Integrated method for chaotic time series analysis
Hively, L.M.; Ng, E.G.
1998-09-29T23:59:59.000Z
Methods and apparatus for automatically detecting differences between similar but different states in a nonlinear process monitor nonlinear data are disclosed. Steps include: acquiring the data; digitizing the data; obtaining nonlinear measures of the data via chaotic time series analysis; obtaining time serial trends in the nonlinear measures; and determining by comparison whether differences between similar but different states are indicated. 8 figs.
Integrated method for chaotic time series analysis
Hively, Lee M. (Philadelphia, TN); Ng, Esmond G. (Concord, TN)
1998-01-01T23:59:59.000Z
Methods and apparatus for automatically detecting differences between similar but different states in a nonlinear process monitor nonlinear data. Steps include: acquiring the data; digitizing the data; obtaining nonlinear measures of the data via chaotic time series analysis; obtaining time serial trends in the nonlinear measures; and determining by comparison whether differences between similar but different states are indicated.
Some results of analysis of source position time series
Malkin, Zinovy
2015-01-01T23:59:59.000Z
Source position time series produced by International VLBI Service for Geodesy and astrometry (IVS) Analysis Centers were analyzed. These series was computed using different software and analysis strategy. Comparison of this series showed that they have considerably different scatter and systematic behavior. Based on the inspection of all the series, new sources were identified as sources with irregular (non-random) position variations. Two statistics used to estimate the noise level in the time series, namely RMS and ADEV were compared.
14.384 Time Series Analysis, Fall 2002
Kuersteiner, Guido M.
Theory and application of time series methods in econometrics, including representation theorems, decomposition theorems, prediction, spectral analysis, estimation with stationary and nonstationary processes, VARs, unit ...
Analysis of Time Series Using Compact Model-Based Descriptions
Kriegel, Hans-Peter
Analysis of Time Series Using Compact Model-Based Descriptions Hans-Peter Kriegel, Peer Kr this is a combination of the coefficients 1, . . . , 3 representing the three input time series using a function f-of-the-art compression methods. The results are visually presented in a very concise way so that the user can easily
Wavelet Methods for Time Series Analysis Don Percival
Percival, Don
Wavelet Methods for Time Series Analysis Don Percival Applied Physics Laboratory Box 355640 in the morning and two in the afternoon, each about 45 minutes long) Â· Monday 1: introduction to wavelets and wavelet transforms (Part I) 2: introduction to the discrete wavelet transform (Part II) 3 & 4: basic
Geospatial analysis of vulnerable beach-foredune systems from decadal time series of lidar data
Mitasova, Helena
Geospatial analysis of vulnerable beach-foredune systems from decadal time series of lidar data, Geospatial analysis of vulnerable beach- foredune systems from decadal time series of lidar data, Journal densities; therefore, geospatial analysis, when applied to decadal lidar time series, needs to address
Wavelet analysis and scaling properties of time series
P. Manimaran; Prasanta K. Panigrahi; Jitendra C. Parikh
2005-08-30T23:59:59.000Z
We propose a wavelet based method for the characterization of the scaling behavior of non-stationary time series. It makes use of the built-in ability of the wavelets for capturing the trends in a data set, in variable window sizes. Discrete wavelets from the Daubechies family are used to illustrate the efficacy of this procedure. After studying binomial multifractal time series with the present and earlier approaches of detrending for comparison, we analyze the time series of averaged spin density in the 2D Ising model at the critical temperature, along with several experimental data sets possessing multi-fractal behavior.
Time series power flow analysis for distribution connected PV generation.
Broderick, Robert Joseph; Quiroz, Jimmy Edward; Ellis, Abraham; Reno, Matthew J. [Georgia Institute of Technology, Atlanta, GA; Smith, Jeff [Electric Power Research Institute, Knoxville, TN; Dugan, Roger [Electric Power Research Institute, Knoxville, TN
2013-01-01T23:59:59.000Z
Distributed photovoltaic (PV) projects must go through an interconnection study process before connecting to the distribution grid. These studies are intended to identify the likely impacts and mitigation alternatives. In the majority of the cases, system impacts can be ruled out or mitigation can be identified without an involved study, through a screening process or a simple supplemental review study. For some proposed projects, expensive and time-consuming interconnection studies are required. The challenges to performing the studies are twofold. First, every study scenario is potentially unique, as the studies are often highly specific to the amount of PV generation capacity that varies greatly from feeder to feeder and is often unevenly distributed along the same feeder. This can cause location-specific impacts and mitigations. The second challenge is the inherent variability in PV power output which can interact with feeder operation in complex ways, by affecting the operation of voltage regulation and protection devices. The typical simulation tools and methods in use today for distribution system planning are often not adequate to accurately assess these potential impacts. This report demonstrates how quasi-static time series (QSTS) simulation and high time-resolution data can be used to assess the potential impacts in a more comprehensive manner. The QSTS simulations are applied to a set of sample feeders with high PV deployment to illustrate the usefulness of the approach. The report describes methods that can help determine how PV affects distribution system operations. The simulation results are focused on enhancing the understanding of the underlying technical issues. The examples also highlight the steps needed to perform QSTS simulation and describe the data needed to drive the simulations. The goal of this report is to make the methodology of time series power flow analysis readily accessible to utilities and others responsible for evaluating potential PV impacts.
14.384 Time Series Analysis, Fall 2007
Mikusheva, Anna, 1976-
The course provides a survey of the theory and application of time series methods in econometrics. Topics covered will include univariate stationary and non-stationary models, vector autoregressions, frequency domain ...
14.384 Time Series Analysis, Fall 2008
Schrimpf, Paul
The course provides a survey of the theory and application of time series methods in econometrics. Topics covered will include univariate stationary and non-stationary models, vector autoregressions, frequency domain ...
Analysis of Geophysical Time Series Using Discrete Wavelet Transforms: An Overview
Percival, Don
Analysis of Geophysical Time Series Using Discrete Wavelet Transforms: An Overview Donald B geophysical time series. The basic idea is to transform a time series into coefficients describing how in geophysical data analysis. The intent of this article is to give an overview of how DWTs can be used
Visual Analysis of Frequent Patterns In Large Time Series
Ramakrishnan, Naren
1 shows an example on how to monitor chiller efficiency in data centers using a pair of data center chiller time series in which different motifs were discovered. The illustrated process can be subdivided valued vector ti captures the data values (e.g., chiller utilization in the data center example), we
SUPPLEMENT Figure 5. Wavelet time series analysis for yearly LBM outbreaks. a) The normalized time-series. b) Temporally-local wavelet power spectrum (dark red indicates the strongest periodicity while white indicates the weakest periodicity). c) Spatiotemporally-global wavelet spectrum. d) Time-series plot
The level crossing analysis of German stock market index (DAX) and daily oil price time series
Shayeganfar, F; Peinke, J; Tabar, M Reza Rahimi
2010-01-01T23:59:59.000Z
The level crossing analysis of DAX and oil price time series are given. We determine the average frequency of positive-slope crossings, $\
Lean Blow-Out Prediction in Gas Turbine Combustors Using Symbolic Time Series Analysis
Ray, Asok
Lean Blow-Out Prediction in Gas Turbine Combustors Using Symbolic Time Series Analysis Achintya of lean blowout in gas turbine combustors based on symbolic analysis of time series data from optical. For the purpose of detecting lean blowout in gas turbine combustors, the state probability vector obtained
Wavelet Methods for Time Series Analysis Half-Day Workshop Presented at UNSW
Percival, Don
Wavelet Methods for Time Series Analysis Half-Day Workshop Presented at UNSW Don Percival Visiting://faculty.washington.edu/dbp Overview of Workshop Â· two sessions, each 1 hour and 45 minutes long I: introduction to wavelets and wavelet transforms II: wavelet-based statistical analysis of time series - wavelet variance (also known
Wavelet Methods for Time Series Analysis Half-Day Workshop Presented at UQ St Lucia Campus
Percival, Don
Wavelet Methods for Time Series Analysis Half-Day Workshop Presented at UQ St Lucia Campus Don://faculty.washington.edu/dbp Overview of Workshop Â· two sessions, each 1 hour and 45 minutes long I: introduction to wavelets and wavelet transforms II: wavelet-based statistical analysis of time series - wavelet variance (also known
A Multivariate Time Series Method for Monte Carlo Reactor Analysis
Taro Ueki
2008-08-14T23:59:59.000Z
A robust multivariate time series method has been established for the Monte Carlo calculation of neutron multiplication problems. The method is termed Coarse Mesh Projection Method (CMPM) and can be implemented using the coarse statistical bins for acquisition of nuclear fission source data. A novel aspect of CMPM is the combination of the general technical principle of projection pursuit in the signal processing discipline and the neutron multiplication eigenvalue problem in the nuclear engineering discipline. CMPM enables reactor physicists to accurately evaluate major eigenvalue separations of nuclear reactors with continuous energy Monte Carlo calculation. CMPM was incorporated in the MCNP Monte Carlo particle transport code of Los Alamos National Laboratory. The great advantage of CMPM over the traditional Fission Matrix method is demonstrated for the three space-dimensional modeling of the initial core of a pressurized water reactor.
Wu, Guo-Qiang
A wide variety of methods based on fractal, entropic or chaotic approaches have been applied to the analysis of complex physiological time series. In this paper, we show that fractal and entropy measures are poor indicators ...
Time Series Analysis of Aviation Dr. Richard Xie
is free · R is a language, not just a statistical tool · R makes graphics and visualization of the best, Mathematica, Maple SAS, SPSS, STATA, R ROOT, PAW, KNIME, Data Applied, etc. Others #12;Use R! · R quality · A flexible statistical analysis toolkit · Access to powerful, cutting-edge analytics · A robust
Anomaly detection in thermal pulse combustors using symbolic time series analysis
Ray, Asok
339 Anomaly detection in thermal pulse combustors using symbolic time series analysis S Gupta1 for anomaly detection in thermal pulse combustors. The anomaly detection method has been tested on the time pulse combustor. Results are presented to exemplify early detection of combustion instability due
Nonlinear analysis of time series of vibration data from a friction brake: SSA, PCA, and MFDFA
Nikolay K. Vitanov; Norbert P. Hoffmann; Boris Wernitz
2014-10-23T23:59:59.000Z
We use the methodology of singular spectrum analysis (SSA), principal component analysis (PCA), and multi-fractal detrended fluctuation analysis (MFDFA), for investigating characteristics of vibration time series data from a friction brake. SSA and PCA are used to study the long time-scale characteristics of the time series. MFDFA is applied for investigating all time scales up to the smallest recorded one. It turns out that the majority of the long time-scale dynamics, that is presumably dominated by the structural dynamics of the brake system, is dominated by very few active dimensions only and can well be understood in terms of low dimensional chaotic attractors. The multi-fractal analysis shows that the fast dynamical processes originating in the friction interface are in turn truly multi-scale in nature.
The application of complex network time series analysis in turbulent heated jets
Charakopoulos, A. K.; Karakasidis, T. E., E-mail: thkarak@uth.gr; Liakopoulos, A. [Laboratory of Hydromechanics and Environmental Engineering, Department of Civil Engineering, University of Thessaly, 38334 Volos (Greece)] [Laboratory of Hydromechanics and Environmental Engineering, Department of Civil Engineering, University of Thessaly, 38334 Volos (Greece); Papanicolaou, P. N. [School of Civil Engineering, Department of Water Resources and Environmental Engineering, National Technical University of Athens, 5 Heroon Polytechniou St., 15780 Zografos (Greece)] [School of Civil Engineering, Department of Water Resources and Environmental Engineering, National Technical University of Athens, 5 Heroon Polytechniou St., 15780 Zografos (Greece)
2014-06-15T23:59:59.000Z
In the present study, we applied the methodology of the complex network-based time series analysis to experimental temperature time series from a vertical turbulent heated jet. More specifically, we approach the hydrodynamic problem of discriminating time series corresponding to various regions relative to the jet axis, i.e., time series corresponding to regions that are close to the jet axis from time series originating at regions with a different dynamical regime based on the constructed network properties. Applying the transformation phase space method (k nearest neighbors) and also the visibility algorithm, we transformed time series into networks and evaluated the topological properties of the networks such as degree distribution, average path length, diameter, modularity, and clustering coefficient. The results show that the complex network approach allows distinguishing, identifying, and exploring in detail various dynamical regions of the jet flow, and associate it to the corresponding physical behavior. In addition, in order to reject the hypothesis that the studied networks originate from a stochastic process, we generated random network and we compared their statistical properties with that originating from the experimental data. As far as the efficiency of the two methods for network construction is concerned, we conclude that both methodologies lead to network properties that present almost the same qualitative behavior and allow us to reveal the underlying system dynamics.
EOF analysis of a time series with application to tsunami detection
Tolkova, Elena
determines the accuracy of any forecast of the future tsunami evolution. A tsunami wave in the open ocean isEOF analysis of a time series with application to tsunami detection Elena Tolkova a, a. Decomposition of a tsunami buoy record in a functional space of tidal EOFs presents an efficient tool
Global SunFarm Data Acquisition Network, Energy CRADLE, and Time Series Analysis
Rollins, Andrew M.
outdoor test beds across the world. Energy CRADLE is an ontology driven database acquisition tool which for Energy Technology workshop[1], the topic of photovoltaics(PV) lifetime and degradation science (LGlobal SunFarm Data Acquisition Network, Energy CRADLE, and Time Series Analysis Yang Hu, Mohammad
Weiss, Gary
Utility based Data Mining for Time Series Analysis - Cost-sensitive Learning for Neural Network@bis-lab.com ABSTRACT In corporate data mining applications, cost-sensitive learning is firmly established Mining General Terms Algorithms, Management, Economics Keywords Data Mining, cost-sensitive learning
Time Series Analysis with R A. Ian McLeod, Hao Yu, Esam Mahdi
McLeod, Ian
it is built on a solid foundation of core statistical and numerical algorithms. The R programming languageTime Series Analysis with R A. Ian McLeod, Hao Yu, Esam Mahdi Department of Statistical out some other key features of this quantitative programming environment (QPE). R is an open source
Roweis, Sam
SCIA 2003 Tutorial: Hidden Markov Models Sam Roweis, University of Toronto June 29, 2003 Probabilistic Generative Models for Time Series #15; Stochastic models for time-series: y 1 ; y 2 ; : : : ; y #15; Add noise to make the system stochastic: p(y t jy t 1 ;y t 2 ; : : : ;y t k ) #15; Markov models
Time series analysis of ionization waves in dc neon glow discharge
Hassouba, M. A.; Al-Naggar, H. I.; Al-Naggar, N. M.; Wilke, C. [Department of Physics, Faculty of Science, Benha University (Egypt); Institute of Physics, E. M. A. University, Domstrasse 10a, 17489 Greifswald (Germany)
2006-07-15T23:59:59.000Z
The dynamics of dc neon glow discharge is examined by calculating a Lyapunov exponent spectrum (LES) and correlation dimension (D{sub corr}) from experimental time series. The embedding theory is used to reconstruct an attractor with the delay coordinate method. The analysis refers to periodic, chaotic, and quasi-periodic attractors. The results obtained are confirmed by a comparison with other methods of time series analysis such as the Fourier power spectrum and autocorrelation function. The main object of the present work is the positive column of a dc neon glow discharge. The positive column is an excellent model for the study of a non-linearity plasma system because it is nonisothermal plasma far from equilibrium.
Time series analysis, 2013, PC 8 | ARCH and GARCH processes 9 8 ARCH and GARCH processes
GaÃ¯ffas, StÃ©phane
Time series analysis, 2013, PC 8 | ARCH and GARCH processes 9 8 ARCH and GARCH processes A GARCH(q) process. Exercise 8.2 (Computation of the kurtosis of a conditionally Gaussian GARCH(1, 1) pro- cess that = 3 + 3 Var(E[X2 t | Gt 1]) (E[X2 t ])2 . 3. For a GARCH(1,1) process, with p = q = 1 and a, b = b1, c
Chattopadhyay, Goutami; 10.1140/epjp/i2012-12043-9
2012-01-01T23:59:59.000Z
This study reports a statistical analysis of monthly sunspot number time series and observes non homogeneity and asymmetry within it. Using Mann-Kendall test a linear trend is revealed. After identifying stationarity within the time series we generate autoregressive AR(p) and autoregressive moving average (ARMA(p,q)). Based on minimization of AIC we find 3 and 1 as the best values of p and q respectively. In the next phase, autoregressive neural network (AR-NN(3)) is generated by training a generalized feedforward neural network (GFNN). Assessing the model performances by means of Willmott's index of second order and coefficient of determination, the performance of AR-NN(3) is identified to be better than AR(3) and ARMA(3,1).
Goutami Chattopadhyay; Surajit Chattopadhyay
2012-04-18T23:59:59.000Z
This study reports a statistical analysis of monthly sunspot number time series and observes non homogeneity and asymmetry within it. Using Mann-Kendall test a linear trend is revealed. After identifying stationarity within the time series we generate autoregressive AR(p) and autoregressive moving average (ARMA(p,q)). Based on minimization of AIC we find 3 and 1 as the best values of p and q respectively. In the next phase, autoregressive neural network (AR-NN(3)) is generated by training a generalized feedforward neural network (GFNN). Assessing the model performances by means of Willmott's index of second order and coefficient of determination, the performance of AR-NN(3) is identified to be better than AR(3) and ARMA(3,1).
Fliess, Michel
2008-01-01T23:59:59.000Z
New fast estimation methods stemming from control theory lead to a fresh look at time series, which bears some resemblance to "technical analysis". The results are applied to a typical object of financial engineering, namely the forecast of foreign exchange rates, via a "model-free" setting, i.e., via repeated identifications of low order linear difference equations on sliding short time windows. Several convincing computer simulations, including the prediction of the position and of the volatility with respect to the forecasted trendline, are provided. $\\mathcal{Z}$-transform and differential algebra are the main mathematical tools.
Time Series Analysis Methods Applied to the Super-Kamiokande I Data
Gioacchino Ranucci
2005-05-25T23:59:59.000Z
The need to unravel modulations hidden in noisy time series of experimental data is a well known problem, traditionally attacked through a variety of methods, among which a popular tool is the so called Lomb-Scargle periodogram. Recently, for a class of problems in the solar neutrino field, it has been proposed an alternative maximum likelihood based approach, intended to overcome some intrinsic limitations affecting the Lomb-Scargle implementation. This work is focused to highlight the features of the likelihood methodology, introducing in particular an analytical approach to assess the quantitative significance of the potential modulation signals. As an example, the proposed method is applied to the time series of the measured values of the 8B neutrino flux released by the Super-Kamiokande collaboration, and the results compared with those of previous analysis performed on the same data sets. It is also examined in detail the comparison between the Lomb-Scargle and the likelihood methods, giving in the appendix the complete demonstration of their close relationship.
Analysis of MODIS 250 m NDVI Using Different Time-Series Data for Crop Type Separability
Lee, Eunmok
2014-08-31T23:59:59.000Z
The primary objectives of this research were to: (1) investigate the use of different compositing periods of NDVI values of time-series MODIS 250 m data for distinguishing major crop types on the central Great Plains of ...
Siracusa, Michael Richard, 1980-
2009-01-01T23:59:59.000Z
In this dissertation we investigate the problem of reasoning over evolving structures which describe the dependence among multiple, possibly vector-valued, time-series. Such problems arise naturally in variety of settings. ...
Perpinan, O. [Electrical Engineering Department, EUITI-UPM, Ronda de Valencia 3, 28012 Madrid (Spain); Lorenzo, E. [Instituto de Energia Solar, UPM, Ciudad Universitaria s/n, 28040 Madrid (Spain)
2011-01-15T23:59:59.000Z
The irradiance fluctuations and the subsequent variability of the power output of a PV system are analysed with some mathematical tools based on the wavelet transform. It can be shown that the irradiance and power time series are nonstationary process whose behaviour resembles that of a long memory process. Besides, the long memory spectral exponent {alpha} is a useful indicator of the fluctuation level of a irradiance time series. On the other side, a time series of global irradiance on the horizontal plane can be simulated by means of the wavestrapping technique on the clearness index and the fluctuation behaviour of this simulated time series correctly resembles the original series. Moreover, a time series of global irradiance on the inclined plane can be simulated with the wavestrapping procedure applied over a signal previously detrended by a partial reconstruction with a wavelet multiresolution analysis, and, once again, the fluctuation behaviour of this simulated time series is correct. This procedure is a suitable tool for the simulation of irradiance incident over a group of distant PV plants. Finally, a wavelet variance analysis and the long memory spectral exponent show that a PV plant behaves as a low-pass filter. (author)
Hsu, P. J.; Lai, S. K., E-mail: sklai@coll.phy.ncu.edu.tw [Complex Liquids Laboratory, Department of Physics, National Central University, Chungli 320 Taiwan (China); Molecular Science and Technology Program, Taiwan International Graduate Program, Academia Sinica, Taipei 115, Taiwan (China); Cheong, S. A. [Division of Physics and Applied Physics, School of Physical and Mathematical Sciences, Nanyang Technological University, 21 Nanyang Link, Singapore 637371 (Singapore)
2014-05-28T23:59:59.000Z
Folded conformations of proteins in thermodynamically stable states have long lifetimes. Before it folds into a stable conformation, or after unfolding from a stable conformation, the protein will generally stray from one random conformation to another leading thus to rapid fluctuations. Brief structural changes therefore occur before folding and unfolding events. These short-lived movements are easily overlooked in studies of folding/unfolding for they represent momentary excursions of the protein to explore conformations in the neighborhood of the stable conformation. The present study looks for precursory signatures of protein folding/unfolding within these rapid fluctuations through a combination of three techniques: (1) ultrafast shape recognition, (2) time series segmentation, and (3) time series correlation analysis. The first procedure measures the differences between statistical distance distributions of atoms in different conformations by calculating shape similarity indices from molecular dynamics simulation trajectories. The second procedure is used to discover the times at which the protein makes transitions from one conformation to another. Finally, we employ the third technique to exploit spatial fingerprints of the stable conformations; this procedure is to map out the sequences of changes preceding the actual folding and unfolding events, since strongly correlated atoms in different conformations are different due to bond and steric constraints. The aforementioned high-frequency fluctuations are therefore characterized by distinct correlational and structural changes that are associated with rate-limiting precursors that translate into brief segments. Guided by these technical procedures, we choose a model system, a fragment of the protein transthyretin, for identifying in this system not only the precursory signatures of transitions associated with ? helix and ? hairpin, but also the important role played by weaker correlations in such protein folding dynamics.
Simulation of wind-speed time series for wind-energy conversion analysis.
Corotis, R.B.
1982-06-01T23:59:59.000Z
In order to investigate operating characteristics of a wind energy conversion system it is often desirable to have a sequential record of wind speeds. Sometimes a long enough actual data record is not available at the time an analysis is needed. This may be the case if, e.g., data are recorded three times a day at a candidate wind turbine site, and then the hourly performance of generated power is desired. In such cases it is often possible to use statistical characteristics of the wind speed data to calibrate a stochastic model and then generate a simulated wind speed time series. Any length of record may be simulated by this method, and desired system characteristics may be studied. A simple wind speed simulation model, WEISIM, is developed based on the Weibull probability distribution for wind speeds with a correction based on the lag-one autocorrelation value. The model can simulate at rates from one a second to one an hour, and wind speeds can represent short-term averages (e.g., 1-sec averages) or longer-term averages (e.g., 1-min or 1 hr averages). The validity of the model is verified with PNL data for both histogram characteristics and persistance characteristics.
Applications of Universal Source Coding to Statistical Analysis of Time Series
Ryabko, Boris
2008-01-01T23:59:59.000Z
We show how universal codes can be used for solving some of the most important statistical problems for time series. By definition, a universal code (or a universal lossless data compressor) can compress any sequence generated by a stationary and ergodic source asymptotically to the Shannon entropy, which, in turn, is the best achievable ratio for lossless data compressors. We consider finite-alphabet and real-valued time series and the following problems: estimation of the limiting probabilities for finite-alphabet time series and estimation of the density for real-valued time series, the on-line prediction, regression, classification (or problems with side information) for both types of the time series and the following problems of hypothesis testing: goodness-of-fit testing, or identity testing, and testing of serial independence. It is important to note that all problems are considered in the framework of classical mathematical statistics and, on the other hand, everyday methods of data compression (or ar...
Gordon, Geoffrey J.
are in constant movement within the cell, we extended our studies to time series images, which contain both to identify a protein's subcellular location is to label it with fluorescent dye, take microscope images this last step. The automated approach is more objective and sensitive than visual examination, and single
RESEARCH ARTICLE Time series analysis of infrared satellite data for detecting
Wright, Robert
successfully detected ther- mal anomalies in TIR data from the Advanced Very High Resolution Radiometer (AVHRR algorithm that analyzes thermal infrared satellite time series data to detect and quantify the excess energy. These instruments provide data over potentially dangerous, high-temperature phenomena, such as volcanic eruptions
A Novel Approach to the Analysis of Nonlinear Time Series with Applications to Financial Data
Lee, Jun Bum
2012-07-16T23:59:59.000Z
LIST OF FIGURES : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : ix CHAPTER I INTRODUCTION : : : : : : : : : : : : : : : : : : : : : : : : : : 1 II THE QUANTILE SPECTRAL DENSITY AND COMPAR- ISON BASED TESTS FOR NONLINEAR TIME SERIES... : : : 5 1. Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2. The quantile spectral density and the test statistic . . . . . 7 3. Sampling properties . . . . . . . . . . . . . . . . . . . . . . 18 4. Testing for equality of serial...
Mazzaccaro, Anthony Peter
1974-01-01T23:59:59.000Z
TIME -SERIES ANAI, YSIS OI' PARTICIPATION IN NQiIRESI DEN I. ' HUNTING: Tl-;E EFFECTS OI LICENSE COST ANI3 QUANTITATIVE I LUC fUWTIONS IN SVPPI. Y A lil*sis by ANTHONY PETER MAZZACCARO Subrnittc. d to the Gracluate College of Teresa ARM Unic... AND QUANTITATIVE Fl UCTUATIONS IN SUPPLY A Thesis by ANTHONY PETER IvlAZZACCARO Approved as to style and content: (Chairman of Conrrnittee) ead of Department) ( ivl e rnb e g ~. , 8! (Member) +~eg ~+ ABSTRACT Time-Series Analysis of Participation...
TIME SERIES ANALYSIS FOR THE CF SOURCE IN SUDBURY NEUTRINO OBSERVATORY
Analysis . . . . . . . . . . . . . . . . . . . . . . . . 4 2 The Theory Leading to the Californium Time . . . . . . . . . . . . . 10 2.1.3 A Typical Event Chronology . . . . . . . . . . . . . . . . . . . 13 2.2 The Survival Function . . . . . . . . . . . . . . . . . . . . . . . . . . 15 2.2.1 The Survival Function for a Single
Andresen, Gorm Bruun; Greiner, Martin
2014-01-01T23:59:59.000Z
We present a new global high-resolution renewable energy atlas (REatlas) that can be used to calculate customised hourly time series of wind and solar PV power generation. In this paper, the atlas is applied to produce 32-year-long hourly model wind power time series for Denmark for each historical and future year between 1980 and 2035. These are calibrated and validated against real production data from the period 2000 to 2010. The high number of years allows us to discuss how the characteristics of Danish wind power generation varies between individual weather years. As an example, the annual energy production is found to vary by $\\pm10\\%$ from the average. Furthermore, we show how the production pattern change as small onshore turbines are gradually replaced by large onshore and offshore turbines. In most energy system analysis tools, fixed hourly time series of wind power generation are used to model future power systems with high penetrations of wind energy. Here, we compare the wind power time series fo...
Savran, Darko; Blesic, Suzana; Miljkovic, Vladimir
2014-01-01T23:59:59.000Z
In this paper we have analyzed scaling properties of time series of stock market indices (SMIs) of developing economies of Western Balkans, and have compared the results we have obtained with the results from more developed economies. We have used three different techniques of data analysis to obtain and verify our findings: Detrended Fluctuation Analysis (DFA) method, Detrended Moving Average (DMA) method, and Wavelet Transformation (WT) analysis. We have found scaling behavior in all SMI data sets that we have analyzed. The scaling of our SMI series changes from long-range correlated to slightly anti-correlated behavior with the change in growth or maturity of the economy the stock market is embedded in. We also report the presence of effects of potential periodic-like influences on the SMI data that we have analyzed. One such influence is visible in all our SMI series, and appears at a period $T_{p}\\approx 90$ days. We propose that the existence of various periodic-like influences on SMI data may partially...
Turbulencelike Behavior of Seismic Time Series
Manshour, P.; Saberi, S. [Department of Physics, Sharif University of Technology, Tehran 11155-9161 (Iran, Islamic Republic of); Sahimi, Muhammad [Mork Family Department of Chemical Engineering and Materials Science, University of Southern California, Los Angeles, California 90089-1211 (United States); Peinke, J. [Institute of Physics, Carl von Ossietzky University, D-26111 Oldenburg (Germany); Pacheco, Amalio F. [Department of Theoretical Physics, University of Zaragoza, Pedro Cerbuna 12, 50009 Zaragoza (Spain); Rahimi Tabar, M. Reza [Department of Physics, Sharif University of Technology, Tehran 11155-9161 (Iran, Islamic Republic of); Institute of Physics, Carl von Ossietzky University, D-26111 Oldenburg (Germany); CNRS UMR 6202, Observatoire de la Cote d'Azur, BP 4229, 06304 Nice Cedex 4 (France)
2009-01-09T23:59:59.000Z
We report on a stochastic analysis of Earth's vertical velocity time series by using methods originally developed for complex hierarchical systems and, in particular, for turbulent flows. Analysis of the fluctuations of the detrended increments of the series reveals a pronounced transition in their probability density function from Gaussian to non-Gaussian. The transition occurs 5-10 hours prior to a moderate or large earthquake, hence representing a new and reliable precursor for detecting such earthquakes.
A Time Series Analysis of Food Price and Its Input Prices
Routh, Kari 1988-
2012-11-27T23:59:59.000Z
of crude oil, gasoline, corn, and ethanol prices, as well as, the relative foreign exchange rate of the U.S. dollar and producer price indexes for food manufacturing and fuel products on domestic food prices are examined. Because the data series are non...
A Time Series Analysis of Food Price and Its Input Prices
Routh, Kari 1988-
2012-11-27T23:59:59.000Z
of crude oil, gasoline, corn, and ethanol prices, as well as, the relative foreign exchange rate of the U.S. dollar and producer price indexes for food manufacturing and fuel products on domestic food prices are examined. Because the data series are non...
EMCS and time-series energy data analysis in a large government office building
Piette, Mary Ann; Kinney, Satkartar; Friedman, Hannah
2001-01-01T23:59:59.000Z
Diagnostics from DDC Data – PACRAT,” Proceedings of the 8 thRecommissioning Analysis Tool (PACRAT) As mentioned, LBNL is2001). One such tool is the PACRAT. PACRAT is both broad and
EMCS and time-series energy data analysis in a large government office building
Piette, Mary Ann; Kinney, Satkartar; Friedman, Hannah
2001-04-01T23:59:59.000Z
Energy Management Control System (EMCS) data are an underutilized source of information on the performance of commercial buildings. Newer EMCS's have the ability and storage capacity to trend large amounts of data and perform preliminary analyses; however, these features often receive little or no use, as operators are generally not trained in data management, visualization, and analysis. Whole-building hourly electric-utility data are another readily available and underutilized source of information. This paper outlines the use of EMCS and utility data to evaluate the performance of the Ronald V. Dellums Federal Building in Oakland, California, a large office building operated by the Federal General Services Administration (GSA). The project began as an exploratory effort at Lawrence Berkeley National Laboratory (LBNL) to examine the procedures operators were using to obtain information and operate their buildings. Trending capabilities were available, but in limited use by the operators. LBNL worked with the building operators to use EMCS to trend one-minute data for over one-hundred points. Hourly electricity-use data were also used to understand usage patterns and peak demand. The paper describes LBNL's key findings in the following areas: Characterization of cooling plant operations; Characterization of economizer performance; Analysis of annual energy use and peak demand operations; Techniques, strengths, and shortcomings of EMCS data analysis; Future plans at the building for web-based remote monitoring and diagnostics. These findings have helped GSA develop strategies for peak demand reduction in this and other GSA buildings. Such activities are of great interest in California and elsewhere, where electricity reliability and demand are currently problematic. Overall, though the building's energy use is fairly low, significant energy savings are available by improving the existing EMCS control strategies.
Regression quantiles for time series
Cai, Zongwu
2002-02-01T23:59:59.000Z
~see, e+g+, Ibragimov and Linnik, 1971, p+ 316!+ Namely, partition REGRESSION QUANTILES FOR TIME SERIES 187 $1, + + + , n% into 2qn 1 1 subsets with large block of size r 5 rn and small block of size s 5 sn+ Set q 5 qn 5 ? n rn 1 sn? , (A.7) where {x...! are the standard Lindeberg–Feller conditions for asymptotic normality of Qn,1 for the independent setup+ Let us first establish ~A+8!+ To this effect, we define the large-block size rn by rn 5 {~nhn!102} and the small-block size sn 5 {~nhn!1020log n}+ Then, as n r...
Forecasting the underlying potential governing climatic time series
Livina, V N; Mudelsee, M; Lenton, T M
2012-01-01T23:59:59.000Z
We introduce a technique of time series analysis, potential forecasting, which is based on dynamical propagation of the probability density of time series. We employ polynomial coefficients of the orthogonal approximation of the empirical probability distribution and extrapolate them in order to forecast the future probability distribution of data. The method is tested on artificial data, used for hindcasting observed climate data, and then applied to forecast Arctic sea-ice time series. The proposed methodology completes a framework for `potential analysis' of climatic tipping points which altogether serves anticipating, detecting and forecasting climate transitions and bifurcations using several independent techniques of time series analysis.
Dominici, Francesca
for 10 metropolitan areas in the United States from 1986 to 1993. We postulate that these time series relative rates of mortality and morbidity associated with exposure to PM10 within each location. The sample covariance matrix of the estimated log relative rates is obtained using a novel generalized estimating
Time Series, Load Profiles, Temperature Sensitivity, Weather Adjustment 1 Introduction The quantitative, it is required to use indirect techniques to assess the type of demand they face [10, 11] in order to support their long-term investment planning. In this context, categories of residential, business and in- dustrial
Rocke, David M.
Analysis of MALDI FT-ICR Mass Spectrometry Data: a Time Series Approach Donald A. Barkauskasa/ionization Fourier transform ion cyclotron resonance mass spectrometry is a technique for high mass gamma distribution with varying scale parameter but constant shape parameter and exponent. This enables
Exact Primitives for Time Series Data Mining
Mueen, Abdullah Al
2012-01-01T23:59:59.000Z
142 Sony AIBO Robot: Surfacetrajectories and ac- celerometer signals from SONY AIBOclasses of time series from the SONY AIBO accelerometer. (b)
Statistical criteria for characterizing irradiance time series.
Stein, Joshua S.; Ellis, Abraham; Hansen, Clifford W.
2010-10-01T23:59:59.000Z
We propose and examine several statistical criteria for characterizing time series of solar irradiance. Time series of irradiance are used in analyses that seek to quantify the performance of photovoltaic (PV) power systems over time. Time series of irradiance are either measured or are simulated using models. Simulations of irradiance are often calibrated to or generated from statistics for observed irradiance and simulations are validated by comparing the simulation output to the observed irradiance. Criteria used in this comparison should derive from the context of the analyses in which the simulated irradiance is to be used. We examine three statistics that characterize time series and their use as criteria for comparing time series. We demonstrate these statistics using observed irradiance data recorded in August 2007 in Las Vegas, Nevada, and in June 2009 in Albuquerque, New Mexico.
Can biomass time series be reliably assessed from CPUE time series data Francis Lalo1
Hawai'i at Manoa, University of
1 Can biomass time series be reliably assessed from CPUE time series data only? Francis Laloë1 to abundance. This means (i) that catchability is constant and (ii) that all the biomass is catchable. If so, relative variations in CPUE indicate the same relative variations in biomass. Myers and Worm consider
Lin, Ying-Tsong
In this paper, a method for merging partial overlapping time series of ocean profiles into a single time series of profiles using empirical orthogonal function (EOF) decomposition with the objective analysis is presented. ...
