Band ranging system used in GRACE. Moreover, there have been simulation studies that show that an additional pair of satellites in an inclined orbit increases the sampling frequency and reduces temporal aliasing errors. On the other hand, GOCE used an electrostatic gravity gradiometer and a drag-free control system to compensate for the non-gravitational forces which had better performance than the electrostatic accelerometers of GRACE. Given the fact that future missions will likely continue to use the low-low satellite-to-satellite tracking formation with LRI onboard, it is expected that acceleration noise caused by non-gravitational forces will become a limiting factor for the time-varying gravity field solution. This research evaluates the effects of acceleration noise on the estimation of the time-varying gravity field for a single pair and the optimal double pairs of satellites, assuming that the satellites fly in collinear pairs with LRI. Spherical harmonic coefficients are used to represent the solution and a batch computation Kalman filter is used to estimate the solutions. Various levels of residual noise for existing drag-free systems are applied as acceleration noise to find suitable drag-free performance requirements for upcoming geodesy missions.

  6. Transformation of binaural response properties in the ascending auditory pathway: influence of time-varying interaural phase disparity.

    Science.gov (United States)

    Spitzer, M W; Semple, M N

    1998-12-01

    Transformation of binaural response properties in the ascending auditory pathway: influence of time-varying interaural phase disparity. J. Neurophysiol. 80: 3062-3076, 1998. Previous studies demonstrated that tuning of inferior colliculus (IC) neurons to interaural phase disparity (IPD) is often profoundly influenced by temporal variation of IPD, which simulates the binaural cue produced by a moving sound source. To determine whether sensitivity to simulated motion arises in IC or at an earlier stage of binaural processing we compared responses in IC with those of two major IPD-sensitive neuronal classes in the superior olivary complex (SOC), neurons whose discharges were phase locked (PL) to tonal stimuli and those that were nonphase locked (NPL). Time-varying IPD stimuli consisted of binaural beats, generated by presenting tones of slightly different frequencies to the two ears, and interaural phase modulation (IPM), generated by presenting a pure tone to one ear and a phase modulated tone to the other. IC neurons and NPL-SOC neurons were more sharply tuned to time-varying than to static IPD, whereas PL-SOC neurons were essentially uninfluenced by the mode of stimulus presentation. Preferred IPD was generally similar in responses to static and time-varying IPD for all unit populations. A few IC neurons were highly influenced by the direction and rate of simulated motion, but the major effect for most IC neurons and all SOC neurons was a linear shift of preferred IPD at high rates-attributable to response latency. Most IC and NPL-SOC neurons were strongly influenced by IPM stimuli simulating motion through restricted ranges of azimuth; simulated motion through partially overlapping azimuthal ranges elicited discharge profiles that were highly discontiguous, indicating that the response associated with a particular IPD is dependent on preceding portions of the stimulus. In contrast, PL-SOC responses tracked instantaneous IPD throughout the trajectory of simulated

  7. Modeling conditional correlations of asset returns

    DEFF Research Database (Denmark)

    Silvennoinen, Annastiina; Teräsvirta, Timo

    2015-01-01

    In this paper we propose a new multivariate GARCH model with time-varying conditional correlation structure. The time-varying conditional correlations change smoothly between two extreme states of constant correlations according to a predetermined or exogenous transition variable. An LM-test is d......In this paper we propose a new multivariate GARCH model with time-varying conditional correlation structure. The time-varying conditional correlations change smoothly between two extreme states of constant correlations according to a predetermined or exogenous transition variable. An LM......-test is derived to test the constancy of correlations and LM- and Wald tests to test the hypothesis of partially constant correlations. Analytical expressions for the test statistics and the required derivatives are provided to make computations feasible. An empirical example based on daily return series of five...

  8. The relationship between global oil price shocks and China's output: A time-varying analysis

    International Nuclear Information System (INIS)

    Cross, Jamie; Nguyen, Bao H.

    2017-01-01

    We employ a class of time-varying Bayesian vector autoregressive (VAR) models on new standard dataset of China's GDP constructed by to examine the relationship between China's economic growth and global oil market fluctuations between 1992Q1 and 2015Q3. We find that: (1) the time varying parameter VAR with stochastic volatility provides a better fit as compared to it's constant counterparts; (2) the impacts of intertemporal global oil price shocks on China's output are often small and temporary in nature; (3) oil supply and specific oil demand shocks generally produce negative movements in China's GDP growth whilst oil demand shocks tend to have positive effects; (4) domestic output shocks have no significant impact on price or quantity movements within the global oil market. The results are generally robust to three commonly employed indicators of global economic activity: Kilian's global real economic activity index, the metal price index and the global industrial production index, and two alternative oil price metrics: the US refiners' acquisition cost for imported crude oil and the West Texas Intermediate price of crude oil. - Highlights: • A class of time-varying BVARs is used to examine the relationship between China's economic growth and global oil market fluctuations. • The impacts of intertemporal global oil price shocks on China's output are often small and temporary in nature. • Oil supply and specific oil demand shocks generally produce negative movements in China's GDP growth while oil demand shocks tend to have positive effects. • Domestic output shocks have no significant impact on price or quantity movements within the global oil market.

  9. Multi-state time-varying reliability evaluation of smart grid with flexible demand resources utilizing Lz transform

    Science.gov (United States)

    Jia, Heping; Jin, Wende; Ding, Yi; Song, Yonghua; Yu, Dezhao

    2017-01-01

    With the expanding proportion of renewable energy generation and development of smart grid technologies, flexible demand resources (FDRs) have been utilized as an approach to accommodating renewable energies. However, multiple uncertainties of FDRs may influence reliable and secure operation of smart grid. Multi-state reliability models for a single FDR and aggregating FDRs have been proposed in this paper with regard to responsive abilities for FDRs and random failures for both FDR devices and information system. The proposed reliability evaluation technique is based on Lz transform method which can formulate time-varying reliability indices. A modified IEEE-RTS has been utilized as an illustration of the proposed technique.

  10. Response dynamics of 2-D quantum dots in the presence of time-varying fields: Anharmonicity and pulse shape effects

    Energy Technology Data Exchange (ETDEWEB)

    Ghosh, Manas [Department of Chemistry, Physical Chemistry Section, Visva Bharati University, Santiniketan, Birbhum 731 235, West Bengal (India); Hazra, Ram Kuntal [Department of Physical Chemistry and Centre for Atomic, Molecular and Optical Sciences, Indian Association for the Cultivation of Science, Jadavpur, Kolkata 700 032 (India); Bhattacharyya, S.P. [Department of Physical Chemistry and Centre for Atomic, Molecular and Optical Sciences, Indian Association for the Cultivation of Science, Jadavpur, Kolkata 700 032 (India)], E-mail: pcspb@mahendra.iacs.res.in

    2008-04-03

    We explore the pattern of time evolution of different observables in a harmonically confined single carrier 2-D quantum dot when an external time-varying electric field is switched on. A static transverse magnetic field is also present. For given strengths of the confining field, cyclotron frequency, intensity and oscillation frequency of the external field, and pulse shape parameters, the system reveals a long time dynamics that leads to a kind of localization in the unperturbed state space. The presence of cubic anharmonicity in the confining field brings in new features in the dynamics. Frequency dependent linear and non-linear response properties of the dot are analyzed.

  11. Finite-time and fixed-time synchronization analysis of inertial memristive neural networks with time-varying delays.

    Science.gov (United States)

    Wei, Ruoyu; Cao, Jinde; Alsaedi, Ahmed

    2018-02-01

    This paper investigates the finite-time synchronization and fixed-time synchronization problems of inertial memristive neural networks with time-varying delays. By utilizing the Filippov discontinuous theory and Lyapunov stability theory, several sufficient conditions are derived to ensure finite-time synchronization of inertial memristive neural networks. Then, for the purpose of making the setting time independent of initial condition, we consider the fixed-time synchronization. A novel criterion guaranteeing the fixed-time synchronization of inertial memristive neural networks is derived. Finally, three examples are provided to demonstrate the effectiveness of our main results.

  12. Robust Stability for Nonlinear Systems with Time-Varying Delay and Uncertainties via the H∞ Quasi-Sliding Mode Control

    Directory of Open Access Journals (Sweden)

    Yi-You Hou

    2014-01-01

    Full Text Available This paper considers the problem of the robust stability for the nonlinear system with time-varying delay and parameters uncertainties. Based on the H∞ theorem, Lyapunov-Krasovskii theory, and linear matrix inequality (LMI optimization technique, the H∞ quasi-sliding mode controller and switching function are developed such that the nonlinear system is asymptotically stable in the quasi-sliding mode and satisfies the disturbance attenuation (H∞-norm performance. The effectiveness and accuracy of the proposed methods are shown in numerical simulations.

