Estimation of Parameters from Discrete Random Nonstationary Time Series

NASA Astrophysics Data System (ADS)

Takayasu, H.; Nakamura, T.

For the analysis of nonstationary stochastic time series we introduce a formulation to estimate the underlying time-dependent parameters. This method is designed for random events with small numbers that are out of the applicability range of the normal distribution. The method is demonstrated for numerical data generated by a known system, and applied to time series of traffic accidents, batting average of a baseball player and sales volume of home electronics.

Optimized Routing of Intelligent, Mobile Sensors for Dynamic, Data-Driven Sampling

DTIC Science & Technology

2016-09-27

nonstationary random process that requires nonuniform sampling. The ap- proach incorporates complementary representations of an unknown process: the first...lookup table as follows. A uniform grid is created in the r-domain and mapped to the R-domain, which produces a nonuniform grid of locations in the R...vehicle coverage algorithm that invokes the coor- dinate transformation from the previous section to generate nonuniform sampling trajectories [54]. We

Multiaxis Rainflow Fatigue Methods for Nonstationary Vibration

NASA Technical Reports Server (NTRS)

Irvine, T.

2016-01-01

Mechanical structures and components may be subjected to cyclical loading conditions, including sine and random vibration. Such systems must be designed and tested accordingly. Rainflow cycle counting is the standard method for reducing a stress time history to a table of amplitude-cycle pairings prior to the Palmgren-Miner cumulative damage calculation. The damage calculation is straightforward for sinusoidal stress but very complicated for random stress, particularly for nonstationary vibration. This paper evaluates candidate methods and makes a recommendation for further study of a hybrid technique.

A new class of random processes with application to helicopter noise

NASA Technical Reports Server (NTRS)

Hardin, Jay C.; Miamee, A. G.

1989-01-01

The concept of dividing random processes into classes (e.g., stationary, locally stationary, periodically correlated, and harmonizable) has long been employed. A new class of random processes is introduced which includes many of these processes as well as other interesting processes which fall into none of the above classes. Such random processes are denoted as linearly correlated. This class is shown to include the familiar stationary and periodically correlated processes as well as many other, both harmonizable and non-harmonizable, nonstationary processes. When a process is linearly correlated for all t and harmonizable, its two-dimensional power spectral density S(x) (omega 1, omega 2) is shown to take a particularly simple form, being non-zero only on lines such that omega 1 to omega 2 = + or - r(k) where the r(k's) are (not necessarily equally spaced) roots of a characteristic function. The relationship of such processes to the class of stationary processes is examined. In addition, the application of such processes in the analysis of typical helicopter noise signals is described.

A new class of random processes with application to helicopter noise

NASA Technical Reports Server (NTRS)

Hardin, Jay C.; Miamee, A. G.

1989-01-01

The concept of dividing random processes into classes (e.g., stationary, locally stationary, periodically correlated, and harmonizable) has long been employed. A new class of random processes is introduced which includes many of these processes as well as other interesting processes which fall into none of the above classes. Such random processes are denoted as linearly correlated. This class is shown to include the familiar stationary and periodically correlated processes as well as many other, both harmonizable and non-harmonizable, nonstationary processes. When a process is linearly correlated for all t and harmonizable, its two-dimensional power spectral density S(x)(omega 1, omega 2) is shown to take a particularly simple form, being non-zero only on lines such that omega 1 to omega 2 = + or - r(k) where the r(k's) are (not necessarily equally spaced) roots of a characteristic function. The relationship of such processes to the class of stationary processes is examined. In addition, the application of such processes in the analysis of typical helicopter noise signals is described.

Time reversibility from visibility graphs of nonstationary processes

NASA Astrophysics Data System (ADS)

Lacasa, Lucas; Flanagan, Ryan

2015-08-01

Visibility algorithms are a family of methods to map time series into networks, with the aim of describing the structure of time series and their underlying dynamical properties in graph-theoretical terms. Here we explore some properties of both natural and horizontal visibility graphs associated to several nonstationary processes, and we pay particular attention to their capacity to assess time irreversibility. Nonstationary signals are (infinitely) irreversible by definition (independently of whether the process is Markovian or producing entropy at a positive rate), and thus the link between entropy production and time series irreversibility has only been explored in nonequilibrium stationary states. Here we show that the visibility formalism naturally induces a new working definition of time irreversibility, which allows us to quantify several degrees of irreversibility for stationary and nonstationary series, yielding finite values that can be used to efficiently assess the presence of memory and off-equilibrium dynamics in nonstationary processes without the need to differentiate or detrend them. We provide rigorous results complemented by extensive numerical simulations on several classes of stochastic processes.

Mathematical Model of Nonstationary Separation Processes Proceeding in the Cascade of Gas Centrifuges in the Process of Separation of Multicomponent Isotope Mixtures

NASA Astrophysics Data System (ADS)

Orlov, A. A.; Ushakov, A. A.; Sovach, V. P.

2017-03-01

We have developed and realized on software a mathematical model of the nonstationary separation processes proceeding in the cascades of gas centrifuges in the process of separation of multicomponent isotope mixtures. With the use of this model the parameters of the separation process of germanium isotopes have been calculated. It has been shown that the model adequately describes the nonstationary processes in the cascade and is suitable for calculating their parameters in the process of separation of multicomponent isotope mixtures.

Hazard function analysis for flood planning under nonstationarity

NASA Astrophysics Data System (ADS)

Read, Laura K.; Vogel, Richard M.

2016-05-01

The field of hazard function analysis (HFA) involves a probabilistic assessment of the "time to failure" or "return period," T, of an event of interest. HFA is used in epidemiology, manufacturing, medicine, actuarial statistics, reliability engineering, economics, and elsewhere. For a stationary process, the probability distribution function (pdf) of the return period always follows an exponential distribution, the same is not true for nonstationary processes. When the process of interest, X, exhibits nonstationary behavior, HFA can provide a complementary approach to risk analysis with analytical tools particularly useful for hydrological applications. After a general introduction to HFA, we describe a new mathematical linkage between the magnitude of the flood event, X, and its return period, T, for nonstationary processes. We derive the probabilistic properties of T for a nonstationary one-parameter exponential model of X, and then use both Monte-Carlo simulation and HFA to generalize the behavior of T when X arises from a nonstationary two-parameter lognormal distribution. For this case, our findings suggest that a two-parameter Weibull distribution provides a reasonable approximation for the pdf of T. We document how HFA can provide an alternative approach to characterize the probabilistic properties of both nonstationary flood series and the resulting pdf of T.

Hierarchical Bayesian modeling of ionospheric TEC disturbances as non-stationary processes

NASA Astrophysics Data System (ADS)

Seid, Abdu Mohammed; Berhane, Tesfahun; Roininen, Lassi; Nigussie, Melessew

2018-03-01

We model regular and irregular variation of ionospheric total electron content as stationary and non-stationary processes, respectively. We apply the method developed to SCINDA GPS data set observed at Bahir Dar, Ethiopia (11.6 °N, 37.4 °E) . We use hierarchical Bayesian inversion with Gaussian Markov random process priors, and we model the prior parameters in the hyperprior. We use Matérn priors via stochastic partial differential equations, and use scaled Inv -χ2 hyperpriors for the hyperparameters. For drawing posterior estimates, we use Markov Chain Monte Carlo methods: Gibbs sampling and Metropolis-within-Gibbs for parameter and hyperparameter estimations, respectively. This allows us to quantify model parameter estimation uncertainties as well. We demonstrate the applicability of the method proposed using a synthetic test case. Finally, we apply the method to real GPS data set, which we decompose to regular and irregular variation components. The result shows that the approach can be used as an accurate ionospheric disturbance characterization technique that quantifies the total electron content variability with corresponding error uncertainties.

Atomic clocks and the continuous-time random-walk

NASA Astrophysics Data System (ADS)

Formichella, Valerio; Camparo, James; Tavella, Patrizia

2017-11-01

Atomic clocks play a fundamental role in many fields, most notably they generate Universal Coordinated Time and are at the heart of all global navigation satellite systems. Notwithstanding their excellent timekeeping performance, their output frequency does vary: it can display deterministic frequency drift; diverse continuous noise processes result in nonstationary clock noise (e.g., random-walk frequency noise, modelled as a Wiener process), and the clock frequency may display sudden changes (i.e., "jumps"). Typically, the clock's frequency instability is evaluated by the Allan or Hadamard variances, whose functional forms can identify the different operative noise processes. Here, we show that the Allan and Hadamard variances of a particular continuous-time random-walk, the compound Poisson process, have the same functional form as for a Wiener process with drift. The compound Poisson process, introduced as a model for observed frequency jumps, is an alternative to the Wiener process for modelling random walk frequency noise. This alternate model fits well the behavior of the rubidium clocks flying on GPS Block-IIR satellites. Further, starting from jump statistics, the model can be improved by considering a more general form of continuous-time random-walk, and this could bring new insights into the physics of atomic clocks.

Random cascade model in the limit of infinite integral scale as the exponential of a nonstationary 1/f noise: Application to volatility fluctuations in stock markets

NASA Astrophysics Data System (ADS)

Muzy, Jean-François; Baïle, Rachel; Bacry, Emmanuel

2013-04-01

In this paper we propose a new model for volatility fluctuations in financial time series. This model relies on a nonstationary Gaussian process that exhibits aging behavior. It turns out that its properties, over any finite time interval, are very close to continuous cascade models. These latter models are indeed well known to reproduce faithfully the main stylized facts of financial time series. However, it involves a large-scale parameter (the so-called “integral scale” where the cascade is initiated) that is hard to interpret in finance. Moreover, the empirical value of the integral scale is in general deeply correlated to the overall length of the sample. This feature is precisely predicted by our model, which, as illustrated by various examples from daily stock index data, quantitatively reproduces the empirical observations.

Forced oscillations of cracked beam under the stochastic cyclic loading

NASA Astrophysics Data System (ADS)

Matsko, I.; Javors'kyj, I.; Yuzefovych, R.; Zakrzewski, Z.

2018-05-01

An analysis of forced oscillations of cracked beam using statistical methods for periodically correlated random processes is presented. The oscillation realizations are obtained on the basis of numerical solutions of differential equations of the second order, for the case when applied force is described by a sum of harmonic and stationary random process. It is established that due to crack appearance forced oscillations acquire properties of second-order periodical non-stationarity. It is shown that in a super-resonance regime covariance and spectral characteristics, which describe non-stationary structure of forced oscillations, are more sensitive to crack growth than the characteristics of the oscillation's deterministic part. Using diagnostic indicators formed on their basis allows the detection of small cracks.

Gossip and Distributed Kalman Filtering: Weak Consensus Under Weak Detectability

NASA Astrophysics Data System (ADS)

Kar, Soummya; Moura, José M. F.

2011-04-01

The paper presents the gossip interactive Kalman filter (GIKF) for distributed Kalman filtering for networked systems and sensor networks, where inter-sensor communication and observations occur at the same time-scale. The communication among sensors is random; each sensor occasionally exchanges its filtering state information with a neighbor depending on the availability of the appropriate network link. We show that under a weak distributed detectability condition: 1. the GIKF error process remains stochastically bounded, irrespective of the instability properties of the random process dynamics; and 2. the network achieves \\emph{weak consensus}, i.e., the conditional estimation error covariance at a (uniformly) randomly selected sensor converges in distribution to a unique invariant measure on the space of positive semi-definite matrices (independent of the initial state.) To prove these results, we interpret the filtered states (estimates and error covariances) at each node in the GIKF as stochastic particles with local interactions. We analyze the asymptotic properties of the error process by studying as a random dynamical system the associated switched (random) Riccati equation, the switching being dictated by a non-stationary Markov chain on the network graph.

Mutual synchronization of weakly coupled gyrotrons

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rozental, R. M.; Glyavin, M. Yu.; Sergeev, A. S.

2015-09-15

The processes of synchronization of two weakly coupled gyrotrons are studied within the framework of non-stationary equations with non-fixed longitudinal field structure. With the allowance for a small difference of the free oscillation frequencies of the gyrotrons, we found a certain range of parameters where mutual synchronization is possible while a high electronic efficiency is remained. It is also shown that synchronization regimes can be realized even under random fluctuations of the parameters of the electron beams.

Exact nonstationary responses of rectangular thin plate on Pasternak foundation excited by stochastic moving loads

NASA Astrophysics Data System (ADS)

Chen, Guohai; Meng, Zeng; Yang, Dixiong

2018-01-01

This paper develops an efficient method termed as PE-PIM to address the exact nonstationary responses of pavement structure, which is modeled as a rectangular thin plate resting on bi-parametric Pasternak elastic foundation subjected to stochastic moving loads with constant acceleration. Firstly, analytical power spectral density (PSD) functions of random responses for thin plate are derived by integrating pseudo excitation method (PEM) with Duhamel's integral. Based on PEM, the new equivalent von Mises stress (NEVMS) is proposed, whose PSD function contains all cross-PSD functions between stress components. Then, the PE-PIM that combines the PEM with precise integration method (PIM) is presented to achieve efficiently stochastic responses of the plate by replacing Duhamel's integral with the PIM. Moreover, the semi-analytical Monte Carlo simulation is employed to verify the computational results of the developed PE-PIM. Finally, numerical examples demonstrate the high accuracy and efficiency of PE-PIM for nonstationary random vibration analysis. The effects of velocity and acceleration of moving load, boundary conditions of the plate and foundation stiffness on the deflection and NEVMS responses are scrutinized.

Hazard function theory for nonstationary natural hazards

NASA Astrophysics Data System (ADS)

Read, Laura K.; Vogel, Richard M.

2016-04-01

Impact from natural hazards is a shared global problem that causes tremendous loss of life and property, economic cost, and damage to the environment. Increasingly, many natural processes show evidence of nonstationary behavior including wind speeds, landslides, wildfires, precipitation, streamflow, sea levels, and earthquakes. Traditional probabilistic analysis of natural hazards based on peaks over threshold (POT) generally assumes stationarity in the magnitudes and arrivals of events, i.e., that the probability of exceedance of some critical event is constant through time. Given increasing evidence of trends in natural hazards, new methods are needed to characterize their probabilistic behavior. The well-developed field of hazard function analysis (HFA) is ideally suited to this problem because its primary goal is to describe changes in the exceedance probability of an event over time. HFA is widely used in medicine, manufacturing, actuarial statistics, reliability engineering, economics, and elsewhere. HFA provides a rich theory to relate the natural hazard event series (X) with its failure time series (T), enabling computation of corresponding average return periods, risk, and reliabilities associated with nonstationary event series. This work investigates the suitability of HFA to characterize nonstationary natural hazards whose POT magnitudes are assumed to follow the widely applied generalized Pareto model. We derive the hazard function for this case and demonstrate how metrics such as reliability and average return period are impacted by nonstationarity and discuss the implications for planning and design. Our theoretical analysis linking hazard random variable X with corresponding failure time series T should have application to a wide class of natural hazards with opportunities for future extensions.

Trends in non-stationary signal processing techniques applied to vibration analysis of wind turbine drive train - A contemporary survey

NASA Astrophysics Data System (ADS)

Uma Maheswari, R.; Umamaheswari, R.

2017-02-01

Condition Monitoring System (CMS) substantiates potential economic benefits and enables prognostic maintenance in wind turbine-generator failure prevention. Vibration Monitoring and Analysis is a powerful tool in drive train CMS, which enables the early detection of impending failure/damage. In variable speed drives such as wind turbine-generator drive trains, the vibration signal acquired is of non-stationary and non-linear. The traditional stationary signal processing techniques are inefficient to diagnose the machine faults in time varying conditions. The current research trend in CMS for drive-train focuses on developing/improving non-linear, non-stationary feature extraction and fault classification algorithms to improve fault detection/prediction sensitivity and selectivity and thereby reducing the misdetection and false alarm rates. In literature, review of stationary signal processing algorithms employed in vibration analysis is done at great extent. In this paper, an attempt is made to review the recent research advances in non-linear non-stationary signal processing algorithms particularly suited for variable speed wind turbines.

Window and Overlap Processing Effects on Power Estimates from Spectra

NASA Astrophysics Data System (ADS)

Trethewey, M. W.

2000-03-01

Fast Fourier transform (FFT) spectral processing is based on the assumption of stationary ergodic data. In engineering practice, the assumption is often violated and non-stationary data processed. Data windows are commonly used to reduce leakage by decreasing the signal amplitudes near the boundaries of the discrete samples. With certain combinations of non-stationary signals and windows, the temporal weighting may attenuate important signal characteristics to adversely affect any subsequent processing. In other words, the window artificially reduces a significant section of the time signal. Consequently, spectra and overall power estimated from the affected samples are unreliable. FFT processing can be particularly problematic when the signal consists of randomly occurring transients superimposed on a more continuous signal. Overlap processing is commonly used in this situation to improve the estimates. However, the results again depend on the temporal character of the signal in relation to the window weighting. A worst-case scenario, a short-duration half sine pulse, is used to illustrate the relationship between overlap percentage and resulting power estimates. The power estimates are shown to depend on the temporal behaviour of the square of overlapped window segments. An analysis shows that power estimates may be obtained to within 0.27 dB for the following windows and overlap combinations: rectangular (0% overlap), Hanning (62.5% overlap), Hamming (60.35% overlap) and flat-top (82.25% overlap).

Online games: a novel approach to explore how partial information influences human random searches

NASA Astrophysics Data System (ADS)

Martínez-García, Ricardo; Calabrese, Justin M.; López, Cristóbal

2017-01-01

Many natural processes rely on optimizing the success ratio of a search process. We use an experimental setup consisting of a simple online game in which players have to find a target hidden on a board, to investigate how the rounds are influenced by the detection of cues. We focus on the search duration and the statistics of the trajectories traced on the board. The experimental data are explained by a family of random-walk-based models and probabilistic analytical approximations. If no initial information is given to the players, the search is optimized for cues that cover an intermediate spatial scale. In addition, initial information about the extension of the cues results, in general, in faster searches. Finally, strategies used by informed players turn into non-stationary processes in which the length of e ach displacement evolves to show a well-defined characteristic scale that is not found in non-informed searches.

Online games: a novel approach to explore how partial information influences human random searches.

PubMed

Martínez-García, Ricardo; Calabrese, Justin M; López, Cristóbal

2017-01-06

Many natural processes rely on optimizing the success ratio of a search process. We use an experimental setup consisting of a simple online game in which players have to find a target hidden on a board, to investigate how the rounds are influenced by the detection of cues. We focus on the search duration and the statistics of the trajectories traced on the board. The experimental data are explained by a family of random-walk-based models and probabilistic analytical approximations. If no initial information is given to the players, the search is optimized for cues that cover an intermediate spatial scale. In addition, initial information about the extension of the cues results, in general, in faster searches. Finally, strategies used by informed players turn into non-stationary processes in which the length of e ach displacement evolves to show a well-defined characteristic scale that is not found in non-informed searches.

Hazard function theory for nonstationary natural hazards

DOE PAGES

Read, Laura K.; Vogel, Richard M.

2016-04-11

Impact from natural hazards is a shared global problem that causes tremendous loss of life and property, economic cost, and damage to the environment. Increasingly, many natural processes show evidence of nonstationary behavior including wind speeds, landslides, wildfires, precipitation, streamflow, sea levels, and earthquakes. Traditional probabilistic analysis of natural hazards based on peaks over threshold (POT) generally assumes stationarity in the magnitudes and arrivals of events, i.e., that the probability of exceedance of some critical event is constant through time. Given increasing evidence of trends in natural hazards, new methods are needed to characterize their probabilistic behavior. The well-developed field ofmore » hazard function analysis (HFA) is ideally suited to this problem because its primary goal is to describe changes in the exceedance probability of an event over time. HFA is widely used in medicine, manufacturing, actuarial statistics, reliability engineering, economics, and elsewhere. HFA provides a rich theory to relate the natural hazard event series ( X) with its failure time series ( T), enabling computation of corresponding average return periods, risk, and reliabilities associated with nonstationary event series. This work investigates the suitability of HFA to characterize nonstationary natural hazards whose POT magnitudes are assumed to follow the widely applied generalized Pareto model. We derive the hazard function for this case and demonstrate how metrics such as reliability and average return period are impacted by nonstationarity and discuss the implications for planning and design. As a result, our theoretical analysis linking hazard random variable  X with corresponding failure time series  T should have application to a wide class of natural hazards with opportunities for future extensions.« less

Hazard function theory for nonstationary natural hazards

DOE Office of Scientific and Technical Information (OSTI.GOV)

Read, Laura K.; Vogel, Richard M.

Impact from natural hazards is a shared global problem that causes tremendous loss of life and property, economic cost, and damage to the environment. Increasingly, many natural processes show evidence of nonstationary behavior including wind speeds, landslides, wildfires, precipitation, streamflow, sea levels, and earthquakes. Traditional probabilistic analysis of natural hazards based on peaks over threshold (POT) generally assumes stationarity in the magnitudes and arrivals of events, i.e., that the probability of exceedance of some critical event is constant through time. Given increasing evidence of trends in natural hazards, new methods are needed to characterize their probabilistic behavior. The well-developed field ofmore » hazard function analysis (HFA) is ideally suited to this problem because its primary goal is to describe changes in the exceedance probability of an event over time. HFA is widely used in medicine, manufacturing, actuarial statistics, reliability engineering, economics, and elsewhere. HFA provides a rich theory to relate the natural hazard event series ( X) with its failure time series ( T), enabling computation of corresponding average return periods, risk, and reliabilities associated with nonstationary event series. This work investigates the suitability of HFA to characterize nonstationary natural hazards whose POT magnitudes are assumed to follow the widely applied generalized Pareto model. We derive the hazard function for this case and demonstrate how metrics such as reliability and average return period are impacted by nonstationarity and discuss the implications for planning and design. As a result, our theoretical analysis linking hazard random variable  X with corresponding failure time series  T should have application to a wide class of natural hazards with opportunities for future extensions.« less

Non-stationary pre-envelope covariances of non-classically damped systems

NASA Astrophysics Data System (ADS)

Muscolino, G.

1991-08-01

A new formulation is given to evaluate the stationary and non-stationary response of linear non-classically damped systems subjected to multi-correlated non-separable Gaussian input processes. This formulation is based on a new and more suitable definition of the impulse response function matrix for such systems. It is shown that, when using this definition, the stochastic response of non-classically damped systems involves the evaluation of quantities similar to those of classically damped ones. Furthermore, considerations about non-stationary cross-covariances, spectral moments and pre-envelope cross-covariances are presented for a monocorrelated input process.

Research in Stochastic Processes.

DTIC Science & Technology

1982-12-01

constant high level boundary. References 1. Jurg Husler , Extremie values of non-stationary sequ-ences ard the extr-rmal index, Center for Stochastic...A. Weron, Oct. 82. 20. "Extreme values of non-stationary sequences and the extremal index." Jurg Husler , Oct. 82. 21. "A finitely additive white noise...string model, Y. Miyahara, Carleton University and Nagoya University. Sept. 22 On extremfe values of non-stationary sequences, J. Husler , University of

Modeling Nonstationarity in Space and Time

PubMed Central

2017-01-01

Summary We propose to model a spatio-temporal random field that has nonstationary covariance structure in both space and time domains by applying the concept of the dimension expansion method in Bornn et al. (2012). Simulations are conducted for both separable and nonseparable space-time covariance models, and the model is also illustrated with a streamflow dataset. Both simulation and data analyses show that modeling nonstationarity in both space and time can improve the predictive performance over stationary covariance models or models that are nonstationary in space but stationary in time. PMID:28134977

Modeling nonstationarity in space and time.

PubMed

Shand, Lyndsay; Li, Bo

2017-09-01

We propose to model a spatio-temporal random field that has nonstationary covariance structure in both space and time domains by applying the concept of the dimension expansion method in Bornn et al. (2012). Simulations are conducted for both separable and nonseparable space-time covariance models, and the model is also illustrated with a streamflow dataset. Both simulation and data analyses show that modeling nonstationarity in both space and time can improve the predictive performance over stationary covariance models or models that are nonstationary in space but stationary in time. © 2017, The International Biometric Society.

A location-based multiple point statistics method: modelling the reservoir with non-stationary characteristics

NASA Astrophysics Data System (ADS)

Yin, Yanshu; Feng, Wenjie

2017-12-01

In this paper, a location-based multiple point statistics method is developed to model a non-stationary reservoir. The proposed method characterizes the relationship between the sedimentary pattern and the deposit location using the relative central position distance function, which alleviates the requirement that the training image and the simulated grids have the same dimension. The weights in every direction of the distance function can be changed to characterize the reservoir heterogeneity in various directions. The local integral replacements of data events, structured random path, distance tolerance and multi-grid strategy are applied to reproduce the sedimentary patterns and obtain a more realistic result. This method is compared with the traditional Snesim method using a synthesized 3-D training image of Poyang Lake and a reservoir model of Shengli Oilfield in China. The results indicate that the new method can reproduce the non-stationary characteristics better than the traditional method and is more suitable for simulation of delta-front deposits. These results show that the new method is a powerful tool for modelling a reservoir with non-stationary characteristics.

Quantitative Boltzmann-Gibbs Principles via Orthogonal Polynomial Duality

NASA Astrophysics Data System (ADS)

Ayala, Mario; Carinci, Gioia; Redig, Frank

2018-06-01

We study fluctuation fields of orthogonal polynomials in the context of particle systems with duality. We thereby obtain a systematic orthogonal decomposition of the fluctuation fields of local functions, where the order of every term can be quantified. This implies a quantitative generalization of the Boltzmann-Gibbs principle. In the context of independent random walkers, we complete this program, including also fluctuation fields in non-stationary context (local equilibrium). For other interacting particle systems with duality such as the symmetric exclusion process, similar results can be obtained, under precise conditions on the n particle dynamics.

Modeling laser velocimeter signals as triply stochastic Poisson processes

NASA Technical Reports Server (NTRS)

Mayo, W. T., Jr.

1976-01-01

Previous models of laser Doppler velocimeter (LDV) systems have not adequately described dual-scatter signals in a manner useful for analysis and simulation of low-level photon-limited signals. At low photon rates, an LDV signal at the output of a photomultiplier tube is a compound nonhomogeneous filtered Poisson process, whose intensity function is another (slower) Poisson process with the nonstationary rate and frequency parameters controlled by a random flow (slowest) process. In the present paper, generalized Poisson shot noise models are developed for low-level LDV signals. Theoretical results useful in detection error analysis and simulation are presented, along with measurements of burst amplitude statistics. Computer generated simulations illustrate the difference between Gaussian and Poisson models of low-level signals.

Stationary and non-stationary nonlinear optical spectroscopy on surface polaritons

NASA Technical Reports Server (NTRS)

Ponath, H. E.

1984-01-01

A phenomenological theory is given for non-stationary electromagnetic surface waves propagating along the boundary plane between two homogeneous isotropic media. The description of nonlinear optical effects using shortened wave equations is demonstrated for spontaneous and simulated Raman scattering processes on surface polaritons.

Mapping the nonstationary internal tide with satellite altimetry

NASA Astrophysics Data System (ADS)

Zaron, Edward D.

2017-01-01

Temporal variability of the internal tide has been inferred from the 23 year long combined records of the TOPEX/Poseidon, Jason-1, and Jason-2 satellite altimeters by combining harmonic analysis with an analysis of along-track wavenumber spectra of sea-surface height (SSH). Conventional harmonic analysis is first applied to estimate and remove the stationary components of the tide at each point along the reference ground tracks. The wavenumber spectrum of the residual SSH is then computed, and the variance in a neighborhood around the wavenumber of the mode-1 baroclinic M2 tide is interpreted as the sum of noise, broadband nontidal processes, and the nonstationary tide. At many sites a bump in the spectrum associated with the internal tide is noted, and an empirical model for the noise and nontidal processes is used to estimate the nonstationary semidiurnal tidal variance. The results indicate a spatially inhomogeneous pattern of tidal variability. Nonstationary tides are larger than stationary tides throughout much of the equatorial Pacific and Indian Oceans.

A Bayesian compound stochastic process for modeling nonstationary and nonhomogeneous sequence evolution.

PubMed

Blanquart, Samuel; Lartillot, Nicolas

2006-11-01

Variations of nucleotidic composition affect phylogenetic inference conducted under stationary models of evolution. In particular, they may cause unrelated taxa sharing similar base composition to be grouped together in the resulting phylogeny. To address this problem, we developed a nonstationary and nonhomogeneous model accounting for compositional biases. Unlike previous nonstationary models, which are branchwise, that is, assume that base composition only changes at the nodes of the tree, in our model, the process of compositional drift is totally uncoupled from the speciation events. In addition, the total number of events of compositional drift distributed across the tree is directly inferred from the data. We implemented the method in a Bayesian framework, relying on Markov Chain Monte Carlo algorithms, and applied it to several nucleotidic data sets. In most cases, the stationarity assumption was rejected in favor of our nonstationary model. In addition, we show that our method is able to resolve a well-known artifact. By Bayes factor evaluation, we compared our model with 2 previously developed nonstationary models. We show that the coupling between speciations and compositional shifts inherent to branchwise models may lead to an overparameterization, resulting in a lesser fit. In some cases, this leads to incorrect conclusions, concerning the nature of the compositional biases. In contrast, our compound model more flexibly adapts its effective number of parameters to the data sets under investigation. Altogether, our results show that accounting for nonstationary sequence evolution may require more elaborate and more flexible models than those currently used.

Non-stationary least-squares complex decomposition for microseismic noise attenuation

NASA Astrophysics Data System (ADS)

Chen, Yangkang

2018-06-01

Microseismic data processing and imaging are crucial for subsurface real-time monitoring during hydraulic fracturing process. Unlike the active-source seismic events or large-scale earthquake events, the microseismic event is usually of very small magnitude, which makes its detection challenging. The biggest trouble of microseismic data is the low signal-to-noise ratio issue. Because of the small energy difference between effective microseismic signal and ambient noise, the effective signals are usually buried in strong random noise. I propose a useful microseismic denoising algorithm that is based on decomposing a microseismic trace into an ensemble of components using least-squares inversion. Based on the predictive property of useful microseismic event along the time direction, the random noise can be filtered out via least-squares fitting of multiple damping exponential components. The method is flexible and almost automated since the only parameter needed to be defined is a decomposition number. I use some synthetic and real data examples to demonstrate the potential of the algorithm in processing complicated microseismic data sets.

Multiple-Input Multiple-Output (MIMO) Linear Systems Extreme Inputs/Outputs

DOE Office of Scientific and Technical Information (OSTI.GOV)

Smallwood, David O.

2007-01-01

A linear structure is excited at multiple points with a stationary normal random process. The response of the structure is measured at multiple outputs. If the autospectral densities of the inputs are specified, the phase relationships between the inputs are derived that will minimize or maximize the trace of the autospectral density matrix of the outputs. If the autospectral densities of the outputs are specified, the phase relationships between the outputs that will minimize or maximize the trace of the input autospectral density matrix are derived. It is shown that other phase relationships and ordinary coherence less than one willmore » result in a trace intermediate between these extremes. Least favorable response and some classes of critical response are special cases of the development. It is shown that the derivation for stationary random waveforms can also be applied to nonstationary random, transients, and deterministic waveforms.« less

Coupling hydrologic and hydraulic models to take into consideration retention effects on extreme peak discharges in Switzerland

NASA Astrophysics Data System (ADS)

Felder, Guido; Zischg, Andreas; Weingartner, Rolf

2015-04-01

Estimating peak discharges with very low probabilities is still accompanied by large uncertainties. Common estimation methods are usually based on extreme value statistics applied to observed time series or to hydrological model outputs. However, such methods assume the system to be stationary and do not specifically consider non-stationary effects. Observed time series may exclude events where peak discharge is damped by retention effects, as this process does not occur until specific thresholds, possibly beyond those of the highest measured event, are exceeded. Hydrological models can be complemented and parameterized with non-linear functions. However, in such cases calibration depends on observed data and non-stationary behaviour is not deterministically calculated. Our study discusses the option of considering retention effects on extreme peak discharges by coupling hydrological and hydraulic models. This possibility is tested by forcing the semi-distributed deterministic hydrological model PREVAH with randomly generated, physically plausible extreme precipitation patterns. The resulting hydrographs are then used to force the hydraulic model BASEMENT-ETH (riverbed in 1D, potential inundation areas in 2D). The procedure ensures that the estimated extreme peak discharge does not exceed the physical limit given by the riverbed capacity and that the dampening effect of inundation processes on peak discharge is considered.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Moryakov, A. V., E-mail: sailor@yauza.ru; Pylyov, S. S.

This paper presents the formulation of the problem and the methodical approach for solving large systems of linear differential equations describing nonstationary processes with the use of CUDA technology; this approach is implemented in the ANGEL program. Results for a test problem on transport of radioactive products over loops of a nuclear power plant are given. The possibilities for the use of the ANGEL program for solving various problems that simulate arbitrary nonstationary processes are discussed.

Poisson pre-processing of nonstationary photonic signals: Signals with equality between mean and variance.

PubMed

Poplová, Michaela; Sovka, Pavel; Cifra, Michal

2017-01-01

Photonic signals are broadly exploited in communication and sensing and they typically exhibit Poisson-like statistics. In a common scenario where the intensity of the photonic signals is low and one needs to remove a nonstationary trend of the signals for any further analysis, one faces an obstacle: due to the dependence between the mean and variance typical for a Poisson-like process, information about the trend remains in the variance even after the trend has been subtracted, possibly yielding artifactual results in further analyses. Commonly available detrending or normalizing methods cannot cope with this issue. To alleviate this issue we developed a suitable pre-processing method for the signals that originate from a Poisson-like process. In this paper, a Poisson pre-processing method for nonstationary time series with Poisson distribution is developed and tested on computer-generated model data and experimental data of chemiluminescence from human neutrophils and mung seeds. The presented method transforms a nonstationary Poisson signal into a stationary signal with a Poisson distribution while preserving the type of photocount distribution and phase-space structure of the signal. The importance of the suggested pre-processing method is shown in Fano factor and Hurst exponent analysis of both computer-generated model signals and experimental photonic signals. It is demonstrated that our pre-processing method is superior to standard detrending-based methods whenever further signal analysis is sensitive to variance of the signal.

Poisson pre-processing of nonstationary photonic signals: Signals with equality between mean and variance

PubMed Central

Poplová, Michaela; Sovka, Pavel

2017-01-01

Photonic signals are broadly exploited in communication and sensing and they typically exhibit Poisson-like statistics. In a common scenario where the intensity of the photonic signals is low and one needs to remove a nonstationary trend of the signals for any further analysis, one faces an obstacle: due to the dependence between the mean and variance typical for a Poisson-like process, information about the trend remains in the variance even after the trend has been subtracted, possibly yielding artifactual results in further analyses. Commonly available detrending or normalizing methods cannot cope with this issue. To alleviate this issue we developed a suitable pre-processing method for the signals that originate from a Poisson-like process. In this paper, a Poisson pre-processing method for nonstationary time series with Poisson distribution is developed and tested on computer-generated model data and experimental data of chemiluminescence from human neutrophils and mung seeds. The presented method transforms a nonstationary Poisson signal into a stationary signal with a Poisson distribution while preserving the type of photocount distribution and phase-space structure of the signal. The importance of the suggested pre-processing method is shown in Fano factor and Hurst exponent analysis of both computer-generated model signals and experimental photonic signals. It is demonstrated that our pre-processing method is superior to standard detrending-based methods whenever further signal analysis is sensitive to variance of the signal. PMID:29216207

Stochastic analysis of three-dimensional flow in a bounded domain

USGS Publications Warehouse

Naff, R.L.; Vecchia, A.V.

1986-01-01

A commonly accepted first-order approximation of the equation for steady state flow in a fully saturated spatially random medium has the form of Poisson's equation. This form allows for the advantageous use of Green's functions to solve for the random output (hydraulic heads) in terms of a convolution over the random input (the logarithm of hydraulic conductivity). A solution for steady state three- dimensional flow in an aquifer bounded above and below is presented; consideration of these boundaries is made possible by use of Green's functions to solve Poisson's equation. Within the bounded domain the medium hydraulic conductivity is assumed to be a second-order stationary random process as represented by a simple three-dimensional covariance function. Upper and lower boundaries are taken to be no-flow boundaries; the mean flow vector lies entirely in the horizontal dimensions. The resulting hydraulic head covariance function exhibits nonstationary effects resulting from the imposition of boundary conditions. Comparisons are made with existing infinite domain solutions.

Predicting ICU mortality: a comparison of stationary and nonstationary temporal models.

PubMed Central

Kayaalp, M.; Cooper, G. F.; Clermont, G.

2000-01-01

OBJECTIVE: This study evaluates the effectiveness of the stationarity assumption in predicting the mortality of intensive care unit (ICU) patients at the ICU discharge. DESIGN: This is a comparative study. A stationary temporal Bayesian network learned from data was compared to a set of (33) nonstationary temporal Bayesian networks learned from data. A process observed as a sequence of events is stationary if its stochastic properties stay the same when the sequence is shifted in a positive or negative direction by a constant time parameter. The temporal Bayesian networks forecast mortalities of patients, where each patient has one record per day. The predictive performance of the stationary model is compared with nonstationary models using the area under the receiver operating characteristics (ROC) curves. RESULTS: The stationary model usually performed best. However, one nonstationary model using large data sets performed significantly better than the stationary model. CONCLUSION: Results suggest that using a combination of stationary and nonstationary models may predict better than using either alone. PMID:11079917

The Influence of Periodically Non-Stationary Afflux on Transition Behavior of Compressor Grids

NASA Astrophysics Data System (ADS)

Teusch, Reinhold

2001-01-01

The primary goal of this study is to obtain a deeper look into the physical occurrences within the shovel border layer. The author accomplishes this effort through a detailed examination of non-stationary flow behavior of compressor shovels with Controlled Diffusion Airfoil (CDA)-profiling under the influence of after-running depressions of current salient shovel rows. In addition to the checking of the precision of stationary and non-stationary calculatory processes, criteria are defined for the layout of modern compression shovels under the rubrick of rotor/stator interaction. An overview of the literature is then given regarding both the basic principles of non-stationary transition behavior under the influence of after-running depressions as well as the most up-to-date scholarship on the problematics of the field discussed.

A new framework for modeling decisions about changing information: The Piecewise Linear Ballistic Accumulator model

PubMed Central

Heathcote, Andrew

2016-01-01

In the real world, decision making processes must be able to integrate non-stationary information that changes systematically while the decision is in progress. Although theories of decision making have traditionally been applied to paradigms with stationary information, non-stationary stimuli are now of increasing theoretical interest. We use a random-dot motion paradigm along with cognitive modeling to investigate how the decision process is updated when a stimulus changes. Participants viewed a cloud of moving dots, where the motion switched directions midway through some trials, and were asked to determine the direction of motion. Behavioral results revealed a strong delay effect: after presentation of the initial motion direction there is a substantial time delay before the changed motion information is integrated into the decision process. To further investigate the underlying changes in the decision process, we developed a Piecewise Linear Ballistic Accumulator model (PLBA). The PLBA is efficient to simulate, enabling it to be fit to participant choice and response-time distribution data in a hierarchal modeling framework using a non-parametric approximate Bayesian algorithm. Consistent with behavioral results, PLBA fits confirmed the presence of a long delay between presentation and integration of new stimulus information, but did not support increased response caution in reaction to the change. We also found the decision process was not veridical, as symmetric stimulus change had an asymmetric effect on the rate of evidence accumulation. Thus, the perceptual decision process was slow to react to, and underestimated, new contrary motion information. PMID:26760448

On The Ubiquity of Nonstationary Fluvial Suspended Sediment Dynamics: A Call for Long Term Monitoring and Dynamical Sediment Management Strategies

NASA Astrophysics Data System (ADS)

Gray, A. B.

2017-12-01

Watersheds with sufficient monitoring data have been predominantly found to display nonstationary suspended sediment dynamics, whereby the relationship between suspended sediment concentration and discharge changes over time. Despite the importance of suspended sediment as a keystone of geophysical and biochemical processes, and as a primary mediator of water quality, stationary behavior remains largely assumed in the context of these applications. This study presents an investigation into the time dependent behavior of small mountainous rivers draining the coastal ranges of the western continental US over interannual to interdecadal time scales. Of the 250+ small coastal (drainage area < 2x104 km2) watersheds in this region, only 23 have discharge associated suspended sediment concentration time series with base periods of 10 years or more. Event to interdecadal scale nonstationary suspended sediment dynamics were identified throughout these systems. Temporal patterns of non-stationary behavior provided some evidence for spatial coherence, which may be related to synoptic hydro-metrological patterns and regional scale changes in land use patterns. However, the results also highlight the complex, integrative nature of watershed scale fluvial suspended sediment dynamics. This underscores the need for in-depth, forensic approaches for initial processes identification, which require long term, high resolution monitoring efforts in order to adequately inform management. The societal implications of nonstationary sediment dynamics and their controls were further explored through the case of California, USA, where over 150 impairment listings have resulted in more than 50 sediment TMDLs, only 3 of which are flux based - none of which account for non-stationary behavior.

Universality of long-range correlations in expansion randomization systems

NASA Astrophysics Data System (ADS)

Messer, P. W.; Lässig, M.; Arndt, P. F.

2005-10-01

We study the stochastic dynamics of sequences evolving by single-site mutations, segmental duplications, deletions, and random insertions. These processes are relevant for the evolution of genomic DNA. They define a universality class of non-equilibrium 1D expansion-randomization systems with generic stationary long-range correlations in a regime of growing sequence length. We obtain explicitly the two-point correlation function of the sequence composition and the distribution function of the composition bias in sequences of finite length. The characteristic exponent χ of these quantities is determined by the ratio of two effective rates, which are explicitly calculated for several specific sequence evolution dynamics of the universality class. Depending on the value of χ, we find two different scaling regimes, which are distinguished by the detectability of the initial composition bias. All analytic results are accurately verified by numerical simulations. We also discuss the non-stationary build-up and decay of correlations, as well as more complex evolutionary scenarios, where the rates of the processes vary in time. Our findings provide a possible example for the emergence of universality in molecular biology.

Two-dimensional signal processing with application to image restoration

NASA Technical Reports Server (NTRS)

Assefi, T.

1974-01-01

A recursive technique for modeling and estimating a two-dimensional signal contaminated by noise is presented. A two-dimensional signal is assumed to be an undistorted picture, where the noise introduces the distortion. Both the signal and the noise are assumed to be wide-sense stationary processes with known statistics. Thus, to estimate the two-dimensional signal is to enhance the picture. The picture representing the two-dimensional signal is converted to one dimension by scanning the image horizontally one line at a time. The scanner output becomes a nonstationary random process due to the periodic nature of the scanner operation. Procedures to obtain a dynamical model corresponding to the autocorrelation function of the scanner output are derived. Utilizing the model, a discrete Kalman estimator is designed to enhance the image.

Non-stationary noise estimation using dictionary learning and Gaussian mixture models

NASA Astrophysics Data System (ADS)

Hughes, James M.; Rockmore, Daniel N.; Wang, Yang

2014-02-01

Stationarity of the noise distribution is a common assumption in image processing. This assumption greatly simplifies denoising estimators and other model parameters and consequently assuming stationarity is often a matter of convenience rather than an accurate model of noise characteristics. The problematic nature of this assumption is exacerbated in real-world contexts, where noise is often highly non-stationary and can possess time- and space-varying characteristics. Regardless of model complexity, estimating the parameters of noise dis- tributions in digital images is a difficult task, and estimates are often based on heuristic assumptions. Recently, sparse Bayesian dictionary learning methods were shown to produce accurate estimates of the level of additive white Gaussian noise in images with minimal assumptions. We show that a similar model is capable of accu- rately modeling certain kinds of non-stationary noise processes, allowing for space-varying noise in images to be estimated, detected, and removed. We apply this modeling concept to several types of non-stationary noise and demonstrate the model's effectiveness on real-world problems, including denoising and segmentation of images according to noise characteristics, which has applications in image forensics.

Stereotypical modulations in dynamic functional connectivity explained by changes in BOLD variance.

PubMed

Glomb, Katharina; Ponce-Alvarez, Adrián; Gilson, Matthieu; Ritter, Petra; Deco, Gustavo

2018-05-01

Spontaneous activity measured in human subject under the absence of any task exhibits complex patterns of correlation that largely correspond to large-scale functional topographies obtained with a wide variety of cognitive and perceptual tasks. These "resting state networks" (RSNs) fluctuate over time, forming and dissolving on the scale of seconds to minutes. While these fluctuations, most prominently those of the default mode network, have been linked to cognitive function, it remains unclear whether they result from random noise or whether they index a nonstationary process which could be described as state switching. In this study, we use a sliding windows-approach to relate temporal dynamics of RSNs to global modulations in correlation and BOLD variance. We compare empirical data, phase-randomized surrogate data, and data simulated with a stationary model. We find that RSN time courses exhibit a large amount of coactivation in all three cases, and that the modulations in their activity are closely linked to global dynamics of the underlying BOLD signal. We find that many properties of the observed fluctuations in FC and BOLD, including their ranges and their correlations amongst each other, are explained by fluctuations around the average FC structure. However, we also report some interesting characteristics that clearly support nonstationary features in the data. In particular, we find that the brain spends more time in the troughs of modulations than can be expected from stationary dynamics. Copyright © 2018 Elsevier Inc. All rights reserved.

Investigation of the Conjugate Heat and Mass Transfer at Ignition and Subsequent Nonstationary Erosion Combustion of Powders Under Conditions Close to Those of Firing a Shot

NASA Astrophysics Data System (ADS)

Rusyak, I. G.; Lipanov, A. M.

2016-11-01

The laws of combustion of powders under conditions close to those of firing an artillery shot have been investigated. A solid-state local heat ignition model was used, and the process of powder combustion was simulated on the basis of the notions of the Belyaev-Zel'dovich thermal combustion theory. The complete formulation of the combustion problem includes the nonstationary processes of heat propagation and chemical transformation in the k-phase, as well as the quasi-stationary processes in the chemically reacting two-stage turbulent boundary layer near the combustion surface related to the characteristics of the averaged nonstationary flow by the boundary conditions at the outer boundary of the boundary layer. The features of the joint solution of the equations of the thermal combustion theory and the equations of internal ballistics have been analyzed. The questions on the convergence of the conjugate problem have been considered. The influence of various factors on the rate of combustion of powder has been investigated. The investigations conducted enabled us to formulate an approximate method for calculating the nonstationary and erosion rates of combustion of artillery powders at a shot on the basis of the Lenouard-Robillard-Karakozov approach.

Nonstationary Transient Vibroacoustic Response of a Beam Structure

NASA Technical Reports Server (NTRS)

Caimi, R. E.; Margasahayam, R. N.; Nayfeh, Jamal F.

1997-01-01

This study consists of an investigation into the nonstationary transient response of the Verification Test Article (VETA) when subjected to random acoustic excitation. The goal is to assess excitation models that can be used in the design of structures and equipment when knowledge of the structure and the excitation is limited. The VETA is an instrumented cantilever beam that was exposed to acoustic loading during five Space Shuttle launches. The VETA analytical structural model response is estimated using the direct averaged power spectral density and the normalized pressure spectra methods. The estimated responses are compared to the measured response of the VETA. These comparisons are discussed with a focus on prediction conservatism and current design practice.

Regularized non-stationary morphological reconstruction algorithm for weak signal detection in microseismic monitoring: methodology

NASA Astrophysics Data System (ADS)

Huang, Weilin; Wang, Runqiu; Chen, Yangkang

2018-05-01

Microseismic signal is typically weak compared with the strong background noise. In order to effectively detect the weak signal in microseismic data, we propose a mathematical morphology based approach. We decompose the initial data into several morphological multiscale components. For detection of weak signal, a non-stationary weighting operator is proposed and introduced into the process of reconstruction of data by morphological multiscale components. The non-stationary weighting operator can be obtained by solving an inversion problem. The regularized non-stationary method can be understood as a non-stationary matching filtering method, where the matching filter has the same size as the data to be filtered. In this paper, we provide detailed algorithmic descriptions and analysis. The detailed algorithm framework, parameter selection and computational issue for the regularized non-stationary morphological reconstruction (RNMR) method are presented. We validate the presented method through a comprehensive analysis through different data examples. We first test the proposed technique using a synthetic data set. Then the proposed technique is applied to a field project, where the signals induced from hydraulic fracturing are recorded by 12 three-component geophones in a monitoring well. The result demonstrates that the RNMR can improve the detectability of the weak microseismic signals. Using the processed data, the short-term-average over long-term average picking algorithm and Geiger's method are applied to obtain new locations of microseismic events. In addition, we show that the proposed RNMR method can be used not only in microseismic data but also in reflection seismic data to detect the weak signal. We also discussed the extension of RNMR from 1-D to 2-D or a higher dimensional version.