Time Series Models: Hidden Markov Models
Roweis, Sam
Time Series Models: Hidden Markov Models & Linear Dynamical Systems Sam Roweis Gatsby Computational before. Discrete state: { Moore and Mealy machines (engineering) { stochastic #12;nite state automata (CS chain with stochastic measurements. Gauss-Markov process in a pancake. PSfrag replacements x 1 y 1 x 2 y
Time Series Models: Hidden Markov Models
Roweis, Sam
Time Series Models: Hidden Markov Models & Linear Dynamical Systems Sam Roweis Gatsby Computational. Discrete state: { Moore and Mealy machines (engineering) { stochastic #12;nite state automata (CS with stochastic measurements. Gauss-Markov process in a pancake. PSfrag replacements x 1 y 1 x 2 y 2 x 3 y 3 x T y
Multilinear Dynamical Systems for Tensor Time Series
Russell, Stuart
of the stock prices of n multiple companies comprise a time series of 6 × n tensors. A grayscale video sequence ocean temperatures will increase. Prediction of stock prices may not only inform investors but also help to stabilize the economy and prevent market collapse. The relationships between particular subsets of tensor
Segmenting Time Series for Weather Forecasting
Sripada, Yaji
for generating textual summaries. Our algorithm has been implemented in a weather forecast generation system. 1 presentation, aid human understanding of the underlying data sets. SUMTIME is a research project aiming turbines. In the domain of meteorology, time series data produced by numerical weather prediction (NWP
TQuEST: Threshold Query Execution for Large Sets of Time Series
Kriegel, Hans-Peter
TQuEST: Threshold Query Execution for Large Sets of Time Series Johannes AÃ?falg, Hans-Peter Kriegel TQuEST, a powerful query processor for time series databases. TQuEST supports a novel but very useful times. 1 Introduction In this paper, we present TQuEST, a powerful analysis tool for time series
Wolpert, Robert L
Bayesian analysis of GARCH and stochastic volatility: modeling leverage, jumps and heavy for two broad major classes of varying volatility model, GARCH and stochastic volatility (SV) models-t errors yields the best performance among the competing models on the return data. Key words: GARCH, Heavy
Filtering out high frequencies in time series using F-transform$
Kreinovich, Vladik
Filtering out high frequencies in time series using F-transform$ VilÂ´em NovÂ´akc , Irina Perfilievac) Preprint submitted to Elsevier February 10, 2013 #12;Filtering out high frequencies in time series using F at El Paso 500 W. University, El Paso, TX 79968, USA This paper is devoted to analysis of time series
Filtering out high frequencies in time series using F-transform$
Kreinovich, Vladik
Filtering out high frequencies in time series using F-transform$ VilÂ´em NovÂ´akc , Irina Perfilievac) Preprint submitted to Elsevier February 3, 2014 #12;Filtering out high frequencies in time series using F, El Paso, TX 79968, USA 1. Introduction This paper is devoted to analysis of time series using fuzzy
Fernandez, Thomas
of the meteorological time series used, which includes the use of statistical techniques to detect whether there exist for the time series using an evolutionary algorithm that adaptively adjusts some of its parameters during its and temperatures collected in a region of Romania. The results are promising for the analysis of such time series
Early Classification of Multivariate Time Series Using a Hybrid HMM/SVM model
Obradovic, Zoran
Early Classification of Multivariate Time Series Using a Hybrid HMM/SVM model Mohamed F. Ghalwash to use a shorter time interval for classification is often more favorable than having a slightly more with other models that use full time series both in training and testing. Analysis of biomedical data has
Power Series Power series are one of the most useful type of series in analysis. For example,
Hunter, John K.
Chapter 6 Power Series Power series are one of the most useful type of series in analysis functions (and many other less familiar functions). 6.1. Introduction A power series (centered at 0 coefficients. If all but finitely many of the an are zero, then the power series is a polynomial function
Exact Primitives for Time Series Data Mining
Mueen, Abdullah Al
2012-01-01T23:59:59.000Z
G. Silva, and Rui M. M. Brito. Mining approximate motifs intime series. In Data Mining, 2001. ICDM 2001, Proceedingson Knowledge discovery and data mining, KDD, pages 947–956,
A Framework for Comparison of Spatiotemporal and Time Series...
Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)
Framework for Comparison of Spatiotemporal and Time Series Datasets NREL is a national laboratory of the U.S. Department of Energy, Office of Energy Efficiency & Renewable Energy,...
The moving blocks bootstrap versus parametric time series Richard M. Vogel
Vogel, Richard M.
The moving blocks bootstrap versus parametric time series models Richard M. Vogel Department adding uncertainty to the analysis. The moving blocks bootstrap is a simple resampling algorithm which of the moving block length. The moving blocks bootstrap resamples the observed time series using approximately
Puschmann, K G; Vazquez, M; Bonet, J A; Hanslmeier, A; 10.1051/0004-6361:20047193
2012-01-01T23:59:59.000Z
From the inversion of a time series of high resolution slit spectrograms obtained from the quiet sun, the spatial and temporal distribution of the thermodynamical quantities and the vertical flow velocity is derived as a function of logarithmic optical depth and geometrical height. Spatial coherence and phase shift analyzes between temperature and vertical velocity depict the height variation of these physical quantities for structures of different size. An average granular cell model is presented, showing the granule-intergranular lane stratification of temperature, vertical velocity, gas pressure and density as a function of logarithmic optical depth and geometrical height. Studies of a specific small and a specific large granular cell complement these results. A strong decay of the temperature fluctuations with increasing height together with a less efficient penetration of smaller cells is revealed. The T -T coherence at all granular scales is broken already at log tau =-1 or z~170 km. At the layers beyon...
Efficient Mining of Partial Periodic Patterns in Time Series Database
Dong, Guozhu
Efficient Mining of Partial Periodic Patterns in Time Series Database In ICDE 99 Jiawei Han \\Lambda peri odic patterns in timeseries databases, is an interesting data mining problem. Previous studies several algorithms for efficient mining of par tial periodic patterns, by exploring some interesting
Discovering Ecosystem Models from Time-Series Data
Langley, Pat
Discovering Ecosystem Models from Time-Series Data Dileep George, 1 Kazumi Saito, 2 Pat Langley, 1. Ecosystem models are used to interpret and predict the in- teractions of species and their environment. In this paper, we address the task of inducing ecosystem models from background knowledge and time- series data
Distribution Based Data Filtering for Financial Time Series Forecasting
Bailey, James
recent past. In this paper, we address the challenge of forecasting the behavior of time series using@unimelb.edu.au Abstract. Changes in the distribution of financial time series, particularly stock market prices, can of stock prices, which aims to forecast the future values of the price of a stock, in order to obtain
APPARENT WATER OPTICAL PROPERTIES AT THE CARIBBEAN TIME SERIES STATION
Gilbes, Fernando
APPARENT WATER OPTICAL PROPERTIES AT THE CARIBBEAN TIME SERIES STATION Roy A. Armstrong, Jose M of Puerto Rico MayagÃ¼ez, Puerto Rico 00681 ABSTRACT The Caribbean Time Series, located 28 nautical miles in near- surface waters of the northeastern Caribbean Basin. Apparent optical properties such as, remote
IMPROVEMENTS TO THE RADIANT TIME SERIES METHOD COOLING LOAD CALCULATION
IMPROVEMENTS TO THE RADIANT TIME SERIES METHOD COOLING LOAD CALCULATION PROCEDURE By BEREKET, Australia 1998 Submitted to the Faculty of the Graduate College of the Oklahoma State University in partial TO THE RADIANT TIME SERIES METHOD COOLING LOAD CALCULATION PROCEDURE Dissertation Approved: Dr. Jeffrey D
Tappert, Charles
Series Using a Focused Time Lagged FeedForward Neural Network N. Moseley ABSTRACT, - Artificial neural other series expansion.[2]. The motivation for analysis of time series using neural netwoProceedings of Student Research Day, CSIS, Pace University, May 9th, 2003 Modeling Economic Time
Predictive Mining of Time Series Data in Astronomy
E. Perlman; A. Java
2002-12-18T23:59:59.000Z
We discuss the development of a Java toolbox for astronomical time series data. Rather than using methods conventional in astronomy (e.g., power spectrum and cross-correlation analysis) we employ rule discovery techniques commonly used in analyzing stock-market data. By clustering patterns found within the data, rule discovery allows one to build predictive models, allowing one to forecast when a given event might occur or whether the occurrence of one event will trigger a second. We have tested the toolbox and accompanying display tool on datasets (representing several classes of objects) from the RXTE All Sky Monitor. We use these datasets to illustrate the methods and functionality of the toolbox. We also discuss issues that can come up in data analysis as well as the possible future development of the package.
Estimation of connectivity measures in gappy time series
Papadopoulos, G
2015-01-01T23:59:59.000Z
A new method is proposed to compute connectivity measures on multivariate time series with gaps. Rather than removing or filling the gaps, the rows of the joint data matrix containing empty entries are removed and the calculations are done on the remainder matrix. The method, called measure adapted gap removal (MAGR), can be applied to any connectivity measure that uses a joint data matrix, such as cross correlation, cross mutual information and transfer entropy. MAGR is favorably compared using these three measures to a number of known gap-filling techniques, as well as the gap closure. The superiority of MAGR is illustrated on time series from synthetic systems and financial time series.
Local prediction of turning points of oscillating time series
D. Kugiumtzis
2008-08-06T23:59:59.000Z
For oscillating time series, the prediction is often focused on the turning points. In order to predict the turning point magnitudes and times it is proposed to form the state space reconstruction only from the turning points and modify the local (nearest neighbor) model accordingly. The model on turning points gives optimal prediction at a lower dimensional state space than the optimal local model applied directly on the oscillating time series and is thus computationally more efficient. Monte Carlo simulations on different oscillating nonlinear systems showed that it gives better predictions of turning points and this is confirmed also for the time series of annual sunspots and total stress in a plastic deformation experiment.
Spectral Analysis of Spatial Series + W.R. Tobler*
Tobler, Waldo
series. There are many examples: stock market prices, weather records, population of a city over a number, if there are such interpretations, why has this method of analysis not already been applied to spatial series? Taking the first
Continuous Time Random Walks and South Spain Seismic Series
A. Posadas; J. Morales; F. Vidal; O. Sotolongo-Costa; J. C. Antoranz
2002-05-27T23:59:59.000Z
Levy flights were introduced through the mathematical research of the algebra or random variables with infinite moments. Mandelbrot recognized that the Levy flight prescription had a deep connection to scale-invariant fractal random walk trajectories. The theory of Continuous Time Random Walks (CTRW) can be described in terms of Levy distribution functions and it can be used to explain some earthquake characteristics like the distribution of waiting times and hypocenter locations in a seismic region. This paper checks the validity of this assumption analyzing three seismic series localized in South Spain. The three seismic series (Alboran, Antequera and Loja) show qualitatively the same behavior, although there are quantitative differences between them.
Visualizing Frequent Patterns in Large Multivariate Time Series , M. Marwah1
Ramakrishnan, Naren
languages, detecting anomalies in patients' medical records over time [5], and chiller efficiency in data centers [14]. Figure 1 shows an example of the visual analysis of a pair of data center chiller time series in which different motifs were discovered. A chiller is a key component of the cooling
Singh, Nirvikar; Mora, Jesse; Carolan, Terrie
2012-01-01T23:59:59.000Z
in the current analysis. Trade Dynamics in the East AsianProduct fragmentation and trade integration: East Asia in aand William H. Branson, ed. , Trade and Structural Change in
Fast and Flexible Multivariate Time Series Subsequence Search Kanishka Bhaduri
Oza, Nikunj C.
search algorithm capable of subsequence search on any subset of variables. Moreover, MTS subsequence approach" may include searching on parameters such as speed, descent rate, vertical flight pathFast and Flexible Multivariate Time Series Subsequence Search Kanishka Bhaduri MCT Inc., NASA ARC
Time series of a CME blasting out from the Sun
Christian, Eric
#12;Time series of a CME blasting out from the Sun Composite image of the Sun in UV light with the naked eye, the Sun seems static, placid, constant. From the ground, the only notice- able variations in the Sun are its location (where will it rise and set today?) and its color (will clouds cover
Univariate Modeling and Forecasting of Monthly Energy Demand Time Series
Abdel-Aal, Radwan E.
Univariate Modeling and Forecasting of Monthly Energy Demand Time Series Using Abductive and Neural dedicated models to forecast the 12 individual months directly. Results indicate better performance is superior to naÃ¯ve forecasts based on persistence and seasonality, and is better than results quoted
Mining Deviants in Time Series Data Streams S. Muthukrishnan
Shah, Rahul
outliers. There is a long history of study of various outliers in statistics and databases, and a recent aberrations. Deviants are known to be of great mining value in time series databases. We present first (highway, telephone, internet, web click), Supported by National Science foundation grants EIA 0087022
Chaotic time series prediction using artificial neural networks
Bartlett, E.B.
1991-12-31T23:59:59.000Z
This paper describes the use of artificial neural networks to model the complex oscillations defined by a chaotic Verhuist animal population dynamic. A predictive artificial neural network model is developed and tested, and results of computer simulations are given. These results show that the artificial neural network model predicts the chaotic time series with various initial conditions, growth parameters, or noise.
Chaotic time series prediction using artificial neural networks
Bartlett, E.B.
1991-01-01T23:59:59.000Z
This paper describes the use of artificial neural networks to model the complex oscillations defined by a chaotic Verhuist animal population dynamic. A predictive artificial neural network model is developed and tested, and results of computer simulations are given. These results show that the artificial neural network model predicts the chaotic time series with various initial conditions, growth parameters, or noise.
Improving predictability of time series using maximum entropy methods
Gregor Chliamovitch; Alexandre Dupuis; Bastien Chopard; Anton Golub
2014-11-28T23:59:59.000Z
We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there exists a subset of the space of stochastic matrices for which the MaxEnt method is more efficient than sampling, in the sense that shorter historical samples have to be considered to reach the same accuracy. Considering short samples is of particular interest when modelling smoothly non-stationary processes, for then it provides, under some conditions, a powerful forecasting tool. The method is illustrated for a discretized empirical series of exchange rates.
Improving predictability of time series using maximum entropy methods
Chliamovitch, Gregor; Chopard, Bastien; Golub, Anton
2014-01-01T23:59:59.000Z
We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there exists a subset of the space of stochastic matrices for which the MaxEnt method is more efficient than sampling, in the sense that shorter historical samples have to be considered to reach the same accuracy. Considering short samples is of particular interest when modelling smoothly non-stationary processes, for then it provides, under some conditions, a powerful forecasting tool. The method is illustrated for a discretized empirical series of exchange rates.
Pázsit, Imre
and Testing Symposium, Knoxville, Tennes see 52.01 Uhrig, R.E., 1990, Use of artificial intelligence/Computer Interactions: Nuclear and Beyond, Nash ville, Tennessee, 210 Uhrig R.E., 1991, Potential application of neural 36 Thomas, J.R. and Clem, A.W, 1991, PWR moderator temperature coefficient via noise analysis
Tominski, Christian
that can be used to explore and analyze multivariate time series data. We propose different types of drawings. 1 INTRODUCTION The analysis of time series data is a fundamental task addressed by information of multivariate data is not a new topic to information visualization researchers. A variety of approaches have
Siegel, D.I.
1998-01-01T23:59:59.000Z
The large peat basins of North America are an important reservoir in the global carbon cycle and a significant source of atmospheric methane. The authors investigated carbon cycling in the Glacial Lake Agassiz peatlands (GLAP) of Minnesota. Initially in 1990, they identified a dramatic change in the concentration of methane in the pore-waters of the raised bogs in the GLAP during an extreme drought. This methane dissipated when the drought broke in 1991 and the occurrence of deep methane is related to changes in the direction of groundwater flow in the peat column. The production of methane and its diffusive loss to the atmosphere was modeled and was about 10 times less than that measured directly in chambers at the land surface. It is clear from the reversals in hydraulic heat, changes in pore-water chemical composition over time, and paleostratigraphic markers, that regional ground water flow systems that are controlled by climate change are unexpectedly a major control over methanogenesis and carbon cycling in GLAP. Seismic profiles made showed that buried bedrock ridges particularly deflect regional groundwater flow upwards towards the land surface and towards raised bog landforms. In addition, high-resolution GPS measurements from data stations funded by this DOE project have shown this year that the peakland land surface elevation changes daily on a scale of cms, and seasonally on a scale of 10s of cm. This most recent observation is exciting because it may reflect episodic degassing of free phase methane from the peat column to the atmosphere, a source for methane previously unaccounted for by methane researchers.
De Bilt, 2012 | Technical Report ; TR-326 Time series transformation tool
Stoffelen, Ad
De Bilt, 2012 | Technical Report ; TR-326 Time series transformation tool: description #12;#12;Time series transformation tool: description of the program to generate time series consistent ransformation tool: description of the program to generate time series consistent with the KNMI'06 climate
Ultrasound radio-frequency time series for finding malignant breast lesions
de Freitas, Nando
-based solutions for breast lesion characterization to reduce the patient recall rate after mammography screening. In this work, ultrasound radio frequency time series analysis is performed for sepa- rating benign framework can help in differentiating malignant from benign breast lesions. 1 Introduction In the United
1MaPhySto Workshop 9/04 Nonlinear Time Series ModelingNonlinear Time Series Modeling
. "Stylized facts" concerning financial time series 4. ARCH and GARCH models 5. Forecasting with GARCH 6 of multivariate RV equivalence 8.5 examples 8.6 Extremes for GARCH and SV models 8.7 Summary of results for ACF of GARCH & SV models #12;4MaPhySto Workshop 9/04 Part III: Nonlinear and NonGaussian State-Space Models 1
Characterizing Weak Chaos using Time Series of Lyapunov Exponents
R. M. da Silva; C. Manchein; M. W. Beims; E. G. Altmann
2015-06-13T23:59:59.000Z
We investigate chaos in mixed-phase-space Hamiltonian systems using time series of the finite- time Lyapunov exponents. The methodology we propose uses the number of Lyapunov exponents close to zero to define regimes of ordered (stickiness), semi-ordered (or semi-chaotic), and strongly chaotic motion. The dynamics is then investigated looking at the consecutive time spent in each regime, the transition between different regimes, and the regions in the phase-space associated to them. Applying our methodology to a chain of coupled standard maps we obtain: (i) that it allows for an improved numerical characterization of stickiness in high-dimensional Hamiltonian systems, when compared to the previous analyses based on the distribution of recurrence times; (ii) that the transition probabilities between different regimes are determined by the phase-space volume associated to the corresponding regions; (iii) the dependence of the Lyapunov exponents with the coupling strength.
COMPOSITIONAL TIME SERIES ANALYSIS OF MORTALITY PROPORTIONS
Ravishanker, Nalini
models based on the Dirichlet distribution for modeling within the simplex. In this article, we describe to inaccurate estimation and prediction. In this article, a regression model with vector autoregressive moving lies on a simplex induced by the unit sum constraint. In general, a composition x of G parts is a G
State Space Reconstruction for Multivariate Time Series Prediction
I. Vlachos; D. Kugiumtzis
2008-09-12T23:59:59.000Z
In the nonlinear prediction of scalar time series, the common practice is to reconstruct the state space using time-delay embedding and apply a local model on neighborhoods of the reconstructed space. The method of false nearest neighbors is often used to estimate the embedding dimension. For prediction purposes, the optimal embedding dimension can also be estimated by some prediction error minimization criterion. We investigate the proper state space reconstruction for multivariate time series and modify the two abovementioned criteria to search for optimal embedding in the set of the variables and their delays. We pinpoint the problems that can arise in each case and compare the state space reconstructions (suggested by each of the two methods) on the predictive ability of the local model that uses each of them. Results obtained from Monte Carlo simulations on known chaotic maps revealed the non-uniqueness of optimum reconstruction in the multivariate case and showed that prediction criteria perform better when the task is prediction.
Time series modeling of autonomous hybrid power systems
Quinlan, P.J.; Beckman, W.A.; Mitchell, J.W.; Klein, S.A.; Blair, N.J. [Univ. of Wisconsin, Madison, WI (United States). Solar Energy Lab.
1997-12-31T23:59:59.000Z
The Solar Energy Laboratory (SEL) has developed a wind diesel PV hybrid systems simulator, UW-HYBRID 1.0, as an application of the TRNSYS 14.2 time-series simulation environment. The simulator provides a customizable user interface. The simulation provides an AC/DC buss, diesel generators, wind turbines, PV modules, a battery bank, and power converter. PV system simulations include solar angle and peak power tracking options. Diesel simulations include estimated fuel-use and waste heat output, and are dispatched using a least-cost of fuel strategy. Wind system simulations include varying air density, wind shear and wake effects. Time step duration is user-selectable. This paper provides a description of the simulation models and example output.
Some methods and models for analyzing time-series gene expression data
Jammalamadaka, Arvind K. (Arvind Kumar), 1981-
2009-01-01T23:59:59.000Z
Experiments in a variety of fields generate data in the form of a time-series. Such time-series profiles, collected sometimes for tens of thousands of experiments, are a challenge to analyze and explore. In this work, ...
Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial
Shen, Haipeng
Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach of functional coefficient regression models for non-linear time series. Consistency and rate of convergence regression model extends several familiar non-linear time series models such as the exponential
Mikosch, Thomas
. The resulting theory is applied to popular financial time series models: GARCH(1, 1), asymmetric GARCH(1, 1 for a general class of heteroscedastic time series models, which includes GARCH(1, 1). Recall that the time series (X t ) is called a GARCH(p, q) (generalized autoregressive conditionally heteroscedastic) process
Exposure Measurement Error in Time-Series Studies of Air Pollution: Concepts and Consequences
Dominici, Francesca
1 Exposure Measurement Error in Time-Series Studies of Air Pollution: Concepts and Consequences S in time-series studies 1 11/11/99 Keywords: measurement error, air pollution, time series, exposure of air pollution and health. Because measurement error may have substantial implications for interpreting
New Problems for an Old Design: Time-Series Analyses of Air Pollution and Health
Dominici, Francesca
New Problems for an Old Design: Time-Series Analyses of Air Pollution and Health Jonathan M. Samet1 of particulate air pollution on the same or recent days (1;2). Studies of similar time-series design of morbidity for adverse effects of particulate air pollution on the public's health. The daily time-series studies of air
Gutierrez, Rafael M.; Useche, Gina M.; Buitrago, Elias [Centro de Investigaciones, Universidad Antonio Narino, Carrera 3 Este No. 47A--15 Bogota (Colombia)
2007-11-13T23:59:59.000Z
We present a procedure developed to detect stochastic and deterministic information contained in empirical time series, useful to characterize and make models of different aspects of complex phenomena represented by such data. This procedure is applied to a seismological time series to obtain new information to study and understand geological phenomena. We use concepts and methods from nonlinear dynamics and maximum entropy. The mentioned method allows an optimal analysis of the available information.
SumTime-Turbine: A Knowledge-Based System to Communicate Gas Turbine Time-Series Data
Reiter, Ehud
SumTime-Turbine: A Knowledge-Based System to Communicate Gas Turbine Time-Series Data Jin Yu of Aberdeen Aberdeen, AB24 3UE, UK {jyu, ereiter, jhunter, ssripada}@csd.abdn.ac.uk Abstract: SumTime-Turbine produces textual summaries of archived time- series data from gas turbines. These summaries should help
Estimating the predictability of economic and financial time series
Quentin Giai Gianetto; Jean-Marc Le Caillec; Erwan Marrec
2012-12-12T23:59:59.000Z
The predictability of a time series is determined by the sensitivity to initial conditions of its data generating process. In this paper our goal is to characterize this sensitivity from a finite sample by assuming few hypotheses on the data generating model structure. In order to measure the distance between two trajectories induced by a same noisy chaotic dynamic from two close initial conditions, a symmetric Kullback-Leiber divergence measure is used. Our approach allows to take into account the dependence of the residual variance on initial conditions. We show it is linked to a Fisher information matrix and we investigated its expressions in the cases of covariance-stationary processes and ARCH($\\infty$) processes. Moreover, we propose a consistent non-parametric estimator of this sensitivity matrix in the case of conditionally heteroscedastic autoregressive nonlinear processes. Various statistical hypotheses can so be tested as for instance the hypothesis that the data generating process is "almost" independently distributed at a given moment. Applications to simulated data and to the stock market index S&P500 illustrate our findings. More particularly, we highlight a significant relationship between the sensitivity to initial conditions of the daily returns of the S&P 500 and their volatility.
Tataw, Oben Moses
2013-01-01T23:59:59.000Z
International Conference on Data Mining (2001). Khairy, K. ,and Eamonn Keogh (2011). Mining Historical Documents forWang, E. J. Keogh. Querying and mining of time series data.
Hurst exponent of very long birth time series in XX century Romania. Social and religious aspects
Rotundo, G; Herteliu, C; Ileanu, B
2015-01-01T23:59:59.000Z
The Hurst exponent of very long birth time series in Romania has been extracted from official daily records, i.e. over 97 years between 1905 and 2001 included. The series result from distinguishing between families located in urban (U) or rural (R) areas, and belonging (Ox) or not (NOx) to the orthodox religion. Four time series combining both criteria, (U,R) and (Ox, NOx), are also examined. A statistical information is given on these sub-populations measuring their XX-th century state as a snapshot. However, the main goal is to investigate whether the "daily" production of babies is purely noisy or is fluctuating according to some non trivial fractional Brownian motion, - in the four types of populations, characterized by either their habitat or their religious attitude, yet living within the same political regime. One of the goals was also to find whether combined criteria implied a different behavior. Moreover, we wish to observe whether some seasonal periodicity exists. The detrended fluctuation analysis...
Almog, Assaf
2014-01-01T23:59:59.000Z
The dynamics of complex systems, from financial markets to the brain, can be monitored in terms of time series of activity of their fundamental elements (such as stocks or neurons respectively). While the main focus of time series analysis is on the magnitude of temporal increments, a significant piece of information is encoded into the binary projection (i.e. the sign) of such increments. In this paper we provide further evidence of this by showing strong nonlinear relationships between binary and non-binary properties of financial time series. We then introduce an information-theoretic approach to the analysis of the binary signature of single and multiple time series. Through the definition of maximum-entropy ensembles of binary matrices, we quantify the information encoded into the simplest binary properties of real time series and identify the most informative property given a set of measurements. Our formalism is able to replicate the observed binary/non-binary relations very well, and to mathematically...
breaks in this series? #12;5Banff 6/06 Introduction Examples AR GARCH Stochastic volatility State space Simulation results Applications Simulation results for GARCH and SV models #12;6Banff 6/06 Examples 1 ),,( 1 jjpj K #12;7Banff 6/06 Examples (cont) 2. Segmented GARCH model: where 0 = 1
-202 Any breaks in this series? #12;5NCAR-IMAGe 2006 Introduction Examples AR GARCH Stochastic volatility break estimation Simulation results Applications Simulation results for GARCH and SV models #12;6NCAR-tjptjptjjt tYYY jj GARCH model
Detecting Climate Change in Multivariate Time Series Data by Novel Clustering and Cluster Tracing Aachen University, Germany {kremer, guennemann, seidl}@cs.rwth-aachen.de Abstract--Climate change can series, and trace the clusters over time. A climate pattern is categorized as a changing pattern
Two problems with variational expectation maximisation for time-series models
Ghahramani, Zoubin
optimisation of a free-energy, are widely used in time-series modelling. Here, we investigate the success of v as a variational optimisation of a free-energy (Hathaway, 1986; Neal and Hinton, 1998). Consider observationsChapter 1 Two problems with variational expectation maximisation for time-series models Richard
Paris-Sud XI, UniversitÃ© de
1 Time series modeling and large scale global solar radiation forecasting from geostationary global solar radiation. In this paper, we use geostationary satellites data to generate 2-D time series of solar radiation for the next hour. The results presented in this paper relate to a particular territory
Fast Bootstrap applied to LS-SVM for Long Term Prediction of Time Series
Verleysen, Michel
Fast Bootstrap applied to LS-SVM for Long Term Prediction of Time Series Amaury Lendasse HUT, CIS the Fast Bootstrap methodology introduced in previous works. I. INTRODUCTION Time series forecasting are based on resampling, as k-fold cross-validation, leave-one-out, and bootstrap [4]. Although they differ
A test for second order stationarity of a time series based on the Discrete Fourier Transform
Subba Rao, Suhasini
A test for second order stationarity of a time series based on the Discrete Fourier Transform property, we construct a Portmanteau type test statistic for testing stationarity of the time series. It is shown that under the null of stationarity, the test statistic is approximately a chi square distribution
Discrimination and Classification of Nonstationary Time Series Using the SLEX Model
Discrimination and Classification of Nonstationary Time Series Using the SLEX Model Hsiao-Yun HUANG a discriminant scheme based on the SLEX (smooth localized complex exponential) library. The SLEX library forms domains. Thus, the SLEX library has the ability to extract local spectral features of the time series
Discrimination and Classification of Nonstationary Time Series using the SLEX Model
Discrimination and Classification of Nonstationary Time Series using the SLEX Model Hsiao-Yun Huang scheme based on the SLEX (Smooth Localized Complex EXponential) library. The SLEX library forms domains. Thus, the SLEX library has the ability to extract local spectral features of the time series
DETERMINING THE FRACTAL DIMENSION OF A TIME SERIES WITH A NEURAL NET
Danon, Yaron
DETERMINING THE FRACTAL DIMENSION OF A TIME SERIES WITH A NEURAL NET MARK J. EMBRECHTS AND YARON and require expert interaction for interpreting the calculated fractal dimension. Artificial neural nets (ANN) offer a fast and elegant way to estimate the fractal dimension of a time series. A backpropagation net
iSAX: disk-aware mining and indexing of massive time series datasets
Shieh, Jin; Keogh, Eamonn
2009-01-01T23:59:59.000Z
on both indexing and data mining problems. Finally, in Sect.0125-6 iSAX: disk-aware mining and indexing of massive timeCurrent research in indexing and mining time series data has
Modelling signal interactions with application to financial time series
Jain, Bonny
2014-01-01T23:59:59.000Z
In this thesis, we concern ourselves with the problem of reasoning over a set of objects evolving over time that are coupled through interaction structures that are themselves changing over time. We focus on inferring ...
Plotkin, S.; Stephens, T.; McManus, W.
2013-03-01T23:59:59.000Z
Scenarios of new vehicle technology deployment serve various purposes; some will seek to establish plausibility. This report proposes two reality checks for scenarios: (1) implications of manufacturing constraints on timing of vehicle deployment and (2) investment decisions required to bring new vehicle technologies to market. An estimated timeline of 12 to more than 22 years from initial market introduction to saturation is supported by historical examples and based on the product development process. Researchers also consider the series of investment decisions to develop and build the vehicles and their associated fueling infrastructure. A proposed decision tree analysis structure could be used to systematically examine investors' decisions and the potential outcomes, including consideration of cash flow and return on investment. This method requires data or assumptions about capital cost, variable cost, revenue, timing, and probability of success/failure, and would result in a detailed consideration of the value proposition of large investments and long lead times. This is one of a series of reports produced as a result of the Transportation Energy Futures (TEF) project, a Department of Energy-sponsored multi-agency effort to pinpoint underexplored strategies for abating GHGs and reducing petroleum dependence related to transportation.
Efficientt Conditional Quantile Estimation: The Time Series Case
Komunjer, Ivana; Vuong, Quang
2006-01-01T23:59:59.000Z
74) implies E(T U 2 ) = o(1). EFFICIENT QUANTILE ESTIMATIONStatistical Association, EFFICIENT QUANTILE ESTIMATIONSeries Analysis, 4, 185—207. EFFICIENT QUANTILE ESTIMATION (
autoregressive time series: Topics by E-print Network
Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)
with several autoregressive models. We have also shown applications to a climate change problem and a financial analysis problem. For the former, reconfirmed is the role of...
astronomical time series: Topics by E-print Network
Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)
with several autoregressive models. We have also shown applications to a climate change problem and a financial analysis problem. For the former, reconfirmed is the role of...
Spectral fluctuations of billiards with mixed dynamics: from time series to superstatistics
A. Y. Abul-Magd; B. Dietz; T. Friedrich; A. Richter
2008-03-22T23:59:59.000Z
A statistical analysis of the eigenfrequencies of two sets of superconducting microwave billiards, one with mushroom-like shape and the other from the familiy of the Limacon billiards, is presented. These billiards have mixed regular-chaotic dynamics but different structures in their classical phase spaces. The spectrum of each billiard is represented as a time series where the level order plays the role of time. Two most important findings follow from the time-series analysis. First, the spectra can be characterized by two distinct relaxation lengths. This is a prerequisite for the validity of the superstatistical approach which is based on the folding of two distribution functions. Second, the shape of the resulting probability density function of the so-called superstatistical parameter is reasonably approximated by an inverse chi-square distribution. This distribution is used to compute nearest-neighbor spacing distributions and compare them with those of the resonance frequencies of billiards with mixed dynamics within the framework of superstatistics. The obtained spacing distribution is found to present a good description of the experimental ones and is of the same or even better quality as a number of other spacing distributions, including the one from Berry and Robnik. However, in contrast to other approaches towards a theoretical description of spectral properties of systems with mixed dynamics, superstatistics also provides a description of properties of the eigenfunctions. Indeed, the inverse chi-square parameter distribution is found suitable for the analysis of experimental resonance strengths in the Limacon billiards within the framework of superstatistics.
A New Architecture for Summarising Time Series Data
Sripada, Yaji
of the systems developed in the SumTime Project2 ) summarises sensor data from gas turbines. This is challenging because of the large amount of data being summarised; a typical gas turbine has 250 ana- logue data generation techniques to produce summaries of such data. A short extract from SumTime-Turbine's input data
IMPROVED SEMI-PARAMETRIC TIME SERIES MODELS OF AIR POLLUTION AND MORTALITY
Dominici, Francesca
IMPROVED SEMI-PARAMETRIC TIME SERIES MODELS OF AIR POLLUTION AND MORTALITY Francesca Dominici series analyses of air pollution and health attracted the attention of the scientific community, policy makers, the press, and the diverse stakeholders con- cerned with air pollution. As the Environmental
Input Data Reduction for the Prediction of Financial Time Series
Verleysen, Michel
, redundant or useless. Furthermore, it is well known that any regression method (in particular non-linear (Belgium), 25-27 April 2001, D-Facto public., ISBN 2-930307-01-3, pp. 237-244 #12;new non-linear one method or a non-linear one. In this paper, we will use Principal Component Analysis as a linear
Introduction to (Generalized) Autoregressive Conditional Heteroskedasticity Models in Time Series
Morrow, James A.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 4 ARCH/GARCH models 8 4.1 Sample Application and application of the ARCH/GARCH models proposed in the 1980's by econometricians such as Robert Engle (who won at the time). In particular, we focus on the paper, "GARCH 101: The Use of ARCH/GARCH Models in Applied Econo
Essays on empirical time series modeling with causality and structural change
Kim, Jin Woong
2006-10-30T23:59:59.000Z
In this dissertation, three related issues of building empirical time series models for financial markets are investigated with respect to contemporaneous causality, dynamics, and structural change. In the first essay, nation-wide industry...
Mining Time Series Data: Moving from Toy Problems to Realistic Deployments
Hu, Bing
2013-01-01T23:59:59.000Z
Conference on Data Mining, 2010 V. Chandola, A. Banerjee,and E. Keogh. “ Querying and Mining of Time Series Data:2 nd Workshop on Temporal Data Mining, 2002 K. Malatesta, S.
Using temporal averaging to decouple annual and nonannual information in AVHRR NDVI time series
Kastens, Jude Heathcliff; Lerner, David E.; Jakubauskas, Mark E.
2003-11-01T23:59:59.000Z
As regularly spaced time series imagery becomes more prevalent in the remote sensing community, monitoring these data for temporal consistency will become an increasingly important problem. Long-term trends must be identified, and it must...
Chandra, Kavitha
THOMPSON Center for Advanced Computation and Telecommunications University of Massachusetts Lowell One, nonlinear time-series Corresponding author: Charles Thompson; charles_thompson2@uml.edu 1 INTRODUCTION
The Spectral Density Estimation of Stationary Time Series with Missing Data
Schellekens, Michel P.
reported in literature (see, e.g. Green et al., 2002, Kaneoke and Vitek, 1996, Fortin and Mackey, 1999, and Laguna et al., 1998). Here we consider estimating the spectral density of stationary time series
A FAST MODEL-BUILDING METHOD FOR TIME SERIES USING GENETIC PROGRAMMING
Fernandez, Thomas
A FAST MODEL-BUILDING METHOD FOR TIME SERIES USING GENETIC PROGRAMMING I. Yoshihara Faculty) financial problems e.g. stock price indices and gold prices. The experiments lead us to the conclusion
EXPERIMENTAL VALIDATION OF THE RADIANT TIME SERIES METHOD FOR COOLING LOAD
EXPERIMENTAL VALIDATION OF THE RADIANT TIME SERIES METHOD FOR COOLING LOAD CALCULATIONS By IP SENG College of the Oklahoma State University in partial fulfillment of the requirements for the Degree LOAD CALCULATIONS Thesis Approved: _______________________________________ Thesis Advisor
The relation between Brazilian and Chicago Board of Trade soybean prices: a time series test
Melcher, Bruno
1991-01-01T23:59:59.000Z
THE RELATION BETWEEN BRAZILIAN AND CHICAGO BOARD OF TRADE SOYBEAN PRICES ? A TIME SERIES TEST A Thesis BRUNO MELCHER Submitted to the Office of Graduate Studies of Texas A&M University in partial fulfillment of the requirements... for the degree of MASTER OF SCIENCE May 1991 Major Subject: Agricultural Economics THE RELATION BETWEEN BRAZILIAN AND CHICAGO BOARD OF TRADE SOYBEAN PRICES ? A TIME SERIES TEST A Thesis by BRUNO MELCHER Approved as to style and content by: ' f J David...