  13. Stability of Almost Periodic Solution for a General Class of Discontinuous Neural Networks with Mixed Time-Varying Delays

    Directory of Open Access Journals (Sweden)

    Yingwei Li

    2013-01-01

    Full Text Available The global exponential stability issues are considered for almost periodic solution of the neural networks with mixed time-varying delays and discontinuous neuron activations. Some sufficient conditions for the existence, uniqueness, and global exponential stability of almost periodic solution are achieved in terms of certain linear matrix inequalities (LMIs, by applying differential inclusions theory, matrix inequality analysis technique, and generalized Lyapunov functional approach. In addition, the existence and asymptotically almost periodic behavior of the solution of the neural networks are also investigated under the framework of the solution in the sense of Filippov. Two simulation examples are given to illustrate the validity of the theoretical results.

  14. Second-Order Containment Control of Multiagent Systems in the Presence of Uncertain Topologies with Time-Varying Delays

    Directory of Open Access Journals (Sweden)

    Fuyong Wang

    2017-01-01

    Full Text Available This paper considers the containment control problem of second-order multiagent systems in the presence of time-varying delays and uncertainties with dynamically switching communication topologies. Moreover, the control algorithm is proposed for containment control, and the stability of the proposed containment control algorithm is studied with the aid of Lyapunov-Krasovskii function when the communication topology is jointly connected. Some sufficient conditions in terms of linear matrix inequalities (LMIs are provided for second-order containment control with multiple stationary leaders. Finally, simulations are given to verify the effectiveness of the obtained theoretical results.

  15. Stability analysis of Markovian jumping stochastic Cohen—Grossberg neural networks with discrete and distributed time varying delays

    International Nuclear Information System (INIS)

    Ali, M. Syed

    2014-01-01

    In this paper, the global asymptotic stability problem of Markovian jumping stochastic Cohen—Grossberg neural networks with discrete and distributed time-varying delays (MJSCGNNs) is considered. A novel LMI-based stability criterion is obtained by constructing a new Lyapunov functional to guarantee the asymptotic stability of MJSCGNNs. Our results can be easily verified and they are also less restrictive than previously known criteria and can be applied to Cohen—Grossberg neural networks, recurrent neural networks, and cellular neural networks. Finally, the proposed stability conditions are demonstrated with numerical examples

  16. Centralized and decentralized global outer-synchronization of asymmetric recurrent time-varying neural network by data-sampling.

    Science.gov (United States)

    Lu, Wenlian; Zheng, Ren; Chen, Tianping

    2016-03-01

    In this paper, we discuss outer-synchronization of the asymmetrically connected recurrent time-varying neural networks. By using both centralized and decentralized discretization data sampling principles, we derive several sufficient conditions based on three vector norms to guarantee that the difference of any two trajectories starting from different initial values of the neural network converges to zero. The lower bounds of the common time intervals between data samples in centralized and decentralized principles are proved to be positive, which guarantees exclusion of Zeno behavior. A numerical example is provided to illustrate the efficiency of the theoretical results. Copyright © 2015 Elsevier Ltd. All rights reserved.

  17. Time-varying gyrocompass alignment for fiber-optic-gyro inertial navigation system with large misalignment angle

    Science.gov (United States)

    Ben, Yueyang; Li, Qian; Zhang, Yi; Huo, Liang

    2014-09-01

    Conventional strapdown gyrocompass alignment methods are based on the assumption that the fiber-optic-gyro inertial navigation system has a small azimuth misalignment angle. A large azimuth misalignment angle would lead to an extension of the alignment duration. A time-varying gyrocompass alignment method to solve this problem is provided. An appropriate parameter setting is given for the gyrocompass alignment with a large misalignment angle. Also, a proper protocol for a parametric switch is derived. Simulation and trail results show that the proposed method has better alignment performance than conventional ones, as the system has large misalignment angles.

  18. Robust Stability and H∞ Stabilization of Switched Systems with Time-Varying Delays Using Delta Operator Approach

    Directory of Open Access Journals (Sweden)

    Chen Qin

    2013-01-01

    Full Text Available This paper considers the problems of the robust stability and robust H∞ controller design for time-varying delay switched systems using delta operator approach. Based on the average dwell time approach and delta operator theory, a sufficient condition of the robust exponential stability is presented by choosing an appropriate Lyapunov-Krasovskii functional candidate. Then, a state feedback controller is designed such that the resulting closed-loop system is exponentially stable with a guaranteed H∞ performance. The obtained results are formulated in the form of linear matrix inequalities (LMIs. Finally, a numerical example is provided to explicitly illustrate the feasibility and effectiveness of the proposed method.

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

    OpenAIRE

    Pandey, Vikash; Holm, Sverre

    2016-01-01

    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 deriva...

  20. Delay-Dependent Robust Exponential Stability for Uncertain Neutral Stochastic Systems with Interval Time-Varying Delay

    Directory of Open Access Journals (Sweden)

    Weihua Mao

    2012-01-01

    Full Text Available This paper discusses the mean-square exponential stability of uncertain neutral linear stochastic systems with interval time-varying delays. A new augmented Lyapunov-Krasovskii functional (LKF has been constructed to derive improved delay-dependent robust mean-square exponential stability criteria, which are forms of linear matrix inequalities (LMIs. By free-weight matrices method, the usual restriction that the stability conditions only bear slow-varying derivative of the delay is removed. Finally, numerical examples are provided to illustrate the effectiveness of the proposed method.

  1. New delay-dependent absolute stability criteria for Lur'e systems with time-varying delay

    Science.gov (United States)

    Chen, Yonggang; Bi, Weiping; Li, Wenlin

    2011-07-01

    In this article, the absolute stability problem is investigated for Lur'e systems with time-varying delay and sector-bounded nonlinearity. By employing the delay fractioning idea, the new augmented Lyapunov functional is first constructed. Then, by introducing some slack matrices and by reserving the useful term when estimating the upper bound of the derivative of Lyapunov functional, the new delay-dependent absolute stability criteria are derived in terms of linear matrix inequalities. Several numerical examples are presented to show the effectiveness and the less conservativeness of the proposed method.

  2. Delay decomposition approach to stability analysis for uncertain fuzzy Hopfield neural networks with time-varying delay

    Science.gov (United States)

    Balasubramaniam, P.; Chandran, R.

    2011-04-01

    This paper is concerned with delay-dependent stability analysis for uncertain Tagaki-Sugeno (T-S) fuzzy Hopfield neural networks (UFHNNs) with time-varying delay. By decomposing the delay interval into multiple equidistant subintervals, Lyapunov-Krasovskii functionals (LKFs) are constructed on these intervals. Employing these LKFs, a new stability criterion is proposed in terms of Linear Matrix Inequalities (LMIs), which is dependent on the size of the time delay and can be easily verified by MATLAB LMI toolbox. Numerical examples are given to illustrative the effectiveness of the proposed method.

  3. Global robust stability criteria of stochastic Cohen Grossberg neural networks with discrete and distributed time-varying delays

    Science.gov (United States)

    Su, Weiwei; Chen, Yiming

    2009-02-01

    The paper is concerned with the problem of robust asymptotic stability analysis of stochastic Cohen-Grossberg neural networks with discrete and distributed time-varying delays. Based on the Lyapunov stability theory and linear matrix inequality (LMI) technology, some sufficient conditions are derived to ensure the global robust convergence of the equilibrium point. The proposed conditions can be checked easily by LMI Control Toolbox in Matlab. Furthermore, all the results are obtained under mild conditions, assuming neither differentiability nor strict monotonicity for activation function. A numerical example is given to demonstrate the effectiveness of our results.

  4. A wavelet-based evaluation of time-varying long memory of equity markets: A paradigm in crisis

    Science.gov (United States)

    Tan, Pei P.; Chin, Cheong W.; Galagedera, Don U. A.

    2014-09-01

    This study, using wavelet-based method investigates the dynamics of long memory in the returns and volatility of equity markets. In the sample of five developed and five emerging markets we find that the daily return series from January 1988 to June 2013 may be considered as a mix of weak long memory and mean-reverting processes. In the case of volatility in the returns, there is evidence of long memory, which is stronger in emerging markets than in developed markets. We find that although the long memory parameter may vary during crisis periods (1997 Asian financial crisis, 2001 US recession and 2008 subprime crisis) the direction of change may not be consistent across all equity markets. The degree of return predictability is likely to diminish during crisis periods. Robustness of the results is checked with de-trended fluctuation analysis approach.