Studying Weather and Climate Extremes in a Non-stationary Framework

NASA Astrophysics Data System (ADS)

Wu, Z.

2010-12-01

The study of weather and climate extremes often uses the theory of extreme values. Such a detection method has a major problem: to obtain the probability distribution of extremes, one has to implicitly assume the Earth’s climate is stationary over a long period within which the climatology is defined. While such detection makes some sense in a purely statistical view of stationary processes, it can lead to misleading statistical properties of weather and climate extremes caused by long term climate variability and change, and may also cause enormous difficulty in attributing and predicting these extremes. To alleviate this problem, here we report a novel non-stationary framework for studying weather and climate extremes in a non-stationary framework. In this new framework, the weather and climate extremes will be defined as timescale-dependent quantities derived from the anomalies with respect to non-stationary climatologies of different timescales. With this non-stationary framework, the non-stationary and nonlinear nature of climate system will be taken into account; and the attribution and the prediction of weather and climate extremes can then be separated into 1) the change of the statistical properties of the weather and climate extremes themselves and 2) the background climate variability and change. The new non-stationary framework will use the ensemble empirical mode decomposition (EEMD) method, which is a recent major improvement of the Hilbert-Huang Transform for time-frequency analysis. Using this tool, we will adaptively decompose various weather and climate data from observation and climate models in terms of the components of the various natural timescales contained in the data. With such decompositions, the non-stationary statistical properties (both spatial and temporal) of weather and climate anomalies and of their corresponding climatologies will be analyzed and documented.

The computation of dynamic fractional difference parameter for S&P500 index

NASA Astrophysics Data System (ADS)

Pei, Tan Pei; Cheong, Chin Wen; Galagedera, Don U. A.

2015-10-01

This study evaluates the time-varying long memory behaviors of the S&P500 volatility index using dynamic fractional difference parameters. Time-varying fractional difference parameter shows the dynamic of long memory in volatility series for the pre and post subprime mortgage crisis triggered by U.S. The results find an increasing trend in the S&P500 long memory volatility for the pre-crisis period. However, the onset of Lehman Brothers event reduces the predictability of volatility series following by a slight fluctuation of the factional differencing parameters. After that, the U.S. financial market becomes more informationally efficient and follows a non-stationary random process.

Analyzing developmental processes on an individual level using nonstationary time series modeling.

PubMed

Molenaar, Peter C M; Sinclair, Katerina O; Rovine, Michael J; Ram, Nilam; Corneal, Sherry E

2009-01-01

Individuals change over time, often in complex ways. Generally, studies of change over time have combined individuals into groups for analysis, which is inappropriate in most, if not all, studies of development. The authors explain how to identify appropriate levels of analysis (individual vs. group) and demonstrate how to estimate changes in developmental processes over time using a multivariate nonstationary time series model. They apply this model to describe the changing relationships between a biological son and father and a stepson and stepfather at the individual level. The authors also explain how to use an extended Kalman filter with iteration and smoothing estimator to capture how dynamics change over time. Finally, they suggest further applications of the multivariate nonstationary time series model and detail the next steps in the development of statistical models used to analyze individual-level data.

Predictive local receptive fields based respiratory motion tracking for motion-adaptive radiotherapy.

PubMed

Yubo Wang; Tatinati, Sivanagaraja; Liyu Huang; Kim Jeong Hong; Shafiq, Ghufran; Veluvolu, Kalyana C; Khong, Andy W H

2017-07-01

Extracranial robotic radiotherapy employs external markers and a correlation model to trace the tumor motion caused by the respiration. The real-time tracking of tumor motion however requires a prediction model to compensate the latencies induced by the software (image data acquisition and processing) and hardware (mechanical and kinematic) limitations of the treatment system. A new prediction algorithm based on local receptive fields extreme learning machines (pLRF-ELM) is proposed for respiratory motion prediction. All the existing respiratory motion prediction methods model the non-stationary respiratory motion traces directly to predict the future values. Unlike these existing methods, the pLRF-ELM performs prediction by modeling the higher-level features obtained by mapping the raw respiratory motion into the random feature space of ELM instead of directly modeling the raw respiratory motion. The developed method is evaluated using the dataset acquired from 31 patients for two horizons in-line with the latencies of treatment systems like CyberKnife. Results showed that pLRF-ELM is superior to that of existing prediction methods. Results further highlight that the abstracted higher-level features are suitable to approximate the nonlinear and non-stationary characteristics of respiratory motion for accurate prediction.

Theory, implementation and applications of nonstationary Gabor frames

PubMed Central

Balazs, P.; Dörfler, M.; Jaillet, F.; Holighaus, N.; Velasco, G.

2011-01-01

Signal analysis with classical Gabor frames leads to a fixed time–frequency resolution over the whole time–frequency plane. To overcome the limitations imposed by this rigidity, we propose an extension of Gabor theory that leads to the construction of frames with time–frequency resolution changing over time or frequency. We describe the construction of the resulting nonstationary Gabor frames and give the explicit formula for the canonical dual frame for a particular case, the painless case. We show that wavelet transforms, constant-Q transforms and more general filter banks may be modeled in the framework of nonstationary Gabor frames. Further, we present the results in the finite-dimensional case, which provides a method for implementing the above-mentioned transforms with perfect reconstruction. Finally, we elaborate on two applications of nonstationary Gabor frames in audio signal processing, namely a method for automatic adaptation to transients and an algorithm for an invertible constant-Q transform. PMID:22267893

About influence of input rate random part of nonstationary queue system on statistical estimates of its macroscopic indicators

NASA Astrophysics Data System (ADS)

Korelin, Ivan A.; Porshnev, Sergey V.

2018-05-01

A model of the non-stationary queuing system (NQS) is described. The input of this model receives a flow of requests with input rate λ = λdet (t) + λrnd (t), where λdet (t) is a deterministic function depending on time; λrnd (t) is a random function. The parameters of functions λdet (t), λrnd (t) were identified on the basis of statistical information on visitor flows collected from various Russian football stadiums. The statistical modeling of NQS is carried out and the average statistical dependences are obtained: the length of the queue of requests waiting for service, the average wait time for the service, the number of visitors entered to the stadium on the time. It is shown that these dependencies can be characterized by the following parameters: the number of visitors who entered at the time of the match; time required to service all incoming visitors; the maximum value; the argument value when the studied dependence reaches its maximum value. The dependences of these parameters on the energy ratio of the deterministic and random component of the input rate are investigated.

Dynamics of intracranial electroencephalographic recordings from epilepsy patients using univariate and bivariate recurrence networks.

PubMed

Subramaniyam, Narayan Puthanmadam; Hyttinen, Jari

2015-02-01

Recently Andrezejak et al. combined the randomness and nonlinear independence test with iterative amplitude adjusted Fourier transform (iAAFT) surrogates to distinguish between the dynamics of seizure-free intracranial electroencephalographic (EEG) signals recorded from epileptogenic (focal) and nonepileptogenic (nonfocal) brain areas of epileptic patients. However, stationarity is a part of the null hypothesis for iAAFT surrogates and thus nonstationarity can violate the null hypothesis. In this work we first propose the application of the randomness and nonlinear independence test based on recurrence network measures to distinguish between the dynamics of focal and nonfocal EEG signals. Furthermore, we combine these tests with both iAAFT and truncated Fourier transform (TFT) surrogate methods, which also preserves the nonstationarity of the original data in the surrogates along with its linear structure. Our results indicate that focal EEG signals exhibit an increased degree of structural complexity and interdependency compared to nonfocal EEG signals. In general, we find higher rejections for randomness and nonlinear independence tests for focal EEG signals compared to nonfocal EEG signals. In particular, the univariate recurrence network measures, the average clustering coefficient C and assortativity R, and the bivariate recurrence network measure, the average cross-clustering coefficient C(cross), can successfully distinguish between the focal and nonfocal EEG signals, even when the analysis is restricted to nonstationary signals, irrespective of the type of surrogates used. On the other hand, we find that the univariate recurrence network measures, the average path length L, and the average betweenness centrality BC fail to distinguish between the focal and nonfocal EEG signals when iAAFT surrogates are used. However, these two measures can distinguish between focal and nonfocal EEG signals when TFT surrogates are used for nonstationary signals. We also report an improvement in the performance of nonlinear prediction error N and nonlinear interdependence measure L used by Andrezejak et al., when TFT surrogates are used for nonstationary EEG signals. We also find that the outcome of the nonlinear independence test based on the average cross-clustering coefficient C(cross) is independent of the outcome of the randomness test based on the average clustering coefficient C. Thus, the univariate and bivariate recurrence network measures provide independent information regarding the dynamics of the focal and nonfocal EEG signals. In conclusion, recurrence network analysis combined with nonstationary surrogates can be applied to derive reliable biomarkers to distinguish between epileptogenic and nonepileptogenic brain areas using EEG signals.

Dynamics of intracranial electroencephalographic recordings from epilepsy patients using univariate and bivariate recurrence networks

NASA Astrophysics Data System (ADS)

Subramaniyam, Narayan Puthanmadam; Hyttinen, Jari

2015-02-01

Recently Andrezejak et al. combined the randomness and nonlinear independence test with iterative amplitude adjusted Fourier transform (iAAFT) surrogates to distinguish between the dynamics of seizure-free intracranial electroencephalographic (EEG) signals recorded from epileptogenic (focal) and nonepileptogenic (nonfocal) brain areas of epileptic patients. However, stationarity is a part of the null hypothesis for iAAFT surrogates and thus nonstationarity can violate the null hypothesis. In this work we first propose the application of the randomness and nonlinear independence test based on recurrence network measures to distinguish between the dynamics of focal and nonfocal EEG signals. Furthermore, we combine these tests with both iAAFT and truncated Fourier transform (TFT) surrogate methods, which also preserves the nonstationarity of the original data in the surrogates along with its linear structure. Our results indicate that focal EEG signals exhibit an increased degree of structural complexity and interdependency compared to nonfocal EEG signals. In general, we find higher rejections for randomness and nonlinear independence tests for focal EEG signals compared to nonfocal EEG signals. In particular, the univariate recurrence network measures, the average clustering coefficient C and assortativity R , and the bivariate recurrence network measure, the average cross-clustering coefficient Ccross, can successfully distinguish between the focal and nonfocal EEG signals, even when the analysis is restricted to nonstationary signals, irrespective of the type of surrogates used. On the other hand, we find that the univariate recurrence network measures, the average path length L , and the average betweenness centrality BC fail to distinguish between the focal and nonfocal EEG signals when iAAFT surrogates are used. However, these two measures can distinguish between focal and nonfocal EEG signals when TFT surrogates are used for nonstationary signals. We also report an improvement in the performance of nonlinear prediction error N and nonlinear interdependence measure L used by Andrezejak et al., when TFT surrogates are used for nonstationary EEG signals. We also find that the outcome of the nonlinear independence test based on the average cross-clustering coefficient Ccross is independent of the outcome of the randomness test based on the average clustering coefficient C . Thus, the univariate and bivariate recurrence network measures provide independent information regarding the dynamics of the focal and nonfocal EEG signals. In conclusion, recurrence network analysis combined with nonstationary surrogates can be applied to derive reliable biomarkers to distinguish between epileptogenic and nonepileptogenic brain areas using EEG signals.

A Non-Stationary Approach for Estimating Future Hydroclimatic Extremes Using Monte-Carlo Simulation

NASA Astrophysics Data System (ADS)

Byun, K.; Hamlet, A. F.

2017-12-01

There is substantial evidence that observed hydrologic extremes (e.g. floods, extreme stormwater events, and low flows) are changing and that climate change will continue to alter the probability distributions of hydrologic extremes over time. These non-stationary risks imply that conventional approaches for designing hydrologic infrastructure (or making other climate-sensitive decisions) based on retrospective analysis and stationary statistics will become increasingly problematic through time. To develop a framework for assessing risks in a non-stationary environment our study develops a new approach using a super ensemble of simulated hydrologic extremes based on Monte Carlo (MC) methods. Specifically, using statistically downscaled future GCM projections from the CMIP5 archive (using the Hybrid Delta (HD) method), we extract daily precipitation (P) and temperature (T) at 1/16 degree resolution based on a group of moving 30-yr windows within a given design lifespan (e.g. 10, 25, 50-yr). Using these T and P scenarios we simulate daily streamflow using the Variable Infiltration Capacity (VIC) model for each year of the design lifespan and fit a Generalized Extreme Value (GEV) probability distribution to the simulated annual extremes. MC experiments are then used to construct a random series of 10,000 realizations of the design lifespan, estimating annual extremes using the estimated unique GEV parameters for each individual year of the design lifespan. Our preliminary results for two watersheds in Midwest show that there are considerable differences in the extreme values for a given percentile between conventional MC and non-stationary MC approach. Design standards based on our non-stationary approach are also directly dependent on the design lifespan of infrastructure, a sensitivity which is notably absent from conventional approaches based on retrospective analysis. The experimental approach can be applied to a wide range of hydroclimatic variables of interest.

Describing temporal variability of the mean Estonian precipitation series in climate time scale

NASA Astrophysics Data System (ADS)

Post, P.; Kärner, O.

2009-04-01

Applicability of the random walk type models to represent the temporal variability of various atmospheric temperature series has been successfully demonstrated recently (e.g. Kärner, 2002). Main problem in the temperature modeling is connected to the scale break in the generally self similar air temperature anomaly series (Kärner, 2005). The break separates short-range strong non-stationarity from nearly stationary longer range variability region. This is an indication of the fact that several geophysical time series show a short-range non-stationary behaviour and a stationary behaviour in longer range (Davis et al., 1996). In order to model series like that the choice of time step appears to be crucial. To characterize the long-range variability we can neglect the short-range non-stationary fluctuations, provided that we are able to model properly the long-range tendencies. The structure function (Monin and Yaglom, 1975) was used to determine an approximate segregation line between the short and the long scale in terms of modeling. The longer scale can be called climate one, because such models are applicable in scales over some decades. In order to get rid of the short-range fluctuations in daily series the variability can be examined using sufficiently long time step. In the present paper, we show that the same philosophy is useful to find a model to represent a climate-scale temporal variability of the Estonian daily mean precipitation amount series over 45 years (1961-2005). Temporal variability of the obtained daily time series is examined by means of an autoregressive and integrated moving average (ARIMA) family model of the type (0,1,1). This model is applicable for daily precipitation simulating if to select an appropriate time step that enables us to neglet the short-range non-stationary fluctuations. A considerably longer time step than one day (30 days) is used in the current paper to model the precipitation time series variability. Each ARIMA (0,1,1) model can be interpreted to be consisting of random walk in a noisy environment (Box and Jenkins, 1976). The fitted model appears to be weakly non-stationary, that gives us the possibility to use stationary approximation if only the noise component from that sum of white noise and random walk is exploited. We get a convenient routine to generate a stationary precipitation climatology with a reasonable accuracy, since the noise component variance is much larger than the dispersion of the random walk generator. This interpretation emphasizes dominating role of a random component in the precipitation series. The result is understandable due to a small territory of Estonia that is situated in the mid-latitude cyclone track. References Box, J.E.P. and G. Jenkins 1976: Time Series Analysis, Forecasting and Control (revised edn.), Holden Day San Francisco, CA, 575 pp. Davis, A., Marshak, A., Wiscombe, W. and R. Cahalan 1996: Multifractal characterizations of intermittency in nonstationary geophysical signals and fields.in G. Trevino et al. (eds) Current Topics in Nonsstationarity Analysis. World-Scientific, Singapore, 97-158. Kärner, O. 2002: On nonstationarity and antipersistency in global temperature series. J. Geophys. Res. D107; doi:10.1029/2001JD002024. Kärner, O. 2005: Some examples on negative feedback in the Earth climate system. Centr. European J. Phys. 3; 190-208. Monin, A.S. and A.M. Yaglom 1975: Statistical Fluid Mechanics, Vol 2. Mechanics of Turbulence , MIT Press Boston Mass, 886 pp.

Comparison of the results of refractometric measurements in the process of diffusion, obtained by means of the backgroundoriented schlieren method and the holographic interferometry method

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kraiskii, A V; Mironova, T V

2015-08-31

The results of the study of interdiffusion of two liquids, obtained using the holographic recording scheme with a nonstationary reference wave with the frequency linearly varying in space and time are compared with the results of correlation processing of digital photographs, made with a random background screen. The spatio-temporal behaviour of the signal in four basic representations ('space – temporal frequency', 'space – time', 'spatial frequency – temporal frequency' and 'spatial frequency – time') is found in the holographic experiment and calculated (in the appropriate coordinates) based on the background-oriented schlieren method. Practical coincidence of the results of the correlationmore » analysis and the holographic double-exposure interferometry is demonstrated. (interferometry)« less

On Holo-Hilbert Spectral Analysis: A Full Informational Spectral Representation for Nonlinear and Non-Stationary Data

NASA Technical Reports Server (NTRS)

Huang, Norden E.; Hu, Kun; Yang, Albert C. C.; Chang, Hsing-Chih; Jia, Deng; Liang, Wei-Kuang; Yeh, Jia Rong; Kao, Chu-Lan; Juan, Chi-Huang; Peng, Chung Kang;

Comparing statistical and process-based flow duration curve models in ungauged basins and changing rain regimes

NASA Astrophysics Data System (ADS)

Müller, M. F.; Thompson, S. E.

2016-02-01

The prediction of flow duration curves (FDCs) in ungauged basins remains an important task for hydrologists given the practical relevance of FDCs for water management and infrastructure design. Predicting FDCs in ungauged basins typically requires spatial interpolation of statistical or model parameters. This task is complicated if climate becomes non-stationary, as the prediction challenge now also requires extrapolation through time. In this context, process-based models for FDCs that mechanistically link the streamflow distribution to climate and landscape factors may have an advantage over purely statistical methods to predict FDCs. This study compares a stochastic (process-based) and statistical method for FDC prediction in both stationary and non-stationary contexts, using Nepal as a case study. Under contemporary conditions, both models perform well in predicting FDCs, with Nash-Sutcliffe coefficients above 0.80 in 75 % of the tested catchments. The main drivers of uncertainty differ between the models: parameter interpolation was the main source of error for the statistical model, while violations of the assumptions of the process-based model represented the main source of its error. The process-based approach performed better than the statistical approach in numerical simulations with non-stationary climate drivers. The predictions of the statistical method under non-stationary rainfall conditions were poor if (i) local runoff coefficients were not accurately determined from the gauge network, or (ii) streamflow variability was strongly affected by changes in rainfall. A Monte Carlo analysis shows that the streamflow regimes in catchments characterized by frequent wet-season runoff and a rapid, strongly non-linear hydrologic response are particularly sensitive to changes in rainfall statistics. In these cases, process-based prediction approaches are favored over statistical models.

On Holo-Hilbert spectral analysis: a full informational spectral representation for nonlinear and non-stationary data

PubMed Central

Huang, Norden E.; Hu, Kun; Yang, Albert C. C.; Chang, Hsing-Chih; Jia, Deng; Liang, Wei-Kuang; Yeh, Jia Rong; Kao, Chu-Lan; Juan, Chi-Hung; Peng, Chung Kang; Meijer, Johanna H.; Wang, Yung-Hung; Long, Steven R.; Wu, Zhauhua

2016-01-01

The Holo-Hilbert spectral analysis (HHSA) method is introduced to cure the deficiencies of traditional spectral analysis and to give a full informational representation of nonlinear and non-stationary data. It uses a nested empirical mode decomposition and Hilbert–Huang transform (HHT) approach to identify intrinsic amplitude and frequency modulations often present in nonlinear systems. Comparisons are first made with traditional spectrum analysis, which usually achieved its results through convolutional integral transforms based on additive expansions of an a priori determined basis, mostly under linear and stationary assumptions. Thus, for non-stationary processes, the best one could do historically was to use the time–frequency representations, in which the amplitude (or energy density) variation is still represented in terms of time. For nonlinear processes, the data can have both amplitude and frequency modulations (intra-mode and inter-mode) generated by two different mechanisms: linear additive or nonlinear multiplicative processes. As all existing spectral analysis methods are based on additive expansions, either a priori or adaptive, none of them could possibly represent the multiplicative processes. While the earlier adaptive HHT spectral analysis approach could accommodate the intra-wave nonlinearity quite remarkably, it remained that any inter-wave nonlinear multiplicative mechanisms that include cross-scale coupling and phase-lock modulations were left untreated. To resolve the multiplicative processes issue, additional dimensions in the spectrum result are needed to account for the variations in both the amplitude and frequency modulations simultaneously. HHSA accommodates all the processes: additive and multiplicative, intra-mode and inter-mode, stationary and non-stationary, linear and nonlinear interactions. The Holo prefix in HHSA denotes a multiple dimensional representation with both additive and multiplicative capabilities. PMID:26953180

Processes of ionization of atoms in nonstationary states by the field of an attosecond pulse

NASA Astrophysics Data System (ADS)

Makarov, D. N.; Matveev, V. I.

2015-02-01

Processes of ionization at the interaction of attosecond pulses of an electromagnetic field with atoms in nonstationary states have been considered. The probabilities and ionization cross section at the radiative relaxation of an excited state of a single-electron atom and at the Auger decay of the autoionization state of a two-electron atom have been calculated. The developed method allows the expansion to the case of more complex targets, including those in the collision state, and to various chemical reactions.

Nonstationary Dynamics Data Analysis with Wavelet-SVD Filtering

NASA Technical Reports Server (NTRS)

Brenner, Marty; Groutage, Dale; Bessette, Denis (Technical Monitor)

2001-01-01

Nonstationary time-frequency analysis is used for identification and classification of aeroelastic and aeroservoelastic dynamics. Time-frequency multiscale wavelet processing generates discrete energy density distributions. The distributions are processed using the singular value decomposition (SVD). Discrete density functions derived from the SVD generate moments that detect the principal features in the data. The SVD standard basis vectors are applied and then compared with a transformed-SVD, or TSVD, which reduces the number of features into more compact energy density concentrations. Finally, from the feature extraction, wavelet-based modal parameter estimation is applied.

Fluorescence correlation spectroscopy: the case of subdiffusion.

PubMed

Lubelski, Ariel; Klafter, Joseph

2009-03-18

The theory of fluorescence correlation spectroscopy is revisited here for the case of subdiffusing molecules. Subdiffusion is assumed to stem from a continuous-time random walk process with a fat-tailed distribution of waiting times and can therefore be formulated in terms of a fractional diffusion equation (FDE). The FDE plays the central role in developing the fluorescence correlation spectroscopy expressions, analogous to the role played by the simple diffusion equation for regular systems. Due to the nonstationary nature of the continuous-time random walk/FDE, some interesting properties emerge that are amenable to experimental verification and may help in discriminating among subdiffusion mechanisms. In particular, the current approach predicts 1), a strong dependence of correlation functions on the initial time (aging); 2), sensitivity of correlation functions to the averaging procedure, ensemble versus time averaging (ergodicity breaking); and 3), that the basic mean-squared displacement observable depends on how the mean is taken.

Theory of nonstationary Hawkes processes

NASA Astrophysics Data System (ADS)

Tannenbaum, Neta Ravid; Burak, Yoram

2017-12-01

We expand the theory of Hawkes processes to the nonstationary case, in which the mutually exciting point processes receive time-dependent inputs. We derive an analytical expression for the time-dependent correlations, which can be applied to networks with arbitrary connectivity, and inputs with arbitrary statistics. The expression shows how the network correlations are determined by the interplay between the network topology, the transfer functions relating units within the network, and the pattern and statistics of the external inputs. We illustrate the correlation structure using several examples in which neural network dynamics are modeled as a Hawkes process. In particular, we focus on the interplay between internally and externally generated oscillations and their signatures in the spike and rate correlation functions.

Time-varying nonstationary multivariate risk analysis using a dynamic Bayesian copula

NASA Astrophysics Data System (ADS)

Sarhadi, Ali; Burn, Donald H.; Concepción Ausín, María.; Wiper, Michael P.

2016-03-01

A time-varying risk analysis is proposed for an adaptive design framework in nonstationary conditions arising from climate change. A Bayesian, dynamic conditional copula is developed for modeling the time-varying dependence structure between mixed continuous and discrete multiattributes of multidimensional hydrometeorological phenomena. Joint Bayesian inference is carried out to fit the marginals and copula in an illustrative example using an adaptive, Gibbs Markov Chain Monte Carlo (MCMC) sampler. Posterior mean estimates and credible intervals are provided for the model parameters and the Deviance Information Criterion (DIC) is used to select the model that best captures different forms of nonstationarity over time. This study also introduces a fully Bayesian, time-varying joint return period for multivariate time-dependent risk analysis in nonstationary environments. The results demonstrate that the nature and the risk of extreme-climate multidimensional processes are changed over time under the impact of climate change, and accordingly the long-term decision making strategies should be updated based on the anomalies of the nonstationary environment.

Introduction and Application of non-stationary Standardized Precipitation Index Considering Probability Distribution Function and Return Period

NASA Astrophysics Data System (ADS)

Park, J.; Lim, Y. J.; Sung, J. H.; Kang, H. S.

2017-12-01

The widely used meteorological drought index, the Standardized Precipitation Index (SPI) basically assumes stationarity, but recent change in the climate have led to a need to review this hypothesis. In this study, a new non-stationary SPI that considers not only the modified probability distribution parameter but also the return period under the non-stationary process has been proposed. The results are evaluated for two severe drought cases during the last 10 years in South Korea. As a result, SPIs considered the non-stationary hypothesis underestimated the drought severity than the stationary SPI despite these past two droughts were recognized as significantly severe droughts. It may be caused by that the variances of summer and autumn precipitation become larger over time then it can make the shape of probability distribution function wider than before. This understanding implies that drought expressions by statistical index such as SPI can be distorted by stationary assumption and cautious approach is needed when deciding drought level considering climate changes.

Introduction and application of non-stationary standardized precipitation index considering probability distribution function and return period

NASA Astrophysics Data System (ADS)

Park, Junehyeong; Sung, Jang Hyun; Lim, Yoon-Jin; Kang, Hyun-Suk

2018-05-01

The widely used meteorological drought index, the Standardized Precipitation Index (SPI), basically assumes stationarity, but recent changes in the climate have led to a need to review this hypothesis. In this study, a new non-stationary SPI that considers not only the modified probability distribution parameter but also the return period under the non-stationary process was proposed. The results were evaluated for two severe drought cases during the last 10 years in South Korea. As a result, SPIs considered that the non-stationary hypothesis underestimated the drought severity than the stationary SPI despite that these past two droughts were recognized as significantly severe droughts. It may be caused by that the variances of summer and autumn precipitation become larger over time then it can make the probability distribution wider than before. This implies that drought expressions by statistical index such as SPI can be distorted by stationary assumption and cautious approach is needed when deciding drought level considering climate changes.

Stochastic or statistic? Comparing flow duration curve models in ungauged basins and changing climates

NASA Astrophysics Data System (ADS)

Müller, M. F.; Thompson, S. E.

2015-09-01

The prediction of flow duration curves (FDCs) in ungauged basins remains an important task for hydrologists given the practical relevance of FDCs for water management and infrastructure design. Predicting FDCs in ungauged basins typically requires spatial interpolation of statistical or model parameters. This task is complicated if climate becomes non-stationary, as the prediction challenge now also requires extrapolation through time. In this context, process-based models for FDCs that mechanistically link the streamflow distribution to climate and landscape factors may have an advantage over purely statistical methods to predict FDCs. This study compares a stochastic (process-based) and statistical method for FDC prediction in both stationary and non-stationary contexts, using Nepal as a case study. Under contemporary conditions, both models perform well in predicting FDCs, with Nash-Sutcliffe coefficients above 0.80 in 75 % of the tested catchments. The main drives of uncertainty differ between the models: parameter interpolation was the main source of error for the statistical model, while violations of the assumptions of the process-based model represented the main source of its error. The process-based approach performed better than the statistical approach in numerical simulations with non-stationary climate drivers. The predictions of the statistical method under non-stationary rainfall conditions were poor if (i) local runoff coefficients were not accurately determined from the gauge network, or (ii) streamflow variability was strongly affected by changes in rainfall. A Monte Carlo analysis shows that the streamflow regimes in catchments characterized by a strong wet-season runoff and a rapid, strongly non-linear hydrologic response are particularly sensitive to changes in rainfall statistics. In these cases, process-based prediction approaches are strongly favored over statistical models.

Nonstationary stochastic charge fluctuations of a dust particle in plasmas.

PubMed

Shotorban, B

2011-06-01

Stochastic charge fluctuations of a dust particle that are due to discreteness of electrons and ions in plasmas can be described by a one-step process master equation [T. Matsoukas and M. Russell, J. Appl. Phys. 77, 4285 (1995)] with no exact solution. In the present work, using the system size expansion method of Van Kampen along with the linear noise approximation, a Fokker-Planck equation with an exact Gaussian solution is developed by expanding the master equation. The Gaussian solution has time-dependent mean and variance governed by two ordinary differential equations modeling the nonstationary process of dust particle charging. The model is tested via the comparison of its results to the results obtained by solving the master equation numerically. The electron and ion currents are calculated through the orbital motion limited theory. At various times of the nonstationary process of charging, the model results are in a very good agreement with the master equation results. The deviation is more significant when the standard deviation of the charge is comparable to the mean charge in magnitude.

Instantaneous Transfer Entropy for the Study of Cardiovascular and Cardiorespiratory Nonstationary Dynamics.

PubMed

Valenza, Gaetano; Faes, Luca; Citi, Luca; Orini, Michele; Barbieri, Riccardo

2018-05-01

Measures of transfer entropy (TE) quantify the direction and strength of coupling between two complex systems. Standard approaches assume stationarity of the observations, and therefore are unable to track time-varying changes in nonlinear information transfer with high temporal resolution. In this study, we aim to define and validate novel instantaneous measures of TE to provide an improved assessment of complex nonstationary cardiorespiratory interactions. We here propose a novel instantaneous point-process TE (ipTE) and validate its assessment as applied to cardiovascular and cardiorespiratory dynamics. In particular, heartbeat and respiratory dynamics are characterized through discrete time series, and modeled with probability density functions predicting the time of the next physiological event as a function of the past history. Likewise, nonstationary interactions between heartbeat and blood pressure dynamics are characterized as well. Furthermore, we propose a new measure of information transfer, the instantaneous point-process information transfer (ipInfTr), which is directly derived from point-process-based definitions of the Kolmogorov-Smirnov distance. Analysis on synthetic data, as well as on experimental data gathered from healthy subjects undergoing postural changes confirms that ipTE, as well as ipInfTr measures are able to dynamically track changes in physiological systems coupling. This novel approach opens new avenues in the study of hidden, transient, nonstationary physiological states involving multivariate autonomic dynamics in cardiovascular health and disease. The proposed method can also be tailored for the study of complex multisystem physiology (e.g., brain-heart or, more in general, brain-body interactions).

Multipactor threshold calculation of coaxial transmission lines in microwave applications with nonstationary statistical theory

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lin, S.; Li, Y.; Liu, C.

2015-08-15

This paper presents a statistical theory for the initial onset of multipactor breakdown in coaxial transmission lines, taking both the nonuniform electric field and random electron emission velocity into account. A general numerical method is first developed to construct the joint probability density function based on the approximate equation of the electron trajectory. The nonstationary dynamics of the multipactor process on both surfaces of coaxial lines are modelled based on the probability of various impacts and their corresponding secondary emission. The resonant assumption of the classical theory on the independent double-sided and single-sided impacts is replaced by the consideration ofmore » their interaction. As a result, the time evolutions of the electron population for exponential growth and absorption on both inner and outer conductor, in response to the applied voltage above and below the multipactor breakdown level, are obtained to investigate the exact mechanism of multipactor discharge in coaxial lines. Furthermore, the multipactor threshold predictions of the presented model are compared with experimental results using measured secondary emission yield of the tested samples which shows reasonable agreement. Finally, the detailed impact scenario reveals that single-surface multipactor is more likely to occur with a higher outer to inner conductor radius ratio.« less

Wave Propagation in Non-Stationary Statistical Mantle Models at the Global Scale

NASA Astrophysics Data System (ADS)

Meschede, M.; Romanowicz, B. A.

2014-12-01

We study the effect of statistically distributed heterogeneities that are smaller than the resolution of current tomographic models on seismic waves that propagate through the Earth's mantle at teleseismic distances. Current global tomographic models are missing small-scale structure as evidenced by the failure of even accurate numerical synthetics to explain enhanced coda in observed body and surface waveforms. One way to characterize small scale heterogeneity is to construct random models and confront observed coda waveforms with predictions from these models. Statistical studies of the coda typically rely on models with simplified isotropic and stationary correlation functions in Cartesian geometries. We show how to construct more complex random models for the mantle that can account for arbitrary non-stationary and anisotropic correlation functions as well as for complex geometries. Although this method is computationally heavy, model characteristics such as translational, cylindrical or spherical symmetries can be used to greatly reduce the complexity such that this method becomes practical. With this approach, we can create 3D models of the full spherical Earth that can be radially anisotropic, i.e. with different horizontal and radial correlation functions, and radially non-stationary, i.e. with radially varying model power and correlation functions. Both of these features are crucial for a statistical description of the mantle in which structure depends to first order on the spherical geometry of the Earth. We combine different random model realizations of S velocity with current global tomographic models that are robust at long wavelengths (e.g. Meschede and Romanowicz, 2014, GJI submitted), and compute the effects of these hybrid models on the wavefield with a spectral element code (SPECFEM3D_GLOBE). We finally analyze the resulting coda waves for our model selection and compare our computations with observations. Based on these observations, we make predictions about the strength of unresolved small-scale structure and extrinsic attenuation.

Robust estimators for speech enhancement in real environments

NASA Astrophysics Data System (ADS)

Sandoval-Ibarra, Yuma; Diaz-Ramirez, Victor H.; Kober, Vitaly

2015-09-01

Common statistical estimators for speech enhancement rely on several assumptions about stationarity of speech signals and noise. These assumptions may not always valid in real-life due to nonstationary characteristics of speech and noise processes. We propose new estimators based on existing estimators by incorporation of computation of rank-order statistics. The proposed estimators are better adapted to non-stationary characteristics of speech signals and noise processes. Through computer simulations we show that the proposed estimators yield a better performance in terms of objective metrics than that of known estimators when speech signals are contaminated with airport, babble, restaurant, and train-station noise.

Stationarity is undead: Uncertainty dominates the distribution of extremes

NASA Astrophysics Data System (ADS)

Serinaldi, Francesco; Kilsby, Chris G.

2015-03-01

The increasing effort to develop and apply nonstationary models in hydrologic frequency analyses under changing environmental conditions can be frustrated when the additional uncertainty related to the model complexity is accounted for along with the sampling uncertainty. In order to show the practical implications and possible problems of using nonstationary models and provide critical guidelines, in this study we review the main tools developed in this field (such as nonstationary distribution functions, return periods, and risk of failure) highlighting advantages and disadvantages. The discussion is supported by three case studies that revise three illustrative examples reported in the scientific and technical literature referring to the Little Sugar Creek (at Charlotte, North Carolina), Red River of the North (North Dakota/Minnesota), and the Assunpink Creek (at Trenton, New Jersey). The uncertainty of the results is assessed by complementing point estimates with confidence intervals (CIs) and emphasizing critical aspects such as the subjectivity affecting the choice of the models' structure. Our results show that (1) nonstationary frequency analyses should not only be based on at-site time series but require additional information and detailed exploratory data analyses (EDA); (2) as nonstationary models imply that the time-varying model structure holds true for the entire future design life period, an appropriate modeling strategy requires that EDA identifies a well-defined deterministic mechanism leading the examined process; (3) when the model structure cannot be inferred in a deductive manner and nonstationary models are fitted by inductive inference, model structure introduces an additional source of uncertainty so that the resulting nonstationary models can provide no practical enhancement of the credibility and accuracy of the predicted extreme quantiles, whereas possible model misspecification can easily lead to physically inconsistent results; (4) when the model structure is uncertain, stationary models and a suitable assessment of the uncertainty accounting for possible temporal persistence should be retained as more theoretically coherent and reliable options for practical applications in real-world design and management problems; (5) a clear understanding of the actual probabilistic meaning of stationary and nonstationary return periods and risk of failure is required for a correct risk assessment and communication.

Probability of stress-corrosion fracture under random loading.

NASA Technical Reports Server (NTRS)

Yang, J.-N.

1972-01-01

A method is developed for predicting the probability of stress-corrosion fracture of structures under random loadings. The formulation is based on the cumulative damage hypothesis and the experimentally determined stress-corrosion characteristics. Under both stationary and nonstationary random loadings, the mean value and the variance of the cumulative damage are obtained. The probability of stress-corrosion fracture is then evaluated using the principle of maximum entropy. It is shown that, under stationary random loadings, the standard deviation of the cumulative damage increases in proportion to the square root of time, while the coefficient of variation (dispersion) decreases in inversed proportion to the square root of time. Numerical examples are worked out to illustrate the general results.

Comparison of a non-stationary voxelation-corrected cluster-size test with TFCE for group-Level MRI inference.

PubMed

Li, Huanjie; Nickerson, Lisa D; Nichols, Thomas E; Gao, Jia-Hong

2017-03-01

Two powerful methods for statistical inference on MRI brain images have been proposed recently, a non-stationary voxelation-corrected cluster-size test (CST) based on random field theory and threshold-free cluster enhancement (TFCE) based on calculating the level of local support for a cluster, then using permutation testing for inference. Unlike other statistical approaches, these two methods do not rest on the assumptions of a uniform and high degree of spatial smoothness of the statistic image. Thus, they are strongly recommended for group-level fMRI analysis compared to other statistical methods. In this work, the non-stationary voxelation-corrected CST and TFCE methods for group-level analysis were evaluated for both stationary and non-stationary images under varying smoothness levels, degrees of freedom and signal to noise ratios. Our results suggest that, both methods provide adequate control for the number of voxel-wise statistical tests being performed during inference on fMRI data and they are both superior to current CSTs implemented in popular MRI data analysis software packages. However, TFCE is more sensitive and stable for group-level analysis of VBM data. Thus, the voxelation-corrected CST approach may confer some advantages by being computationally less demanding for fMRI data analysis than TFCE with permutation testing and by also being applicable for single-subject fMRI analyses, while the TFCE approach is advantageous for VBM data. Hum Brain Mapp 38:1269-1280, 2017. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.

Information transfer with rate-modulated Poisson processes: a simple model for nonstationary stochastic resonance.

PubMed

Goychuk, I

2001-08-01

Stochastic resonance in a simple model of information transfer is studied for sensory neurons and ensembles of ion channels. An exact expression for the information gain is obtained for the Poisson process with the signal-modulated spiking rate. This result allows one to generalize the conventional stochastic resonance (SR) problem (with periodic input signal) to the arbitrary signals of finite duration (nonstationary SR). Moreover, in the case of a periodic signal, the rate of information gain is compared with the conventional signal-to-noise ratio. The paper establishes the general nonequivalence between both measures notwithstanding their apparent similarity in the limit of weak signals.

Suborbital spaceplane optimization using non-stationary Gaussian processes

NASA Astrophysics Data System (ADS)

Dufour, Robin; de Muelenaere, Julien; Elham, Ali

2014-10-01

This paper presents multidisciplinary design optimization of a sub-orbital spaceplane. The optimization includes three disciplines: the aerodynamics, the structure and the trajectory. An Adjoint Euler code is used to calculate the aerodynamic lift and drag of the vehicle as well as their derivatives with respect to the design variables. A new surrogate model has been developed based on a non-stationary Gaussian process. That model was used to estimate the aerodynamic characteristics of the vehicle during the trajectory optimization. The trajectory of thevehicle has been optimized together with its geometry in order to maximize the amount of payload that can be carried by the spaceplane.

Spectral analysis of temporal non-stationary rainfall-runoff processes

NASA Astrophysics Data System (ADS)

Chang, Ching-Min; Yeh, Hund-Der

2018-04-01

This study treats the catchment as a block box system with considering the rainfall input and runoff output being a stochastic process. The temporal rainfall-runoff relationship at the catchment scale is described by a convolution integral on a continuous time scale. Using the Fourier-Stieltjes representation approach, a frequency domain solution to the convolution integral is developed to the spectral analysis of runoff processes generated by temporal non-stationary rainfall events. It is shown that the characteristic time scale of rainfall process increases the runoff discharge variability, while the catchment mean travel time constant plays the role in reducing the variability of runoff discharge. Similar to the behavior of groundwater aquifers, catchments act as a low-pass filter in the frequency domain for the rainfall input signal.

Time-varying bispectral analysis of visually evoked multi-channel EEG

NASA Astrophysics Data System (ADS)

Chandran, Vinod

2012-12-01

Theoretical foundations of higher order spectral analysis are revisited to examine the use of time-varying bicoherence on non-stationary signals using a classical short-time Fourier approach. A methodology is developed to apply this to evoked EEG responses where a stimulus-locked time reference is available. Short-time windowed ensembles of the response at the same offset from the reference are considered as ergodic cyclostationary processes within a non-stationary random process. Bicoherence can be estimated reliably with known levels at which it is significantly different from zero and can be tracked as a function of offset from the stimulus. When this methodology is applied to multi-channel EEG, it is possible to obtain information about phase synchronization at different regions of the brain as the neural response develops. The methodology is applied to analyze evoked EEG response to flash visual stimulii to the left and right eye separately. The EEG electrode array is segmented based on bicoherence evolution with time using the mean absolute difference as a measure of dissimilarity. Segment maps confirm the importance of the occipital region in visual processing and demonstrate a link between the frontal and occipital regions during the response. Maps are constructed using bicoherence at bifrequencies that include the alpha band frequency of 8Hz as well as 4 and 20Hz. Differences are observed between responses from the left eye and the right eye, and also between subjects. The methodology shows potential as a neurological functional imaging technique that can be further developed for diagnosis and monitoring using scalp EEG which is less invasive and less expensive than magnetic resonance imaging.

A nonstationary Poisson point process describes the sequence of action potentials over long time scales in lateral-superior-olive auditory neurons.

PubMed

Turcott, R G; Lowen, S B; Li, E; Johnson, D H; Tsuchitani, C; Teich, M C

1994-01-01

The behavior of lateral-superior-olive (LSO) auditory neurons over large time scales was investigated. Of particular interest was the determination as to whether LSO neurons exhibit the same type of fractal behavior as that observed in primary VIII-nerve auditory neurons. It has been suggested that this fractal behavior, apparent on long time scales, may play a role in optimally coding natural sounds. We found that a nonfractal model, the nonstationary dead-time-modified Poisson point process (DTMP), describes the LSO firing patterns well for time scales greater than a few tens of milliseconds, a region where the specific details of refractoriness are unimportant. The rate is given by the sum of two decaying exponential functions. The process is completely specified by the initial values and time constants of the two exponentials and by the dead-time relation. Specific measures of the firing patterns investigated were the interspike-interval (ISI) histogram, the Fano-factor time curve (FFC), and the serial count correlation coefficient (SCC) with the number of action potentials in successive counting times serving as the random variable. For all the data sets we examined, the latter portion of the recording was well approximated by a single exponential rate function since the initial exponential portion rapidly decreases to a negligible value. Analytical expressions available for the statistics of a DTMP with a single exponential rate function can therefore be used for this portion of the data. Good agreement was obtained among the analytical results, the computer simulation, and the experimental data on time scales where the details of refractoriness are insignificant.(ABSTRACT TRUNCATED AT 250 WORDS)

Temporal intermittency and the lifetime of chimera states in ensembles of nonlocally coupled chaotic oscillators

NASA Astrophysics Data System (ADS)

Semenova, N. I.; Strelkova, G. I.; Anishchenko, V. S.; Zakharova, A.

2017-06-01

We describe numerical results for the dynamics of networks of nonlocally coupled chaotic maps. Switchings in time between amplitude and phase chimera states have been first established and studied. It has been shown that in autonomous ensembles, a nonstationary regime of switchings has a finite lifetime and represents a transient process towards a stationary regime of phase chimera. The lifetime of the nonstationary switching regime can be increased to infinity by applying short-term noise perturbations.

Nonstationary Deformation of an Elastic Layer with Mixed Boundary Conditions

NASA Astrophysics Data System (ADS)

Kubenko, V. D.

2016-11-01

The analytic solution to the plane problem for an elastic layer under a nonstationary surface load is found for mixed boundary conditions: normal stress and tangential displacement are specified on one side of the layer (fourth boundary-value problem of elasticity) and tangential stress and normal displacement are specified on the other side of the layer (second boundary-value problem of elasticity). The Laplace and Fourier integral transforms are applied. The inverse Laplace and Fourier transforms are found exactly using tabulated formulas and convolution theorems for various nonstationary loads. Explicit analytical expressions for stresses and displacements are derived. Loads applied to a constant surface area and to a surface area varying in a prescribed manner are considered. Computations demonstrate the dependence of the normal stress on time and spatial coordinates. Features of wave processes are analyzed

Signal Restoration of Non-stationary Acoustic Signals in the Time Domain

NASA Technical Reports Server (NTRS)

Babkin, Alexander S.

1988-01-01

Signal restoration is a method of transforming a nonstationary signal acquired by a ground based microphone to an equivalent stationary signal. The benefit of the signal restoration is a simplification of the flight test requirements because it could dispense with the need to acquire acoustic data with another aircraft flying in concert with the rotorcraft. The data quality is also generally improved because the contamination of the signal by the propeller and wind noise is not present. The restoration methodology can also be combined with other data acquisition methods, such as a multiple linear microphone array for further improvement of the test results. The methodology and software are presented for performing the signal restoration in the time domain. The method has no restrictions on flight path geometry or flight regimes. Only requirement is that the aircraft spatial position be known relative to the microphone location and synchronized with the acoustic data. The restoration process assumes that the moving source radiates a stationary signal, which is then transformed into a nonstationary signal by various modulation processes. The restoration contains only the modulation due to the source motion.

Stock price forecasting based on time series analysis

NASA Astrophysics Data System (ADS)

Chi, Wan Le

2018-05-01

Using the historical stock price data to set up a sequence model to explain the intrinsic relationship of data, the future stock price can forecasted. The used models are auto-regressive model, moving-average model and autoregressive-movingaverage model. The original data sequence of unit root test was used to judge whether the original data sequence was stationary. The non-stationary original sequence as a first order difference needed further processing. Then the stability of the sequence difference was re-inspected. If it is still non-stationary, the second order differential processing of the sequence is carried out. Autocorrelation diagram and partial correlation diagram were used to evaluate the parameters of the identified ARMA model, including coefficients of the model and model order. Finally, the model was used to forecast the fitting of the shanghai composite index daily closing price with precision. Results showed that the non-stationary original data series was stationary after the second order difference. The forecast value of shanghai composite index daily closing price was closer to actual value, indicating that the ARMA model in the paper was a certain accuracy.

Bi-spectrum based-EMD applied to the non-stationary vibration signals for bearing faults diagnosis.

PubMed

Saidi, Lotfi; Ali, Jaouher Ben; Fnaiech, Farhat

2014-09-01

Empirical mode decomposition (EMD) has been widely applied to analyze vibration signals behavior for bearing failures detection. Vibration signals are almost always non-stationary since bearings are inherently dynamic (e.g., speed and load condition change over time). By using EMD, the complicated non-stationary vibration signal is decomposed into a number of stationary intrinsic mode functions (IMFs) based on the local characteristic time scale of the signal. Bi-spectrum, a third-order statistic, helps to identify phase coupling effects, the bi-spectrum is theoretically zero for Gaussian noise and it is flat for non-Gaussian white noise, consequently the bi-spectrum analysis is insensitive to random noise, which are useful for detecting faults in induction machines. Utilizing the advantages of EMD and bi-spectrum, this article proposes a joint method for detecting such faults, called bi-spectrum based EMD (BSEMD). First, original vibration signals collected from accelerometers are decomposed by EMD and a set of IMFs is produced. Then, the IMF signals are analyzed via bi-spectrum to detect outer race bearing defects. The procedure is illustrated with the experimental bearing vibration data. The experimental results show that BSEMD techniques can effectively diagnosis bearing failures. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Exploiting Synoptic-Scale Climate Processes to Develop Nonstationary, Probabilistic Flood Hazard Projections

NASA Astrophysics Data System (ADS)

Spence, C. M.; Brown, C.; Doss-Gollin, J.