WAVELETS WITH RIDGES: A HIGH-RESOLUTION REPRESENTATION OF CATACLYSMIC VARIABLE TIME SERIES
Blackman, Claire, E-mail: claire.blackman@rhul.ac.u [Department of Economics, Royal Holloway, University of London, Egham, Surrey TW20 0EX (United Kingdom)
2010-11-15T23:59:59.000Z
Quasi-periodic oscillations (QPO) and dwarf nova oscillations (DNOs) occur in dwarf novae and nova-like variables during outburst and occasionally during quiescence, and have analogs in high-mass X-ray binaries and black-hole candidates. The frequent low coherence of quasi-period oscillations and DNOs can make detection with standard time-series tools such as periodograms problematic. This paper develops tools to analyze quasi-periodic brightness oscillations. We review the use of time-frequency representations (TFRs) in the astronomical literature, and show that representations such as the Choi-Williams distribution and Zhao-Atlas-Marks representation, which are best suited to high signal-to-noise data, cannot be assumed a priori to be the best techniques for our data, which have a much higher noise level and lower coherence. This leads us to a detailed analysis of the time-frequency resolution and statistical properties of six TFRs. We conclude that the wavelet scalogram, with the addition of wavelet ridges and maxima points, is the most effective TFR for analyzing quasi-periodicities in low signal-to-noise data, as it has high time-frequency resolution, and is a minimum variance estimator. We use the wavelet ridges method to re-analyze archival data from VW Hyi, and find 62 new QPOs and 7 new long-period DNOs. Relative to previous analyses, our method substantially improves the detection rate for QPOs.
Roweis, Sam
Multiple Alignment of Continuous Time Series Jennifer Listgarten + , Radford M. Neal + , Sam T of continuousvalued time series from a stochastic process often contain systematic variations in rate time series generated by a noisy, stochastic process, large sys tematic sources of variability
Iterative prediction of chaotic time series using a recurrent neural network
Essawy, M.A.; Bodruzzaman, M. [Tennessee State Univ., Nashville, TN (United States). Dept. of Electrical and Computer Engineering; Shamsi, A.; Noel, S. [USDOE Morgantown Energy Technology Center, WV (United States)
1996-12-31T23:59:59.000Z
Chaotic systems are known for their unpredictability due to their sensitive dependence on initial conditions. When only time series measurements from such systems are available, neural network based models are preferred due to their simplicity, availability, and robustness. However, the type of neutral network used should be capable of modeling the highly non-linear behavior and the multi-attractor nature of such systems. In this paper the authors use a special type of recurrent neural network called the ``Dynamic System Imitator (DSI)``, that has been proven to be capable of modeling very complex dynamic behaviors. The DSI is a fully recurrent neural network that is specially designed to model a wide variety of dynamic systems. The prediction method presented in this paper is based upon predicting one step ahead in the time series, and using that predicted value to iteratively predict the following steps. This method was applied to chaotic time series generated from the logistic, Henon, and the cubic equations, in addition to experimental pressure drop time series measured from a Fluidized Bed Reactor (FBR), which is known to exhibit chaotic behavior. The time behavior and state space attractor of the actual and network synthetic chaotic time series were analyzed and compared. The correlation dimension and the Kolmogorov entropy for both the original and network synthetic data were computed. They were found to resemble each other, confirming the success of the DSI based chaotic system modeling.
Bayesian classification of partially observed outbreaks using time-series data.
Safta, Cosmin; Ray, Jaideep; Crary, David (Applied Research Associates, Inc, Arlington, VA); Cheng, Karen (Applied Research Associates, Inc, Arlington, VA)
2010-05-01T23:59:59.000Z
Results show that a time-series based classification may be possible. For the test cases considered, the correct model can be selected and the number of index case can be captured within {+-} {sigma} with 5-10 days of data. The low signal-to-noise ratio makes the classification difficult for small epidemics. The problem statement is: (1) Create Bayesian techniques to classify and characterize epidemics from a time-series of ICD-9 codes (will call this time-series a 'morbidity stream'); and (2) It is assumed the morbidity stream has already set off an alarm (through a Kalman filter anomaly detector) Starting with a set of putative diseases: Identify which disease or set of diseases 'fit the data best' and, Infer associated information about it, i.e. number of index cases, start time of the epidemic, spread rate, etc.
Forecasting of preprocessed daily solar radiation time series using neural networks
Boyer, Edmond
Forecasting of preprocessed daily solar radiation time series using neural networks Christophe prediction of global solar radiation on a horizontal surface. First results are promising with nRMSE ~ 21 t or at day d and year y d H0 Extraterrestrial solar radiation coefficient for day d [MJ/mÂ²] xt, xd,y Time
Representing and Utilizing Changing Historical Places as an Ontology Time Series
Hyvönen, Eero
Chapter 1 Representing and Utilizing Changing Historical Places as an Ontology Time Series Eero Hyv.g. Check Republic or Slo- vakia) or overlapping historic names of different times (e.g. Roman Empire interfaces. The system has been applied in the semantic cultural heritage portal CULTURESAMPO for semantic
Melting of small Arctic ice caps observed from ERS scatterometer time series
Smith, Laurence C.
Melting of small Arctic ice caps observed from ERS scatterometer time series Laurence C. Smith,1 of melt onset can be observed over small ice caps, as well as the major ice sheets and multi-year sea ice for 14 small Arctic ice caps from 19922000. Interannual and regional variability in the timing of melt
Likelihood scan of the Super-Kamiokande I time series data
Gioacchino Ranucci
2006-05-12T23:59:59.000Z
In this work a detailed spectral analysis of the time series of the 8B solar neutrino flux published by the Super-Kamiokande Collaboration is presented, performed through a likelihood scan approach. Preliminarily a careful review of the analysis methodology is given, showing that the traditional periodicity search via the Lomb-Scargle periodogram is a special case of a more general likelihood based method. Since the data are published together with the relevant asymmetric errors, it is then shown how the likelihood analysis can be performed either with or without a prior error averaging. A key point of this work is the detailed illustration of the mathematical model describing the statistical properties of the estimated spectra obtained in the various cases, which is also validated through extensive Monte Carlo computations; the model includes a calculation for the prediction of the possible alias effects. In the successive investigation of the data, such a model is used to derive objective, mathematical predictions which are quantitatively compared with the features observed in the experimental spectra. This article clearly demonstrates that the handling of the errors is the origin of the discrepancy between published null observations and claimed significant periodicity in the same SK-I data sample. Moreover, the comprehensive likelihood analysis with asymmetric errors developed in this work provides results which cannot exclude the null hypothesis of constant rate, even though some indications stemming from the model at odd with such conclusion point towards the desirability of additional investigations with alternative methods to shed further light on the characteristics of the data.
TIME SERIES MODELS OF THREE SETS OF RXTE OBSERVATIONS OF 4U 1543-47
Koen, C. [Department of Statistics, University of the Western Cape, Private Bag X17, Bellville, 7535 Cape (South Africa)] [Department of Statistics, University of the Western Cape, Private Bag X17, Bellville, 7535 Cape (South Africa)
2013-03-01T23:59:59.000Z
The X-ray nova 4U 1543-47 was in a different physical state (low/hard, high/soft, and very high) during the acquisition of each of the three time series analyzed in this paper. Standard time series models of the autoregressive moving average (ARMA) family are fitted to these series. The low/hard data can be adequately modeled by a simple low-order model with fixed coefficients, once the slowly varying mean count rate has been accounted for. The high/soft series requires a higher order model, or an ARMA model with variable coefficients. The very high state is characterized by a succession of 'dips', with roughly equal depths. These seem to appear independently of one another. The underlying stochastic series can again be modeled by an ARMA form, or roughly as the sum of an ARMA series and white noise. The structuring of each model in terms of short-lived aperiodic and 'quasi-periodic' components is discussed.
OUTPUT-ONLY STATISTICAL TIME SERIES METHODS FOR STRUCTURAL HEALTH MONITORING: A COMPARATIVE STUDY
Paris-Sud XI, Université de
OUTPUT-ONLY STATISTICAL TIME SERIES METHODS FOR STRUCTURAL HEALTH MONITORING: A COMPARATIVE STUDY-STSMs) for Structural Health Monitoring (SHM) is presented via damage de- tection and identification in a GARTEUR type for Structural Health Monitoring (SHM). Their use is of high importance for structures such as bridges, aircraft
A regression model with a hidden logistic process for feature extraction from time series
Chamroukhi, Faicel
operation. The switch operations signals can be seen as time series presenting non-linearities and various changes in regime. Basic linear regression can not be adopted for this type of sig- nals because a constant linear relationship is not adapted. As alternative to linear regression, some authors use
Efficient Time Series Matching by Wavelets Kinpong Chan and Ada Waichee Fu
Fu, Ada Waichee
since the effectiveness of power concentration of a particÂ ular transformation depends on the nature to other problems. While large pieces reduce the power of multiÂresolution, small pieces has weaknessÂTrees for fast retrieval. Due to the dimensionality curse problem, transformations are applied to time series
DAMAGE DETECTION IN A WIND TURBINE BLADE BASED ON TIME SERIES Simon Hoell, Piotr Omenzetter
Boyer, Edmond
DAMAGE DETECTION IN A WIND TURBINE BLADE BASED ON TIME SERIES METHODS Simon Hoell, Piotr Omenzetter, the consequences are growing sizes of wind turbines (WTs) and erections in remote places, such as off in the past years, thus efficient energy harvesting becomes more important. For the sector of wind energy
Time Series Methods for ForecastingElectricityMarket Pricing Zoran Obradovic Kevin Tomsovic
Obradovic, Zoran
tested by attempting to capture relationships between present and past share prices using simpleTime Series Methods for ForecastingElectricityMarket Pricing Zoran Obradovic Kevin Tomsovic PO Box the predictability of electricity price under new market regulations and the engineering aspects of large scale
Closing the carbon budget of estuarine wetlands with tower-based measurements and MODIS time series
Chen, Jiquan
Closing the carbon budget of estuarine wetlands with tower-based measurements and MODIS time series, Institute of Biodiversity Science, Fudan University, Shanghai 200433, China, wDepartment of Environmental have distinct carbon flux dynamics the lateral carbon flux incurred by tidal activities, and methane
Recognising Visual Patterns to Communicate Gas Turbine Time-Series Data
Reiter, Ehud
Recognising Visual Patterns to Communicate Gas Turbine Time-Series Data Jin Yu, Jim Hunter, Ehud analogue channels are sampled once per second and archived by the Tiger system for monitoring gas turbines is the generation of textual summaries. We are developing a knowledge-based system to summarise such data in the gas
Indexing of Time Series by Major Minima and Maxima Eugene Fink
Fink, Eugene
sets: stock prices, air and sea temperatures, and wind speeds. Keywords: Compression, indexing.ics.uci.edu). Wind speeds: We have used daily wind speeds at twelve sites in Ireland, from 1961 to 1978, ob tained. Indexing: The indexing of a timeseries database is based on the notion of major inclines, illustrated
Indexing of Time Series by Major Minima and Maxima Eugene Fink
Fink, Eugene
sets: stock prices, air and sea temperatures, and wind speeds. Keywords: Compression, indexing.ics.uci.edu). Wind speeds: We have used daily wind speeds at twelve sites in Ireland, from 1961 to 1978, ob- tained. Indexing: The indexing of a time-series database is based on the notion of major inclines, illustrated
INHERENT WATER OPTICAL PROPERTIES AT THE CARIBBEAN TIME SERIES STATION (CaTS)
Gilbes, Fernando
INHERENT WATER OPTICAL PROPERTIES AT THE CARIBBEAN TIME SERIES STATION (CaTS) Fernando Gilbes Rico 00681 ABSTRACT The temporal variability of the inherent water optical properties at the Caribbean wavelengths, but in all cases, the values were less than one. The correlation between bio-optical properties
Multi-Resolution K-Means Clustering of Time Series and Application to Images
Lin, Jessica
Multi-Resolution K-Means Clustering of Time Series and Application to Images Michail Vlachos using orthonormal decompositions, we present an anytime version of the k-Means algorithm. The algorithm centers for k-Means is mitigated by assigning the final centers at each approximation level as the initial
CHANGE OF STRUCTURE IN FINANCIAL TIME SERIES, LONG RANGE DEPENDENCE AND THE GARCH MODEL
Mikosch, Thomas
CHANGE OF STRUCTURE IN FINANCIAL TIME SERIES, LONG RANGE DEPENDENCE AND THE GARCH MODEL THOMAS having as limit a Gaussian #12;eld. In the case of GARCH(p; q) processes a statistic closely related limit theorem for this statistic under the hypothesis of a GARCH(p; q) sequence with a #12;nite 4th
Volatility Forecasts in Financial Time Series with HMM-GARCH Models
Chen, Yiling
Volatility Forecasts in Financial Time Series with HMM-GARCH Models Xiong-Fei Zhuang and Lai {xfzhuang,lwchan}@cse.cuhk.edu.hk Abstract. Nowadays many researchers use GARCH models to generate of the two parameters G1 and A1[1], in GARCH models is usually too high. Since volatility forecasts in GARCH
SEAWIFS VALIDATION AT THE CARIBBEAN TIME SERIES STATION (CATS) Jess Lee-Borges* and Roy Armstrong
Gilbes, Fernando
SEAWIFS VALIDATION AT THE CARIBBEAN TIME SERIES STATION (CATS) JesÃºs Lee-Borges* and Roy Armstrong. This is of particular importance to areas such as the Eastern Caribbean which has traditionally been viewed the dynamic nature of the northeastern Caribbean, underscoring the significant effect of periodic intrusions
Two-Sample Testing in High Dimension and a Smooth Block Bootstrap for Time Series
Gregory, Karl Bruce
2014-06-12T23:59:59.000Z
This document contains three sections. The first two present new methods for two-sample testing where there are many variables of interest and the third presents a new methodology for time series bootstrapping. In the first section we develop a...
Directed Monitoring Using Cuscore Charts for Seasonal Time Series Harriet Black Nembhard*
Nembhard, Harriet Black
a special cause in a process, statistical process control (SPC) charts are traditionally used. If the data1 Directed Monitoring Using Cuscore Charts for Seasonal Time Series Harriet Black Nembhard used statistical process control charts to detect special causes are Shewhart and Cusum charts. However
A new measure of phase synchronization for a pair of time series and seizure focus localization
Kaushik Majumdar
2006-12-22T23:59:59.000Z
Defining and measuring phase synchronization in a pair of nonlinear time series are highly nontrivial. This can be done with the help of Fourier transform, when it exists, for a pair of stored (hence stationary) signals. In a time series instantaneous phase is often defined with the help of Hilbert transform. In this paper phase of a time series has been defined with the help of Fourier transform. This gives rise to a deterministic method to detect phase synchronization in its most general form between a pair of time series. Since this is a stricter method than the statistical methods based on instantaneous phase, this can be used for lateralization and source localization of epileptic seizures with greater accuracy. Based on this method a novel measure of phase synchronization, called syn function, has been defined, which is capable of quantifying neural phase synchronization and asynchronization as important parameters of epileptic seizure dynamics. It has been shown that such a strict measure of phase synchronization has potential application in seizure focus localization from scalp electroencephalogram (EEG) data, without any knowledge of electrical conductivity of the head.
Time Series Measurements of Temperature, Current Velocity, and Sediment Resuspension in Saginaw Bay
Time Series Measurements of Temperature, Current Velocity, and Sediment Resuspension in Saginaw Bay and verification. These measurements will be made as part of this project. Measurements of sediment resuspension sediment resuspension in the bay during the spring. Measurements of sediment resuspension are important
Bispectral-Based Methods for Clustering Time Series Jane L. Harvill
Ravishanker, Nalini
the ratios. As an example, we apply the method to a set of time series of intensities of gamma-ray bursts, some of which exhibit nonlinear behavior; this enables us to identify gamma-ray bursts that may. As an example, we apply the bispectral-based clustering technique to a set of gamma-ray burst (GRB) intensity
BN-97-4-4 (RP-875) The Radiant Time Series Cooling
of the proceduresare described in chapters 2 and 10 of the current ASHRAECool#zg and Heating LoadCalculation ManualBN-97-4-4 (RP-875) The Radiant Time Series Cooling Load Calculation Procedure Jeffrey D. Spitler calculations, derived from the heat balancemethod.It effectively replacesall other simpli- fied (non-heat
Springer Briefs in Energy Analysis A new series of books edited by
Hall, Charles A.S.
Springer Briefs in Energy Analysis A new series of books edited-world deployments of new technologies. Springer Briefs in Energy Analysis will cover into the role of energy in society with an emphasis on the methods
A Scientific Data Processing Framework for Time Series NetCDF Data
Gaustad, Krista L.; Shippert, Timothy R.; Ermold, Brian D.; Beus, Sherman J.; Daily, Jeffrey A.; Borsholm, Atle; Fox, Kevin M.
2014-10-01T23:59:59.000Z
ARM Data Integrator (ADI) is a framework to streamline the development of scientific algorithms that analyze time-series NetCDF data, and to improve the content and consistency of the output data products produced by these algorithms. ADI achieves these goals by automating the process of retrieving and preparing data for analysis, supporting the definition of output data products through a graphical interface, and providing a modular, flexible software development architecture. The input data, preprocessing, and output data specifications are defined through a graphical interface and stored in a database. ADI also includes a workflow for data integration, a library of software modules to support the workflow, and a source code generator that produces C, IDL and Python templates. Data preparation support includes automated retrieval of data from input files, merging the retrieved data into appropriately sized chunks, and transformation of the data onto a common coordinate system grid. Through the graphical interface, users can view the details of both their data products and those in the ARM catalog. The variable and attribute definitions of the existing data products can be used to build new output data products. In addition, the rules that make up the ARM archive’s data standards are laid on top of the view of the new data product providing the user with a visual cue indicating where their output violates an archive standard. The necessary configurations are stored in a database that is accessed by the ADI libraries. This paper discusses the ADI framework, its supporting components, and how ADI can significantly decrease the time and cost of implementing scientific algorithms while improving the ability of scientists to disseminate their results.
Detecting and interpreting distortions in hierarchical organization of complex time series
Dro?d?, Stanis?aw
2015-01-01T23:59:59.000Z
Hierarchical organization is a cornerstone of complexity and multifractality constitutes its central quantifying concept. For model uniform cascades the corresponding singularity spectra are symmetric while those extracted from empirical data are often asymmetric. Using the selected time series representing such diverse phenomena like price changes and inter-transaction times in the financial markets, sentence length variability in the narrative texts, Missouri River discharge and Sunspot Number variability as examples, we show that the resulting singularity spectra appear strongly asymmetric, more often left-sided but in some cases also right-sided. We present a unified view on the origin of such effects and indicate that they may be crucially informative for identifying composition of the time series. One particularly intriguing case of this later kind of asymmetry is detected in the daily reported Sunspot Number variability. This signals that either the commonly used famous Wolf formula distorts the real d...
Ruoxi Xiang; Michael Small
2014-06-18T23:59:59.000Z
In this work, the topologies of networks constructed from time series from an underlying system undergo a period doubling cascade have been explored by means of the prevalence of different motifs using an efficient computational motif detection algorithm. By doing this we adopt a refinement based on the $k$ nearest neighbor recurrence-based network has been proposed. We demonstrate that the refinement of network construction together with the study of prevalence of different motifs allows a full explosion of the evolving period doubling cascade route to chaos in both discrete and continuous dynamical systems. Further, this links the phase space time series topologies to the corresponding network topologies, and thus helps to understand the empirical "superfamily" phenomenon, as shown by Xu.
Subba Rao, Suhasini
A test for second order stationarity of a time series based on the Discrete Fourier Transform stationary. Exploiting this important property, we construct a Portmanteau type test statistic for testing stationarity of the time series. It is shown that under the null of stationarity, the test statistic has
Mesoscale variability in time series data: Satellite-based estimates for the U.S. JGOFS Bermuda TOPEX/PoseidonERS-1/2) are used to characterize, statistically, the mesoscale variability about the U to better understand the contribution of mesoscale eddies to the time series record and the model- data
Symbolic analysis of non-stationary time series
Tracy, Eugene R.
/control of period doubling bifurcations in internal combustion engines, classification of dynamics of fluidized bed, the system loses stability at some tfixed point unstable fixed point #12;Sherwood Meeting, Atlanta, March 1999 8 )t(r),t())t(,r(fr +-=+= 2&& ),r(f c
Symbolic Dynamic Analysis of Transient Time Series for Fault
Ray, Asok
. A recently developed data-driven technique, called the symbolic dynamic filtering (SDF) [8], has been shown), and Bayesian techniques [9]. Recently, in a two-part paper [10,11], an SDF-based algorithm for detection- stationarity made in SDF. Due to this assumption, SDF may not be able to adequately handle transient data
Spectral Analysis of Univariate and Bivariate Time Series
Percival, Don
be nonnegative, and hence the sdf SX(Â·) is a nonnegative function of frequency. Large values of the sdf tell us glossed over many details here, including the fact that a `proper' sdf does not exist for some stationary] for a heuristic development.) Because {Xt} is a real-valued process, the sdf is an even function; i.e., SX
Incremental Unsupervised Time Series Analysis using Merge Growing Neural Gas
Cremers, Daniel
, Nicolai v. Hoyningen-Huene, and Michael Beetz Technische Universit¨at M¨unchen, Intelligent Autonomous Systems Group, Boltzmannstrasse 3, 85747 Garching, Germany {andreaki,hoyninge,beetz}@cs.tum.edu Abstract instabilities during training. #12;2 A. Andreakis, N. v. Hoyningen-Huene, M. Beetz MGNG allows for online
Essays on time series and causality analysis in financial markets
Zohrabyan, Tatevik
2009-05-15T23:59:59.000Z
Financial market and its various components are currently in turmoil. Many large corporations are devising new ways to overcome the current market instability. Consequently, any study fostering the understanding of financial ...
Nonlinear quantum input-output analysis using Volterra series
Jing Zhang; Yu-xi Liu; Re-Bing Wu; Kurt Jacobs; Sahin Kaya Ozdemir; Lan Yang; Tzyh-Jong Tarn; Franco Nori
2014-08-04T23:59:59.000Z
Quantum input-output theory plays a very important role for analyzing the dynamics of quantum systems, especially large-scale quantum networks. As an extension of the input-output formalism of Gardiner and Collet, we develop a new approach based on the quantum version of the Volterra series which can be used to analyze nonlinear quantum input-output dynamics. By this approach, we can ignore the internal dynamics of the quantum input-output system and represent the system dynamics by a series of kernel functions. This approach has the great advantage of modelling weak-nonlinear quantum networks. In our approach, the number of parameters, represented by the kernel functions, used to describe the input-output response of a weak-nonlinear quantum network, increases linearly with the scale of the quantum network, not exponentially as usual. Additionally, our approach can be used to formulate the quantum network with both nonlinear and nonconservative components, e.g., quantum amplifiers, which cannot be modelled by the existing methods, such as the Hudson-Parthasarathy model and the quantum transfer function model. We apply our general method to several examples, including Kerr cavities, optomechanical transducers, and a particular coherent feedback system with a nonlinear component and a quantum amplifier in the feedback loop. This approach provides a powerful way to the modelling and control of nonlinear quantum networks.
Learning Dynamic Systems From Time-Series Data - An Application to Gene Regulatory Networks
Timoteo, Ivo J. P. M.; Holden, Sean B.
2015-01-01T23:59:59.000Z
the second half of the time-series data provided; that is, from the point when the pertur- bation is lifted, as we do not know the exact nature of the perturbation. The DREAM4 Challenge evaluated performance using the p-values for the area under the ROC curve... ., and Druzdzel, M. (2010). Learn- ing why things change: The difference-based causal- ity learner. In Proceedings of the Twenty-Sixth An- nual Conference on Uncertainty in Artificial Intelli- gence (UAI). Yip, K., Alexander, R., Yan, K., and Gerstein, M. (2010...
Voyant, Cyril; Muselli, Marc; Paoli, Christophe; Nivet, Marie Laure
2014-01-01T23:59:59.000Z
When a territory is poorly instrumented, geostationary satellites data can be useful to predict global solar radiation. In this paper, we use geostationary satellites data to generate 2-D time series of solar radiation for the next hour. The results presented in this paper relate to a particular territory, the Corsica Island, but as data used are available for the entire surface of the globe, our method can be easily exploited to another place. Indeed 2-D hourly time series are extracted from the HelioClim-3 surface solar irradiation database treated by the Heliosat-2 model. Each point of the map have been used as training data and inputs of artificial neural networks (ANN) and as inputs for two persistence models (scaled or not). Comparisons between these models and clear sky estimations were proceeded to evaluate the performances. We found a normalized root mean square error (nRMSE) close to 16.5% for the two best predictors (scaled persistence and ANN) equivalent to 35-45% related to ground measurements. F...
Multi-horizon solar radiation forecasting for Mediterranean locations using time series models
Voyant, Cyril; Muselli, Marc; Nivet, Marie Laure
2013-01-01T23:59:59.000Z
Considering the grid manager's point of view, needs in terms of prediction of intermittent energy like the photovoltaic resource can be distinguished according to the considered horizon: following days (d+1, d+2 and d+3), next day by hourly step (h+24), next hour (h+1) and next few minutes (m+5 e.g.). Through this work, we have identified methodologies using time series models for the prediction horizon of global radiation and photovoltaic power. What we present here is a comparison of different predictors developed and tested to propose a hierarchy. For horizons d+1 and h+1, without advanced ad hoc time series pre-processing (stationarity) we find it is not easy to differentiate between autoregressive moving average (ARMA) and multilayer perceptron (MLP). However we observed that using exogenous variables improves significantly the results for MLP . We have shown that the MLP were more adapted for horizons h+24 and m+5. In summary, our results are complementary and improve the existing prediction techniques ...
Studying accreting black holes and neutron stars with time series: beyond the power spectrum
S. Vaughan; P. Uttley
2008-02-04T23:59:59.000Z
The fluctuating brightness of cosmic X-ray sources, particularly accreting black holes and neutron star systems, has enabled enormous progress in understanding the physics of turbulent accretion flows, the behaviour of matter on the surfaces of neutron stars and improving the evidence for black holes. Most of this progress has been made by analysing and modelling time series data in terms of their power and cross spectra, as will be discussed in other articles in this volume. Recently, attempts have been made to make use of other aspects of the data, by testing for non-linearity, non-Gaussianity, time asymmetry and by examination of higher order Fourier spectra. These projects, which have been made possible by the vast increase in data quality and quantity over the past decade, are the subject of this article.
Time series of high resolution spectra of SN 2014J observed with the TIGRE telescope
Jack, D; Schroder, K -P; Schmitt, J H M M; Hempelmann, A; Gonzalez-Perez, J N; Trinidad, M A; Rauw, G; Sixto, J M Cabrera
2015-01-01T23:59:59.000Z
We present a time series of high resolution spectra of the Type Ia supernova 2014J, which exploded in the nearby galaxy M82. The spectra were obtained with the HEROS echelle spectrograph installed at the 1.2 m TIGRE telescope. We present a series of 33 spectra with a resolution of R = 20, 000, which covers the important bright phases in the evolution of SN 2014J during the period from January 24 to April 1 of 2014. The spectral evolution of SN 2014J is derived empirically. The expansion velocities of the Si II P-Cygni features were measured and show the expected decreasing behaviour, beginning with a high velocity of 14,000 km/s on January 24. The Ca II infrared triplet feature shows a high velocity component with expansion velocities of > 20, 000 km/s during the early evolution apart from the normal component showing similar velocities as Si II. Further broad P-Cygni profiles are exhibited by the principal lines of Ca II, Mg II and Fe II. The TIGRE SN 2014J spectra also resolve several very sharp Na I D doub...
Thermoacoustic instability - a dynamical system and time domain analysis
Sayadi, Taraneh; Schmid, Peter; Richecoeur, Franck; Massot, Marc
2013-01-01T23:59:59.000Z
This study focuses on the Rijke tube problem, which includes features relevant to the modeling of thermoacoustic coupling in reactive flows: a compact acoustic source, an empirical model for the heat source, and nonlinearities. This system features both linear and nonlinear flow regimes with complex dynamical behavior. In order to synthesize accurate time-series, we tackle this problem from a numerical point-of-view, and start by proposing a dedicated solver designed for dealing with the underlying stiffness, in particular, the retarded time and the discontinuity at the location of the heat source. Stability analysis is performed on the limit of the low amplitude perturbations by means of the projection method proposed by Jarlebring (2008), which alleviates the linearization of the retarded term. The results are then compared to the analytical solution of the undamped system, in addition to the analysis based on Galerkin projection. The method provides insight into the consequence of the simplification due to...
Roweis, Sam
Multiple Alignment of Continuous Time Series Jennifer Listgarten y , Radford M. Neal y , Sam T of continuousvalued time series from a stochastic process often contain systematic variations in rate time series generated by a noisy, stochastic process, large sys tematic sources of variability
Fractal analysis of time varying data
Vo-Dinh, Tuan (Knoxville, TN); Sadana, Ajit (Oxford, MS)
2002-01-01T23:59:59.000Z
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.
Bodruzzaman, M.; Essawy, M.A.
1996-03-31T23:59:59.000Z
Chaotic systems are known for their unpredictability due to their sensitive dependence on initial conditions. When only time series measurements from such systems are available, neural network based models are preferred due to their simplicity, availability, and robustness. However, the type of neural network used should be capable of modeling the highly non-linear behavior and the multi- attractor nature of such systems. In this paper we use a special type of recurrent neural network called the ``Dynamic System Imitator (DSI)``, that has been proven to be capable of modeling very complex dynamic behaviors. The DSI is a fully recurrent neural network that is specially designed to model a wide variety of dynamic systems. The prediction method presented in this paper is based upon predicting one step ahead in the time series, and using that predicted value to iteratively predict the following steps. This method was applied to chaotic time series generated from the logistic, Henon, and the cubic equations, in addition to experimental pressure drop time series measured from a Fluidized Bed Reactor (FBR), which is known to exhibit chaotic behavior. The time behavior and state space attractor of the actual and network synthetic chaotic time series were analyzed and compared. The correlation dimension and the Kolmogorov entropy for both the original and network synthetic data were computed. They were found to resemble each other, confirming the success of the DSI based chaotic system modeling.
Reverberation mapping of active galactic nuclei : The SOLA method for time-series inversion
Frank P. Pijpers; Ignaz Wanders
1994-06-27T23:59:59.000Z
In this paper a new method is presented to find the transfer function of the broad-line region in active galactic nuclei. The subtractive optimally localized averages (SOLA) method is a modified version of the Backus-Gilbert method and is presented as an alternative to the more often used maximum-entropy method. The SOLA method has been developed for use in helioseismology. It has been applied to the solar oscillation frequency splitting data currently available to deduce the internal rotation rate of the sun. The original SOLA method is reformulated in the present paper to cope with the slightly different problem of inverting time series. We use simulations to test the viability of the method and apply the SOLA method to the real data of the Seyfert-1 galaxy NGC 5548. We investigate the effects of measurement errors and how the resolution of the TF critically depends upon both the sampling rate and the photometric accuracy of the data. A uuencoded compressed postscript file of the paper which includes the figures is available by anonymous ftp at ftp://solaris.astro.uu.se/pub/articles/atmos/frank/PijWan.uue
PRECISE HIGH-CADENCE TIME SERIES OBSERVATIONS OF FIVE VARIABLE YOUNG STARS IN AURIGA WITH MOST
Cody, Ann Marie; Tayar, Jamie; Hillenbrand, Lynne A. [Department of Astrophysics, California Institute of Technology, MC 249-17, Pasadena, CA 91125 (United States); Matthews, Jaymie M. [Department of Physics and Astronomy, University of British Columbia, 6224 Agricultural Road, Vancouver, British Columbia V6T 1Z1 (Canada); Kallinger, Thomas, E-mail: amc@ipac.caltech.edu [Institut fuer Astronomie, Universitaet Wien, Tuerkenschanzstrasse 17, A-1180 Vienna (Austria)
2013-03-15T23:59:59.000Z
To explore young star variability on a large range of timescales, we have used the MOST satellite to obtain 24 days of continuous, sub-minute cadence, high-precision optical photometry on a field of classical and weak-lined T Tauri stars (TTSs) in the Taurus-Auriga star formation complex. Observations of AB Aurigae, SU Aurigae, V396 Aurigae, V397 Aurigae, and HD 31305 reveal brightness fluctuations at the 1%-10% level on timescales of hours to weeks. We have further assessed the variability properties with Fourier, wavelet, and autocorrelation techniques, identifying one significant period per star. We present spot models in an attempt to fit the periodicities, but find that we cannot fully account for the observed variability. Rather, all stars exhibit a mixture of periodic and aperiodic behavior, with the latter dominating stochastically on timescales less than several days. After removal of the main periodicity, periodograms for each light curve display power-law trends consistent with those seen for other young accreting stars. Several of our targets exhibited unusual variability patterns not anticipated by prior studies, and we propose that this behavior originates with the circumstellar disks. The MOST observations underscore the need for investigation of TTS light variations on a wide range of timescales in order to elucidate the physical processes responsible; we provide guidelines for future time series observations.
Statnikov, Alexander
, smoking and coughing might be both predictive of respiratory disease and helpful for diagnosis purposes. However, if smoking is a cause and coughing a conse- quence, acting on the cause (smoking) can change your health status, but not acting on the symptom or consequence (coughing). Thus it is extremely important
Abolmaesumi, Purang
Finding Statistics & Data at Queen's Sept/08 STATISTICS Facts & figures in tables, charts, time series, graphs, etc. 1. Statistics Canada www.statcan.ca English use the search box... REMEMBER: Don't Pay Contact madgic@queensu.ca to get statistics for free if faced with a fee! 2. Social
Pazzani, Michael J.
An Indexing Scheme for Fast Similarity Search in Large Time Series Databases Eamonn J. Keogh, California 92697 USA {eamonn,pazzani}@ics.uci.edu Abstract We address the problem of similarity search similar element of the bin. This bound allows us to search the bins in best first order, and to prune some
Kirchner, James W.
High-frequency precipitation and stream water quality time series from Plynlimon, Wales: an openly Colin Vincent,6 Kathryn Lehto,6 Simon Grant,2 Jeremy Williams,7 Margaret Neal,1 Heather Wickham,1 Sarah-element high- frequency water quality data set that is openly accessible to the research community. The data
Iriarte, Jose Luis
1994-01-01T23:59:59.000Z
Micro-phytoplankton (>20 gm cell size) was sampled in the upper 200 m of the water column at the Pacific equator, 140'W, during two JGOFS EqPac Time Series Studies, in order to determine the changes in the micro-phytoplanlcton ...
A Fuzzy-Convolution Model for Physical Action and Behaviour Pattern Recognition of 3D Time Series
Hu, Huosheng
A Fuzzy-Convolution Model for Physical Action and Behaviour Pattern Recognition of 3D Time Series-- Pattern Classification, Action Recognition, Fuzzy Classifiers, Signal Convolution. I. INTRODUCTION researchers in pattern recognition on the field of intelligent surveillance. Fuzzy logic has been extensively
Rabatel, Antoine
measurements. A recent time series of images from optical and SAR data are selected on 3 outlet glaciers well-scale areas. The limitations are cloudiness for optical data and high slope distortion on SAR images. I resolution, repeat coverage, radiometric calibration and stereo capabilities (automatic generation of DEM
ON MACHINE-LEARNED CLASSIFICATION OF VARIABLE STARS WITH SPARSE AND NOISY TIME-SERIES DATA
Richards, Joseph W.; Starr, Dan L.; Butler, Nathaniel R.; Bloom, Joshua S.; Crellin-Quick, Arien; Higgins, Justin; Kennedy, Rachel; Rischard, Maxime [Astronomy Department, University of California, Berkeley, CA 94720-7450 (United States); Brewer, John M., E-mail: jwrichar@stat.berkeley.edu [Astronomy Department, Yale University, New Haven, CT 06520-8101 (United States)
2011-05-20T23:59:59.000Z
With the coming data deluge from synoptic surveys, there is a need for frameworks that can quickly and automatically produce calibrated classification probabilities for newly observed variables based on small numbers of time-series measurements. In this paper, we introduce a methodology for variable-star classification, drawing from modern machine-learning techniques. We describe how to homogenize the information gleaned from light curves by selection and computation of real-numbered metrics (features), detail methods to robustly estimate periodic features, introduce tree-ensemble methods for accurate variable-star classification, and show how to rigorously evaluate a classifier using cross validation. On a 25-class data set of 1542 well-studied variable stars, we achieve a 22.8% error rate using the random forest (RF) classifier; this represents a 24% improvement over the best previous classifier on these data. This methodology is effective for identifying samples of specific science classes: for pulsational variables used in Milky Way tomography we obtain a discovery efficiency of 98.2% and for eclipsing systems we find an efficiency of 99.1%, both at 95% purity. The RF classifier is superior to other methods in terms of accuracy, speed, and relative immunity to irrelevant features; the RF can also be used to estimate the importance of each feature in classification. Additionally, we present the first astronomical use of hierarchical classification methods to incorporate a known class taxonomy in the classifier, which reduces the catastrophic error rate from 8% to 7.8%. Excluding low-amplitude sources, the overall error rate improves to 14%, with a catastrophic error rate of 3.5%.
IGR For GR/M76881/01: Generating Summaries of Time-Series Data (SumTime) Background/Context
Sripada, Yaji
of numerical time-series data. The modern world is being flooded with such data. For example, a typical gas-turbine worked in three domains: weather forecasts, summaries of gas-turbine sensor data, and summaries of sensor number of input data values; this meant it could not be used in our hospital and gas-turbine domains
Fluorescence spectrum analysis using Fourier series modeling for Fluorescein solution in Ethanol
Hadi, Mahasin F
2011-01-01T23:59:59.000Z
We have measured the fluorescence spectrum for fluorescein solution in ethanol with concentration 1 {\\times} 10-3 mol/liter at different temperatures from room temperature to freezing point of solvent, (T = 153, 183, 223, 253, and 303 K) using liquid nitrogen. Table curve 2D version 5.01 program has been used to determine the fitting curve and fitting equation for each fluorescence spectrum. Fourier series (3 {\\times} 2) was the most suitable fitting equation for all spectra. Theoretical fluorescence spectrum of fluorescein in ethanol at T = 183K was calculated and compared with experimental fluorescence spectrum at the same temperature. There is a good similarity between them.