  5. The Return to Foreign Aid

    DEFF Research Database (Denmark)

    Dalgaard, Carl-Johan Lars; Hansen, Henrik

    2017-01-01

    We estimate the average rate of return on investments financed by aid and by domestic resource mobilisation, using aggregate data. Both returns are expected to vary across countries and time. Consequently we develop a correlated random coefficients model to estimate the average returns. Across...... different estimators and two different data sources for GDP and investment our findings are remarkably robust; the average gross return on ‘aid investments’ is about 20 per cent. This is in accord with micro estimates of the economic rate of return on aid projects and with aggregate estimates of the rate...

  6. O impacto da liquidez nos retornos esperados das debêntures brasileiras El impacto de la liquidez en los rendimientos esperados de las obligaciones brasileñas The impact of liquidity on expected returns from Brazilian corporate bonds

    Directory of Open Access Journals (Sweden)

    Bruno Hofheinz Giacomoni

    2013-03-01

    ño. Se realizaron análisis de regresión con datos de panel desbalanceado de 101 obligaciones durante ocho semestres (del primero semestre de 2006 al segundo semestre de 2009, con un total de 382 observaciones. Se utilizaron siete proxies (spread de compra y venta, %cero returns, edad, volumen de emisión, valor nominal de emisión, cantidad emitida y %tiempo para evaluar el impacto del riesgo de liquidez en los rendimientos de las obligaciones. El diferencial de rendimiento fue controlado por hasta diez otras variables determinantes a excepción de la liquidez (interés, riesgo crédito, tasa libre de riesgo, rating, duration, cuatro variables contables y equity volatility. La hipótesis nula de que no existe una prima de liquidez para el mercado secundario de obligaciones en Brasil fue rechazada sólo para tres de los siete proxies (spread de compra y venta, valor nominal de emisión y cantidad emitida. Los premios encontrados son muy bajos (1,9 basis point para cada 100 basis point de aumento del spread de compra y venta, 0,5 basis point a un aumento del 1% en el valor nominal de emisión y 0,17 basis point para al menos 1000 debentures emitidos. De todos modos hubo una pérdida en la eficiencia de los proxies de liquidez después de la corrección de las autocorrelaciones y potenciales endogeneidades, ya sea por medio de la inclusión de efectos fijos, del análisis de las primeras diferencias o del uso de un sistema de tres ecuaciones. Estos resultados apuntan hacia la sospecha de que el riesgo de liquidez no es un factor importante en la composición de las expectativas de los inversores en el mercado secundario de bonos.This study aims to identify the impact of liquidity risk on expected excess returns of Brazilian corporate bonds in the secondary market. We performed a battery of regression analysis with semiannual unbalanced panel data for 101 securities over eight semesters (first semester of 2006 to the second half of 2009, totaling 382 observations. Seven

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

    Science.gov (United States)

    Nie, Xiaobing; Zheng, Wei Xing

    2015-05-01

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

  8. The uncertain role of diversity dependence in species diversification and the need to incorporate time-varying carrying capacities

    Science.gov (United States)

    Marshall, Charles R.; Quental, Tiago B.

    2016-01-01

    There is no agreement among palaeobiologists or biologists as to whether, or to what extent, there are limits on diversification and species numbers. Here, we posit that part of the disagreement stems from: (i) the lack of explicit criteria for defining the relevant species pools, which may be defined phylogenetically, ecologically or geographically; (ii) assumptions that must be made when extrapolating from population-level logistic growth to macro-evolutionary diversification; and (iii) too much emphasis being placed on fixed carrying capacities, rather than taking into account the opportunities for increased species richness on evolutionary timescales, for example, owing to increased biologically available energy, increased habitat complexity and the ability of many clades to better extract resources from the environment, or to broaden their resource base. Thus, we argue that a more effective way of assessing the evidence for and against the ideas of bound versus unbound diversification is through appropriate definition of the relevant species pools, and through explicit modelling of diversity-dependent diversification with time-varying carrying capacities. Here, we show that time-varying carrying capacities, either increases or decreases, can be accommodated through changing intrinsic diversification rates (diversity-independent effects), or changing the effects of crowding (diversity-dependent effects). PMID:26977059

  9. 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.

  10. Delay Analysis of Max-Weight Queue Algorithm for Time-Varying Wireless Ad hoc Networks—Control Theoretical Approach

    Science.gov (United States)

    Chen, Junting; Lau, Vincent K. N.

    2013-01-01

    Max weighted queue (MWQ) control policy is a widely used cross-layer control policy that achieves queue stability and a reasonable delay performance. In most of the existing literature, it is assumed that optimal MWQ policy can be obtained instantaneously at every time slot. However, this assumption may be unrealistic in time varying wireless systems, especially when there is no closed-form MWQ solution and iterative algorithms have to be applied to obtain the optimal solution. This paper investigates the convergence behavior and the queue delay performance of the conventional MWQ iterations in which the channel state information (CSI) and queue state information (QSI) are changing in a similar timescale as the algorithm iterations. Our results are established by studying the stochastic stability of an equivalent virtual stochastic dynamic system (VSDS), and an extended Foster-Lyapunov criteria is applied for the stability analysis. We derive a closed form delay bound of the wireless network in terms of the CSI fading rate and the sensitivity of MWQ policy over CSI and QSI. Based on the equivalent VSDS, we propose a novel MWQ iterative algorithm with compensation to improve the tracking performance. We demonstrate that under some mild conditions, the proposed modified MWQ algorithm converges to the optimal MWQ control despite the time-varying CSI and QSI.

  11. Exploring Heterogeneous and Time-Varying Materials for Photonic Applications, Towards Solutions for the Manipulation and Confinement of Light.

    KAUST Repository

    San Roman Alerigi, Damian

    2014-11-01

    Over the past several decades our understanding and meticulous characterization of the transient and spatial properties of materials evolved rapidly. The results present an exciting field for discovery, and craft materials to control and reshape light that we are just beginning to fathom. State-of-the-art nano-deposition processes, for example, can be utilized to build stratified waveguides made of thin dielectric layers, which put together result in a material with effective abnormal dispersion. Moreover, materials once deemed well known are revealing astonishing properties, v.gr. chalcogenide glasses undergo an atomic reconfiguration when illuminated with electrons or photons, this ensues in a temporal modification of its permittivity and permeability which could be used to build new Photonic Integrated Circuits.. This work revolves around the characterization and model of heterogeneous and time-varying materials and their applications, revisits Maxwell\\'s equations in the context of nonlinear space- and time-varying media, and based on it introduces a numerical scheme that can be used to model waves in this kind of media. Finally some interesting applications for light confinement and beam transformations are shown.

  12. Steady-state response of a geared rotor system with slant cracked shaft and time-varying mesh stiffness

    Science.gov (United States)

    Han, Qinkai; Zhao, Jingshan; Lu, Wenxiu; Peng, Zhike; Chu, Fulei

    2014-04-01

    The dynamic behavior of geared rotor system with defects is helpful for the failure diagnosis and state detecting of the system. Extensive efforts have been devoted to study the dynamic behaviors of geared systems with tooth root cracks. When surface cracks (especially for slant cracks) appear on the transmission shaft, the dynamic characteristics of the system have not gained sufficient attentions. Due to the parametric excitations induced by slant crack breathing and time-varying mesh stiffness, the steady-state response of the cracked geared rotor system differs distinctly from that of the uncracked system. Thus, utilizing the direct spectral method (DSM), the forced response spectra of a geared rotor system with slant cracked shaft and time-varying mesh stiffness under transmission error, unbalance force and torsional excitations are, respectively, obtained and discussed in detail. The effects of crack types (straight or slant crack) and crack depth on the forced response spectra of the system without and with torsional excitation are considered in the analysis. In addition, how the frequency response characteristics change after considering the crack is also investigated. It is shown that the torsional excitations have significant influence on the forced response spectra of slant cracked system. Sub-critical resonances are also found in the frequency response curves. The results could be used for shaft crack detection in geared rotor system.

  13. Time-varying analysis of CO2 emissions, energy consumption, and economic growth nexus: Statistical experience in next 11 countries

    International Nuclear Information System (INIS)

    Shahbaz, Muhammad; Mahalik, Mantu Kumar; Shah, Syed Hasanat; Sato, João Ricardo

    2016-01-01

    This paper detects the direction of causality among carbon dioxide (CO 2 ) emissions, energy consumption, and economic growth in Next 11 countries for the period 1972–2013. Changes in economic, energy, and environmental policies as well as regulatory and technological advancement over time, cause changes in the relationship among the variables. We use a novel approach i.e. time-varying Granger causality and find that economic growth is the cause of CO 2 emissions in Bangladesh and Egypt. Economic growth causes energy consumption in the Philippines, Turkey, and Vietnam but the feedback effect exists between energy consumption and economic growth in South Korea. In the cases of Indonesia and Turkey, we find the unidirectional time-varying Granger causality running from economic growth to CO 2 emissions thus validates the existence of the Environmental Kuznets Curve hypothesis, which indicates that economic growth is achievable at the minimal cost of environment. The paper gives new insights for policy makers to attain sustainable economic growth while maintaining long-run environmental quality.