2016-12-01

Climate model projections are commonly used for water resources management and planning under nonstationarity, but they do not reliably reproduce intense short-term precipitation and are instead more skilled at broader spatial scales. To provide a credible estimate of flood trend that reflects climate uncertainty, we present a framework that exploits the connections between synoptic-scale oceanic and atmospheric patterns and local-scale flood-producing meteorological events to develop long-term flood hazard projections. We demonstrate the method for the Iowa River, where high flow episodes have been found to correlate with tropical moisture exports that are associated with a pressure dipole across the eastern continental United States We characterize the relationship between flooding on the Iowa River and this pressure dipole through a nonstationary Pareto-Poisson peaks-over-threshold probability distribution estimated based on the historic record. We then combine the results of a trend analysis of dipole index in the historic record with the results of a trend analysis of the dipole index as simulated by General Circulation Models (GCMs) under climate change conditions through a Bayesian framework. The resulting nonstationary posterior distribution of dipole index, combined with the dipole-conditioned peaks-over-threshold flood frequency model, connects local flood hazard to changes in large-scale atmospheric pressure and circulation patterns that are related to flooding in a process-driven framework. The Iowa River example demonstrates that the resulting nonstationary, probabilistic flood hazard projection may be used to inform risk-based flood adaptation decisions.

Stochastic process approximation for recursive estimation with guaranteed bound on the error covariance

NASA Technical Reports Server (NTRS)

Menga, G.

1975-01-01

An approach, is proposed for the design of approximate, fixed order, discrete time realizations of stochastic processes from the output covariance over a finite time interval, was proposed. No restrictive assumptions are imposed on the process; it can be nonstationary and lead to a high dimension realization. Classes of fixed order models are defined, having the joint covariance matrix of the combined vector of the outputs in the interval of definition greater or equal than the process covariance; (the difference matrix is nonnegative definite). The design is achieved by minimizing, in one of those classes, a measure of the approximation between the model and the process evaluated by the trace of the difference of the respective covariance matrices. Models belonging to these classes have the notable property that, under the same measurement system and estimator structure, the output estimation error covariance matrix computed on the model is an upper bound of the corresponding covariance on the real process. An application of the approach is illustrated by the modeling of random meteorological wind profiles from the statistical analysis of historical data.

Coupling detrended fluctuation analysis for analyzing coupled nonstationary signals.

PubMed

Hedayatifar, L; Vahabi, M; Jafari, G R

2011-08-01

When many variables are coupled to each other, a single case study could not give us thorough and precise information. When these time series are stationary, different methods of random matrix analysis and complex networks can be used. But, in nonstationary cases, the multifractal-detrended-cross-correlation-analysis (MF-DXA) method was introduced for just two coupled time series. In this article, we have extended the MF-DXA to the method of coupling detrended fluctuation analysis (CDFA) for the case when more than two series are correlated to each other. Here, we have calculated the multifractal properties of the coupled time series, and by comparing CDFA results of the original series with those of the shuffled and surrogate series, we can estimate the source of multifractality and the extent to which our series are coupled to each other. We illustrate the method by selected examples from air pollution and foreign exchange rates.

Coupling detrended fluctuation analysis for analyzing coupled nonstationary signals

NASA Astrophysics Data System (ADS)

Hedayatifar, L.; Vahabi, M.; Jafari, G. R.

2011-08-01

When many variables are coupled to each other, a single case study could not give us thorough and precise information. When these time series are stationary, different methods of random matrix analysis and complex networks can be used. But, in nonstationary cases, the multifractal-detrended-cross-correlation-analysis (MF-DXA) method was introduced for just two coupled time series. In this article, we have extended the MF-DXA to the method of coupling detrended fluctuation analysis (CDFA) for the case when more than two series are correlated to each other. Here, we have calculated the multifractal properties of the coupled time series, and by comparing CDFA results of the original series with those of the shuffled and surrogate series, we can estimate the source of multifractality and the extent to which our series are coupled to each other. We illustrate the method by selected examples from air pollution and foreign exchange rates.

Co-Prime Frequency and Aperture Design for HF Surveillance, Wideband Radar Imaging, and Nonstationary Array Processing

DTIC Science & Technology

2018-03-01

offset designs . Particularly, the proposed CA-CFO is compared with uniform linear array and uniform frequency offset (ULA-UFO). Uniform linear array...and Aperture Design for HF Surveillance, Wideband Radar Imaging, and Nonstationary Array Processing (Grant No. N00014-13-1-0061) Submitted to...Contents 1. Executive Summary …………………………………………………………………………. 1 1.1. Generalized Co-Prime Array Design ………………………………………………… 1 1.2. Wideband

Study of the Evolution of the Electric Structure of a Convective Cloud Using the Data of a Numerical Nonstationary Three-Dimensional Model

NASA Astrophysics Data System (ADS)

Veremey, N. E.; Dovgalyuk, Yu. A.; Zatevakhin, M. A.; Ignatyev, A. A.; Morozov, V. N.

2014-04-01

Numerical nonstationary three-dimensional model of a convective cloud with parameterized description of microphysical processes with allowance for the electrization processes is considered. The results of numerical modeling of the cloud evolution for the specified atmospheric conditions are presented. The spatio-temporal distribution of the main cloud characteristics including the volume charge density and the electric field is obtained. The calculation results show that the electric structure of the cloud is different at its various life stages, i.e., it varies from unipolar to dipolar and then to tripolar. This conclusion is in fair agreement with the field studies.

A compound reconstructed prediction model for nonstationary climate processes

NASA Astrophysics Data System (ADS)

Wang, Geli; Yang, Peicai

2005-07-01

Based on the idea of climate hierarchy and the theory of state space reconstruction, a local approximation prediction model with the compound structure is built for predicting some nonstationary climate process. By means of this model and the data sets consisting of north Indian Ocean sea-surface temperature, Asian zonal circulation index and monthly mean precipitation anomaly from 37 observation stations in the Inner Mongolia area of China (IMC), a regional prediction experiment for the winter precipitation of IMC is also carried out. When using the same sign ratio R between the prediction field and the actual field to measure the prediction accuracy, an averaged R of 63% given by 10 predictions samples is reached.

Separation of non-stationary multi-source sound field based on the interpolated time-domain equivalent source method

NASA Astrophysics Data System (ADS)

Bi, Chuan-Xing; Geng, Lin; Zhang, Xiao-Zheng

2016-05-01

In the sound field with multiple non-stationary sources, the measured pressure is the sum of the pressures generated by all sources, and thus cannot be used directly for studying the vibration and sound radiation characteristics of every source alone. This paper proposes a separation model based on the interpolated time-domain equivalent source method (ITDESM) to separate the pressure field belonging to every source from the non-stationary multi-source sound field. In the proposed method, ITDESM is first extended to establish the relationship between the mixed time-dependent pressure and all the equivalent sources distributed on every source with known location and geometry information, and all the equivalent source strengths at each time step are solved by an iterative solving process; then, the corresponding equivalent source strengths of one interested source are used to calculate the pressure field generated by that source alone. Numerical simulation of two baffled circular pistons demonstrates that the proposed method can be effective in separating the non-stationary pressure generated by every source alone in both time and space domains. An experiment with two speakers in a semi-anechoic chamber further evidences the effectiveness of the proposed method.

Culturomics meets random fractal theory: insights into long-range correlations of social and natural phenomena over the past two centuries

PubMed Central

Gao, Jianbo; Hu, Jing; Mao, Xiang; Perc, Matjaž

2012-01-01

Culturomics was recently introduced as the application of high-throughput data collection and analysis to the study of human culture. Here, we make use of these data by investigating fluctuations in yearly usage frequencies of specific words that describe social and natural phenomena, as derived from books that were published over the course of the past two centuries. We show that the determination of the Hurst parameter by means of fractal analysis provides fundamental insights into the nature of long-range correlations contained in the culturomic trajectories, and by doing so offers new interpretations as to what might be the main driving forces behind the examined phenomena. Quite remarkably, we find that social and natural phenomena are governed by fundamentally different processes. While natural phenomena have properties that are typical for processes with persistent long-range correlations, social phenomena are better described as non-stationary, on–off intermittent or Lévy walk processes. PMID:22337632

Random walker in temporally deforming higher-order potential forces observed in a financial crisis.

PubMed

Watanabe, Kota; Takayasu, Hideki; Takayasu, Misako

2009-11-01

Basic peculiarities of market price fluctuations are known to be well described by a recently developed random-walk model in a temporally deforming quadratic potential force whose center is given by a moving average of past price traces [M. Takayasu, T. Mizuno, and H. Takayasu, Physica A 370, 91 (2006)]. By analyzing high-frequency financial time series of exceptional events, such as bubbles and crashes, we confirm the appearance of higher-order potential force in the markets. We show statistical significance of its existence by applying the information criterion. This time series analysis is expected to be applied widely for detecting a nonstationary symptom in random phenomena.

Study on De-noising Technology of Radar Life Signal

NASA Astrophysics Data System (ADS)

Yang, Xiu-Fang; Wang, Lian-Huan; Ma, Jiang-Fei; Wang, Pei-Pei

2016-05-01

Radar detection is a kind of novel life detection technology, which can be applied to medical monitoring, anti-terrorism and disaster relief street fighting, etc. As the radar life signal is very weak, it is often submerged in the noise. Because of non-stationary and randomness of these clutter signals, it is necessary to denoise efficiently before extracting and separating the useful signal. This paper improves the radar life signal's theoretical model of the continuous wave, does de-noising processing by introducing lifting wavelet transform and determine the best threshold function through comparing the de-noising effects of different threshold functions. The result indicates that both SNR and MSE of the signal are better than the traditional ones by introducing lifting wave transform and using a new improved soft threshold function de-noising method..

Simulation Methods for Poisson Processes in Nonstationary Systems.

DTIC Science & Technology

1978-08-01

for simulation of nonhomogeneous Poisson processes is stated with log-linear rate function. The method is based on an identity relating the...and relatively efficient new method for simulation of one-dimensional and two-dimensional nonhomogeneous Poisson processes is described. The method is

Intrinsic random functions for mitigation of atmospheric effects in terrestrial radar interferometry

NASA Astrophysics Data System (ADS)

Butt, Jemil; Wieser, Andreas; Conzett, Stefan

2017-06-01

The benefits of terrestrial radar interferometry (TRI) for deformation monitoring are restricted by the influence of changing meteorological conditions contaminating the potentially highly precise measurements with spurious deformations. This is especially the case when the measurement setup includes long distances between instrument and objects of interest and the topography affecting atmospheric refraction is complex. These situations are typically encountered with geo-monitoring in mountainous regions, e.g. with glaciers, landslides or volcanoes. We propose and explain an approach for the mitigation of atmospheric influences based on the theory of intrinsic random functions of order k (IRF-k) generalizing existing approaches based on ordinary least squares estimation of trend functions. This class of random functions retains convenient computational properties allowing for rigorous statistical inference while still permitting to model stochastic spatial phenomena which are non-stationary in mean and variance. We explore the correspondence between the properties of the IRF-k and the properties of the measurement process. In an exemplary case study, we find that our method reduces the time needed to obtain reliable estimates of glacial movements from 12 h down to 0.5 h compared to simple temporal averaging procedures.

Mathematical modeling of the heat transfer during pyrolysis process used for end-of-life tires treatment

NASA Astrophysics Data System (ADS)

Zheleva, I.; Georgiev, I.; Filipova, M.; Menseidov, D.

2017-10-01

Mathematical modeling of the heat transfer during the pyrolysis process used for the treatment of the End-of-Lifetires (EOLT) is presented in this paper. The pyrolysis process is 3D and non-stationary and because of this it is very complicated for modeling and studying. To simplify the modeling here a hierarchy of 2D models for the temperature which describe the non-stationary heat transfer in such a pyrolysis station is created. An algorithm for solving the model equations, based on MATLAB software is developed. The results for the temperature for some characteristic periods of operation of pyrolysis station are presented and commented in the paper. The results from this modeling can be used in the real pyrolysis station for more precise displacement of measurement devices and for designing of automated management of the process.

Nonstationary signal analysis in episodic memory retrieval

NASA Astrophysics Data System (ADS)

Ku, Y. G.; Kawasumi, Masashi; Saito, Masao

2004-04-01

The problem of blind source separation from a mixture that has nonstationarity can be seen in signal processing, speech processing, spectral analysis and so on. This study analyzed EEG signal during episodic memory retrieval using ICA and TVAR. This paper proposes a method which combines ICA and TVAR. The signal from the brain not only exhibits the nonstationary behavior, but also contain artifacts. EEG data at the frontal lobe (F3) from the scalp is collected during the episodic memory retrieval task. The method is applied to EEG data for analysis. The artifact (eye movement) is removed by ICA, and a single burst (around 6Hz) is obtained by TVAR, suggesting that the single burst is related to the brain activity during the episodic memory retrieval.

System for monitoring non-coincident, nonstationary process signals

DOEpatents

Gross, Kenneth C.; Wegerich, Stephan W.

2005-01-04

An improved system for monitoring non-coincident, non-stationary, process signals. The mean, variance, and length of a reference signal is defined by an automated system, followed by the identification of the leading and falling edges of a monitored signal and the length of the monitored signal. The monitored signal is compared to the reference signal, and the monitored signal is resampled in accordance with the reference signal. The reference signal is then correlated with the resampled monitored signal such that the reference signal and the resampled monitored signal are coincident in time with each other. The resampled monitored signal is then compared to the reference signal to determine whether the resampled monitored signal is within a set of predesignated operating conditions.

Widening Disparity and its Suppression in a Stochastic Replicator Model

NASA Astrophysics Data System (ADS)

Sakaguchi, Hidetsugu

2016-04-01

Winner-take-all phenomena are observed in various competitive systems. We find similar phenomena in replicator models with randomly fluctuating growth rates. The disparity between winners and losers increases indefinitely, even if all elements are statistically equivalent. A lognormal distribution describes well the nonstationary time evolution. If a nonlinear load corresponding to progressive taxation is introduced, a stationary distribution is obtained and disparity widening is suppressed.

Statistics of partially-polarized fields: beyond the Stokes vector and coherence matrix

NASA Astrophysics Data System (ADS)

Charnotskii, Mikhail

2017-08-01

Traditionally, the partially-polarized light is characterized by the four Stokes parameters. Equivalent description is also provided by correlation tensor of the optical field. These statistics specify only the second moments of the complex amplitudes of the narrow-band two-dimensional electric field of the optical wave. Electric field vector of the random quasi monochromatic wave is a nonstationary oscillating two-dimensional real random variable. We introduce a novel statistical description of these partially polarized waves: the Period-Averaged Probability Density Function (PA-PDF) of the field. PA-PDF contains more information on the polarization state of the field than the Stokes vector. In particular, in addition to the conventional distinction between the polarized and depolarized components of the field PA-PDF allows to separate the coherent and fluctuating components of the field. We present several model examples of the fields with identical Stokes vectors and very distinct shapes of PA-PDF. In the simplest case of the nonstationary, oscillating normal 2-D probability distribution of the real electrical field and stationary 4-D probability distribution of the complex amplitudes, the newly-introduced PA-PDF is determined by 13 parameters that include the first moments and covariance matrix of the quadrature components of the oscillating vector field.

Non-stationary recruitment dynamics of rainbow smelt: the influence of environmental variables and variation in size structure and length-at-maturation

USGS Publications Warehouse

Feiner, Zachary S.; Bunnell, David B.; Hook, Tomas O.; Madenjian, Charles P.; Warner, David M.; Collingsworth, Paris D.

2015-01-01

Fish stock-recruitment dynamics may be difficult to elucidate because of nonstationary relationships resulting from shifting environmental conditions and fluctuations in important vital rates such as individual growth or maturation. The Great Lakes have experienced environmental stressors that may have changed population demographics and stock-recruitment relationships while causing the declines of several prey fish species, including rainbow smelt (Osmerus mordax). We investigated changes in the size and maturation of rainbow smelt in Lake Michigan and Lake Huron and recruitment dynamics of the Lake Michigan stock over the past four decades. Mean lengths and length-at-maturation of rainbow smelt generally declined over time in both lakes. To evaluate recruitment, we used both a Ricker model and a Kalman filter-random walk (KF-RW) model which incorporated nonstationarity in stock productivity by allowing the productivity term to vary over time. The KF-RW model explained nearly four times more variation in recruitment than the Ricker model, indicating the productivity of the Lake Michigan stock has increased. By accounting for this nonstationarity, we were able identify significant variations in stock productivity, evaluate its importance to rainbow smelt recruitment, and speculate on potential environmental causes for the shift. Our results suggest that investigating mechanisms driving nonstationary shifts in stock-recruit relationships can provide valuable insights into temporal variation in fish population dynamics.

Non-stationarities in the relationships of heavy precipitation events in the Mediterranean area and the large-scale circulation in the second half of the 20th century

NASA Astrophysics Data System (ADS)

Merkenschlager, Christian; Hertig, Elke; Jacobeit, Jucundus

2017-04-01

In the context of analyzing temporal varying relationships of heavy precipitation events in the Mediterranean area and associated anomalies of the large-scale circulation, quantile regression models were established. The models were calibrated using different circulation and thermodynamic variables at the 700 hPa and 850 hPa levels as predictors as well as daily precipitation time series at different stations in the Mediterranean area as predictand. Analyses were done for the second half of the 20th century. In the scope of assessing non-stationarities in the predictor-predictand relationships the time series were divided into calibration and validation periods. 100 randomized subsamples were used to calibrate/validate the models under stationary conditions. The highest and lowest skill score of the 100 random samples was used to determine the range of random variability. The model performance under non-stationary conditions was derived from the skill scores of cross-validated running subintervals. If the skill scores of several consecutive years are outside the range of random variability a non-stationarity was declaimed. Particularly the Iberian Peninsula and the Levant region were affected by non-stationarities, the former with significant positive deviations of the skill scores, the latter with significant negative deviations. By means of a case study for the Levant region we determined three possible reasons for non-stationary behavior in the predictor-predictand relationships. The Mediterranean Oscillation as a superordinate system affects the cyclone activity in the Mediterranean basin and the location and intensity of the Cyprus low. Overall, it is demonstrated that non-stationarities have to be taken into account within statistical downscaling model development.

Nonstationary heat and mass transfer in the multilayer building construction with ventilation channels

NASA Astrophysics Data System (ADS)

Kharkov, N. S.

2017-11-01

Results of numerical modeling of the coupled nonstationary heat and mass transfer problem under conditions of a convective flow in facade system of a three-layer concrete panel for two different constructions (with ventilation channels and without) are presented. The positive effect of ventilation channels on the energy and humidity regime over a period of 12 months is shown. Used new method of replacement a solid zone (requiring specification of porosity and material structure, what complicates process of convergence of the solution) on quasi-solid in form of a multicomponent mixture (with restrictions on convection and mass fractions).

Efficient Transfer Entropy Analysis of Non-Stationary Neural Time Series

PubMed Central

Vicente, Raul; Díaz-Pernas, Francisco J.; Wibral, Michael

2014-01-01

Information theory allows us to investigate information processing in neural systems in terms of information transfer, storage and modification. Especially the measure of information transfer, transfer entropy, has seen a dramatic surge of interest in neuroscience. Estimating transfer entropy from two processes requires the observation of multiple realizations of these processes to estimate associated probability density functions. To obtain these necessary observations, available estimators typically assume stationarity of processes to allow pooling of observations over time. This assumption however, is a major obstacle to the application of these estimators in neuroscience as observed processes are often non-stationary. As a solution, Gomez-Herrero and colleagues theoretically showed that the stationarity assumption may be avoided by estimating transfer entropy from an ensemble of realizations. Such an ensemble of realizations is often readily available in neuroscience experiments in the form of experimental trials. Thus, in this work we combine the ensemble method with a recently proposed transfer entropy estimator to make transfer entropy estimation applicable to non-stationary time series. We present an efficient implementation of the approach that is suitable for the increased computational demand of the ensemble method's practical application. In particular, we use a massively parallel implementation for a graphics processing unit to handle the computationally most heavy aspects of the ensemble method for transfer entropy estimation. We test the performance and robustness of our implementation on data from numerical simulations of stochastic processes. We also demonstrate the applicability of the ensemble method to magnetoencephalographic data. While we mainly evaluate the proposed method for neuroscience data, we expect it to be applicable in a variety of fields that are concerned with the analysis of information transfer in complex biological, social, and artificial systems. PMID:25068489

Information retrieval for nonstationary data records

NASA Technical Reports Server (NTRS)

Su, M. Y.

1971-01-01

A review and a critical discussion are made on the existing methods for analysis of nonstationary time series, and a new algorithm for splitting nonstationary time series, is applied to the analysis of sunspot data.

Noise/spike detection in phonocardiogram signal as a cyclic random process with non-stationary period interval.

PubMed

Naseri, H; Homaeinezhad, M R; Pourkhajeh, H

2013-09-01

The major aim of this study is to describe a unified procedure for detecting noisy segments and spikes in transduced signals with a cyclic but non-stationary periodic nature. According to this procedure, the cycles of the signal (onset and offset locations) are detected. Then, the cycles are clustered into a finite number of groups based on appropriate geometrical- and frequency-based time series. Next, the median template of each time series of each cluster is calculated. Afterwards, a correlation-based technique is devised for making a comparison between a test cycle feature and the associated time series of each cluster. Finally, by applying a suitably chosen threshold for the calculated correlation values, a segment is prescribed to be either clean or noisy. As a key merit of this research, the procedure can introduce a decision support for choosing accurately orthogonal-expansion-based filtering or to remove noisy segments. In this paper, the application procedure of the proposed method is comprehensively described by applying it to phonocardiogram (PCG) signals for finding noisy cycles. The database consists of 126 records from several patients of a domestic research station acquired by a 3M Littmann(®) 3200, 4KHz sampling frequency electronic stethoscope. By implementing the noisy segments detection algorithm with this database, a sensitivity of Se=91.41% and a positive predictive value, PPV=92.86% were obtained based on physicians assessments. Copyright © 2013 Elsevier Ltd. All rights reserved.

The theory of nonstationary thermophoresis of a solid spherical particle

NASA Astrophysics Data System (ADS)

Kuzmin, M. K.; Yalamov, Yu. I.

2007-06-01

The theory of nonstationary thermophoresis of a solid spherical particle in a viscous gaseous medium is presented. The theory is constructed on the solutions of fluid-dynamics and thermal problems, each of which is split into stationary and strictly nonstationary parts. The solution of the stationary parts of the problems gives the final formula for determining the stationary component of the thermophoretic velocity of this particle. To determine the nonstationary component of the thermophoretic velocity of the particle, the corresponding formula in the space of Laplace transforms is derived. The limiting value theorems from operational calculus are used for obtaining the dependence of the nonstationary component of the thermophoretic velocity of the spherical particle on the strictly nonstationary temperature gradient for large and small values of time. The factors determining the thermophoretic velocity of the particle under investigation are determined.

Segmentation algorithm for non-stationary compound Poisson processes. With an application to inventory time series of market members in a financial market

NASA Astrophysics Data System (ADS)

Tóth, B.; Lillo, F.; Farmer, J. D.

2010-11-01

We introduce an algorithm for the segmentation of a class of regime switching processes. The segmentation algorithm is a non parametric statistical method able to identify the regimes (patches) of a time series. The process is composed of consecutive patches of variable length. In each patch the process is described by a stationary compound Poisson process, i.e. a Poisson process where each count is associated with a fluctuating signal. The parameters of the process are different in each patch and therefore the time series is non-stationary. Our method is a generalization of the algorithm introduced by Bernaola-Galván, et al. [Phys. Rev. Lett. 87, 168105 (2001)]. We show that the new algorithm outperforms the original one for regime switching models of compound Poisson processes. As an application we use the algorithm to segment the time series of the inventory of market members of the London Stock Exchange and we observe that our method finds almost three times more patches than the original one.

Around and about an application of the GAMLSS package to non-stationary flood frequency analysis

NASA Astrophysics Data System (ADS)

Debele, S. E.; Bogdanowicz, E.; Strupczewski, W. G.

2017-08-01

The non-stationarity of hydrologic processes due to climate change or human activities is challenging for the researchers and practitioners. However, the practical requirements for taking into account non-stationarity as a support in decision-making procedures exceed the up-to-date development of the theory and the of software. Currently, the most popular and freely available software package that allows for non-stationary statistical analysis is the GAMLSS (generalized additive models for location, scale and shape) package. GAMLSS has been used in a variety of fields. There are also several papers recommending GAMLSS in hydrological problems; however, there are still important issues which have not previously been discussed concerning mainly GAMLSS applicability not only for research and academic purposes, but also in a design practice. In this paper, we present a summary of our experiences in the implementation of GAMLSS to non-stationary flood frequency analysis, highlighting its advantages and pointing out weaknesses with regard to methodological and practical topics.

Radiological Health Protection Issues Associated with Use of Active Detection Technology Systems for Detection of Radioactive Threat Materials

DTIC Science & Technology

2013-07-01

detection system available will simply register events resulting from natural background radiation if a suitable source emission is not employed. The...random fluctuations in the natural background radiation level. Noise within the detection system can result from any of the various components that...Uritani et al., 1994). Nothing can generally be done to reduce or stabilize the amount of natural background radiation present for nonstationary

NONSTATIONARY SPATIAL MODELING OF ENVIRONMENTAL DATA USING A PROCESS CONVOLUTION APPROACH

EPA Science Inventory

Traditional approaches to modeling spatial processes involve the specification of the covariance structure of the field. Although such methods are straightforward to understand and effective in some situations, there are often problems in incorporating non-stationarity and in ma...

A New Method for Interpreting Nonstationary Running Correlations and Its Application to the ENSO-EAWM Relationship

NASA Astrophysics Data System (ADS)

Geng, Xin; Zhang, Wenjun; Jin, Fei-Fei; Stuecker, Malte F.

2018-01-01

We here propose a new statistical method to interpret nonstationary running correlations by decomposing them into a stationary part and a first-order Taylor expansion approximation for the nonstationary part. Then, this method is applied to investigate the nonstationary behavior of the El Niño-Southern Oscillation (ENSO)-East Asian winter monsoon (EAWM) relationship, which exhibits prominent multidecadal variations. It is demonstrated that the first-order approximation of the nonstationary part can be expressed to a large extent by the impact of the nonlinear interaction between the Atlantic Multidecadal Oscillation (AMO) and ENSO (AMO*Niño3.4) on the EAWM. Therefore, the nonstationarity in the ENSO-EAWM relationship comes predominantly from the impact of an AMO modulation on the ENSO-EAWM teleconnection via this key nonlinear interaction. This general method can be applied to investigate nonstationary relationships that are often observed between various different climate phenomena.

Nonstationary homogeneous nucleation

NASA Technical Reports Server (NTRS)

Harstad, K. G.

1974-01-01

The theory of homogeneous condensation is reviewed and equations describing this process are presented. Numerical computer solutions to transient problems in nucleation (relaxation to steady state) are presented and compared to a prior computation.

Quantifying nonstationary radioactivity concentration fluctuations near Chernobyl: A complete statistical description

NASA Astrophysics Data System (ADS)

Viswanathan, G. M.; Buldyrev, S. V.; Garger, E. K.; Kashpur, V. A.; Lucena, L. S.; Shlyakhter, A.; Stanley, H. E.; Tschiersch, J.

2000-09-01

We analyze nonstationary 137Cs atmospheric activity concentration fluctuations measured near Chernobyl after the 1986 disaster and find three new results: (i) the histogram of fluctuations is well described by a log-normal distribution; (ii) there is a pronounced spectral component with period T=1yr, and (iii) the fluctuations are long-range correlated. These findings allow us to quantify two fundamental statistical properties of the data: the probability distribution and the correlation properties of the time series. We interpret our findings as evidence that the atmospheric radionuclide resuspension processes are tightly coupled to the surrounding ecosystems and to large time scale weather patterns.

Recurrence Quantification Analysis of Processes and Products of Discourse: A Tutorial in R

ERIC Educational Resources Information Center

Wallot, Sebastian

2017-01-01

Processes of naturalistic reading and writing are based on complex linguistic input, stretch-out over time, and rely on an integrated performance of multiple perceptual, cognitive, and motor processes. Hence, naturalistic reading and writing performance is nonstationary and exhibits fluctuations and transitions. However, instead of being just…

Extracting stationary segments from non-stationary synthetic and cardiac signals

NASA Astrophysics Data System (ADS)

Rodríguez, María. G.; Ledezma, Carlos A.; Perpiñán, Gilberto; Wong, Sara; Altuve, Miguel

2015-01-01

Physiological signals are commonly the result of complex interactions between systems and organs, these interactions lead to signals that exhibit a non-stationary behaviour. For cardiac signals, non-stationary heart rate variability (HRV) may produce misinterpretations. A previous work proposed to divide a non-stationary signal into stationary segments by looking for changes in the signal's properties related to changes in the mean of the signal. In this paper, we extract stationary segments from non-stationary synthetic and cardiac signals. For synthetic signals with different signal-to-noise ratio levels, we detect the beginning and end of the stationary segments and the result is compared to the known values of the occurrence of these events. For cardiac signals, RR interval (cardiac cycle length) time series, obtained from electrocardiographic records during stress tests for two populations (diabetic patients with cardiovascular autonomic neuropathy and control subjects), were divided into stationary segments. Results on synthetic signals reveal that the non-stationary sequence is divided into more stationary segments than needed. Additionally, due to HRV reduction and exercise intolerance reported on diabetic cardiovascular autonomic neuropathy patients, non-stationary RR interval sequences from these subjects can be divided into longer stationary segments compared to the control group.

Non-Stationary Effects and Cross Correlations in Solar Activity

NASA Astrophysics Data System (ADS)

Nefedyev, Yuri; Panischev, Oleg; Demin, Sergey

2016-07-01

In this paper within the framework of the Flicker-Noise Spectroscopy (FNS) we consider the dynamic properties of the solar activity by analyzing the Zurich sunspot numbers. As is well-known astrophysics objects are the non-stationary open systems, whose evolution are the quite individual and have the alternation effects. The main difference of FNS compared to other related methods is the separation of the original signal reflecting the dynamics of solar activity into three frequency bands: system-specific "resonances" and their interferential contributions at lower frequencies, chaotic "random walk" ("irregularity-jump") components at larger frequencies, and chaotic "irregularity-spike" (inertial) components in the highest frequency range. Specific parameters corresponding to each of the bands are introduced and calculated. These irregularities as well as specific resonance frequencies are considered as the information carriers on every hierarchical level of the evolution of a complex natural system with intermittent behavior, consecutive alternation of rapid chaotic changes in the values of dynamic variables on small time intervals with small variations of the values on longer time intervals ("laminar" phases). The jump and spike irregularities are described by power spectra and difference moments (transient structural functions) of the second order. FNS allows revealing the most crucial points of the solar activity dynamics by means of "spikiness" factor. It is shown that this variable behaves as the predictor of crucial changes of the sunspot number dynamics, particularly when the number comes up to maximum value. The change of averaging interval allows revealing the non-stationary effects depending by 11-year cycle and by inside processes in a cycle. To consider the cross correlations between the different variables of solar activity we use the Zurich sunspot numbers and the sequence of corona's radiation energy. The FNS-approach allows extracting the information about cross correlation dynamics between the signals from separate points of the studied system. The 3D cross correlators and their plain projections allow revealing the periodic laws of solar evolution. Work was supported by grants RFBR 15-02-01638-a and 16-02-00496-a.

On the joint spectral density of bivariate random sequences. Thesis Technical Report No. 21

NASA Technical Reports Server (NTRS)

Aalfs, David D.

1995-01-01

For univariate random sequences, the power spectral density acts like a probability density function of the frequencies present in the sequence. This dissertation extends that concept to bivariate random sequences. For this purpose, a function called the joint spectral density is defined that represents a joint probability weighing of the frequency content of pairs of random sequences. Given a pair of random sequences, the joint spectral density is not uniquely determined in the absence of any constraints. Two approaches to constraining the sequences are suggested: (1) assume the sequences are the margins of some stationary random field, (2) assume the sequences conform to a particular model that is linked to the joint spectral density. For both approaches, the properties of the resulting sequences are investigated in some detail, and simulation is used to corroborate theoretical results. It is concluded that under either of these two constraints, the joint spectral density can be computed from the non-stationary cross-correlation.

Spectral and correlation analysis with applications to middle-atmosphere radars

NASA Technical Reports Server (NTRS)

Rastogi, Prabhat K.

1989-01-01

The correlation and spectral analysis methods for uniformly sampled stationary random signals, estimation of their spectral moments, and problems arising due to nonstationary are reviewed. Some of these methods are already in routine use in atmospheric radar experiments. Other methods based on the maximum entropy principle and time series models have been used in analyzing data, but are just beginning to receive attention in the analysis of radar signals. These methods are also briefly discussed.

Bayesian soft X-ray tomography using non-stationary Gaussian Processes

NASA Astrophysics Data System (ADS)

Li, Dong; Svensson, J.; Thomsen, H.; Medina, F.; Werner, A.; Wolf, R.

2013-08-01

In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods.

Bayesian soft X-ray tomography using non-stationary Gaussian Processes.

PubMed

Li, Dong; Svensson, J; Thomsen, H; Medina, F; Werner, A; Wolf, R

2013-08-01

In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods.

Modelling Nonlinear Dynamic Textures using Hybrid DWT-DCT and Kernel PCA with GPU

NASA Astrophysics Data System (ADS)

Ghadekar, Premanand Pralhad; Chopade, Nilkanth Bhikaji

2016-12-01

Most of the real-world dynamic textures are nonlinear, non-stationary, and irregular. Nonlinear motion also has some repetition of motion, but it exhibits high variation, stochasticity, and randomness. Hybrid DWT-DCT and Kernel Principal Component Analysis (KPCA) with YCbCr/YIQ colour coding using the Dynamic Texture Unit (DTU) approach is proposed to model a nonlinear dynamic texture, which provides better results than state-of-art methods in terms of PSNR, compression ratio, model coefficients, and model size. Dynamic texture is decomposed into DTUs as they help to extract temporal self-similarity. Hybrid DWT-DCT is used to extract spatial redundancy. YCbCr/YIQ colour encoding is performed to capture chromatic correlation. KPCA is applied to capture nonlinear motion. Further, the proposed algorithm is implemented on Graphics Processing Unit (GPU), which comprise of hundreds of small processors to decrease time complexity and to achieve parallelism.

Large-scale data analysis of power grid resilience across multiple US service regions

NASA Astrophysics Data System (ADS)

Ji, Chuanyi; Wei, Yun; Mei, Henry; Calzada, Jorge; Carey, Matthew; Church, Steve; Hayes, Timothy; Nugent, Brian; Stella, Gregory; Wallace, Matthew; White, Joe; Wilcox, Robert

2016-05-01

Severe weather events frequently result in large-scale power failures, affecting millions of people for extended durations. However, the lack of comprehensive, detailed failure and recovery data has impeded large-scale resilience studies. Here, we analyse data from four major service regions representing Upstate New York during Super Storm Sandy and daily operations. Using non-stationary spatiotemporal random processes that relate infrastructural failures to recoveries and cost, our data analysis shows that local power failures have a disproportionally large non-local impact on people (that is, the top 20% of failures interrupted 84% of services to customers). A large number (89%) of small failures, represented by the bottom 34% of customers and commonplace devices, resulted in 56% of the total cost of 28 million customer interruption hours. Our study shows that extreme weather does not cause, but rather exacerbates, existing vulnerabilities, which are obscured in daily operations.

Separation of man-made and natural patterns in high-altitude imagery of agricultural areas

NASA Technical Reports Server (NTRS)

Samulon, A. S.

1975-01-01

A nonstationary linear digital filter is designed and implemented which extracts the natural features from high-altitude imagery of agricultural areas. Essentially, from an original image a new image is created which displays information related to soil properties, drainage patterns, crop disease, and other natural phenomena, and contains no information about crop type or row spacing. A model is developed to express the recorded brightness in a narrow-band image in terms of man-made and natural contributions and which describes statistically the spatial properties of each. The form of the minimum mean-square error linear filter for estimation of the natural component of the scene is derived and a suboptimal filter is implemented. Nonstationarity of the two-dimensional random processes contained in the model requires a unique technique for deriving the optimum filter. Finally, the filter depends on knowledge of field boundaries. An algorithm for boundary location is proposed, discussed, and implemented.

Mechanisms underlying anomalous diffusion in the plasma membrane.

PubMed

Krapf, Diego

2015-01-01

The plasma membrane is a complex fluid where lipids and proteins undergo diffusive motion critical to biochemical reactions. Through quantitative imaging analyses such as single-particle tracking, it is observed that diffusion in the cell membrane is usually anomalous in the sense that the mean squared displacement is not linear with time. This chapter describes the different models that are employed to describe anomalous diffusion, paying special attention to the experimental evidence that supports these models in the plasma membrane. We review models based on anticorrelated displacements, such as fractional Brownian motion and obstructed diffusion, and nonstationary models such as continuous time random walks. We also emphasize evidence for the formation of distinct compartments that transiently form on the cell surface. Finally, we overview heterogeneous diffusion processes in the plasma membrane, which have recently attracted considerable interest. Copyright © 2015. Published by Elsevier Inc.

ECG Sensor Card with Evolving RBP Algorithms for Human Verification.

PubMed

Tseng, Kuo-Kun; Huang, Huang-Nan; Zeng, Fufu; Tu, Shu-Yi

2015-08-21

It is known that cardiac and respiratory rhythms in electrocardiograms (ECGs) are highly nonlinear and non-stationary. As a result, most traditional time-domain algorithms are inadequate for characterizing the complex dynamics of the ECG. This paper proposes a new ECG sensor card and a statistical-based ECG algorithm, with the aid of a reduced binary pattern (RBP), with the aim of achieving faster ECG human identity recognition with high accuracy. The proposed algorithm has one advantage that previous ECG algorithms lack-the waveform complex information and de-noising preprocessing can be bypassed; therefore, it is more suitable for non-stationary ECG signals. Experimental results tested on two public ECG databases (MIT-BIH) from MIT University confirm that the proposed scheme is feasible with excellent accuracy, low complexity, and speedy processing. To be more specific, the advanced RBP algorithm achieves high accuracy in human identity recognition and is executed at least nine times faster than previous algorithms. Moreover, based on the test results from a long-term ECG database, the evolving RBP algorithm also demonstrates superior capability in handling long-term and non-stationary ECG signals.

Extreme value analysis in biometrics.

PubMed

Hüsler, Jürg

2009-04-01

We review some approaches of extreme value analysis in the context of biometrical applications. The classical extreme value analysis is based on iid random variables. Two different general methods are applied, which will be discussed together with biometrical examples. Different estimation, testing, goodness-of-fit procedures for applications are discussed. Furthermore, some non-classical situations are considered where the data are possibly dependent, where a non-stationary behavior is observed in the data or where the observations are not univariate. A few open problems are also stated.

Multifractal detrended cross-correlation analysis for two nonstationary signals.

PubMed

Zhou, Wei-Xing

2008-06-01

We propose a method called multifractal detrended cross-correlation analysis to investigate the multifractal behaviors in the power-law cross-correlations between two time series or higher-dimensional quantities recorded simultaneously, which can be applied to diverse complex systems such as turbulence, finance, ecology, physiology, geophysics, and so on. The method is validated with cross-correlated one- and two-dimensional binomial measures and multifractal random walks. As an example, we illustrate the method by analyzing two financial time series.

Temperature profile retrievals with extended Kalman-Bucy filters

NASA Technical Reports Server (NTRS)

Ledsham, W. H.; Staelin, D. H.

1979-01-01

The Extended Kalman-Bucy Filter is a powerful technique for estimating non-stationary random parameters in situations where the received signal is a noisy non-linear function of those parameters. A practical causal filter for retrieving atmospheric temperature profiles from radiances observed at a single scan angle by the Scanning Microwave Spectrometer (SCAMS) carried on the Nimbus 6 satellite typically shows approximately a 10-30% reduction in rms error about the mean at almost all levels below 70 mb when compared with a regression inversion.

Time-frequency representation of a highly nonstationary signal via the modified Wigner distribution

NASA Technical Reports Server (NTRS)

Zoladz, T. F.; Jones, J. H.; Jong, J.

1992-01-01

A new signal analysis technique called the modified Wigner distribution (MWD) is presented. The new signal processing tool has been very successful in determining time frequency representations of highly non-stationary multicomponent signals in both simulations and trials involving actual Space Shuttle Main Engine (SSME) high frequency data. The MWD departs from the classic Wigner distribution (WD) in that it effectively eliminates the cross coupling among positive frequency components in a multiple component signal. This attribute of the MWD, which prevents the generation of 'phantom' spectral peaks, will undoubtedly increase the utility of the WD for real world signal analysis applications which more often than not involve multicomponent signals.

Hazard function theory for nonstationary natural hazards

NASA Astrophysics Data System (ADS)

Read, L.; Vogel, R. M.

2015-12-01

Studies from the natural hazards literature indicate that many natural processes, including wind speeds, landslides, wildfires, precipitation, streamflow and earthquakes, show evidence of nonstationary behavior such as trends in magnitudes through time. Traditional probabilistic analysis of natural hazards based on partial duration series (PDS) generally assumes stationarity in the magnitudes and arrivals of events, i.e. that the probability of exceedance is constant through time. Given evidence of trends and the consequent expected growth in devastating impacts from natural hazards across the world, new methods are needed to characterize their probabilistic behavior. The field of hazard function analysis (HFA) is ideally suited to this problem because its primary goal is to describe changes in the exceedance probability of an event over time. HFA is widely used in medicine, manufacturing, actuarial statistics, reliability engineering, economics, and elsewhere. HFA provides a rich theory to relate the natural hazard event series (x) with its failure time series (t), enabling computation of corresponding average return periods and reliabilities associated with nonstationary event series. This work investigates the suitability of HFA to characterize nonstationary natural hazards whose PDS magnitudes are assumed to follow the widely applied Poisson-GP model. We derive a 2-parameter Generalized Pareto hazard model and demonstrate how metrics such as reliability and average return period are impacted by nonstationarity and discuss the implications for planning and design. Our theoretical analysis linking hazard event series x, with corresponding failure time series t, should have application to a wide class of natural hazards.

How large a dataset should be in order to estimate scaling exponents and other statistics correctly in studies of solar wind turbulence

NASA Astrophysics Data System (ADS)

Rowlands, G.; Kiyani, K. H.; Chapman, S. C.; Watkins, N. W.

2009-12-01

Quantitative analysis of solar wind fluctuations are often performed in the context of intermittent turbulence and center around methods to quantify statistical scaling, such as power spectra and structure functions which assume a stationary process. The solar wind exhibits large scale secular changes and so the question arises as to whether the timeseries of the fluctuations is non-stationary. One approach is to seek a local stationarity by parsing the time interval over which statistical analysis is performed. Hence, natural systems such as the solar wind unavoidably provide observations over restricted intervals. Consequently, due to a reduction of sample size leading to poorer estimates, a stationary stochastic process (time series) can yield anomalous time variation in the scaling exponents, suggestive of nonstationarity. The variance in the estimates of scaling exponents computed from an interval of N observations is known for finite variance processes to vary as ~1/N as N becomes large for certain statistical estimators; however, the convergence to this behavior will depend on the details of the process, and may be slow. We study the variation in the scaling of second-order moments of the time-series increments with N for a variety of synthetic and “real world” time series, and we find that in particular for heavy tailed processes, for realizable N, one is far from this ~1/N limiting behavior. We propose a semiempirical estimate for the minimum N needed to make a meaningful estimate of the scaling exponents for model stochastic processes and compare these with some “real world” time series from the solar wind. With fewer datapoints the stationary timeseries becomes indistinguishable from a nonstationary process and we illustrate this with nonstationary synthetic datasets. Reference article: K. H. Kiyani, S. C. Chapman and N. W. Watkins, Phys. Rev. E 79, 036109 (2009).

Decoding the non-stationary neuron spike trains by dual Monte Carlo point process estimation in motor Brain Machine Interfaces.

PubMed

Liao, Yuxi; Li, Hongbao; Zhang, Qiaosheng; Fan, Gong; Wang, Yiwen; Zheng, Xiaoxiang

2014-01-01

Decoding algorithm in motor Brain Machine Interfaces translates the neural signals to movement parameters. They usually assume the connection between the neural firings and movements to be stationary, which is not true according to the recent studies that observe the time-varying neuron tuning property. This property results from the neural plasticity and motor learning etc., which leads to the degeneration of the decoding performance when the model is fixed. To track the non-stationary neuron tuning during decoding, we propose a dual model approach based on Monte Carlo point process filtering method that enables the estimation also on the dynamic tuning parameters. When applied on both simulated neural signal and in vivo BMI data, the proposed adaptive method performs better than the one with static tuning parameters, which raises a promising way to design a long-term-performing model for Brain Machine Interfaces decoder.

Bayesian tomography and integrated data analysis in fusion diagnostics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Dong, E-mail: lid@swip.ac.cn; Dong, Y. B.; Deng, Wei

2016-11-15

In this article, a Bayesian tomography method using non-stationary Gaussian process for a prior has been introduced. The Bayesian formalism allows quantities which bear uncertainty to be expressed in the probabilistic form so that the uncertainty of a final solution can be fully resolved from the confidence interval of a posterior probability. Moreover, a consistency check of that solution can be performed by checking whether the misfits between predicted and measured data are reasonably within an assumed data error. In particular, the accuracy of reconstructions is significantly improved by using the non-stationary Gaussian process that can adapt to the varyingmore » smoothness of emission distribution. The implementation of this method to a soft X-ray diagnostics on HL-2A has been used to explore relevant physics in equilibrium and MHD instability modes. This project is carried out within a large size inference framework, aiming at an integrated analysis of heterogeneous diagnostics.« less

Numerical simulation of two-phase filtration in the near well bore zone

NASA Astrophysics Data System (ADS)

Maksat, Kalimoldayev; Kalipa, Kuspanova; Kulyash, Baisalbayeva; Orken, Mamyrbayev; Assel, Abdildayeva

2018-04-01

On the basis of the fundamental laws of energy conservation, nonstationary processes of filtration of two-phase liquids in multilayered reservoirs in the near well bore zone are considered. Number of reservoirs, fluid pressure in the given reservoirs, reservoir permeability, oil viscosity, etc. are taken into account upon that. Plane-parallel flow and axisymmetric cases have been studied. In the numerical solution, non-structured meshes are used. Closer to the well, the meshes thicken. The integration step over time is defined by the generalized Courant inequality. As a result, there are no large oscillations in the numerical solutions obtained. Oil production rates, Poisson's ratios, D-diameters of the well, filter height, filter permeability, and cumulative thickness of the filter cake and the area have been taken as the main inputs in numerical simulation of non-stationary processes of two-phase filtration.

Digital simulation of an arbitrary stationary stochastic process by spectral representation.

PubMed

Yura, Harold T; Hanson, Steen G

2011-04-01

In this paper we present a straightforward, efficient, and computationally fast method for creating a large number of discrete samples with an arbitrary given probability density function and a specified spectral content. The method relies on initially transforming a white noise sample set of random Gaussian distributed numbers into a corresponding set with the desired spectral distribution, after which this colored Gaussian probability distribution is transformed via an inverse transform into the desired probability distribution. In contrast to previous work, where the analyses were limited to auto regressive and or iterative techniques to obtain satisfactory results, we find that a single application of the inverse transform method yields satisfactory results for a wide class of arbitrary probability distributions. Although a single application of the inverse transform technique does not conserve the power spectra exactly, it yields highly accurate numerical results for a wide range of probability distributions and target power spectra that are sufficient for system simulation purposes and can thus be regarded as an accurate engineering approximation, which can be used for wide range of practical applications. A sufficiency condition is presented regarding the range of parameter values where a single application of the inverse transform method yields satisfactory agreement between the simulated and target power spectra, and a series of examples relevant for the optics community are presented and discussed. Outside this parameter range the agreement gracefully degrades but does not distort in shape. Although we demonstrate the method here focusing on stationary random processes, we see no reason why the method could not be extended to simulate non-stationary random processes. © 2011 Optical Society of America

Roughness-induced generation of crossflow vortices in three-dimensional boundary layers

NASA Technical Reports Server (NTRS)

Choudhari, Meelan

1993-01-01

The receptivity theory of Goldstein and Ruban is extended within the nonasymptotic (quasi-parallel) framework of Zavol'skii et al to predict the roughness-induced generation of stationary and nonstationary instability waves in three-dimensional, incompressible boundary layers. The influence of acoustic-wave orientation, as well as that of different types of roughness geometries, including isolated roughness elements, periodic arrays, and two-dimensional lattices of compact roughness shapes, as well as random, but spatially homogeneous roughness distributions, is examined. The parametric study for the Falkner-Skan-Cooke family of boundary layers supports our earlier conjecture that the initial amplitudes of roughness-induced stationary vortices are likely to be significantly larger than the amplitudes of similarly induced nonstationary vortices in the presence of acoustic disturbances in the free stream. Maximum unsteady receptivity occurs when the acoustic velocity fluctuation is aligned with the wavenumber vector of the unsteady vortex mode. On the other hand, roughness arrays that are oriented somewhere close to the group velocity direction are likely to produce higher instability amplitudes. Limitations of the nonasymptotic theory are discussed, and future work is suggested.