Financial time series forecasting with a bio-inspired fuzzy model Jos Luis Aznarte a,
Granada, Universidad de
Alcalá-Fdez b , Antonio Arauzo-Azofra c , José Manuel Benítez b a Center for Energy and Processes (CEP series, as stock prices or level of indices, is a controversial issue which has been questioned nature, the most salient of which is the well-known ARMA model by Box and Jenkins (1970). However, due
FernÃ¡ndez de CÃ³rdoba, Pedro
Performance analysis of a series of hermetic reciprocating compressors working with R290 (propane Abstract In this paper, a series of compressors with different capacities and geometries working with propane as refrigerant are analyzed in terms of the compressor model developed by [E. Navarro, E. Granryd
Ryabko, Boris
2007-01-01T23:59:59.000Z
We address the problem of nonparametric estimation of characteristics for stationary and ergodic time series. We consider finite-alphabet time series and real-valued ones and the following four problems: i) estimation of the (limiting) probability (or estimation of the density for real-valued time series), ii) on-line prediction, iii) regression and iv) classification (or so-called problems with side information). We show that so-called archivers (or data compressors) can be used as a tool for solving these problems. In particular, firstly, it is proven that any so-called universal code (or universal data compressor) can be used as a basis for constructing asymptotically optimal methods for the above problems. (By definition, a universal code can "compress" any sequence generated by a stationary and ergodic source asymptotically till the Shannon entropy of the source.) And, secondly, we show experimentally that estimates, which are based on practically used methods of data compression, have a reasonable preci...
Sripada, Yaji
An Approach to Generating Summaries of Time Series Data in the Gas Turbine Domain Jin Yu and Jim an approach to generating summaries of time series data in the gas turbine domain using AI techniques. Through the production of textual summaries. We extend KBTA framework to the gas turbine domain and propose to generate
A Linear-Time Approach for Static Timing Analysis Covering All Process Corners
Najm, Farid N.
A Linear-Time Approach for Static Timing Analysis Covering All Process Corners Sari Onaissi into the timing analysis of a circuit. With the increase in the number of interesting process vari- ables process variations lead to circuit timing variability and a corresponding timing yield loss. Traditional
Time-series investigation of anomalous thermocouple responses in a liquid-metal-cooled reactor
Gross, K.C.; Planchon, H.P.; Poloncsik, J.
1988-03-24T23:59:59.000Z
A study was undertaken using SAS software to investigate the origin of anomalous temperature measurements recorded by thermocouples (TCs) in an instrumented fuel assembly in a liquid-metal-cooled nuclear reactor. SAS macros that implement univariate and bivariate spectral decomposition techniques were employed to analyze data recorded during a series of experiments conducted at full reactor power. For each experiment, data from physical sensors in the tests assembly were digitized at a sampling rate of 2/s and recorded on magnetic tapes for subsequent interactive processing with CMS SAS. Results from spectral and cross-correlation analyses led to the identification of a flow rate-dependent electromotive force (EMF) phenomenon as the origin of the anomalous TC readings. Knowledge of the physical mechanism responsible for the discrepant TC signals enabled us to device and justify a simple correction factor to be applied to future readings.
Looking for granulation and periodicity imprints in the sunspot time series
Lopes, Ilidio
2015-01-01T23:59:59.000Z
The sunspot activity is the end result of the cyclic destruction and regeneration of magnetic fields by the dynamo action. We propose a new method to analyze the daily sunspot areas data recorded since 1874. By computing the power spectral density of daily data series using the Mexican hat wavelet, we found a power spectrum with a well-defined shape, characterized by three features. The first term is the 22 yr solar magnetic cycle, estimated in our work to be of 18.43 yr. The second term is related to the daily volatility of sunspots. This term is most likely produced by the turbulent motions linked to the solar granulation. The last term corresponds to a periodic source associated with the solar magnetic activity, for which the maximum of power spectral density occurs at 22.67 days. This value is part of the 22-27 day periodicity region that shows an above-average intensity in the power spectra. The origin of this 22.67 day periodic process is not clearly identified, and there is a possibility that it can be...
Phase distribution and phase correlation of financial time series Ming-Chya Wu,1,
to determine the best price for a given item. Previous studies of financial sys- tems are usually based analysis in statistical mechanics is shown to be ap- plicable in the studies of market systems 2 are investigated based on the Dow Jones Industry Average and NASDAQ 10-min intraday data for a period from 1 Aug
Private and Dynamic Time-Series Data Aggregation with Trust Relaxation
of users along a specific time period. These statistics can then help the energy provider perform various operations such as load balancing and forecasting for potential acquirement. Despite its merits, statistical analyzer to compute global statistics over the set of individual inputs that are protected by some
Fernandez, Thomas
Comparative application of artificial neural networks and genetic algorithms for multivariate time of artificial neural networks and genetic algorithms in terms of forecasting and understanding of algal blooms-a, Microcystis, short-term prediction, artificial neural network model, genetic algorithm model, rule sets
DePaolo, Donald J.; Maher, Kate; Christensen, John N.; McManus,Jerry
2006-06-05T23:59:59.000Z
High precision uranium isotope measurements of marineclastic sediments are used to measure the transport and storage time ofsediment from source to site of deposition. The approach is demonstratedon fine-grained, late Pleistocene deep-sea sediments from Ocean DrillingProgram Site 984A on the Bjorn Drift in the North Atlantic. The sedimentsare siliciclastic with up to 30 percent carbonate, and dated by sigma 18Oof benthic foraminifera. Nd and Sr isotopes indicate that provenance hasoscillated between a proximal source during the last three interglacialperiods volcanic rocks from Iceland and a distal continental sourceduring glacial periods. An unexpected finding is that the 234U/238Uratios of the silicate portion of the sediment, isolated by leaching withhydrochloric acid, are significantly less than the secular equilibriumvalue and show large and systematic variations that are correlated withglacial cycles and sediment provenance. The 234U depletions are inferredto be due to alpha-recoil loss of234Th, and are used to calculate"comminution ages" of the sediment -- the time elapsed between thegeneration of the small (<_ 50 mu-m) sediment grains in the sourceareas by comminution of bedrock, and the time of deposition on theseafloor. Transport times, the difference between comminution ages anddepositional ages, vary from less than 10 ky to about 300 to 400 ky forthe Site 984A sediments. Long transport times may reflect prior storagein soils, on continental shelves, or elsewhere on the seafloor. Transporttime may also be a measure of bottom current strength. During the mostrecent interglacial periods the detritus from distal continental sourcesis diluted with sediment from Iceland that is rapidly transported to thesite of deposition. The comminution age approach could be used to dateQuaternary non-marine sediments, soils, and atmospheric dust, and may beenhanced by concomitant measurement of 226Ra/230Th, 230Th/234U, andcosmogenic nuclides.
Heal, Mathew R; Elton, Robert A; Hibbs, Leon R; Agius, Raymond M; Beverland, Iain J
2009-01-01T23:59:59.000Z
-soluble and total-extractable content of 11 trace metals determined in each sample. Time series were analysed using generalised additive Poisson regression models, including adjustment for minimum temperature and loess smoothing of trends. Methods were explored...
Hong, Tianzhen
2009-01-01T23:59:59.000Z
integrated heat balance calculations for loads, systems, andintegrated heat balance calculations for loads, systems, andloads calculation time steps per hour, the model solution algorithms (envelope heat
Mitchell, Christopher J [Los Alamos National Laboratory; Ahrens, James P [Los Alamos National Laboratory; Wang, Jun [UCF
2010-10-15T23:59:59.000Z
Petascale simulations compute at resolutions ranging into billions of cells and write terabytes of data for visualization and analysis. Interactive visuaUzation of this time series is a desired step before starting a new run. The I/O subsystem and associated network often are a significant impediment to interactive visualization of time-varying data; as they are not configured or provisioned to provide necessary I/O read rates. In this paper, we propose a new I/O library for visualization applications: VisIO. Visualization applications commonly use N-to-N reads within their parallel enabled readers which provides an incentive for a shared-nothing approach to I/O, similar to other data-intensive approaches such as Hadoop. However, unlike other data-intensive applications, visualization requires: (1) interactive performance for large data volumes, (2) compatibility with MPI and POSIX file system semantics for compatibility with existing infrastructure, and (3) use of existing file formats and their stipulated data partitioning rules. VisIO, provides a mechanism for using a non-POSIX distributed file system to provide linear scaling of 110 bandwidth. In addition, we introduce a novel scheduling algorithm that helps to co-locate visualization processes on nodes with the requested data. Testing using VisIO integrated into Para View was conducted using the Hadoop Distributed File System (HDFS) on TACC's Longhorn cluster. A representative dataset, VPIC, across 128 nodes showed a 64.4% read performance improvement compared to the provided Lustre installation. Also tested, was a dataset representing a global ocean salinity simulation that showed a 51.4% improvement in read performance over Lustre when using our VisIO system. VisIO, provides powerful high-performance I/O services to visualization applications, allowing for interactive performance with ultra-scale, time-series data.
Effect of uneven sampling on correlation dimension computed from time series data
Sandip V. George; G. Ambika; R. Misra
2014-10-16T23:59:59.000Z
Observational data, especially astrophysical data, is often limited by uneven sampling that arises due to lack of observations for a variety of reasons. Such inadvertent gaps are usually smoothed over using interpolation techniques. However the smoothing techniques can introduce artificial effects, especially when non-linear analysis is undertaken. We investigate how uneven sampling can affect the computed values of correlation dimension of the system, without using any interpolation. For this we introduce gaps artificially in synthetic data derived from standard chaotic systems, like the Rossler and Lorenz, with frequency of occurrence and size of missing data drawn from Gaussian distributions. Then we study the changes in correlation dimension with change in the distributions of frequency of gaps introduced and size of data removed. We find that for a considerable range of gap frequency and size, the value of correlation dimension is not significantly affected. This would mean that in such specific cases, the calculated values can still be reliable and acceptable. Thus our study introduces a method of checking the reliability of computed correlation dimension values by calculating the distribution of gaps with respect to its size and frequency and comparing with the standard plots presented in the paper. This is illustrated for real world examples of the data from three variable stars, R Scuti, U Monocerotis and SU Tauri. We also demonstrate how a cubic spline interpolation can cause an unevenly sampled noisy data to be misinterpreted as being chaotic in origin. This is demonstrated for the non chaotic light curve of variable star SS Cygni, which gives a saturated D2 value, when interpolated using a cubic spline.
Towards Interactive Timing Analysis for Designing Reactive Systems
Towards Interactive Timing Analysis for Designing Reactive Systems Insa Fuhrmann David Broman Steven Smyth Reinhard von Hanxleden Electrical Engineering and Computer Sciences University of California Interactive Timing Analysis for Designing Reactive Systems Insa Fuhrmann1 , David Broman2,3 , Steven Smyth1
SACI: Statistical Static Timing Analysis of Coupled Interconnects
Pedram, Massoud
in the circuit timing that stem from various sources of variations. However, static timing analysis (STA crosstalk effects in these circuits. As a result, crosstalk analysis and management have been classified line as a linear function of random variables and then use these r.v.'s to compute the circuit mo
Sripada, Yaji
generates summaries of sensor data from a gas turbine. Table 1. Part of a sample of time series data describe and evaluate SumTime-Turbine, a prototype system which uses this architecture to generate textual summaries of sensor data from gas turbines. 1 Introduction It is often said in the NLP community
Time-Frequency Analysis as Probabilistic Inference
Turner, Richard E.
2014-11-06T23:59:59.000Z
(see supplementary material). The computational complexity is determined by the cost of the Kalman smoother to be . In practice, optimization of the likelihood by the conjugate gradient algorithm converged far more quickly than alternatives like... -varying) signal-de- pendent adaptation of the representation. Similarly, corruption of a signal by noise or missing samples should introduce uncer- tainty into the values of the time-frequency representation; but again, no unified robust method exists...
Marzouk, Youssef; Fast P. (Lawrence Livermore National Laboratory, Livermore, CA); Kraus, M. (Peterson AFB, CO); Ray, J. P.
2006-01-01T23:59:59.000Z
Terrorist attacks using an aerosolized pathogen preparation have gained credibility as a national security concern after the anthrax attacks of 2001. The ability to characterize such attacks, i.e., to estimate the number of people infected, the time of infection, and the average dose received, is important when planning a medical response. We address this question of characterization by formulating a Bayesian inverse problem predicated on a short time-series of diagnosed patients exhibiting symptoms. To be of relevance to response planning, we limit ourselves to 3-5 days of data. In tests performed with anthrax as the pathogen, we find that these data are usually sufficient, especially if the model of the outbreak used in the inverse problem is an accurate one. In some cases the scarcity of data may initially support outbreak characterizations at odds with the true one, but with sufficient data the correct inferences are recovered; in other words, the inverse problem posed and its solution methodology are consistent. We also explore the effect of model error-situations for which the model used in the inverse problem is only a partially accurate representation of the outbreak; here, the model predictions and the observations differ by more than a random noise. We find that while there is a consistent discrepancy between the inferred and the true characterizations, they are also close enough to be of relevance when planning a response.
Time series association learning
Papcun, George J. (Santa Fe, NM)
1995-01-01T23:59:59.000Z
An acoustic input is recognized from inferred articulatory movements output by a learned relationship between training acoustic waveforms and articulatory movements. The inferred movements are compared with template patterns prepared from training movements when the relationship was learned to regenerate an acoustic recognition. In a preferred embodiment, the acoustic articulatory relationships are learned by a neural network. Subsequent input acoustic patterns then generate the inferred articulatory movements for use with the templates. Articulatory movement data may be supplemented with characteristic acoustic information, e.g. relative power and high frequency data, to improve template recognition.
Analysis of Wind Power and Load Data at Multiple Time Scales
Coughlin, Katie; Eto, J.H.
2010-12-20T23:59:59.000Z
In this study we develop and apply new methods of data analysis for high resolution wind power and system load time series, to improve our understanding of how to characterize highly variable wind power output and the correlations between wind power and load. These methods are applied to wind and load data from the ERCOT region, and wind power output from the PJM and NYISO areas. We use a wavelet transform to apply mathematically well-defined operations of smoothing and differencing to the time series data. This approach produces a set of time series of the changes in wind power and load (or ?deltas?), over a range of times scales from a few seconds to approximately one hour. A number of statistical measures of these time series are calculated. We present sample distributions, and devise a method for fitting the empirical distribution shape in the tails. We also evaluate the degree of serial correlation, and linear correlation between wind and load. Our examination of the data shows clearly that the deltas do not follow a Gaussian shape; the distribution is exponential near the center and appears to follow a power law for larger fluctuations. Gaussian distributions are frequently used in modeling studies. These are likely to over-estimate the probability of small to moderate deviations. This in turn may lead to an over-estimation of the additional reserve requirement (hence the cost) for high penetration of wind. The Gaussian assumption provides no meaningful information about the real likelihood of large fluctuations. The possibility of a power law distribution is interesting because it suggests that the distribution shape for of wind power fluctuations may become independent of system size for large enough systems.
Carter, Joshua A.; Winn, Joshua N., E-mail: carterja@mit.ed, E-mail: jwinn@mit.ed [Department of Physics and Kavli Institute for Astrophysics and Space Research, Massachusetts Institute of Technology, Cambridge, MA 02139 (United States)
2009-10-10T23:59:59.000Z
We consider the problem of fitting a parametric model to time-series data that are afflicted by correlated noise. The noise is represented by a sum of two stationary Gaussian processes: one that is uncorrelated in time, and another that has a power spectral density varying as 1/f{sup g}amma. We present an accurate and fast [O(N)] algorithm for parameter estimation based on computing the likelihood in a wavelet basis. The method is illustrated and tested using simulated time-series photometry of exoplanetary transits, with particular attention to estimating the mid-transit time. We compare our method to two other methods that have been used in the literature, the time-averaging method and the residual-permutation method. For noise processes that obey our assumptions, the algorithm presented here gives more accurate results for mid-transit times and truer estimates of their uncertainties.
Umbilical cord blood gas analysis at the time of
Aickelin, Uwe
Umbilical cord blood gas analysis at the time of delivery Maureen Harris, Sarah L. Beckley, Jonathan M. Garibaldi, Robert D. E Keith and Keith R. Greene Aims: it is now recommended that cord blood. In this paper our experience of cord blood analysis is described and the literature is reviewed to: (I) provide
Finite time analysis of an endoreversible fuel cell A. Vaudrey
Paris-Sud XI, Université de
Finite time analysis of an endoreversible fuel cell A. Vaudrey , P. Baucour, F. Lanzetta, R of this paper consists in a detailed thermodynamical description of a fuel cell, using finite time thermodynamics (FTT). Starting from the comparison beetween a reversible fuel cell and a Carnot heat engine
Analysis of a time-of-flight neutron spectrometer
Biggs, F.
1983-12-01T23:59:59.000Z
A neutron spectrometer is analyzed. The spectrum is resolved using a time-of-flight method in which the angular position of a rapidly spinning wheel is used to measure time. The measurement method is summarized, the data-analysis problem is formulated, units are discussed, the calibration technique is described, and a spectral transformation is developed.
Paris-Sud XI, UniversitÃ© de
Seismic Response Analysis of Different Buildings using Time- Invariant and Time- Variant Damping@obs.ujf-grenoble.fr Abstract Seismic signals are characterized by strong excitations, short durations, non-linearity and non has been introduced to help in adapting to the seismic signals where the amplitude is damped
Quantification of depth of anesthesia by nonlinear time series analysis of brain electrical activity
G. Widman; T. Schreiber; B. Rehberg; A. Hoeft; C. E. Elger
2000-07-20T23:59:59.000Z
We investigate several quantifiers of the electroencephalogram (EEG) signal with respect to their ability to indicate depth of anesthesia. For 17 patients anesthetized with Sevoflurane, three established measures (two spectral and one based on the bispectrum), as well as a phase space based nonlinear correlation index were computed from consecutive EEG epochs. In absence of an independent way to determine anesthesia depth, the standard was derived from measured blood plasma concentrations of the anesthetic via a pharmacokinetic/pharmacodynamic model for the estimated effective brain concentration of Sevoflurane. In most patients, the highest correlation is observed for the nonlinear correlation index D*. In contrast to spectral measures, D* is found to decrease monotonically with increasing (estimated) depth of anesthesia, even when a "burst-suppression" pattern occurs in the EEG. The findings show the potential for applications of concepts derived from the theory of nonlinear dynamics, even if little can be assumed about the process under investigation.
Time series analysis and feature extraction techniques for structural health monitoring applications
Overbey, Lucas A.
2008-01-01T23:59:59.000Z
rd Int’l Workshop on Structural Health Monitoring, StanfordExcitation for Structural Health Monitoring, Smart MaterialsExtraction in Structural Health Monitoring. Structural
Time series analysis of regional climate model performance Jason P. Evans
Evans, Jason
in Kansas, United States, including the First International Satellite Land Surface Climatology Project, both regional and global, has become apparent. Predictions of the energy and water balance to evapotranspiration and fails to close the energy budget. All of the models overestimate runoff and evapotranspiration
A Daily Time Series Analysis of Stream Water Phosphorus Concentrations Along an
Brett, Michael T.
, and coastal area eutrophication in the United States (NRC 1992; USEPA 1996; Carpenter and others 1998 eutrophication (Vollenweider 1976; Schindler 1977; Edmondson 1994). Increased nutrient inputs can stimulate with eutrophication, can also cause taste and odor problems in drinking water supplies (Falconer 1999), and toxins
Identification of statistical patterns in complex systems via symbolic time series analysis
Ray, Asok
, petrochemical, and networked transportation. This paper presents an information-theoretic approach, and Automation Society. #12;electric power generation plants, petrochemical plants, and networked transportation
Forecasting the S&P 500 index using time series analysis and simulation methods
Chan, Eric Glenn
2009-01-01T23:59:59.000Z
The S&P 500 represents a diverse pool of securities in addition to Large Caps. A range of audiences are interested in the S&P 500 forecasts including investors, speculators, economists, government and researchers. The ...
Software Selection for Reliability Optimization using Time Series Analysis and Machine Learning
Mu, Yali
2013-01-01T23:59:59.000Z
K-means Algorithms . . . . . . . . . . .reliability. . . . . . . . . . . . . . K-means algorithm. [of K-means . . . . . . . . . . . . . . . . . 4 Conclusions
Time Series Analysis c 2005 Prof. Yuh-Dauh Lyuu, National Taiwan University Page 708
Lyuu, Yuh-Dauh
be estimated by statistical techniques. c 2005 Prof. Yuh-Dauh Lyuu, National Taiwan University Page 717 GARCH heteroskedastic (GARCH) process. · The simplest GARCH(1, 1) process adds a2V 2 t-1 to the ARCH(1) process
Visual Market Sector Analysis for Financial Time Series Data Hartmut Ziegler1
Reiterer, Harald
of the stock market in 2008/2009, the United States housing bubble, and the 2010 Euro- pean sovereign debt. A simple start to better understand the behavior of financial markets is to observe historical events ("Dot
Thorsten Stahn; Laurent Gizon
2008-03-14T23:59:59.000Z
Quantitative helio- and asteroseismology require very precise measurements of the frequencies, amplitudes, and lifetimes of the global modes of stellar oscillation. It is common knowledge that the precision of these measurements depends on the total length (T), quality, and completeness of the observations. Except in a few simple cases, the effect of gaps in the data on measurement precision is poorly understood, in particular in Fourier space where the convolution of the observable with the observation window introduces correlations between different frequencies. Here we describe and implement a rather general method to retrieve maximum likelihood estimates of the oscillation parameters, taking into account the proper statistics of the observations. Our fitting method applies in complex Fourier space and exploits the phase information. We consider both solar-like stochastic oscillations and long-lived harmonic oscillations, plus random noise. Using numerical simulations, we demonstrate the existence of cases for which our improved fitting method is less biased and has a greater precision than when the frequency correlations are ignored. This is especially true of low signal-to-noise solar-like oscillations. For example, we discuss a case where the precision on the mode frequency estimate is increased by a factor of five, for a duty cycle of 15%. In the case of long-lived sinusoidal oscillations, a proper treatment of the frequency correlations does not provide any significant improvement; nevertheless we confirm that the mode frequency can be measured from gapped data at a much better precision than the 1/T Rayleigh resolution.
Detrended cross-correlation analysis for non-stationary time series with periodic trends
Podobnik, Boris
Compilation Index Visit the EPL website to read the latest articles published in cutting-edge fields all final acceptance decisions 1 Impact Factor The 2009 Impact Factor increased by 31% to 2
EXTREME VALUE ANALYSIS FOR CLIMATE TIME SERIES Institute for Mathematics Applied to Geosciences
Katz, Richard
Approach (Extremes + Non-Extremes) (8) Risk Communication under Climate Change #12;4 (1) Background Â· Use.isse.ucar.edu/staff/katz/ Lecture: Â·Â·Â·/staff/katz/docs/pdf/banffrwk.pdf #12;2 Quote "Climate change undermines a basic assumption Cycles (annual, diurnal) Trends (global climate change) Physically-based covariates (e. g., El NiÃ±o
Statistical Analysis and Time Series Models for Minimum/Maximum Temperatures
Sidorov, Nikita
temperatures, thereby reducing the adverse effect of global warming in the Antarctic Peninsula. Keywords that the observed increase in the minimum temperatures is a consequence of human activity rather than natural causes
R.H. Shumway and D.S. Stoffer Time Series Analysis and Its Applications
.1) and below: Write wti instead of wit, and write cov(wti, wtj) instead of cov(wit, wjt) for consistency. · p
A supply forecasting model for Zimbabwe's corn sector: a time series and structural analysis
Makaudze, Ephias
1993-01-01T23:59:59.000Z
The Zimbabwean government utilizes the corn supply forecasts to establish producer prices for the following growing season, estimate corn storage and handling costs, project corn import needs and associated costs, and to assess the Grain Marketing...
Use of Long Time-series ACRF Measurements to Improve Data Quality Analysis
Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)
AFDC Printable Version Share this resource Send a link to EERE: Alternative Fuels Data Center Home Page to someone by E-mail Share EERE: Alternative Fuels Data Center Home Page on Facebook Tweet about EERE: Alternative Fuels Data Center Home Page on Twitter Bookmark EERE: Alternative1 First Use of Energy for All Purposes (Fuel and Nonfuel), 2002; Level:Energy: Grid Integration Redefining What'sis Taking Over OurThe Iron SpinPrinceton PlasmaAfternoon4. Uranium purchasedUrbanHerbivores -Use
Time series analysis of AERI radiances for GCM testing and improvement
Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)
AFDC Printable Version Share this resource Send a link to EERE: Alternative Fuels Data Center Home Page to someone by E-mail Share EERE: Alternative Fuels Data Center Home Page on Facebook Tweet about EERE: Alternative Fuels Data Center Home Page on Twitter Bookmark EERE: Alternative1 First Use of Energy for All Purposes (Fuel and Nonfuel), 2002; Level:Energy: Grid Integration Redefining What'sis Taking Over OurThe Iron Spin Transition in2, 2003 (Next ReleaseThomasTheoriesClean1,6,
Recurrence time statistics: Versatile tools for genomic DNA sequence analysis
Gao, Jianbo
Recurrence time statistics: Versatile tools for genomic DNA sequence analysis Yinhe Cao1, Wen, and the genomes of many other organisms waiting to be sequenced, it has become increasingly important to develop from DNA sequences. One of the more important structures in a DNA se- quence is repeat-related. Often
Reachability Analysis of Time Basic Petri Nets: a Time Coverage Approach
Bellettini, Carlo
2011-01-01T23:59:59.000Z
We introduce a technique for reachability analysis of Time-Basic (TB) Petri nets, a powerful formalism for real- time systems where time constraints are expressed as intervals, representing possible transition firing times, whose bounds are functions of marking's time description. The technique consists of building a symbolic reachability graph relying on a sort of time coverage, and overcomes the limitations of the only available analyzer for TB nets, based in turn on a time-bounded inspection of a (possibly infinite) reachability-tree. The graph construction algorithm has been automated by a tool-set, briefly described in the paper together with its main functionality and analysis capability. A running example is used throughout the paper to sketch the symbolic graph construction. A use case describing a small real system - that the running example is an excerpt from - has been employed to benchmark the technique and the tool-set. The main outcome of this test are also presented in the paper. Ongoing work, ...
Ahmad, Sajjad
. Methods of Soil Analysis. Part 5. Mineralogical Methods. SSSA Book Series, no. 5. Chapter 2 Preparing Soils for Mineralogical Analyses D. A. SOUKUP, University of Nevada, Las Vegas B. J. BUCK, University of soil mineralogical analysis. The use of pre- treatments is often necessary to facilitate sample
Reliability analysis of electric power systems including time dependent sources
Kim, Younjong
1987-01-01T23:59:59.000Z
Chairman of Advisory Committee: Chanan Singh A method for reliability analysis of electric power systems with time dependent sources, such as photovoltaic and wind generation, is introduced. The fluctuating characteristic of unconventional generation... and active solar. wind, geothermal, and hydropower. Of all the renewable energy technologies that have been the focus of encouraging government and private R k D efforts, photovoltaic generation and wind turbine generation appear to be the leading...
Finite-time thermodynamic analysis of the Stirling engine
Ibrahim, O.M. [Univ. of Rhode Island, Kingston, RI (United States). Mechanical Engineering Dept.; Ladas, H.G. [Environmental Engineering Corp., North Kingstown, RI (United States)
1995-12-31T23:59:59.000Z
This paper presents a finite-time thermodynamic analysis of the Stirling engine cycle. A lumped-parameter thermodynamic model is used to describe the dynamic behavior of the Stirling engine. The mathematical formulation of this model is based on mass and energy balances with associated heat transfer rate equations. These governing equations are formulated into a set of ordinary differential equations, which are then solved numerically to obtain the dynamic behavior of the Stirling engine. Close inspection of the governing equations reveals that the time to complete on cycle, {tau} and the engine time constant, {tau}{sub c} always appear together in a dimensionless ratio. This ratio, {tau}/{tau}{sub c}, is defined here as the Finite-Time Parameter, FTP. The effects of FTP upon power output and efficiency, are studied. The results show that there exists an optimum power output for a given engine design, based on engine speed and heat-transfer contact time. The results also provide an engineering evaluation procedure to improve the efficiency and power output of Stirling engines.
Grzegorz Litak; Rodolfo Taccani; Krzysztof Urbanowicz; Janusz A. Holyst; Miroslaw Wendeker; Alessandro Giadrossi
2004-05-22T23:59:59.000Z
We report our results on non-periodic experimental time series of pressure in a single cylinder spark ignition engine. The experiments were performed for different levels of loading. We estimate the noise level in internal pressure calculating the coarse-grained entropy from variations of maximal pressures in successive cycles. The results show that the dynamics of the combustion is a nonlinear multidimensional process mediated by noise. Our results show that so defined level of noise in internal pressure is not monotonous function of loading.
Toward Real Time Data Analysis for Smart Grids
Yin, Jian; Gorton, Ian; Sharma, Poorva
2012-11-10T23:59:59.000Z
This paper describes the architecture and design of a novel system for supporting large-scale real-time data analysis for future power grid systems. The widespread deployment of renewable generation, smart grid controls, energy storage, plug-in hybrids, and new conducting materials will require fundamental changes in the operational concepts and principal components of the grid. As a result, the whole system becomes highly dynamic and requires constant adjusting based on real time data. Even though millions of sensors such as phase measurement units (PMU) and smart meters are being widely deployed, a data layer that can analyze this amount of data in real time is needed. Unlike the data fabric in other cloud services, the data layer for smart grids has some unique design requirements. First, this layer must provide real time guarantees. Second, this layer must be scalable to allow a large number of applications to access the data from millions of sensors in real time. Third, reliability is critical and this layer must be able to continue to provide service in face of failures. Fourth, this layer must be secure. We address these challenges though a scalable system architecture that integrates the I/O and data processing capability in a devise set of devices. Data process operations can be placed anywhere from sensors, data storage devices, to control centers. We further employ compression to improve performance. We design a lightweight compression customized for power grid data. Our system can reduce end-to-end response time by reduce I/O overhead through compression and overlap compression operations with I/O. The initial prototype of our system was demonstrated with several use cases from PNNL’s FPGI and show that our system can provide real time guarantees to a diverse set of applications.
Jensen, Deborah Larkey
2005-02-17T23:59:59.000Z
The purpose of this exploratory case study was to describe an expert teacher?s decision-making system during interactive instruction using teacher self-report information, classroom observation data, and physiological recordings. Timed recordings...
Mark W. Coffey
2008-12-09T23:59:59.000Z
We evaluate binomial series with harmonic number coefficients, providing recursion relations, integral representations, and several examples. The results are of interest to analytic number theory, the analysis of algorithms, and calculations of theoretical physics, as well as other applications.
Wang, Ruofan; Wang, Jiang; Deng, Bin, E-mail: dengbin@tju.edu.cn; Liu, Chen; Wei, Xile [Department of Electrical and Automation Engineering, Tianjin University, Tianjin (China)] [Department of Electrical and Automation Engineering, Tianjin University, Tianjin (China); Tsang, K. M.; Chan, W. L. [Department of Electrical Engineering, The Hong Kong Polytechnic University, Kowloon (Hong Kong)] [Department of Electrical Engineering, The Hong Kong Polytechnic University, Kowloon (Hong Kong)
2014-03-15T23:59:59.000Z
A combined method composing of the unscented Kalman filter (UKF) and the synchronization-based method is proposed for estimating electrophysiological variables and parameters of a thalamocortical (TC) neuron model, which is commonly used for studying Parkinson's disease for its relay role of connecting the basal ganglia and the cortex. In this work, we take into account the condition when only the time series of action potential with heavy noise are available. Numerical results demonstrate that not only this method can estimate model parameters from the extracted time series of action potential successfully but also the effect of its estimation is much better than the only use of the UKF or synchronization-based method, with a higher accuracy and a better robustness against noise, especially under the severe noise conditions. Considering the rather important role of TC neuron in the normal and pathological brain functions, the exploration of the method to estimate the critical parameters could have important implications for the study of its nonlinear dynamics and further treatment of Parkinson's disease.
Egbert, Stephen L.; Martí nez-Meyer, Enrique; Ortega-Huerta, Miguel; Peterson, A. Townsend
2002-06-01T23:59:59.000Z
to be the case, it may be possible to use AVHRR, MODIS, or similar imagery, either in raw form or as easily and cheaply derived datasets, as direct inputs to models that predict species’ distributions. II. METHODS In this pilot analysis, we selected... for Advanced Computational Infrastructure, Earth System Science (NPACI/ESS) Thrust. E.M-M. was supported by a graduate fellowship from the Direccion General de Asuntos del Personal Academico of the National University of Mexico (UNAM...
Fisk, William J.; Price, Phillip; Faulkner, David; Sullivan, Douglas; Dibartolomeo, Dennis; Federspiel, Cliff; Liu, Gang; Lahiff, Maureen
2002-01-01T23:59:59.000Z
In previous studies, increased ventilation rates and reduced indoor carbon dioxide concentrations have been associated with improvements in health at work and increased performance in work-related tasks. Very few studies have assessed whether ventilation rates influence performance of real work. This paper describes part one of a two-part analysis from a productivity study performed in a call center operated by a health maintenance organization. Outside air ventilation rates were manipulated, indoor air temperatures, humidities, and carbon dioxide concentrations were monitored, and worker performance data for advice nurses, with 30-minute resolution, were analyzed via multivariate linear regression to look for an association of performance with building ventilation rate, or with indoor carbon dioxide concentration (which is related to ventilation rate per worker). Results suggest that the effect of ventilation rate on worker performance in this call center was very small (probably less than 1%) or nil, over most of the range of ventilation rate experienced during the study (roughly 12 L s{sup -1} to 48 L s{sup -1} per person). However, there is some evidence suggesting performance improvements of 2% or more when the ventilation rate per person is very high, as indicated by indoor CO{sub 2} concentrations exceeding outdoor concentrations by less than 75 ppm.
MacDonell, M M; Peterson, J M
1989-05-01T23:59:59.000Z
The US Department of Energy, under its Surplus Facilities Management Program (SFMP), is responsible for cleanup activities at the Weldon-Spring site, located near Weldon Spring, Missouri. The site consists of two noncontiguous areas: (1) a raffinate pits and chemical plant area and (2) a quarry. This engineering evaluation/cost analysis (EE/CA) report has been prepared to support a proposed removal action to manage 15 nonprocess buildings, identified as the 15 Series buildings, at the chemical plant on the Weldon Spring site. These buildings have been nonoperational for more than 20 years, and the deterioration that has occurred during this time has resulted in a potential threat to site workers, the general public, and the environment. The EE/CA documentation of this proposed action is consistent with guidance from the US Environmental Protection Agency (EPA) that addresses removal actions at sites subject to the Comprehensive Environmental Response, Compensation, and Liability Act (CERCLA) of 1980, as amended by the Superfund Amendments and Reauthorization Act of 1986. Actions at the Weldon Spring site are subject to CERCLA requirements because the site is on the EPA`s National Priorities List. The objectives of this report are to (1) identify alternatives for management of the nonprocess buildings; (2) document the selection of response activities that will mitigate the potential threat to workers, the public, and the environment associated with these buildings; and (3) address environmental impacts associated with the proposed action.
NONE
1996-08-01T23:59:59.000Z
Four inactive liquid low-level waste (LLLW) tanks were scheduled for remedial actions as the Batch L Series I Tank Project during fiscal year (FY) 1995. These tanks are 3001-B, 3004-B, T-30, and 3013. The initial tank remediation project was conducted as a maintenance action. One project objective was to gain experience in remediation efforts (under maintenance actions) to assist in conducting remedial action projects for the 33 remaining inactive LLLW tanks. Batch I, Series 1 project activities resulted in the successful remediation of tanks 3001-B, 3004-B, and 3013. Tank T-30 remedial actions were halted as a result of information obtained during waste characterization activities. The conditions discovered on tank T-30 would not allow completion of tank removal and smelting as originally planned. A decision was made to conduct a root cause analysis of Tank T-30 events to identify and, where possible, correct weaknesses that, if uncorrected, could result in similar delays for completion of future inactive tank remediation projects. The objective of the analysis was to determine why a portion of expected project end results for Tank T-30 were not fully achieved. The root cause analysis evaluates project events and recommends beneficial improvements for application to future projects. This report presents the results of the Batch I, Series root cause analysis results and makes recommendations based on that analysis.
Analysis of real-time reservoir monitoring : reservoirs, strategies, & modeling.