  14. 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

  15. Study on Vibration of Heavy-Precision Robot Cantilever Based on Time-varying Glowworm Swarm Optimization Algorithm

    Science.gov (United States)

    Luo, T. H.; Liang, S.; Miao, C. B.

    2017-12-01

    A method of terminal vibration analysis based on Time-varying Glowworm Swarm Optimization algorithm is proposed in order to solve the problem that terminal vibration of the large flexible robot cantilever under heavy load precision.The robot cantilever of the ballastless track is used as the research target and the natural parameters of the flexible cantilever such as the natural frequency, the load impact and the axial deformation is considered. Taking into account the change of the minimum distance between the glowworm individuals, the terminal vibration response and adaptability could meet. According to the Boltzmann selection mechanism, the dynamic parameters in the motion simulation process are determined, while the influence of the natural frequency and the load impact as well as the axial deformation on the terminal vibration is studied. The method is effective and stable, which is of great theoretical basis for the study of vibration control of flexible cantilever terminal.

  16. Global exponential stability of inertial memristor-based neural networks with time-varying delays and impulses.

    Science.gov (United States)

    Zhang, Wei; Huang, Tingwen; He, Xing; Li, Chuandong

    2017-11-01

    In this study, we investigate the global exponential stability of inertial memristor-based neural networks with impulses and time-varying delays. We construct inertial memristor-based neural networks based on the characteristics of the inertial neural networks and memristor. Impulses with and without delays are considered when modeling the inertial neural networks simultaneously, which are of great practical significance in the current study. Some sufficient conditions are derived under the framework of the Lyapunov stability method, as well as an extended Halanay differential inequality and a new delay impulsive differential inequality, which depend on impulses with and without delays, in order to guarantee the global exponential stability of the inertial memristor-based neural networks. Finally, two numerical examples are provided to illustrate the efficiency of the proposed methods. Copyright © 2017 Elsevier Ltd. All rights reserved.

  17. Existence and global exponential stability of periodic solution of memristor-based BAM neural networks with time-varying delays.

    Science.gov (United States)

    Li, Hongfei; Jiang, Haijun; Hu, Cheng

    2016-03-01

    In this paper, we investigate a class of memristor-based BAM neural networks with time-varying delays. Under the framework of Filippov solutions, boundedness and ultimate boundedness of solutions of memristor-based BAM neural networks are guaranteed by Chain rule and inequalities technique. Moreover, a new method involving Yoshizawa-like theorem is favorably employed to acquire the existence of periodic solution. By applying the theory of set-valued maps and functional differential inclusions, an available Lyapunov functional and some new testable algebraic criteria are derived for ensuring the uniqueness and global exponential stability of periodic solution of memristor-based BAM neural networks. The obtained results expand and complement some previous work on memristor-based BAM neural networks. Finally, a numerical example is provided to show the applicability and effectiveness of our theoretical results. Copyright © 2015 Elsevier Ltd. All rights reserved.

  18. MOTIVATING ACTION AND MAINTAINING CHANGE: THE TIME-VARYING ROLE OF HOMEWORK FOLLOWING A BRIEF COUPLES INTERVENTION

    Science.gov (United States)

    Hawrilenko, Matt; Fleming, CJ Eubanks; Goldstein, Alana; Cordova, James V.

    2015-01-01

    Studies regarding the effectiveness of homework assignments in cognitive-behavioral treatments have demonstrated mixed results. This study investigated predictors of compliance with homework recommendations and the time-varying relationship of recommendation completion with treatment response in a brief couples intervention (N=108). More satisfied couples and couples with more motivation to change completed more recommendations, whereas couples with children completed fewer. The association between recommendation completion and treatment response varied with the passage of time, with the strongest effect observed six-months after the intervention, but no discernible differences at one year post-intervention. Couples that completed more recommendations experienced more rapid treatment gains, but even those couples doing substantially fewer recommendations ultimately realized equivalent treatment effects, although they progressed more slowly. Implications are discussed. PMID:26456167

  19. New Delay-Dependent Stability Criteria for Uncertain Neutral Systems with Mixed Time-Varying Delays and Nonlinear Perturbations

    Directory of Open Access Journals (Sweden)

    Hamid Reza Karimi

    2009-01-01

    Full Text Available The problem of stability analysis for a class of neutral systems with mixed time-varying neutral, discrete and distributed delays and nonlinear parameter perturbations is addressed. By introducing a novel Lyapunov-Krasovskii functional and combining the descriptor model transformation, the Leibniz-Newton formula, some free-weighting matrices, and a suitable change of variables, new sufficient conditions are established for the stability of the considered system, which are neutral-delay-dependent, discrete-delay-range-dependent, and distributed-delay-dependent. The conditions are presented in terms of linear matrix inequalities (LMIs and can be efficiently solved using convex programming techniques. Two numerical examples are given to illustrate the efficiency of the proposed method.

  20. Synchronization of an Inertial Neural Network With Time-Varying Delays and Its Application to Secure Communication.

    Science.gov (United States)

    Lakshmanan, Shanmugam; Prakash, Mani; Lim, Chee Peng; Rakkiyappan, Rajan; Balasubramaniam, Pagavathigounder; Nahavandi, Saeid

    2018-01-01

    In this paper, synchronization of an inertial neural network with time-varying delays is investigated. Based on the variable transformation method, we transform the second-order differential equations into the first-order differential equations. Then, using suitable Lyapunov-Krasovskii functionals and Jensen's inequality, the synchronization criteria are established in terms of linear matrix inequalities. Moreover, a feedback controller is designed to attain synchronization between the master and slave models, and to ensure that the error model is globally asymptotically stable. Numerical examples and simulations are presented to indicate the effectiveness of the proposed method. Besides that, an image encryption algorithm is proposed based on the piecewise linear chaotic map and the chaotic inertial neural network. The chaotic signals obtained from the inertial neural network are utilized for the encryption process. Statistical analyses are provided to evaluate the effectiveness of the proposed encryption algorithm. The results ascertain that the proposed encryption algorithm is efficient and reliable for secure communication applications.

  1. Estimating Pakistan’s Time Varying Non-Accelerating Inflation Rate of Unemployment: An Unobserved Component Approach

    Directory of Open Access Journals (Sweden)

    Farzana Shaheen

    2011-01-01

    Full Text Available This paper envisages estimating the Time-Varying Non-Accelerating Inflation Rate of Unemployment (TV-NAIRU as an unobserved stochastic variable for Pakistan over the time period 1973-74 to 2007-08 using Kalman filter. Results of the study are evident that TV-NAIRU increased from 5.3 percent (1990-91 to 8.12 percent (2004-05 and falls to 6.17 percent again in 2007-08 which is above the actual unemployment rate. The results also indicate that the NAIRU is a relevant concept and the unemployment gap should be one of the factors considered when assessing inflationary pressure in Pakistan.

  2. Effects of training on time-varying spectral energy and sound pressure level in nine male classical singers.

    Science.gov (United States)

    Ferguson, Sam; Kenny, Dianna T; Cabrera, Densil

    2010-01-01

    The male classical singing voice is a musical instrument that is very important in western culture. It has many acoustic features which should change and improve over the period in which the singer trains. In this study we compare nine singers in different stages of training, from university level students through to international soloists. Typically, Energy Ratio (ER; a measure of mean spectral slope) and mean sound pressure level (SPL) may be calculated to summarize an entire singing sample. We investigate an alternative approach, by calculating the time-varying ER and SPL. The inspection of the distribution of these descriptors over an aria's time period yields a more detailed picture of the strategies for high-frequency energy production used by singers with different levels of training. Copyright 2010 The Voice Foundation. Published by Mosby, Inc. All rights reserved.

  3. Globally fixed-time synchronization of coupled neutral-type neural network with mixed time-varying delays

    Science.gov (United States)

    2018-01-01

    This paper mainly studies the globally fixed-time synchronization of a class of coupled neutral-type neural networks with mixed time-varying delays via discontinuous feedback controllers. Compared with the traditional neutral-type neural network model, the model in this paper is more general. A class of general discontinuous feedback controllers are designed. With the help of the definition of fixed-time synchronization, the upper right-hand derivative and a defined simple Lyapunov function, some easily verifiable and extensible synchronization criteria are derived to guarantee the fixed-time synchronization between the drive and response systems. Finally, two numerical simulations are given to verify the correctness of the results. PMID:29370248

  4. Longitudinal association between time-varying social isolation and psychological distress after the Great East Japan Earthquake.