Mathematical modeling of filling of gas centrifuge cascade for nickel isotope separation by various feed flow rate

NASA Astrophysics Data System (ADS)

Ushakov, Anton; Orlov, Alexey; Sovach, Victor P.

2018-03-01

This article presents the results of research filling of gas centrifuge cascade for separation of the multicomponent isotope mixture with process gas by various feed flow rate. It has been used mathematical model of the nonstationary hydraulic and separation processes occurring in the gas centrifuge cascade. The research object is definition of the regularity transient of nickel isotopes into cascade during filling of the cascade. It is shown that isotope concentrations into cascade stages after its filling depend on variable parameters and are not equal to its concentration on initial isotope mixture (or feed flow of cascade). This assumption is used earlier any researchers for modeling such nonstationary process as set of steady-state concentration of isotopes into cascade. Article shows physical laws of isotope distribution into cascade stage after its filling. It's shown that varying each parameters of cascade (feed flow rate, feed stage number or cascade stage number) it is possible to change isotope concentration on output cascade flows (light or heavy fraction) for reduction of duration of further process to set of steady-state concentration of isotopes into cascade.

Redshift data and statistical inference

NASA Technical Reports Server (NTRS)

Newman, William I.; Haynes, Martha P.; Terzian, Yervant

1994-01-01

Frequency histograms and the 'power spectrum analysis' (PSA) method, the latter developed by Yu & Peebles (1969), have been widely employed as techniques for establishing the existence of periodicities. We provide a formal analysis of these two classes of methods, including controlled numerical experiments, to better understand their proper use and application. In particular, we note that typical published applications of frequency histograms commonly employ far greater numbers of class intervals or bins than is advisable by statistical theory sometimes giving rise to the appearance of spurious patterns. The PSA method generates a sequence of random numbers from observational data which, it is claimed, is exponentially distributed with unit mean and variance, essentially independent of the distribution of the original data. We show that the derived random processes is nonstationary and produces a small but systematic bias in the usual estimate of the mean and variance. Although the derived variable may be reasonably described by an exponential distribution, the tail of the distribution is far removed from that of an exponential, thereby rendering statistical inference and confidence testing based on the tail of the distribution completely unreliable. Finally, we examine a number of astronomical examples wherein these methods have been used giving rise to widespread acceptance of statistically unconfirmed conclusions.

Non-stationary discharge patterns in motor cortex under subthalamic nucleus deep brain stimulation.

PubMed

Santaniello, Sabato; Montgomery, Erwin B; Gale, John T; Sarma, Sridevi V

2012-01-01

Deep brain stimulation (DBS) of the subthalamic nucleus (STN) directly modulates the basal ganglia (BG), but how such stimulation impacts the cortex upstream is largely unknown. There is evidence of cortical activation in 6-hydroxydopamine (OHDA)-lesioned rodents and facilitation of motor evoked potentials in Parkinson's disease (PD) patients, but the impact of the DBS settings on the cortical activity in normal vs. Parkinsonian conditions is still debated. We use point process models to analyze non-stationary activation patterns and inter-neuronal dependencies in the motor and sensory cortices of two non-human primates during STN DBS. These features are enhanced after treatment with 1-methyl-4-phenyl-1,2,3,6-tetrahydropyridine (MPTP), which causes a consistent PD-like motor impairment, while high-frequency (HF) DBS (i.e., ≥100 Hz) strongly reduces the short-term patterns (period: 3-7 ms) both before and after MPTP treatment, and elicits a short-latency post-stimulus activation. Low-frequency DBS (i.e., ≤50 Hz), instead, has negligible effects on the non-stationary features. Finally, by using tools from the information theory [i.e., receiver operating characteristic (ROC) curve and information rate (IR)], we show that the predictive power of these models is dependent on the DBS settings, i.e., the probability of spiking of the cortical neurons (which is captured by the point process models) is significantly conditioned on the timely delivery of the DBS input. This dependency increases with the DBS frequency and is significantly larger for high- vs. low-frequency DBS. Overall, the selective suppression of non-stationary features and the increased modulation of the spike probability suggest that HF STN DBS enhances the neuronal activation in motor and sensory cortices, presumably because of reinforcement mechanisms, which perhaps involve the overlap between feedback antidromic and feed-forward orthodromic responses along the BG-thalamo-cortical loop.

Numerical method for solution of systems of non-stationary spatially one-dimensional nonlinear differential equations

NASA Technical Reports Server (NTRS)

Morozov, S. K.; Krasitskiy, O. P.

1978-01-01

A computational scheme and a standard program is proposed for solving systems of nonstationary spatially one-dimensional nonlinear differential equations using Newton's method. The proposed scheme is universal in its applicability and its reduces to a minimum the work of programming. The program is written in the FORTRAN language and can be used without change on electronic computers of type YeS and BESM-6. The standard program described permits the identification of nonstationary (or stationary) solutions to systems of spatially one-dimensional nonlinear (or linear) partial differential equations. The proposed method may be used to solve a series of geophysical problems which take chemical reactions, diffusion, and heat conductivity into account, to evaluate nonstationary thermal fields in two-dimensional structures when in one of the geometrical directions it can take a small number of discrete levels, and to solve problems in nonstationary gas dynamics.

Scaled Brownian motion: a paradoxical process with a time dependent diffusivity for the description of anomalous diffusion.

PubMed

Jeon, Jae-Hyung; Chechkin, Aleksei V; Metzler, Ralf

2014-08-14

Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is 〈x(2)(t)〉 ≃ 2K(t)t with K(t) ≃ t(α-1) for 0 < α < 2. SBM may provide a seemingly adequate description in the case of unbounded diffusion, for which its probability density function coincides with that of fractional Brownian motion. Here we show that free SBM is weakly non-ergodic but does not exhibit a significant amplitude scatter of the time averaged mean squared displacement. More severely, we demonstrate that under confinement, the dynamics encoded by SBM is fundamentally different from both fractional Brownian motion and continuous time random walks. SBM is highly non-stationary and cannot provide a physical description for particles in a thermalised stationary system. Our findings have direct impact on the modelling of single particle tracking experiments, in particular, under confinement inside cellular compartments or when optical tweezers tracking methods are used.

Stochastic dynamics of intermittent pore-scale particle motion in three-dimensional porous media

NASA Astrophysics Data System (ADS)

Morales, V. L.; Dentz, M.; Willmann, M.; Holzner, M.

2017-12-01

A proper understanding of velocity dynamics is key for making transport predictions through porous media at any scale. We study the velocity evolution process from particle dynamics at the pore-scale with particular interest in preasymptotic (non-Fickian) behavior. Experimental measurements from 3-dimensional particle tracking velocimetry are used to obtain Lagrangian velocity statistics for three different types of media heterogeneity. Particle velocities are found to be intermittent in nature, log-normally distributed and non-stationary. We show that these velocity characteristics can be captured with a correlated Ornstein-Uhlenbeck process for a random walk in space that is parameterized from velocity distributions. Our simple model is rigorously tested for accurate reproduction of velocity variability in magnitude and frequency. We further show that it captures exceptionally well the preasymptotic mean and mean squared displacement in the ballistic and superdiffusive regimes, and can be extended to determine if and when Fickian behavior will be reached. Our approach reproduces both preasymptotic and asymptotic transport behavior with a single transport model, demonstrating correct description of the fundamental controls of anomalous transport.

Non-stationarity in experimental travel time measured in a lysimeter: theoretical and modeling lessons from a simplified hydrological system

NASA Astrophysics Data System (ADS)

Queloz, Pierre; Carraro, Luca; Bertuzzo, Enrico; Botter, Gianluca; Rao, P. Suresh C.; Rinaldo, Andrea

2014-05-01

Experimental data have been collected over a year-long period in a large weighing lysimeter. Natural climatic forcing occurs, except for rainfall which is artificially generated as a given Poisson process at a daily timescale. A constant water table is maintained and excess infiltrated water is discharged through the outlet at the bottom of the lysimeter. Soil water storage and evapotranspiration fluxes (accentuated by a willow tree planted in the lysimeter) were monitored throughout the experiment, so that accurate time series of all in- and out-fluxes are available. Five rainfall inputs were marked with individually traceable passive solutes (fluorobenzoic acids) at various initial soil moisture conditions during the first month of the experiment. Tracer concentrations were measured in the soil water and in the discharge at high temporal resolution. We aim here at directly measuring solute travel times, a proxy of hydrological transport with the main advantage to blend the bulk effects of water velocity distributions. The drivers of water displacement in this hydrological setting - and in any other realistic case - have intrinsically a non-stationary nature (e.g. random rainfall occurrence, seasonal evapotranspiration cycles and moisture-related soil connectivity), but the integration of these processes over a larger time scale (i.e. typically the time scale of the mean travel time) often lead to the stationary assumption thus considerably simplifying the data interpretation. Results clearly show that even in such a hydrological system with reduced complexity, experimental travel time distributions are non-stationary and are strongly influenced by the states encountered by the system during the transport phase. The measurements help at identifying the relevant key features influencing the experimental bulk transport. Modeling efforts have demonstrated the inability of a plug-flow reactor (old-water first reservoir) to reproduce the solute outfluxes dynamics. On the other hand, the well-mixed reactor performs well at long term, but hardly applies for the period directly following the tracer injection.

The ac stark shift and space-borne rubidium atomic clocks

NASA Astrophysics Data System (ADS)

Formichella, V.; Camparo, J.; Sesia, I.; Signorile, G.; Galleani, L.; Huang, M.; Tavella, P.

2016-11-01

Due to its small size, low weight, and low power consumption, the Rb atomic frequency standard (RAFS) is routinely the first choice for atomic timekeeping in space. Consequently, though the device has very good frequency stability (rivaling passive hydrogen masers), there is interest in uncovering the fundamental processes limiting its long-term performance, with the goal of improving the device for future space systems and missions. The ac Stark shift (i.e., light shift) is one of the more likely processes limiting the RAFS' long-term timekeeping ability, yet its manifestation in the RAFS remains poorly understood. In part, this comes from the fact that light-shift induced frequency fluctuations must be quantified in terms of the RAFS' light-shift coefficient and the output variations in the RAFS' rf-discharge lamp, which is a nonlinear inductively-couple plasma (ICP). Here, we analyze the light-shift effect for a family of 10 on-orbit Block-IIR GPS RAFS, examining decade-long records of their on-orbit frequency and rf-discharge lamp fluctuations. We find that the ICP's light intensity variations can take several forms: deterministic aging, jumps, ramps, and non-stationary noise, each of which affects the RAFS' frequency via the light shift. Correlating these light intensity changes with RAFS frequency changes, we estimate the light-shift coefficient, κLS, for the family of RAFS: κLS = -(1.9 ± 0.3) × 10-12/%. The 16% family-wide variation in κLS indicates that while each RAFS may have its own individual κLS, the variance of κLS among similarly designed RAFS can be relatively small. Combining κLS with our estimate of the ICP light intensity's non-stationary noise, we find evidence that random-walk frequency noise in high-quality space-borne RAFS is strongly influenced by the RAFS' rf-discharge lamp via the light shift effect.

A method for reducing the order of nonlinear dynamic systems

NASA Astrophysics Data System (ADS)

Masri, S. F.; Miller, R. K.; Sassi, H.; Caughey, T. K.

1984-06-01

An approximate method that uses conventional condensation techniques for linear systems together with the nonparametric identification of the reduced-order model generalized nonlinear restoring forces is presented for reducing the order of discrete multidegree-of-freedom dynamic systems that possess arbitrary nonlinear characteristics. The utility of the proposed method is demonstrated by considering a redundant three-dimensional finite-element model half of whose elements incorporate hysteretic properties. A nonlinear reduced-order model, of one-third the order of the original model, is developed on the basis of wideband stationary random excitation and the validity of the reduced-order model is subsequently demonstrated by its ability to predict with adequate accuracy the transient response of the original nonlinear model under a different nonstationary random excitation.

General properties of magnetic CP stars

NASA Astrophysics Data System (ADS)

Glagolevskij, Yu. V.

2017-07-01

We present the review of our previous studies related to observational evidence of the fossil field hypothesis of formation and evolution of magnetic and non-magnetic chemically peculiar stars. Analysis of the observed data shows that these stars acquire their main properties in the process of gravitational collapse. In the non-stationary Hayashi phase, a magnetic field becomes weakened and its configuration complicated, but the fossil field global orientation remains. After a non-stationary phase, relaxation of young star's tangled field takes place and by the time of joining ZAMS (Zero Age Main Sequence) it is generally restored to a dipole structure. Stability of dipole structures allows them to remain unchanged up to the end of their life on the Main Sequence which is 109 years at most.

Scaling in non-stationary time series. (II). Teen birth phenomenon

NASA Astrophysics Data System (ADS)

Ignaccolo, M.; Allegrini, P.; Grigolini, P.; Hamilton, P.; West, B. J.

2004-05-01

This paper is devoted to the problem of statistical mechanics raised by the analysis of an issue of sociological interest: the teen birth phenomenon. It is expected that these data are characterized by correlated fluctuations, reflecting the cooperative properties of the process. However, the assessment of the anomalous scaling generated by these correlations is made difficult, and ambiguous as well, by the non-stationary nature of the data that shows a clear dependence on seasonal periodicity (periodic component) and an average changing slowly in time (slow component) as well. We use the detrending techniques described in the companion paper [The earlier companion paper], to safely remove all the biases and to derive the genuine scaling of the teen birth phenomenon.

Computation of nonstationary strong shock diffraction by curved surfaces

NASA Technical Reports Server (NTRS)

Yang, J. Y.; Lombard, C. K.; Bershader, D.

1986-01-01

A two-dimensional, high resolution shock-capturing algorithm was used on a supercomputer to solve Eulerian gasdynamic equations in order to simulate nonstationary strong shock diffraction by a circular arc model in a shock tube. The hypersonic Mach shock wave was assumed to arrive at a high angle of incidence, and attention was given to the effect of varying values of the ratio of specific heats on the shock diffraction process. Details of the conservation equations of the numerical algorithm, written in curvilinear coordinates, are provided, and model output is illustrated with the results generated for a Mach shock encountering a 15 deg circular arc. The sample graphics include isopycnics, a shock surface density profile, and pressure and Mach number contours.

Modelling hydrological extremes under non-stationary conditions using climate covariates

NASA Astrophysics Data System (ADS)

Vasiliades, Lampros; Galiatsatou, Panagiota; Loukas, Athanasios

2013-04-01

Extreme value theory is a probabilistic theory that can interpret the future probabilities of occurrence of extreme events (e.g. extreme precipitation and streamflow) using past observed records. Traditionally, extreme value theory requires the assumption of temporal stationarity. This assumption implies that the historical patterns of recurrence of extreme events are static over time. However, the hydroclimatic system is nonstationary on time scales that are relevant to extreme value analysis, due to human-mediated and natural environmental change. In this study the generalized extreme value (GEV) distribution is used to assess nonstationarity in annual maximum daily rainfall and streamflow timeseries at selected meteorological and hydrometric stations in Greece and Cyprus. The GEV distribution parameters (location, scale, and shape) are specified as functions of time-varying covariates and estimated using the conditional density network (CDN) as proposed by Cannon (2010). The CDN is a probabilistic extension of the multilayer perceptron neural network. Model parameters are estimated via the generalized maximum likelihood (GML) approach using the quasi-Newton BFGS optimization algorithm, and the appropriate GEV-CDN model architecture for the selected meteorological and hydrometric stations is selected by fitting increasingly complicated models and choosing the one that minimizes the Akaike information criterion with small sample size correction. For all case studies in Greece and Cyprus different formulations are tested with combinational cases of stationary and nonstationary parameters of the GEV distribution, linear and non-linear architecture of the CDN and combinations of the input climatic covariates. Climatic indices such as the Southern Oscillation Index (SOI), which describes atmospheric circulation in the eastern tropical pacific related to El Niño Southern Oscillation (ENSO), the Pacific Decadal Oscillation (PDO) index that varies on an interdecadal rather than interannual time scale and the atmospheric circulation patterns as expressed by the North Atlantic Oscillation (NAO) index are used to express the GEV parameters as functions of the covariates. Results show that the nonstationary GEV model can be an efficient tool to take into account the dependencies between extreme value random variables and the temporal evolution of the climate.

Aging scaled Brownian motion

NASA Astrophysics Data System (ADS)

Safdari, Hadiseh; Chechkin, Aleksei V.; Jafari, Gholamreza R.; Metzler, Ralf

2015-04-01

Scaled Brownian motion (SBM) is widely used to model anomalous diffusion of passive tracers in complex and biological systems. It is a highly nonstationary process governed by the Langevin equation for Brownian motion, however, with a power-law time dependence of the noise strength. Here we study the aging properties of SBM for both unconfined and confined motion. Specifically, we derive the ensemble and time averaged mean squared displacements and analyze their behavior in the regimes of weak, intermediate, and strong aging. A very rich behavior is revealed for confined aging SBM depending on different aging times and whether the process is sub- or superdiffusive. We demonstrate that the information on the aging factorizes with respect to the lag time and exhibits a functional form that is identical to the aging behavior of scale-free continuous time random walk processes. While SBM exhibits a disparity between ensemble and time averaged observables and is thus weakly nonergodic, strong aging is shown to effect a convergence of the ensemble and time averaged mean squared displacement. Finally, we derive the density of first passage times in the semi-infinite domain that features a crossover defined by the aging time.

Aging scaled Brownian motion.

PubMed

Safdari, Hadiseh; Chechkin, Aleksei V; Jafari, Gholamreza R; Metzler, Ralf

2015-04-01

Scaled Brownian motion (SBM) is widely used to model anomalous diffusion of passive tracers in complex and biological systems. It is a highly nonstationary process governed by the Langevin equation for Brownian motion, however, with a power-law time dependence of the noise strength. Here we study the aging properties of SBM for both unconfined and confined motion. Specifically, we derive the ensemble and time averaged mean squared displacements and analyze their behavior in the regimes of weak, intermediate, and strong aging. A very rich behavior is revealed for confined aging SBM depending on different aging times and whether the process is sub- or superdiffusive. We demonstrate that the information on the aging factorizes with respect to the lag time and exhibits a functional form that is identical to the aging behavior of scale-free continuous time random walk processes. While SBM exhibits a disparity between ensemble and time averaged observables and is thus weakly nonergodic, strong aging is shown to effect a convergence of the ensemble and time averaged mean squared displacement. Finally, we derive the density of first passage times in the semi-infinite domain that features a crossover defined by the aging time.

Advanced Beamforming Concepts: Source Localization Using the Bispectrum, Gabor Transform, Wigner-Ville Distribution, and Nonstationary Signal Representation

DTIC Science & Technology

1991-12-01

TRANSFORM, WIGNER - VILLE DISTRIBUTION , AND NONSTATIONARY SIGNAL REPRESENTATIONS 6. AUTHOR(S) J. C. Allen 7. PERFORMING ORGANIZATION NAME(S) AND ADDRESS...bispectrum yields a bispectral direction finder. Estimates of time-frequency distributions produce Wigner - Ville and Gabor direction-finders. Some types...Beamforming Concepts: Source Localization Using the Bispectrum, Gabor Transform, Wigner - Ville Distribution , and Nonstationary Signal Representations

Hazard function theory for nonstationary natural hazards

NASA Astrophysics Data System (ADS)

Read, L. K.; Vogel, R. M.

2015-11-01

Impact from natural hazards is a shared global problem that causes tremendous loss of life and property, economic cost, and damage to the environment. Increasingly, many natural processes show evidence of nonstationary behavior including wind speeds, landslides, wildfires, precipitation, streamflow, sea levels, and earthquakes. Traditional probabilistic analysis of natural hazards based on peaks over threshold (POT) generally assumes stationarity in the magnitudes and arrivals of events, i.e. that the probability of exceedance of some critical event is constant through time. Given increasing evidence of trends in natural hazards, new methods are needed to characterize their probabilistic behavior. The well-developed field of hazard function analysis (HFA) is ideally suited to this problem because its primary goal is to describe changes in the exceedance probability of an event over time. HFA is widely used in medicine, manufacturing, actuarial statistics, reliability engineering, economics, and elsewhere. HFA provides a rich theory to relate the natural hazard event series (X) with its failure time series (T), enabling computation of corresponding average return periods, risk and reliabilities associated with nonstationary event series. This work investigates the suitability of HFA to characterize nonstationary natural hazards whose POT magnitudes are assumed to follow the widely applied Generalized Pareto (GP) model. We derive the hazard function for this case and demonstrate how metrics such as reliability and average return period are impacted by nonstationarity and discuss the implications for planning and design. Our theoretical analysis linking hazard event series X, with corresponding failure time series T, should have application to a wide class of natural hazards with rich opportunities for future extensions.

Sparse Bayesian Learning for Nonstationary Data Sources

NASA Astrophysics Data System (ADS)

Fujimaki, Ryohei; Yairi, Takehisa; Machida, Kazuo

This paper proposes an online Sparse Bayesian Learning (SBL) algorithm for modeling nonstationary data sources. Although most learning algorithms implicitly assume that a data source does not change over time (stationary), one in the real world usually does due to such various factors as dynamically changing environments, device degradation, sudden failures, etc (nonstationary). The proposed algorithm can be made useable for stationary online SBL by setting time decay parameters to zero, and as such it can be interpreted as a single unified framework for online SBL for use with stationary and nonstationary data sources. Tests both on four types of benchmark problems and on actual stock price data have shown it to perform well.

Application of Hamilton's law of varying action

NASA Technical Reports Server (NTRS)

Bailey, C. D.

1975-01-01

The law of varying action enunciated by Hamilton in 1834-1835 permits the direct analytical solution of the problems of mechanics, both stationary and nonstationary, without consideration of force equilibrium and the theory of differential equations associated therewith. It has not been possible to obtain direct analytical solutions to nonstationary systems through the use of energy theory, which has been limited for 140 years to the principle of least action and to Hamilton's principle. It is shown here that Hamilton's law permits the direct analytical solution to nonstationary, initial value systems in the mechanics of solids without any knowledge or use of the theory of differential equations. Solutions are demonstrated for nonconservative, nonstationary particle motion, both linear and nonlinear.

Characterization of nonstationary chaotic systems

NASA Astrophysics Data System (ADS)

Serquina, Ruth; Lai, Ying-Cheng; Chen, Qingfei

2008-02-01

Nonstationary dynamical systems arise in applications, but little has been done in terms of the characterization of such systems, as most standard notions in nonlinear dynamics such as the Lyapunov exponents and fractal dimensions are developed for stationary dynamical systems. We propose a framework to characterize nonstationary dynamical systems. A natural way is to generate and examine ensemble snapshots using a large number of trajectories, which are capable of revealing the underlying fractal properties of the system. By defining the Lyapunov exponents and the fractal dimension based on a proper probability measure from the ensemble snapshots, we show that the Kaplan-Yorke formula, which is fundamental in nonlinear dynamics, remains valid most of the time even for nonstationary dynamical systems.

A procedure for combining acoustically induced and mechanically induced loads (first passage failure design criterion)

NASA Technical Reports Server (NTRS)

Crowe, D. R.; Henricks, W.

1983-01-01

The combined load statistics are developed by taking the acoustically induced load to be a random population, assumed to be stationary. Each element of this ensemble of acoustically induced loads is assumed to have the same power spectral density (PSD), obtained previously from a random response analysis employing the given acoustic field in the STS cargo bay as a stationary random excitation. The mechanically induced load is treated as either (1) a known deterministic transient, or (2) a nonstationary random variable of known first and second statistical moments which vary with time. A method is then shown for determining the probability that the combined load would, at any time, have a value equal to or less than a certain level. Having obtained a statistical representation of how the acoustic and mechanical loads are expected to combine, an analytical approximation for defining design levels for these loads is presented using the First Passage failure criterion.

Effect of non-stationary climate on infectious gastroenteritis transmission in Japan.

PubMed

Onozuka, Daisuke

2014-06-03

Local weather factors are widely considered to influence the transmission of infectious gastroenteritis. Few studies, however, have examined the non-stationary relationships between global climatic factors and transmission of infectious gastroenteritis. We analyzed monthly data for cases of infectious gastroenteritis in Fukuoka, Japan from 2000 to 2012 using cross-wavelet coherency analysis to assess the pattern of associations between indices for the Indian Ocean Dipole (IOD) and El Niño Southern Oscillation (ENSO). Infectious gastroenteritis cases were non-stationary and significantly associated with the IOD and ENSO (Multivariate ENSO Index [MEI], Niño 1 + 2, Niño 3, Niño 4, and Niño 3.4) for a period of approximately 1 to 2 years. This association was non-stationary and appeared to have a major influence on the synchrony of infectious gastroenteritis transmission. Our results suggest that non-stationary patterns of association between global climate factors and incidence of infectious gastroenteritis should be considered when developing early warning systems for epidemics of infectious gastroenteritis.

Characteristics of random inlet pressure fluctuations during flights of F-111A airplane

NASA Technical Reports Server (NTRS)

Costakis, W. G.

1977-01-01

Compressor face dynamic total pressures from four F-111 flights were analyzed. Statistics of the nonstationary data were investigated by analyzing the data in a quasi-stationary manner. Changes in the character of the dynamic signal are investigated as functions of flight conditions, time in flight, and location at the compressor face. The results, which are presented in the form of rms values, histograms, and power spectrum plots, show that the shape of the power spectra remains relatively flat while the histograms have an approximate normal distribution.

A Comparison of PSD Enveloping Methods for Nonstationary Vibration

NASA Technical Reports Server (NTRS)

Irvine, Tom

2015-01-01

There is a need to derive a power spectral density (PSD) envelope for nonstationary acceleration time histories, including launch vehicle data, so that components can be designed and tested accordingly. This paper presents the results of the three methods for an actual flight accelerometer record. Guidelines are given for the application of each method to nonstationary data. The method can be extended to other scenarios, including transportation vibration.

Multi-fault clustering and diagnosis of gear system mined by spectrum entropy clustering based on higher order cumulants

NASA Astrophysics Data System (ADS)

Shao, Renping; Li, Jing; Hu, Wentao; Dong, Feifei

2013-02-01

Higher order cumulants (HOC) is a new kind of modern signal analysis of theory and technology. Spectrum entropy clustering (SEC) is a data mining method of statistics, extracting useful characteristics from a mass of nonlinear and non-stationary data. Following a discussion on the characteristics of HOC theory and SEC method in this paper, the study of signal processing techniques and the unique merits of nonlinear coupling characteristic analysis in processing random and non-stationary signals are introduced. Also, a new clustering analysis and diagnosis method is proposed for detecting multi-damage on gear by introducing the combination of HOC and SEC into the damage-detection and diagnosis of the gear system. The noise is restrained by HOC and by extracting coupling features and separating the characteristic signal at different speeds and frequency bands. Under such circumstances, the weak signal characteristics in the system are emphasized and the characteristic of multi-fault is extracted. Adopting a data-mining method of SEC conducts an analysis and diagnosis at various running states, such as the speed of 300 r/min, 900 r/min, 1200 r/min, and 1500 r/min of the following six signals: no-fault, short crack-fault in tooth root, long crack-fault in tooth root, short crack-fault in pitch circle, long crack-fault in pitch circle, and wear-fault on tooth. Research shows that this combined method of detection and diagnosis can also identify the degree of damage of some faults. On this basis, the virtual instrument of the gear system which detects damage and diagnoses faults is developed by combining with advantages of MATLAB and VC++, employing component object module technology, adopting mixed programming methods, and calling the program transformed from an *.m file under VC++. This software system possesses functions of collecting and introducing vibration signals of gear, analyzing and processing signals, extracting features, visualizing graphics, detecting and diagnosing faults, detecting and monitoring, etc. Finally, the results of testing and verifying show that the developed system can effectively be used to detect and diagnose faults in an actual operating gear transmission system.

Multi-fault clustering and diagnosis of gear system mined by spectrum entropy clustering based on higher order cumulants.

PubMed

Shao, Renping; Li, Jing; Hu, Wentao; Dong, Feifei

2013-02-01

Higher order cumulants (HOC) is a new kind of modern signal analysis of theory and technology. Spectrum entropy clustering (SEC) is a data mining method of statistics, extracting useful characteristics from a mass of nonlinear and non-stationary data. Following a discussion on the characteristics of HOC theory and SEC method in this paper, the study of signal processing techniques and the unique merits of nonlinear coupling characteristic analysis in processing random and non-stationary signals are introduced. Also, a new clustering analysis and diagnosis method is proposed for detecting multi-damage on gear by introducing the combination of HOC and SEC into the damage-detection and diagnosis of the gear system. The noise is restrained by HOC and by extracting coupling features and separating the characteristic signal at different speeds and frequency bands. Under such circumstances, the weak signal characteristics in the system are emphasized and the characteristic of multi-fault is extracted. Adopting a data-mining method of SEC conducts an analysis and diagnosis at various running states, such as the speed of 300 r/min, 900 r/min, 1200 r/min, and 1500 r/min of the following six signals: no-fault, short crack-fault in tooth root, long crack-fault in tooth root, short crack-fault in pitch circle, long crack-fault in pitch circle, and wear-fault on tooth. Research shows that this combined method of detection and diagnosis can also identify the degree of damage of some faults. On this basis, the virtual instrument of the gear system which detects damage and diagnoses faults is developed by combining with advantages of MATLAB and VC++, employing component object module technology, adopting mixed programming methods, and calling the program transformed from an *.m file under VC++. This software system possesses functions of collecting and introducing vibration signals of gear, analyzing and processing signals, extracting features, visualizing graphics, detecting and diagnosing faults, detecting and monitoring, etc. Finally, the results of testing and verifying show that the developed system can effectively be used to detect and diagnose faults in an actual operating gear transmission system.

System identification through nonstationary data using Time-Frequency Blind Source Separation

NASA Astrophysics Data System (ADS)

Guo, Yanlin; Kareem, Ahsan

2016-06-01

Classical output-only system identification (SI) methods are based on the assumption of stationarity of the system response. However, measured response of buildings and bridges is usually non-stationary due to strong winds (e.g. typhoon, and thunder storm etc.), earthquakes and time-varying vehicle motions. Accordingly, the response data may have time-varying frequency contents and/or overlapping of modal frequencies due to non-stationary colored excitation. This renders traditional methods problematic for modal separation and identification. To address these challenges, a new SI technique based on Time-Frequency Blind Source Separation (TFBSS) is proposed. By selectively utilizing "effective" information in local regions of the time-frequency plane, where only one mode contributes to energy, the proposed technique can successfully identify mode shapes and recover modal responses from the non-stationary response where the traditional SI methods often encounter difficulties. This technique can also handle response with closely spaced modes which is a well-known challenge for the identification of large-scale structures. Based on the separated modal responses, frequency and damping can be easily identified using SI methods based on a single degree of freedom (SDOF) system. In addition to the exclusive advantage of handling non-stationary data and closely spaced modes, the proposed technique also benefits from the absence of the end effects and low sensitivity to noise in modal separation. The efficacy of the proposed technique is demonstrated using several simulation based studies, and compared to the popular Second-Order Blind Identification (SOBI) scheme. It is also noted that even some non-stationary response data can be analyzed by the stationary method SOBI. This paper also delineates non-stationary cases where SOBI and the proposed scheme perform comparably and highlights cases where the proposed approach is more advantageous. Finally, the performance of the proposed method is evaluated using a full-scale non-stationary response of a tall building during an earthquake and found it to perform satisfactorily.

Self-organization via active exploration in robotic applications

NASA Technical Reports Server (NTRS)

Ogmen, H.; Prakash, R. V.

1992-01-01

We describe a neural network based robotic system. Unlike traditional robotic systems, our approach focussed on non-stationary problems. We indicate that self-organization capability is necessary for any system to operate successfully in a non-stationary environment. We suggest that self-organization should be based on an active exploration process. We investigated neural architectures having novelty sensitivity, selective attention, reinforcement learning, habit formation, flexible criteria categorization properties and analyzed the resulting behavior (consisting of an intelligent initiation of exploration) by computer simulations. While various computer vision researchers acknowledged recently the importance of active processes (Swain and Stricker, 1991), the proposed approaches within the new framework still suffer from a lack of self-organization (Aloimonos and Bandyopadhyay, 1987; Bajcsy, 1988). A self-organizing, neural network based robot (MAVIN) has been recently proposed (Baloch and Waxman, 1991). This robot has the capability of position, size rotation invariant pattern categorization, recognition and pavlovian conditioning. Our robot does not have initially invariant processing properties. The reason for this is the emphasis we put on active exploration. We maintain the point of view that such invariant properties emerge from an internalization of exploratory sensory-motor activity. Rather than coding the equilibria of such mental capabilities, we are seeking to capture its dynamics to understand on the one hand how the emergence of such invariances is possible and on the other hand the dynamics that lead to these invariances. The second point is crucial for an adaptive robot to acquire new invariances in non-stationary environments, as demonstrated by the inverting glass experiments of Helmholtz. We will introduce Pavlovian conditioning circuits in our future work for the precise objective of achieving the generation, coordination, and internalization of sequence of actions.

Real-time model learning using Incremental Sparse Spectrum Gaussian Process Regression.

PubMed

Gijsberts, Arjan; Metta, Giorgio

2013-05-01

Novel applications in unstructured and non-stationary human environments require robots that learn from experience and adapt autonomously to changing conditions. Predictive models therefore not only need to be accurate, but should also be updated incrementally in real-time and require minimal human intervention. Incremental Sparse Spectrum Gaussian Process Regression is an algorithm that is targeted specifically for use in this context. Rather than developing a novel algorithm from the ground up, the method is based on the thoroughly studied Gaussian Process Regression algorithm, therefore ensuring a solid theoretical foundation. Non-linearity and a bounded update complexity are achieved simultaneously by means of a finite dimensional random feature mapping that approximates a kernel function. As a result, the computational cost for each update remains constant over time. Finally, algorithmic simplicity and support for automated hyperparameter optimization ensures convenience when employed in practice. Empirical validation on a number of synthetic and real-life learning problems confirms that the performance of Incremental Sparse Spectrum Gaussian Process Regression is superior with respect to the popular Locally Weighted Projection Regression, while computational requirements are found to be significantly lower. The method is therefore particularly suited for learning with real-time constraints or when computational resources are limited. Copyright © 2012 Elsevier Ltd. All rights reserved.

BRST-BFV method for nonstationary systems

NASA Astrophysics Data System (ADS)

García, J. Antonio; Vergara, J. David; Urrutia, Luis F.

1995-05-01

Starting from an associated reparametrization-invariant action, the generalization of the BRST-BFV method for the case of nonstationary systems is constructed. The extension of the Batalin-Tyutin conversional approach is also considered in the nonstationary case. In order to illustrate these ideas, the propagator for the time-dependent two-dimensional rotor is calculated by reformulating the problem as a system with only first-class constraints and subsequently using the BRST-BFV prescription previously obtained.

Linear Reconstruction of Non-Stationary Image Ensembles Incorporating Blur and Noise Models

DTIC Science & Technology

1998-03-01

for phase distortions due to noise which leads to less deblurring as noise increases [41]. In contrast, the vector Wiener filter incorporates some a...AFIT/DS/ENG/98- 06 Linear Reconstruction of Non-Stationary Image Ensembles Incorporating Blur and Noise Models DISSERTATION Stephen D. Ford Captain...Dissertation 4. TITLE AND SUBTITLE 5. FUNDING NUMBERS LINEAR RECONSTRUCTION OF NON-STATIONARY IMAGE ENSEMBLES INCORPORATING BLUR AND NOISE MODELS 6. AUTHOR(S

Heat fluctuations of Brownian oscillators in nonstationary processes: Fluctuation theorem and condensation transition

NASA Astrophysics Data System (ADS)

Crisanti, A.; Sarracino, A.; Zannetti, M.

2017-05-01

We study analytically the probability distribution of the heat released by an ensemble of harmonic oscillators to the thermal bath, in the nonequilibrium relaxation process following a temperature quench. We focus on the asymmetry properties of the heat distribution in the nonstationary dynamics, in order to study the forms taken by the fluctuation theorem as the number of degrees of freedom is varied. After analyzing in great detail the cases of one and two oscillators, we consider the limit of a large number of oscillators, where the behavior of fluctuations is enriched by a condensation transition with a nontrivial phase diagram, characterized by reentrant behavior. Numerical simulations confirm our analytical findings. We also discuss and highlight how concepts borrowed from the study of fluctuations in equilibrium under symmetry-breaking conditions [Gaspard, J. Stat. Mech. (2012) P08021, 10.1088/1742-5468/2012/08/P08021] turn out to be quite useful in understanding the deviations from the standard fluctuation theorem.

Parameters effective on estimating a nonstationary mixed-phase wavelet using cumulant matching approach

NASA Astrophysics Data System (ADS)

Vosoughi, Ehsan; Javaherian, Abdolrahim

2018-01-01

Seismic inversion is a process performed to remove the effects of propagated wavelets in order to recover the acoustic impedance. To obtain valid velocity and density values related to subsurface layers through the inversion process, it is highly essential to perform reliable wavelet estimation such as cumulant matching approach. For this purpose, the seismic data were windowed in this work in such a way that two consecutive windows were only one sample apart. Also, we did not consider any fixed wavelet for any window and let the phase of each wavelet rotate in each sample in the window. Comparing the fourth order cumulant of the whitened trace and fourth-order moment of the all-pass operator in each window generated a cost function that should be minimized with a non-linear optimization method. In this regard, parameters effective on the estimation of the nonstationary mixed-phase wavelets were tested over the created nonstationary seismic trace at 0.82 s and 1.6 s. Besides, we compared the consequences of each parameter on estimated wavelets at two mentioned times. The parameters studied in this work are window length, taper type, the number of iteration, signal-to-noise ratio, bandwidth to central frequency ratio, and Q factor. The results show that applying the optimum values of the effective parameters, the average correlation of the estimated mixed-phase wavelets with the original ones is about 87%. Moreover, the effectiveness of the proposed approach was examined on a synthetic nonstationary seismic section with variable Q factor values alongside the time and offset axis. Eventually, the cumulant matching method was applied on a cross line of the migrated data from a 3D data set of an oilfield in the Persian Gulf. Also, the effect of the wrong Q estimation on the estimated mixed-phase wavelet was considered on the real data set. It is concluded that the accuracy of the estimated wavelet relied on the estimated Q and more than 10% error in the estimated value of Q is acceptable. Eventually, an 88% correlation was found between the estimated mixed-phase wavelets and the original ones for three horizons. The estimated wavelets applied to the data and the result of deconvolution processes was presented.

Validation of a Deterministic Vibroacoustic Response Prediction Model

NASA Technical Reports Server (NTRS)

Caimi, Raoul E.; Margasahayam, Ravi

1997-01-01

This report documents the recently completed effort involving validation of a deterministic theory for the random vibration problem of predicting the response of launch pad structures in the low-frequency range (0 to 50 hertz). Use of the Statistical Energy Analysis (SEA) methods is not suitable in this range. Measurements of launch-induced acoustic loads and subsequent structural response were made on a cantilever beam structure placed in close proximity (200 feet) to the launch pad. Innovative ways of characterizing random, nonstationary, non-Gaussian acoustics are used for the development of a structure's excitation model. Extremely good correlation was obtained between analytically computed responses and those measured on the cantilever beam. Additional tests are recommended to bound the problem to account for variations in launch trajectory and inclination.

Comparison of floods non-stationarity detection methods: an Austrian case study

NASA Astrophysics Data System (ADS)

Salinas, Jose Luis; Viglione, Alberto; Blöschl, Günter

2016-04-01

Non-stationarities in flood regimes have a huge impact in any mid and long term flood management strategy. In particular the estimation of design floods is very sensitive to any kind of flood non-stationarity, as they should be linked to a return period, concept that can be ill defined in a non-stationary context. Therefore it is crucial when analyzing existent flood time series to detect and, where possible, attribute flood non-stationarities to changing hydroclimatic and land-use processes. This works presents the preliminary results of applying different non-stationarity detection methods on annual peak discharges time series over more than 400 gauging stations in Austria. The kind of non-stationarities analyzed include trends (linear and non-linear), breakpoints, clustering beyond stochastic randomness, and detection of flood rich/flood poor periods. Austria presents a large variety of landscapes, elevations and climates that allow us to interpret the spatial patterns obtained with the non-stationarity detection methods in terms of the dominant flood generation mechanisms.

Time series analysis of collective motions in proteins

NASA Astrophysics Data System (ADS)

Alakent, Burak; Doruker, Pemra; ćamurdan, Mehmet C.

2004-01-01

The dynamics of α-amylase inhibitor tendamistat around its native state is investigated using time series analysis of the principal components of the Cα atomic displacements obtained from molecular dynamics trajectories. Collective motion along a principal component is modeled as a homogeneous nonstationary process, which is the result of the damped oscillations in local minima superimposed on a random walk. The motion in local minima is described by a stationary autoregressive moving average model, consisting of the frequency, damping factor, moving average parameters and random shock terms. Frequencies for the first 50 principal components are found to be in the 3-25 cm-1 range, which are well correlated with the principal component indices and also with atomistic normal mode analysis results. Damping factors, though their correlation is less pronounced, decrease as principal component indices increase, indicating that low frequency motions are less affected by friction. The existence of a positive moving average parameter indicates that the stochastic force term is likely to disturb the mode in opposite directions for two successive sampling times, showing the modes tendency to stay close to minimum. All these four parameters affect the mean square fluctuations of a principal mode within a single minimum. The inter-minima transitions are described by a random walk model, which is driven by a random shock term considerably smaller than that for the intra-minimum motion. The principal modes are classified into three subspaces based on their dynamics: essential, semiconstrained, and constrained, at least in partial consistency with previous studies. The Gaussian-type distributions of the intermediate modes, called "semiconstrained" modes, are explained by asserting that this random walk behavior is not completely free but between energy barriers.

Microwave Heating of a Liquid Stably Flowing in a Circular Channel Under the Conditions of Nonstationary Radiative-Convective Heat Transfer

NASA Astrophysics Data System (ADS)

Salomatov, V. V.; Puzyrev, E. M.; Salomatov, A. V.

2018-05-01

A class of nonlinear problems of nonstationary radiative-convective heat transfer under the microwave action with a small penetration depth is considered in a stabilized coolant flow in a circular channel. The solutions to these problems are obtained, using asymptotic procedures at the stages of nonstationary and stationary convective heat transfer on the heat-radiating channel surface. The nonstationary and stationary stages of the solution are matched, using the "longitudinal coordinate-time" characteristic. The approximate solutions constructed on such principles correlate reliably with the exact ones at the limiting values of the operation parameters, as well as with numerical and experimental data of other researchers. An important advantage of these solutions is that they allow the determination of the main regularities of the microwave and thermal radiation influence on convective heat transfer in a channel even before performing cumbersome calculations. It is shown that, irrespective of the heat exchange regime (nonstationary or stationary), the Nusselt number decreases and the rate of the surface temperature change increases with increase in the intensity of thermal action.

An Improved TA-SVM Method Without Matrix Inversion and Its Fast Implementation for Nonstationary Datasets.

PubMed

Shi, Yingzhong; Chung, Fu-Lai; Wang, Shitong

2015-09-01

Recently, a time-adaptive support vector machine (TA-SVM) is proposed for handling nonstationary datasets. While attractive performance has been reported and the new classifier is distinctive in simultaneously solving several SVM subclassifiers locally and globally by using an elegant SVM formulation in an alternative kernel space, the coupling of subclassifiers brings in the computation of matrix inversion, thus resulting to suffer from high computational burden in large nonstationary dataset applications. To overcome this shortcoming, an improved TA-SVM (ITA-SVM) is proposed using a common vector shared by all the SVM subclassifiers involved. ITA-SVM not only keeps an SVM formulation, but also avoids the computation of matrix inversion. Thus, we can realize its fast version, that is, improved time-adaptive core vector machine (ITA-CVM) for large nonstationary datasets by using the CVM technique. ITA-CVM has the merit of asymptotic linear time complexity for large nonstationary datasets as well as inherits the advantage of TA-SVM. The effectiveness of the proposed classifiers ITA-SVM and ITA-CVM is also experimentally confirmed.

Using Empirical Mode Decomposition to process Marine Magnetotelluric Data

NASA Astrophysics Data System (ADS)

Chen, J.; Jegen, M. D.; Heincke, B. H.; Moorkamp, M.

2014-12-01

The magnetotelluric (MT) data always exhibits nonstationarities due to variations of source mechanisms causing MT variations on different time and spatial scales. An additional non-stationary component is introduced through noise, which is particularly pronounced in marine MT data through motion induced noise caused by time-varying wave motion and currents. We present a new heuristic method for dealing with the non-stationarity of MT time series based on Empirical Mode Decomposition (EMD). The EMD method is used in combination with the derived instantaneous spectra to determine impedance estimates. The procedure is tested on synthetic and field MT data. In synthetic tests the reliability of impedance estimates from EMD-based method is compared to the synthetic responses of a 1D layered model. To examine how estimates are affected by noise, stochastic stationary and non-stationary noise are added on the time series. Comparisons reveal that estimates by the EMD-based method are generally more stable than those by simple Fourier analysis. Furthermore, the results are compared to those derived by a commonly used Fourier-based MT data processing software (BIRRP), which incorporates additional sophisticated robust estimations to deal with noise issues. It is revealed that the results from both methods are already comparable, even though no robust estimate procedures are implemented in the EMD approach at present stage. The processing scheme is then applied to marine MT field data. Testing is performed on short, relatively quiet segments of several data sets, as well as on long segments of data with many non-stationary noise packages. Compared to BIRRP, the new method gives comparable or better impedance estimates, furthermore, the estimates are extended to lower frequencies and less noise biased estimates with smaller error bars are obtained at high frequencies. The new processing methodology represents an important step towards deriving a better resolved Earth model to greater depth underneath the seafloor.

A Nonstationary Markov Model Detects Directional Evolution in Hymenopteran Morphology.

PubMed

Klopfstein, Seraina; Vilhelmsen, Lars; Ronquist, Fredrik

2015-11-01

Directional evolution has played an important role in shaping the morphological, ecological, and molecular diversity of life. However, standard substitution models assume stationarity of the evolutionary process over the time scale examined, thus impeding the study of directionality. Here we explore a simple, nonstationary model of evolution for discrete data, which assumes that the state frequencies at the root differ from the equilibrium frequencies of the homogeneous evolutionary process along the rest of the tree (i.e., the process is nonstationary, nonreversible, but homogeneous). Within this framework, we develop a Bayesian approach for testing directional versus stationary evolution using a reversible-jump algorithm. Simulations show that when only data from extant taxa are available, the success in inferring directionality is strongly dependent on the evolutionary rate, the shape of the tree, the relative branch lengths, and the number of taxa. Given suitable evolutionary rates (0.1-0.5 expected substitutions between root and tips), accounting for directionality improves tree inference and often allows correct rooting of the tree without the use of an outgroup. As an empirical test, we apply our method to study directional evolution in hymenopteran morphology. We focus on three character systems: wing veins, muscles, and sclerites. We find strong support for a trend toward loss of wing veins and muscles, while stationarity cannot be ruled out for sclerites. Adding fossil and time information in a total-evidence dating approach, we show that accounting for directionality results in more precise estimates not only of the ancestral state at the root of the tree, but also of the divergence times. Our model relaxes the assumption of stationarity and reversibility by adding a minimum of additional parameters, and is thus well suited to studying the nature of the evolutionary process in data sets of limited size, such as morphology and ecology. © The Author(s) 2015. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.

Non-stationary internal tides observed with satellite altimetry

NASA Astrophysics Data System (ADS)

Ray, R. D.; Zaron, E. D.