Mani, Seethambal S.; van Bloemen Waanders, Bart Gustaaf; Cooper, Scott Patrick; Jakaboski, Blake Elaine; Normann, Randy Allen; Jennings, Jim (University of Texas at Austin, Austin, TX); Gilbert, Bob (University of Texas at Austin, Austin, TX); Lake, Larry W. (University of Texas at Austin, Austin, TX); Weiss, Chester Joseph; Lorenz, John Clay; Elbring, Gregory Jay; Wheeler, Mary Fanett (University of Texas at Austin, Austin, TX); Thomas, Sunil G. (University of Texas at Austin, Austin, TX); Rightley, Michael J.; Rodriguez, Adolfo (University of Texas at Austin, Austin, TX); Klie, Hector (University of Texas at Austin, Austin, TX); Banchs, Rafael (University of Texas at Austin, Austin, TX); Nunez, Emilio J. (University of Texas at Austin, Austin, TX); Jablonowski, Chris (University of Texas at Austin, Austin, TX)
2006-11-01T23:59:59.000Z
The project objective was to detail better ways to assess and exploit intelligent oil and gas field information through improved modeling, sensor technology, and process control to increase ultimate recovery of domestic hydrocarbons. To meet this objective we investigated the use of permanent downhole sensors systems (Smart Wells) whose data is fed real-time into computational reservoir models that are integrated with optimized production control systems. The project utilized a three-pronged approach (1) a value of information analysis to address the economic advantages, (2) reservoir simulation modeling and control optimization to prove the capability, and (3) evaluation of new generation sensor packaging to survive the borehole environment for long periods of time. The Value of Information (VOI) decision tree method was developed and used to assess the economic advantage of using the proposed technology; the VOI demonstrated the increased subsurface resolution through additional sensor data. Our findings show that the VOI studies are a practical means of ascertaining the value associated with a technology, in this case application of sensors to production. The procedure acknowledges the uncertainty in predictions but nevertheless assigns monetary value to the predictions. The best aspect of the procedure is that it builds consensus within interdisciplinary teams The reservoir simulation and modeling aspect of the project was developed to show the capability of exploiting sensor information both for reservoir characterization and to optimize control of the production system. Our findings indicate history matching is improved as more information is added to the objective function, clearly indicating that sensor information can help in reducing the uncertainty associated with reservoir characterization. Additional findings and approaches used are described in detail within the report. The next generation sensors aspect of the project evaluated sensors and packaging survivability issues. Our findings indicate that packaging represents the most significant technical challenge associated with application of sensors in the downhole environment for long periods (5+ years) of time. These issues are described in detail within the report. The impact of successful reservoir monitoring programs and coincident improved reservoir management is measured by the production of additional oil and gas volumes from existing reservoirs, revitalization of nearly depleted reservoirs, possible re-establishment of already abandoned reservoirs, and improved economics for all cases. Smart Well monitoring provides the means to understand how a reservoir process is developing and to provide active reservoir management. At the same time it also provides data for developing high-fidelity simulation models. This work has been a joint effort with Sandia National Laboratories and UT-Austin's Bureau of Economic Geology, Department of Petroleum and Geosystems Engineering, and the Institute of Computational and Engineering Mathematics.
A time and frequency domain analysis of contrarian trading strategies/
Chaudhuri, Shomesh E
2014-01-01T23:59:59.000Z
This thesis applies time and frequency domain analyses to a high-frequency market making strategy to study the profitability of liquidity provision over multiple time horizons from 1964 to 2013. Using daily returns and ...
Spectral analysis of finite-time correlation matrices near equilibrium phase transitions
Vinayak; T. Prosen; B. Buca; T. H. Seligman
2014-11-20T23:59:59.000Z
We study spectral densities for systems on lattices, which, at a phase transition display, power-law spatial correlations. Constructing the spatial correlation matrix we prove that its eigenvalue density shows a power law that can be derived from the spatial correlations. In practice time series are short in the sense that they are either not stationary over long time intervals or not available over long time intervals. Also we usually do not have time series for all variables available. We shall make numerical simulations on a two-dimensional Ising model with the usual Metropolis algorithm as time evolution. Using all spins on a grid with periodic boundary conditions we find a power law, that is, for large grids, compatible with the analytic result. We still find a power law even if we choose a fairly small subset of grid points at random. The exponents of the power laws will be smaller under such circumstances. For very short time series leading to singular correlation matrices we use a recently developed technique to lift the degeneracy at zero in the spectrum and find a significant signature of critical behavior even in this case as compared to high temperature results which tend to those of random matrix models.
Object-Oriented Real-Time Systems Analysis and Design Issues
Fayad, Mohamed
-time systems. The assumption was made that the analysis and design methodology was fully object-oriented (O) The fundamental issues in real-time systems (hard and soft) are the view of the processes (critical, eObject-Oriented Real-Time Systems Analysis and Design Issues Workshop Co-Chairs Mohamed E. Fayad
ADAPTIVE SHORT-TIME ANALYSIS-SYNTHESIS FOR SPEECH ENHANCEMENT Prabahan Basu, Patrick J. Wolfe
ADAPTIVE SHORT-TIME ANALYSIS-SYNTHESIS FOR SPEECH ENHANCEMENT Prabahan Basu, Patrick J. Wolfe a multiresolution short-time analysis method for speech enhancement. It is well known that fixed reso- lution-synthesis scheme for speech enhance- ment in which the adaptation is based on a measure of local time- frequency
Unfolding of time Petri nets for quantitative time analysis Medesu Sogbohossou and David Delfieu
Paris-Sud XI, Université de
are interesting formalism with expressing power of true parallelism or concurrency in discrete events systems. Time Petri nets (TPN) [1] are timed extension often used to modelize realtime systems. Thanks://www.irccyn.ec-nantes.fr Abstract. The verification of properties on a Time Petri net is often based on the state class graph
Statistical static timing analysis considering process variations and crosstalk
Veluswami, Senthilkumar
2005-11-01T23:59:59.000Z
.................................................................................................. 9 D. Testable Paths .......................................................................................... 15 III. SOLUTION METHODOLOGY...................................................................... 17 A. Delay Model................................................................................................ 17 B. Process Variations.................................................................................... 17 C. Crosstalk .................................................................................................. 23 D. Statistical Timing...
Upasani, Neeraj Sudhir
2001-01-01T23:59:59.000Z
Competitive design of modern digital circuits requires high performance at reduced cost and time-to-market. Hence, accurate timing analysis is essential in the design and test of digital integrated circuits. With reduced feature sizes and increasing...
Contreras, R. [INAF-Osservatorio Astronomico di Bologna, via Ranzani 1, 40127, Bologna (Italy); Catelan, M. [Departamento de AstronomIa y Astrofisica, Pontificia Universidad Catolica de Chile, Av. Vicuna Mackenna 4860, 782-0436 Macul, Santiago (Chile); Smith, H. A.; Kuehn, C. A. [Department of Physics and Astronomy, Michigan State University, East Lansing, MI 48824 (United States); Pritzl, B. J. [Department of Physics and Astronomy, University of Wisconsin, Oshkosh, WI 54901 (United States); Borissova, J. [Departamento de Fisica y AstronomIa, Facultad de Ciencias, Universidad de ValparaIso, Ave. Gran Bretana 1111, Playa Ancha, Casilla 5030, ValparaIso (Chile)
2010-12-15T23:59:59.000Z
We present new time-series CCD photometry, in the B and V bands, for the moderately metal-rich ([Fe/H] {approx_equal} -1.3) Galactic globular cluster M62 (NGC 6266). The present data set is the largest obtained so far for this cluster and consists of 168 images per filter, obtained with the Warsaw 1.3 m telescope at the Las Campanas Observatory and the 1.3 m telescope of the Cerro Tololo Inter-American Observatory, in two separate runs over the time span of 3 months. The procedure adopted to detect the variable stars was the optimal image subtraction method (ISIS v2.2), as implemented by Alard. The photometry was performed using both ISIS and Stetson's DAOPHOT/ALLFRAME package. We have identified 245 variable stars in the cluster fields that have been analyzed so far, of which 179 are new discoveries. Of these variables, 133 are fundamental mode RR Lyrae stars (RRab), 76 are first overtone (RRc) pulsators, 4 are type II Cepheids, 25 are long-period variables (LPVs), 1 is an eclipsing binary, and 6 are not yet well classified. Such a large number of RR Lyrae stars places M62 among the top two most RR Lyrae-rich (in the sense of total number of RR Lyrae stars present) globular clusters known in the Galaxy, second only to M3 (NGC 5272) with a total of 230 known RR Lyrae stars. Since this study covers most but not all of the cluster area, it is not unlikely that M62 is in fact the most RR Lyrae-rich globular cluster in the Galaxy. In like vein, thanks to the time coverage of our data sets, we were also able to detect the largest sample of LPVs known so far in a Galactic globular cluster. We analyze a variety of Oosterhoff type indicators for the cluster, including mean periods, period distribution, Bailey diagrams, and Fourier decomposition parameters (as well as the physical parameters derived therefrom). All of these indicators clearly show that M62 is an Oosterhoff type I system. This is in good agreement with the moderately high metallicity of the cluster, in spite of its predominantly blue horizontal branch morphology-which is more typical of Oosterhoff type II systems. We thus conclude that metallicity plays a key role in defining Oosterhoff type. Finally, based on an application of the 'A-method', we conclude that the cluster RR Lyrae stars have a similar He abundance as M3, although more work on the temperatures of the M62 RR Lyrae is needed before this result can be conclusively established.
A space-time processing and spectral analysis methodology
Finlay, Christopher
and interpretation of time-longitude plots, frequency-wavenumber power spectra, and of Radon transform methods and very long period field components is described and justified. Finally use of these tools to investigate
Pyrtle, Frank
1999-01-01T23:59:59.000Z
, while minimizing mass. Current technology, such as Radioisotope Thermoelectric Generators (RTG's) are reliable, but do not supply the power conversion efficiencies desired for future space missions. That leads to Alkali Metal Thermal to Electric...-series cells to generate electricity for the deep space vehicle. The higher efficiency of AMTEC compared to other conversion technologies, such as Radioisotope Thermoelectric Generators (RTG's), results in less energy source material being launched...
Effective time-independent analysis for quantum kicked systems
Jayendra N. Bandyopadhyay; Tapomoy Guha Sarkar
2014-09-04T23:59:59.000Z
We present a mapping of potentially chaotic time-dependent quantum kicked systems to an equivalent effective time-independent scenario, whereby the system is rendered integrable. The time-evolution is factorized into an initial kick, followed by an evolution dictated by a time-independent Hamiltonian and a final kick. This method is applied to the kicked top model. The effective time-independent Hamiltonian thus obtained, does not suffer from spurious divergences encountered if the traditional Baker-Cambell-Hausdorff treatment is used. The quasienergy spectrum of the Floquet operator is found to be in excellent agreement with the energy levels of the effective Hamiltonian for a wide range of system parameters. The density of states for the effective system exhibits sharp peak-like features, pointing towards quantum criticality. The dynamics in the classical limit of the integrable effective Hamiltonian shows remarkable agreement with the non-integrable map corresponding to the actual time-dependent system in the non-chaotic regime. This suggests that the effective Hamiltonian serves as a substitute for the actual system in the non-chaotic regime at both the quantum and classical level.
Chang, S -W; Hartman, J D
2015-01-01T23:59:59.000Z
We introduce new methods for robust high-precision photometry from well-sampled images of a non-crowded field with a strongly varying point-spread function. For this work, we used archival imaging data of the open cluster M37 taken by MMT 6.5m telescope. We find that the archival light curves from the original image subtraction procedure exhibit many unusual outliers, and more than 20% of data get rejected by the simple filtering algorithm adopted by early analysis. In order to achieve better photometric precisions and also to utilize all available data, the entire imaging database was re-analyzed with our time-series photometry technique (Multi-aperture Indexing Photometry) and a set of sophisticated calibration procedures. The merit of this approach is as follows: we find an optimal aperture for each star with a maximum signal-to-noise ratio, and also treat peculiar situations where photometry returns misleading information with more optimal photometric index. We also adopt photometric de-trending based on ...
Analysis of survival times using Bayesian networks Helge Langseth
Langseth, Helge
the OREDA database. 1 INTRODUCTION The proportional hazards model has been the state of the art for analysis-life dataset from the \\O shore REliability DAta" (OREDA) database (Sandtorv et al. 1996), (OREDA-97 1997). The OREDA data collection has been ongoing since the early eighties, and has for the last seven years been
Analysis of Cardio-respiratory Dynamics during Mental Stress using (Partial) Time-Frequency Spectra
important to determine the mechanisms un- derlying stress. In this paper, we aim at studying the cardio-respiratory to conduct a combined analysis of the cardio-respiratory system. In this study, we will perform cross timeAnalysis of Cardio-respiratory Dynamics during Mental Stress using (Partial) Time-Frequency Spectra
Linear Compositional Delay Model for the Timing Analysis of Sub-Powered Combinational Circuits
Linear Compositional Delay Model for the Timing Analysis of Sub-Powered Combinational Circuits the propagation delay through nanometer CMOS circuits is highly desirable. Statistical Static Timing Analysis to accurately capture the circuit behaviour. In view of this we introduce an Inverse Gaussian Distribution (IGD
Reservoir analysis using production decline data and adjusted time
McCray, Thomas Lee
1990-01-01T23:59:59.000Z
-pressure approximation which provides a straight- line relationship and allows us to determine shape factor and reserves. In the following section we verify this relationship with simulated data. VERIFICATION OF VARIABLE-PRESSURE APPROXIMATION WITH SIMULATED DATA We... = Dtt (37) Combining Eqs 35 and 37 45 (3g) This provides us with an analytical approach to decline curve analysis. Initial reserves in place can be determined by type curve matching post-transient flow data (which will match the empirical solutions...
Parameters’ Covariance in Neutron Time of Flight Analysis – Explicit Formulae
Odyniec, M. [NSTec; Blair, J. [NSTec
2014-12-01T23:59:59.000Z
We present here a method that estimates the parameters’ variance in a parametric model for neutron time of flight (NToF). The analytical formulae for parameter variances, obtained independently of calculation of parameter values from measured data, express the variances in terms of the choice, settings, and placement of the detector and the oscilloscope. Consequently, the method can serve as a tool in planning a measurement setup.
Characterization of Cardio signals by time-frequency domain analysis
Sayan Mukherjee; Sanjay Kumar Palit; Santo Banerjee; MRK Ariffin; Lamberto Rondoni; Dilip Kumar Bhattacharya
2014-09-04T23:59:59.000Z
Long term behavior of nonlinear deterministic continuous time signals can be studied in terms of their reconstructed attractors. Reconstructed attractors of a continuous signal are meant to be topologically equivalent representations of the dynamics of the unknown dynamical system which generates the signal. Sometimes, geometry of the attractor or its complexity may give important information on the system of interest. However, if the trajectories of the attractor behave as if they are not coming from continuous system or there exists many spike like structures on the path of the system trajectories, then there is no way to characterize the shape of the attractor. In this article, the traditional attractor reconstruction method is first used for two types of ECG signals: Normal healthy persons (NHP) and Congestive Heart failure patients (CHFP). As common in such a framework, the reconstructed attractors are not at all well formed and hence it is not possible to adequately characterize their geometrical features. Thus, we incorporate frequency domain information to the given time signals. This is done by transforming the signals to a time frequency domain by means of suitable Wavelet transforms (WT). The transformed signal concerns two non homogeneous variables and is still quite difficult to use to reconstruct some dynamics out of it. By applying a suitable mapping, this signal is further converted into integer domain and a new type of 3D plot, called integer lag plot, which characterizes and distinguishes the ECG signals of NHP and CHFP, is finally obtained.
Translation invariant time-dependent massive gravity: Hamiltonian analysis
Jihad Mourad; Karim Noui; Danièle A. Steer
2014-07-10T23:59:59.000Z
The canonical structure of the massive gravity in the first order moving frame formalism is studied. We work in the simplified context of translation invariant fields, with mass terms given by general non-derivative interactions, invariant under the diagonal Lorentz group, depending on the moving frame as well as a fixed reference frame. We prove that the only mass terms which give 5 propagating degrees of freedom are the dRGT mass terms, namely those which are linear in the lapse. We also complete the Hamiltonian analysis with the dynamical evolution of the system.
NREL: Awards and Honors - Real-Time Biomass Analysis
Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)
AFDC Printable Version Share this resource Send a link to EERE: Alternative Fuels Data Center Home Page to someone by E-mail Share EERE: Alternative Fuels Data Center Home Page on Facebook Tweet about EERE: Alternative Fuels Data Center Home Page on Twitter Bookmark EERE: Alternative1 First Use of Energy for All Purposes (Fuel and Nonfuel), 2002; Level: National5Saleshttp://www.fnal.gov/directorate/nalcal/nalcal02_07_05_files/nalcal.gifNREL NREL RefinesAnalysis Software TREAT
Performance analysis of symbol timing estimators for time-varying MIMO channels
Panduru, Flaviu Gabriel
2004-11-15T23:59:59.000Z
antennas and M denotes the number of receive antennas, the 2 X 2 system used by S.-A. Yangand J. Wu and the 4 X 4system used by Y.-C. Wu and E. Serpedin. The second model has been extended to take into account the symbol time-varying fading. The theoretical...
Supernova Legacy Survey (SNLS) : real time operations and photometric analysis
N. Palanque-Delabrouille; for the SNLS collaboration
2005-09-15T23:59:59.000Z
Type Ia supernovae (SN Ia) have provided the first evidence for an accelerating universe and for the existence of an unknown ``dark energy'' driving this expansion. The 5-year Supernova Legacy Survey (SNLS) will deliver \\~700 type Ia supernovae and as many type II supernovae with well-sampled light curves in 4 filters g', r', i' and z'. The current status of the project will be presented, along with the real time processing leading to the discovery and spectroscopic observation of the supernovae. We also present an offline selection of the SN candidates which aims at identifying and eliminating potential selection biases.
International Workshop on Analysis Tools and Methodologies for Embedded and Real-time
Lipari, Giuseppe
1st International Workshop on Analysis Tools and Methodologies for Embedded and Real-time Systems application areas, from Real- Time Operating Systems to distributed systems, from safety critical to soft real of the International Workshop on Anaysis Tools and Methodologies for Embedded and Real-time Systems (WATERS
JLA Journal of Legal Analysis Ho, Quinn, Did a Switch in Time Save Nine?
Kammen, Daniel M.
JLA Journal of Legal Analysis Ho, Quinn, Did a Switch in Time Save Nine? Winter 2010: Volume 2 ~ 1 DiD a Switch in time Save nine?1 Daniel E. Ho2 and Kevin M. Quinn3 AbstrAct Franklin Delano Roosevelt's court-packing plan of 1937 and the "switch in time that saved nine" animate central questions
Discrete-Time, Cyclostationary Phase-Locked Loop Model for Jitter Analysis
Nikolic, Borivoje
Discrete-Time, Cyclostationary Phase-Locked Loop Model for Jitter Analysis Socrates D. Vamvakos Sciences, Berkeley, CA 94720 USA Abstract Â Timing jitter is one of the most significant phase- locked loop to develop the tools necessary to study and predict PLL jitter performance at design time. In this paper
Vermont, University of
-crop agriculture in Brazil Gillian L. Galford a,b,, John F. Mustard a , Jerry Melillo b , Aline Gendrin a Nuclear na Agricultura, Universidade de São Paulo, Brazil e Escola Superior de Agricultura Luiz de Queiroz from natural vegetation and pastures to row-crop agricultural with the potential to affect regional
Gordon, Geoffrey J.
. Hierarchical clustering with complete linkage 3. Hierarchical clustering with average linkage 4. K-means distance than two from the same true cluster. · K-means or GMM is most likely. Hierarchical clustering one for specific data 2. Master the common classification methods and make the comparison 3
Simulation analysis of moored fluorometer time series from the Mid-Atlantic Bight during 1987--1990
Walsh, J.J.
1990-01-01T23:59:59.000Z
The goal of the previous research during 1987-1990 within the DOE (Department of Energy) Shelf Edge Exchange Processes (SEEP) program in the Mid-Atlantic Bight was to understand the physical and biogeochemical processes effecting the diffusive exchange of the proxies of energy-related, by-products associated with particulate matter between estuarine, shelf, and slope waters on this continental margin. As originally envisioned in the SEEP program plan, SEEP-III would take place at Cape Hatteras to study the advective exchange of materials by a major boundary current. One problem of continuing interest is the determination of the local assimilative capacity of slope waters and sediments off the eastern seaboard of the US to lengthen the pathway between potentially harmful energy by-products and man. At basin scales, realistic specification of the lateral transport by western boundary currents of particulate matter is a necessary input to global models of carbon/nitrogen cycling. Finally, at these global scales, the generic role of continental margins in cycling greenhouse gases, e.g. CO{sub 2}, CH{sub 4}, and N{sub 2}O, is now of equal interest. This continuing research of model construction and evaluation within the SEEP program focuses on all three questions at local, regional, and basin scales. Results from SEEP-I and II are discussed as well as plans for SEEP-III. 14 figs., 3 tabs.
Methods for time series analysis of RNA-seq data with application to human Th17 cell differentiation
Butty, Vincent
Motivation: Gene expression profiling using RNA-seq is a powerful technique for screening RNA species’ landscapes and their dynamics in an unbiased way. While several advanced methods exist for differential expression ...
Analysis of digital timing methods with DRS4 board
Du, Cheng-Ming; Yang, Hai-Bo; Cheng, Ke; Zhang, Xiu-Ling; Xu, Hu-Shan; Hu, Zheng-Guo; Sun, Zhi-Yu
2015-01-01T23:59:59.000Z
Digital Pulse Processing (DPP) modules are being used to replace the analog electronics modular in modern physics experiments for processing the original signals from detectors. A new DPP modules based on domino ring sampler version 4 (DRS4) and multiple methods for processing arrival times are presented in this paper. In the experiments, the detectors were irradiated with 511keV gama ray from a 22Na source.The detectors consitsts of LaBr3 scintillators and XP20D0 Photomultiplier Tubes(PMTs), and the acquiring system was a 8+1 channels DRS4 board.Multiple DPP including (1)leading-edge discrimination, (2)constant-fraction zero-crossing discrimination and (3)digital constant fraction discrimination were inverstigated. The best time resolution is 194.7ps FWHM, obtained by constant fraction discrimination method, which is better than the other DPP methods and the traditional analog systems using the same detectors. The DRS4 board and DPP methods can be applied to supplement positron emission tomography (PET) with...
Time-dependent analysis of a fiber-optic passive-loop resonator
Crosignani, B.; Yariv, A.; Di Porto, P.
1986-04-01T23:59:59.000Z
A time-dependent analysis of an all-single-mode fiber-optic resonator is presented in which the input field is allowed to exhibit an arbitrary dependence on time. In particular, the transmissivity of the resonator is evaluated for an input field possessing an arbitrary temporal coherence, which allows one to consider the role of the source coherence time as compared with the fiber time delay.
Dabir, Aditi Sandeep
2010-07-14T23:59:59.000Z
AUTOMATION OF THE LAGUERRE EXPANSION TECHNIQUE FOR ANALYSIS OF TIME-RESOLVED FLUORESCENCE SPECTROSCOPY DATA A Thesis by ADITI SANDEEP DABIR Submitted to the Office of Graduate Studies of Texas A&M University in partial... fulfillment of the requirements for the degree of MASTER OF SCIENCE December 2009 Major Subject: Biomedical Engineering AUTOMATION OF THE LAGUERRE EXPANSION TECHNIQUE FOR ANALYSIS OF TIME-RESOLVED FLUORESCENCE SPECTROSCOPY DATA A Thesis...
Engineering Instutute Seminar Series
Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)
Engineering Institute Engineering Instutute Seminar Series Engineering Instutute Seminar Series Calendar Contact Professional Staff Assistant Jutta Kayser Engineering Institute...
2007-01-01T23:59:59.000Z
for quantitative analysis of T cell Erk regulation and IL-2 production Lucia Willea,1, Melissa L. Kempb,1, Peter Sandyc, Christina L. Lewisb, Douglas A. Lauffenburgera,b,c, a Massachusetts Institute of Technology, Department of Biology, 77 Massachusetts Avenue, Cambridge, MA 02139, United States b Massachusetts Institute
Oxford, University of
Formal Analysis and Validation of Continuous-Time Markov Chain based System Level Power Management that competitive analysis based power management strategies can be automatically analyzed for proving competitive bounds and for validating power management strate- gies using the SMV model checker. In this paper, we
Oxford, University of
Formal Analysis and Validation of ContinuousTime Markov Chain based System Level Power Management that competitive analysis based power management strategies can be automatically analyzed for proving competitive bounds and for validating power management strate gies using the SMV model checker. In this paper, we
Statistical analysis of the electrical breakdown time delay distributions in krypton
Maluckov, Cedomir A.; Karamarkovic, Jugoslav P.; Radovic, Miodrag K.; Pejovic, Momcilo M. [Technical Faculty in Bor, University of Belgrade, Vojske Jugoslavije 24, 19210 Bor (Serbia and Montenegro); Faculty of Civil Engineering and Architecture, University of Nis, Beogradska 14, 18000 Nis (Serbia and Montenegro); Faculty of Sciences and Mathematics, University of Nis, P.O. Box 224, 18001 Nis (Serbia and Montenegro); Faculty of Electronic Engineering, University of Nis, P.O. Box 73, 18001 Nis (Serbia and Montenegro)
2006-08-15T23:59:59.000Z
The statistical analysis of the experimentally observed electrical breakdown time delay distributions in the krypton-filled diode tube at 2.6 mbar is presented. The experimental distributions are obtained on the basis of 1000 successive and independent measurements. The theoretical electrical breakdown time delay distribution is evaluated as the convolution of the statistical time delay with exponential, and discharge formative time with Gaussian distribution. The distribution parameters are estimated by the stochastic modelling of the time delay distributions, and by comparing them with the experimental distributions for different relaxation times, voltages, and intensities of UV radiation. The transition of distribution shapes, from Gaussian-type to the exponential-like, is investigated by calculating the corresponding skewness and excess kurtosis parameters. It is shown that the mathematical model based on the convolution of two random variable distributions describes experimentally obtained time delay distributions and the separation of the total breakdown time delay to the statistical and formative time delay.
Analysis of Stability and Performance of Adaptation Algorithms with Time-invariant Gains
parameters of linear regression models are investigated. The considered class of algorithms apply linear time adaptation task is to estimate the parameter vector h t in a linear regression y t = ' #3; t h t + v t ; (1 straightforward. Performance analysis in the presence of a non-negligible time- varying feedback is performed
Microfluidic single cell real-time PCR for comparative analysis of gene expression patterns
Quake, Stephen R.
Microfluidic single cell real-time PCR for comparative analysis of gene expression patterns collection. We present here a high-content microfluidic real-time platform as a powerful tool expression; dynamic assay; microfluidic; pluripotent INTRODUCTION Novel genomic technologies have paved
Fundamenta Informaticae XX (2008) 1--33 1 Universality Analysis for OneClock Timed Automata
Ouaknine, JoÃ«l
2008-01-01T23:59:59.000Z
popular models for specification and analysis of realÂ time systems. An execution of such an automaton can by Alur and Dill [10], timed automata have been used as the foundation for several verification algorithms, with reduced expressive power, for which universality (or the more general problem of language inclusion
Short-Time Transient Analysis of Intercalation of an Ion into a Sphere
Short-Time Transient Analysis of Intercalation of an Ion into a Sphere Sheba Devan* and Ralph E Engineering Center, University of South Carolina, Columbia, South Carolina 29208, USA A short-time transient. These parameters are exchange current density, double-layer capacitance, and diffusion coefficient. The effects
Analysis of Heart Rate Variability Using Time-Varying Filtering of Heart Transplanted Patients
Paris-Sud XI, Université de
Analysis of Heart Rate Variability Using Time-Varying Filtering of Heart Transplanted Patients the heart rate variability (HRV), obtained by using the time-varying integral pulse frequency modulation (TVIPFM) which is well adapted to the exercise stress testing. We consider that the mean heart period
Schedulability Analysis for Fixed Priority Real-Time Systems with Energy-Harvesting
Paris-Sud XI, UniversitÃ© de
Schedulability Analysis for Fixed Priority Real-Time Systems with Energy-Harvesting Yasmina sufficient schedulability tests for fixed-priority pre-emptive scheduling of a real-time system under energy constraints. In this problem, energy is harvested from the ambient environment and used to replenish a storage
Quasi-real-time analysis of dynamic near field scattering data using a graphics processing unit
Giovanni Cerchiari; Fabrizio Croccolo; Frédéric Cardinaux; Frank Scheffold
2012-09-15T23:59:59.000Z
We present an implementation of the analysis of dynamic near field scattering (NFS) data using a graphics processing unit (GPU). We introduce an optimized data management scheme thereby limiting the number of operations required. Overall, we reduce the processing time from hours to minutes, for typical experimental conditions. Previously the limiting step in such experiments, the processing time is now comparable to the data acquisition time. Our approach is applicable to various dynamic NFS methods, including shadowgraph, Schlieren and differential dynamic microscopy.
Time-Frequency Analysis of Non-Stationary Signals in Fusion Plasmas using the Choi-Williams Distribution
TimeFrequency Analysis of Non Stationary Signals in Fusion Plasmas using the Choi-Williams Distribution
Offin, Dan
Math 421 Fourier Series Autumn 2006 Text: Fourier Series, by Rajendra Bhatia, Math. Assoc. of America, 2005. Topics Covered: Â Ch. 1, Fourier series and the heat equation Â Ch. 2, Convergence of Fourier series Â Ch. 3, Sine and cosine series, arbitrary pe- riods, sin(x)/x, Gibbs's phenomenon Â Ch. 4
Finite-time Lyapunov stability analysis and its application to atmospheric predictability
Yoden, Shigeo; Nomura, Masako (Kyoto Univ. (Japan))
1993-06-01T23:59:59.000Z
Finite-time Lyapunov stability, analysis is reviewed and applied to a low-order spectral model of barotropic flow in a midlatitude [beta] channel. The tangent linear equations of the model are used to investigate the growth of small perturbations superposed on a reference solution for a prescribed time interval. Three types of reference solutions of the model, stationary, periodic, and chaotic, are investigated to demonstrate usefulness of the analysis in the study of the atmospheric predictability problem. The finite-time Lyapunov exponents, which give the growth rate of small perturbations, depend upon the reference solution as well as the preturbation for time interval. The finite-time Lyapunov vector corresponding to the largest Lyapunov exponent gives the streamfunction field of the fastest growing perturbation for the time interval. In the case of the chaotic reference solution, the streamfunction field has large amplitudes in limited areas for a small time interval. The areas of the large perturbation growth have some relation to the reference streamfunction field. A possible application of the finite-time Lyapunov exponents and vectors to the atmospheric predictability problem is discussed. These quantities might be used as several forecast measures of the time-dependent predictability in numerical weather predictions. 29 refs., 14 figs.
Towards a Scalable and Reliable Real Time In-Network Data Analysis Infrastructure
Ciraci, Selim; Yin, Jian
2011-12-01T23:59:59.000Z
The smart grid applications requires real time analysis, response within the order of milliseconds and high-reliability because of the mission critical structure of the power grid system. The only way to satisfy these requirements is in network data analysis and build-in redundancy routing for failures. To achieve this, we propose a data dissemination system that builds routes using network flow algorithms, have in network processing of the data and utilize data encoding to cope with high latencies.
Multi-phase decline curve analysis with normalized rate and time
Fraim, Michael Lee
1988-01-01T23:59:59.000Z
Material Balance Equation. The purpose of the current work is to develop a normalized time and a normalized rate which can be applied to the Fetkovich type curve or any other decline type curve. From a Fetkovich type curve analysis, an engineer can...MULTI-PHASE DECLINE CURVE ANALYSIS WITH NORMALIZED RATE AND TIME A Thesis by MICHAEL LEE FRAIM Submitted to the Graduate College of Texas ARM University &n partial fulf 111ment of the requirements for the degree of MASTER OF SCIENCE August...
An Analysis of Full-Time Commercial Farms in Northeast Texas.
Edmondson, Vance W.
1962-01-01T23:59:59.000Z
'7, , . 31: + :*a An Analysis of k 1 !": A+- , C "I . Full-time Commercial 9'' &$Farms Summarv Opportunities are available to raise incomes from since the labor requirements... are distributed full-time commercial farming operations in Northeast evenly over the whole year. Second, livestock pr Texas, especially on farms where livestock enterprises tion improves soil fertility in the long run wi are predominant. Many of the dominately...
Md. Nurujjaman; Ramesh Narayanan; A. N. Sekar Iyengar
2009-09-12T23:59:59.000Z
Continuous wavelet transform (CWT) based time-scale and multi-fractal analyses have been carried out on the anode glow related nonlinear floating potential fluctuations in a hollow cathode glow discharge plasma. CWT has been used to obtain the contour and ridge plots. Scale shift (or inversely frequency shift) which is a typical nonlinear behaviour, has been detected from the undulating contours. From the ridge plots, we have identified the presence of nonlinearity and degree of chaoticity. Using the wavelet transform modulus maxima technique we have obtained the multi-fractal spectrum for the fluctuations at different discharge voltages and the spectrum was observed to become a monofractal for periodic signals. These multi-fractal spectra were also used to estimate different quantities like the correlation and fractal dimension, degree of multi-fractality and complexity parameters. These estimations have been found to be consistent with the nonlinear time series analysis.
Nurujjaman, Md.; Narayanan, Ramesh; Iyengar, A. N. Sekar [Plasma Physics Division, Saha Institute of Nuclear Physics, 1/AF Bidhannagar, Kolkata 700064 (India)
2009-10-15T23:59:59.000Z
Continuous wavelet transform (CWT) based time-scale and multifractal analyses have been carried out on the anode glow related nonlinear floating potential fluctuations in a hollow cathode glow discharge plasma. CWT has been used to obtain the contour and ridge plots. Scale shift (or inversely frequency shift), which is a typical nonlinear behavior, has been detected from the undulating contours. From the ridge plots, we have identified the presence of nonlinearity and degree of chaoticity. Using the wavelet transform modulus maxima technique we have obtained the multifractal spectrum for the fluctuations at different discharge voltages and the spectrum was observed to become a monofractal for periodic signals. These multifractal spectra were also used to estimate different quantities such as the correlation and fractal dimension, degree of multifractality, and complexity parameters. These estimations have been found to be consistent with the nonlinear time series analysis.
Linear analysis of time dependent properties of Child-Langmuir flow
Rokhlenko, A. [Department of Mathematics, Rutgers University, Piscataway, New Jersey 08854-8019 (United States)
2013-01-15T23:59:59.000Z
We continue our analysis of the time dependent behavior of the electron flow in the Child-Langmuir system, removing an approximation used earlier. We find a modified set of oscillatory decaying modes with frequencies of the same order as the inverse of the electron transient time. This range (typically MHz) allows simple experimental detection and maybe exploitation. We then study the time evolution of the current in response to a slow change of the anode voltage where the same modes of oscillations appear too. The cathode current in this case is systematically advanced or retarded depending on the direction of the voltage change.
Incident spectrum determination for time-of-flight neutron powder diffraction data analysis.
Hodges, J. P.
1998-08-27T23:59:59.000Z
Accurate characterization of the incident neutron spectrum is an important requirement for precise Rietveld analysis of time-of-flight powder neutron diffraction data. Without an accurate incident spectrum the calculated model for the measured relative intensities of individual Bragg reflections will possess systematic errors. We describe a method for obtaining an accurate numerical incident spectrum using data from a transmitted beam monitor.
Mauve: a Component-based Modeling Framework for Real-time Analysis of Robotic Applications
Mauve: a Component-based Modeling Framework for Real-time Analysis of Robotic Applications Charles paradigm for robotic software devel- opment [2], applied in many applications [3], [4], [5], [6]. Resulting validation of the robotic application, by directly analysing the architecture specification, and limiting
ROBUST CONTROL ANALYSIS USING REAL-TIME IMPLEMENTATION OF A HYBRID FUEL CELL POWER GENERATION SYSTEM
Paris-Sud XI, Université de
ROBUST CONTROL ANALYSIS USING REAL-TIME IMPLEMENTATION OF A HYBRID FUEL CELL POWER GENERATION the control of two identical boost power converters. For the closed-loop control a previously proposed proposed by the authors in former works. The control actuators are the duty cycles of the boost power
Submitted to: Multimedia Systems, pending. Real Time Video Analysis for Automatic Archive Creation
Kansas, University of
Submitted to: Multimedia Systems, pending. Real Time Video Analysis for Automatic Archive Creation are indexed based on their captions and stored in a multimedia database. A client-server-based graphical user in video compression and transmission, the use of digital video in multimedia systems and over the Internet
Modeling and Analysis of Stage Machinery Control Systems by Timed Colored Petri Nets
Paris-Sud XI, Université de
Modeling and Analysis of Stage Machinery Control Systems by Timed Colored Petri Nets Hehua Zhang, is critical to the correctness of a system. Petri nets (PN) have been proven to be a powerful modeling tool Nets (TCPN) are proposed to model and analyze a PLC-based stage machinery control system1
Analysis of Competitive Electricity Markets under a New Model of Real-Time Retail Pricing with
Bhatia, Sangeeta
Analysis of Competitive Electricity Markets under a New Model of Real-Time Retail Pricing with Ex for Information and Decision Systems, Massachusetts Institute of Technology, Cambridge, MA, USA {mardavij, mdrine loop system. Under this pricing mechanism, electricity is priced at the exant´e price (calculated based
Wolfe, Patrick J.