    Science.gov (United States)

    Sone, Toshimasa; Nakaya, Naoki; Sugawara, Yumi; Tomata, Yasutake; Watanabe, Takashi; Tsuji, Ichiro

    2016-03-01

    The association between social isolation and psychological distress among disaster survivors is inconclusive. In addition, because these previous studies were cross-sectional in design, the longitudinal association between time-varying social isolation and psychological distress was not clear. The present study examined the longitudinal association between social isolation and psychological distress after the Great East Japan Earthquake. We analyzed longitudinal data for 959 adults who had responded to the self-report questionnaires about Lubben Social Network Scale-6 (LSNS-6) and K6 in both a community-based baseline survey (2011) and a follow-up survey (2014) after the disaster. Participants were categorized into four groups according to changes in the presence of social isolation (natural disaster. Copyright © 2016 The Authors. Published by Elsevier Ltd.. All rights reserved.

  5. Globally fixed-time synchronization of coupled neutral-type neural network with mixed time-varying delays.

    Directory of Open Access Journals (Sweden)

    Mingwen Zheng

    Full Text Available This paper mainly studies the globally fixed-time synchronization of a class of coupled neutral-type neural networks with mixed time-varying delays via discontinuous feedback controllers. Compared with the traditional neutral-type neural network model, the model in this paper is more general. A class of general discontinuous feedback controllers are designed. With the help of the definition of fixed-time synchronization, the upper right-hand derivative and a defined simple Lyapunov function, some easily verifiable and extensible synchronization criteria are derived to guarantee the fixed-time synchronization between the drive and response systems. Finally, two numerical simulations are given to verify the correctness of the results.

  6. Globally fixed-time synchronization of coupled neutral-type neural network with mixed time-varying delays.

    Science.gov (United States)

    Zheng, Mingwen; Li, Lixiang; Peng, Haipeng; Xiao, Jinghua; Yang, Yixian; Zhang, Yanping; Zhao, Hui

    2018-01-01

    This paper mainly studies the globally fixed-time synchronization of a class of coupled neutral-type neural networks with mixed time-varying delays via discontinuous feedback controllers. Compared with the traditional neutral-type neural network model, the model in this paper is more general. A class of general discontinuous feedback controllers are designed. With the help of the definition of fixed-time synchronization, the upper right-hand derivative and a defined simple Lyapunov function, some easily verifiable and extensible synchronization criteria are derived to guarantee the fixed-time synchronization between the drive and response systems. Finally, two numerical simulations are given to verify the correctness of the results.

  7. Unbiased Minimum-Variance Filter for State and Fault Estimation of Linear Time-Varying Systems with Unknown Disturbances

    Directory of Open Access Journals (Sweden)

    Fayçal Ben Hmida

    2010-01-01

    Full Text Available This paper presents a new recursive filter to joint fault and state estimation of a linear time-varying discrete systems in the presence of unknown disturbances. The method is based on the assumption that no prior knowledge about the dynamical evolution of the fault and the disturbance is available. As the fault affects both the state and the output, but the disturbance affects only the state system. Initially, we study the particular case when the direct feedthrough matrix of the fault has full rank. In the second case, we propose an extension of the previous case by considering the direct feedthrough matrix of the fault with an arbitrary rank. The resulting filter is optimal in the sense of the unbiased minimum-variance (UMV criteria. A numerical example is given in order to illustrate the proposed method.

  8. Time-varying maximal proteinuria correlates with adverse cardiovascular events and graft failure in kidney transplant recipients.

    Science.gov (United States)

    Jeon, Hee Jung; Kim, Clara Tammy; An, Jung Nam; Lee, Hajeong; Kim, Hyosang; Park, Su-Kil; Joo, Kwon Wook; Lim, Chun Soo; Jung, In Mok; Ahn, Curie; Kim, Yon Su; Kim, Young Hoon; Lee, Jung Pyo

    2015-12-01

    In the general population, proteinuria is associated with progression to kidney failure, cardiovascular disease, and mortality. Here, we analyzed the effects of proteinuria on outcomes in kidney transplant recipients. We performed a retrospective, multi-centre cohort study involving 2047 recipients to evaluate the effects of post-transplant proteinuria on adverse cardiovascular events, graft failure, and mortality. Patients were classified into two groups according to their levels of proteinuria: patients without proteinuria (150 mg/day, n = 1113) and proteinuric patients (≥ 150 mg/day, n = 934). Multivariate Cox hazard model was conducted with using the maximal proteinuria as time-varying covariate. During a median 55.3-month (range, 0.6-167.1) follow-up, there were 50 cases of major adverse cardiac events (cardiac death, nonfatal myocardial infarction, or coronary revascularization), 115 cases of graft failure, and 52 patient deaths. In multivariate Cox regression with time-varying covariate, proteinuric recipients were significantly associated with major adverse cardiac events (hazard ratio [HR] 8.689, 95% confidence interval [CI] 2.929-25.774, P proteinuria. Recipients with proteinuria showed significantly higher incidences of acute rejection (23.1% vs. 9.4%, P proteinuria (HR 6.815, 95% CI 2.164-21.467, P = 0.001). Post-transplant proteinuria correlates with adverse cardiovascular events, graft failure, and mortality. Therefore, proteinuria should be evaluated and managed to improve the outcomes of renal recipients. © 2015 Asian Pacific Society of Nephrology.

  9. Effects of a Time-Varying Color-Luminosity Parameter β on the Cosmological Constraints of Modified Gravity Models

    Science.gov (United States)

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

    2014-12-01

    It has been found that, for the Supernova Legacy Survey three-year (SNLS3) data, there is strong evidence for the redshift-evolution of color-luminosity parameter β. In previous studies, only dark energy (DE) models are used to explore the effects of a time-varying β on parameter estimation. In this paper, we extend the discussions to the case of modified gravity (MG), by considering Dvali—Gabadadze—Porrati (DGP) model, power-law type f(T) model and exponential type f(T) model. In addition to the SNLS3 data, we also use the latest Planck distance priors data, the galaxy clustering (GC) data extracted from Sloan Digital Sky Survey (SDSS) data release 7 (DR7) and Baryon Oscillation Spectroscopic Survey (BOSS), as well as the direct measurement of Hubble constant H0 from the Hubble Space Telescope (HST) observation. We find that, for both cases of using the supernova (SN) data alone and using the combination of all data, adding a parameter of β can reduce χ2 by ~ 36 for all the MG models, showing that a constant β is ruled out at 6σ confidence level (CL). Moreover, we find that a time-varying β always yields a larger fractional matter density Ωm0 and a smaller reduced Hubble constant h; in addition, it significantly changes the shapes of 1σ and 2σ confidence regions of various MG models, and thus corrects systematic bias for the parameter estimation. These conclusions are consistent with the results of DE models, showing that β's evolution is completely independent of the cosmological models in the background. Therefore, our work highlights the importance of considering the evolution of β in the cosmology-fits.

  10. Modeling nonlinear time-dependent treatment effects: an application of the generalized time-varying effect model (TVEM).

    Science.gov (United States)

    Shiyko, Mariya P; Burkhalter, Jack; Li, Runze; Park, Bernard J

    2014-10-01

    The goal of this article is to introduce to social and behavioral scientists the generalized time-varying effect model (TVEM), a semiparametric approach for investigating time-varying effects of a treatment. The method is best suited for data collected intensively over time (e.g., experience sampling or ecological momentary assessments) and addresses questions pertaining to effects of treatment changing dynamically with time. Thus, of interest is the description of timing, magnitude, and (nonlinear) patterns of the effect. Our presentation focuses on practical aspects of the model. A step-by-step demonstration is presented in the context of an empirical study designed to evaluate effects of surgical treatment on quality of life among early stage lung cancer patients during posthospitalization recovery (N = 59; 61% female, M age = 66.1 years). Frequency and level of distress associated with physical symptoms were assessed twice daily over a 2-week period, providing a total of 1,544 momentary assessments. Traditional analyses (analysis of covariance [ANCOVA], repeated-measures ANCOVA, and multilevel modeling) yielded findings of no group differences. In contrast, generalized TVEM identified a pattern of the effect that varied in time and magnitude. Group differences manifested after Day 4. Generalized TVEM is a flexible statistical approach that offers insight into the complexity of treatment effects and allows modeling of nonnormal outcomes. The practical demonstration, shared syntax, and availability of a free set of macros aim to encourage researchers to apply TVEM to complex data and stimulate important scientific discoveries. PsycINFO Database Record (c) 2014 APA, all rights reserved.