2011-09-01

Temporal variability of the internal tide is inferred from a 17-year combined record of Topex/Poseidon and Jason satellite altimeters. A global sampling of along-track sea-surface height wavenumber spectra finds that non-stationary variance is generally 25% or less of the average variance at wavenumbers characteristic of mode-1 tidal internal waves. With some exceptions the non-stationary variance does not exceed 0.25 cm2. The mode-2 signal, where detectable, contains a larger fraction of non-stationary variance, typically 50% or more. Temporal subsetting of the data reveals interannual variability barely significant compared with tidal estimation error from 3-year records. Comparison of summer vs. winter conditions shows only one region of noteworthy seasonal changes, the northern South China Sea. Implications for the anticipated SWOT altimeter mission are briefly discussed.

Non-Stationary Internal Tides Observed with Satellite Altimetry

NASA Technical Reports Server (NTRS)

Ray, Richard D.; Zaron, E. D.

2011-01-01

Temporal variability of the internal tide is inferred from a 17-year combined record of Topex/Poseidon and Jason satellite altimeters. A global sampling of along-track sea-surface height wavenumber spectra finds that non-stationary variance is generally 25% or less of the average variance at wavenumbers characteristic of mode-l tidal internal waves. With some exceptions the non-stationary variance does not exceed 0.25 sq cm. The mode-2 signal, where detectable, contains a larger fraction of non-stationary variance, typically 50% or more. Temporal subsetting of the data reveals interannual variability barely significant compared with tidal estimation error from 3-year records. Comparison of summer vs. winter conditions shows only one region of noteworthy seasonal changes, the northern South China Sea. Implications for the anticipated SWOT altimeter mission are briefly discussed.

Analyzing nonstationary financial time series via hilbert-huang transform (HHT)

NASA Technical Reports Server (NTRS)

Huang, Norden E. (Inventor)

2008-01-01

An apparatus, computer program product and method of analyzing non-stationary time varying phenomena. A representation of a non-stationary time varying phenomenon is recursively sifted using Empirical Mode Decomposition (EMD) to extract intrinsic mode functions (IMFs). The representation is filtered to extract intrinsic trends by combining a number of IMFs. The intrinsic trend is inherent in the data and identifies an IMF indicating the variability of the phenomena. The trend also may be used to detrend the data.

Evaluation of model-based versus non-parametric monaural noise-reduction approaches for hearing aids.

PubMed

Harlander, Niklas; Rosenkranz, Tobias; Hohmann, Volker

2012-08-01

Single channel noise reduction has been well investigated and seems to have reached its limits in terms of speech intelligibility improvement, however, the quality of such schemes can still be advanced. This study tests to what extent novel model-based processing schemes might improve performance in particular for non-stationary noise conditions. Two prototype model-based algorithms, a speech-model-based, and a auditory-model-based algorithm were compared to a state-of-the-art non-parametric minimum statistics algorithm. A speech intelligibility test, preference rating, and listening effort scaling were performed. Additionally, three objective quality measures for the signal, background, and overall distortions were applied. For a better comparison of all algorithms, particular attention was given to the usage of the similar Wiener-based gain rule. The perceptual investigation was performed with fourteen hearing-impaired subjects. The results revealed that the non-parametric algorithm and the auditory model-based algorithm did not affect speech intelligibility, whereas the speech-model-based algorithm slightly decreased intelligibility. In terms of subjective quality, both model-based algorithms perform better than the unprocessed condition and the reference in particular for highly non-stationary noise environments. Data support the hypothesis that model-based algorithms are promising for improving performance in non-stationary noise conditions.

Local multifractal detrended fluctuation analysis for non-stationary image's texture segmentation

NASA Astrophysics Data System (ADS)

Wang, Fang; Li, Zong-shou; Li, Jin-wei

2014-12-01

Feature extraction plays a great important role in image processing and pattern recognition. As a power tool, multifractal theory is recently employed for this job. However, traditional multifractal methods are proposed to analyze the objects with stationary measure and cannot for non-stationary measure. The works of this paper is twofold. First, the definition of stationary image and 2D image feature detection methods are proposed. Second, a novel feature extraction scheme for non-stationary image is proposed by local multifractal detrended fluctuation analysis (Local MF-DFA), which is based on 2D MF-DFA. A set of new multifractal descriptors, called local generalized Hurst exponent (Lhq) is defined to characterize the local scaling properties of textures. To test the proposed method, both the novel texture descriptor and other two multifractal indicators, namely, local Hölder coefficients based on capacity measure and multifractal dimension Dq based on multifractal differential box-counting (MDBC) method, are compared in segmentation experiments. The first experiment indicates that the segmentation results obtained by the proposed Lhq are better than the MDBC-based Dq slightly and superior to the local Hölder coefficients significantly. The results in the second experiment demonstrate that the Lhq can distinguish the texture images more effectively and provide more robust segmentations than the MDBC-based Dq significantly.

A New Method for Nonlinear and Nonstationary Time Series Analysis and Its Application to the Earthquake and Building Response Records

NASA Technical Reports Server (NTRS)

Huang, Norden E.

1999-01-01

A new method for analyzing nonlinear and nonstationary data has been developed. The key part of the method is the Empirical Mode Decomposition method with which any complicated data set can be decomposed into a finite and often small number of Intrinsic Mode Functions (IMF). An IMF is defined as any function having the same numbers of zero-crossing and extrema, and also having symmetric envelopes defined by the local maxima and minima respectively. The IMF also admits well-behaved Hilbert transform. This decomposition method is adaptive, and, therefore, highly efficient. Since the decomposition is based on the local characteristic time scale of the data, it is applicable to nonlinear and nonstationary processes. With the Hilbert transform, the Intrinsic Mode Functions yield instantaneous frequencies as functions of time that give sharp identifications of imbedded structures. The final presentation of the results is an energy-frequency-time distribution, designated as the Hilbert Spectrum, Example of application of this method to earthquake and building response will be given. The results indicate those low frequency components, totally missed by the Fourier analysis, are clearly identified by the new method. Comparisons with Wavelet and window Fourier analysis show the new method offers much better temporal and frequency resolutions.

Quantum Dynamics and a Semiclassical Description of the Photon.

ERIC Educational Resources Information Center

Henderson, Giles

1980-01-01

Uses computer graphics and nonstationary, superposition wave functions to reveal the dynamic quantum trajectories of several molecular and electronic transitions. These methods are then coupled with classical electromagnetic theory to provide a conceptually clear picture of the emission process and emitted radiation localized in time and space.…

Prediction, Error, and Adaptation during Online Sentence Comprehension

ERIC Educational Resources Information Center

Fine, Alex Brabham

2013-01-01

A fundamental challenge for human cognition is perceiving and acting in a world in which the statistics that characterize available sensory data are non-stationary. This thesis focuses on this problem specifically in the domain of sentence comprehension, where linguistic variability poses computational challenges to the processes underlying…

Signal Processing Applications Of Wigner-Ville Analysis

NASA Astrophysics Data System (ADS)

Whitehouse, H. J.; Boashash, B.

1986-04-01

The Wigner-Ville distribution (WVD), a form of time-frequency analysis, is shown to be useful in the analysis of a variety of non-stationary signals both deterministic and stochastic. The properties of the WVD are reviewed and alternative methods of calculating the WVD are discussed. Applications are presented.

[Automated processing of electrophysiologic signals].

PubMed

Korenevskiĭ, N A; Gubanov, V V

1995-01-01

The paper outlines a diagram of a multichannel analyzer of electrophysiological signals while are significantly non-stationary (such as those of electroencephalograms, myograms, etc.), by using a method based on the ranging procedure by the change-over points which may be the points of infection, impaired locality, minima, maxima, discontinuity, etc.

Evidences of Significant Nonstationarity in Precipitation Extremes over Urbanizing Areas in India

NASA Astrophysics Data System (ADS)

Singh, J.; H, V.; Karmakar, S.; Ghosh, S.

2014-12-01

The statistical assumption of stationarity in hydrologic extreme time/event series has been relied heavily in frequency analysis. However, due to the analytically perceivable impacts of climate change, urbanization and concomitant land use pattern, assumption of stationarity in hydrologic time series will draw erroneous results, which inturn effects the policy and decision-making. Past studies provided sufficient evidences on changes in the characteristics of Indian monsoon rainfall extremes and further it has been attributed to climate change and urbanization, which indicates the presence of significant nonstationary in the Indian monsoon extremes. Therefore, a comprehensive nonstationary frequency analysis must be conducted all over India to obtain realistic return periods. The present study aims to conduct a nonstationary frequency analysis of the precipitation extremes over India at 1o resolution for a period of 1901-2004, with the implementation of the Generalized Additive Model for Location, Scale and Shape (GAMLSS) parameters. A cluster of 74 GAMLSS models has been developed by considering nonstationary in different combinations of distribution parameters and regression techniques (families of parametric polynomials and nonparametric/smoothing cubic spline), which overcomes the limitations of the previous studies. Further, for identification of urban, urbanizing and rural grids, an population density data has been utilized. The results showed the significant differences in the stationary and nonstationary return periods for the urbanizing grids, when compared to urbanized and rural grids. The results give implications of presence of nonstationary in the precipitation extremes more prominently in urbanizing areas compare to urbanized and rural areas.

Quantifying two-dimensional nonstationary signal with power-law correlations by detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Fan, Qingju; Wu, Yonghong

2015-08-01

In this paper, we develop a new method for the multifractal characterization of two-dimensional nonstationary signal, which is based on the detrended fluctuation analysis (DFA). By applying to two artificially generated signals of two-component ARFIMA process and binomial multifractal model, we show that the new method can reliably determine the multifractal scaling behavior of two-dimensional signal. We also illustrate the applications of this method in finance and physiology. The analyzing results exhibit that the two-dimensional signals under investigation are power-law correlations, and the electricity market consists of electricity price and trading volume is multifractal, while the two-dimensional EEG signal in sleep recorded for a single patient is weak multifractal. The new method based on the detrended fluctuation analysis may add diagnostic power to existing statistical methods.

Martingales, nonstationary increments, and the efficient market hypothesis

NASA Astrophysics Data System (ADS)

McCauley, Joseph L.; Bassler, Kevin E.; Gunaratne, Gemunu H.

2008-06-01

We discuss the deep connection between nonstationary increments, martingales, and the efficient market hypothesis for stochastic processes x(t) with arbitrary diffusion coefficients D(x,t). We explain why a test for a martingale is generally a test for uncorrelated increments. We explain why martingales look Markovian at the level of both simple averages and 2-point correlations. But while a Markovian market has no memory to exploit and cannot be beaten systematically, a martingale admits memory that might be exploitable in higher order correlations. We also use the analysis of this paper to correct a misstatement of the ‘fair game’ condition in terms of serial correlations in Fama’s paper on the EMH. We emphasize that the use of the log increment as a variable in data analysis generates spurious fat tails and spurious Hurst exponents.

Application of empirical mode decomposition in removing fidgeting interference in doppler radar life signs monitoring devices.

PubMed

Mostafanezhad, Isar; Boric-Lubecke, Olga; Lubecke, Victor; Mandic, Danilo P

2009-01-01

Empirical Mode Decomposition has been shown effective in the analysis of non-stationary and non-linear signals. As an application in wireless life signs monitoring in this paper we use this method in conditioning the signals obtained from the Doppler device. Random physical movements, fidgeting, of the human subject during a measurement can fall on the same frequency of the heart or respiration rate and interfere with the measurement. It will be shown how Empirical Mode Decomposition can break the radar signal down into its components and help separate and remove the fidgeting interference.

Ensemble Bayesian forecasting system Part I: Theory and algorithms

NASA Astrophysics Data System (ADS)

Herr, Henry D.; Krzysztofowicz, Roman

2015-05-01

The ensemble Bayesian forecasting system (EBFS), whose theory was published in 2001, is developed for the purpose of quantifying the total uncertainty about a discrete-time, continuous-state, non-stationary stochastic process such as a time series of stages, discharges, or volumes at a river gauge. The EBFS is built of three components: an input ensemble forecaster (IEF), which simulates the uncertainty associated with random inputs; a deterministic hydrologic model (of any complexity), which simulates physical processes within a river basin; and a hydrologic uncertainty processor (HUP), which simulates the hydrologic uncertainty (an aggregate of all uncertainties except input). It works as a Monte Carlo simulator: an ensemble of time series of inputs (e.g., precipitation amounts) generated by the IEF is transformed deterministically through a hydrologic model into an ensemble of time series of outputs, which is next transformed stochastically by the HUP into an ensemble of time series of predictands (e.g., river stages). Previous research indicated that in order to attain an acceptable sampling error, the ensemble size must be on the order of hundreds (for probabilistic river stage forecasts and probabilistic flood forecasts) or even thousands (for probabilistic stage transition forecasts). The computing time needed to run the hydrologic model this many times renders the straightforward simulations operationally infeasible. This motivates the development of the ensemble Bayesian forecasting system with randomization (EBFSR), which takes full advantage of the analytic meta-Gaussian HUP and generates multiple ensemble members after each run of the hydrologic model; this auxiliary randomization reduces the required size of the meteorological input ensemble and makes it operationally feasible to generate a Bayesian ensemble forecast of large size. Such a forecast quantifies the total uncertainty, is well calibrated against the prior (climatic) distribution of predictand, possesses a Bayesian coherence property, constitutes a random sample of the predictand, and has an acceptable sampling error-which makes it suitable for rational decision making under uncertainty.

Operational Modal Analysis of Bridge Structures with Data from GNSS/Accelerometer Measurements.

PubMed

Xiong, Chunbao; Lu, Huali; Zhu, Jinsong

2017-02-23

Real-time dynamic displacement and acceleration responses of the main span section of the Tianjin Fumin Bridge in China under ambient excitation were tested using a Global Navigation Satellite System (GNSS) dynamic deformation monitoring system and an acceleration sensor vibration test system. Considering the close relationship between the GNSS multipath errors and measurement environment in combination with the noise reduction characteristics of different filtering algorithms, the researchers proposed an AFEC mixed filtering algorithm, which is an combination of autocorrelation function-based empirical mode decomposition (EMD) and Chebyshev mixed filtering to extract the real vibration displacement of the bridge structure after system error correction and filtering de-noising of signals collected by the GNSS. The proposed AFEC mixed filtering algorithm had high accuracy (1 mm) of real displacement at the elevation direction. Next, the traditional random decrement technique (used mainly for stationary random processes) was expanded to non-stationary random processes. Combining the expanded random decrement technique (RDT) and autoregressive moving average model (ARMA), the modal frequency of the bridge structural system was extracted using an expanded ARMA_RDT modal identification method, which was compared with the power spectrum analysis results of the acceleration signal and finite element analysis results. Identification results demonstrated that the proposed algorithm is applicable to analyze the dynamic displacement monitoring data of real bridge structures under ambient excitation and could identify the first five orders of the inherent frequencies of the structural system accurately. The identification error of the inherent frequency was smaller than 6%, indicating the high identification accuracy of the proposed algorithm. Furthermore, the GNSS dynamic deformation monitoring method can be used to monitor dynamic displacement and identify the modal parameters of bridge structures. The GNSS can monitor the working state of bridges effectively and accurately. Research results can provide references to evaluate the bearing capacity, safety performance, and durability of bridge structures during operation.

Operational Modal Analysis of Bridge Structures with Data from GNSS/Accelerometer Measurements

PubMed Central

Xiong, Chunbao; Lu, Huali; Zhu, Jinsong

2017-01-01

Real-time dynamic displacement and acceleration responses of the main span section of the Tianjin Fumin Bridge in China under ambient excitation were tested using a Global Navigation Satellite System (GNSS) dynamic deformation monitoring system and an acceleration sensor vibration test system. Considering the close relationship between the GNSS multipath errors and measurement environment in combination with the noise reduction characteristics of different filtering algorithms, the researchers proposed an AFEC mixed filtering algorithm, which is an combination of autocorrelation function-based empirical mode decomposition (EMD) and Chebyshev mixed filtering to extract the real vibration displacement of the bridge structure after system error correction and filtering de-noising of signals collected by the GNSS. The proposed AFEC mixed filtering algorithm had high accuracy (1 mm) of real displacement at the elevation direction. Next, the traditional random decrement technique (used mainly for stationary random processes) was expanded to non-stationary random processes. Combining the expanded random decrement technique (RDT) and autoregressive moving average model (ARMA), the modal frequency of the bridge structural system was extracted using an expanded ARMA_RDT modal identification method, which was compared with the power spectrum analysis results of the acceleration signal and finite element analysis results. Identification results demonstrated that the proposed algorithm is applicable to analyze the dynamic displacement monitoring data of real bridge structures under ambient excitation and could identify the first five orders of the inherent frequencies of the structural system accurately. The identification error of the inherent frequency was smaller than 6%, indicating the high identification accuracy of the proposed algorithm. Furthermore, the GNSS dynamic deformation monitoring method can be used to monitor dynamic displacement and identify the modal parameters of bridge structures. The GNSS can monitor the working state of bridges effectively and accurately. Research results can provide references to evaluate the bearing capacity, safety performance, and durability of bridge structures during operation. PMID:28241472

An improved non-Markovian degradation model with long-term dependency and item-to-item uncertainty

NASA Astrophysics Data System (ADS)

Xi, Xiaopeng; Chen, Maoyin; Zhang, Hanwen; Zhou, Donghua

2018-05-01

It is widely noted in the literature that the degradation should be simplified into a memoryless Markovian process for the purpose of predicting the remaining useful life (RUL). However, there actually exists the long-term dependency in the degradation processes of some industrial systems, including electromechanical equipments, oil tankers, and large blast furnaces. This implies the new degradation state depends not only on the current state, but also on the historical states. Such dynamic systems cannot be accurately described by traditional Markovian models. Here we present an improved non-Markovian degradation model with both the long-term dependency and the item-to-item uncertainty. As a typical non-stationary process with dependent increments, fractional Brownian motion (FBM) is utilized to simulate the fractal diffusion of practical degradations. The uncertainty among multiple items can be represented by a random variable of the drift. Based on this model, the unknown parameters are estimated through the maximum likelihood (ML) algorithm, while a closed-form solution to the RUL distribution is further derived using a weak convergence theorem. The practicability of the proposed model is fully verified by two real-world examples. The results demonstrate that the proposed method can effectively reduce the prediction error.

Measurement of Non-Stationary Characteristics of a Landfall Typhoon at the Jiangyin Bridge Site.

PubMed

He, Xuhui; Qin, Hongxi; Tao, Tianyou; Liu, Wenshuo; Wang, Hao

2017-09-22

The wind-sensitive long-span suspension bridge is a vital element in land transportation. Understanding the wind characteristics at the bridge site is thus of great significance to the wind- resistant analysis of such a flexible structure. In this study, a strong wind event from a landfall typhoon called Soudelor recorded at the Jiangyin Bridge site with the anemometer is taken as the research object. As inherent time-varying trends are frequently captured in typhoon events, the wind characteristics of Soudelor are analyzed in a non-stationary perspective. The time-varying mean is first extracted with the wavelet-based self-adaptive method. Then, the non-stationary turbulent wind characteristics, e.g.; turbulence intensity, gust factor, turbulence integral scale, and power spectral density, are investigated and compared with the results from the stationary analysis. The comparison highlights the importance of non-stationary considerations of typhoon events, and a transition from stationarity to non-stationarity for the analysis of wind effects. The analytical results could help enrich the database of non-stationary wind characteristics, and are expected to provide references for the wind-resistant analysis of engineering structures in similar areas.

Measurement of Non-Stationary Characteristics of a Landfall Typhoon at the Jiangyin Bridge Site

PubMed Central

Qin, Hongxi; Tao, Tianyou; Liu, Wenshuo

2017-01-01

The wind-sensitive long-span suspension bridge is a vital element in land transportation. Understanding the wind characteristics at the bridge site is thus of great significance to the wind- resistant analysis of such a flexible structure. In this study, a strong wind event from a landfall typhoon called Soudelor recorded at the Jiangyin Bridge site with the anemometer is taken as the research object. As inherent time-varying trends are frequently captured in typhoon events, the wind characteristics of Soudelor are analyzed in a non-stationary perspective. The time-varying mean is first extracted with the wavelet-based self-adaptive method. Then, the non-stationary turbulent wind characteristics, e.g.; turbulence intensity, gust factor, turbulence integral scale, and power spectral density, are investigated and compared with the results from the stationary analysis. The comparison highlights the importance of non-stationary considerations of typhoon events, and a transition from stationarity to non-stationarity for the analysis of wind effects. The analytical results could help enrich the database of non-stationary wind characteristics, and are expected to provide references for the wind-resistant analysis of engineering structures in similar areas. PMID:28937641

On structural identifiability analysis of the cascaded linear dynamic systems in isotopically non-stationary 13C labelling experiments.

PubMed

Lin, Weilu; Wang, Zejian; Huang, Mingzhi; Zhuang, Yingping; Zhang, Siliang

2018-06-01

The isotopically non-stationary 13C labelling experiments, as an emerging experimental technique, can estimate the intracellular fluxes of the cell culture under an isotopic transient period. However, to the best of our knowledge, the issue of the structural identifiability analysis of non-stationary isotope experiments is not well addressed in the literature. In this work, the local structural identifiability analysis for non-stationary cumomer balance equations is conducted based on the Taylor series approach. The numerical rank of the Jacobian matrices of the finite extended time derivatives of the measured fractions with respect to the free parameters is taken as the criterion. It turns out that only one single time point is necessary to achieve the structural identifiability analysis of the cascaded linear dynamic system of non-stationary isotope experiments. The equivalence between the local structural identifiability of the cascaded linear dynamic systems and the local optimum condition of the nonlinear least squares problem is elucidated in the work. Optimal measurements sets can then be determined for the metabolic network. Two simulated metabolic networks are adopted to demonstrate the utility of the proposed method. Copyright © 2018 Elsevier Inc. All rights reserved.

Numerical simulation of nonstationary dissipative structures in 3D double-diffusive convection at large Rayleigh numbers

NASA Astrophysics Data System (ADS)

Kozitskiy, Sergey

2018-06-01

Numerical simulation of nonstationary dissipative structures in 3D double-diffusive convection has been performed by using the previously derived system of complex Ginzburg-Landau type amplitude equations, valid in a neighborhood of Hopf bifurcation points. Simulation has shown that the state of spatiotemporal chaos develops in the system. It has the form of nonstationary structures that depend on the parameters of the system. The shape of structures does not depend on the initial conditions, and a limited number of spectral components participate in their formation.

Numerical simulation of nonstationary dissipative structures in 3D double-diffusive convection at large Rayleigh numbers

NASA Astrophysics Data System (ADS)

Kozitskiy, Sergey

2018-05-01

Numerical simulation of nonstationary dissipative structures in 3D double-diffusive convection has been performed by using the previously derived system of complex Ginzburg-Landau type amplitude equations, valid in a neighborhood of Hopf bifurcation points. Simulation has shown that the state of spatiotemporal chaos develops in the system. It has the form of nonstationary structures that depend on the parameters of the system. The shape of structures does not depend on the initial conditions, and a limited number of spectral components participate in their formation.

Predicting non-stationary algal dynamics following changes in hydrometeorological conditions using data assimilation techniques

NASA Astrophysics Data System (ADS)

Kim, S.; Seo, D. J.

2017-12-01

When water temperature (TW) increases due to changes in hydrometeorological conditions, the overall ecological conditions change in the aquatic system. The changes can be harmful to human health and potentially fatal to fish habitat. Therefore, it is important to assess the impacts of thermal disturbances on in-stream processes of water quality variables and be able to predict effectiveness of possible actions that may be taken for water quality protection. For skillful prediction of in-stream water quality processes, it is necessary for the watershed water quality models to be able to reflect such changes. Most of the currently available models, however, assume static parameters for the biophysiochemical processes and hence are not able to capture nonstationaries seen in water quality observations. In this work, we assess the performance of the Hydrological Simulation Program-Fortran (HSPF) in predicting algal dynamics following TW increase. The study area is located in the Republic of Korea where waterway change due to weir construction and drought concurrently occurred around 2012. In this work we use data assimilation (DA) techniques to update model parameters as well as the initial condition of selected state variables for in-stream processes relevant to algal growth. For assessment of model performance and characterization of temporal variability, various goodness-of-fit measures and wavelet analysis are used.

Propagation of sound waves through a spatially homogeneous but smoothly time-dependent medium

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hayrapetyan, A.G., E-mail: armen@physi.uni-heidelberg.de; Max-Planck-Institut für Kernphysik, Saupfercheckweg 1, D-69117 Heidelberg; Grigoryan, K.K.

2013-06-15

The propagation of sound through a spatially homogeneous but non-stationary medium is investigated within the framework of fluid dynamics. For a non-vortical fluid, especially, a generalized wave equation is derived for the (scalar) potential of the fluid velocity distribution in dependence of the equilibrium mass density of the fluid and the sound wave velocity. A solution of this equation for a finite transition period τ is determined in terms of the hypergeometric function for a phenomenologically realistic, sigmoidal change of the mass density and sound wave velocity. Using this solution, it is shown that the energy flux of the soundmore » wave is not conserved but increases always for the propagation through a non-stationary medium, independent of whether the equilibrium mass density is increased or decreased. It is found, moreover, that this amplification of the transmitted wave arises from an energy exchange with the medium and that its flux is equal to the (total) flux of the incident and the reflected wave. An interpretation of the reflected wave as a propagation of sound backward in time is given in close analogy to Feynman and Stueckelberg for the propagation of anti-particles. The reflection and transmission coefficients of sound propagating through a non-stationary medium is analyzed in more detail for hypersonic waves with transition periods τ between 15 and 200 ps as well as the transformation of infrasound waves in non-stationary oceans. -- Highlights: •Analytically exact study of sound propagation through a non-stationary medium. •Energy exchange between the non-stationary medium and the sound wave. •Transformation of hypersonic and ultrasound frequencies in non-stationary media. •Propagation of sound backward in time in close analogy to anti-particles. •Prediction of tsunamis both in spatially and temporally inhomogeneous oceans.« less

Parsimonious nonstationary flood frequency analysis

NASA Astrophysics Data System (ADS)

Serago, Jake M.; Vogel, Richard M.

2018-02-01

There is now widespread awareness of the impact of anthropogenic influences on extreme floods (and droughts) and thus an increasing need for methods to account for such influences when estimating a frequency distribution. We introduce a parsimonious approach to nonstationary flood frequency analysis (NFFA) based on a bivariate regression equation which describes the relationship between annual maximum floods, x, and an exogenous variable which may explain the nonstationary behavior of x. The conditional mean, variance and skewness of both x and y = ln (x) are derived, and combined with numerous common probability distributions including the lognormal, generalized extreme value and log Pearson type III models, resulting in a very simple and general approach to NFFA. Our approach offers several advantages over existing approaches including: parsimony, ease of use, graphical display, prediction intervals, and opportunities for uncertainty analysis. We introduce nonstationary probability plots and document how such plots can be used to assess the improved goodness of fit associated with a NFFA.

Local Composite Quantile Regression Smoothing for Harris Recurrent Markov Processes

PubMed Central

Li, Degui; Li, Runze

2016-01-01

In this paper, we study the local polynomial composite quantile regression (CQR) smoothing method for the nonlinear and nonparametric models under the Harris recurrent Markov chain framework. The local polynomial CQR regression method is a robust alternative to the widely-used local polynomial method, and has been well studied in stationary time series. In this paper, we relax the stationarity restriction on the model, and allow that the regressors are generated by a general Harris recurrent Markov process which includes both the stationary (positive recurrent) and nonstationary (null recurrent) cases. Under some mild conditions, we establish the asymptotic theory for the proposed local polynomial CQR estimator of the mean regression function, and show that the convergence rate for the estimator in nonstationary case is slower than that in stationary case. Furthermore, a weighted type local polynomial CQR estimator is provided to improve the estimation efficiency, and a data-driven bandwidth selection is introduced to choose the optimal bandwidth involved in the nonparametric estimators. Finally, we give some numerical studies to examine the finite sample performance of the developed methodology and theory. PMID:27667894

Electrocardiogram signal denoising based on empirical mode decomposition technique: an overview

NASA Astrophysics Data System (ADS)

Han, G.; Lin, B.; Xu, Z.

2017-03-01

Electrocardiogram (ECG) signal is nonlinear and non-stationary weak signal which reflects whether the heart is functioning normally or abnormally. ECG signal is susceptible to various kinds of noises such as high/low frequency noises, powerline interference and baseline wander. Hence, the removal of noises from ECG signal becomes a vital link in the ECG signal processing and plays a significant role in the detection and diagnosis of heart diseases. The review will describe the recent developments of ECG signal denoising based on Empirical Mode Decomposition (EMD) technique including high frequency noise removal, powerline interference separation, baseline wander correction, the combining of EMD and Other Methods, EEMD technique. EMD technique is a quite potential and prospective but not perfect method in the application of processing nonlinear and non-stationary signal like ECG signal. The EMD combined with other algorithms is a good solution to improve the performance of noise cancellation. The pros and cons of EMD technique in ECG signal denoising are discussed in detail. Finally, the future work and challenges in ECG signal denoising based on EMD technique are clarified.

Physical Kinetics of Electrons in a High-Voltage Pulsed High-Pressure Discharge with Cylindrical Geometry

NASA Astrophysics Data System (ADS)

Kozhevnikov, V. Yu.; Kozyrev, A. V.; Semeniuk, N. S.

2017-12-01

Results of theoretical modeling of the phenomenon of a high-voltage discharge in nitrogen at atmospheric pressure are presented, based on a consistent kinetic theory of the electrons. A mathematical model of a nonstationary high-pressure discharge has been constructed for the first time, based on a description of the electron component from first principles. The physical kinetics of the electrons are described with the help of the Boltzmann kinematic equation for the electron distribution function over momenta with only ionization and elastic collisions taken into account. A detailed spatiotemporal picture of a nonstationary discharge with runaway electrons under conditions of coaxial geometry of the gas diode is presented. The model describes in a self-consistent way both the process of formation of the runaway electron flux in the discharge and the influence of this flux on the rate of ionization processes in the gas. Total energy spectra of the electron flux incident on the anode are calculated. The obtained parameters of the current pulse of the beam of fast electrons correlate well with the known experimental data.

Analyses and Measures of GPR Signal with Superimposed Noise

NASA Astrophysics Data System (ADS)

Chicarella, Simone; Ferrara, Vincenzo; D'Atanasio, Paolo; Frezza, Fabrizio; Pajewski, Lara; Pavoncello, Settimio; Prontera, Santo; Tedeschi, Nicola; Zambotti, Alessandro

2014-05-01

The influence of EM noises and environmental hard conditions on the GPR surveys has been examined analytically [1]. In the case of pulse radar GPR, many unwanted signals as stationary clutter, non-stationary clutter, random noise, and time jitter, influence the measurement signal. When GPR is motionless, stationary clutter is the most dominant signal component due to the reflections of static objects different from the investigated target, and to the direct antenna coupling. Moving objects like e.g. persons and vehicles, and the swaying of tree crown, produce non-stationary clutter. Device internal noise and narrowband jamming are e.g. two potential sources of random noises. Finally, trigger instabilities generate random jitter. In order to estimate the effective influence of these noise signal components, we organized some experimental setup of measurement. At first, we evaluated for the case of a GPR basic detection, simpler image processing of radargram. In the future, we foresee experimental measurements for detection of the Doppler frequency changes induced by movements of targets (like physiological movements of survivors under debris). We obtain image processing of radargram by using of GSSI SIR® 2000 GPR system together with the UWB UHF GPR-antenna (SUB-ECHO HBD 300, a model manufactured by Radarteam company). Our work includes both characterization of GPR signal without (or almost without) a superimposed noise, and the effect of jamming originated from the coexistence of a different radio signal. For characterizing GPR signal, we organized a measurement setup that includes the following instruments: mod. FSP 30 spectrum analyser by Rohde & Schwarz which operates in the frequency range 9 KHz - 30 GHz, mod. Sucoflex 104 cable by Huber Suhner (10 MHz - 18 GHz), and HL050 antenna by Rohde & Schwarz (bandwidth: from 850 MHz to 26.5 GHz). The next analysis of superimposed jamming will examine two different signal sources: by a cellular phone and by a transmitter operating in the Instrumental Scientific Medical (ISM) band (around 2.4 GHz). In the first case, signal of cellular phone is considered as an actual noise, and the measure should provide guidance on its electromagnetic compatibility, in the sense of operating limits of the GPR conditioning from the presence of signal transmitted by a cellular phone. Whereas, the analysis of superimposed signals in the ISM band is oriented to the implementation of a mobile GPR system that includes a transceiver, such as XBee, for transmitting results of localization (e.g. of buried people) to a remote station. This work is a contribution to COST Action TU1208 "Civil Engineering Applications of Ground Penetrating Radar." J. Sachs, M. Helbig, R. Herrmann, M. Kmec, K. Schilling, E. Zaikov, and P. Rauschenbach, 'Trapped victim detection by pseudo-noise radar,' in Proc. ACWR '11 1st International Conference on Wireless Technologies for Humanitarian Relief, Amritapuri, Kollam, Kerala, India, 2011, pp. 265-272

The transformed-stationary approach: a generic and simplified methodology for non-stationary extreme value analysis

NASA Astrophysics Data System (ADS)

Mentaschi, Lorenzo; Vousdoukas, Michalis; Voukouvalas, Evangelos; Sartini, Ludovica; Feyen, Luc; Besio, Giovanni; Alfieri, Lorenzo

2016-09-01

Statistical approaches to study extreme events require, by definition, long time series of data. In many scientific disciplines, these series are often subject to variations at different temporal scales that affect the frequency and intensity of their extremes. Therefore, the assumption of stationarity is violated and alternative methods to conventional stationary extreme value analysis (EVA) must be adopted. Using the example of environmental variables subject to climate change, in this study we introduce the transformed-stationary (TS) methodology for non-stationary EVA. This approach consists of (i) transforming a non-stationary time series into a stationary one, to which the stationary EVA theory can be applied, and (ii) reverse transforming the result into a non-stationary extreme value distribution. As a transformation, we propose and discuss a simple time-varying normalization of the signal and show that it enables a comprehensive formulation of non-stationary generalized extreme value (GEV) and generalized Pareto distribution (GPD) models with a constant shape parameter. A validation of the methodology is carried out on time series of significant wave height, residual water level, and river discharge, which show varying degrees of long-term and seasonal variability. The results from the proposed approach are comparable with the results from (a) a stationary EVA on quasi-stationary slices of non-stationary series and (b) the established method for non-stationary EVA. However, the proposed technique comes with advantages in both cases. For example, in contrast to (a), the proposed technique uses the whole time horizon of the series for the estimation of the extremes, allowing for a more accurate estimation of large return levels. Furthermore, with respect to (b), it decouples the detection of non-stationary patterns from the fitting of the extreme value distribution. As a result, the steps of the analysis are simplified and intermediate diagnostics are possible. In particular, the transformation can be carried out by means of simple statistical techniques such as low-pass filters based on the running mean and the standard deviation, and the fitting procedure is a stationary one with a few degrees of freedom and is easy to implement and control. An open-source MATLAB toolbox has been developed to cover this methodology, which is available at https://github.com/menta78/tsEva/ (Mentaschi et al., 2016).

Sampling design optimisation for rainfall prediction using a non-stationary geostatistical model

NASA Astrophysics Data System (ADS)

Wadoux, Alexandre M. J.-C.; Brus, Dick J.; Rico-Ramirez, Miguel A.; Heuvelink, Gerard B. M.

2017-09-01

The accuracy of spatial predictions of rainfall by merging rain-gauge and radar data is partly determined by the sampling design of the rain-gauge network. Optimising the locations of the rain-gauges may increase the accuracy of the predictions. Existing spatial sampling design optimisation methods are based on minimisation of the spatially averaged prediction error variance under the assumption of intrinsic stationarity. Over the past years, substantial progress has been made to deal with non-stationary spatial processes in kriging. Various well-documented geostatistical models relax the assumption of stationarity in the mean, while recent studies show the importance of considering non-stationarity in the variance for environmental processes occurring in complex landscapes. We optimised the sampling locations of rain-gauges using an extension of the Kriging with External Drift (KED) model for prediction of rainfall fields. The model incorporates both non-stationarity in the mean and in the variance, which are modelled as functions of external covariates such as radar imagery, distance to radar station and radar beam blockage. Spatial predictions are made repeatedly over time, each time recalibrating the model. The space-time averaged KED variance was minimised by Spatial Simulated Annealing (SSA). The methodology was tested using a case study predicting daily rainfall in the north of England for a one-year period. Results show that (i) the proposed non-stationary variance model outperforms the stationary variance model, and (ii) a small but significant decrease of the rainfall prediction error variance is obtained with the optimised rain-gauge network. In particular, it pays off to place rain-gauges at locations where the radar imagery is inaccurate, while keeping the distribution over the study area sufficiently uniform.

Identification and Inference for Econometric Models

NASA Astrophysics Data System (ADS)

Andrews, Donald W. K.; Stock, James H.

2005-07-01

This volume contains the papers presented in honor of the lifelong achievements of Thomas J. Rothenberg on the occasion of his retirement. The authors of the chapters include many of the leading econometricians of our day, and the chapters address topics of current research significance in econometric theory. The chapters cover four themes: identification and efficient estimation in econometrics, asymptotic approximations to the distributions of econometric estimators and tests, inference involving potentially nonstationary time series, such as processes that might have a unit autoregressive root, and nonparametric and semiparametric inference. Several of the chapters provide overviews and treatments of basic conceptual issues, while others advance our understanding of the properties of existing econometric procedures and/or propose new ones. Specific topics include identification in nonlinear models, inference with weak instruments, tests for nonstationary in time series and panel data, generalized empirical likelihood estimation, and the bootstrap.

[Quantitative Evaluation of Intracardiac Blood Flow by Left Ventricle Dynamic Anatovy Based On Exact Solutions of Non-Stationary Navier-Stocks Equations for Selforganized tornado-Like Flows of Viscous Incompresssible Fluid].

PubMed

Talygin, E A; Zazybo, N A; Zhorzholiany, S T; Krestinich, I M; Mironov, A A; Kiknadze, G I; Bokerya, L A; Gorodkov, A Y; Makarenko, V N; Alexandrova, S A

2016-01-01

New approach to intracardiac blood flow condition analysis based on geometric parameters of left ventricle flow channel has been suggested. Parameters, that used in this method, follow from exact solutions of nonstationary Navier-Stocks equations for selforganized tornado-like flows of viscous incompressible fluid. The main advantage of this method is considering dynamic anatomy of intracardiac cavity and trabeculae relief of left ventricle streamlined surface, both registered in a common mri-process, as flow condition indicator. Calculated quantity options that characterizes blood flow condition can be use as diagnostic criterias for estimation of violation in blood circulation function which entails heart ejection reduction. Developed approach allows to clarify heart jet organization mechanism and estimate the share of the tornado-like flow self-organization in heart ejection structure.

Simulation of nonstationary phenomena in atmospheric-pressure glow discharge

NASA Astrophysics Data System (ADS)

Korolev, Yu. D.; Frants, O. B.; Nekhoroshev, V. O.; Suslov, A. I.; Kas'yanov, V. S.; Shemyakin, I. A.; Bolotov, A. V.

2016-06-01

Nonstationary processes in atmospheric-pressure glow discharge manifest themselves in spontaneous transitions from the normal glow discharge into a spark. In the experiments, both so-called completed transitions in which a highly conductive constricted channel arises and incomplete transitions accompanied by the formation of a diffuse channel are observed. A model of the positive column of a discharge in air is elaborated that allows one to interpret specific features of the discharge both in the stationary stage and during its transition into a spark and makes it possible to calculate the characteristic oscillatory current waveforms for completed transitions into a spark and aperiodic ones for incomplete transitions. The calculated parameters of the positive column in the glow discharge mode agree well with experiment. Data on the densities of the most abundant species generated in the discharge (such as atomic oxygen, metastable nitrogen molecules, ozone, nitrogen oxides, and negative oxygen ions) are presented.

Simulation of nonstationary phenomena in atmospheric-pressure glow discharge

DOE Office of Scientific and Technical Information (OSTI.GOV)

Korolev, Yu. D., E-mail: korolev@lnp.hcei.tsc.ru; Frants, O. B.; Nekhoroshev, V. O.

2016-06-15

Nonstationary processes in atmospheric-pressure glow discharge manifest themselves in spontaneous transitions from the normal glow discharge into a spark. In the experiments, both so-called completed transitions in which a highly conductive constricted channel arises and incomplete transitions accompanied by the formation of a diffuse channel are observed. A model of the positive column of a discharge in air is elaborated that allows one to interpret specific features of the discharge both in the stationary stage and during its transition into a spark and makes it possible to calculate the characteristic oscillatory current waveforms for completed transitions into a spark andmore » aperiodic ones for incomplete transitions. The calculated parameters of the positive column in the glow discharge mode agree well with experiment. Data on the densities of the most abundant species generated in the discharge (such as atomic oxygen, metastable nitrogen molecules, ozone, nitrogen oxides, and negative oxygen ions) are presented.« less

A time-frequency analysis method to obtain stable estimates of magnetotelluric response function based on Hilbert-Huang transform

NASA Astrophysics Data System (ADS)

Cai, Jianhua

2017-05-01

The time-frequency analysis method represents signal as a function of time and frequency, and it is considered a powerful tool for handling arbitrary non-stationary time series by using instantaneous frequency and instantaneous amplitude. It also provides a possible alternative to the analysis of the non-stationary magnetotelluric (MT) signal. Based on the Hilbert-Huang transform (HHT), a time-frequency analysis method is proposed to obtain stable estimates of the magnetotelluric response function. In contrast to conventional methods, the response function estimation is performed in the time-frequency domain using instantaneous spectra rather than in the frequency domain, which allows for imaging the response parameter content as a function of time and frequency. The theory of the method is presented and the mathematical model and calculation procedure, which are used to estimate response function based on HHT time-frequency spectrum, are discussed. To evaluate the results, response function estimates are compared with estimates from a standard MT data processing method based on the Fourier transform. All results show that apparent resistivities and phases, which are calculated from the HHT time-frequency method, are generally more stable and reliable than those determined from the simple Fourier analysis. The proposed method overcomes the drawbacks of the traditional Fourier methods, and the resulting parameter minimises the estimation bias caused by the non-stationary characteristics of the MT data.

Wavelet analysis to decompose a vibration simulation signal to improve pre-distribution testing of packaging

NASA Astrophysics Data System (ADS)

Griffiths, K. R.; Hicks, B. J.; Keogh, P. S.; Shires, D.

2016-08-01

In general, vehicle vibration is non-stationary and has a non-Gaussian probability distribution; yet existing testing methods for packaging design employ Gaussian distributions to represent vibration induced by road profiles. This frequently results in over-testing and/or over-design of the packaging to meet a specification and correspondingly leads to wasteful packaging and product waste, which represent 15bn per year in the USA and €3bn per year in the EU. The purpose of the paper is to enable a measured non-stationary acceleration signal to be replaced by a constructed signal that includes as far as possible any non-stationary characteristics from the original signal. The constructed signal consists of a concatenation of decomposed shorter duration signals, each having its own kurtosis level. Wavelet analysis is used for the decomposition process into inner and outlier signal components. The constructed signal has a similar PSD to the original signal, without incurring excessive acceleration levels. This allows an improved and more representative simulated input signal to be generated that can be used on the current generation of shaker tables. The wavelet decomposition method is also demonstrated experimentally through two correlation studies. It is shown that significant improvements over current international standards for packaging testing are achievable; hence the potential for more efficient packaging system design is possible.

Stochastic modelling of non-stationary financial assets

NASA Astrophysics Data System (ADS)

Estevens, Joana; Rocha, Paulo; Boto, João P.; Lind, Pedro G.

2017-11-01

We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can be modelled with Langevin equations, which are derived directly from their series of values. Having the evolution equations of the log-normal parameters, we reconstruct the statistics of the first moments of volume-price distributions which fit well the empirical data. Finally, the proposed framework is general enough to study other non-stationary stochastic variables in other research fields, namely, biology, medicine, and geology.

Suppression of anomalous synchronization and nonstationary behavior of neural network under small-world topology

NASA Astrophysics Data System (ADS)

Boaretto, B. R. R.; Budzinski, R. C.; Prado, T. L.; Kurths, J.; Lopes, S. R.

2018-05-01

It is known that neural networks under small-world topology can present anomalous synchronization and nonstationary behavior for weak coupling regimes. Here, we propose methods to suppress the anomalous synchronization and also to diminish the nonstationary behavior occurring in weakly coupled neural network under small-world topology. We consider a network of 2000 thermally sensitive identical neurons, based on the model of Hodgkin-Huxley in a small-world topology, with the probability of adding non local connection equal to p = 0 . 001. Based on experimental protocols to suppress anomalous synchronization, as well as nonstationary behavior of the neural network dynamics, we make use of (i) external stimulus (pulsed current); (ii) biologic parameters changing (neuron membrane conductance changes); and (iii) body temperature changes. Quantification analysis to evaluate phase synchronization makes use of the Kuramoto's order parameter, while recurrence quantification analysis, particularly the determinism, computed over the easily accessible mean field of network, the local field potential (LFP), is used to evaluate nonstationary states. We show that the methods proposed can control the anomalous synchronization and nonstationarity occurring for weak coupling parameter without any effect on the individual neuron dynamics, neither in the expected asymptotic synchronized states occurring for large values of the coupling parameter.

Joint High-Order Synchrosqueezing Transform and Multi-Taper Empirical Wavelet Transform for Fault Diagnosis of Wind Turbine Planetary Gearbox under Nonstationary Conditions.

PubMed

Hu, Yue; Tu, Xiaotong; Li, Fucai; Meng, Guang

2018-01-07

Wind turbines usually operate under nonstationary conditions, such as wide-range speed fluctuation and time-varying load. Its critical component, the planetary gearbox, is prone to malfunction or failure, which leads to downtime and repair costs. Therefore, fault diagnosis and condition monitoring for the planetary gearbox in wind turbines is a vital research topic. Meanwhile, the signals measured by the vibration sensors mounted in the gearbox exhibit time-varying and nonstationary features. In this study, a novel time-frequency method based on high-order synchrosqueezing transform (SST) and multi-taper empirical wavelet transform (MTEWT) is proposed for the wind turbine planetary gearbox under nonstationary conditions. The high-order SST uses accurate instantaneous frequency approximations to obtain a sharper time-frequency representation (TFR). As the acquired signal consists of many components, like the meshing and rotating components of the gear and bearing, the fault component may be masked by other unrelated components. The MTEWT is used to separate the fault feature from the masking components. A variety of experimental signals of the wind turbine planetary gearbox under nonstationary conditions have been analyzed to demonstrate the effectiveness and robustness of the proposed method. Results show that the proposed method is effective in diagnosing both gear and bearing faults.

Joint High-Order Synchrosqueezing Transform and Multi-Taper Empirical Wavelet Transform for Fault Diagnosis of Wind Turbine Planetary Gearbox under Nonstationary Conditions

PubMed Central

Li, Fucai; Meng, Guang

2018-01-01

Wind turbines usually operate under nonstationary conditions, such as wide-range speed fluctuation and time-varying load. Its critical component, the planetary gearbox, is prone to malfunction or failure, which leads to downtime and repair costs. Therefore, fault diagnosis and condition monitoring for the planetary gearbox in wind turbines is a vital research topic. Meanwhile, the signals measured by the vibration sensors mounted in the gearbox exhibit time-varying and nonstationary features. In this study, a novel time-frequency method based on high-order synchrosqueezing transform (SST) and multi-taper empirical wavelet transform (MTEWT) is proposed for the wind turbine planetary gearbox under nonstationary conditions. The high-order SST uses accurate instantaneous frequency approximations to obtain a sharper time-frequency representation (TFR). As the acquired signal consists of many components, like the meshing and rotating components of the gear and bearing, the fault component may be masked by other unrelated components. The MTEWT is used to separate the fault feature from the masking components. A variety of experimental signals of the wind turbine planetary gearbox under nonstationary conditions have been analyzed to demonstrate the effectiveness and robustness of the proposed method. Results show that the proposed method is effective in diagnosing both gear and bearing faults. PMID:29316668

Robust H∞ control of active vehicle suspension under non-stationary running

NASA Astrophysics Data System (ADS)

Guo, Li-Xin; Zhang, Li-Ping

2012-12-01

Due to complexity of the controlled objects, the selection of control strategies and algorithms in vehicle control system designs is an important task. Moreover, the control problem of automobile active suspensions has been become one of the important relevant investigations due to the constrained peculiarity and parameter uncertainty of mathematical models. In this study, after establishing the non-stationary road surface excitation model, a study on the active suspension control for non-stationary running condition was conducted using robust H∞ control and linear matrix inequality optimization. The dynamic equation of a two-degree-of-freedom quarter car model with parameter uncertainty was derived. The H∞ state feedback control strategy with time-domain hard constraints was proposed, and then was used to design the active suspension control system of the quarter car model. Time-domain analysis and parameter robustness analysis were carried out to evaluate the proposed controller stability. Simulation results show that the proposed control strategy has high systemic stability on the condition of non-stationary running and parameter uncertainty (including suspension mass, suspension stiffness and tire stiffness). The proposed control strategy can achieve a promising improvement on ride comfort and satisfy the requirements of dynamic suspension deflection, dynamic tire loads and required control forces within given constraints, as well as non-stationary running condition.