Impact of jumps on returns and realised variances: econometric analysis of time-deformed L In order to assess the effect of jumps on realised variance calculations, we study some of the econometric econometric work on realised variance. Keywords: Kalman filter, L´evy process, Long-memory, Quasi
PERFORMANCE ANALYSIS OF INDUSTRIAL ETHERNET NETWORKS BY MEANS OF TIMED MODEL-CHECKING
Paris-Sud XI, Université de
technologies in manufacturing automation but they have not been specifically intended for industrial controlPERFORMANCE ANALYSIS OF INDUSTRIAL ETHERNET NETWORKS BY MEANS OF TIMED MODEL-CHECKING Daniel Witsch networks are promising for the harmonization of the communication technologies in manufacturing automation
Sievers, D.; Kuhn, E.; Tucker, M.; Stickel, J.; Wolfrum, E.
2013-06-01T23:59:59.000Z
Measurement and analysis of residence time distribution (RTD) data is the focus of this study where data collection methods were developed specifically for the pretreatment reactor environment. Augmented physical sampling and automated online detection methods were developed and applied. Both the measurement techniques themselves and the produced RTD data are presented and discussed.
Time-domain Fatigue Response and Reliability Analysis of Offshore Wind Turbines with
Nørvåg, Kjetil
Time-domain Fatigue Response and Reliability Analysis of Offshore Wind Turbines with Emphasis of offshore wind turbines Defense: 09.12.2012 2012 - : Structural Engineer in Det Norske Veritas (DNV) 2007 and higher wind speed, and less visual disturbance and noise for offshore wind energy. Offshore wind
On the wavelet analysis of CMB time ordered data: application to Archeops
J. F. Macias-Perez; A. Bourrachot; the ARCHEOPS Collaboration
2005-11-07T23:59:59.000Z
We present an alternative analysis of CMB time ordered data (TOD) using a wavelet-based representation of the data time-frequency plane. We demonstrate that the wavelet transform decorrelates $1/f$-type Gaussian stationary noise and permits a simple and functional description of locally stationary processes. In particular, this makes possible the generalization of the classical algorithms of map making and CMB power spectrum estimation to the case of locally stationary 1/f type noise. As an example, we present a wavelet based algorithm for the destriping of CMB-like maps. In addition, we describe a wavelet-based analysis of the Archeops data including time-frequency visualization, wavelet destriping and filtering of the TOD. These filtered data was used to produce polarized maps of Galactic dust diffuse emission. Finally, we describe the modeling of the non-stationarity on the Archeops noise for the estimation of the CMB power spectrum.
Vickers, James
Power Series 16.4 Introduction In this section we consider power series. These are examples of infinite series where each term contains a variable, x, raised to a positive integer power. We use the ratio test to obtain the radius of convergence R, of the power series and state the important result
Xihao Deng
2014-10-23T23:59:59.000Z
Gravitational wave background results from the superposition of gravitational waves generated from all sources across the Universe. Previous efforts on detecting such a background with pulsar timing arrays assume it is an isotropic Gaussian background with a power law spectrum. However, when the number of sources is limited, the background might be non-Gaussian or the spectrum might not be a power law. Correspondingly previous analysis may not work effectively. Here we use a method --- Bayesian Nonparametric Analysis --- to try to detect a generic gravitational wave background, which directly sets constraints on the feasible shapes of the pulsar timing signals induced by a gravitational wave background and allows more flexible forms of the background. Our Bayesian nonparametric analysis will infer if a gravitational wave background is present in the data, and also estimate the parameters that characterize the background. This method will be much more effective than the conventional one assuming the background spectrum follows a power law in general cases. While the context of our discussion focuses on pulsar timing arrays, the analysis itself is directly applicable to detect and characterize any signals that arise from the superposition of a large number of astrophysical events.
Fuller, Stephen J.; Zhao, Yongjing; Cliff, Steven S.; Wexler, Anthony S.; Kalberer, Markus
2012-10-18T23:59:59.000Z
was assumed to be correct. Unfortunately due to the generally low peak intensities of the identified species MS-MS analysis for further structural identification was not possible. Only about 10-15% of the peaks contain a sulfur atom and are not further... 1 Direct surface analysis of time-resolved aerosol impactor samples with ultra-high resolution mass spectrometry Stephen J. Fuller 1, Yongjing Zhao2, Steven S. Cliff2, Anthony S. Wexler2, Markus Kalberer 1* 1 University of Cambridge, Department...
Space-time analysis of reactor-control rod-worth measurements
Moreia, J.; Lee, J.C.
1984-01-01T23:59:59.000Z
An efficient method has been developed to represent the space-time behavior of neutron detector signals in nuclear reactors. The method is based on a simplified solution to the neutron shape function in the framework of a quasi-static approximation to the timedependent diffusion equation. The shape function is obtained as a sum of a modal expansion, representing the global flux perturbations, and a local function, representing the direct perturbations due to reactor parameter changes. The method was applied to the analysis of both integral and differential rod worth measurements obtained at the critical hightemperature gas-cooled reactor test facility, Kahter. The analysis of the Kahter data indicates the applicability of the proposed method in accounting for space-time effects in detector signals.
Clock Controller For Ac Self-Timing Analysis Of Logic System
Lo, Tinchee (Fishkill, NY); Flanagan, John D. (Rhinebeck, NY)
2004-05-18T23:59:59.000Z
A clock controller and clock generating method are provided for AC self-test timing analysis of a logic system. The controller includes latch circuitry which receives a DC input signal at a data input, and a pair of continuous out-of-phase clock signals at capture and launch clock inputs thereof. The latch circuitry outputs two overlapping pulses responsive to the DC input signal going high. The two overlapping pulses are provided to waveform shaper circuitry which produces therefrom two non-overlapping pulses at clock speed of the logic system to be tested. The two non-overlapping pulses are a single pair of clock pulses which facilitate AC self-test timing analysis of the logic system.
High-precision multi-band time-series photometry of exoplanets Qatar-1b and TrES-5b
Mislis, D; Tregloan-Reed, J; Ciceri, S; Southworth, J; D'Ago, G; Bruni, I; Ba?türk, Ö; Alsubai, K A; Bachelet, E; Bramich, D M; Henning, Th; Hinse, T C; Iannella, A L; Parley, N; Schroeder, T
2015-01-01T23:59:59.000Z
We present an analysis of the Qatar-1 and TrES-5 transiting exoplanetary systems, which contain Jupiter-like planets on short-period orbits around K-dwarf stars. Our data comprise a total of 20 transit light curves obtained using five medium-class telescopes, operated using the defocussing technique. The average precision we reach in all our data is $RMS_{Q} = 1.1$ mmag for Qatar-1 ($V = 12.8$) and $RMS_{T} = 1.0$ mmag for TrES-5 ($V = 13.7$). We use these data to refine the orbital ephemeris, photometric parameters, and measured physical properties of the two systems. One transit event for each object was observed simultaneously in three passbands ($gri$) using the BUSCA imager. The QES survey light curve of Qatar-1 has a clear sinusoidal variation on a period of $P_{\\star} = 23.697 \\pm 0.123$\\,d, implying significant starspot activity. We searched for starspot crossing events in our light curves, but did not find clear evidence in any of the new datasets. The planet in the Qatar-1 system did not transit the...
Approach for Selection of Rayleigh Damping Parameters Used for Time History Analysis
R. E. Spears; S. R. Jensen
2012-12-01T23:59:59.000Z
Nonlinearities, whether geometric or material, need to be addressed in seismic analysis. One good analysis method that can address these nonlinearities is direct time integration with Rayleigh damping. Modal damping is the damping typically specified in seismic analysis Codes and Standards. Modal damping is constant for all frequencies where Rayleigh damping varies with frequency. An approach is proposed here for selection of Rayleigh damping coefficients to be used in seismic analyses that is consistent with given Modal damping. The approach uses the difference between the modal damping response and the Rayleigh damping response along with effective mass properties of the model being evaluated to match overall system response levels. This paper provides a simple example problem to demonstrate the approach. It also provides results for a finite element model representing an existing piping system. Displacement, acceleration, and stress results are compared from model runs using modal damping and model runs using Rayleigh damping with coefficients selected using the proposed method.
Smith, Brian (1126 Delaware St., Berkeley, CA 94702); Menchaca, Leticia (1126 Delaware St., Berkeley, CA 94702)
1999-01-01T23:59:59.000Z
A method for determination of .sup.18 O/.sup.16 O and .sup.2 H/.sup.1 H ratios and .sup.3 H concentrations of xylem and subsurface waters using time series sampling, insulating sampling chambers, and combined .sup.18 O/.sup.16 O, .sup.2 H/.sup.1 H and .sup.3 H concentration data on transpired water. The method involves collecting water samples transpired from living plants and correcting the measured isotopic compositions of oxygen (.sup.18 O/.sup.16 O) and hydrogen (.sup.2 H/.sup.1 H and/or .sup.3 H concentrations) to account for evaporative isotopic fractionation in the leafy material of the plant.
Assessment of Smolt Condition for Travel Time Analysis Project, 1987-1997 Project Review.
Schrock, Robin M.; Hans, Karen M.; Beeman, John W. [US Geological Survey, Western Fisheries Research Center, Columbia River Research Laboratory, Cook, WA
1997-12-01T23:59:59.000Z
The assessment of Smolt Condition for Travel Time Analysis Project (Bonneville Power Administration Project 87-401) monitored attributes of salmonid smolt physiology in the Columbia and Snake River basins from 1987 to 1997, under the Northwest Power Planning Council Fish and Wildlife Program, in cooperation with the Smolt Monitoring Program of the Fish Passage Center. The primary goal of the project was to investigate the physiological development of juvenile salmonids related to migration rates. The assumption was made that the level of smolt development, interacting with environmental factos such as flow, would be reflected in travel times. The Fish Passage Center applied the physiological measurements of smolt condition to Water Budget management, to regulate flows so as to decrease travel time and increase survival.
Bril, Reinder J.
Execution timesand execution jitter analysis of real-time tasks under fixed-priority pre In this paper, we present worst-case and best-case execution times and (absolute) execution jitter analysis fixed-priority pre-emptive scheduling (FPPS), arbitrary phasing, (absolute) activation jitter
The Benefits of Using Time-Frequency Analysis with Synthetic Aperture Focusing Technique
Albright, Austin P [ORNL; Clayton, Dwight A [ORNL
2015-01-01T23:59:59.000Z
Improvements in detection and resolution are always desired and needed. There are various instruments available for the inspection of concrete structures that can be used with confidence for detecting different defects. However, more often than not that confidence is heavily dependent on the experience of the operator rather than the clear, objective discernibility of the output of the instrument. The challenge of objective discernment is amplified when the concrete structures contain multiple layers of reinforcement, are of significant thickness, or both, such as concrete structures in nuclear power plants. We seek to improve and extend the usefulness of results produced using the synthetic aperture focusing technique (SAFT) on data collected from thick, complex concrete structures. A secondary goal is to improve existing SAFT results, with regards to repeatedly and objectively identifying defects and/or internal structure of concrete structures. Towards these goals, we are applying the time-frequency technique of wavelet packet decomposition and reconstruction using a mother wavelet that possesses the exact reconstruction property. However, instead of analyzing the coefficients of each decomposition node, we select and reconstruct specific nodes based on the frequency band it contains to produce a frequency band specific time-series representation. SAFT is then applied to these frequency specific reconstructions allowing SAFT to be used to visualize the reflectivity of a frequency band and that band s interaction with the contents of the concrete structure. We apply our technique to data sets collected using a commercial, ultrasonic linear array (MIRA) from two 1.5m x 2m x 25cm concrete test specimens. One specimen contains multiple layers of rebar. The other contains honeycomb, crack, and rebar bonding defect analogs. This approach opens up a multitude of possibilities for improved detection, readability, and overall improved objectivity. We will focus on improved defect/reinforcement isolation in thick and multilayered reinforcement environments. Additionally, the ability to empirically explore the possibility of a frequency-band-defect-type relationship or sensitivity becomes available.
Taylor Series as Wide-sense Biorthogonal Wavelet Decomposition
H. M. de Oliveira; R. D. Lins
2015-02-05T23:59:59.000Z
Pointwise-supported generalized wavelets are introduced, based on Dirac, doublet and further derivatives of delta. A generalized biorthogonal analysis leads to standard Taylor series and new Dual-Taylor series that may be interpreted as Laurent Schwartz distributions. A Parseval-like identity is also derived for Taylor series, showing that Taylor series support an energy theorem. New representations for signals called derivagrams are introduced, which are similar to spectrograms. This approach corroborates the impact of wavelets in modern signal analysis.
High-Performance Computing for Real-Time Grid Analysis and Operation
Huang, Zhenyu; Chen, Yousu; Chavarría-Miranda, Daniel
2013-10-31T23:59:59.000Z
Power grids worldwide are undergoing an unprecedented transition as a result of grid evolution meeting information revolution. The grid evolution is largely driven by the desire for green energy. Emerging grid technologies such as renewable generation, smart loads, plug-in hybrid vehicles, and distributed generation provide opportunities to generate energy from green sources and to manage energy use for better system efficiency. With utility companies actively deploying these technologies, a high level of penetration of these new technologies is expected in the next 5-10 years, bringing in a level of intermittency, uncertainties, and complexity that the grid did not see nor design for. On the other hand, the information infrastructure in the power grid is being revolutionized with large-scale deployment of sensors and meters in both the transmission and distribution networks. The future grid will have two-way flows of both electrons and information. The challenge is how to take advantage of the information revolution: pull the large amount of data in, process it in real time, and put information out to manage grid evolution. Without addressing this challenge, the opportunities in grid evolution will remain unfulfilled. This transition poses grand challenges in grid modeling, simulation, and information presentation. The computational complexity of underlying power grid modeling and simulation will significantly increase in the next decade due to an increased model size and a decreased time window allowed to compute model solutions. High-performance computing is essential to enable this transition. The essential technical barrier is to vastly increase the computational speed so operation response time can be reduced from minutes to seconds and sub-seconds. The speed at which key functions such as state estimation and contingency analysis are conducted (typically every 3-5 minutes) needs to be dramatically increased so that the analysis of contingencies is both comprehensive and real time. An even bigger challenge is how to incorporate dynamic information into real-time grid operation. Today’s online grid operation is based on a static grid model and can only provide a static snapshot of current system operation status, while dynamic analysis is conducted offline because of low computational efficiency. The offline analysis uses a worst-case scenario to determine transmission limits, resulting in under-utilization of grid assets. This conservative approach does not necessarily lead to reliability. Many times, actual power grid scenarios are not studied, and they will push the grid over the edge and resulting in outages and blackouts. This chapter addresses the HPC needs in power grid analysis and operations. Example applications such as state estimation and contingency analysis are given to demonstrate the value of HPC in power grid applications. Future research directions are suggested for high performance computing applications in power grids to improve the transparency, efficiency, and reliability of power grids.
RodrÃguez, Rodolfo
Analysis of a FEM-BEM model posed on the conducting domain for the time-dependent eddy currentÂ´atica, Universidad de ConcepciÂ´on, Casilla 160-C, Concepcion, Chile. Abstract The three-dimensional eddy current time. Keywords: Boundary elements; eddy current problem; finite elements; time-dependent electromagnetic problem
Analysis and separation of time-frequency components in signals with chaotic behavior
Benjamin Ricaud; Francoise Briolle; F. Clairet
2010-05-31T23:59:59.000Z
The analysis of chaotic signals with time-frequency methods is considered. For this purpose, two new transformations are presented which consist in the decomposition of a signal onto an orthogonal set of respectively linear and hyperbolic chirps. The linear chirp transformation is able to discriminate and extract particular chaotic components in non-stationary square integrable signals. This is demonstrated in an example studying the reflectometry measures of a turbulent plasma. The hyperbolic chirp transformation is designed for the detection and extraction of chaotic parts in self-similar processes such as stochastic motions. Mathematical connections are made between these two methods and other well-known transformations.
Transient analysis of printed lines using finite-difference time-domain method
Ahmed, Shahid [JLAB
2013-01-01T23:59:59.000Z
Comprehensive studies of ultra-wideband pulses and electromagnetic coupling on printed coupled lines have been performed using full-wave 3D finite-difference time-domain analysis. Effects of unequal phase velocities of coupled modes, coupling between line traces, and the frequency dispersion on the waveform fidelity and crosstalk have been investigated in detail. To discriminate the contributions of different mechanisms into pulse evolution, single and coupled microstrip lines without (?r?=?1) and with (?r?>?1) dielectric substrates have been examined. To consistently compare the performance of the coupled lines with substrates of different permittivities and transients of different characteristic times, a generic metric similar to the electrical wavelength has been introduced. The features of pulse propagation on coupled lines with layered and pedestal substrates and on the irregular traces have been explored. Physical interpretations of the simulation results are discussed in the paper.
Fourier series notes and examples
2014-10-14T23:59:59.000Z
The Fourier series are useful for describing periodic phenomena. The advantage that the Fourier series has over Taylor series is that the function itself does not ...
From time series to superstatistics Christian Beck
Texas at Austin. University of
, a changing mass parameter, a changing amplitude of Gaussian white noise, the fluctuating energy dissipation 18 , solar flares 19 , random networks 20,21 , and mathematical finance 22,23 . In this paper we address a problem that is of great interest in experimental applications. Given an experimentally mea
Shiqing Ling Time-Series Econometric Theory
Ling, Shiqing
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11 2.4 GARCH Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33 3.3 GARCH(1, 1) Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63 5.3 LAN of FARIMA-GARCH Models . . . . . . . . . . . . . . . . . . . . . . . . . . . 67 5
Learning connections in financial time series
Gartheeban, Ganeshapillai
2014-01-01T23:59:59.000Z
Much of modern financial theory is based upon the assumption that a portfolio containing a diversified set of equities can be used to control risk while achieving a good rate of return. The basic idea is to choose equities ...
Bootstrap Prediction Intervals for Time Series /
Pan, Li
2013-01-01T23:59:59.000Z
Local Bootstrap . . . . . . . . . . . . . . . . . . . . .1.6 Generalized Bootstrap predictionSieve/PRR Bootstrap . . . . . . . . . . . . . . . . . . .
Bayesian time series models and scalable inference
Johnson, Matthew James, Ph. D. Massachusetts Institute of Technology
2014-01-01T23:59:59.000Z
With large and growing datasets and complex models, there is an increasing need for scalable Bayesian inference. We describe two lines of work to address this need. In the first part, we develop new algorithms for inference ...
ADVANCED SPECTRAL METHODS FOR CLIMATIC TIME SERIES
Ide, Kayo
of Atmospheric Sciences and Institute of Geophysics and Planetary Physics, University of California, Los Angeles, Los Angeles, California, USA. 2 Also at De´partement Terre-Atmosphe`re-Oce´an and Labo- ratoire de Me´te´orologie Dynamique, Ecole Normale Su- pe´rieure, Paris, France. 3 Space Science and Technology Department, Rutherford
Time Series Evaluation of Portal Monitor Data
Robinson, Sean M.; Bender, Sarah E.; Lopresti, Charles A.; Woodring, Mitchell L.
2008-12-08T23:59:59.000Z
Radiation portal monitors screen cargo and personal vehicle traffic at international border crossings to detect and interdict illicit sources which may be present in the commerce stream. One difficulty faced by RPM systems is the prospect of false alarms, or undesired alarms due to background fluctuation, or Naturally-Occurring Radioactive Material (NORM) sources in the commerce stream. In general, NORM alarms represent a significant fraction of the nuisance alarms at international border crossings, particularly with Polyvinyl-Toluene (PVT) RPM detectors, which have only very weak spectral differentiation capability. With PVT detectors, the majority of detected photon events fall within the Compton continuum of the material, allowing for very little spectral information to be preserved [1]. Previous work has shown that these detectors can be used for limited spectroscopy, utilizing around 8 spectral bins to further differentiate some NORM and other nuisance sources [2]. NaI based systems achieve much more detailed spectral resolution from each measurement of a source, but still combine all measurements over a vehicle's occupancy in order to arrive at a spectrum to be analyzed.
Bootstrap Prediction Intervals for Time Series /
Pan, Li
2013-01-01T23:59:59.000Z
1.5 Joint Prediction intervals . . . . . . . . . . . . .1.6 Generalized Bootstrap prediction1.8.1 Bootstrap Prediction Intervals Based on Studentized
Overview of the Radiant Time Series Method
as basis for CLTDs and CLFs 1980 Â ASHRAE publishes Cooling and Heating Load Calculation Manual by Rudoy) 1992 Â ASHRAE publishes 2nd Edition of Cooling and Heating Load Calculation Manual by Mc publishes Cooling and Heating Load Calculation Principles with HBM and RTSM 2001 Â HBM and RTSM
Kron`s reduction method applied to the time stepping finite element analysis of induction machines
Degeneff, R.C.; Gutierrez, M.R.; Salon, S.J.; Burow, D.W. [Rensselaer Polytechnic Inst., Troy, NY (United States). Electric Power Engineering Dept.] [Rensselaer Polytechnic Inst., Troy, NY (United States). Electric Power Engineering Dept.; Nevins, R.J. [Martin Marietta Corp., Schenectady, NY (United States)] [Martin Marietta Corp., Schenectady, NY (United States)
1995-12-01T23:59:59.000Z
The behavior of large induction motors during transient as well as steady state running conditions is of significant interest to the power industry. A variety of analytical predictive tools are employed to aid the design and predict their operation under transient and steady state conditions. One of the most powerful method for investigating the transient behavior of induction machines is a coupled time stepping finite element analysis which can combine electromagnetic fields, circuits and mechanical systems. Due to the complexity of the finite element induction machine model and the resulting large number of describing equations, the computation time required for such programs to solve practical problems becomes a major limitation. This becomes even more of a concern when different design options or operating scenarios are evaluated. This paper presents a strategy to reduce the required running time in order to make a parametric study of induction machines such as the assessment of different design options feasible. This is accomplished by reducing the number of finite element equations that must be solved while maintaining the same level of accuracy of solutions. This method is based on Kron`s network reduction work for linear systems and has successfully been applied to large lumped parameter model of transformers. This paper illustrates the reduction method by comparing the flux density in the air gap for a complete FEM model of an induction machine to that of the reduced model. The results are essentially identical with a reduction in computational time of approximately 71%.
FPGA Based Real-time Network Traffic Analysis using Traffic Dispersion Patterns
Khan, F; Gokhale, M; Chuah, C N
2010-03-26T23:59:59.000Z
The problem of Network Traffic Classification (NTC) has attracted significant amount of interest in the research community, offering a wide range of solutions at various levels. The core challenge is in addressing high amounts of traffic diversity found in today's networks. The problem becomes more challenging if a quick detection is required as in the case of identifying malicious network behavior or new applications like peer-to-peer traffic that have potential to quickly throttle the network bandwidth or cause significant damage. Recently, Traffic Dispersion Graphs (TDGs) have been introduced as a viable candidate for NTC. The TDGs work by forming a network wide communication graphs that embed characteristic patterns of underlying network applications. However, these patterns need to be quickly evaluated for mounting real-time response against them. This paper addresses these concerns and presents a novel solution for real-time analysis of Traffic Dispersion Metrics (TDMs) in the TDGs. We evaluate the dispersion metrics of interest and present a dedicated solution on an FPGA for their analysis. We also present analytical measures and empirically evaluate operating effectiveness of our design. The mapped design on Virtex-5 device can process 7.4 million packets/second for a TDG comprising of 10k flows at very high accuracies of over 96%.
Series Transmission Line Transformer
Buckles, Robert A. (Livermore, CA); Booth, Rex (Livermore, CA); Yen, Boris T. (El Cerrito, CA)
2004-06-29T23:59:59.000Z
A series transmission line transformer is set forth which includes two or more of impedance matched sets of at least two transmissions lines such as shielded cables, connected in parallel at one end ans series at the other in a cascading fashion. The cables are wound about a magnetic core. The series transmission line transformer (STLT) which can provide for higher impedance ratios and bandwidths, which is scalable, and which is of simpler design and construction.
An objective change point analysis of landfalling historical Atlantic hurricane numbers
Jewson, S; Jewson, Stephen; Penzer, Jeremy
2006-01-01T23:59:59.000Z
In previous work we have analysed the Atlantic basin hurricane number time-series to identify decadal time-scale change points. We now repeat the analysis but for US landfalling hurricanes. The results are very different.
Natural time analysis of critical phenomena: The case of pre-fracture electromagnetic emissions
Potirakis, S. M. [Department of Electronics, Technological Education Institute (TEI) of Piraeus, 250 Thivon and P. Ralli, Aigaleo, Athens GR-12244 (Greece)] [Department of Electronics, Technological Education Institute (TEI) of Piraeus, 250 Thivon and P. Ralli, Aigaleo, Athens GR-12244 (Greece); Karadimitrakis, A. [Department of Physics, Section of Electronics, Computers, Telecommunications and Control, University of Athens, Panepistimiopolis, Zografos, Athens GR-15784 (Greece)] [Department of Physics, Section of Electronics, Computers, Telecommunications and Control, University of Athens, Panepistimiopolis, Zografos, Athens GR-15784 (Greece); Eftaxias, K. [Department of Physics, Section of Solid State Physics, University of Athens, Panepistimiopolis, Zografos, Athens GR-15784 (Greece)] [Department of Physics, Section of Solid State Physics, University of Athens, Panepistimiopolis, Zografos, Athens GR-15784 (Greece)
2013-06-15T23:59:59.000Z
Criticality of complex systems reveals itself in various ways. One way to monitor a system at critical state is to analyze its observable manifestations using the recently introduced method of natural time. Pre-fracture electromagnetic (EM) emissions, in agreement to laboratory experiments, have been consistently detected in the MHz band prior to significant earthquakes. It has been proposed that these emissions stem from the fracture of the heterogeneous materials surrounding the strong entities (asperities) distributed along the fault, preventing the relative slipping. It has also been proposed that the fracture of heterogeneous material could be described in analogy to the critical phase transitions in statistical physics. In this work, the natural time analysis is for the first time applied to the pre-fracture MHz EM signals revealing their critical nature. Seismicity and pre-fracture EM emissions should be two sides of the same coin concerning the earthquake generation process. Therefore, we also examine the corresponding foreshock seismic activity, as another manifestation of the same complex system at critical state. We conclude that the foreshock seismicity data present criticality features as well.
New Analysis of the Light Time Effect in TU Ursae Majoris
Liska, Jiri; Mikulasek, Zdenek; Zejda, Miloslav; Chrastina, Marek
2015-01-01T23:59:59.000Z
This paper attempts to model possible Light Time Effect of TU UMa using a new code applied on formerly available and newly determined maxima timings in order to confirm binarity and refine parameters of the orbit of RRab component in binary system. The binary hypothesis is further tested also using radial velocity measurements. A new approach for determination of maxima timings based on template fitting which is also usable on sparse or scattered data is described. This approach was successfully applied on measurements from different sources. For determination of orbital parameters of a double star TU UMa we developed a new code for analysis of LiTE involving also secular variation in pulsation period. Its usability was successfully tested on CL Aur - an eclipsing binary with mass-transfer in a triple system showing similar changes in O-C diagram. Since orbital motion would cause systematic shifts in mean radial velocities (dominated by pulsations) we computed and compared our model with center-of-mass veloci...
Sánchez-Martínez, Gabriel Eduardo
2013-01-01T23:59:59.000Z
Running time variability is one of the most important factors determining service quality and operating cost of high-frequency bus transit. This research aims to improve performance analysis tools currently used in the bus ...
Meacher, Mary Melanie
1986-01-01T23:59:59.000Z
A RADIOGRAPHIC ANALYSIS OF THE EFFECT OF DIETARY FIBER ON TRANSIT TIME THROUGH THE RAT LARGE INTESTINE A Thesis by MARY MELANIE MEACHER Submitted to the Graduate College of Texas A&M University in partial fulfillment of the requirements... for the degree of MASTER OF SCIENCE August 1986 Major Subject. ' Nutrition A RADIOGRAPHIC ANALYSIS OF THE EFFECT OF DIETARY FIBER ON TRANSIT TIME THROUGH THB RAT LARGE INTESTINE A Thesis by MARY MELANIE MEACHER Approved as to style and content by...
Reich, Brian J.
1 Time-to-Event Analysis of Fine Particle Air Pollution and Preterm Birth: Results from North.chang@duke.edu #12;3 Abstract Exposures to air pollution during pregnancy have been suggested as risk factors good air quality. Key words: air pollution, particulate matter, preterm birth, survival analysis Word
-344-3957, vmf5@columbia.edu 2 Center for Life Cycle Analysis, Columbia University, New York, NY 10027, USA 3 SunLIFE CYCLE ANALYSIS OF HIGH-PERFORMANCE MONOCRYSTALLINE SILICON PHOTOVOLTAIC SYSTEMS: ENERGY PAYBACK TIMES AND NET ENERGY PRODUCTION VALUE Vasilis Fthenakis1,2 , Rick Betita2 , Mark Shields3 , Rob
Low time resolution analysis of polar ice cores cannot detect impulsive nitrate events
Smart, D F; Melott, A L; Laird, C M
2015-01-01T23:59:59.000Z
Ice cores are archives of climate change and possibly large solar proton events (SPEs). Wolff et al. (2012) used a single event, a nitrate peak in the GISP2-H core, which McCracken et al. (2001a) time associated with the poorly quantified 1859 Carrington event, to discredit SPE-produced, impulsive nitrate deposition in polar ice. This is not the ideal test case. We critique the Wolff et al. analysis and demonstrate that the data they used cannot detect impulsive nitrate events because of resolution limitations. We suggest re-examination of the top of the Greenland ice sheet at key intervals over the last two millennia with attention to fine resolution and replicate sampling of multiple species. This will allow further insight into polar depositional processes on a sub-seasonal scale, including atmospheric sources, transport mechanisms to the ice sheet, post-depositional interactions, and a potential SPE association.
Near Real-time Data Analysis of Core-Collapse Supernova Simulations With Bellerophon
Lingerfelt, Eric J [ORNL] [ORNL; Messer, Bronson [ORNL] [ORNL; Desai, Sharvari S [University of Tennessee, Knoxville (UTK)] [University of Tennessee, Knoxville (UTK); Holt, Chastity A [Appalachian State University] [Appalachian State University; Lentz, Eric J [University of Tennessee, Knoxville (UTK)] [University of Tennessee, Knoxville (UTK)
2014-01-01T23:59:59.000Z
We present an overview of a software system, Bellerophon, built to support a production-level HPC application called CHIMERA, which simulates core-collapse supernova events at the petascale. Developed over the last four years, Bellerophon enables CHIMERA s geographically dispersed team of collaborators to perform data analysis in near real-time. Its n-tier architecture provides an encapsulated, end-to-end software solution that enables the CHIMERA team to quickly and easily access highly customizable animated and static views of results from anywhere in the world via a web-deliverable, cross-platform desktop application. In addition, Bellerophon addresses software engineering tasks for the CHIMERA team by providing an automated mechanism for performing regression testing on a variety of supercomputing platforms. Elements of the team s workflow management needs are met with software tools that dynamically generate code repository statistics, access important online resources, and monitor the current status of several supercomputing resources.
AEP Ohio gridSMART Demonstration Project Real-Time Pricing Demonstration Analysis
Widergren, Steven E.; Subbarao, Krishnappa; Fuller, Jason C.; Chassin, David P.; Somani, Abhishek; Marinovici, Maria C.; Hammerstrom, Janelle L.
2014-02-01T23:59:59.000Z
This report contributes initial findings from an analysis of significant aspects of the gridSMART® Real-Time Pricing (RTP) – Double Auction demonstration project. Over the course of four years, Pacific Northwest National Laboratory (PNNL) worked with American Electric Power (AEP), Ohio and Battelle Memorial Institute to design, build, and operate an innovative system to engage residential consumers and their end-use resources in a participatory approach to electric system operations, an incentive-based approach that has the promise of providing greater efficiency under normal operating conditions and greater flexibility to react under situations of system stress. The material contained in this report supplements the findings documented by AEP Ohio in the main body of the gridSMART report. It delves into three main areas: impacts on system operations, impacts on households, and observations about the sensitivity of load to price changes.
Brillouin optical time-domain analysis over a 240 km-long fiber loop with no repeater
ThÃ©venaz, Jacques
Brillouin optical time-domain analysis over a 240 km-long fiber loop with no repeater Xabier Angulo.angulo@io.cfmac.csic.es; phone +34 915618806 ext.:222 ABSTRACT In this paper we combine the use of optical pulse coding and seeded second-order Raman amplification to extend the sensing distance of Brillouin optical time
Harmon, Marion
of realÂtime systems. Use of these architectural feaÂ tures can result in significant performance representing paths within the program. A timing analyzer uses the pipeline path analysis to estimate the worst may result in multicycle delays. Instruction or data memory references may not be found in cache
Paris-Sud XI, UniversitÃ© de
1 A game theoretical analysis of the design options of the real-time electricity market Haikel January 2013 Abstract In this paper we study the economic consequences of two real-time electricity market increase forward contracts while raising electricity prices. Moreover, possible use of market power would
Paris-Sud XI, Université de
/Simulink simulations. Key words: power system harmonics, power electronic, linear time periodic modeling, PWM, control1 POWER ELECTRONICS HARMONIC ANALYSIS BASED ON THE LINEAR TIME PERIODIC MODELING. APPLICATIONS in power electronic systems. The considered system is described by a set of differential equations, which
Time evolution of electron flow in a model diode: Non-perturbative analysis
Rokhlenko, A.; Lebowitz, J. L. [Department of Mathematics, Rutgers University, Piscataway, New Jersey 08854-8019 (United States)
2013-12-21T23:59:59.000Z
Using a combination of Eulerian and Lagrangian variables we study the time evolution of the electron flow from a no-current state to a final state with the stationary current in a planar one-dimensional diode. The electrons can be injected externally or generated by the cathode via field emission governed by a current-field law. The initial zero current regime is replaced suddenly by injection or, in the case of field emission, by jumping the anode voltage from zero to a constant positive value. The case of equipotential electrodes and fixed injection is studied along with a positive anode potential. When the current is fixed externally, the approach to the stationary state goes without oscillations if the initial electron velocity is high enough and the anode can absorb the injected flow. Otherwise the accumulated space charge creates a potential barrier which reflects the flow and leads to its oscillations, but our method of analysis is invalid in such conditions. In the field emission case the flow goes to its stationary state through a train of decaying oscillations whose period is of the order of the electron transit time, in agreement with earlier studies based on perturbation techniques. Our approximate method does not permit very high cathode emissivity although the method works when the stationary current density is only about 10% smaller than the Child-Langmuir limit.
A shoe-integrated sensor system for wireless gait analysis and real-time therapeutic feedback
Morris, Stacy J., 1974-
2004-01-01T23:59:59.000Z
Clinical gait analysis currently involves either an expensive analysis in a motion laboratory, using highly accurate, if cumbersome, kinematic systems, or a qualitative analysis with a physician or physical therapist making ...
Analysis of Wind Power and Load Data at Multiple Time Scales
Coughlin, Katie
2011-01-01T23:59:59.000Z
2008. Analysis of Wind Generation Impact on ERCOT Ancillarythe integration of wind generation. Analysis of Wind Powerwind is far more similar to load than to conventional generation
HU TA
2007-10-31T23:59:59.000Z
This document describes the analysis of the waste evaporation process on the flammability behavior. The evaluation calculates the gas generation rate, time to reach 25% and 100% of the lower flammability limit (LFL), and minimum ventilation rates for the 242-A Evaporator facility during the normal evaporation process and when vacuum is lost. This analysis performs flammability calculations on the waste currently within all 28 double-shell tanks (DST) under various evaporation process conditions to provide a wide spectrum of possible flammable gas behavior. The results of this analysis are used to support flammable gas control decisions and support and upgrade to Documented Safety Analysis for the 242-A Evaporator.
Remote data access and analysis using SciDB
Anderson, Alan M., M. Eng. Massachusetts Institute of Technology
2012-01-01T23:59:59.000Z
SciDB is an innovative data analysis system that provides fast querying and manipulation of large amounts of time-series, scientific data. This thesis describes the design of a framework that provides a user interface to ...
INITIAL ANALYSIS OF TRANSIENT POWER TIME LAG DUE TO HETEROGENEITY WITHIN THE TREAT FUEL MATRIX.
D.M. Wachs; A.X. Zabriskie, W.R. Marcum
2014-06-01T23:59:59.000Z
The topic Nuclear Safety encompasses a broad spectrum of focal areas within the nuclear industry; one specific aspect centers on the performance and integrity of nuclear fuel during a reactivity insertion accident (RIA). This specific accident has proven to be fundamentally difficult to theoretically characterize due to the numerous empirically driven characteristics that quantify the fuel and reactor performance. The Transient Reactor Test (TREAT) facility was designed and operated to better understand fuel behavior under extreme (i.e. accident) conditions; it was shutdown in 1994. Recently, efforts have been underway to commission the TREAT facility to continue testing of advanced accident tolerant fuels (i.e. recently developed fuel concepts). To aid in the restart effort, new simulation tools are being used to investigate the behavior of nuclear fuels during facility’s transient events. This study focuses specifically on the characterizing modeled effects of fuel particles within the fuel matrix of the TREAT. The objective of this study was to (1) identify the impact of modeled heterogeneity within the fuel matrix during a transient event, and (2) demonstrate acceptable modeling processes for the purpose of TREAT safety analyses, specific to fuel matrix and particle size. Hypothetically, a fuel that is dominantly heterogeneous will demonstrate a clearly different temporal heating response to that of a modeled homogeneous fuel. This time difference is a result of the uniqueness of the thermal diffusivity within the fuel particle and fuel matrix. Using MOOSE/BISON to simulate the temperature time-lag effect of fuel particle diameter during a transient event, a comparison of the average graphite moderator temperature surrounding a spherical particle of fuel was made for both types of fuel simulations. This comparison showed that at a given time and with a specific fuel particle diameter, the fuel particle (heterogeneous) simulation and the homogeneous simulation were related by a multiplier relative to the average moderator temperature. As time increases the multiplier is comparable to the factor found in a previous analytical study from literature. The implementation of this multiplier and the method of analysis may be employed to remove assumptions and increase fidelity for future research on the effect of fuel particles during transient events.