  11. Explaining Returns with Cash-Flow Proxies

    OpenAIRE

    Peter Hecht; Tuomo Vuolteenaho

    2005-01-01

    Stock returns are correlated with contemporaneous earnings growth, dividend growth, future real activity, and other cash-flow proxies. The correlation between cash-flow proxies and stock returns may arise from association of cash-flow proxies with one-period expected returns, cash-flow news, and/or expected-return news. We use Campbell's (1991) return decomposition to measure the relative importance of these three effects in regressions of returns on cash-flow proxies. In some of the popular ...

  12. 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

  13. Modeling Conditional Volatility of Indian Banking Sector’s Stock Market Returns

    Directory of Open Access Journals (Sweden)

    Singh Amanjot

    2017-10-01

    Full Text Available The study attempts to capture conditional variance of Indian banking sector’s stock market returns across the years 2005 to 2015 by employing different GARCH based symmetric and asymmetric models. The results report existence of persistency as well as leverage effects in the banking sector return volatility. On an expected note, the global financial crisis increased conditional volatility in the Indian banking sector during the years 2007 to 2009; further evidenced from Markov regime switches. The exponential GARCH (EGARCH model is found to be the best fit model capturing time-varying variance in the banking sector. The results support strong implications for the market participants at the time of devising portfolio management strategies.

  14. Cyclo-stationary linear parameter time-varying subspace realization method applied for identification of horizontal-axis wind turbines

    Science.gov (United States)

    Velazquez, Antonio; Swartz, R. Andrew

    2013-04-01

    Wind energy is becoming increasingly important worldwide as an alternative renewable energy source. Economical, maintenance and operation are critical issues for large slender dynamic structures, especially for remote offshore wind farms. Health monitoring systems are very promising instruments to assure reliability and good performance of the structure. These sensing and control technologies are typically informed by models based on mechanics or data-driven identification techniques in the time and/or frequency domain. Frequency response functions are popular but are difficult to realize autonomously for structures of higher order and having overlapping frequency content. Instead, time-domain techniques have shown powerful advantages from a practical point of view (e.g. embedded algorithms in wireless-sensor networks), being more suitable to differentiate closely-related modes. Customarily, time-varying effects are often neglected or dismissed to simplify the analysis, but such is not the case for wind loaded structures with spinning multibodies. A more complex scenario is constituted when dealing with both periodic mechanisms responsible for the vibration shaft of the rotor-blade system, and the wind tower substructure interaction. Transformations of the cyclic effects on the vibration data can be applied to isolate inertia quantities different from rotating-generated forces that are typically non-stationary in nature. After applying these transformations, structural identification can be carried out by stationary techniques via data-correlated Eigensystem realizations. In this paper an exploration of a periodic stationary or cyclo-stationary subspace identification technique is presented here by means of a modified Eigensystem Realization Algorithm (ERA) via Stochastic Subspace Identification (SSI) and Linear Parameter Time-Varying (LPTV) techniques. Structural response is assumed under stationary ambient excitation produced by a Gaussian (white) noise assembled

  15. The return to foreign aid

    DEFF Research Database (Denmark)

    Dalgaard, Carl-Johan Lars; Hansen, Henrik

    We investigate the marginal productivity of investment across countries. The aim is to estimate the return on investments financed by foreign aid and by domestic resource mobilization, using aggregate data. Both returns are expected to vary across countries and time. Consequently we develop...... a correlated random coefficients model, to estimate the average aggregate return on ‘aid investments’ and ‘domestic investments’. Across different estimators and two different sources for GDP and investment data our findings are remarkably robust; the average gross return on ‘aid investments’ is about 20 per...

  16. 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.

  17. Decomposition Algorithm for Global Reachability Analysis on a Time-Varying Graph with an Application to Planetary Exploration

    Science.gov (United States)

    Kuwata, Yoshiaki; Blackmore, Lars; Wolf, Michael; Fathpour, Nanaz; Newman, Claire; Elfes, Alberto

    2009-01-01

    Hot air (Montgolfiere) balloons represent a promising vehicle system for possible future exploration of planets and moons with thick atmospheres such as Venus and Titan. To go to a desired location, this vehicle can primarily use the horizontal wind that varies with altitude, with a small help of its own actuation. A main challenge is how to plan such trajectory in a highly nonlinear and time-varying wind field. This paper poses this trajectory planning as a graph search on the space-time grid and addresses its computational aspects. When capturing various time scales involved in the wind field over the duration of long exploration mission, the size of the graph becomes excessively large. We show that the adjacency matrix of the graph is block-triangular, and by exploiting this structure, we decompose the large planning problem into several smaller subproblems, whose memory requirement stays almost constant as the problem size grows. The approach is demonstrated on a global reachability analysis of a possible Titan mission scenario.

  18. The asymmetry of U.S. monetary policy: Evidence from a threshold Taylor rule with time-varying threshold values

    Science.gov (United States)

    Zhu, Yanli; Chen, Haiqiang

    2017-05-01

    In this paper, we revisit the issue whether U.S. monetary policy is asymmetric by estimating a forward-looking threshold Taylor rule with quarterly data from 1955 to 2015. In order to capture the potential heterogeneity for regime shift mechanism under different economic conditions, we modify the threshold model by assuming the threshold value as a latent variable following an autoregressive (AR) dynamic process. We use the unemployment rate as the threshold variable and separate the sample into two periods: expansion periods and recession periods. Our findings support that the U.S. monetary policy operations are asymmetric in these two regimes. More precisely, the monetary authority tends to implement an active Taylor rule with a weaker response to the inflation gap (the deviation of inflation from its target) and a stronger response to the output gap (the deviation of output from its potential level) in recession periods. The threshold value, interpreted as the targeted unemployment rate of monetary authorities, exhibits significant time-varying properties, confirming the conjecture that policy makers may adjust their reference point for the unemployment rate accordingly to reflect their attitude on the health of general economy.

  19. 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.

  20. State-dependent differential Riccati equation to track control of time-varying systems with state and control nonlinearities.

    Science.gov (United States)

    Korayem, M H; Nekoo, S R

    2015-07-01

    This work studies an optimal control problem using the state-dependent Riccati equation (SDRE) in differential form to track for time-varying systems with state and control nonlinearities. The trajectory tracking structure provides two nonlinear differential equations: the state-dependent differential Riccati equation (SDDRE) and the feed-forward differential equation. The independence of the governing equations and stability of the controller are proven along the trajectory using the Lyapunov approach. Backward integration (BI) is capable of solving the equations as a numerical solution; however, the forward solution methods require the closed-form solution to fulfill the task. A closed-form solution is introduced for SDDRE, but the feed-forward differential equation has not yet been obtained. Different ways of solving the problem are expressed and analyzed. These include BI, closed-form solution with corrective assumption, approximate solution, and forward integration. Application of the tracking problem is investigated to control robotic manipulators possessing rigid or flexible joints. The intention is to release a general program for automatic implementation of an SDDRE controller for any manipulator that obeys the Denavit-Hartenberg (D-H) principle when only D-H parameters are received as input data. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

  1. Citrate-capped gold nanoparticle electrophoretic heat production in response to a time-varying radiofrequency electric-field.

    Science.gov (United States)

    Corr, Stuart J; Raoof, Mustafa; Mackeyev, Yuri; Phounsavath, Sophia; Cheney, Matthew A; Cisneros, Brandon T; Shur, Michael; Gozin, Michael; McNally, Patrick J; Wilson, Lon J; Curley, Steven A

    2012-11-15

    The evaluation of heat production from gold nanoparticles (AuNPs) irradiated with radiofrequency (RF) energy has been problematic due to Joule heating of their background ionic buffer suspensions. Insights into the physical heating mechanism of nanomaterials under RF excitations must be obtained if they are to have applications in fields such as nanoparticle-targeted hyperthermia for cancer therapy. By developing a purification protocol which allows for highly-stable and concentrated solutions of citrate-capped AuNPs to be suspended in high-resistivity water, we show herein, for the first time, that heat production is only evident for AuNPs of diameters ≤ 10 nm, indicating a unique size-dependent heating behavior not previously observed. Heat production has also shown to be linearly dependent on both AuNP concentration and total surface area, and severely attenuated upon AuNP aggregation. These relationships have been further validated using permittivity analysis across a frequency range of 10 MHz to 3 GHz, as well as static conductivity measurements. Theoretical evaluations suggest that the heating mechanism can be modeled by the electrophoretic oscillation of charged AuNPs across finite length scales in response to a time-varying electric field. It is anticipated these results will assist future development of nanoparticle-assisted heat production by RF fields for applications such as targeted cancer hyperthermia.