Modeling and Compensation of Random Drift of MEMS Gyroscopes Based on Least Squares Support Vector Machine Optimized by Chaotic Particle Swarm Optimization.

PubMed

Xing, Haifeng; Hou, Bo; Lin, Zhihui; Guo, Meifeng

2017-10-13

MEMS (Micro Electro Mechanical System) gyroscopes have been widely applied to various fields, but MEMS gyroscope random drift has nonlinear and non-stationary characteristics. It has attracted much attention to model and compensate the random drift because it can improve the precision of inertial devices. This paper has proposed to use wavelet filtering to reduce noise in the original data of MEMS gyroscopes, then reconstruct the random drift data with PSR (phase space reconstruction), and establish the model for the reconstructed data by LSSVM (least squares support vector machine), of which the parameters were optimized using CPSO (chaotic particle swarm optimization). Comparing the effect of modeling the MEMS gyroscope random drift with BP-ANN (back propagation artificial neural network) and the proposed method, the results showed that the latter had a better prediction accuracy. Using the compensation of three groups of MEMS gyroscope random drift data, the standard deviation of three groups of experimental data dropped from 0.00354°/s, 0.00412°/s, and 0.00328°/s to 0.00065°/s, 0.00072°/s and 0.00061°/s, respectively, which demonstrated that the proposed method can reduce the influence of MEMS gyroscope random drift and verified the effectiveness of this method for modeling MEMS gyroscope random drift.

Random vibration analysis of train-bridge under track irregularities and traveling seismic waves using train-slab track-bridge interaction model

NASA Astrophysics Data System (ADS)

Zeng, Zhi-Ping; Zhao, Yan-Gang; Xu, Wen-Tao; Yu, Zhi-Wu; Chen, Ling-Kun; Lou, Ping

2015-04-01

The frequent use of bridges in high-speed railway lines greatly increases the probability that trains are running on bridges when earthquakes occur. This paper investigates the random vibrations of a high-speed train traversing a slab track on a continuous girder bridge subjected to track irregularities and traveling seismic waves by the pseudo-excitation method (PEM). To derive the equations of motion of the train-slab track-bridge interaction system, the multibody dynamics and finite element method models are used for the train and the track and bridge, respectively. By assuming track irregularities to be fully coherent random excitations with time lags between different wheels and seismic accelerations to be uniformly modulated, non-stationary random excitations with time lags between different foundations, the random load vectors of the equations of motion are transformed into a series of deterministic pseudo-excitations based on PEM and the wheel-rail contact relationship. A computer code is developed to obtain the time-dependent random responses of the entire system. As a case study, the random vibration characteristics of an ICE-3 high-speed train traversing a seven-span continuous girder bridge simultaneously excited by track irregularities and traveling seismic waves are analyzed. The influence of train speed and seismic wave propagation velocity on the random vibration characteristics of the bridge and train are discussed.

Informational approach to the analysis of acoustic signals

NASA Astrophysics Data System (ADS)

Senkevich, Yuriy; Dyuk, Vyacheslav; Mishchenko, Mikhail; Solodchuk, Alexandra

2017-10-01

The example of linguistic processing of acoustic signals of a seismic event would be an information approach to the processing of non-stationary signals. The method for converting an acoustic signal into an information message is described by identifying repetitive self-similar patterns. The definitions of the event selection indicators in the symbolic recording of the acoustic signal are given. The results of processing an acoustic signal by a computer program realizing the processing of linguistic data are shown. Advantages and disadvantages of using software algorithms are indicated.

Redefine Water Infrastructure Adaptation to a Nonstationary Climate (Editorial)

EPA Science Inventory

The statement “Climate Stationarity is Dead” by Milly et al. (2008) stresses the need to evaluate and when necessary, incorporate non-stationary hydroclimatic changes into water resources and infrastructure planning and engineering. Variations of this theme echo in several other ...

Nonstationary Intensity-Duration-Frequency Curves for Drainge Infrastructure Coping with Climate Change

NASA Astrophysics Data System (ADS)

Kim, Byung Sik; Jeung, Se Jin; Lee, Dong Seop; Han, Woo Suk

2015-04-01

As the abnormal rainfall condition has been more and more frequently happen and serious by climate change and variabilities, the question whether the design of drainage system could be prepared with abnormal rainfall condition or not has been on the rise. Usually, the drainage system has been designed by rainfall I-D-F (Intensity-Duration-Frequency) curve with assumption that I-D-F curve is stationary. The design approach of the drainage system has limitation not to consider the extreme rainfall condition of which I-D-F curve is non-stationary by climate change and variabilities. Therefore, the assumption that the I-D-F curve is stationary to design drainage system maybe not available in the climate change period, because climate change has changed the characteristics of extremes rainfall event to be non-stationary. In this paper, design rainfall by rainfall duration and non-stationary I-D-F curve are derived by the conditional GEV distribution considering non-stationary of rainfall characteristics. Furthermore, the effect of designed peak flow with increase of rainfall intensity was analyzed by distributed rainfall-runoff model, S-RAT(Spatial Runoff Assessment Tool). Although there are some difference by rainfall duration, the traditional I-D-F curves underestimates the extreme rainfall events for high-frequency rainfall condition. As a result, this paper suggest that traditional I-D-F curves could not be suitable for the design of drainage system under climate change condition. Keywords : Drainage system, Climate Change, non-stationary, I-D-F curves This research was supported by a grant 'Development of multi-function debris flow control technique considering extreme rainfall event' [NEMA-Natural-2014-74] from the Natural Hazard Mitigation Research Group, National Emergency Management Agency of KOREA

Urbanization Induces Nonstationarity in Extreme Rainfall Characteristics over Contiguous United States

NASA Astrophysics Data System (ADS)

Singh, J.; Paimazumder, D.; Mohanty, M. P.; Ghosh, S.; Karmakar, S.

2017-12-01

The statistical assumption of stationarity in hydrologic extreme time/event series has been relied heavily in frequency analysis. However, due to the perceivable impacts of climate change, urbanization and land use pattern, assumption of stationarity in hydrologic time series will draw erroneous results, which in turn may affect the policy and decision-making. Also, it may no longer be reasonable to model rainfall extremes as a stationary process, yet nearly all-existing infrastructure design, water resource planning methods assume that historical extreme rainfall events will remain unchanged in the future. Therefore, a comprehensive multivariate nonstationary frequency analysis has been conducted for the CONUS to identify the precipitation characteristics (intensity, duration and depth) responsible for significant nonstationarity. We use 0.250 resolution of precipitation data for a period of 1948-2006, in a Generalized Additive Model for Location, Scale and Shape (GAMLSS) framework. A cluster of 74 GAMLSS models has been developed by considering nonstationarity in different combinations of distribution parameters through different regression techniques, and the best-fit model is further applied for bivariate analysis. Next, four demographic variables i.e. population density, housing unit, low income population and population below poverty line, have been utilized to identify the urbanizing regions through developing urbanization index. Furthermore to strengthen the analysis, Land cover map for 1992, 2001 and 2006 have been utilized to identify the location with the high change in impervious surface. The results show significant differences in the 50- and 100-year intensity, volume and duration estimated under the both stationary and nonstationary condition in urbanizing regions. Further results exhibit that rainfall duration has been decreased while, rainfall volume has been increased under nonstationary condition, which indicates increasing flood potential of rainfall events. The present study facilitate the understanding of anthropogenic climate change to extreme rainfall characteristics i.e. intensity, volume and duration, which could be utilized in designing flood control structure through a proposed nonstationary modeling.

Surface electromyography based muscle fatigue detection using high-resolution time-frequency methods and machine learning algorithms.

PubMed

Karthick, P A; Ghosh, Diptasree Maitra; Ramakrishnan, S

2018-02-01

Surface electromyography (sEMG) based muscle fatigue research is widely preferred in sports science and occupational/rehabilitation studies due to its noninvasiveness. However, these signals are complex, multicomponent and highly nonstationary with large inter-subject variations, particularly during dynamic contractions. Hence, time-frequency based machine learning methodologies can improve the design of automated system for these signals. In this work, the analysis based on high-resolution time-frequency methods, namely, Stockwell transform (S-transform), B-distribution (BD) and extended modified B-distribution (EMBD) are proposed to differentiate the dynamic muscle nonfatigue and fatigue conditions. The nonfatigue and fatigue segments of sEMG signals recorded from the biceps brachii of 52 healthy volunteers are preprocessed and subjected to S-transform, BD and EMBD. Twelve features are extracted from each method and prominent features are selected using genetic algorithm (GA) and binary particle swarm optimization (BPSO). Five machine learning algorithms, namely, naïve Bayes, support vector machine (SVM) of polynomial and radial basis kernel, random forest and rotation forests are used for the classification. The results show that all the proposed time-frequency distributions (TFDs) are able to show the nonstationary variations of sEMG signals. Most of the features exhibit statistically significant difference in the muscle fatigue and nonfatigue conditions. The maximum number of features (66%) is reduced by GA and BPSO for EMBD and BD-TFD respectively. The combination of EMBD- polynomial kernel based SVM is found to be most accurate (91% accuracy) in classifying the conditions with the features selected using GA. The proposed methods are found to be capable of handling the nonstationary and multicomponent variations of sEMG signals recorded in dynamic fatiguing contractions. Particularly, the combination of EMBD- polynomial kernel based SVM could be used to detect the dynamic muscle fatigue conditions. Copyright © 2017 Elsevier B.V. All rights reserved.

Analyzing Developmental Processes on an Individual Level Using Nonstationary Time Series Modeling

ERIC Educational Resources Information Center

Molenaar, Peter C. M.; Sinclair, Katerina O.; Rovine, Michael J.; Ram, Nilam; Corneal, Sherry E.

2009-01-01

Individuals change over time, often in complex ways. Generally, studies of change over time have combined individuals into groups for analysis, which is inappropriate in most, if not all, studies of development. The authors explain how to identify appropriate levels of analysis (individual vs. group) and demonstrate how to estimate changes in…

Development of an Imaging Fourier Transform Spectrometer

DTIC Science & Technology

1986-05-01

during multiple tests or concurrently applying many identical instrument systems to a single test. These difficult, expensive, and time-consuming...processes would introduce AEDC-TR-86-17 uncertainties due to nonstationary sources and instrument instability associated with multiple firings or... multiple instruments. For even moderate spatial, spectral, and temporal resolution, none of the previously mentioned approaches is reasonable. The

Multi-scale Quantitative Precipitation Forecasting Using Nonlinear and Nonstationary Teleconnection Signals and Artificial Neural Network Models

EPA Science Inventory

Global sea surface temperature (SST) anomalies can affect terrestrial precipitation via ocean-atmosphere interaction known as climate teleconnection. Non-stationary and non-linear characteristics of the ocean-atmosphere system make the identification of the teleconnection signals...

Application of Hamilton's Law of Varying Action

NASA Technical Reports Server (NTRS)

Bailey, C. D.

1973-01-01

The application of Hamilton's Law to the direct solution of nonstationary as well as stationary problems in mechanics of solids is discussed. Solutions are demonstrated for conservative and monconservative, stationary and/or nonstationary particle motion. Mathematical models are developed to establish the relationships of the parameters.

A risk-based approach to flood management decisions in a nonstationary world

NASA Astrophysics Data System (ADS)

Rosner, Ana; Vogel, Richard M.; Kirshen, Paul H.

2014-03-01

Traditional approaches to flood management in a nonstationary world begin with a null hypothesis test of "no trend" and its likelihood, with little or no attention given to the likelihood that we might ignore a trend if it really existed. Concluding a trend exists when it does not, or rejecting a trend when it exists are known as type I and type II errors, respectively. Decision-makers are poorly served by statistical and/or decision methods that do not carefully consider both over- and under-preparation errors, respectively. Similarly, little attention is given to how to integrate uncertainty in our ability to detect trends into a flood management decision context. We show how trend hypothesis test results can be combined with an adaptation's infrastructure costs and damages avoided to provide a rational decision approach in a nonstationary world. The criterion of expected regret is shown to be a useful metric that integrates the statistical, economic, and hydrological aspects of the flood management problem in a nonstationary world.

A study of the breast cancer dynamics in North Carolina.

PubMed

Christakos, G; Lai, J J

1997-11-01

This work is concerned with the study of breast cancer incidence in the State of North Carolina. Methodologically, the current analysis illustrates the importance of spatiotemporal random field modelling and introduces a mode of reasoning that is based on a combination of inductive and deductive processes. The composite space/time analysis utilizes the variability characteristics of incidence and the mathematical features of the random field model to fit it to the data. The analysis is significantly general and can efficiently represent non-homogeneous and non-stationary characteristics of breast cancer variation. Incidence predictions are produced using data at the same time period as well as data from other time periods and disease registries. The random field provides a rigorous and systematic method for generating detailed maps, which offer a quantitative description of the incidence variation from place to place and from time to time, together with a measure of the accuracy of the incidence maps. Spatiotemporal mapping accounts for the geographical locations and the time instants of the incidence observations, which is not usually the case with most empirical Bayes methods. It is also more accurate than purely spatial statistics methods, and can offer valuable information about the breast cancer risk and dynamics in North Carolina. Field studies could be initialized in high-rate areas identified by the maps in an effort to uncover environmental or life-style factors that might be responsible for the high risk rates. Also, the incidence maps can help elucidate causal mechanisms, explain disease occurrences at a certain scale, and offer guidance in health management and administration.

Novel sonar signal processing tool using Shannon entropy

DOE Office of Scientific and Technical Information (OSTI.GOV)

Quazi, A.H.

1996-06-01

Traditionally, conventional signal processing extracts information from sonar signals using amplitude, signal energy or frequency domain quantities obtained using spectral analysis techniques. The object is to investigate an alternate approach which is entirely different than that of traditional signal processing. This alternate approach is to utilize the Shannon entropy as a tool for the processing of sonar signals with emphasis on detection, classification, and localization leading to superior sonar system performance. Traditionally, sonar signals are processed coherently, semi-coherently, and incoherently, depending upon the a priori knowledge of the signals and noise. Here, the detection, classification, and localization technique will bemore » based on the concept of the entropy of the random process. Under a constant energy constraint, the entropy of a received process bearing finite number of sample points is maximum when hypothesis H{sub 0} (that the received process consists of noise alone) is true and decreases when correlated signal is present (H{sub 1}). Therefore, the strategy used for detection is: (I) Calculate the entropy of the received data; then, (II) compare the entropy with the maximum value; and, finally, (III) make decision: H{sub 1} is assumed if the difference is large compared to pre-assigned threshold and H{sub 0} is otherwise assumed. The test statistics will be different between entropies under H{sub 0} and H{sub 1}. Here, we shall show the simulated results for detecting stationary and non-stationary signals in noise, and results on detection of defects in a Plexiglas bar using an ultrasonic experiment conducted by Hughes. {copyright} {ital 1996 American Institute of Physics.}« less

Dynamic Factor Analysis of Nonstationary Multivariate Time Series.

ERIC Educational Resources Information Center

Molenaar, Peter C. M.; And Others

1992-01-01

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

Nonstationary Extreme Value Analysis in a Changing Climate: A Software Package

NASA Astrophysics Data System (ADS)

Cheng, L.; AghaKouchak, A.; Gilleland, E.

2013-12-01

Numerous studies show that climatic extremes have increased substantially in the second half of the 20th century. For this reason, analysis of extremes under a nonstationary assumption has received a great deal of attention. This paper presents a software package developed for estimation of return levels, return periods, and risks of climatic extremes in a changing climate. This MATLAB software package offers tools for analysis of climate extremes under both stationary and non-stationary assumptions. The Nonstationary Extreme Value Analysis (hereafter, NEVA) provides an efficient and generalized framework for analyzing extremes using Bayesian inference. NEVA estimates the extreme value parameters using a Differential Evolution Markov Chain (DE-MC) which utilizes the genetic algorithm Differential Evolution (DE) for global optimization over the real parameter space with the Markov Chain Monte Carlo (MCMC) approach and has the advantage of simplicity, speed of calculation and convergence over conventional MCMC. NEVA also offers the confidence interval and uncertainty bounds of estimated return levels based on the sampled parameters. NEVA integrates extreme value design concepts, data analysis tools, optimization and visualization, explicitly designed to facilitate analysis extremes in geosciences. The generalized input and output files of this software package make it attractive for users from across different fields. Both stationary and nonstationary components of the package are validated for a number of case studies using empirical return levels. The results show that NEVA reliably describes extremes and their return levels.

An effective solution to the nonlinear, nonstationary Navier-Stokes equations for two dimensions

NASA Technical Reports Server (NTRS)

Gabrielsen, R. E.

1975-01-01

A sequence of approximate solutions for the nonlinear, nonstationary Navier-Stokes equations for a two-dimensional domain, from which explicit error estimates and rates of convergence are obtained, is described. This sequence of approximate solutions is based primarily on the Newton-Kantorovich method.

Isotopically nonstationary metabolic flux analysis (INST-MFA) of photosynthesis and photorespiration in plants

USDA-ARS?s Scientific Manuscript database

Photorespiration is a central component of photosynthesis; however to better understand its role it should be viewed in the context of an integrated metabolic network rather than a series of individual reactions that operate independently. Isotopically nonstationary 13C metabolic flux analysis (INST...

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

PubMed

Houseman, E Andres; Virji, M Abbas

2017-08-01

Direct reading instruments are valuable tools for measuring exposure as they provide real-time measurements for rapid decision making. However, their use is limited to general survey applications in part due to issues related to their performance. Moreover, statistical analysis of real-time data is complicated by autocorrelation among successive measurements, non-stationary time series, and the presence of left-censoring due to limit-of-detection (LOD). A Bayesian framework is proposed that accounts for non-stationary autocorrelation and LOD issues in exposure time-series data in order to model workplace factors that affect exposure and estimate summary statistics for tasks or other covariates of interest. A spline-based approach is used to model non-stationary autocorrelation with relatively few assumptions about autocorrelation structure. Left-censoring is addressed by integrating over the left tail of the distribution. The model is fit using Markov-Chain Monte Carlo within a Bayesian paradigm. The method can flexibly account for hierarchical relationships, random effects and fixed effects of covariates. The method is implemented using the rjags package in R, and is illustrated by applying it to real-time exposure data. Estimates for task means and covariates from the Bayesian model are compared to those from conventional frequentist models including linear regression, mixed-effects, and time-series models with different autocorrelation structures. Simulations studies are also conducted to evaluate method performance. Simulation studies with percent of measurements below the LOD ranging from 0 to 50% showed lowest root mean squared errors for task means and the least biased standard deviations from the Bayesian model compared to the frequentist models across all levels of LOD. In the application, task means from the Bayesian model were similar to means from the frequentist models, while the standard deviations were different. Parameter estimates for covariates were significant in some frequentist models, but in the Bayesian model their credible intervals contained zero; such discrepancies were observed in multiple datasets. Variance components from the Bayesian model reflected substantial autocorrelation, consistent with the frequentist models, except for the auto-regressive moving average model. Plots of means from the Bayesian model showed good fit to the observed data. The proposed Bayesian model provides an approach for modeling non-stationary autocorrelation in a hierarchical modeling framework to estimate task means, standard deviations, quantiles, and parameter estimates for covariates that are less biased and have better performance characteristics than some of the contemporary methods. Published by Oxford University Press on behalf of the British Occupational Hygiene Society 2017.

Just-in-time adaptive classifiers-part II: designing the classifier.

PubMed

Alippi, Cesare; Roveri, Manuel

2008-12-01

Aging effects, environmental changes, thermal drifts, and soft and hard faults affect physical systems by changing their nature and behavior over time. To cope with a process evolution adaptive solutions must be envisaged to track its dynamics; in this direction, adaptive classifiers are generally designed by assuming the stationary hypothesis for the process generating the data with very few results addressing nonstationary environments. This paper proposes a methodology based on k-nearest neighbor (NN) classifiers for designing adaptive classification systems able to react to changing conditions just-in-time (JIT), i.e., exactly when it is needed. k-NN classifiers have been selected for their computational-free training phase, the possibility to easily estimate the model complexity k and keep under control the computational complexity of the classifier through suitable data reduction mechanisms. A JIT classifier requires a temporal detection of a (possible) process deviation (aspect tackled in a companion paper) followed by an adaptive management of the knowledge base (KB) of the classifier to cope with the process change. The novelty of the proposed approach resides in the general framework supporting the real-time update of the KB of the classification system in response to novel information coming from the process both in stationary conditions (accuracy improvement) and in nonstationary ones (process tracking) and in providing a suitable estimate of k. It is shown that the classification system grants consistency once the change targets the process generating the data in a new stationary state, as it is the case in many real applications.

Dynamic target ionization using an ultrashort pulse of a laser field

NASA Astrophysics Data System (ADS)

Makarov, D. N.; Matveev, V. I.; Makarova, K. A.

2014-09-01

Ionization processes under the interaction of an ultrashort pulse of an electromagnetic field with atoms in nonstationary states are considered. As an example, the ionization probability of the hydrogen-like atom upon the decay of quasi-stationary state is calculated. The method developed can be applied to complex systems, including targets in collisional states and various chemical reactions.

Domination Problem for Vector Measures and Applications to Nonstationary Processes.

DTIC Science & Technology

1981-09-23

meas- ures, which have p-semi-variation finite, I a p a 2 . The work here do- pieda in part on an inequality of Grothendieck- Pietsch . The rest of the...7], Corol. 2 to Thi. 4.3 and Prop. 3.1, the Latter is the Grothendieck- Pietsch inequality alluded to in the Introduction), the space I - C(S) being

Wavelet transform based on inner product in fault diagnosis of rotating machinery: A review

NASA Astrophysics Data System (ADS)

Chen, Jinglong; Li, Zipeng; Pan, Jun; Chen, Gaige; Zi, Yanyang; Yuan, Jing; Chen, Binqiang; He, Zhengjia

2016-03-01

As a significant role in industrial equipment, rotating machinery fault diagnosis (RMFD) always draws lots of attention for guaranteeing product quality and improving economic benefit. But non-stationary vibration signal with a large amount of noise on abnormal condition of weak fault or compound fault in many cases would lead to this task challenging. As one of the most powerful non-stationary signal processing techniques, wavelet transform (WT) has been extensively studied and widely applied in RMFD. Numerous publications about the study and applications of WT for RMFD have been presented to academic journals, technical reports and conference proceedings. Many previous publications admit that WT can be realized by means of inner product principle of signal and wavelet base. This paper verifies the essence on inner product operation of WT by simulation and field experiments. Then the development process of WT based on inner product is concluded and the applications of major developments in RMFD are also summarized. Finally, super wavelet transform as an important prospect of WT based on inner product are presented and discussed. It is expected that this paper can offer an in-depth and comprehensive references for researchers and help them with finding out further research topics.

General interference law for nonstationary, separable optical fields.

PubMed

Manea, Vladimir

2009-09-01

An approach to the theory of partial coherence for nonstationary optical fields is presented. Starting with a spectral representation, a favorable decomposition of the optical signals is discussed that supports a natural extension of the mathematical formalism. The coherence functions are redefined, but still as temporal correlation functions, allowing the obtaining of a more general form of the interference law for partially coherent optical signals. The general theory is applied in some relevant particular cases of nonstationary interference, namely, with quasi-monochromatic beams of different frequencies and with phase-modulated quasi-monochromatic beams of similar frequency spectra. All the results of the general treatment are reducible to the ones given in the literature for the case of stationary interference.

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

PubMed

Ni, He; Yin, Hujun

2008-12-01

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

Stochastic speckle noise compensation in optical coherence tomography using non-stationary spline-based speckle noise modelling.

PubMed

Cameron, Andrew; Lui, Dorothy; Boroomand, Ameneh; Glaister, Jeffrey; Wong, Alexander; Bizheva, Kostadinka

2013-01-01

Optical coherence tomography (OCT) allows for non-invasive 3D visualization of biological tissue at cellular level resolution. Often hindered by speckle noise, the visualization of important biological tissue details in OCT that can aid disease diagnosis can be improved by speckle noise compensation. A challenge with handling speckle noise is its inherent non-stationary nature, where the underlying noise characteristics vary with the spatial location. In this study, an innovative speckle noise compensation method is presented for handling the non-stationary traits of speckle noise in OCT imagery. The proposed approach centers on a non-stationary spline-based speckle noise modeling strategy to characterize the speckle noise. The novel method was applied to ultra high-resolution OCT (UHROCT) images of the human retina and corneo-scleral limbus acquired in-vivo that vary in tissue structure and optical properties. Test results showed improved performance of the proposed novel algorithm compared to a number of previously published speckle noise compensation approaches in terms of higher signal-to-noise ratio (SNR), contrast-to-noise ratio (CNR) and better overall visual assessment.

Stochastic speckle noise compensation in optical coherence tomography using non-stationary spline-based speckle noise modelling

PubMed Central

Cameron, Andrew; Lui, Dorothy; Boroomand, Ameneh; Glaister, Jeffrey; Wong, Alexander; Bizheva, Kostadinka

2013-01-01

Optical coherence tomography (OCT) allows for non-invasive 3D visualization of biological tissue at cellular level resolution. Often hindered by speckle noise, the visualization of important biological tissue details in OCT that can aid disease diagnosis can be improved by speckle noise compensation. A challenge with handling speckle noise is its inherent non-stationary nature, where the underlying noise characteristics vary with the spatial location. In this study, an innovative speckle noise compensation method is presented for handling the non-stationary traits of speckle noise in OCT imagery. The proposed approach centers on a non-stationary spline-based speckle noise modeling strategy to characterize the speckle noise. The novel method was applied to ultra high-resolution OCT (UHROCT) images of the human retina and corneo-scleral limbus acquired in-vivo that vary in tissue structure and optical properties. Test results showed improved performance of the proposed novel algorithm compared to a number of previously published speckle noise compensation approaches in terms of higher signal-to-noise ratio (SNR), contrast-to-noise ratio (CNR) and better overall visual assessment. PMID:24049697

Frequency Analysis of Extreme Sub-Daily Precipitation under Stationary and Non-Stationary Conditions across Two Contrasting Hydroclimatic Environments

NASA Astrophysics Data System (ADS)

Demaria, E. M.; Goodrich, D. C.; Keefer, T.

2017-12-01

Observed sub-daily precipitation intensities from contrasting hydroclimatic environments in the USA are used to evaluate temporal trends and to develop Intensity-Duration Frequency (IDF) curves under stationary and nonstationary climatic conditions. Analyses are based on observations from two United States Department of Agriculture (USDA)-Agricultural Research Service (ARS) experimental watersheds located in a semi-arid and a temperate environment. We use an Annual Maximum Series (AMS) and a Partial Duration Series (PDS) approach to identify temporal trends in maximum intensities for durations ranging from 5- to 1440-minutes. A Bayesian approach with Monte Carlo techniques is used to incorporate the effect of non-stationary climatic assumptions in the IDF curves. The results show increasing trends in observed AMS sub-daily intensities in both watersheds whereas trends in the PDS observations are mostly positive in the semi-arid site and a mix of positive and negative in the temperate site. Stationary climate assumptions lead to much lower estimated sub-daily intensities than those under non-stationary assumptions with larger absolute differences found for shorter durations and smaller return periods. The risk of failure (R) of a hydraulic structure is increased for non-stationary effects over those of stationary effects, with absolute differences of 25% for a 100-year return period (T) and a project life (n) of 100 years. The study highlights the importance of considering non-stationarity, due to natural variability or to climate change, in storm design.

Multiple causes of nonstationarity in the Weihe annual low-flow series

NASA Astrophysics Data System (ADS)

Xiong, Bin; Xiong, Lihua; Chen, Jie; Xu, Chong-Yu; Li, Lingqi

2018-02-01

Under the background of global climate change and local anthropogenic activities, multiple driving forces have introduced various nonstationary components into low-flow series. This has led to a high demand on low-flow frequency analysis that considers nonstationary conditions for modeling. In this study, through a nonstationary frequency analysis framework with the generalized linear model (GLM) to consider time-varying distribution parameters, the multiple explanatory variables were incorporated to explain the variation in low-flow distribution parameters. These variables are comprised of the three indices of human activities (HAs; i.e., population, POP; irrigation area, IAR; and gross domestic product, GDP) and the eight measuring indices of the climate and catchment conditions (i.e., total precipitation P, mean frequency of precipitation events λ, temperature T, potential evapotranspiration (EP), climate aridity index AIEP, base-flow index (BFI), recession constant K and the recession-related aridity index AIK). This framework was applied to model the annual minimum flow series of both Huaxian and Xianyang gauging stations in the Weihe River, China (also known as the Wei He River). The results from stepwise regression for the optimal explanatory variables show that the variables related to irrigation, recession, temperature and precipitation play an important role in modeling. Specifically, analysis of annual minimum 30-day flow in Huaxian shows that the nonstationary distribution model with any one of all explanatory variables is better than the one without explanatory variables, the nonstationary gamma distribution model with four optimal variables is the best model and AIK is of the highest relative importance among these four variables, followed by IAR, BFI and AIEP. We conclude that the incorporation of multiple indices related to low-flow generation permits tracing various driving forces. The established link in nonstationary analysis will be beneficial to analyze future occurrences of low-flow extremes in similar areas.

Industrial application of ultrasound based in-line rheometry: From stationary to pulsating pipe flow of chocolate suspension in precrystallization process

NASA Astrophysics Data System (ADS)

Ouriev, Boris; Windhab, Erich; Braun, Peter; Birkhofer, Beat

2004-10-01

In-line visualization and on-line characterization of nontransparent fluids becomes an important subject for process development in food and nonfood industries. In our work, a noninvasive Doppler ultrasound-based technique is introduced. Such a technique is applied for investigation of nonstationary flow in the chocolate precrystallization process. Unstable flow conditions were induced by abrupt flow interruption and were followed up by strong flow pulsations in the piping system. While relying on available process information, such as absolute pressures and temperatures, no analyses of flow conditions or characterization of suspension properties could possibly be done. It is obvious that chocolate flow properties are sensitive to flow boundary conditions. Therefore, it becomes essential to perform reliable structure state monitoring and particularly in application to nonstationary flow processes. Such flow instabilities in chocolate processing can often lead to failed product quality with interruption of the mainstream production. As will be discussed, a combination of flow velocity profiles, on-line fit into flow profiles, and pressure difference measurement are sufficient for reliable analyses of fluid properties and flow boundary conditions as well as monitoring of the flow state. Analyses of the flow state and flow properties of chocolate suspension are based on on-line measurement of one-dimensional velocity profiles across the flow channel and their on-line characterization with the power-law model. Conclusions about flow boundary conditions were drawn from a calculated velocity standard mean deviation, the parameters of power-law fit into velocity profiles, and volumetric flow rate information.

Ship detection using STFT sea background statistical modeling for large-scale oceansat remote sensing image

NASA Astrophysics Data System (ADS)

Wang, Lixia; Pei, Jihong; Xie, Weixin; Liu, Jinyuan

2018-03-01

Large-scale oceansat remote sensing images cover a big area sea surface, which fluctuation can be considered as a non-stationary process. Short-Time Fourier Transform (STFT) is a suitable analysis tool for the time varying nonstationary signal. In this paper, a novel ship detection method using 2-D STFT sea background statistical modeling for large-scale oceansat remote sensing images is proposed. First, the paper divides the large-scale oceansat remote sensing image into small sub-blocks, and 2-D STFT is applied to each sub-block individually. Second, the 2-D STFT spectrum of sub-blocks is studied and the obvious different characteristic between sea background and non-sea background is found. Finally, the statistical model for all valid frequency points in the STFT spectrum of sea background is given, and the ship detection method based on the 2-D STFT spectrum modeling is proposed. The experimental result shows that the proposed algorithm can detect ship targets with high recall rate and low missing rate.

Quantized Electromagnetic-Field Propagation in General Non-Local and Non-Stationary Dispersive and Absorbing Media

NASA Astrophysics Data System (ADS)

Jacobs, Verne

Dynamical descriptions for the propagation of quantized electromagnetic fields, in the presence of environmental interactions, are systematically and self-consistently developed in the complimentary Schrödinger and Heisenberg pictures. An open-systems (non-equilibrium) quantum-electrodynamics description is thereby provided for electromagnetic-field propagation in general non-local and non-stationary dispersive and absorbing optical media, including a fundamental microscopic treatment of decoherence and relaxation processes due to environmental collisional and electromagnetic interactions. Particular interest is centered on entangled states and other non-classical states of electromagnetic fields, which may be created by non-linear electromagnetic interactions and detected by the measurement of various electromagnetic-field correlation functions. Accordingly, we present dynamical descriptions based on general forms of electromagnetic-field correlation functions involving both the electric-field and the magnetic-field components of the electromagnetic field, which are treated on an equal footing. Work supported by the Office of Naval Research through the Basic Research Program at The Naval Research Laboratory.

Metabolic Flux Analysis in Isotope Labeling Experiments Using the Adjoint Approach.

PubMed

Mottelet, Stephane; Gaullier, Gil; Sadaka, Georges

2017-01-01

Comprehension of metabolic pathways is considerably enhanced by metabolic flux analysis (MFA-ILE) in isotope labeling experiments. The balance equations are given by hundreds of algebraic (stationary MFA) or ordinary differential equations (nonstationary MFA), and reducing the number of operations is therefore a crucial part of reducing the computation cost. The main bottleneck for deterministic algorithms is the computation of derivatives, particularly for nonstationary MFA. In this article, we explain how the overall identification process may be speeded up by using the adjoint approach to compute the gradient of the residual sum of squares. The proposed approach shows significant improvements in terms of complexity and computation time when it is compared with the usual (direct) approach. Numerical results are obtained for the central metabolic pathways of Escherichia coli and are validated against reference software in the stationary case. The methods and algorithms described in this paper are included in the sysmetab software package distributed under an Open Source license at http://forge.scilab.org/index.php/p/sysmetab/.

Transient reaction of an elastic half-plane on a source of a concentrated boundary disturbance

NASA Astrophysics Data System (ADS)

Okonechnikov, A. S.; Tarlakovski, D. V.; Ul'yashina, A. N.; Fedotenkov, G. V.

2016-11-01

One of the key problems in studying the non-stationary processes of solid mechanics is obtaining of influence functions. These functions serve as solutions for the problems of effect of sudden concentrated loads on a body with linear elastic properties. Knowledge of the influence functions allows us to obtain the solutions for the problems with non-mixed boundary and initial conditions in the form of quadrature formulae with the help of superposition principle, as well as get the integral governing equations for the problems with mixed boundary and initial conditions. This paper offers explicit derivations for all nonstationary surface influence functions of an elastic half-plane in a plane strain condition. It is achieved with the help of combined inverse transform of a Fourier-Laplace integral transformation. The external disturbance is both dynamic and kinematic. The derived functions in xτ-domain are studied to find and describe singularities and are supplemented with graphs.

High-resolution time-frequency representation of EEG data using multi-scale wavelets

NASA Astrophysics Data System (ADS)

Li, Yang; Cui, Wei-Gang; Luo, Mei-Lin; Li, Ke; Wang, Lina

2017-09-01

An efficient time-varying autoregressive (TVAR) modelling scheme that expands the time-varying parameters onto the multi-scale wavelet basis functions is presented for modelling nonstationary signals and with applications to time-frequency analysis (TFA) of electroencephalogram (EEG) signals. In the new parametric modelling framework, the time-dependent parameters of the TVAR model are locally represented by using a novel multi-scale wavelet decomposition scheme, which can allow the capability to capture the smooth trends as well as track the abrupt changes of time-varying parameters simultaneously. A forward orthogonal least square (FOLS) algorithm aided by mutual information criteria are then applied for sparse model term selection and parameter estimation. Two simulation examples illustrate that the performance of the proposed multi-scale wavelet basis functions outperforms the only single-scale wavelet basis functions or Kalman filter algorithm for many nonstationary processes. Furthermore, an application of the proposed method to a real EEG signal demonstrates the new approach can provide highly time-dependent spectral resolution capability.

Decoupled tracking and thermal monitoring of non-stationary targets.

PubMed

Tan, Kok Kiong; Zhang, Yi; Huang, Sunan; Wong, Yoke San; Lee, Tong Heng

2009-10-01

Fault diagnosis and predictive maintenance address pertinent economic issues relating to production systems as an efficient technique can continuously monitor key health parameters and trigger alerts when critical changes in these variables are detected, before they lead to system failures and production shutdowns. In this paper, we present a decoupled tracking and thermal monitoring system which can be used on non-stationary targets of closed systems such as machine tools. There are three main contributions from the paper. First, a vision component is developed to track moving targets under a monitor. Image processing techniques are used to resolve the target location to be tracked. Thus, the system is decoupled and applicable to closed systems without the need for a physical integration. Second, an infrared temperature sensor with a built-in laser for locating the measurement spot is deployed for non-contact temperature measurement of the moving target. Third, a predictive motion control system holds the thermal sensor and follows the moving target efficiently to enable continuous temperature measurement and monitoring.

Proposed military handbook for dynamic data acquisition and analysis - An invitation to review

NASA Technical Reports Server (NTRS)

Himelblau, Harry; Wise, James H.; Piersol, Allan G.; Grundvig, Max R.

1990-01-01

A draft Military Handbook prepared under the sponsorship of the USAF Space Division is presently being distributed throughout the U.S. for review by the aerospace community. This comprehensive document provides recommended guidelines for the acquisition and analysis of structural dynamics and aeroacoustic data, and is intended to reduce the errors and variability commonly found in flight, ground and laboratory dynamic test measurements. In addition to the usual variety of measurement problems encountered in the definition of dynamic loads, the development of design and test criteria, and the analysis of failures, special emphasis is given to certain state-of-the-art topics, such as pyroshock data acquisition and nonstationary random data analysis.

Stationary and non-stationary extreme value modeling of extreme temperature in Malaysia

NASA Astrophysics Data System (ADS)

Hasan, Husna; Salleh, Nur Hanim Mohd; Kassim, Suraiya

2014-09-01

Extreme annual temperature of eighteen stations in Malaysia is fitted to the Generalized Extreme Value distribution. Stationary and non-stationary models with trend are considered for each station and the Likelihood Ratio test is used to determine the best-fitting model. Results show that three out of eighteen stations i.e. Bayan Lepas, Labuan and Subang favor a model which is linear in the location parameter. A hierarchical cluster analysis is employed to investigate the existence of similar behavior among the stations. Three distinct clusters are found in which one of them consists of the stations that favor the non-stationary model. T-year estimated return levels of the extreme temperature are provided based on the chosen models.

Non-stationary dynamics in the bouncing ball: A wavelet perspective

DOE Office of Scientific and Technical Information (OSTI.GOV)

Behera, Abhinna K., E-mail: abhinna@iiserkol.ac.in; Panigrahi, Prasanta K., E-mail: pprasanta@iiserkol.ac.in; Sekar Iyengar, A. N., E-mail: ansekar.iyengar@saha.ac.in

2014-12-01

The non-stationary dynamics of a bouncing ball, comprising both periodic as well as chaotic behavior, is studied through wavelet transform. The multi-scale characterization of the time series displays clear signatures of self-similarity, complex scaling behavior, and periodicity. Self-similar behavior is quantified by the generalized Hurst exponent, obtained through both wavelet based multi-fractal detrended fluctuation analysis and Fourier methods. The scale dependent variable window size of the wavelets aptly captures both the transients and non-stationary periodic behavior, including the phase synchronization of different modes. The optimal time-frequency localization of the continuous Morlet wavelet is found to delineate the scales corresponding tomore » neutral turbulence, viscous dissipation regions, and different time varying periodic modulations.« less

Applications of Hilbert Spectral Analysis for Speech and Sound Signals

NASA Technical Reports Server (NTRS)

Huang, Norden E.

2003-01-01

A new method for analyzing nonlinear and nonstationary data has been developed, and the natural applications are to speech and sound signals. The key part of the method is the Empirical Mode Decomposition method with which any complicated data set can be decomposed into a finite and often small number of Intrinsic Mode Functions (IMF). An IMF is defined as any function having the same numbers of zero-crossing and extrema, and also having symmetric envelopes defined by the local maxima and minima respectively. The IMF also admits well-behaved Hilbert transform. This decomposition method is adaptive, and, therefore, highly efficient. Since the decomposition is based on the local characteristic time scale of the data, it is applicable to nonlinear and nonstationary processes. With the Hilbert transform, the Intrinsic Mode Functions yield instantaneous frequencies as functions of time, which give sharp identifications of imbedded structures. This method invention can be used to process all acoustic signals. Specifically, it can process the speech signals for Speech synthesis, Speaker identification and verification, Speech recognition, and Sound signal enhancement and filtering. Additionally, as the acoustical signals from machinery are essentially the way the machines are talking to us. Therefore, the acoustical signals, from the machines, either from sound through air or vibration on the machines, can tell us the operating conditions of the machines. Thus, we can use the acoustic signal to diagnosis the problems of machines.

Climate is changing, everything is flowing, stationarity is immortal

NASA Astrophysics Data System (ADS)

Koutsoyiannis, Demetris; Montanari, Alberto

2015-04-01

There is no doubt that climate is changing -- and ever has been. The environment is also changing and in the last decades, as a result of demographic change and technological advancement, environmental change has been accelerating. These affect also the hydrological processes, whose changes in connection with rapidly changing human systems have been the focus of the new scientific decade 2013-2022 of the International Association of Hydrological Sciences, entitled "Panta Rhei - Everything Flows". In view of the changing systems, it has recently suggested that, when dealing with water management and hydrological extremes, stationarity is no longer a proper assumption. Hence, it was proposed that hydrological processes should be treated as nonstationary. Two main reasons contributed to this perception. First, the climate models project a future hydroclimate that will be different from the current one. Second, as streamflow record become longer, they indicate the presence of upward or downward trends. However, till now hydroclimatic projections made in the recent past have not been verified. At the same time, evidence from quite longer records, instrumental or proxy, suggest that local trends are omnipresent but not monotonic; rather at some time upward trends turn to downward ones and vice versa. These observations suggest that improvident dismiss of stationarity and adoption of nonstationary descriptions based either on climate model outputs or observed trends may entail risks. The risks stem from the facts that the future can be different from what was deterministically projected, that deterministic projections are associated with an illusion of decreased uncertainty, as well as that nonstationary models fitted on observed data may have lower predictive capacity than simpler stationary ones. In most of the cases, what is actually needed is to revisit the concept of stationarity and try to apply it carefully, making it consistent with the presence of local trends, possibly incorporating information from deterministic predictions, whenever these prove to be reliable, and estimating the total predictive uncertainty.

Fractional Brownian motion and multivariate-t models for longitudinal biomedical data, with application to CD4 counts in HIV-positive patients.

PubMed

Stirrup, Oliver T; Babiker, Abdel G; Carpenter, James R; Copas, Andrew J

2016-04-30

Longitudinal data are widely analysed using linear mixed models, with 'random slopes' models particularly common. However, when modelling, for example, longitudinal pre-treatment CD4 cell counts in HIV-positive patients, the incorporation of non-stationary stochastic processes such as Brownian motion has been shown to lead to a more biologically plausible model and a substantial improvement in model fit. In this article, we propose two further extensions. Firstly, we propose the addition of a fractional Brownian motion component, and secondly, we generalise the model to follow a multivariate-t distribution. These extensions are biologically plausible, and each demonstrated substantially improved fit on application to example data from the Concerted Action on SeroConversion to AIDS and Death in Europe study. We also propose novel procedures for residual diagnostic plots that allow such models to be assessed. Cohorts of patients were simulated from the previously reported and newly developed models in order to evaluate differences in predictions made for the timing of treatment initiation under different clinical management strategies. A further simulation study was performed to demonstrate the substantial biases in parameter estimates of the mean slope of CD4 decline with time that can occur when random slopes models are applied in the presence of censoring because of treatment initiation, with the degree of bias found to depend strongly on the treatment initiation rule applied. Our findings indicate that researchers should consider more complex and flexible models for the analysis of longitudinal biomarker data, particularly when there are substantial missing data, and that the parameter estimates from random slopes models must be interpreted with caution. © 2015 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.

Signal Processing Methods Monitor Cranial Pressure

NASA Technical Reports Server (NTRS)

2010-01-01

Dr. Norden Huang, of Goddard Space Flight Center, invented a set of algorithms (called the Hilbert-Huang Transform, or HHT) for analyzing nonlinear and nonstationary signals that developed into a user-friendly signal processing technology for analyzing time-varying processes. At an auction managed by Ocean Tomo Federal Services LLC, licenses of 10 U.S. patents and 1 domestic patent application related to HHT were sold to DynaDx Corporation, of Mountain View, California. DynaDx is now using the licensed NASA technology for medical diagnosis and prediction of brain blood flow-related problems, such as stroke, dementia, and traumatic brain injury.

A theory for how sensorimotor skills are learned and retained in noisy and nonstationary neural circuits

PubMed Central

Ajemian, Robert; D’Ausilio, Alessandro; Moorman, Helene; Bizzi, Emilio

2013-01-01

During the process of skill learning, synaptic connections in our brains are modified to form motor memories of learned sensorimotor acts. The more plastic the adult brain is, the easier it is to learn new skills or adapt to neurological injury. However, if the brain is too plastic and the pattern of synaptic connectivity is constantly changing, new memories will overwrite old memories, and learning becomes unstable. This trade-off is known as the stability–plasticity dilemma. Here a theory of sensorimotor learning and memory is developed whereby synaptic strengths are perpetually fluctuating without causing instability in motor memory recall, as long as the underlying neural networks are sufficiently noisy and massively redundant. The theory implies two distinct stages of learning—preasymptotic and postasymptotic—because once the error drops to a level comparable to that of the noise-induced error, further error reduction requires altered network dynamics. A key behavioral prediction derived from this analysis is tested in a visuomotor adaptation experiment, and the resultant learning curves are modeled with a nonstationary neural network. Next, the theory is used to model two-photon microscopy data that show, in animals, high rates of dendritic spine turnover, even in the absence of overt behavioral learning. Finally, the theory predicts enhanced task selectivity in the responses of individual motor cortical neurons as the level of task expertise increases. From these considerations, a unique interpretation of sensorimotor memory is proposed—memories are defined not by fixed patterns of synaptic weights but, rather, by nonstationary synaptic patterns that fluctuate coherently. PMID:24324147

Role of electron-electron interference in ultrafast time-resolved imaging of electronic wavepackets

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dixit, Gopal; Santra, Robin; Department of Physics, University of Hamburg, D-20355 Hamburg

2013-04-07

Ultrafast time-resolved x-ray scattering is an emerging approach to image the dynamical evolution of the electronic charge distribution during complex chemical and biological processes in real-space and real-time. Recently, the differences between semiclassical and quantum-electrodynamical (QED) theory of light-matter interaction for scattering of ultrashort x-ray pulses from the electronic wavepacket were formally demonstrated and visually illustrated by scattering patterns calculated for an electronic wavepacket in atomic hydrogen [G. Dixit, O. Vendrell, and R. Santra, Proc. Natl. Acad. Sci. U.S.A. 109, 11636 (2012)]. In this work, we present a detailed analysis of time-resolved x-ray scattering from a sample containing a mixturemore » of non-stationary and stationary electrons within both the theories. In a many-electron system, the role of scattering interference between a non-stationary and several stationary electrons to the total scattering signal is investigated. In general, QED and semiclassical theory provide different results for the contribution from the scattering interference, which depends on the energy resolution of the detector and the x-ray pulse duration. The present findings are demonstrated by means of a numerical example of x-ray time-resolved imaging for an electronic wavepacket in helium. It is shown that the time-dependent scattering interference vanishes within semiclassical theory and the corresponding patterns are dominated by the scattering contribution from the time-independent interference, whereas the time-dependent scattering interference contribution do not vanish in the QED theory and the patterns are dominated by the scattering contribution from the non-stationary electron scattering.« less

Role of electron-electron interference in ultrafast time-resolved imaging of electronic wavepackets

NASA Astrophysics Data System (ADS)

Dixit, Gopal; Santra, Robin

2013-04-01

Ultrafast time-resolved x-ray scattering is an emerging approach to image the dynamical evolution of the electronic charge distribution during complex chemical and biological processes in real-space and real-time. Recently, the differences between semiclassical and quantum-electrodynamical (QED) theory of light-matter interaction for scattering of ultrashort x-ray pulses from the electronic wavepacket were formally demonstrated and visually illustrated by scattering patterns calculated for an electronic wavepacket in atomic hydrogen [G. Dixit, O. Vendrell, and R. Santra, Proc. Natl. Acad. Sci. U.S.A. 109, 11636 (2012)], 10.1073/pnas.1202226109. In this work, we present a detailed analysis of time-resolved x-ray scattering from a sample containing a mixture of non-stationary and stationary electrons within both the theories. In a many-electron system, the role of scattering interference between a non-stationary and several stationary electrons to the total scattering signal is investigated. In general, QED and semiclassical theory provide different results for the contribution from the scattering interference, which depends on the energy resolution of the detector and the x-ray pulse duration. The present findings are demonstrated by means of a numerical example of x-ray time-resolved imaging for an electronic wavepacket in helium. It is shown that the time-dependent scattering interference vanishes within semiclassical theory and the corresponding patterns are dominated by the scattering contribution from the time-independent interference, whereas the time-dependent scattering interference contribution do not vanish in the QED theory and the patterns are dominated by the scattering contribution from the non-stationary electron scattering.