Fourier series and periodicity
Donal F. Connon
2014-12-07T23:59:59.000Z
A large number of the classical texts dealing with Fourier series more or less state that the hypothesis of periodicity is required for pointwise convergence. In this paper, we highlight the fact that this condition is not necessary.
Introduction to Fourier Series
2014-10-15T23:59:59.000Z
Oct 15, 2014 ... The Basics. Fourier series. Examples. Even and odd functions. Definition. A function f(x) is said to be even if f(-x) = f(x). The function f(x) is said ...
Possibility of Detecting Moons of Pulsar Planets Through Time-of-Arrival Analysis
Karen M. Lewis; Penny D. Sackett; Rosemary A. Mardling
2008-05-28T23:59:59.000Z
The perturbation caused by planet-moon binarity on the time-of-arrival signal of a pulsar with an orbiting planet is derived for the case in which the orbits of the moon and the planet-moon barycenter are both circular and coplanar. The signal consists of two sinusoids with frequency (2n_p - 3n_b) and (2n_p - n_b ), where n_p and n_b are the mean motions of the planet and moon around their barycenter, and the planet-moon system around the host, respectively. The amplitude of the signal is equal to the fraction sin I[9(M_p M_m)/16(M_p + M_m)^2] [r/R]^5 of the system crossing time R/c, where M_p and M_m are the the masses of the planet and moon, r is their orbital separation, R is the distance between the host pulsar and planet-moon barycenter, I is the inclination of the orbital plane of the planet, and c is the speed of light. The analysis is applied to the case of PSR B1620-26 b, a pulsar planet, to constrain the orbital separation and mass of any possible moons. We find that a stable moon orbiting this pulsar planet could be detected, if the moon had a separation of about one fiftieth of that of the orbit of the planet around the pulsar, and a mass ratio to the planet of ~5% or larger.
An analysis method for time ordered data processing of Dark Matter experiments
E. Moulin; J. F. Macias-Perez; F. Mayet; C. Winkelmann; Yu. M. Bunkov; H. Godfrin; D. Santos; the MIMAC-He3 Collaboration
2006-04-03T23:59:59.000Z
The analysis of the time ordered data of Dark Matter experiments is becoming more and more challenging with the increase of sensitivity in the ongoing and forthcoming projects. Combined with the well-known level of background events, this leads to a rather high level of pile-up in the data. Ionization, scintillation as well as bolometric signals present common features in their acquisition timeline: low frequency baselines, random gaussian noise, parasitic noise and signal characterized by well-defined peaks. In particular, in the case of long-lasting signals such as bolometric ones, the pile-up of events may lead to an inaccurate reconstruction of the physical signal (misidentification as well as fake events). We present a general method to detect and extract signals in noisy data with a high pile-up rate and qe show that events from few keV to hundreds of keV can be reconstructed in time ordered data presenting a high pile-up rate. This method is based on an iterative detection and fitting procedure combined with prior wavelet-based denoising of the data and baseline subtraction. {We have tested this method on simulated data of the MACHe3 prototype experiment and shown that the iterative fitting procedure allows us to recover the lowest energy events, of the order of a few keV, in the presence of background signals from a few to hundreds of keV. Finally we applied this method to the recent MACHe3 data to successfully measure the spectrum of conversion electrons from Co57 source and also the spectrum of the background cosmic muons.
Lead Slowing-Down Spectrometry Time Spectral Analysis for Spent Fuel Assay: FY12 Status Report
Kulisek, Jonathan A.; Anderson, Kevin K.; Casella, Andrew M.; Siciliano, Edward R.; Warren, Glen A.
2012-09-28T23:59:59.000Z
Executive Summary Developing a method for the accurate, direct, and independent assay of the fissile isotopes in bulk materials (such as used fuel) from next-generation domestic nuclear fuel cycles is a goal of the Office of Nuclear Energy, Fuel Cycle R&D, Material Protection and Control Technology (MPACT) Campaign. To meet this goal, MPACT supports a multi-institutional collaboration, of which PNNL is a part, to study the feasibility of Lead Slowing Down Spectroscopy (LSDS). This technique is an active nondestructive assay method that has the potential to provide independent, direct measurement of Pu and U isotopic masses in used fuel with an uncertainty considerably lower than the approximately 10% typical of today’s confirmatory methods. This document is a progress report for FY2012 PNNL analysis and algorithm development. Progress made by PNNL in FY2012 continues to indicate the promise of LSDS analysis and algorithms applied to used fuel assemblies. PNNL further refined the semi-empirical model developed in FY2011 based on singular value decomposition (SVD) to numerically account for the effects of self-shielding. The average uncertainty in the Pu mass across the NGSI-64 fuel assemblies was shown to be less than 3% using only six calibration assemblies with a 2% uncertainty in the isotopic masses. When calibrated against the six NGSI-64 fuel assemblies, the algorithm was able to determine the total Pu mass within <2% uncertainty for the 27 diversion cases also developed under NGSI. Two purely empirical algorithms were developed that do not require the use of Pu isotopic fission chambers. The semi-empirical and purely empirical algorithms were successfully tested using MCNPX simulations as well applied to experimental data measured by RPI using their LSDS. The algorithms were able to describe the 235U masses of the RPI measurements with an average uncertainty of 2.3%. Analyses were conducted that provided valuable insight with regard to design requirements (e.g. Pb stack size, neutron source location) of an LSDS for the purpose of assaying used fuel assemblies. Sensitivity studies were conducted that provide insight as to how the LSDS instrument can be improved by making it more sensitive to the center of the fuel assemblies. In FY2013, PNNL will continue efforts to develop and refine design requirements of an LSDS for the ultimate purpose of assaying used fuel assemblies. Future efforts will be directed toward more extensive experimental benchmarking of currently implemented time-spectra analysis algorithms.
The U-tube sampling methodology and real-time analysis of geofluids
Freifeld, Barry; Perkins, Ernie; Underschultz, James; Boreham, Chris
2009-03-01T23:59:59.000Z
The U-tube geochemical sampling methodology, an extension of the porous cup technique proposed by Wood [1973], provides minimally contaminated aliquots of multiphase fluids from deep reservoirs and allows for accurate determination of dissolved gas composition. The initial deployment of the U-tube during the Frio Brine Pilot CO{sub 2} storage experiment, Liberty County, Texas, obtained representative samples of brine and supercritical CO{sub 2} from a depth of 1.5 km. A quadrupole mass spectrometer provided real-time analysis of dissolved gas composition. Since the initial demonstration, the U-tube has been deployed for (1) sampling of fluids down gradient of the proposed Yucca Mountain High-Level Waste Repository, Armagosa Valley, Nevada (2) acquiring fluid samples beneath permafrost in Nunuvut Territory, Canada, and (3) at a CO{sub 2} storage demonstration project within a depleted gas reservoir, Otway Basin, Victoria, Australia. The addition of in-line high-pressure pH and EC sensors allows for continuous monitoring of fluid during sample collection. Difficulties have arisen during U-tube sampling, such as blockage of sample lines from naturally occurring waxes or from freezing conditions; however, workarounds such as solvent flushing or heating have been used to address these problems. The U-tube methodology has proven to be robust, and with careful consideration of the constraints and limitations, can provide high quality geochemical samples.
S. Zieba; J. Maslowski; A. Michalec; G. Michalek; A. Kulak
2007-01-15T23:59:59.000Z
Long-running measurements of the solar radio flux density at 810 MHz were processed. Based on the least-squares method and using modified periodograms and an iterative technique of fitting and subtracting sinusoids in the time domain, frequency, amplitude, and phase characteristics of any analyzed time series were obtained. Solar cycles 20, 21, and 22 and shorter segments around solar minima and maxima were examined separately. Also, dynamic studies with 405, 810, and 1620 day windows were undertaken. The harmonic representations obtained for all these time series indicate large differences among solar cycles and their segments. We show that the solar radio flux at 810 MHz violates the Gnevyshev-Ohl rule for the pair of cycles 22-23. Analyzing the period 1957-2004, the following spectral periods longer than 1350 days were detected: 10.6, 8.0, 28.0, 5.3, 55.0, 3.9, 6.0, 4.4, and 14.6 yr. For spectral periods between 270 and 1350 days the 11 yr cycle is not recognized. We think that these harmonics form ``impulses of activity'' or a quasi-biennial cycle defined in the Benevolenskaya model of the ``double magnetic cycle.'' The value of about 0.09 is proposed for the interaction parameter (between the low- and high-frequency components) of this model. We confirm the intermittent behavior of the periodicity near 155 days. Correlation coefficients between the radio emission at 810 MHz and sunspot numbers, as well as the radio emission at 2800 MHz calculated for 540 day intervals, depend on the solar cycle phase.
Ota, T. A. [AWE, Aldermaston, Reading, Berkshire RG7 4PR (United Kingdom)] [AWE, Aldermaston, Reading, Berkshire RG7 4PR (United Kingdom)
2013-10-15T23:59:59.000Z
Photonic Doppler velocimetry, also known as heterodyne velocimetry, is a widely used optical technique that requires the analysis of frequency modulated signals. This paper describes an investigation into the errors of short time Fourier transform analysis. The number of variables requiring investigation was reduced by means of an equivalence principle. Error predictions, as the number of cycles, samples per cycle, noise level, and window type were varied, are presented. The results were found to be in good agreement with analytical models.
Armstrong, Darrell Jewell; Schwarz, Jens
2013-08-01T23:59:59.000Z
The LTS Timing Analysis program described in this report uses signals from the Tempest Lasers, Pulse Forming Lines, and Laser Spark Detectors to carry out calculations to quantify and monitor the performance of the the Z-Accelerator's laser triggered SF6 switches. The program analyzes Z-shots beginning with Z2457, when Laser Spark Detector data became available for all lines.
Time Series Models for Measuring Market Risk Time Series Models for Measuring Market Risk
Hernández Lobato, José Miguel
and collaborative mixtures of experts 3 GARCH processes with non-parametric innovations 4 Conclusions and future Competitive and collaborative mixtures of experts 3 GARCH processes with non-parametric innovations 4 Volatility models: GARCH processes We say {rt}T t=1 follows a GARCH(1,1) process if: rt = tt (4) 2 t = + |rt
Southern California, University of
1 Earthquake Damage Detection in the Imperial County Services Building III: Analysis of Wave Travel characteristics of the structure, and are not sensitive to local damage. Wave travel times between selected changes in such characteristics of response are potentially more sensitive to local damage. In this paper
Using Secure Real-time Padding Protocol to Secure Voice-over-IP from Traffic Analysis Attacks
Mohanty, Saswat
2012-07-16T23:59:59.000Z
utilize the length of the encrypted packets to infer the language and spoken phrases of the conversation. Secure Real-time Padding Protocol (SRPP) is a new RTP profile which pads all VoIP sessions in a unique way to thwart traffic analysis attacks...
Krennrich, Frank [Iowa State University] Iowa State University
2013-09-24T23:59:59.000Z
This work was to enable the development of a proof-of-principle nanosecond trigger system that is designed to perform a real time analysis of fast Cherenkov light flashes from air showers. The basic building blocks of the trigger system have been designed and constructed, and a real world system is now operating in the VERITAS experiment.
Reverse Auction Bidding: An Analysis of Case Study for Bid Timing
Kumar, Apoorv
2014-08-12T23:59:59.000Z
. The bid timing data from previous studies shows that the bid arrival times follows a Poisson process. This study aims to confirm the previous investigation that the bid timing data from the Reverse Auction Bidding case studies at TAMU fits the non...
Johnston, Mark
Abstract. Several studies of plant taxa have con- cluded that generation time, including annual/ perennial in animals, there is little theoretical basis for why generation-time effects would exist in plants. Furthermore, previous reports fail to establish the generality of a generation-time effect in plants be- cause
Aperture synthesis of time-limited X waves and analysis of their propagation characteristics
Lu, Jian-yu
of Engineering Physics and Mathematics, Faculty of Engineering Cairo University, Giza, Egypt Ioannis M. Besieris. Also, the possibility of using a finite-time excitation of a dynamic aperture to generate a finite-energy-time aperture. This confirms the fact that time windowing the infinite energy X-wave excitation is a viable
Total cost analysis of process time reduction as a green machining strategy
Helu, Moneer; Behmann, Benjamin; Meier, Harald; Dornfeld, David; Lanza, Gisela; Schulze, Volker
2012-01-01T23:59:59.000Z
on the use of life cycle assessment (LCA) to quantifyLife Cycle Cost Analysis and LCA, in: International Journal of Life Cycle Assessment,
IBM Lecture Series on Service Quality May 19, 2010
Glushko, Robert J.
IBM Lecture Series on Service Quality May 19, 2010 Two New Perspectives for Service System Design at design time or run time, whether it is coarse-grained or fine-grained, and whether it is partial or total
Liu, Yangqing, E-mail: liuyq05@gmail.com; Tan, Yi; Xie, Huiqiao; Wang, Wenhao; Gao, Zhe [Department of Engineering Physics, Tsinghua University, Beijing 100084 (China)
2014-07-15T23:59:59.000Z
An improved Hilbert-Huang transform method is developed to the time-frequency analysis of non-stationary signals in tokamak plasmas. Maximal overlap discrete wavelet packet transform rather than wavelet packet transform is proposed as a preprocessor to decompose a signal into various narrow-band components. Then, a correlation coefficient based selection method is utilized to eliminate the irrelevant intrinsic mode functions obtained from empirical mode decomposition of those narrow-band components. Subsequently, a time varying vector autoregressive moving average model instead of Hilbert spectral analysis is performed to compute the Hilbert spectrum, i.e., a three-dimensional time-frequency distribution of the signal. The feasibility and effectiveness of the improved Hilbert-Huang transform method is demonstrated by analyzing a non-stationary simulated signal and actual experimental signals in fusion plasmas.
Agilent Infiniium 90000 Series
Anlage, Steven
s1 Agilent Infiniium 90000 Series Oscilloscopes Programmer's Reference #12;Notices © Agilent laws. Manual Part Number Version 04.50.0000 Edition May 28, 2013 Available in electronic format only), as applicable in any technical data. Safety Notices CAUTION A CAUTION notice denotes a haz- ard. It calls
Klein, Ophir
Bay Area Global Health Seminar Series Monday, January 27, 2014 2:30pm 4:00pm (Reception to follow at the Center for Health Policy and the Woods Institute for the Environment. He studies how economic, political, and natural environments affect population health in developing countries using a mix of experimental
Klein, Ophir
Bay Area Global Health Seminar Series Moving beyond millennium targets in global health: The challenges of investing in health and universal health coverage Although targets can help to focus global health efforts, they can also detract attention from deeper underlying challenges in global health
7000 Series MODIFIED MICROLITERTM
Kleinfeld, David
. This syringe series is unique, as the sample is held in the stainless steel needle. The tungsten plunger wire resistance to plunger movement is felt. Use of pliers on the knurled hub nut may be required to achieve this tightness. The black PTFE-coated plunger sleeve makes it easy to read the exact volume. Two sizes of spacers
Energy Management Webinar Series
Broader source: Energy.gov [DOE]
Boost your knowledge on how to implement an energy management system through this four-part webinar series from the Superior Energy Performance program. Each webinar introduces various elements of the ISO 50001 energy management standard—based on the Plan-Do-Check-Act approach—and the associated steps of DOE's eGuide for ISO 50001 software tool.
Driver Models For Timing And Noise Analysis Bogdan Tutuianu and Ross Baldick
Baldick, Ross
additional non-linear circuit simulations and gen- erates re-usable models. Introduction: One of the problems analysis are proposed in [19], [10] and [1]. Special circuit modeling techniques to asses global noise and the analysis is reduced to linear cir- cuit simulation. In the case of delay noise, functional noise
Performance Analysis of a New Ultrasound Axial Strain Time Constant Estimation
Nair, Sanjay P.
2011-08-08T23:59:59.000Z
, it is impossible to acquire this signal for all real t as an analog signal. The best that can be done is to acquire S(t) in terms of a series of samples S(ti) such that: g1845g4666g1872g3036 g4667 = g2015 + g4666? ?g2015g4667g1857 g2879g3047g3284g3099 (1.... In reality, all samples S(ti) are affected by noise glyph817i(ti). Each sample is more accurately expressed by: g1845 g2993 g4666g1872g3036 g4667 = g2015 + g4666? ?g2015g4667g1857 g2879g3047g3284g3099 + g1840g3036 g4666g1872g3036 g4667 (1.4) where glyph...
Time Stamp Attack in Smart Grid: Physical Mechanism and Damage Analysis
Gong, Shuping; Li, Husheng; Dimitrovski, Aleksandar D
2012-01-01T23:59:59.000Z
Many operations in power grids, such as fault detection and event location estimation, depend on precise timing information. In this paper, a novel time stamp attack (TSA) is proposed to attack the timing information in smart grid. Since many applications in smart grid utilize synchronous measurements and most of the measurement devices are equipped with global positioning system (GPS) for precise timing, it is highly probable to attack the measurement system by spoofing the GPS. The effectiveness of TSA is demonstrated for three applications of phasor measurement unit (PMU) in smart grid, namely transmission line fault detection, voltage stability monitoring and event locationing.
Time Synchronization Attack in Smart Grid-Part I: Impact and Analysis
Zhang, Zhenghao; Dimitrovski, Aleksandar D; Li, Husheng
2012-01-01T23:59:59.000Z
Many operations in power grids, such as fault detection and event location estimation, depend on precise timing information. In this paper, a novel Time Synchronization Attack (TSA) is proposed to attack the timing information in smart grid. Since many applications in smart grid utilize synchronous measurements and most of the measurement devices are equipped with global positioning system (GPS) for precise timing, it is highly probable to attack the measurement system by spoofing the GPS. The effectiveness of TSA is demonstrated for three applications of phasor measurement unit (PMU) in smart grid, namely transmission line fault detection, voltage stability monitoring and event locationing. The validity of TSA is demonstrated by numerical simulations.
Towards Adaptable Control Flow Segmentation for Measurement-Based Execution Time Analysis
. An airbag not releasing in time or a non-reacting aircraft control unit for instance can lead to a fatal
Safety and Response-Time Analysis of an Automotive Accident Assistance Service
Gilmore, Stephen
the following tools: Â the LTSA model-checker for FSP, and Â the ipclib response-time analyser for PEPA. We
Analysis of Wind Power and Load Data at Multiple Time Scales
Coughlin, Katie
2011-01-01T23:59:59.000Z
29 Appendix A. PJM Windat Multiple Time Scales Appendix A. PJM Wind Data The windpower data for the PJM control area cover the period January
Towards Real-Time High Performance Computing For Power Grid Analysis
Hui, Peter SY; Lee, Barry; Chikkagoudar, Satish
2012-11-16T23:59:59.000Z
Real-time computing has traditionally been considered largely in the context of single-processor and embedded systems, and indeed, the terms real-time computing, embedded systems, and control systems are often mentioned in closely related contexts. However, real-time computing in the context of multinode systems, specifically high-performance, cluster-computing systems, remains relatively unexplored. Imposing real-time constraints on a parallel (cluster) computing environment introduces a variety of challenges with respect to the formal verification of the system's timing properties. In this paper, we give a motivating example to demonstrate the need for such a system--- an application to estimate the electromechanical states of the power grid--- and we introduce a formal method for performing verification of certain temporal properties within a system of parallel processes. We describe our work towards a full real-time implementation of the target application--- namely, our progress towards extracting a key mathematical kernel from the application, the formal process by which we analyze the intricate timing behavior of the processes on the cluster, as well as timing measurements taken on our test cluster to demonstrate use of these concepts.
Performance analysis of snr estimates for awgn and time-selective fading channels
Peksen, Huseyin
2009-05-15T23:59:59.000Z
scenario. Second, the Bayesian Cramer-Rao lower bound (BCRLB) for SNR estimate is considered for BPSK modulated signals in the presence of time-selective fading channels. Only the data-aided scenario is considered, and the time-selective fading channel...
Real-time analysis of aggregate network traffic for anomaly detection
Kim, Seong Soo
2005-08-29T23:59:59.000Z
The frequent and large-scale network attacks have led to an increased need for developing techniques for analyzing network traffic. If efficient analysis tools were available, it could become possible to detect the attacks, anomalies...
Henrik Stenlund
2012-04-24T23:59:59.000Z
This work introduces a new functional series for expanding an analytic function in terms of an arbitrary analytic function. It is generally applicable and straightforward to use. It is also suitable for approximating the behavior of a function with a few terms. A new expression is presented for the composite function's n'th derivative. The inverse-composite method is handled in this work also.
Global Clock, Physical Time Order and Pending Period Analysis in Multiprocessor Systems
Chen, Yunji; Hu, Weiwu
2009-01-01T23:59:59.000Z
In multiprocessor systems, various problems are treated with Lamport's logical clock and the resultant logical time orders between operations. However, one often needs to face the high complexities caused by the lack of logical time order information in practice. In this paper, we utilize the \\emph{global clock} to infuse the so-called \\emph{pending period} to each operation in a multiprocessor system, where the pending period is a time interval that contains the performed time of the operation. Further, we define the \\emph{physical time order} for any two operations with disjoint pending periods. The physical time order is obeyed by any real execution in multiprocessor systems due to that it is part of the truly happened operation orders restricted by global clock, and it is then proven to be independent and consistent with traditional logical time orders. The above novel yet fundamental concepts enables new effective approaches for analyzing multiprocessor systems, which are named \\emph{pending period analy...
ARC Collaborative Research Seminar Series Winter 2009
Papalambros, Panos
and uncertainty. In this talk, recent developments of a design methodology considering the product lifecycle cost in a series-system fashion. The lifecycle cost includes the production cost, the inspection cost Recent Developments in Time-Dependent Reliability and Design for Lifecycle Cost Amandeep Singh, Zissimos
General schedulability bound analysis and its applications in real-time systems
Wu, Jianjia
2007-09-17T23:59:59.000Z
schedulability bounds for arbitrary static priority schedulers, weighted round robin schedulers, and timed token ring schedulers. Existing utilization bounds for these schedulers are obtained from the closed-form formula by direct assignment of proper parameters...
A Framework to Model Branch Prediction for Worst Case Execution Time Analysis
Roychoudhury, Abhik
execution history. This allows the program execution to proceed by speculating the control flow. Branch with an external environment in a timely fashion. Many embedded systems are safety critical, e.g., automobiles
Analysis of oil-pipeline distribution of multiple products subject to delivery time-windows
Jittamai, Phongchai
2006-04-12T23:59:59.000Z
This dissertation defines the operational problems of, and develops solution methodologies for, a distribution of multiple products into oil pipeline subject to delivery time-windows constraints. A multiple-product oil pipeline is a pipeline system...
Analysis of oil-pipeline distribution of multiple products subject to delivery time-windows
Jittamai, Phongchai
2006-04-12T23:59:59.000Z
This dissertation defines the operational problems of, and develops solution methodologies for, a distribution of multiple products into oil pipeline subject to delivery time-windows constraints. A multiple-product oil pipeline is a pipeline system...
An analysis of Texas rainfall data and asymptotic properties of space-time covariance estimators
Li, Bo
2009-06-02T23:59:59.000Z
This dissertation includes two parts. Part 1 develops a geostatistical method to calibrate Texas NexRad rainfall estimates using rain gauge measurements. Part 2 explores the asymptotic joint distribution of sample space-time covariance estimators...
Discrete-time, cyclostationary phase-locked loop model for jitter analysis
Vamvakos, Socrates D.
Timing jitter is one of the most significant phase-locked loop characteristics, with high impact on performance in a range of applications. It is, therefore, important to develop the tools necessary to study and predict ...
Computational image analysis of subcellular dynamics in time-lapse fluorescence microscopy
Huang, Austin V., 1980-
2005-01-01T23:59:59.000Z
The use of image segmentation and motion tracking algorithms was adapted for analyzing time-lapse data of cells with fluorescently labeled protein. Performance metrics were devised and algorithm parameters were matched to ...
Time domain analysis of a gyrotron traveling wave amplifier with misaligned electron beam
Wang, Qiushi, E-mail: qiushiwork@gmail.com; Peng, Shuyuan [Institute of Electronics, Chinese Academy of Sciences, P.O. Box 2652, Beijing 100080 (China); University of Chinese Academy of Sciences, Beijing 100039 (China); Luo, Jirun [Institute of Electronics, Chinese Academy of Sciences, P.O. Box 2652, Beijing 100080 (China)
2014-08-15T23:59:59.000Z
This article develops a time-domain theory to study the beam-wave interaction in gyrotron traveling wave amplifier (gyro-TWA) with a misaligned electron beam. The effects of beam misalignment on the TE{sub 01} mode gyro-TWA operating at the fundamental are discussed. Numerical results show that the effect of misalignment is less obvious when the input power is larger, and the influences of misalignment on the stable gain and the stable time are basically opposite.
Higher-Order, Space-Time Adaptive Finite Volume Methods: Algorithms, Analysis and Applications
Minion, Michael
2014-04-29T23:59:59.000Z
The four main goals outlined in the proposal for this project were: 1. Investigate the use of higher-order (in space and time) finite-volume methods for fluid flow problems. 2. Explore the embedding of iterative temporal methods within traditional block-structured AMR algorithms. 3. Develop parallel in time methods for ODEs and PDEs. 4. Work collaboratively with the Center for Computational Sciences and Engineering (CCSE) at Lawrence Berkeley National Lab towards incorporating new algorithms within existing DOE application codes.
Florido, R., E-mail: ricardo.florido@ulpgc.es; Mancini, R. C.; Nagayama, T. [Department of Physics, University of Nevada, Reno, Nevada 89557 (United States); Tommasini, R. [Lawrence Livermore National Laboratory, Livermore, California 94550 (United States); Delettrez, J. A.; Regan, S. P. [Laboratory for Laser Energetics, University of Rochester, Rochester, New York 14623 (United States)
2014-10-15T23:59:59.000Z
Time-resolved temperature and density conditions in the core of shock-ignition implosions have been determined for the first time. The diagnostic method relies on the observation, with a streaked crystal spectrometer, of the signature of an Ar tracer added to the deuterium gas fill. The data analysis confirms the importance of the shell attenuation effect previously noted on time-integrated spectroscopic measurements of thick-wall targets [R. Florido et al., Phys. Rev. E 83, 066408 (2011)]. This effect must be taken into account in order to obtain reliable results. The extracted temperature and density time-histories are representative of the state of the core during the implosion deceleration and burning phases. As a consequence of the ignitor shock launched by the sharp intensity spike at the end of the laser pulse, observed average core electron temperature and mass density reach T???1100?eV and ????2?g/cm{sup 3}; then temperature drops to T???920?eV while density rises to ????3.4?g/cm{sup 3} about the time of peak compression. Compared to 1D hydrodynamic simulations, the experiment shows similar maximum temperatures and smaller densities. Simulations do not reproduce all observations. Differences are noted in the heating dynamics driven by the ignitor shock and the optical depth time-history of the compressed shell. Time-histories of core conditions extracted from spectroscopy show that the implosion can be interpreted as a two-stage polytropic process. Furthermore, an energy balance analysis of implosion core suggests an increase in total energy greater than what 1D hydrodynamic simulations predict. This new methodology can be implemented in other ICF experiments to look into implosion dynamics and help to understand the underlying physics.
Statistical static timing analysis considering the impact of power supply noise in VLSI circuits
Kim, Hyun Sung
2009-06-02T23:59:59.000Z
less random than between the gates within a module. 32 REFERENCES [1] Y. M. Jiang and K. T. Cheng, ?Analysis of Performance Impact Caused by Power Supply Noise in Deep Submicron Devices,? ACM/IEEE Design Automation Conf., New... Orleans, LA, June 1999, pp. 760-765. [2] S. Pant, D. Blaauw, V. Zolotov, S. Sundareswaran and R. Panda, ?Vectorless Analysis of Supply Noise Induced Delay Variation,? IEEE/ACM Int?l Conf. Computer Aided Design, San Jose, CA, Nov. 2003, pp. 184-191. [3...
Statistical static timing analysis considering the impact of power supply noise in VLSI circuits
Kim, Hyun Sung
2009-06-02T23:59:59.000Z
less random than between the gates within a module. 32 REFERENCES [1] Y. M. Jiang and K. T. Cheng, ?Analysis of Performance Impact Caused by Power Supply Noise in Deep Submicron Devices,? ACM/IEEE Design Automation Conf., New... Orleans, LA, June 1999, pp. 760-765. [2] S. Pant, D. Blaauw, V. Zolotov, S. Sundareswaran and R. Panda, ?Vectorless Analysis of Supply Noise Induced Delay Variation,? IEEE/ACM Int?l Conf. Computer Aided Design, San Jose, CA, Nov. 2003, pp. 184-191. [3...
National Poverty Center Working Paper Series June, 2006
Shyy, Wei
National Poverty Center Working Paper Series #0608 June, 2006 Justifying Inequality: A Social Psychological Analysis of Beliefs about Poverty and the Poor Heather Bullock, Department Poverty Center Working Paper Series index at: http://www.npc.umich.edu/publications/working_papers/ Any
TIME-FREQUENCY-PHASE COHERENCE GENERAL FRAMEWORK FOR SIGNAL ANALYSIS IN PASSIVE CONTEXT
Paris-Sud XI, UniversitÃ© de
behavior (underwater mammals vocalizations) and electronic warfare will prove the efficiency case, the passive behavior of the signal intelligence field is a well-known problem in the electronic warfare problem. In this paper we propose a general signal analysis framework in passive context. We show
Data series subtraction with unknown and unmodeled background noise
Stefano Vitale; Giuseppe Congedo; Rita Dolesi; Valerio Ferroni; Mauro Hueller; Daniele Vetrugno; William Joseph Weber; Heather Audley; Karsten Danzmann; Ingo Diepholz; Martin Hewitson; Natalia Korsakova; Luigi Ferraioli; Ferran Gibert; Nikolaos Karnesis; Miquel Nofrarias; Henri Inchauspe; Eric Plagnol; Oliver Jennrich; Paul W. McNamara; Michele Armano; James Ira Thorpe; Peter Wass
2014-08-04T23:59:59.000Z
LISA Pathfinder (LPF), ESA's precursor mission to a gravitational wave observatory, will measure the degree to which two test-masses can be put into free-fall, aiming to demonstrate a residual relative acceleration with a power spectral density (PSD) below 30 fm/s$^2$/Hz$^{1/2}$ around 1 mHz. In LPF data analysis, the measured relative acceleration data series must be fit to other various measured time series data. This fitting is required in different experiments, from system identification of the test mass and satellite dynamics to the subtraction of noise contributions from measured known disturbances. In all cases, the background noise, described by the PSD of the fit residuals, is expected to be coloured, requiring that we perform such fits in the frequency domain. This PSD is unknown {\\it a priori}, and a high accuracy estimate of this residual acceleration noise is an essential output of our analysis. In this paper we present a fitting method based on Bayesian parameter estimation with an unknown frequency-dependent background noise. The method uses noise marginalisation in connection with averaged Welch's periodograms to achieve unbiased parameter estimation, together with a consistent, non-parametric estimate of the residual PSD. Additionally, we find that the method is equivalent to some implementations of iteratively re-weighted least-squares fitting. We have tested the method both on simulated data of known PSD, and to analyze differential acceleration from several experiments with the LISA Pathfinder end-to-end mission simulator.
Exact Analysis of the Adiabatic Invariants in Time-Dependent Harmonic Oscillator
Marko Robnik; Valery G. Romanovski
2005-06-16T23:59:59.000Z
The theory of adiabatic invariants has a long history and important applications in physics but is rarely rigorous. Here we treat exactly the general time-dependent 1-D harmonic oscillator, $\\ddot{q} + \\omega^2(t) q=0$ which cannot be solved in general. We follow the time-evolution of an initial ensemble of phase points with sharply defined energy $E_0$ and calculate rigorously the distribution of energy $E_1$ after time $T$, and all its moments, especially its average value $\\bar{E_1}$ and variance $\\mu^2$. Using our exact WKB-theory to all orders we get the exact result for the leading asymptotic behaviour of $\\mu^2$.
Using Fourier Series to Model Hourly Energy Use in Commercial Buildings
Dhar, A.; Reddy, T. A.; Claridge, D. E.
1993-01-01T23:59:59.000Z
Fourier series analysis is eminently suitable for modeling strongly periodic data. Weather independent energy use such as lighting and equipment load in commercial buildings is strongly periodic and is thus appropriate for Fourier series treatment...
Resource characterization series (final)
Hower, J.C.; Wild, G.D.
1981-01-01T23:59:59.000Z
Coals from the Princess Reserve District in northeastern Kentucky were obtained from the R-series cores and from Kentucky Geological Survey collections. The coals span the stratigraphic section from the Bruin coal near the base of the Breathitt Formation to a coal near the top of the Conemaugh Formation. The Princess District coals are high volatile C and B bituminous. High volatile A bituminous coals occur in southern Lawrence County. Reflectance highs and reactive maceral lows were noted in the Princess 3 and Princess 7 coals in along a north-south trend which may be parallel to the Waverly Arch.
Time lapse seismic signal analysis for Cranfield, MS, EOR and CCS site Ditkof, J.1
Texas at Austin, University of
-delay along a horizon below the reservoir. Keywords: time lapse, 4D seismic, CO2 sequestration, EOR, seismic under continuous CO2 injection by Denbury Onshore LLC since 2008. To date, more than 3 million tons of CO2 remain in the subsurface. In 2007 and 2010, 3D seismic surveys were shot and an initial 4D
Generalizing Response-Time Analysis Victor Pollex, Steffen Kollmann and Frank Slomka
Ulm, Universität
to the layout of the sensors and actuators, for instance in electro- hydraulic brake systems or driver of Embedded Systems / Real-Time Systems Ulm University {firstname}.{lastname}@uni-ulm.de Abstract--In real for different system architectures. The busy window approach on the one hand is able to obtain tight bounds
SIMULATION-BASED ANALYSIS OF TIMED REBECA USING TEPROP AND SQL
Karlsson, Brynjar
methods we need easy to use modeling and specification languages and powerful and scalable verification using TeProp and SQL Brynjar Magnússon June 2012 Abstract As software systems get larger, more complex, a simulation tool-kit for working with simula- tions of Timed Rebeca models. McErlang is used to simulate
Analysis of Late--time Light Curves of Type IIb, Ib and Ic Supernovae
Wheeler, J Craig; Clocchiatti, A
2014-01-01T23:59:59.000Z
The shape of the light curve peak of radioactive-powered core-collapse "stripped-envelope," supernovae constrains the ejecta mass, nickel mass, and kinetic energy by the brightness and diffusion time for a given opacity and observed expansion velocity. Late-time light curves give constraints on the same parameters, given the gamma-ray opacity. Previous work has shown that the principal light curve peaks for SN IIb with small amounts of hydrogen and for hydrogen/helium-deficient SN Ib/c are often rather similar near maximum light, suggesting similar ejecta masses and kinetic energies, but that late-time light curves show a wide dispersion, suggesting a dispersion in ejecta masses and kinetic energies. It was also shown that SN IIb and SN Ib/c can have very similar late-time light curves, but different ejecta velocities demanding significantly different ejecta masses and kinetic energies. We revisit these topics by collecting and analyzing well-sampled single color and quasi-bolometric light curves from the lit...
Observation of acoustical signal fluctuations by time-frequency analysis methods
Jesus, Sérgio M.
. Bozzoa , S. Jesusb , J. Onofrec , P. Piccod , and A. Truccoa a Department of Biophysical and Electronic Engineering (DIBE), University of Genoa, Via all'Opera Pia 11A, I-16145 Genoa, Italy, e-mail:trucco@ieee.org b energy levels. In [1] Apel et al. have shown that internal waves activity, strongly dependent upon time
page 24 Lab Times 2-2011 Analysis A conversation with Peter Lawrence, Cambridge
Salvaggio, Carl
the first Wigglesworth Memorial lecture at the International Congress of Entomology. I talked mostly about such an overwhelming response, I realised that there was a need for a voice to express the frustration that many scien. At that time, you'd al- ready been a journal editor for more than 20 years. Do you feel in some way responsi
Time cycle analysis and simulation of material flow in MOX process layout
Chakraborty, S.; Saraswat, A.; Danny, K.M.; Somayajulu, P.S.; Kumar, A. [Nuclear Fuels Group, Bhabha Atomic Research Centre, Trombay, Mumbai, 400085 (India)
2013-07-01T23:59:59.000Z
The (U,Pu)O{sub 2} MOX fuel is the driver fuel for the upcoming PFBR (Prototype Fast Breeder Reactor). The fuel has around 30% PuO{sub 2}. The presence of high percentages of reprocessed PuO{sub 2} necessitates the design of optimized fuel fabrication process line which will address both production need as well as meet regulatory norms regarding radiological safety criteria. The powder pellet route has highly unbalanced time cycle. This difficulty can be overcome by optimizing process layout in terms of equipment redundancy and scheduling of input powder batches. Different schemes are tested before implementing in the process line with the help of a software. This software simulates the material movement through the optimized process layout. The different material processing schemes have been devised and validity of the schemes are tested with the software. Schemes in which production batches are meeting at any glove box location are considered invalid. A valid scheme ensures adequate spacing between the production batches and at the same time it meets the production target. This software can be further improved by accurately calculating material movement time through glove box train. One important factor is considering material handling time with automation systems in place.