  2. A Time Varying Evaluation of Identity Theory and Father Involvement for Full Custody, Shared Custody, and No Custody Divorced Fathers

    Science.gov (United States)

    DeGarmo, David S.

    2010-01-01

    This study tested identity theory models of father involvement for 230 divorced fathers of young children aged 4 to 11 followed over 18 months. Research questions were (1) Do measures of identity salience and centrality of the fathering role predict fathering involvement over time? (2) Does father involvement predict fathering identity over time? (3) Does father custody moderate these relationships? Involvement was assessed as contact frequency, number of father-child activities, and positive involvement observed during father-child interaction. Comparisons showed that the quantity of involvement differed by custody but there were few differences in the quality of involvement. Fathers did not exhibit significant mean decreases in involvement and custodial groups did not differ in the growth rates for involvement nor identity measures. However, there were significant individual differences in growth rates, meaning there was variance in fathers increasing and decreasing in measures over time. Time 1 father identities, measured as salience and centrality, predicted days per month, overnights per month, and father child activities over time. Time-varying predictors suggested that identities were more predictive of growth in involvement than vice versa although father involvement predicted salience and primarily centrality. Implications for practice and future research are discussed. PMID:20617120

  3. 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.

  4. Reconstruction of Nonuniformly Sampled Bandlimited Signals by Means of Time-Varying Discrete-Time FIR Filters

    Directory of Open Access Journals (Sweden)

    Johansson Håkan

    2006-01-01

    Full Text Available This paper deals with reconstruction of nonuniformly sampled bandlimited continuous-time signals using time-varying discrete-time finite-length impulse response (FIR filters. The main theme of the paper is to show how a slight oversampling should be utilized for designing the reconstruction filters in a proper manner. Based on a time-frequency function, it is shown that the reconstruction problem can be posed as one that resembles an ordinary filter design problem, both for deterministic signals and random processes. From this fact, an analytic least-square design technique is then derived. Furthermore, for an important special case, corresponding to periodic nonuniform sampling, it is shown that the reconstruction problem alternatively can be posed as a filter bank design problem, thus with requirements on a distortion transfer function and a number of aliasing transfer functions. This eases the design and offers alternative practical design methods as discussed in the paper. Several design examples are included that illustrate the benefits of the proposed design techniques over previously existing techniques.

  5. 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.

  6. 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.

  7. 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.

  8. 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.

  9. Simulation of Time-Varying Spatially Uniform Pressure and Near-Surface Wind Flows on Building Components and Cladding

    Directory of Open Access Journals (Sweden)

    Seraphy Y. Shen

    2017-05-01

    Full Text Available This paper describes a new full-scale (FS testing apparatus for conducting performance evaluations of FS building envelope systems. The simulator can generate spatially uniform, time-varying pressure conditions associated with Saffir–Simpson Hurricane Wind Scale Category 5 winds while compensating for large air leakage through the specimen and also operate a high-speed wind tunnel, both with dynamic control. This paper presents system details, operating characteristics, and an early case study on the performance of large sectional door systems under wind pressure loading. Failure mechanisms are discussed, and finite element modeling is validated for two specimens. It demonstrates successful dynamic load control for large component and cladding systems, as well as simulation of flows near the building surface. These capabilities serve to complement other FS wind tunnel facilities by offering tools to generate ultimate load conditions on portions of the building. Further, the paper successfully demonstrates the utility of combining physical testing and computational analysis as a matter of routine, which underscores the potential of evolving FS testing to encompass cyber–physical approaches.

  10. Elevated-temperature benchmark tests of simply supported beams and circular plates subjected to time-varying loadings

    Energy Technology Data Exchange (ETDEWEB)

    Corum, J.M.; Richardson, M.; Clinard, J.A.

    1977-08-08

    This report presents the measured elastic-plastic-creep responses of eight simply supported type 304 stainless steel beams and circular plates that were subjected to time-varying loadings at elevated temperature. The tests were performed to provide experimental benchmark problem data suitable for assessing inelastic analysis methods and for validating computer programs. Beams and plates exhibit the essential features of inelastic structural behavior; yet they are relatively simple and the experimental results are generally easy to interpret. The stress fields are largely uniaxial in beams, while multiaxial effects are introduced in plates. The specimens tested were laterally loaded at the center and subjected to either a prescribed load or a center deflection history. The specimens were machined from a common well-characterized heat of material, and all the tests were performed at a temperature of 593/sup 0/C (1100/sup 0/F). Test results are presented in terms of the load and center deflection behaviors, which typify the overall structural behavior. Additional deflection data, as well as strain gage results and mechanical properties data for the beam and plate material, are provided in the appendices.

  11. Hybrid modeling for dynamic analysis of cable-pulley systems with time-varying length cable and its application

    Science.gov (United States)

    Wang, Jing; Qi, Zhaohui; Wang, Gang

    2017-10-01

    The dynamic analysis of cable-pulley systems is investigated in this paper, where the time-varying length characteristic of the cable as well as the coupling motion between the cable and the pulleys are considered. The dynamic model for cable-pulley systems are presented based on the principle of virtual power. Firstly, the cubic spline interpolation is adopted for modeling the flexible cable elements and the virtual 1powers of tensile strain, inertia and gravity forces on the cable are formulated. Then, the coupled motions between the cable and the movable or fixed pulley are described by the input and output contact points, based on the no-slip assumption and the spatial description. The virtual powers of inertia, gravity and applied forces on the contact segment of the cable, the movable and fixed pulleys are formulated. In particular, the internal node degrees of freedom of spline cable elements are reduced, which results in that only the independent description parameters of the nodes connected to the pulleys are included in the final governing dynamic equations. At last, two cable-pulley lifting mechanisms are considered as demonstrative application examples where the vibration of the lifting process is investigated. The comparison with ADAMS models is given to prove the validity of the proposed method.

  12. Neural networks-based adaptive control for nonlinear time-varying delays systems with unknown control direction.

    Science.gov (United States)

    Wen, Yuntong; Ren, Xuemei

    2011-10-01

    This paper investigates a neural network (NN) state observer-based adaptive control for a class of time-varying delays nonlinear systems with unknown control direction. An adaptive neural memoryless observer, in which the knowledge of time-delay is not used, is designed to estimate the system states. Furthermore, by applying the property of the function tanh(2)(ϑ/ε)/ϑ (the function can be defined at ϑ = 0) and introducing a novel type appropriate Lyapunov-Krasovskii functional, an adaptive output feedback controller is constructed via backstepping method which can efficiently avoid the problem of controller singularity and compensate for the time-delay. It is highly proven that the closed-loop systems controller designed by the NN-basis function property, new kind parameter adaptive law and Nussbaum function in detecting the control direction is able to guarantee the semi-global uniform ultimate boundedness of all signals and the tracking error can converge to a small neighborhood of zero. The characteristic of the proposed approach is that it relaxes any restrictive assumptions of Lipschitz condition for the unknown nonlinear continuous functions. And the proposed scheme is suitable for the systems with mismatching conditions and unmeasurable states. Finally, two simulation examples are given to illustrate the effectiveness and applicability of the proposed approach. © 2011 IEEE

  13. A Time Varying Evaluation of Identity Theory and Father Involvement for Full Custody, Shared Custody, and No Custody Divorced Fathers.

    Science.gov (United States)

    Degarmo, David S

    2010-01-01

    This study tested identity theory models of father involvement for 230 divorced fathers of young children aged 4 to 11 followed over 18 months. Research questions were (1) Do measures of identity salience and centrality of the fathering role predict fathering involvement over time? (2) Does father involvement predict fathering identity over time? (3) Does father custody moderate these relationships? Involvement was assessed as contact frequency, number of father-child activities, and positive involvement observed during father-child interaction. Comparisons showed that the quantity of involvement differed by custody but there were few differences in the quality of involvement. Fathers did not exhibit significant mean decreases in involvement and custodial groups did not differ in the growth rates for involvement nor identity measures. However, there were significant individual differences in growth rates, meaning there was variance in fathers increasing and decreasing in measures over time. Time 1 father identities, measured as salience and centrality, predicted days per month, overnights per month, and father child activities over time. Time-varying predictors suggested that identities were more predictive of growth in involvement than vice versa although father involvement predicted salience and primarily centrality. Implications for practice and future research are discussed.