Role of electron-electron interference in ultrafast time-resolved imaging of electronic wavepackets.

PubMed

Dixit, Gopal; Santra, Robin

2013-04-07

Ultrafast time-resolved x-ray scattering is an emerging approach to image the dynamical evolution of the electronic charge distribution during complex chemical and biological processes in real-space and real-time. Recently, the differences between semiclassical and quantum-electrodynamical (QED) theory of light-matter interaction for scattering of ultrashort x-ray pulses from the electronic wavepacket were formally demonstrated and visually illustrated by scattering patterns calculated for an electronic wavepacket in atomic hydrogen [G. Dixit, O. Vendrell, and R. Santra, Proc. Natl. Acad. Sci. U.S.A. 109, 11636 (2012)]. In this work, we present a detailed analysis of time-resolved x-ray scattering from a sample containing a mixture of non-stationary and stationary electrons within both the theories. In a many-electron system, the role of scattering interference between a non-stationary and several stationary electrons to the total scattering signal is investigated. In general, QED and semiclassical theory provide different results for the contribution from the scattering interference, which depends on the energy resolution of the detector and the x-ray pulse duration. The present findings are demonstrated by means of a numerical example of x-ray time-resolved imaging for an electronic wavepacket in helium. It is shown that the time-dependent scattering interference vanishes within semiclassical theory and the corresponding patterns are dominated by the scattering contribution from the time-independent interference, whereas the time-dependent scattering interference contribution do not vanish in the QED theory and the patterns are dominated by the scattering contribution from the non-stationary electron scattering.

Mapping malaria risk among children in Côte d'Ivoire using Bayesian geo-statistical models.

PubMed

Raso, Giovanna; Schur, Nadine; Utzinger, Jürg; Koudou, Benjamin G; Tchicaya, Emile S; Rohner, Fabian; N'goran, Eliézer K; Silué, Kigbafori D; Matthys, Barbara; Assi, Serge; Tanner, Marcel; Vounatsou, Penelope

2012-05-09

In Côte d'Ivoire, an estimated 767,000 disability-adjusted life years are due to malaria, placing the country at position number 14 with regard to the global burden of malaria. Risk maps are important to guide control interventions, and hence, the aim of this study was to predict the geographical distribution of malaria infection risk in children aged <16 years in Côte d'Ivoire at high spatial resolution. Using different data sources, a systematic review was carried out to compile and geo-reference survey data on Plasmodium spp. infection prevalence in Côte d'Ivoire, focusing on children aged <16 years. The period from 1988 to 2007 was covered. A suite of Bayesian geo-statistical logistic regression models was fitted to analyse malaria risk. Non-spatial models with and without exchangeable random effect parameters were compared to stationary and non-stationary spatial models. Non-stationarity was modelled assuming that the underlying spatial process is a mixture of separate stationary processes in each ecological zone. The best fitting model based on the deviance information criterion was used to predict Plasmodium spp. infection risk for entire Côte d'Ivoire, including uncertainty. Overall, 235 data points at 170 unique survey locations with malaria prevalence data for individuals aged <16 years were extracted. Most data points (n = 182, 77.4%) were collected between 2000 and 2007. A Bayesian non-stationary regression model showed the best fit with annualized rainfall and maximum land surface temperature identified as significant environmental covariates. This model was used to predict malaria infection risk at non-sampled locations. High-risk areas were mainly found in the north-central and western area, while relatively low-risk areas were located in the north at the country border, in the north-east, in the south-east around Abidjan, and in the central-west between two high prevalence areas. The malaria risk map at high spatial resolution gives an important overview of the geographical distribution of the disease in Côte d'Ivoire. It is a useful tool for the national malaria control programme and can be utilized for spatial targeting of control interventions and rational resource allocation.

Mapping malaria risk among children in Côte d’Ivoire using Bayesian geo-statistical models

PubMed Central

2012-01-01

Background In Côte d’Ivoire, an estimated 767,000 disability-adjusted life years are due to malaria, placing the country at position number 14 with regard to the global burden of malaria. Risk maps are important to guide control interventions, and hence, the aim of this study was to predict the geographical distribution of malaria infection risk in children aged <16 years in Côte d’Ivoire at high spatial resolution. Methods Using different data sources, a systematic review was carried out to compile and geo-reference survey data on Plasmodium spp. infection prevalence in Côte d’Ivoire, focusing on children aged <16 years. The period from 1988 to 2007 was covered. A suite of Bayesian geo-statistical logistic regression models was fitted to analyse malaria risk. Non-spatial models with and without exchangeable random effect parameters were compared to stationary and non-stationary spatial models. Non-stationarity was modelled assuming that the underlying spatial process is a mixture of separate stationary processes in each ecological zone. The best fitting model based on the deviance information criterion was used to predict Plasmodium spp. infection risk for entire Côte d’Ivoire, including uncertainty. Results Overall, 235 data points at 170 unique survey locations with malaria prevalence data for individuals aged <16 years were extracted. Most data points (n = 182, 77.4%) were collected between 2000 and 2007. A Bayesian non-stationary regression model showed the best fit with annualized rainfall and maximum land surface temperature identified as significant environmental covariates. This model was used to predict malaria infection risk at non-sampled locations. High-risk areas were mainly found in the north-central and western area, while relatively low-risk areas were located in the north at the country border, in the north-east, in the south-east around Abidjan, and in the central-west between two high prevalence areas. Conclusion The malaria risk map at high spatial resolution gives an important overview of the geographical distribution of the disease in Côte d’Ivoire. It is a useful tool for the national malaria control programme and can be utilized for spatial targeting of control interventions and rational resource allocation. PMID:22571469

A new airborne laser rangefinder dynamic target simulator for non-stationary environment

NASA Astrophysics Data System (ADS)

Ma, Pengge; Pang, Dongdong; Yi, Yang

2017-11-01

For the non-stationary environment simulation in laser range finder product testing, a new dynamic target simulation system is studied. First of all, the three-pulsed laser ranging principle, laser target signal composition and mathematical representation are introduced. Then, the actual nonstationary working environment of laser range finder is analyzed, and points out that the real sunshine background light clutter and target shielding effect in laser echo become the main influencing factors. After that, the dynamic laser target signal simulation method is given. Eventlly, the implementation of automatic test system based on arbitrary waveform generator is described. Practical application shows that the new echo signal automatic test system can simulate the real laser ranging environment of laser range finder, and is suitable for performance test of products.

Compounding approach for univariate time series with nonstationary variances

NASA Astrophysics Data System (ADS)

Schäfer, Rudi; Barkhofen, Sonja; Guhr, Thomas; Stöckmann, Hans-Jürgen; Kuhl, Ulrich

2015-12-01

A defining feature of nonstationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for long time horizons, however, averages over the time-dependent variances. To model the long-term statistical behavior, we compound the local distribution with the distribution of its parameters. Here, we consider two concrete, but diverse, examples of such nonstationary systems: the turbulent air flow of a fan and a time series of foreign exchange rates. Our main focus is to empirically determine the appropriate parameter distribution for the compounding approach. To this end, we extract the relevant time scales by decomposing the time signals into windows and determine the distribution function of the thus obtained local variances.

Compounding approach for univariate time series with nonstationary variances.

PubMed

Schäfer, Rudi; Barkhofen, Sonja; Guhr, Thomas; Stöckmann, Hans-Jürgen; Kuhl, Ulrich

2015-12-01

A defining feature of nonstationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for long time horizons, however, averages over the time-dependent variances. To model the long-term statistical behavior, we compound the local distribution with the distribution of its parameters. Here, we consider two concrete, but diverse, examples of such nonstationary systems: the turbulent air flow of a fan and a time series of foreign exchange rates. Our main focus is to empirically determine the appropriate parameter distribution for the compounding approach. To this end, we extract the relevant time scales by decomposing the time signals into windows and determine the distribution function of the thus obtained local variances.

Physical and mathematical modeling of process of frozen ground thawing under hot tank

NASA Astrophysics Data System (ADS)

Zemenkova, M. Y.; Shastunova, U.; Shabarov, A.; Kislitsyn, A.; Shuvaev, A.

2018-05-01

A description of a new non-stationary thermophysical model in the “hot tank-frozen ground” system is given, taking into account mass transfer of pore moisture. The results of calculated and experimental data are presented, and the position of the thawing front is shown to be in good agreement with the convective heat transfer due to moisture migration in the thawed ground.

The comparison study among several data transformations in autoregressive modeling

NASA Astrophysics Data System (ADS)

Setiyowati, Susi; Waluyo, Ramdhani Try

2015-12-01

In finance, the adjusted close of stocks are used to observe the performance of a company. The extreme prices, which may increase or decrease drastically, are often become particular concerned since it can impact to bankruptcy. As preventing action, the investors have to observe the future (forecasting) stock prices comprehensively. For that purpose, time series analysis could be one of statistical methods that can be implemented, for both stationary and non-stationary processes. Since the variability process of stocks prices tend to large and also most of time the extreme values are always exist, then it is necessary to do data transformation so that the time series models, i.e. autoregressive model, could be applied appropriately. One of popular data transformation in finance is return model, in addition to ratio of logarithm and some others Tukey ladder transformation. In this paper these transformations are applied to AR stationary models and non-stationary ARCH and GARCH models through some simulations with varying parameters. As results, this work present the suggestion table that shows transformations behavior for some condition of parameters and models. It is confirmed that the better transformation is obtained, depends on type of data distributions. In other hands, the parameter conditions term give significant influence either.

Robust Nonlinear Causality Analysis of Nonstationary Multivariate Physiological Time Series.

PubMed

Schack, Tim; Muma, Michael; Feng, Mengling; Guan, Cuntai; Zoubir, Abdelhak M

2018-06-01

An important research area in biomedical signal processing is that of quantifying the relationship between simultaneously observed time series and to reveal interactions between the signals. Since biomedical signals are potentially nonstationary and the measurements may contain outliers and artifacts, we introduce a robust time-varying generalized partial directed coherence (rTV-gPDC) function. The proposed method, which is based on a robust estimator of the time-varying autoregressive (TVAR) parameters, is capable of revealing directed interactions between signals. By definition, the rTV-gPDC only displays the linear relationships between the signals. We therefore suggest to approximate the residuals of the TVAR process, which potentially carry information about the nonlinear causality by a piece-wise linear time-varying moving-average model. The performance of the proposed method is assessed via extensive simulations. To illustrate the method's applicability to real-world problems, it is applied to a neurophysiological study that involves intracranial pressure, arterial blood pressure, and brain tissue oxygenation level (PtiO2) measurements. The rTV-gPDC reveals causal patterns that are in accordance with expected cardiosudoral meachanisms and potentially provides new insights regarding traumatic brain injuries. The rTV-gPDC is not restricted to the above problem but can be useful in revealing interactions in a broad range of applications.

Laboratory simulation of the astrophysical burst processes in non-uniform magnetised media

NASA Astrophysics Data System (ADS)

Antonov, V. M.; Zakharov, Yu. P.; Orishich, A. M.; Ponomarenko, A. G.; Posukh, V. G.; Snytnikov, V. N.; Stoyanovsky, V. O.

1990-08-01

Under various astrophysical conditions the dynamics of nonstationary burst processes with mass and energy release may be defined by the inhomogeneity of the surrounding medium. In the presence of external magnetic field such a problem in general case becomes a three dimensional one and very complicated both from the observable and theoretical point of view (including the computer simulation method). The application of the laboratory simulation methods in such kinds of problems therefore seems to be rather promising and is demonstrated, mainly on the example of peculiar supernova.

SU-F-I-80: Correction for Bias in a Channelized Hotelling Model Observer Caused by Temporally Variable Non-Stationary Noise

DOE Office of Scientific and Technical Information (OSTI.GOV)

Favazza, C; Fetterly, K

2016-06-15

Purpose: Application of a channelized Hotelling model observer (CHO) over a wide range of x-ray angiography detector target dose (DTD) levels demonstrated substantial bias for conditions yielding low detectability indices (d’), including low DTD and small test objects. The purpose of this work was to develop theory and methods to correct this bias. Methods: A hypothesis was developed wherein the measured detectability index (d’b) for a known test object is positively biased by temporally variable non-stationary noise in the images. Hotelling’s T2 test statistic provided the foundation for a mathematical theory which accounts for independent contributions to the measured d’bmore » value from both the test object (d’o) and non-stationary noise (d’ns). Experimental methods were developed to directly estimate d’o by determining d’ns and subtracting it from d’b, in accordance with the theory. Specifically, d’ns was determined from two sets of images from which the traditional test object was withheld. This method was applied to angiography images with DTD levels in the range 0 to 240 nGy and for disk-shaped iodine-based contrast targets with diameters 0.5 to 4.0 mm. Results: Bias in d’ was evidenced by d’b values which exceeded values expected from a quantum limited imaging system and decreasing object size and DTD. d’ns increased with decreasing DTD, reaching a maximum of 2.6 for DTD = 0. Bias-corrected d’o estimates demonstrated sub-quantum limited performance of the x-ray angiography for low DTD. Findings demonstrated that the source of non-stationary noise was detector electronic readout noise. Conclusion: Theory and methods to estimate and correct bias in CHO measurements from temporally variable non-stationary noise were presented. The temporal non-stationary noise was shown to be due to electronic readout noise. This method facilitates accurate estimates of d’ values over a large range of object size and detector target dose.« less

Direct estimation and correction of bias from temporally variable non-stationary noise in a channelized Hotelling model observer.

PubMed

Fetterly, Kenneth A; Favazza, Christopher P

2016-08-07

Channelized Hotelling model observer (CHO) methods were developed to assess performance of an x-ray angiography system. The analytical methods included correction for known bias error due to finite sampling. Detectability indices ([Formula: see text]) corresponding to disk-shaped objects with diameters in the range 0.5-4 mm were calculated. Application of the CHO for variable detector target dose (DTD) in the range 6-240 nGy frame(-1) resulted in [Formula: see text] estimates which were as much as 2.9×  greater than expected of a quantum limited system. Over-estimation of [Formula: see text] was presumed to be a result of bias error due to temporally variable non-stationary noise. Statistical theory which allows for independent contributions of 'signal' from a test object (o) and temporally variable non-stationary noise (ns) was developed. The theory demonstrates that the biased [Formula: see text] is the sum of the detectability indices associated with the test object [Formula: see text] and non-stationary noise ([Formula: see text]). Given the nature of the imaging system and the experimental methods, [Formula: see text] cannot be directly determined independent of [Formula: see text]. However, methods to estimate [Formula: see text] independent of [Formula: see text] were developed. In accordance with the theory, [Formula: see text] was subtracted from experimental estimates of [Formula: see text], providing an unbiased estimate of [Formula: see text]. Estimates of [Formula: see text] exhibited trends consistent with expectations of an angiography system that is quantum limited for high DTD and compromised by detector electronic readout noise for low DTD conditions. Results suggest that these methods provide [Formula: see text] estimates which are accurate and precise for [Formula: see text]. Further, results demonstrated that the source of bias was detector electronic readout noise. In summary, this work presents theory and methods to test for the presence of bias in Hotelling model observers due to temporally variable non-stationary noise and correct this bias when the temporally variable non-stationary noise is independent and additive with respect to the test object signal.

Characteristics of the turbulence in the stable boundary layer over complex terrain of the Loess Plateau, China

NASA Astrophysics Data System (ADS)

Liang, J.; Zhang, L.; Yuan, G.

2017-12-01

Accurate determination of surface turbulent fluxes in a stable boundary layer is of great practical importance in weather prediction and climate simulations, as well as applications related to air pollution. To gain an insight into the characteristics of turbulence in a stable boundary layer over the complex terrain of the Loess Plateau, we analyzed the data from the Semi-Arid Climate and Environment Observatory of Lanzhou University (SACOL). We proposed a method to identify and efficiently isolate nonstationary motions from turbulence series, and examined the characteristics of nonstationary motions (nonstationary motions refer to gusty events on a greater scale than local shear-generated turbulence). The occurrence frequency of nonstationary motions was found to depend on the mean flow, being more frequent in weak wind conditions and vanishing when the wind speed, U, was greater than 3.0 m s-1. When U exceeded the threshold value of 1.0 m s-1 for the gradient Richardson number Ri ≤ 0.3 and 1.5 m s-1 for Ri > 0.3, local shear-generated turbulence depended systematically on U with an average rate of 0.05 U. However, for the weak wind condition, neither the mean wind speed nor the stability was an important factor for local turbulence. Under the weak wind stable condition, affected by topography-induced nonstationary motions, the local turbulence was anisotropic with a strong horizontal fluctuation and a weak vertical fluctuation, resulting in weakened heat mixing in the vertical direction and stronger un-closure of energy. These findings accessed the validity of similarity theory in the stable boundary layer over complex terrain, and revealed one reason for the stronger un-closure of energy in the night.

A Generalized Framework for Non-Stationary Extreme Value Analysis

NASA Astrophysics Data System (ADS)

Ragno, E.; Cheng, L.; Sadegh, M.; AghaKouchak, A.

2017-12-01

Empirical trends in climate variables including precipitation, temperature, snow-water equivalent at regional to continental scales are evidence of changes in climate over time. The evolving climate conditions and human activity-related factors such as urbanization and population growth can exert further changes in weather and climate extremes. As a result, the scientific community faces an increasing demand for updated appraisal of the time-varying climate extremes. The purpose of this study is to offer a robust and flexible statistical tool for non-stationary extreme value analysis which can better characterize the severity and likelihood of extreme climatic variables. This is critical to ensure a more resilient environment in a changing climate. Following the positive feedback on the first version of Non-Stationary Extreme Value Analysis (NEVA) Toolbox by Cheng at al. 2014, we present an improved version, i.e. NEVA2.0. The upgraded version herein builds upon a newly-developed hybrid evolution Markov Chain Monte Carlo (MCMC) approach for numerical parameters estimation and uncertainty assessment. This addition leads to a more robust uncertainty estimates of return levels, return periods, and risks of climatic extremes under both stationary and non-stationary assumptions. Moreover, NEVA2.0 is flexible in incorporating any user-specified covariate other than the default time-covariate (e.g., CO2 emissions, large scale climatic oscillation patterns). The new feature will allow users to examine non-stationarity of extremes induced by physical conditions that underlie the extreme events (e.g. antecedent soil moisture deficit, large-scale climatic teleconnections, urbanization). In addition, the new version offers an option to generate stationary and/or non-stationary rainfall Intensity - Duration - Frequency (IDF) curves that are widely used for risk assessment and infrastructure design. Finally, a Graphical User Interface (GUI) of the package is provided, making NEVA accessible to a broader audience.

Hierarchical Regularity in Multi-Basin Dynamics on Protein Landscapes

NASA Astrophysics Data System (ADS)

Matsunaga, Yasuhiro; Kostov, Konstatin S.; Komatsuzaki, Tamiki

2004-04-01

We analyze time series of potential energy fluctuations and principal components at several temperatures for two kinds of off-lattice 46-bead models that have two distinctive energy landscapes. The less-frustrated "funnel" energy landscape brings about stronger nonstationary behavior of the potential energy fluctuations at the folding temperature than the other, rather frustrated energy landscape at the collapse temperature. By combining principal component analysis with an embedding nonlinear time-series analysis, it is shown that the fast fluctuations with small amplitudes of 70-80% of the principal components cause the time series to become almost "random" in only 100 simulation steps. However, the stochastic feature of the principal components tends to be suppressed through a wide range of degrees of freedom at the transition temperature.

Fractal planetary rings: Energy inequalities and random field model

NASA Astrophysics Data System (ADS)

Malyarenko, Anatoliy; Ostoja-Starzewski, Martin

2017-12-01

This study is motivated by a recent observation, based on photographs from the Cassini mission, that Saturn’s rings have a fractal structure in radial direction. Accordingly, two questions are considered: (1) What Newtonian mechanics argument in support of such a fractal structure of planetary rings is possible? (2) What kinematics model of such fractal rings can be formulated? Both challenges are based on taking planetary rings’ spatial structure as being statistically stationary in time and statistically isotropic in space, but statistically nonstationary in space. An answer to the first challenge is given through an energy analysis of circular rings having a self-generated, noninteger-dimensional mass distribution [V. E. Tarasov, Int. J. Mod Phys. B 19, 4103 (2005)]. The second issue is approached by taking the random field of angular velocity vector of a rotating particle of the ring as a random section of a special vector bundle. Using the theory of group representations, we prove that such a field is completely determined by a sequence of continuous positive-definite matrix-valued functions defined on the Cartesian square F2 of the radial cross-section F of the rings, where F is a fat fractal.

A phase angle based diagnostic scheme to planetary gear faults diagnostics under non-stationary operational conditions

NASA Astrophysics Data System (ADS)

Feng, Ke; Wang, Kesheng; Ni, Qing; Zuo, Ming J.; Wei, Dongdong

2017-11-01

Planetary gearbox is a critical component for rotating machinery. It is widely used in wind turbines, aerospace and transmission systems in heavy industry. Thus, it is important to monitor planetary gearboxes, especially for fault diagnostics, during its operational conditions. However, in practice, operational conditions of planetary gearbox are often characterized by variations of rotational speeds and loads, which may bring difficulties for fault diagnosis through the measured vibrations. In this paper, phase angle data extracted from measured planetary gearbox vibrations is used for fault detection under non-stationary operational conditions. Together with sample entropy, fault diagnosis on planetary gearbox is implemented. The proposed scheme is explained and demonstrated in both simulation and experimental studies. The scheme proves to be effective and features advantages on fault diagnosis of planetary gearboxes under non-stationary operational conditions.

Iterative refinement of implicit boundary models for improved geological feature reproduction

NASA Astrophysics Data System (ADS)

Martin, Ryan; Boisvert, Jeff B.

2017-12-01

Geological domains contain non-stationary features that cannot be described by a single direction of continuity. Non-stationary estimation frameworks generate more realistic curvilinear interpretations of subsurface geometries. A radial basis function (RBF) based implicit modeling framework using domain decomposition is developed that permits introduction of locally varying orientations and magnitudes of anisotropy for boundary models to better account for the local variability of complex geological deposits. The interpolation framework is paired with a method to automatically infer the locally predominant orientations, which results in a rapid and robust iterative non-stationary boundary modeling technique that can refine locally anisotropic geological shapes automatically from the sample data. The method also permits quantification of the volumetric uncertainty associated with the boundary modeling. The methodology is demonstrated on a porphyry dataset and shows improved local geological features.

A Study of Mexican Free-Tailed Bat Chirp Syllables: Bayesian Functional Mixed Models for Nonstationary Acoustic Time Series.

PubMed

Martinez, Josue G; Bohn, Kirsten M; Carroll, Raymond J; Morris, Jeffrey S

2013-06-01

We describe a new approach to analyze chirp syllables of free-tailed bats from two regions of Texas in which they are predominant: Austin and College Station. Our goal is to characterize any systematic regional differences in the mating chirps and assess whether individual bats have signature chirps. The data are analyzed by modeling spectrograms of the chirps as responses in a Bayesian functional mixed model. Given the variable chirp lengths, we compute the spectrograms on a relative time scale interpretable as the relative chirp position, using a variable window overlap based on chirp length. We use 2D wavelet transforms to capture correlation within the spectrogram in our modeling and obtain adaptive regularization of the estimates and inference for the regions-specific spectrograms. Our model includes random effect spectrograms at the bat level to account for correlation among chirps from the same bat, and to assess relative variability in chirp spectrograms within and between bats. The modeling of spectrograms using functional mixed models is a general approach for the analysis of replicated nonstationary time series, such as our acoustical signals, to relate aspects of the signals to various predictors, while accounting for between-signal structure. This can be done on raw spectrograms when all signals are of the same length, and can be done using spectrograms defined on a relative time scale for signals of variable length in settings where the idea of defining correspondence across signals based on relative position is sensible.

Structured decision making as a proactive approach to dealing with sea level rise in Florida

USGS Publications Warehouse

Martin, Julien; Fackler, Paul L.; Nichols, James D.; Lubow, Bruce C.; Eaton, Mitchell J.; Runge, Michael C.; Stith, Bradley M.; Langtimm, Catherine A.

2011-01-01

Sea level rise (SLR) projections along the coast of Florida present an enormous challenge for management and conservation over the long term. Decision makers need to recognize and adopt strategies to adapt to the potentially detrimental effects of SLR. Structured decision making (SDM) provides a rigorous framework for the management of natural resources. The aim of SDM is to identify decisions that are optimal with respect to management objectives and knowledge of the system. Most applications of SDM have assumed that the managed systems are governed by stationary processes. However, in the context of SLR it may be necessary to acknowledge that the processes underlying managed systems may be non-stationary, such that systems will be continuously changing. Therefore, SLR brings some unique considerations to the application of decision theory for natural resource management. In particular, SLR is expected to affect each of the components of SDM. For instance, management objectives may have to be reconsidered more frequently than under more stable conditions. The set of potential actions may also have to be adapted over time as conditions change. Models have to account for the non-stationarity of the modeled system processes. Each of the important sources of uncertainty in decision processes is expected to be exacerbated by SLR. We illustrate our ideas about adaptation of natural resource management to SLR by modeling a non-stationary system using a numerical example. We provide additional examples of an SDM approach for managing species that may be affected by SLR, with a focus on the endangered Florida manatee.

Optimal Averages for Nonlinear Signal Decompositions - Another Alternative for Empirical Mode Decomposition

DTIC Science & Technology

2014-10-01

nonlinear and non-stationary signals. It aims at decomposing a signal, via an iterative sifting procedure, into several intrinsic mode functions ...stationary signals. It aims at decomposing a signal, via an iterative sifting procedure into several intrinsic mode functions (IMFs), and each of the... function , optimization. 1 Introduction It is well known that nonlinear and non-stationary signal analysis is important and difficult. His- torically

A comparison of three approaches to non-stationary flood frequency analysis

NASA Astrophysics Data System (ADS)

Debele, S. E.; Strupczewski, W. G.; Bogdanowicz, E.

2017-08-01

Non-stationary flood frequency analysis (FFA) is applied to statistical analysis of seasonal flow maxima from Polish and Norwegian catchments. Three non-stationary estimation methods, namely, maximum likelihood (ML), two stage (WLS/TS) and GAMLSS (generalized additive model for location, scale and shape parameters), are compared in the context of capturing the effect of non-stationarity on the estimation of time-dependent moments and design quantiles. The use of a multimodel approach is recommended, to reduce the errors due to the model misspecification in the magnitude of quantiles. The results of calculations based on observed seasonal daily flow maxima and computer simulation experiments showed that GAMLSS gave the best results with respect to the relative bias and root mean square error in the estimates of trend in the standard deviation and the constant shape parameter, while WLS/TS provided better accuracy in the estimates of trend in the mean value. Within three compared methods the WLS/TS method is recommended to deal with non-stationarity in short time series. Some practical aspects of the GAMLSS package application are also presented. The detailed discussion of general issues related to consequences of climate change in the FFA is presented in the second part of the article entitled "Around and about an application of the GAMLSS package in non-stationary flood frequency analysis".

Performance of tensor decomposition-based modal identification under nonstationary vibration

NASA Astrophysics Data System (ADS)

Friesen, P.; Sadhu, A.

2017-03-01

Health monitoring of civil engineering structures is of paramount importance when they are subjected to natural hazards or extreme climatic events like earthquake, strong wind gusts or man-made excitations. Most of the traditional modal identification methods are reliant on stationarity assumption of the vibration response and posed difficulty while analyzing nonstationary vibration (e.g. earthquake or human-induced vibration). Recently tensor decomposition based methods are emerged as powerful and yet generic blind (i.e. without requiring a knowledge of input characteristics) signal decomposition tool for structural modal identification. In this paper, a tensor decomposition based system identification method is further explored to estimate modal parameters using nonstationary vibration generated due to either earthquake or pedestrian induced excitation in a structure. The effects of lag parameters and sensor densities on tensor decomposition are studied with respect to the extent of nonstationarity of the responses characterized by the stationary duration and peak ground acceleration of the earthquake. A suite of more than 1400 earthquakes is used to investigate the performance of the proposed method under a wide variety of ground motions utilizing both complete and partial measurements of a high-rise building model. Apart from the earthquake, human-induced nonstationary vibration of a real-life pedestrian bridge is also used to verify the accuracy of the proposed method.

Does nonstationarity in rainfall require nonstationary intensity-duration-frequency curves?

NASA Astrophysics Data System (ADS)

Ganguli, Poulomi; Coulibaly, Paulin

2017-12-01

In Canada, risk of flooding due to heavy rainfall has risen in recent decades; the most notable recent examples include the July 2013 storm in the Greater Toronto region and the May 2017 flood of the Toronto Islands. We investigate nonstationarity and trends in the short-duration precipitation extremes in selected urbanized locations in Southern Ontario, Canada, and evaluate the potential of nonstationary intensity-duration-frequency (IDF) curves, which form an input to civil infrastructural design. Despite apparent signals of nonstationarity in precipitation extremes in all locations, the stationary vs. nonstationary models do not exhibit any significant differences in the design storm intensity, especially for short recurrence intervals (up to 10 years). The signatures of nonstationarity in rainfall extremes do not necessarily imply the use of nonstationary IDFs for design considerations. When comparing the proposed IDFs with current design standards, for return periods (10 years or less) typical for urban drainage design, current design standards require an update of up to 7 %, whereas for longer recurrence intervals (50-100 years), ideal for critical civil infrastructural design, updates ranging between ˜ 2 and 44 % are suggested. We further emphasize that the above findings need re-evaluation in the light of climate change projections since the intensity and frequency of extreme precipitation are expected to intensify due to global warming.

The Fourier decomposition method for nonlinear and non-stationary time series analysis.

PubMed

Singh, Pushpendra; Joshi, Shiv Dutt; Patney, Rakesh Kumar; Saha, Kaushik

2017-03-01

for many decades, there has been a general perception in the literature that Fourier methods are not suitable for the analysis of nonlinear and non-stationary data. In this paper, we propose a novel and adaptive Fourier decomposition method (FDM), based on the Fourier theory, and demonstrate its efficacy for the analysis of nonlinear and non-stationary time series. The proposed FDM decomposes any data into a small number of 'Fourier intrinsic band functions' (FIBFs). The FDM presents a generalized Fourier expansion with variable amplitudes and variable frequencies of a time series by the Fourier method itself. We propose an idea of zero-phase filter bank-based multivariate FDM (MFDM), for the analysis of multivariate nonlinear and non-stationary time series, using the FDM. We also present an algorithm to obtain cut-off frequencies for MFDM. The proposed MFDM generates a finite number of band-limited multivariate FIBFs (MFIBFs). The MFDM preserves some intrinsic physical properties of the multivariate data, such as scale alignment, trend and instantaneous frequency. The proposed methods provide a time-frequency-energy (TFE) distribution that reveals the intrinsic structure of a data. Numerical computations and simulations have been carried out and comparison is made with the empirical mode decomposition algorithms.

The Fourier decomposition method for nonlinear and non-stationary time series analysis

PubMed Central

Joshi, Shiv Dutt; Patney, Rakesh Kumar; Saha, Kaushik

2017-01-01

for many decades, there has been a general perception in the literature that Fourier methods are not suitable for the analysis of nonlinear and non-stationary data. In this paper, we propose a novel and adaptive Fourier decomposition method (FDM), based on the Fourier theory, and demonstrate its efficacy for the analysis of nonlinear and non-stationary time series. The proposed FDM decomposes any data into a small number of ‘Fourier intrinsic band functions’ (FIBFs). The FDM presents a generalized Fourier expansion with variable amplitudes and variable frequencies of a time series by the Fourier method itself. We propose an idea of zero-phase filter bank-based multivariate FDM (MFDM), for the analysis of multivariate nonlinear and non-stationary time series, using the FDM. We also present an algorithm to obtain cut-off frequencies for MFDM. The proposed MFDM generates a finite number of band-limited multivariate FIBFs (MFIBFs). The MFDM preserves some intrinsic physical properties of the multivariate data, such as scale alignment, trend and instantaneous frequency. The proposed methods provide a time–frequency–energy (TFE) distribution that reveals the intrinsic structure of a data. Numerical computations and simulations have been carried out and comparison is made with the empirical mode decomposition algorithms. PMID:28413352

On the non-stationarity of hydrological response in anthropogenically unaffected catchments: an Australian perspective

NASA Astrophysics Data System (ADS)

Ajami, Hoori; Sharma, Ashish; Band, Lawrence E.; Evans, Jason P.; Tuteja, Narendra K.; Amirthanathan, Gnanathikkam E.; Bari, Mohammed A.

2017-01-01

Increases in greenhouse gas concentrations are expected to impact the terrestrial hydrologic cycle through changes in radiative forcings and plant physiological and structural responses. Here, we investigate the nature and frequency of non-stationary hydrological response as evidenced through water balance studies over 166 anthropogenically unaffected catchments in Australia. Non-stationarity of hydrologic response is investigated through analysis of long-term trend in annual runoff ratio (1984-2005). Results indicate that a significant trend (p < 0.01) in runoff ratio is evident in 20 catchments located in three main ecoregions of the continent. Runoff ratio decreased across the catchments with non-stationary hydrologic response with the exception of one catchment in northern Australia. Annual runoff ratio sensitivity to annual fractional vegetation cover was similar to or greater than sensitivity to annual precipitation in most of the catchments with non-stationary hydrologic response indicating vegetation impacts on streamflow. We use precipitation-productivity relationships as the first-order control for ecohydrologic catchment classification. A total of 12 out of 20 catchments present a positive precipitation-productivity relationship possibly enhanced by CO2 fertilization effect. In the remaining catchments, biogeochemical and edaphic factors may be impacting productivity. Results suggest vegetation dynamics should be considered in exploring causes of non-stationary hydrologic response.

Novel Flood Detection and Analysis Method Using Recurrence Property

NASA Astrophysics Data System (ADS)

Wendi, Dadiyorto; Merz, Bruno; Marwan, Norbert

2016-04-01

Temporal changes in flood hazard are known to be difficult to detect and attribute due to multiple drivers that include processes that are non-stationary and highly variable. These drivers, such as human-induced climate change, natural climate variability, implementation of flood defence, river training, or land use change, could impact variably on space-time scales and influence or mask each other. Flood time series may show complex behavior that vary at a range of time scales and may cluster in time. This study focuses on the application of recurrence based data analysis techniques (recurrence plot) for understanding and quantifying spatio-temporal changes in flood hazard in Germany. The recurrence plot is known as an effective tool to visualize the dynamics of phase space trajectories i.e. constructed from a time series by using an embedding dimension and a time delay, and it is known to be effective in analyzing non-stationary and non-linear time series. The emphasis will be on the identification of characteristic recurrence properties that could associate typical dynamic behavior to certain flood situations.

A seismic data compression system using subband coding

NASA Technical Reports Server (NTRS)

Kiely, A. B.; Pollara, F.

1995-01-01

This article presents a study of seismic data compression techniques and a compression algorithm based on subband coding. The algorithm includes three stages: a decorrelation stage, a quantization stage that introduces a controlled amount of distortion to allow for high compression ratios, and a lossless entropy coding stage based on a simple but efficient arithmetic coding method. Subband coding methods are particularly suited to the decorrelation of nonstationary processes such as seismic events. Adaptivity to the nonstationary behavior of the waveform is achieved by dividing the data into separate blocks that are encoded separately with an adaptive arithmetic encoder. This is done with high efficiency due to the low overhead introduced by the arithmetic encoder in specifying its parameters. The technique could be used as a progressive transmission system, where successive refinements of the data can be requested by the user. This allows seismologists to first examine a coarse version of waveforms with minimal usage of the channel and then decide where refinements are required. Rate-distortion performance results are presented and comparisons are made with two block transform methods.

Spatio-Temporal Regression Based Clustering of Precipitation Extremes in a Presence of Systematically Missing Covariates

NASA Astrophysics Data System (ADS)

Kaiser, Olga; Martius, Olivia; Horenko, Illia

2017-04-01

Regression based Generalized Pareto Distribution (GPD) models are often used to describe the dynamics of hydrological threshold excesses relying on the explicit availability of all of the relevant covariates. But, in real application the complete set of relevant covariates might be not available. In this context, it was shown that under weak assumptions the influence coming from systematically missing covariates can be reflected by a nonstationary and nonhomogenous dynamics. We present a data-driven, semiparametric and an adaptive approach for spatio-temporal regression based clustering of threshold excesses in a presence of systematically missing covariates. The nonstationary and nonhomogenous behavior of threshold excesses is describes by a set of local stationary GPD models, where the parameters are expressed as regression models, and a non-parametric spatio-temporal hidden switching process. Exploiting nonparametric Finite Element time-series analysis Methodology (FEM) with Bounded Variation of the model parameters (BV) for resolving the spatio-temporal switching process, the approach goes beyond strong a priori assumptions made is standard latent class models like Mixture Models and Hidden Markov Models. Additionally, the presented FEM-BV-GPD provides a pragmatic description of the corresponding spatial dependence structure by grouping together all locations that exhibit similar behavior of the switching process. The performance of the framework is demonstrated on daily accumulated precipitation series over 17 different locations in Switzerland from 1981 till 2013 - showing that the introduced approach allows for a better description of the historical data.

"NONLINEAR DYNAMIC SYSTEMS RESPONSE TO NON-STATIONARY EXCITATION USING THE WAVELET TRANSFORM"

DOE Office of Scientific and Technical Information (OSTI.GOV)

SPANOS, POL D.

2006-01-15

The objective of this research project has been the development of techniques for estimating the power spectra of stochastic processes using wavelet transform, and the development of related techniques for determining the response of linear/nonlinear systems to excitations which are described via the wavelet transform. Both of the objectives have been achieved, and the research findings have been disseminated in papers in archival journals and technical conferences.

Procedures for making gaseous industrial waste safe

NASA Astrophysics Data System (ADS)

Matros, Yu Sh; Noskov, Aleksandr S.

1990-10-01

The application of various methods (adsorption, absorption, thermal afterburning, catalytic purification, and others) for the removal of sulphur and nitrogen oxides, toxic organic compounds, hydrogen sulphide, and carbon monoxide from industrial waste gases is described. Much attention is devoted to the catalytic procedure for making the gases safe using an energy collecting non-stationary method (reversible process). The advantages and limitations of various gas purification methods are considered. The bibliography includes 279 references.

Slow, bursty dynamics as a consequence of quenched network topologies

NASA Astrophysics Data System (ADS)

Ådor, Géza

2014-04-01

Bursty dynamics of agents is shown to appear at criticality or in extended Griffiths phases, even in case of Poisson processes. I provide numerical evidence for a power-law type of intercommunication time distributions by simulating the contact process and the susceptible-infected-susceptible model. This observation suggests that in the case of nonstationary bursty systems, the observed non-Poissonian behavior can emerge as a consequence of an underlying hidden Poissonian network process, which is either critical or exhibits strong rare-region effects. On the contrary, in time-varying networks, rare-region effects do not cause deviation from the mean-field behavior, and heterogeneity-induced burstyness is absent.

Slow, bursty dynamics as a consequence of quenched network topologies.

PubMed

Ódor, Géza

2014-04-01

Bursty dynamics of agents is shown to appear at criticality or in extended Griffiths phases, even in case of Poisson processes. I provide numerical evidence for a power-law type of intercommunication time distributions by simulating the contact process and the susceptible-infected-susceptible model. This observation suggests that in the case of nonstationary bursty systems, the observed non-Poissonian behavior can emerge as a consequence of an underlying hidden Poissonian network process, which is either critical or exhibits strong rare-region effects. On the contrary, in time-varying networks, rare-region effects do not cause deviation from the mean-field behavior, and heterogeneity-induced burstyness is absent.

A novel vibration-based fault diagnostic algorithm for gearboxes under speed fluctuations without rotational speed measurement

NASA Astrophysics Data System (ADS)

Hong, Liu; Qu, Yongzhi; Dhupia, Jaspreet Singh; Sheng, Shuangwen; Tan, Yuegang; Zhou, Zude

2017-09-01

The localized failures of gears introduce cyclic-transient impulses in the measured gearbox vibration signals. These impulses are usually identified from the sidebands around gear-mesh harmonics through the spectral analysis of cyclo-stationary signals. However, in practice, several high-powered applications of gearboxes like wind turbines are intrinsically characterized by nonstationary processes that blur the measured vibration spectra of a gearbox and deteriorate the efficacy of spectral diagnostic methods. Although order-tracking techniques have been proposed to improve the performance of spectral diagnosis for nonstationary signals measured in such applications, the required hardware for the measurement of rotational speed of these machines is often unavailable in industrial settings. Moreover, existing tacho-less order-tracking approaches are usually limited by the high time-frequency resolution requirement, which is a prerequisite for the precise estimation of the instantaneous frequency. To address such issues, a novel fault-signature enhancement algorithm is proposed that can alleviate the spectral smearing without the need of rotational speed measurement. This proposed tacho-less diagnostic technique resamples the measured acceleration signal of the gearbox based on the optimal warping path evaluated from the fast dynamic time-warping algorithm, which aligns a filtered shaft rotational harmonic signal with respect to a reference signal assuming a constant shaft rotational speed estimated from the approximation of operational speed. The effectiveness of this method is validated using both simulated signals from a fixed-axis gear pair under nonstationary conditions and experimental measurements from a 750-kW planetary wind turbine gearbox on a dynamometer test rig. The results demonstrate that the proposed algorithm can identify fault information from typical gearbox vibration measurements carried out in a resource-constrained industrial environment.

Non-stationary (13)C-metabolic flux ratio analysis.

PubMed

Hörl, Manuel; Schnidder, Julian; Sauer, Uwe; Zamboni, Nicola

2013-12-01

(13)C-metabolic flux analysis ((13)C-MFA) has become a key method for metabolic engineering and systems biology. In the most common methodology, fluxes are calculated by global isotopomer balancing and iterative fitting to stationary (13)C-labeling data. This approach requires a closed carbon balance, long-lasting metabolic steady state, and the detection of (13)C-patterns in a large number of metabolites. These restrictions mostly reduced the application of (13)C-MFA to the central carbon metabolism of well-studied model organisms grown in minimal media with a single carbon source. Here we introduce non-stationary (13)C-metabolic flux ratio analysis as a novel method for (13)C-MFA to allow estimating local, relative fluxes from ultra-short (13)C-labeling experiments and without the need for global isotopomer balancing. The approach relies on the acquisition of non-stationary (13)C-labeling data exclusively for metabolites in the proximity of a node of converging fluxes and a local parameter estimation with a system of ordinary differential equations. We developed a generalized workflow that takes into account reaction types and the availability of mass spectrometric data on molecular ions or fragments for data processing, modeling, parameter and error estimation. We demonstrated the approach by analyzing three key nodes of converging fluxes in central metabolism of Bacillus subtilis. We obtained flux estimates that are in agreement with published results obtained from steady state experiments, but reduced the duration of the necessary (13)C-labeling experiment to less than a minute. These results show that our strategy enables to formally estimate relative pathway fluxes on extremely short time scale, neglecting cellular carbon balancing. Hence this approach paves the road to targeted (13)C-MFA in dynamic systems with multiple carbon sources and towards rich media. © 2013 Wiley Periodicals, Inc.

A novel vibration-based fault diagnostic algorithm for gearboxes under speed fluctuations without rotational speed measurement

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hong, Liu; Qu, Yongzhi; Dhupia, Jaspreet Singh

The localized failures of gears introduce cyclic-transient impulses in the measured gearbox vibration signals. These impulses are usually identified from the sidebands around gear-mesh harmonics through the spectral analysis of cyclo-stationary signals. However, in practice, several high-powered applications of gearboxes like wind turbines are intrinsically characterized by nonstationary processes that blur the measured vibration spectra of a gearbox and deteriorate the efficacy of spectral diagnostic methods. Although order-tracking techniques have been proposed to improve the performance of spectral diagnosis for nonstationary signals measured in such applications, the required hardware for the measurement of rotational speed of these machines is oftenmore » unavailable in industrial settings. Moreover, existing tacho-less order-tracking approaches are usually limited by the high time-frequency resolution requirement, which is a prerequisite for the precise estimation of the instantaneous frequency. To address such issues, a novel fault-signature enhancement algorithm is proposed that can alleviate the spectral smearing without the need of rotational speed measurement. This proposed tacho-less diagnostic technique resamples the measured acceleration signal of the gearbox based on the optimal warping path evaluated from the fast dynamic time-warping algorithm, which aligns a filtered shaft rotational harmonic signal with respect to a reference signal assuming a constant shaft rotational speed estimated from the approximation of operational speed. The effectiveness of this method is validated using both simulated signals from a fixed-axis gear pair under nonstationary conditions and experimental measurements from a 750-kW planetary wind turbine gearbox on a dynamometer test rig. Lastly, the results demonstrate that the proposed algorithm can identify fault information from typical gearbox vibration measurements carried out in a resource-constrained industrial environment.« less

A novel vibration-based fault diagnostic algorithm for gearboxes under speed fluctuations without rotational speed measurement

DOE PAGES

Hong, Liu; Qu, Yongzhi; Dhupia, Jaspreet Singh; ...

2017-02-27

The localized failures of gears introduce cyclic-transient impulses in the measured gearbox vibration signals. These impulses are usually identified from the sidebands around gear-mesh harmonics through the spectral analysis of cyclo-stationary signals. However, in practice, several high-powered applications of gearboxes like wind turbines are intrinsically characterized by nonstationary processes that blur the measured vibration spectra of a gearbox and deteriorate the efficacy of spectral diagnostic methods. Although order-tracking techniques have been proposed to improve the performance of spectral diagnosis for nonstationary signals measured in such applications, the required hardware for the measurement of rotational speed of these machines is oftenmore » unavailable in industrial settings. Moreover, existing tacho-less order-tracking approaches are usually limited by the high time-frequency resolution requirement, which is a prerequisite for the precise estimation of the instantaneous frequency. To address such issues, a novel fault-signature enhancement algorithm is proposed that can alleviate the spectral smearing without the need of rotational speed measurement. This proposed tacho-less diagnostic technique resamples the measured acceleration signal of the gearbox based on the optimal warping path evaluated from the fast dynamic time-warping algorithm, which aligns a filtered shaft rotational harmonic signal with respect to a reference signal assuming a constant shaft rotational speed estimated from the approximation of operational speed. The effectiveness of this method is validated using both simulated signals from a fixed-axis gear pair under nonstationary conditions and experimental measurements from a 750-kW planetary wind turbine gearbox on a dynamometer test rig. Lastly, the results demonstrate that the proposed algorithm can identify fault information from typical gearbox vibration measurements carried out in a resource-constrained industrial environment.« less

MySSP: Non-stationary evolutionary sequence simulation, including indels

PubMed Central

Rosenberg, Michael S.