Time Variations of the Superkamiokande Solar Neutrino Flux Data by Rayleigh Power Spectrum Analysis
Koushik Ghosh; Probhas Raychaudhuri
2006-06-05T23:59:59.000Z
We have used the Rayleigh Power Spectrum Analysis of the solar neutrino flux data from 1) 5-day-long samples from Super-Kamiokande-I detector during the period from June, 1996 to July, 2001; 2) 10 -day-long samples from the same detector during the same period and (3) 45-day long from the same detector during the same period. According to our analysis (1) gives periodicities around 0.25, 23.33, 33.75 and 42.75 months; (2) exhibits periodicities around 0.5, 1.0, 28.17, 40.67 and 52.5 months and (3) shows periodicities around 16.5 and 28.5 months. We have found almost similar periods in the solar flares, sunspot data, solar proton data.
CEE 812 Structural Engineering Seminar Series Design and Construction
Kamat, Vineet R.
heavy industrial sectors, involved with project development, strategic analysis, engineering designCEE 812 Structural Engineering Seminar Series Design and Construction of Energy Industry with energy industry structures, including nuclear power plants, wind turbines and foundations, and stacks
The U-series toolbox for paleoceanography Gideon M. Henderson
Henderson, Gideon
Uranium has a reasonably constant seawater concentration in both space and time, varying only in line-mail: boba@ldeo.columbia.edu Reviews in Mineralogy and Geochemistry "Uranium Series Geochemistry" Revised (Cochran and Masque, 2003). 2. U-series isotopes in the ocean environment 2.1 The ocean uranium budget
Shale Webinar Series to Start September 13th The Penn State Marcellus Education Team will be offering a new monthly Shale webinar series beginning Thursday, September 13th from 1:00 to 2:00 PM. Tom the series with an overview of trends and updates on shale development. Tom will provide an analysis of shale
R. M. Ferrer; S. Bays; M. Pope
2008-04-01T23:59:59.000Z
The purpose of this study is to quantify the effects of variations of the Light Water Reactor (LWR) Spent Nuclear Fuel (SNF) and fast reactor reprocessing cooling time on a Sodium Fast Reactor (SFR) assuming a single-tier fuel cycle scenario. The results from this study show the effects of different cooling times on the SFR’s transuranic (TRU) conversion ratio (CR) and transuranic fuel enrichment. Also, the decay heat, gamma heat and neutron emission of the SFR’s fresh fuel charge were evaluated. A 1000 MWth commercial-scale SFR design was selected as the baseline in this study. Both metal and oxide CR=0.50 SFR designs are investigated.
Modeling and analysis of EWMA control schemes with time varying control limits
Chandrasekaran, Sreenivasan
1991-01-01T23:59:59.000Z
of EWMA schemes that afford the desired degree of protection against shifts that lead to a potential increase in scrap. Next, a stochastic model of the EWMA control scheme with supplementary runs rules is constructed. Mean absorption time for various... be reworked constitute scrap. Depending upon the product that is being manufactured, observations falling above the USL or below the LSL will constitute scrap. Without loss of generality, let an observation falling beyond the USL constitute scrap. Clearly...
Analysis Of Residence Time Distribution Of Fluid Flow By Axial Dispersion Model
Sugiharto [Department of Physics, Faculty of Mathematics and Natural Sciences, Bandung Institute of Technology, Jl. Ganesha 10, Bandung 40132 (Indonesia); Centre for Applications of Isotopes and Radiation Technology-National Nuclear Energy Agency, Jl. Lebak Bulus Raya No. 49, Jakarta 12440 (Indonesia); Su'ud, Zaki; Kurniadi, Rizal; Waris, Abdul [Centre for Applications of Isotopes and Radiation Technology-National Nuclear Energy Agency, Jl. Lebak Bulus Raya No. 49, Jakarta 12440 (Indonesia); Abidin, Zainal [Department of Physics, Faculty of Mathematics and Natural Sciences, Bandung Institute of Technology, Jl. Ganesha 10, Bandung 40132 (Indonesia)
2010-12-23T23:59:59.000Z
Radioactive tracer {sup 82}Br in the form of KBr-82 with activity {+-} 1 mCi has been injected into steel pipeline to qualify the extent dispersion of water flowing inside it. Internal diameter of the pipe is 3 in. The water source was originated from water tank through which the water flow gravitically into the pipeline. Two collimated sodium iodide detectors were used in this experiment each of which was placed on the top of the pipeline at the distance of 8 and 11 m from injection point respectively. Residence time distribution (RTD) curves obtained from injection of tracer are elaborated numerically to find information of the fluid flow properties. The transit time of tracer calculated from the mean residence time (MRT) of each RTD curves is 14.9 s, therefore the flow velocity of the water is 0.2 m/s. The dispersion number, D/uL, for each RTD curve estimated by using axial dispersion model are 0.055 and 0.06 respectively. These calculations are performed after fitting the simulated axial dispersion model on the experiment curves. These results indicated that the extent of dispersion of water flowing in the pipeline is in the category of intermediate.
The analysis of the largest sample of multi-frequency pulsar scatter time estimates
Lewandowski, Wojciech; Kijak, Jaroslaw
2015-01-01T23:59:59.000Z
We present our results of pulse broadening time estimates and the study of the frequency scaling of this quantity for 60 pulsars based on actual multi-frequency scattering estimates. This research was based on our own measurements, performed on the observational data and the profiles from various pulsar profile databases, as well as the scatter time measurements that were found in the literature. We were able to construct a database of over 60 pulsars with true multi-frequency $\\alpha$ measurements, which allowed us to revise the previously proposed relations between the scatter time spectral slope and the dispersion measure (DM). We found that the deviations from theoretical predictions of the value of $\\alpha$ appear for pulsars regardless of their DM, however the DM-averaged value of the scaling index is almost constant except for pulsars with very high DMs. Based on the obtained slopes we were also able to estimate the amount of scattering at the standard frequency of 1 GHz. We found that while the estima...
Geometric Characterization of Series-Parallel Variable Resistor Networks
Tygar, Doug
simultaneously by an algorithm of complexity O(nk). Key Words: Worst case analysis, linear circuits, series-parallel networks, projective geometry. 1. Introduction The task of worst case circuit analysis [7] involves a method for performing a worst case analysis of a variable linear resistor network by casting
Geometric Characterization of SeriesParallel Variable Resistor Networks #
Bryant, Randal E.
simultaneously by an algorithm of complexity O(nk). Key Words: Worst case analysis, linear circuits, seriesparallel networks, projective geometry. 1. Introduction The task of worst case circuit analysis [7] involves. In his book on circuit theory [2], Calahan describes a method for performing a worst case analysis
Solar glare hazard analysis tool on account of determined points of time
Ho, Clifford K; Sims, Cianan Alexander
2014-09-23T23:59:59.000Z
Technologies pertaining to determining when glare will be perceived by a hypothetical observer from a glare source and the intensity of glare that will be perceived by the hypothetical observer from the glare source are described herein. A first location of a potential source of solar glare is received, and a second location of the hypothetical observer is received. Based upon such locations, including respective elevations, and known positions of the sun over time, a determination as to when the hypothetical observer will perceive glare from the potential source of solar glare is made. Subsequently, an amount of irradiance entering the eye of the hypothetical observer is calculated to assess potential ocular hazards.
An analysis of the relationship of heart sound time intervals to respiratory sinus arrhythmia
Schorsch, Eric Todd
1987-01-01T23:59:59.000Z
to be close to the clinically significant left ventricular ejection time (LVET). These results were obtained in a laboratory setting. Recording heart sounds at the trachea was not easy. The heart sound signal was not very stable. In order for a useful... VALVE R - LEFT VENTRICLE Figure 1. Crossectional view of the heart showing the four chambers and the four valves. l20 X IOO E E 80 oI 60 In 40 Aornc volve opens PROTODIASTOLE EJECTION~ COIJTRACTION~ I, r Aortic valve closes r ISOMETRIC...
Method and system for real-time analysis of biosensor data
Greenbaum, Elias; Rodriguez, Jr., Miguel
2014-08-19T23:59:59.000Z
A method of biosensor-based detection of toxins includes the steps of providing a fluid to be analyzed having a plurality of photosynthetic organisms therein, wherein chemical, biological or radiological agents alter a nominal photosynthetic activity of the photosynthetic organisms. At a first time a measured photosynthetic activity curve is obtained from the photosynthetic organisms. The measured curve is automatically compared to a reference photosynthetic activity curve to determine differences therebetween. The presence of the chemical, biological or radiological agents, or precursors thereof, are then identified if present in the fluid using the differences.
Druzhinina, O V; Shestakov, A A [Moscow State University of Railway Engineering, Moscow (Russian Federation)
2002-10-31T23:59:59.000Z
A generalized direct Lyapunov method is put forward for the study of stability and attraction in general time systems of the following types: the classical dynamical system in the sense of Birkhoff, the general system in the sense of Zubov, the general system in the sense of Seibert, the general system with delay, and the general 'input-output' system. For such systems, with the help of generalized Lyapunov functions with respect to two filters, two quasifilters, or two filter bases, necessary and sufficient conditions for stability and attraction are obtained under minimal assumptions about the mathematical structure of the general system.
H. Rudolf Fiebig
2002-10-31T23:59:59.000Z
We study various aspects of extracting spectral information from time correlation functions of lattice QCD by means of Bayesian inference with an entropic prior, the maximum entropy method (MEM). Correlator functions of a heavy-light meson-meson system serve as a repository for lattice data with diverse statistical quality. Attention is given to spectral mass density functions, inferred from the data, and their dependence on the parameters of the MEM. We propose to employ simulated annealing, or cooling, to solve the Bayesian inference problem, and discuss practical issues of the approach.
SERI DOE-2 solar simulator study
Eden, A.; Simms, D.A.
1980-01-01T23:59:59.000Z
The Solar Energy Research Institute's (SERI) analysis of the solar energy simulator section of DOE-2, a public domain computer program that allows users to explore the energy-use patterns of proposed and existing buildings and their heating, ventilating, and air conditioning (HVAC) systems is discussed. This computer program contains a solar energy simulation portion called Component-Based Simulator (CBS) incorporated into the HVAC Plant (large equipment) section. SERI is investigating the adequacy and sensitivity of DOE-2's solar portion when various active solar energy systems and combinations of solar components are interfaced with standard space conditioning systems or used in a stand-alone mode. The components have been assembled into typical configurations and parametric test runs have been performed examining the problems associated with the program and the characteristics of the output for eventual comparison with other energy analysis computer programs.
Continuous time random walk analysis of solute transport in fractured porous media
Cortis, Andrea; Cortis, Andrea; Birkholzer, Jens
2008-06-01T23:59:59.000Z
The objective of this work is to discuss solute transport phenomena in fractured porous media, where the macroscopic transport of contaminants in the highly permeable interconnected fractures can be strongly affected by solute exchange with the porous rock matrix. We are interested in a wide range of rock types, with matrix hydraulic conductivities varying from almost impermeable (e.g., granites) to somewhat permeable (e.g., porous sandstones). In the first case, molecular diffusion is the only transport process causing the transfer of contaminants between the fractures and the matrix blocks. In the second case, additional solute transfer occurs as a result of a combination of advective and dispersive transport mechanisms, with considerable impact on the macroscopic transport behavior. We start our study by conducting numerical tracer experiments employing a discrete (microscopic) representation of fractures and matrix. Using the discrete simulations as a surrogate for the 'correct' transport behavior, we then evaluate the accuracy of macroscopic (continuum) approaches in comparison with the discrete results. However, instead of using dual-continuum models, which are quite often used to account for this type of heterogeneity, we develop a macroscopic model based on the Continuous Time Random Walk (CTRW) framework, which characterizes the interaction between the fractured and porous rock domains by using a probability distribution function of residence times. A parametric study of how CTRW parameters evolve is presented, describing transport as a function of the hydraulic conductivity ratio between fractured and porous domains.
Simulating Hamiltonian Dynamics with a Truncated Taylor Series
Berry, Dominic W.
We describe a simple, efficient method for simulating Hamiltonian dynamics on a quantum computer by approximating the truncated Taylor series of the evolution operator. Our method can simulate the time evolution of a wide ...
Prior, Javier; Castro, Enrique [Departamento de Física Aplicada, Universidad Politécnica de Cartagena, Cartagena 30202 (Spain)] [Departamento de Física Aplicada, Universidad Politécnica de Cartagena, Cartagena 30202 (Spain); Chin, Alex W. [Theory of Condensed Matter Group, University of Cambridge, J J Thomson Avenue, Cambridge CB3 0HE (United Kingdom)] [Theory of Condensed Matter Group, University of Cambridge, J J Thomson Avenue, Cambridge CB3 0HE (United Kingdom); Almeida, Javier; Huelga, Susana F.; Plenio, Martin B. [Institut für Theoretische Physik, Albert-Einstein-Allee 11, Universität Ulm, D-89069 Ulm (Germany)] [Institut für Theoretische Physik, Albert-Einstein-Allee 11, Universität Ulm, D-89069 Ulm (Germany)
2013-12-14T23:59:59.000Z
New experimental techniques based on nonlinear ultrafast spectroscopies have been developed over the last few years, and have been demonstrated to provide powerful probes of quantum dynamics in different types of molecular aggregates, including both natural and artificial light harvesting complexes. Fourier transform-based spectroscopies have been particularly successful, yet “complete” spectral information normally necessitates the loss of all information on the temporal sequence of events in a signal. This information though is particularly important in transient or multi-stage processes, in which the spectral decomposition of the data evolves in time. By going through several examples of ultrafast quantum dynamics, we demonstrate that the use of wavelets provide an efficient and accurate way to simultaneously acquire both temporal and frequency information about a signal, and argue that this greatly aids the elucidation and interpretation of physical process responsible for non-stationary spectroscopic features, such as those encountered in coherent excitonic energy transport.
Apparatus for real-time airborne particulate radionuclide collection and analysis
Smart, John E. (West Richland, WA); Perkins, Richard W. (Richland, WA)
2001-01-01T23:59:59.000Z
An improved apparatus for collecting and analyzing an airborne particulate radionuclide having a filter mounted in a housing, the housing having an air inlet upstream of the filter and an air outlet downstream of the filter, wherein an air stream flows therethrough. The air inlet receives the air stream, the filter collects the airborne particulate radionuclide and permits a filtered air stream to pass through the air outlet. The improvement which permits real time counting is a gamma detecting germanium diode mounted downstream of the filter in the filtered air stream. The gamma detecting germanium diode is spaced apart from a downstream side of the filter a minimum distance for a substantially maximum counting detection while permitting substantially free air flow through the filter and uniform particulate radionuclide deposition on the filter.
Unified analysis of terminal-time control in classical and quantum systems
Alexander Pechen; Herschel Rabitz
2010-11-04T23:59:59.000Z
Many phenomena in physics, chemistry, and biology involve seeking an optimal control to maximize an objective for a classical or quantum system which is open and interacting with its environment. The complexity of finding an optimal control for maximizing an objective is strongly affected by the possible existence of sub-optimal maxima. Within a unified framework under specified conditions, control objectives for maximizing at a terminal time physical observables of open classical and quantum systems are shown to be inherently free of sub-optimal maxima. This attractive feature is of central importance for enabling the discovery of controls in a seamless fashion in a wide range of phenomena transcending the quantum and classical regimes.
Busetti, Fabio; Harvey, Andrew C
as an alternative - or complement - to quan- tiles; see, for example, Newey and Powell (1987), Efron (1991) and, in a time series context, De Rossi and Harvey (2006b). We then de?ne residuals based on expectiles and show that they can be used to construct... based on absolute values, (5), are very close to those of the #17;#28; (DQ) tests in (3). The earlier theoretical analysis indicated that the statistics are identical for known quan- tiles and it appears that enforcing the symmetry restriction when...
Operating Innovative Networks Workshop Series
Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)
Workshop Series Enlighten Your Research Global Program Science Requirements Reviews Case Studies Contact Us Technical Assistance: 1 800-33-ESnet (Inside US) 1 800-333-7638...
RINGS OF SEPARATED POWER SERIES
power series rings Sm;n (Section 4) and (ii) to develop the ingredients of sheaf. theory for ... systems of modules behave under ground eld extension. Here we ...
Power Grid Data Analysis with R and Hadoop
Hafen, Ryan P.; Gibson, Tara D.; Kleese van Dam, Kerstin; Critchlow, Terence J.
2014-01-01T23:59:59.000Z
This book chapter presents an approach to analysis of large-scale time-series sensor information based on our experience with power grid data. We use the R-Hadoop Integrated Programming Environment (RHIPE) to analyze a 2TB data set and present code and results for this analysis.
High and Low Temperature Series Estimates for the Critical Temperature of the 3D Ising Model
Adler, Joan
High and Low Temperature Series Estimates for the Critical Temperature of the 3D Ising Model Zaher Abstract We have analysed low and high temperature series expansions for the threedimensional Ising model on the simple cubic lattice. Our analysis of Butera and Comi's new 32 term high temperature series yields K c
Marcellus Shale Educational Webinar Series
Boyer, Elizabeth W.
#12;Marcellus Shale Litigation and Legislation December 17, 2009 7 . Pennsylvania Oil and Gas Law1 Marcellus Shale Educational Webinar Series October 2009 - March 2010 Penn State Cooperative Extension #12;2 Marcellus Shale Webinar Series Planning Committee Â· Members Â Mark Douglass, Jefferson
Ford, Eric B.; /Florida U.; Fabrycky, Daniel C.; /Lick Observ.; Steffen, Jason H.; /Fermilab; Carter, Joshua A.; /Harvard-Smithsonian Ctr. Astrophys.; Fressin, Francois; /Harvard-Smithsonian Ctr. Astrophys.; Holman, Matthew J.; /Harvard-Smithsonian Ctr. Astrophys.; Lissauer, Jack J.; /NASA, Ames; Moorhead, Althea V.; /Florida U.; Morehead, Robert C.; /Florida U.; Ragozzine, Darin; /Harvard-Smithsonian Ctr. Astrophys.; Rowe, Jason F.; /NASA, Ames /SETI Inst., Mtn. View /San Diego State U., Astron. Dept.
2012-01-01T23:59:59.000Z
We present a new method for confirming transiting planets based on the combination of transit timing variations (TTVs) and dynamical stability. Correlated TTVs provide evidence that the pair of bodies are in the same physical system. Orbital stability provides upper limits for the masses of the transiting companions that are in the planetary regime. This paper describes a non-parametric technique for quantifying the statistical significance of TTVs based on the correlation of two TTV data sets. We apply this method to an analysis of the transit timing variations of two stars with multiple transiting planet candidates identified by Kepler. We confirm four transiting planets in two multiple planet systems based on their TTVs and the constraints imposed by dynamical stability. An additional three candidates in these same systems are not confirmed as planets, but are likely to be validated as real planets once further observations and analyses are possible. If all were confirmed, these systems would be near 4:6:9 and 2:4:6:9 period commensurabilities. Our results demonstrate that TTVs provide a powerful tool for confirming transiting planets, including low-mass planets and planets around faint stars for which Doppler follow-up is not practical with existing facilities. Continued Kepler observations will dramatically improve the constraints on the planet masses and orbits and provide sensitivity for detecting additional non-transiting planets. If Kepler observations were extended to eight years, then a similar analysis could likely confirm systems with multiple closely spaced, small transiting planets in or near the habitable zone of solar-type stars.
Onyegegbu, S.O. (Univ. of Nigeria, Nsukka (Nigeria)); Morhenne, J. (Ruhr-Universitaet, Bochum (Germany))
1993-01-01T23:59:59.000Z
This paper presents an unsteady two-dimensional analysis of a flat-plate solar collector subjected to time varying insolation with considerable diffuse components as a better characterization of practical solar collectors. The analysis considers the thermal masses of the absorber, tube, glazing, and the working fluid in the system, as well as the different optical and thermodynamic properties of beam and diffuse radiation. Using two sets of insolation data, one for a near clear day and the other for an overcast day, an exergetic optimization of the system was carried out and flow rates which maximize the total energy output (extracted and accumulated) were determined for flow update periods of once very 30 min, 1 h, and the entire daylight period. The instantaneous optimum flow rates were found to follow the insolation pattern. On a daily basis, the optimum exergetic efficiencies and optimum flow rates were almost independent of the choice of the interval of fluid update, but were about 30% and 10%, respectively, higher for the clear day than for the overcast day.
SWANSEA UNIVERSITY REPORT SERIES
Grant, P. W.
in Fragments of Bounded Arithmetic by Arnold Beckmann and Samuel R. Buss Report # CSR 15-2008 #12;Polynomial.beckmann@swansea.ac.uk Samuel R. Buss Department of Mathematics University of California, San Diego La Jolla, CA 92093-0112, USA by polynomial time algorithms that make O(log n) witness queries to a p k-1 -oracle. Buss and Kraj´icek [8
Texas at Austin. University of
Stopping supersonic oxygen with a series of pulsed electromagnetic coils: A molecular coilgun, using a series of pulsed electromagnetic coils. A series of coils is fired in a timed sequence to bring in some experiments by interactions with pulsed electric fields Stark decelerator 46 , by inter- actions
Niccolini, G.; Carpinteri, A.; Lacidogna, G.; Manuello, A. [Istituto Nazionale di Ricerca Metrologica, Strada delle Cacce 91, 10135 Torino (Italy)] [Department of Structural Engineering, Politecnico di Torino, Corso Duca degli Abruzzi 24, 10129 Torino (Italy)
2011-03-11T23:59:59.000Z
We perform a comparative statistical analysis between the acoustic-emission time series from the ancient Greek Athena temple in Syracuse and the sequence of nearby earthquakes. We find an apparent association between acoustic-emission bursts and the earthquake occurrence. The waiting-time distributions for acoustic-emission and earthquake time series are described by a unique scaling law indicating self-similarity over a wide range of magnitude scales. This evidence suggests a correlation between the aging process of the temple and the local seismic activity.
Rutger van Haasteren; Michele Vallisneri
2014-07-24T23:59:59.000Z
Many data-analysis problems involve large dense matrices that describe the covariance of stationary noise processes; the computational cost of inverting these matrices, or equivalently of solving linear systems that contain them, is often a practical limit for the analysis. We describe two general, practical, and accurate methods to approximate stationary covariance matrices as low-rank matrix products featuring carefully chosen spectral components. These methods can be used to greatly accelerate data-analysis methods in many contexts, such as the Bayesian and generalized-least-squares analysis of pulsar-timing residuals.
Solar Permitting & Inspection Webinar Series
Office of Energy Efficiency and Renewable Energy (EERE)
ICLEI Local Governments for Sustainability U.S.A. and the Interstate Renewable Energy Council, Inc. (IREC) present a series of three webinars on Solar Permitting & Inspection. As part of the U...
ECOLOGY AND EVOLUTION SEMINAR SERIES*
Ishida, Yuko
ECOLOGY AND EVOLUTION SEMINAR SERIES* WINTER 2013 ECL 296 (CRN 50337) / PBG 292 (CRN 64677 24 The Modern Ecology of Ice-Covered Lakes in Antarctica: A Journey Back JANUARY 31 Lizards in an Evolutionary Tree: Ecology and Adaptive Radiation
Ford, Eric B.; Moorhead, Althea V.; Morehead, Robert C. [Astronomy Department, University of Florida, 211 Bryant Space Sciences Center, Gainesville, FL 32611 (United States); Fabrycky, Daniel C. [UCO/Lick Observatory, University of California, Santa Cruz, CA 95064 (United States); Steffen, Jason H. [Fermilab Center for Particle Astrophysics, P.O. Box 500, MS 127, Batavia, IL 60510 (United States); Carter, Joshua A.; Fressin, Francois; Holman, Matthew J.; Ragozzine, Darin; Charbonneau, David [Harvard-Smithsonian Center for Astrophysics, 60 Garden Street, Cambridge, MA 02138 (United States); Lissauer, Jack J.; Rowe, Jason F.; Borucki, William J.; Bryson, Stephen T.; Burke, Christopher J.; Caldwell, Douglas A. [NASA Ames Research Center, Moffett Field, CA 94035 (United States); Welsh, William F. [Astronomy Department, San Diego State University, San Diego, CA 92182-1221 (United States); Allen, Christopher [Orbital Sciences Corporation/NASA Ames Research Center, Moffett Field, CA 94035 (United States); Batalha, Natalie M. [Department of Physics and Astronomy, San Jose State University, San Jose, CA 95192 (United States); Buchhave, Lars A., E-mail: eford@astro.ufl.edu [Niels Bohr Institute, Copenhagen University, DK-2100 Copenhagen (Denmark); Collaboration: Kepler Science Team; and others
2012-05-10T23:59:59.000Z
We present a new method for confirming transiting planets based on the combination of transit timing variations (TTVs) and dynamical stability. Correlated TTVs provide evidence that the pair of bodies is in the same physical system. Orbital stability provides upper limits for the masses of the transiting companions that are in the planetary regime. This paper describes a non-parametric technique for quantifying the statistical significance of TTVs based on the correlation of two TTV data sets. We apply this method to an analysis of the TTVs of two stars with multiple transiting planet candidates identified by Kepler. We confirm four transiting planets in two multiple-planet systems based on their TTVs and the constraints imposed by dynamical stability. An additional three candidates in these same systems are not confirmed as planets, but are likely to be validated as real planets once further observations and analyses are possible. If all were confirmed, these systems would be near 4:6:9 and 2:4:6:9 period commensurabilities. Our results demonstrate that TTVs provide a powerful tool for confirming transiting planets, including low-mass planets and planets around faint stars for which Doppler follow-up is not practical with existing facilities. Continued Kepler observations will dramatically improve the constraints on the planet masses and orbits and provide sensitivity for detecting additional non-transiting planets. If Kepler observations were extended to eight years, then a similar analysis could likely confirm systems with multiple closely spaced, small transiting planets in or near the habitable zone of solar-type stars.
Michael A. Idowu
2014-10-15T23:59:59.000Z
We intimate deeper connections between the Riemann zeta and gamma functions than often reported and further derive a new formula for expressing the value of $\\zeta(2n+1)$ in terms of zeta at other fractional points. This paper also establishes and presents new expository notes and perspectives on zeta function theory and functional analysis. In addition, a new fundamental result, in form of a new function called omega $\\Omega(s)$, is introduced to analytic number theory for the first time. This new function together with some of its most fundamental properties and other related identities are here disclosed and presented as a new approach to the analysis of sums of generalised harmonic series, related alternating series and polygamma functions associated with Riemann zeta function.
Nobel Lecture Series Videos Now Available Online
Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)
Lecture Series Videos Now Available Online Nobel Lecture Videos Now Available Online May 29, 2014 by Kathy Kincade (0 Comments) Three of the NERSC Nobel Lecture Series videos --...
Wavelet Analysis of Clock Noise Don Percival
Percival, Don
#12;Wavelet-Based Analysis of Variance: I Â· consider `energy' in time series: X 2 = XT X = N-1 t=0 X2 t Â· energy preserved in MODWT coefficients: X 2 = J0 j=1 Wj 2 + VJ0 2 Â· leads to analysis of sample variance Y (2, j) since 2 Y (j) = 1 22 Y (2, j) Â· Q: `old wine in a new bottle,' or something new? 9 #12;What
SERI advanced wind turbine blades
Tangler, J.; Smith, B.; Jager, D.
1992-02-01T23:59:59.000Z
The primary goal of the Solar Energy Research Institute`s (SERI) advanced wind turbine blades is to convert the kinetic energy in the wind into mechanical energy in an inexpensive and efficient manner. To accomplish this goal, advanced wind turbine blades have been developed by SERI that utilize unique airfoil technology. Performance characteristics of the advanced blades were verified through atmospheric testing on fixed-pitch, stall-regulated horizontal-axis wind turbines (HAWTs). Of the various wind turbine configurations, the stall-regulated HAWT dominates the market because of its simplicity and low cost. Results of the atmospheric tests show that the SERI advanced blades produce 10% to 30% more energy than conventional blades. 6 refs.
SERI advanced wind turbine blades
Tangler, J.; Smith, B.; Jager, D.
1992-02-01T23:59:59.000Z
The primary goal of the Solar Energy Research Institute's (SERI) advanced wind turbine blades is to convert the kinetic energy in the wind into mechanical energy in an inexpensive and efficient manner. To accomplish this goal, advanced wind turbine blades have been developed by SERI that utilize unique airfoil technology. Performance characteristics of the advanced blades were verified through atmospheric testing on fixed-pitch, stall-regulated horizontal-axis wind turbines (HAWTs). Of the various wind turbine configurations, the stall-regulated HAWT dominates the market because of its simplicity and low cost. Results of the atmospheric tests show that the SERI advanced blades produce 10% to 30% more energy than conventional blades. 6 refs.
Amplitude Analysis and Measurement of the Time-dependent CP Asymmetry of B0 to KsKsKs Decays
Lees, J.P.
2012-04-11T23:59:59.000Z
We present the first results on the Dalitz-plot structure and improved measurements of the time-dependent CP-violation parameters of the process B{sup 0} {yields} K{sub S}{sup 0}K{sub S}{sup 0}K{sub S}{sup 0} obtained using 468 x 10{sup 6} B{bar B} decays collected with the BABAR detector at the PEP-II asymmetric-energy B factory at SLAC. The Dalitz-plot structure is probed by a time-integrated amplitude analysis that does not distinguish between B{sup 0} and {bar B}{sup 0} decays. We measure the total inclusive branching fraction {Beta}(B{sup 0} {yields} K{sub S}{sup 0}K{sub S}{sup 0}K{sub S}{sup 0}) = (6.19 {+-} 0.48 {+-} 0.15 {+-} 0.12) x 10{sup -6}, where the first uncertainty is statistical, the second is systematic, and the third represents the Dalitz-plot signal model dependence. We also observe evidence for the intermediate resonant states f{sub 0}(980), f{sub 0}(1710), and f{sub 2}(2010). Their respective product branching fractions are measured to be (2.70{sub -1.19}{sup +1.25} {+-} 0.36 {+-} 1.17) x 10{sup -6}, (0.50{sub -0.24}{sup +0.46} {+-} 0.04 {+-} 0.10) x 10{sup -6}, and (0.54{sub -0.20}{sup +0.21} {+-} 0.03 {+-} 0.52) x 10{sup -6}. Additionally, we determine the mixing-induced CP-violation parameters to be S = -0.94{sub -0.21}{sup +0.24} {+-} 0.06 and C = -0.17 {+-} 0.18 {+-} 0.04, where the first uncertainty is statistical and the second is systematic. These values are in agreement with the standard model expectation.
India: Asia-Pacific energy series country report
Gazdar, M.N.
1992-03-01T23:59:59.000Z
As part of our continuing assessment of Asia-Pacific energy markets, the Resources Programs of the East-West Center series of country studies that discuss in detail the structure of the energy sector. To date, our reports to the US Department of Energy, Assistant Secretary for International Affairs and Energy Emergencies, have covered Australia, China, India, Indonesia, Japan, Malaysia, New Zealand, Pakistan, the Philippines, Singapore, South Korea, Taiwan, and Thailand. The country studies provide an overview of the economic and political situation in the various countries. We have highlighted petroleum and gas issues in the country studies and have attempted to show the foreign trade implications of oil and gas trade. To the greatest extent possible, we have provided the latest available statistics. Staff members have traveled extensively in-and at times have lived in-the countries under review and have held discussions with senior policymakers in government and industry. Thus, these reports provide not only information but also the latest thinking on energy issues in the various countries. Over the next few years these country studies can be updated and will provide a continuous, long-term source of energy sector analysis for the Asia-Pacific region. This India Asia-Pacific Energy Series Country Report is the follow-on to a study by Victor Lobo, Energy in India: The Oil Sector, which was published by the East-West Center in December 1989. The study focused on the petroleum industry, particularly refining, infrastructure, marketing and distribution, specifications of products, demand structure and pricing. This current study, must be seen as a supplement to our 1989 study and, as such, does not cover the petroleum sector in depth.
Modeling North Pacific Climate Time Series Don Percival
Percival, Don
-- autocovariance sequence (ACVS) and -- spectral density function (SDF) . essential di#erence between processes and SDF given by s X,# # cov{X t , X t+# } = # 2 # # |# | 1 - # 2 & SX (f ) = # 2 # 1 + # 2 - 2# cos(2#f noise; LM if # > 0) . ACVS and SDF given by s Y,# = # 2 # sin(##)#(1 - 2#)#(# + #) ##(# + 1 - #) & S Y
Modeling North Pacific Climate Time Series Don Percival
Percival, Don
Â autocovariance sequence (ACVS) and Â spectral density function (SDF) Â· essential difference between processes with mean zero and variance 2 3. || SDF given by sX, cov if > 0) Â· ACVS and SDF given by sY, = 2 sin()(1 - 2)( + ) ( + 1 - ) & SY (f) = 2 |2 sin(f)|2 Â· for 1
BIOINFORMATICS Inferring Gene Regulatory Networks from Time Series
Babu, M. Madan
model regulatory relations in terms of Boolean relationships and combinatorial logic circuits (Kauffman the model (Shmulevich et al., 2002), the immediate extension of PBNs to any finite quantization (also. As opposed to PBNs, where gene interactions are modeled explicitly in terms of binary or multi-valued logical
A Quasi-Global Precipitation Time Series for Drought Monitoring
Torgersen, Christian
-00002 for "Famine Early Warning Systems Network Support," the National Aeronautics and Space Administration Applied Sciences Program, Decisions award #NN10AN26I for "A Land Data Assimilation System for Famine Early Warning Standardized Precipitation Index supporting the US Drought Portal and the Famine Early Warning System N
RESULTS Greenhouse Gas Time Series SUMMARY AND CONCLUSIONS
for soil respiration is 5.1 at 3 C and 4.2 at 5 C. · Figure 5b shows that CO2 residual fluxes are water - Sampling location vs. soil temperature and water content CO2 model residuals. The variables on the x fitting method2 . · Soil temperature at 5 cm taken concurrently with chambers · Soil water content of top
Clustering of Unevenly Sampled Gene Expression Time-Series Data
Rostock, Universität
-means, k-means, average linkage hierarchical algorithm and random clustering are compared to the proposed the genes which define the model profiles in [2]. The fuzzy c-means, k- means, average linkage hierarchical as follows: The effects of the temporal information in the comparison of shapes are discussed first, followed
Online Discovery and Maintenance of Time Series Motifs Abdullah Mueen
Zordan, Victor
the performance of data center chillers, and reported "switching from motif 8 to motif 5 gives us a nearly $40
Time series models with an EGB2 conditional distribution
Caivano, Michele; Harvey, Andrew
2014-07-09T23:59:59.000Z
was made by Wang et. al. (2001) who ?tted GARCH-EGB2 models to exchange rate data. The article is organized as follows. In Section 2, the DCS location model based on the general form of the EGB2 distribution, which allows for skew- ness, is introduced... of the location score, dividing (12) by #15;t gives a bounded function as j#15;tj ! 1: Note that the score function is often called the news-impact curve in the GARCH literature and that it becomes asymmetic when a leverage term is introduced into the dynamics...
Decisions on Multivariate Time Series: Combining Domain Knowledge with
Lin, Jessica
), Coppock Guide (CG), Consumer Confidence point drop (CCD), ISM Manufacturing Survey (ISM), and Negative specifically, we take the template of conditions identified by domain experts--such template consists
Resampling Methodology in Spatial Prediction and Repeated Measures Time Series
Rister, Krista Dianne
2012-02-14T23:59:59.000Z
?Z?(s0)/E?Z??(s0) where E? denotes the conditional expectation given Y. Then, the bootstrap-based bias-corrected predictors of Z(s0) are given by Z?BCA (s0) = Z?(s0) + a?n, and Z?BCM (s0) = c?n ? Z? B(s0). In practice, a?n and c?n are evaluated..., the Monte-Carlo approximation to a?n and c?n are given by a?MCn ? 1 B [ B? j=1 Z?j(s0)? B? j=1 Z??j(s0) ] , and c?MCn ? ?B j=1 Z ?j(s0) ?B j=1 Z? ?j(s0) , respectively. 2. Unknown Parameters For real applications, the value...
Rare Time Series Motif Discovery from Unbounded Streams
Zordan, Victor
station's solar panel [2], only a fraction of which we can buffer. A pattern we are observing now seems repeated behavior in a dataset with ten million items, and we wish to discover them. We could employ the MK
Some applications of wavelets to time series data
Jeong, Jae Sik
2009-05-15T23:59:59.000Z
. The development of the robust methodologies against nonstationarity is the main focus of my dissertation. We suggest a wavelet-based Bayesian method which shares good properties coming from both wavelet-based method and Bayesian approach. To check the robustness...