  14. An optimized time varying filtering based empirical mode decomposition method with grey wolf optimizer for machinery fault diagnosis

    Science.gov (United States)

    Zhang, Xin; Liu, Zhiwen; Miao, Qiang; Wang, Lei

    2018-03-01

    A time varying filtering based empirical mode decomposition (EMD) (TVF-EMD) method was proposed recently to solve the mode mixing problem of EMD method. Compared with the classical EMD, TVF-EMD was proven to improve the frequency separation performance and be robust to noise interference. However, the decomposition parameters (i.e., bandwidth threshold and B-spline order) significantly affect the decomposition results of this method. In original TVF-EMD method, the parameter values are assigned in advance, which makes it difficult to achieve satisfactory analysis results. To solve this problem, this paper develops an optimized TVF-EMD method based on grey wolf optimizer (GWO) algorithm for fault diagnosis of rotating machinery. Firstly, a measurement index termed weighted kurtosis index is constructed by using kurtosis index and correlation coefficient. Subsequently, the optimal TVF-EMD parameters that match with the input signal can be obtained by GWO algorithm using the maximum weighted kurtosis index as objective function. Finally, fault features can be extracted by analyzing the sensitive intrinsic mode function (IMF) owning the maximum weighted kurtosis index. Simulations and comparisons highlight the performance of TVF-EMD method for signal decomposition, and meanwhile verify the fact that bandwidth threshold and B-spline order are critical to the decomposition results. Two case studies on rotating machinery fault diagnosis demonstrate the effectiveness and advantages of the proposed method.

  15. Finite-time state-dependent Riccati equation for time-varying nonaffine systems: rigid and flexible joint manipulator control.

    Science.gov (United States)

    Korayem, M H; Nekoo, S R

    2015-01-01

    This article investigates finite-time optimal and suboptimal controls for time-varying systems with state and control nonlinearities. The state-dependent Riccati equation (SDRE) controller was the main framework. A finite-time constraint imposed on the equation changes it to a differential equation, known as the state-dependent differential Riccati equation (SDDRE) and this equation was applied to the problem reported in this study that provides general formulation and stability analysis. The following four solution methods were developed for solving the SDDRE; backward integration, state transition matrix (STM) and the Lyapunov based method. In the Lyapunov approach, both positive and negative definite solutions to related SDRE were used to provide suboptimal gain for the SDDRE. Finite-time suboptimal control is applied for robotic manipulator, as finite-time constraint strongly decreases state error and operation time. General state-dependent coefficient (SDC) parameterizations for rigid and flexible joint arms (prismatic or revolute joints) are introduced. By including nonlinear control inputs in the formulation, the actuator׳s limits can be inserted directly to the state-space equation of a manipulator. A finite-time SDRE was implemented on a 6R manipulator both in theory and experimentally. And a reduced 3R arm was modeled and tested as a flexible joint robot (FJR). Evaluations of load carrying capacity and operation time were investigated to assess the capability of this approach, both of which showed significant improvement. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

  16. Channel Characteristics and Performance of MIMO E-SDM Systems in an Indoor Time-Varying Fading Environment

    Directory of Open Access Journals (Sweden)

    Huu Phu Bui

    2010-01-01

    Full Text Available Multiple-input multiple-output (MIMO systems employ advanced signal processing techniques. However, the performance is affected by propagation environments and antenna characteristics. The main contributions of the paper are to investigate Doppler spectrum based on measured data in a typical meeting room and to evaluate the performance of MIMO systems based on an eigenbeam-space division multiplexing (E-SDM technique in an indoor time-varying fading environment, which has various distributions of scatterers, line-of-sight wave existence, and mutual coupling effect among antennas. We confirm that due to the mutual coupling among antennas, patterns of antenna elements are changed and different from an omnidirectional one of a single antenna. Results based on the measured channel data in our measurement campaigns show that received power, channel autocorrelation, and Doppler spectrum are dependent not only on the direction of terminal motion but also on the antenna configuration. Even in the obstructed-line-of-sight environment, observed Doppler spectrum is quite different from the theoretical U-shaped Jakes one. In addition, it has been also shown that a channel change during the time interval between the transmit weight matrix determination and the actual data transmission can degrade the performance of MIMO E-SDM systems.

  17. Time-varying effects of families and peers on adolescent marijuana use: Person-environment interactions across development.

    Science.gov (United States)

    Epstein, Marina; Hill, Karl G; Roe, Stephanie S; Bailey, Jennifer A; Iacono, William G; McGue, Matt; Kristman-Valente, Allison; Catalano, Richard F; Haggerty, Kevin P

    2017-08-01

    Studies have demonstrated that the effects of two well-known predictors of adolescent substance use, family monitoring and antisocial peers, are not static but change over the course of adolescence. Moreover, these effects may differ for different groups of youth. The current study uses time-varying effect modeling to examine the changes in the association between family monitoring and antisocial peers and marijuana use from ages 11 to 19, and to compare these associations by gender and levels of behavioral disinhibition. Data are drawn from the Raising Healthy Children study, a longitudinal panel of 1,040 youth. The strength of association between family monitoring and antisocial peers and marijuana use was mostly steady over adolescence, and was greater for girls than for boys. Differences in the strength of the association were also evident by levels of behavioral disinhibition: youth with lower levels of disinhibition were more susceptible to the influence of parents and peers. Stronger influence of family monitoring on girls and less disinhibited youth was most evident in middle adolescence, whereas the stronger effect of antisocial peers was significant during middle and late adolescence. Implications for the timing and targeting of marijuana preventive interventions are discussed.

  18. Magnetized strange quark matter in f(R, T) gravity with bilinear and special form of time varying deceleration parameter

    Science.gov (United States)

    Sahoo, P. K.; Sahoo, Parbati; Bishi, Binaya K.; Aygün, Sezgin

    2018-04-01

    In this paper, we have studied homogeneous and anisotropic locally rotationally symmetric (LRS) Bianchi type-I model with magnetized strange quark matter (MSQM) distribution and cosmological constant Λ in f(R, T) gravity where R is the Ricci scalar and T the trace of matter source. The exact solutions of the field equations are obtained under bilinear and special form of time varying deceleration parameter (DP). Firstly, we have considered two specific forms of bilinear DP with a single parameter of the form: q = α(1-t)/1+t and q = -αt/1+t, which leads to the constant or linear nature of the function based on the constant α. Second one is the special form of the DP as q = - 1 + β/1+aβ. From the results obtained here, one can observe that in the early universe magnetic flux has more effects and it reduces gradually in the later stage. For t → ∞, we get p → -Bc and ρ → Bc. The behaviour of strange quark matter along with magnetic epoch gives an idea of accelerated expansion of the universe as per the observations of the type Ia Supernovae.

  19. Estimating the Attack Ratio of Dengue Epidemics under Time-varying Force of Infection using Aggregated Notification Data

    Science.gov (United States)

    Coelho, Flavio Codeço; Carvalho, Luiz Max De

    2015-12-01

    Quantifying the attack ratio of disease is key to epidemiological inference and public health planning. For multi-serotype pathogens, however, different levels of serotype-specific immunity make it difficult to assess the population at risk. In this paper we propose a Bayesian method for estimation of the attack ratio of an epidemic and the initial fraction of susceptibles using aggregated incidence data. We derive the probability distribution of the effective reproductive number, Rt, and use MCMC to obtain posterior distributions of the parameters of a single-strain SIR transmission model with time-varying force of infection. Our method is showcased in a data set consisting of 18 years of dengue incidence in the city of Rio de Janeiro, Brazil. We demonstrate that it is possible to learn about the initial fraction of susceptibles and the attack ratio even in the absence of serotype specific data. On the other hand, the information provided by this approach is limited, stressing the need for detailed serological surveys to characterise the distribution of serotype-specific immunity in the population.

  20. Marriage is a dependent risk factor for mortality of colon adenocarcinoma without a time-varying effect.

    Science.gov (United States)

    Liu, Minling; Li, Lixian; Yu, Wei; Chen, Jie; Xiong, Weibin; Chen, Shuang; Yu, Li

    2017-03-21

    It has been well recognized that the effects of many prognostic factors could change during long-term follow-up. Although marriage has been proven to be a significant prognostic factor for the survival of colon cancer, whether the effect of marriage is constant with time remain unknown. This study analyzed the impact of marital status on the mortality of colon cancer patients with an extended Cox model that allowed for time-varying effects. We identified 71,955 patients who underwent colectomy between 2004 and 2009 to treat colon adenocarcinoma from the Surveilance, Epidemiology and End Results Database. The multivariate extended Cox model was used to evaluate the effect of marital status on all-cause mortality, while the Fine-Gray competing risks model was used for colon cancer-specific mortality, with death from other causes as the competing risk. The unmarried patients carried a 1.37-fold increased risk of all-cause mortality compared with the married patients (95%CI: 1.33-1.40; pMarriage is a dependent prognosis factor for survival of surgically treated colon adenocarcinoma patients. Psychological interventions are suggested to improve receipt of treatment among unmarried patients, as their poor survival may be due to the inefficient treatment.