2007-01-01

MySSP is a new program for the simulation of DNA sequence evolution across a phylogenetic tree. Although many programs are available for sequence simulation, MySSP is unique in its inclusion of indels, flexibility in allowing for non-stationary patterns, and output of ancestral sequences. Some of these features can individually be found in existing programs, but have not all have been previously available in a single package. PMID:19325855

Deviations from uniform power law scaling in nonstationary time series

NASA Technical Reports Server (NTRS)

Viswanathan, G. M.; Peng, C. K.; Stanley, H. E.; Goldberger, A. L.

1997-01-01

A classic problem in physics is the analysis of highly nonstationary time series that typically exhibit long-range correlations. Here we test the hypothesis that the scaling properties of the dynamics of healthy physiological systems are more stable than those of pathological systems by studying beat-to-beat fluctuations in the human heart rate. We develop techniques based on the Fano factor and Allan factor functions, as well as on detrended fluctuation analysis, for quantifying deviations from uniform power-law scaling in nonstationary time series. By analyzing extremely long data sets of up to N = 10(5) beats for 11 healthy subjects, we find that the fluctuations in the heart rate scale approximately uniformly over several temporal orders of magnitude. By contrast, we find that in data sets of comparable length for 14 subjects with heart disease, the fluctuations grow erratically, indicating a loss of scaling stability.

Nonsteady Problem for an Elastic Half-Plane with Mixed Boundary Conditions

NASA Astrophysics Data System (ADS)

Kubenko, V. D.

2016-03-01

An approach to studying nonstationary wave processes in an elastic half-plane with mixed boundary conditions of the fourth boundary-value problem of elasticity is proposed. The Laplace and Fourier transforms are used. The sequential inversion of these transforms or the inversion of the joint transform by the Cagniard method allows obtaining the required solution (stresses, displacements) in a closed analytic form. With this approach, the problem can be solved for various types of loads

Nonstationary plasma-thermo-fluid dynamics and transition in processes of deep penetration laser beam-matter interaction

NASA Astrophysics Data System (ADS)

Golubev, Vladimir S.; Banishev, Alexander F.; Azharonok, V. V.; Zabelin, Alexandre M.

1994-09-01

A qualitative analysis of the role of some hydrodynamic flows and instabilities by the process of laser beam-metal sample deep penetration interaction is presented. The forces of vapor pressure, melt surface tension and thermocapillary forces can determined a number of oscillatory and nonstationary phenomena in keyhole and weld pool. Dynamics of keyhole formation in metal plates has been studied under laser beam pulse effect ((lambda) equals 1.06 micrometers ). Velocities of the keyhole bottom motion have been determined at 0.5 X 105 - 106 W/cm2 laser power densities. Oscillatory regime of plate break- down has been found out. Small-dimensional structures with d-(lambda) period was found on the frozen cavity walls, which, in our opinion, can contribute significantly to laser beam absorption. A new form of periodic structure on the frozen pattern being a helix-shaped modulation of the keyhole walls and bottom relief has been revealed. Temperature oscillations related to capillary oscillations in the melt layer were discovered in the cavity. Interaction of the CW CO2 laser beam and the matter by beam penetration into a moving metal sample has been studied. The pulsed and thermodynamic parameters of the surface plasma were investigated by optical and spectroscopic methods. The frequencies of plasma jets pulsations (in 10 - 105 Hz range) are related to possible melt surface instabilities of the keyhole.

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

PubMed

Duda, Piotr; Jaworski, Maciej; Rutkowski, Leszek

2018-03-01

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

A novel framework to simulating non-stationary, non-linear, non-Normal hydrological time series using Markov Switching Autoregressive Models

NASA Astrophysics Data System (ADS)

Birkel, C.; Paroli, R.; Spezia, L.; Tetzlaff, D.; Soulsby, C.

2012-12-01

In this paper we present a novel model framework using the class of Markov Switching Autoregressive Models (MSARMs) to examine catchments as complex stochastic systems that exhibit non-stationary, non-linear and non-Normal rainfall-runoff and solute dynamics. Hereby, MSARMs are pairs of stochastic processes, one observed and one unobserved, or hidden. We model the unobserved process as a finite state Markov chain and assume that the observed process, given the hidden Markov chain, is conditionally autoregressive, which means that the current observation depends on its recent past (system memory). The model is fully embedded in a Bayesian analysis based on Markov Chain Monte Carlo (MCMC) algorithms for model selection and uncertainty assessment. Hereby, the autoregressive order and the dimension of the hidden Markov chain state-space are essentially self-selected. The hidden states of the Markov chain represent unobserved levels of variability in the observed process that may result from complex interactions of hydroclimatic variability on the one hand and catchment characteristics affecting water and solute storage on the other. To deal with non-stationarity, additional meteorological and hydrological time series along with a periodic component can be included in the MSARMs as covariates. This extension allows identification of potential underlying drivers of temporal rainfall-runoff and solute dynamics. We applied the MSAR model framework to streamflow and conservative tracer (deuterium and oxygen-18) time series from an intensively monitored 2.3 km2 experimental catchment in eastern Scotland. Statistical time series analysis, in the form of MSARMs, suggested that the streamflow and isotope tracer time series are not controlled by simple linear rules. MSARMs showed that the dependence of current observations on past inputs observed by transport models often in form of the long-tailing of travel time and residence time distributions can be efficiently explained by non-stationarity either of the system input (climatic variability) and/or the complexity of catchment storage characteristics. The statistical model is also capable of reproducing short (event) and longer-term (inter-event) and wet and dry dynamical "hydrological states". These reflect the non-linear transport mechanisms of flow pathways induced by transient climatic and hydrological variables and modified by catchment characteristics. We conclude that MSARMs are a powerful tool to analyze the temporal dynamics of hydrological data, allowing for explicit integration of non-stationary, non-linear and non-Normal characteristics.

Polarization characteristics of inhomogeneous models of nonstationary light-scattering media

NASA Astrophysics Data System (ADS)

Smolinskii, E. S.; Petruk, V. G.; Lavreniuk, V. I.

1990-09-01

The optical parameters of monodisperse layers of MgO and turpentine black with different surface particle densities are investigated using a polarization spectrum extinction meter. A method for determining the volume density of a real nonstationary scattering and absorbing medium is proposed which is based on the transfer equations. Graphical and spectroanalytical data are presented which allow for various optical and physical factors. Polarization measurements of the layers are carried out, and scattering matrices are obtained.

SENSITIVITY OF STRUCTURAL RESPONSE TO GROUND MOTION SOURCE AND SITE PARAMETERS.

USGS Publications Warehouse

Safak, Erdal; Brebbia, C.A.; Cakmak, A.S.; Abdel Ghaffar, A.M.

1985-01-01

Designing structures to withstand earthquakes requires an accurate estimation of the expected ground motion. While engineers use the peak ground acceleration (PGA) to model the strong ground motion, seismologists use physical characteristics of the source and the rupture mechanism, such as fault length, stress drop, shear wave velocity, seismic moment, distance, and attenuation. This study presents a method for calculating response spectra from seismological models using random vibration theory. It then investigates the effect of various source and site parameters on peak response. Calculations are based on a nonstationary stochastic ground motion model, which can incorporate all the parameters both in frequency and time domains. The estimation of the peak response accounts for the effects of the non-stationarity, bandwidth and peak correlations of the response.

Iterative generalized time-frequency reassignment for planetary gearbox fault diagnosis under nonstationary conditions

NASA Astrophysics Data System (ADS)

Chen, Xiaowang; Feng, Zhipeng

2016-12-01

Planetary gearboxes are widely used in many sorts of machinery, for its large transmission ratio and high load bearing capacity in a compact structure. Their fault diagnosis relies on effective identification of fault characteristic frequencies. However, in addition to the vibration complexity caused by intricate mechanical kinematics, volatile external conditions result in time-varying running speed and/or load, and therefore nonstationary vibration signals. This usually leads to time-varying complex fault characteristics, and adds difficulty to planetary gearbox fault diagnosis. Time-frequency analysis is an effective approach to extracting the frequency components and their time variation of nonstationary signals. Nevertheless, the commonly used time-frequency analysis methods suffer from poor time-frequency resolution as well as outer and inner interferences, which hinder accurate identification of time-varying fault characteristic frequencies. Although time-frequency reassignment improves the time-frequency readability, it is essentially subject to the constraints of mono-component and symmetric time-frequency distribution about true instantaneous frequency. Hence, it is still susceptible to erroneous energy reallocation or even generates pseudo interferences, particularly for multi-component signals of highly nonlinear instantaneous frequency. In this paper, to overcome the limitations of time-frequency reassignment, we propose an improvement with fine time-frequency resolution and free from interferences for highly nonstationary multi-component signals, by exploiting the merits of iterative generalized demodulation. The signal is firstly decomposed into mono-components of constant frequency by iterative generalized demodulation. Time-frequency reassignment is then applied to each generalized demodulated mono-component, obtaining a fine time-frequency distribution. Finally, the time-frequency distribution of each signal component is restored and superposed to get the time-frequency distribution of original signal. The proposed method is validated using both numerical simulated and lab experimental planetary gearbox vibration signals. The time-varying gear fault symptoms are successfully extracted, showing effectiveness of the proposed iterative generalized time-frequency reassignment method in planetary gearbox fault diagnosis under nonstationary conditions.

The US DOE A2e Mesoscale to Microscale Coupling Project: Nonstationary Modeling Techniques and Assessment

NASA Astrophysics Data System (ADS)

Haupt, Sue Ellen; Kosovic, Branko; Shaw, William

2017-04-01

The purpose of the US DOE's Mesoscale-Microscale Coupling (MMC) Project is to develop, verify, and validate physical models and modeling techniques that bridge the most important atmospheric scales that determine wind plant performance and reliability. As part of DOE's Atmosphere to Electrons (A2e) program, the MMC project seeks to create a new predictive numerical simulation capability that is able to represent the full range of atmospheric flow conditions impacting wind plant performance. The recent focus of MMC has been on nonstationary conditions over flat terrain. These nonstationary cases are critical for wind energy and represent a primary need for mesoscale meteorological forcing of the microscale models. The MMC team modeled two types of non-stationary cases: 1) diurnal cycles in which the daytime convective boundary layer collapses with the setting of the sun when the surface heat flux changes from positive to negative, passing through a brief period of neutral stability before becoming stable, with smaller scale turbulence and the potential for low level jet (LLJ) formation; and 2) frontal passage as an example of a synoptic weather event that may cause relatively rapid changes in wind speed and direction. The team compared and contrasted two primary techniques for non-stationary forcing of the microscale by the mesoscale model. The first is to use the tendencies from the mesoscale model to directly force the microscale mode. The second method is to couple not only the microscale domain's internal forcing parameters, but also its lateral boundaries, to a mesoscale simulation. While the boundary coupled approach provides the greatest generality, since the mesoscale flow information providing the lateral boundary information for the microscale domain contains no explicit turbulence information, the approach requires methods to accelerate turbulence production at the microscale domain's inflow boundaries. Forefront assessment strategies, including comparing spectra and cospectra, were used to assess the techniques. Testing methods to initialize turbulence at the microscale was also accomplished.

Nonlinear, non-stationary image processing technique for eddy current NDE

NASA Astrophysics Data System (ADS)

Yang, Guang; Dib, Gerges; Kim, Jaejoon; Zhang, Lu; Xin, Junjun; Udpa, Lalita

2012-05-01

Automatic analysis of eddy current (EC) data has facilitated the analysis of large volumes of data generated in the inspection of steam generator tubes in nuclear power plants. The traditional procedure for analysis of EC data includes data calibration, pre-processing, region of interest (ROI) detection, feature extraction and classification. Accurate ROI detection has been enhanced by pre-processing, which involves reducing noise and other undesirable components as well as enhancing defect indications in the raw measurement. This paper presents the Hilbert-Huang Transform (HHT) for feature extraction and support vector machine (SVM) for classification. The performance is shown to significantly better than the existing rule based classification approach used in industry.

Embedded algorithms within an FPGA-based system to process nonlinear time series data

NASA Astrophysics Data System (ADS)

Jones, Jonathan D.; Pei, Jin-Song; Tull, Monte P.

2008-03-01

This paper presents some preliminary results of an ongoing project. A pattern classification algorithm is being developed and embedded into a Field-Programmable Gate Array (FPGA) and microprocessor-based data processing core in this project. The goal is to enable and optimize the functionality of onboard data processing of nonlinear, nonstationary data for smart wireless sensing in structural health monitoring. Compared with traditional microprocessor-based systems, fast growing FPGA technology offers a more powerful, efficient, and flexible hardware platform including on-site (field-programmable) reconfiguration capability of hardware. An existing nonlinear identification algorithm is used as the baseline in this study. The implementation within a hardware-based system is presented in this paper, detailing the design requirements, validation, tradeoffs, optimization, and challenges in embedding this algorithm. An off-the-shelf high-level abstraction tool along with the Matlab/Simulink environment is utilized to program the FPGA, rather than coding the hardware description language (HDL) manually. The implementation is validated by comparing the simulation results with those from Matlab. In particular, the Hilbert Transform is embedded into the FPGA hardware and applied to the baseline algorithm as the centerpiece in processing nonlinear time histories and extracting instantaneous features of nonstationary dynamic data. The selection of proper numerical methods for the hardware execution of the selected identification algorithm and consideration of the fixed-point representation are elaborated. Other challenges include the issues of the timing in the hardware execution cycle of the design, resource consumption, approximation accuracy, and user flexibility of input data types limited by the simplicity of this preliminary design. Future work includes making an FPGA and microprocessor operate together to embed a further developed algorithm that yields better computational and power efficiency.

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

PubMed

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

2016-11-01

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

Scattering transform for nonstationary Schroedinger equation with bidimensionally perturbed N-soliton potential

DOE Office of Scientific and Technical Information (OSTI.GOV)

Boiti, M.; Pempinelli, F.; Pogrebkov, A. K.

2006-12-15

In the framework of the extended resolvent approach the direct and inverse scattering problems for the nonstationary Schroedinger equation with a potential being a perturbation of the N-soliton potential by means of a generic bidimensional smooth function decaying at large spaces are introduced and investigated. The initial value problem of the Kadomtsev-Petviashvili I equation for a solution describing N wave solitons on a generic smooth decaying background is then linearized, giving the time evolution of the spectral data.

An Experimental Study of Nonstationary Instabilities of Planar Shock Waves in Ionizing Argon

DTIC Science & Technology

1980-08-01

Distribution is unlimited. A. D. BLOSS Technioal Information Ottoer AN EPERIMeNTAL STUDY OF NONSTATIONARY INSTABILTIES OF PLANAR SHOCK WAVES IN IONIZIG...UTIAS hypervelocity shock tube are performed with the aid of a 23-cm dia aperture Mach-Zehnder interferometer. Details of the design and operation of...and the Q-switching, and normally is designed to be 900 us for optimal single-exposure photos. A different value of t = 500 us was used for some of the

Variance fluctuations in nonstationary time series: a comparative study of music genres

NASA Astrophysics Data System (ADS)

Jennings, Heather D.; Ivanov, Plamen Ch.; De Martins, Allan M.; da Silva, P. C.; Viswanathan, G. M.

2004-05-01

An important problem in physics concerns the analysis of audio time series generated by transduced acoustic phenomena. Here, we develop a new method to quantify the scaling properties of the local variance of nonstationary time series. We apply this technique to analyze audio signals obtained from selected genres of music. We find quantitative differences in the correlation properties of high art music, popular music, and dance music. We discuss the relevance of these objective findings in relation to the subjective experience of music.

Solving a Local Boundary Value Problem for a Nonlinear Nonstationary System in the Class of Feedback Controls

NASA Astrophysics Data System (ADS)

Kvitko, A. N.

2018-01-01

An algorithm convenient for numerical implementation is proposed for constructing differentiable control functions that transfer a wide class of nonlinear nonstationary systems of ordinary differential equations from an initial state to a given point of the phase space. Constructive sufficient conditions imposed on the right-hand side of the controlled system are obtained under which this transfer is possible. The control of a robotic manipulator is considered, and its numerical simulation is performed.

Seasonal streamflow forecast with machine learning and teleconnection indices in the context non-stationary climate

NASA Astrophysics Data System (ADS)

Haguma, D.; Leconte, R.

2017-12-01

Spatial and temporal water resources variability are associated with large-scale pressure and circulation anomalies known as teleconnections that influence the pattern of the atmospheric circulation. Teleconnection indices have been used successfully to forecast streamflow in short term. However, in some watersheds, classical methods cannot establish relationships between seasonal streamflow and teleconnection indices because of weak correlation. In this study, machine learning algorithms have been applied for seasonal streamflow forecast using teleconnection indices. Machine learning offers an alternative to classical methods to address the non-linear relationship between streamflow and teleconnection indices the context non-stationary climate. Two machine learning algorithms, random forest (RF) and support vector machine (SVM), with teleconnection indices associated with North American climatology, have been used to forecast inflows for one and two leading seasons for the Romaine River and Manicouagan River watersheds, located in Quebec, Canada. The indices are Pacific-North America (PNA), North Atlantic Oscillation (NAO), El Niño-Southern Oscillation (ENSO), Arctic Oscillation (AO) and Pacific Decadal Oscillation (PDO). The results showed that the machine learning algorithms have an important predictive power for seasonal streamflow for one and two leading seasons. The RF performed better for training and SVM generally have better results with high predictive capability for testing. The RF which is an ensemble method, allowed to assess the uncertainty of the forecast. The integration of teleconnection indices responds to the seasonal forecast of streamflow in the conditions of the non-stationarity the climate, although the teleconnection indices have a weak correlation with streamflow.

A Study of Mexican Free-Tailed Bat Chirp Syllables: Bayesian Functional Mixed Models for Nonstationary Acoustic Time Series

PubMed Central

MARTINEZ, Josue G.; BOHN, Kirsten M.; CARROLL, Raymond J.

2013-01-01

We describe a new approach to analyze chirp syllables of free-tailed bats from two regions of Texas in which they are predominant: Austin and College Station. Our goal is to characterize any systematic regional differences in the mating chirps and assess whether individual bats have signature chirps. The data are analyzed by modeling spectrograms of the chirps as responses in a Bayesian functional mixed model. Given the variable chirp lengths, we compute the spectrograms on a relative time scale interpretable as the relative chirp position, using a variable window overlap based on chirp length. We use 2D wavelet transforms to capture correlation within the spectrogram in our modeling and obtain adaptive regularization of the estimates and inference for the regions-specific spectrograms. Our model includes random effect spectrograms at the bat level to account for correlation among chirps from the same bat, and to assess relative variability in chirp spectrograms within and between bats. The modeling of spectrograms using functional mixed models is a general approach for the analysis of replicated nonstationary time series, such as our acoustical signals, to relate aspects of the signals to various predictors, while accounting for between-signal structure. This can be done on raw spectrograms when all signals are of the same length, and can be done using spectrograms defined on a relative time scale for signals of variable length in settings where the idea of defining correspondence across signals based on relative position is sensible. PMID:23997376

Time-dependent probability density functions and information geometry in stochastic logistic and Gompertz models

NASA Astrophysics Data System (ADS)

Tenkès, Lucille-Marie; Hollerbach, Rainer; Kim, Eun-jin

2017-12-01

A probabilistic description is essential for understanding growth processes in non-stationary states. In this paper, we compute time-dependent probability density functions (PDFs) in order to investigate stochastic logistic and Gompertz models, which are two of the most popular growth models. We consider different types of short-correlated multiplicative and additive noise sources and compare the time-dependent PDFs in the two models, elucidating the effects of the additive and multiplicative noises on the form of PDFs. We demonstrate an interesting transition from a unimodal to a bimodal PDF as the multiplicative noise increases for a fixed value of the additive noise. A much weaker (leaky) attractor in the Gompertz model leads to a significant (singular) growth of the population of a very small size. We point out the limitation of using stationary PDFs, mean value and variance in understanding statistical properties of the growth in non-stationary states, highlighting the importance of time-dependent PDFs. We further compare these two models from the perspective of information change that occurs during the growth process. Specifically, we define an infinitesimal distance at any time by comparing two PDFs at times infinitesimally apart and sum these distances in time. The total distance along the trajectory quantifies the total number of different states that the system undergoes in time, and is called the information length. We show that the time-evolution of the two models become more similar when measured in units of the information length and point out the merit of using the information length in unifying and understanding the dynamic evolution of different growth processes.

New methodology of measurement the unsteady thermal cooling of objects

NASA Astrophysics Data System (ADS)

Winczek, Jerzy

2018-04-01

The problems of measurements of unsteady thermal turbulent flow affect a many of domains, such as heat energy, manufacturing technologies, and many others. The subject of the study is focused on the analysis of current state of the problem, overview of the design solutions and methods to measure non-stationary thermal phenomena, presentation, and choice of adequate design of the cylinder, development of the method to measure and calculate basic values that characterize the process of heat exchange on the model surface.

Numerical simulation of deformation and failure processes of a complex technical object under impact loading

NASA Astrophysics Data System (ADS)

Kraus, E. I.; Shabalin, I. I.; Shabalin, T. I.

2018-04-01

The main points of development of numerical tools for simulation of deformation and failure of complex technical objects under nonstationary conditions of extreme loading are presented. The possibility of extending the dynamic method for construction of difference grids to the 3D case is shown. A 3D realization of discrete-continuum approach to the deformation and failure of complex technical objects is carried out. The efficiency of the existing software package for 3D modelling is shown.

Modeling of Electrochemical Copying in a Finite-Width Cell

NASA Astrophysics Data System (ADS)

Zhitnikov, V. P.; Sherykhalina, N. M.; Zaripov, A. A.

2017-11-01

The problem of modeling of electrochemical machining is reduced to the solution of the Schwartz problem on a parametrical rectangle with the use of theta-functions. Various conditions (non-equipotentiality of electrodes and inconstancy of current efficiency) at the boundary of a processed surface are considered. Nonstationary, quasistationary, stationary, and limit solutions are studied. Results of machining of surfaces by tool electrodes of various shapes are given. It is shown that machining mode parameters significantly affect the dissolved layer size necessary for obtaining high-precision copying.

Co-Prime Frequency and Aperture Design for HF Surveillance, Wideband Radar Imaging, and Nonstationary Array Processing

DTIC Science & Technology

2018-03-10

can be generated using only two sensors in the physical array. In case ofredundancy in the difference coarray, there is more than one antenna pair that...estimation results based on the MUSIC algorithm using multi- frequency co-prime arrays. Both proportional and nonproportional source spectra cases are...be made in this case as well. However, two differences can be noticed by comparing the RMSE plots in Figs. 11 and 13. First, the RMSE takes on lower

On Adaptive Cell-Averaging CFAR (Constant False-Alarm Rate) Radar Signal Detection

DTIC Science & Technology

1987-10-01

SIICILE COPY 4 F FInI Tedwill Rlmrt to October 197 00 C\\JT ON ADAPTIVE CELL-AVERA81NG CFAR I RADAR SIGNAL DETECTION Syracuse University Mourud krket...NY 13441-5700 ELEMENT NO. NO. NO ACCESSION NO. 11. TITLE (Include Security Classification) 61102F 2’ 05 J8 PD - ON ADAPTIVE CELL-AVERAGING CFAR RADAR... CFAR ). One approach to adaptive detection in nonstationary noise and clutter background is to compare the processed target signal to an adaptive

Presentation of a dummy representing suit for simulation of huMAN heatloss (DRESSMAN).

PubMed

Mayer, E; Schwab, R

2004-09-01

DRESSMAN designates a novel dummy for climate measurements that allows predicting the human thermal comfort experienced inside rooms (buildings, vehicles, aircraft, railway compartments etc.) on the basis of indoor climate measurements. Measurements can be listed in tabular form and can also be represented by way of color gradations in a virtual 3D human model. Optionally, visualization may be rendered during or after measurement. Due to its very quick response, DRESSMAN is particularly suited for nonstationary processes.

Noise characterization of a pulse train generated by actively mode-locked lasers

DOE Office of Scientific and Technical Information (OSTI.GOV)

Eliyahu, D.; Salvatore, R.A.; Yariv, A.

1996-07-01

We analyze the entire power spectrum of pulse trains generated by a continuously operating actively mode-locked laser in the presence of noise. We consider the effect of amplitude, pulse-shape, and timing-jitter fluctuations that are characterized by stationary processes. Effects of correlations between different parameters of these fluctuations are studied also. The nonstationary timing-jitter fluctuations of passively mode-locked lasers and their influence on the power spectrum is discussed as well. {copyright} {ital 1996 Optical Society of America.}

Multivariate stochastic analysis for Monthly hydrological time series at Cuyahoga River Basin

NASA Astrophysics Data System (ADS)

zhang, L.

2011-12-01

Copula has become a very powerful statistic and stochastic methodology in case of the multivariate analysis in Environmental and Water resources Engineering. In recent years, the popular one-parameter Archimedean copulas, e.g. Gumbel-Houggard copula, Cook-Johnson copula, Frank copula, the meta-elliptical copula, e.g. Gaussian Copula, Student-T copula, etc. have been applied in multivariate hydrological analyses, e.g. multivariate rainfall (rainfall intensity, duration and depth), flood (peak discharge, duration and volume), and drought analyses (drought length, mean and minimum SPI values, and drought mean areal extent). Copula has also been applied in the flood frequency analysis at the confluences of river systems by taking into account the dependence among upstream gauge stations rather than by using the hydrological routing technique. In most of the studies above, the annual time series have been considered as stationary signal which the time series have been assumed as independent identically distributed (i.i.d.) random variables. But in reality, hydrological time series, especially the daily and monthly hydrological time series, cannot be considered as i.i.d. random variables due to the periodicity existed in the data structure. Also, the stationary assumption is also under question due to the Climate Change and Land Use and Land Cover (LULC) change in the fast years. To this end, it is necessary to revaluate the classic approach for the study of hydrological time series by relaxing the stationary assumption by the use of nonstationary approach. Also as to the study of the dependence structure for the hydrological time series, the assumption of same type of univariate distribution also needs to be relaxed by adopting the copula theory. In this paper, the univariate monthly hydrological time series will be studied through the nonstationary time series analysis approach. The dependence structure of the multivariate monthly hydrological time series will be studied through the copula theory. As to the parameter estimation, the maximum likelihood estimation (MLE) will be applied. To illustrate the method, the univariate time series model and the dependence structure will be determined and tested using the monthly discharge time series of Cuyahoga River Basin.

A review on prognostic techniques for non-stationary and non-linear rotating systems

NASA Astrophysics Data System (ADS)

Kan, Man Shan; Tan, Andy C. C.; Mathew, Joseph

2015-10-01

The field of prognostics has attracted significant interest from the research community in recent times. Prognostics enables the prediction of failures in machines resulting in benefits to plant operators such as shorter downtimes, higher operation reliability, reduced operations and maintenance cost, and more effective maintenance and logistics planning. Prognostic systems have been successfully deployed for the monitoring of relatively simple rotating machines. However, machines and associated systems today are increasingly complex. As such, there is an urgent need to develop prognostic techniques for such complex systems operating in the real world. This review paper focuses on prognostic techniques that can be applied to rotating machinery operating under non-linear and non-stationary conditions. The general concept of these techniques, the pros and cons of applying these methods, as well as their applications in the research field are discussed. Finally, the opportunities and challenges in implementing prognostic systems and developing effective techniques for monitoring machines operating under non-stationary and non-linear conditions are also discussed.

Assessment of Power Quality based on Fuzzy Logic and Discrete Wavelet Transform for Nonstationary Disturbances

NASA Astrophysics Data System (ADS)

Sinha, Pampa; Nath, Sudipta

2010-10-01

The main aspects of power system delivery are reliability and quality. If all the customers of a power system get uninterrupted power through the year then the system is considered to be reliable. The term power quality may be referred to as maintaining near sinusoidal voltage at rated frequency at the consumers end. The power component definitions are defined according to the IEEE Standard 1459-2000 both for single phase and three phase unbalanced systems based on Fourier Transform (FFT). In the presence of nonstationary power quality (PQ) disturbances results in accurate values due to its sensitivity to the spectral leakage problem. To overcome these limitations the power quality components are calculated using Discrete Wavelet Transform (DWT). In order to handle the uncertainties associated with electric power systems operations fuzzy logic has been incorporated in this paper. A new power quality index has been introduced here which can assess the power quality under nonstationary disturbances.

Temporal Coherence: A Model for Non-Stationarity in Natural and Simulated Wind Records

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rinker, Jennifer M.; Gavin, Henri P.; Clifton, Andrew

We present a novel methodology for characterizing and simulating non-stationary stochastic wind records. In this new method, non-stationarity is characterized and modelled via temporal coherence, which is quantified in the discrete frequency domain by probability distributions of the differences in phase between adjacent Fourier components. Temporal coherence can also be used to quantify non-stationary characteristics in wind data. Three case studies are presented that analyze the non-stationarity of turbulent wind data obtained at the National Wind Technology Center near Boulder, Colorado, USA. The first study compares the temporal and spectral characteristics of a stationary wind record and a non-stationary windmore » record in order to highlight their differences in temporal coherence. The second study examines the distribution of one of the proposed temporal coherence parameters and uses it to quantify the prevalence of nonstationarity in the dataset. The third study examines how temporal coherence varies with a range of atmospheric parameters to determine what conditions produce more non-stationarity.« less

A Kernel Embedding-Based Approach for Nonstationary Causal Model Inference.

PubMed

Hu, Shoubo; Chen, Zhitang; Chan, Laiwan

2018-05-01

Although nonstationary data are more common in the real world, most existing causal discovery methods do not take nonstationarity into consideration. In this letter, we propose a kernel embedding-based approach, ENCI, for nonstationary causal model inference where data are collected from multiple domains with varying distributions. In ENCI, we transform the complicated relation of a cause-effect pair into a linear model of variables of which observations correspond to the kernel embeddings of the cause-and-effect distributions in different domains. In this way, we are able to estimate the causal direction by exploiting the causal asymmetry of the transformed linear model. Furthermore, we extend ENCI to causal graph discovery for multiple variables by transforming the relations among them into a linear nongaussian acyclic model. We show that by exploiting the nonstationarity of distributions, both cause-effect pairs and two kinds of causal graphs are identifiable under mild conditions. Experiments on synthetic and real-world data are conducted to justify the efficacy of ENCI over major existing methods.

Analysis of thermal stress of the piston during non-stationary heat flow in a turbocharged Diesel engine

NASA Astrophysics Data System (ADS)

Gustof, P.; Hornik, A.

2016-09-01

In the paper, numeric calculations of thermal stresses of the piston in a turbocharged Diesel engine in the initial phase of its work were carried out based on experimental studies and the data resulting from them. The calculations were made using a geometrical model of the piston in a five-cylinder turbocharged Diesel engine with a capacity of about 2300 cm3, with a direct fuel injection to the combustion chamber and a power rating of 85 kW. In order to determine the thermal stress, application of own mathematical models of the heat flow in characteristic surfaces of the piston was required to show real processes occurring on the surface of the analysed component. The calculations were performed using a Geostar COSMOS/M program module. A three-dimensional geometric model of the piston was created in this program based on a real component, in order to enable the calculations and analysis of thermal stresses during non-stationary heat flow. Modelling of the thermal stresses of the piston for the engine speed n=4250 min-1 and engine load λ=1.69 was carried out.

Non-stationary signal analysis based on general parameterized time-frequency transform and its application in the feature extraction of a rotary machine

NASA Astrophysics Data System (ADS)

Zhou, Peng; Peng, Zhike; Chen, Shiqian; Yang, Yang; Zhang, Wenming

2018-06-01

With the development of large rotary machines for faster and more integrated performance, the condition monitoring and fault diagnosis for them are becoming more challenging. Since the time-frequency (TF) pattern of the vibration signal from the rotary machine often contains condition information and fault feature, the methods based on TF analysis have been widely-used to solve these two problems in the industrial community. This article introduces an effective non-stationary signal analysis method based on the general parameterized time-frequency transform (GPTFT). The GPTFT is achieved by inserting a rotation operator and a shift operator in the short-time Fourier transform. This method can produce a high-concentrated TF pattern with a general kernel. A multi-component instantaneous frequency (IF) extraction method is proposed based on it. The estimation for the IF of every component is accomplished by defining a spectrum concentration index (SCI). Moreover, such an IF estimation process is iteratively operated until all the components are extracted. The tests on three simulation examples and a real vibration signal demonstrate the effectiveness and superiority of our method.

Nonstationary EO/IR Clutter Suppression and Dim Object Tracking

NASA Astrophysics Data System (ADS)

Tartakovsky, A.; Brown, A.; Brown, J.

2010-09-01

We develop and evaluate the performance of advanced algorithms which provide significantly improved capabilities for automated detection and tracking of ballistic and flying dim objects in the presence of highly structured intense clutter. Applications include ballistic missile early warning, midcourse tracking, trajectory prediction, and resident space object detection and tracking. The set of algorithms include, in particular, adaptive spatiotemporal clutter estimation-suppression and nonlinear filtering-based multiple-object track-before-detect. These algorithms are suitable for integration into geostationary, highly elliptical, or low earth orbit scanning or staring sensor suites, and are based on data-driven processing that adapts to real-world clutter backgrounds, including celestial, earth limb, or terrestrial clutter. In many scenarios of interest, e.g., for highly elliptic and, especially, low earth orbits, the resulting clutter is highly nonstationary, providing a significant challenge for clutter suppression to or below sensor noise levels, which is essential for dim object detection and tracking. We demonstrate the success of the developed algorithms using semi-synthetic and real data. In particular, our algorithms are shown to be capable of detecting and tracking point objects with signal-to-clutter levels down to 1/1000 and signal-to-noise levels down to 1/4.

Long-period quasi-periodic oscillations of a small-scale magnetic structure on the Sun

NASA Astrophysics Data System (ADS)

Kolotkov, D. Y.; Smirnova, V. V.; Strekalova, P. V.; Riehokainen, A.; Nakariakov, V. M.

2017-02-01

Aims: Long-period quasi-periodic variations of the average magnetic field in a small-scale magnetic structure on the Sun are analysed. The structure is situated at the photospheric level and is involved in a facula formation in the chromosphere. Methods: The observational signal obtained from the SDO/HMI line-of-sight magnetograms of the target structure has a non-stationary behaviour, and is therefore processed with the Hilbert-Huang Transform spectral technique. Results: The empirical decomposition of the original signal and subsequent testing of the statistical significance of its intrinsic modes reveal the presence of the white and pink noisy components for the periods shorter and longer than 10 min, respectively, and a significant oscillatory mode. The oscillation is found to have a non-stationary period growing from approximately 80 to 230 min and an increasing relative amplitude, while the mean magnetic field in the oscillating structure is seen to decrease. The observed behaviour could be interpreted either by the dynamical interaction of the structure with the boundaries of supergranula cells in the region of interest or in terms of the vortex shedding appearing during the magnetic flux emergence.

A diagnostic signal selection scheme for planetary gearbox vibration monitoring under non-stationary operational conditions

NASA Astrophysics Data System (ADS)

Feng, Ke; Wang, KeSheng; Zhang, Mian; Ni, Qing; Zuo, Ming J.

2017-03-01

The planetary gearbox, due to its unique mechanical structures, is an important rotating machine for transmission systems. Its engineering applications are often in non-stationary operational conditions, such as helicopters, wind energy systems, etc. The unique physical structures and working conditions make the vibrations measured from planetary gearboxes exhibit a complex time-varying modulation and therefore yield complicated spectral structures. As a result, traditional signal processing methods, such as Fourier analysis, and the selection of characteristic fault frequencies for diagnosis face serious challenges. To overcome this drawback, this paper proposes a signal selection scheme for fault-emphasized diagnostics based upon two order tracking techniques. The basic procedures for the proposed scheme are as follows. (1) Computed order tracking is applied to reveal the order contents and identify the order(s) of interest. (2) Vold-Kalman filter order tracking is used to extract the order(s) of interest—these filtered order(s) constitute the so-called selected vibrations. (3) Time domain statistic indicators are applied to the selected vibrations for faulty information-emphasized diagnostics. The proposed scheme is explained and demonstrated in a signal simulation model and experimental studies and the method proves to be effective for planetary gearbox fault diagnosis.

Implementation issues of the nearfield equivalent source imaging microphone array

NASA Astrophysics Data System (ADS)

Bai, Mingsian R.; Lin, Jia-Hong; Tseng, Chih-Wen

2011-01-01

This paper revisits a nearfield microphone array technique termed nearfield equivalent source imaging (NESI) proposed previously. In particular, various issues concerning the implementation of the NESI algorithm are examined. The NESI can be implemented in both the time domain and the frequency domain. Acoustical variables including sound pressure, particle velocity, active intensity and sound power are calculated by using multichannel inverse filters. Issues concerning sensor deployment are also investigated for the nearfield array. The uniform array outperformed a random array previously optimized for far-field imaging, which contradicts the conventional wisdom in far-field arrays. For applications in which only a patch array with scarce sensors is available, a virtual microphone approach is employed to ameliorate edge effects using extrapolation and to improve imaging resolution using interpolation. To enhance the processing efficiency of the time-domain NESI, an eigensystem realization algorithm (ERA) is developed. Several filtering methods are compared in terms of computational complexity. Significant saving on computations can be achieved using ERA and the frequency-domain NESI, as compared to the traditional method. The NESI technique was also experimentally validated using practical sources including a 125 cc scooter and a wooden box model with a loudspeaker fitted inside. The NESI technique proved effective in identifying broadband and non-stationary sources produced by the sources.

Nonstationary Influence of El Niño on the Synchronous Dengue Epidemics in Thailand

PubMed Central

Cazelles, Bernard; Chavez, Mario; McMichael, Anthony J; Hales, Simon

2005-01-01

Background Several factors, including environmental and climatic factors, influence the transmission of vector-borne diseases. Nevertheless, the identification and relative importance of climatic factors for vector-borne diseases remain controversial. Dengue is the world's most important viral vector-borne disease, and the controversy about climatic effects also applies in this case. Here we address the role of climate variability in shaping the interannual pattern of dengue epidemics. Methods and Findings We have analysed monthly data for Thailand from 1983 to 1997 using wavelet approaches that can describe nonstationary phenomena and that also allow the quantification of nonstationary associations between time series. We report a strong association between monthly dengue incidence in Thailand and the dynamics of El Niño for the 2–3-y periodic mode. This association is nonstationary, seen only from 1986 to 1992, and appears to have a major influence on the synchrony of dengue epidemics in Thailand. Conclusion The underlying mechanism for the synchronisation of dengue epidemics may resemble that of a pacemaker, in which intrinsic disease dynamics interact with climate variations driven by El Niño to propagate travelling waves of infection. When association with El Niño is strong in the 2–3-y periodic mode, one observes high synchrony of dengue epidemics over Thailand. When this association is absent, the seasonal dynamics become dominant and the synchrony initiated in Bangkok collapses. PMID:15839751

A Development of Nonstationary Regional Frequency Analysis Model with Large-scale Climate Information: Its Application to Korean Watershed

NASA Astrophysics Data System (ADS)

Kim, Jin-Young; Kwon, Hyun-Han; Kim, Hung-Soo

2015-04-01

The existing regional frequency analysis has disadvantages in that it is difficult to consider geographical characteristics in estimating areal rainfall. In this regard, this study aims to develop a hierarchical Bayesian model based nonstationary regional frequency analysis in that spatial patterns of the design rainfall with geographical information (e.g. latitude, longitude and altitude) are explicitly incorporated. This study assumes that the parameters of Gumbel (or GEV distribution) are a function of geographical characteristics within a general linear regression framework. Posterior distribution of the regression parameters are estimated by Bayesian Markov Chain Monte Carlo (MCMC) method, and the identified functional relationship is used to spatially interpolate the parameters of the distributions by using digital elevation models (DEM) as inputs. The proposed model is applied to derive design rainfalls over the entire Han-river watershed. It was found that the proposed Bayesian regional frequency analysis model showed similar results compared to L-moment based regional frequency analysis. In addition, the model showed an advantage in terms of quantifying uncertainty of the design rainfall and estimating the area rainfall considering geographical information. Finally, comprehensive discussion on design rainfall in the context of nonstationary will be presented. KEYWORDS: Regional frequency analysis, Nonstationary, Spatial information, Bayesian Acknowledgement This research was supported by a grant (14AWMP-B082564-01) from Advanced Water Management Research Program funded by Ministry of Land, Infrastructure and Transport of Korean government.

Analysis of mechanical system of extreme rainfall events using backward tracking on information from the atmosphere circulation pattern for the 2000-2015 precipitation record in South Korea

NASA Astrophysics Data System (ADS)

So, B. J.; Kwon, H. H.

2016-12-01

A natural disaster for flood and drought have occurred in different parts of the world, and the disasters caused by significant extreme hydrological event in past years. Several studies examining stochastic analysis based nonstationary analysis reported for forecasting and outlook for extreme hydrological events, but there is the procedure to select predictor variables. In this study, we analyzed mechanical system of extreme rainfall events using backward tracking to determine the predictors of nonstationary considering the atmosphere circulation pattern. First, observed rainfall data of KMA (Korea Meteorological Administration) and ECMWF ERA-Interm data were constructed during the 2000-2015 period. Then, the 7day backward tracking were performed to establish the path of air mass using the LAGRANTO Tool considering the observed rainfall stations located in S. Korea as a starting point, The tracking information for rainfall event were clustered and then, we extracts the main influence factor based on the categorized tracking path considering to information of rainfall magnitude (e.g,, mega-sized, medium-sized). Finally, the nonstationary predictors are determined through a combination of factors affecting the nonstationary rainfall simulation techniques. The predictors based on a mechanical structure is expected to be able to respond to external factors such as climate change. In addition, this method can be used to determine the prediction factor in different geographical areas by different position.

Hierarchical structure of the energy landscape of proteins revisited by time series analysis. I. Mimicking protein dynamics in different time scales

NASA Astrophysics Data System (ADS)

Alakent, Burak; Camurdan, Mehmet C.; Doruker, Pemra

2005-10-01

Time series models, which are constructed from the projections of the molecular-dynamics (MD) runs on principal components (modes), are used to mimic the dynamics of two proteins: tendamistat and immunity protein of colicin E7 (ImmE7). Four independent MD runs of tendamistat and three independent runs of ImmE7 protein in vacuum are used to investigate the energy landscapes of these proteins. It is found that mean-square displacements of residues along the modes in different time scales can be mimicked by time series models, which are utilized in dividing protein dynamics into different regimes with respect to the dominating motion type. The first two regimes constitute the dominance of intraminimum motions during the first 5ps and the random walk motion in a hierarchically higher-level energy minimum, which comprise the initial time period of the trajectories up to 20-40ps for tendamistat and 80-120ps for ImmE7. These are also the time ranges within which the linear nonstationary time series are completely satisfactory in explaining protein dynamics. Encountering energy barriers enclosing higher-level energy minima constrains the random walk motion of the proteins, and pseudorelaxation processes at different levels of minima are detected in tendamistat, depending on the sampling window size. Correlation (relaxation) times of 30-40ps and 150-200ps are detected for two energy envelopes of successive levels for tendamistat, which gives an overall idea about the hierarchical structure of the energy landscape. However, it should be stressed that correlation times of the modes are highly variable with respect to conformational subspaces and sampling window sizes, indicating the absence of an actual relaxation. The random-walk step sizes and the time length of the second regime are used to illuminate an important difference between the dynamics of the two proteins, which cannot be clarified by the investigation of relaxation times alone: ImmE7 has lower-energy barriers enclosing the higher-level energy minimum, preventing the protein to relax and letting it move in a random-walk fashion for a longer period of time.

Stochastic study of solute transport in a nonstationary medium.

PubMed

Hu, Bill X

2006-01-01

A Lagrangian stochastic approach is applied to develop a method of moment for solute transport in a physically and chemically nonstationary medium. Stochastic governing equations for mean solute flux and solute covariance are analytically obtained in the first-order accuracy of log conductivity and/or chemical sorption variances and solved numerically using the finite-difference method. The developed method, the numerical method of moments (NMM), is used to predict radionuclide solute transport processes in the saturated zone below the Yucca Mountain project area. The mean, variance, and upper bound of the radionuclide mass flux through a control plane 5 km downstream of the footprint of the repository are calculated. According to their chemical sorption capacities, the various radionuclear chemicals are grouped as nonreactive, weakly sorbing, and strongly sorbing chemicals. The NMM method is used to study their transport processes and influence factors. To verify the method of moments, a Monte Carlo simulation is conducted for nonreactive chemical transport. Results indicate the results from the two methods are consistent, but the NMM method is computationally more efficient than the Monte Carlo method. This study adds to the ongoing debate in the literature on the effect of heterogeneity on solute transport prediction, especially on prediction uncertainty, by showing that the standard derivation of solute flux is larger than the mean solute flux even when the hydraulic conductivity within each geological layer is mild. This study provides a method that may become an efficient calculation tool for many environmental projects.

WAITING TIME DISTRIBUTION OF SOLAR ENERGETIC PARTICLE EVENTS MODELED WITH A NON-STATIONARY POISSON PROCESS

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, C.; Su, W.; Fang, C.

2014-09-10

We present a study of the waiting time distributions (WTDs) of solar energetic particle (SEP) events observed with the spacecraft WIND and GOES. The WTDs of both solar electron events (SEEs) and solar proton events (SPEs) display a power-law tail of ∼Δt {sup –γ}. The SEEs display a broken power-law WTD. The power-law index is γ{sub 1} = 0.99 for the short waiting times (<70 hr) and γ{sub 2} = 1.92 for large waiting times (>100 hr). The break of the WTD of SEEs is probably due to the modulation of the corotating interaction regions. The power-law index, γ ∼more » 1.82, is derived for the WTD of the SPEs which is consistent with the WTD of type II radio bursts, indicating a close relationship between the shock wave and the production of energetic protons. The WTDs of SEP events can be modeled with a non-stationary Poisson process, which was proposed to understand the waiting time statistics of solar flares. We generalize the method and find that, if the SEP event rate λ = 1/Δt varies as the time distribution of event rate f(λ) = Aλ{sup –α}exp (– βλ), the time-dependent Poisson distribution can produce a power-law tail WTD of ∼Δt {sup α} {sup –3}, where 0 ≤ α < 2.« less

On the Discrete Spectrum of the Nonstationary Schrödinger Equation and Multipole Lumps of the Kadomtsev-Petviashvili I Equation

NASA Astrophysics Data System (ADS)

Villarroel, Javier; Ablowitz, Mark J.

The discrete spectrum of the nonstationary Schrödinger equation and localized solutions of the Kadomtsev-Petviashvili-I (KPI) equation are studied via the inverse scattering transform. It is shown that there exist infinitely many real and rationally decaying potentials which correspond to a discrete spectrum whose related eigenfunctions have multiple poles in the spectral parameter. An index or winding number is asssociated with each of these solutions. The resulting localized solutions of KPI behave as collection of individual humps with nonuniform dynamics.

Methods for Generation and Detection of Nonstationary Vapor Nanobubbles Around Plasmonic Nanoparticles.

PubMed

Lukianova-Hleb, Ekaterina Y; Lapotko, Dmitri O

2017-01-01

Laser pulse-induced vapor nanobubbles are nonstationary nanoevents that offer a broad range of applications, especially in the biomedical field. Plasmonic (usually gold) nanoparticles have the highest energy efficacy of the generation of vapor nanobubbles and such nanobubbles were historically named as plasmonic nanobubbles. Below we review methods (protocols) for generating and detecting plasmonic nanobubbles in liquids. The biomedical applications of plasmonic nanobubbles include in vivo and in vitro detection and imaging, gene transfer, micro-surgery, drug delivery, and other diagnostic, therapeutic, and theranostic applications.

A new DOD and DOA estimation method for MIMO radar

NASA Astrophysics Data System (ADS)

Gong, Jian; Lou, Shuntian; Guo, Yiduo

2018-04-01

The battlefield electromagnetic environment is becoming more and more complex, and MIMO radar will inevitably be affected by coherent and non-stationary noise. To solve this problem, an angle estimation method based on oblique projection operator and Teoplitz matrix reconstruction is proposed. Through the reconstruction of Toeplitz, nonstationary noise is transformed into Gauss white noise, and then the oblique projection operator is used to separate independent and correlated sources. Finally, simulations are carried out to verify the performance of the proposed algorithm in terms of angle estimation performance and source overload.

Multimodal Pressure Flow Analysis: Application of Hilbert Huang Transform in Cerebral Blood Flow Regulation

PubMed Central

Lo, Men-Tzung; Hu, Kun; Liu, Yanhui; Peng, C.-K.; Novak, Vera

2008-01-01

Quantification of nonlinear interactions between two nonstationary signals presents a computational challenge in different research fields, especially for assessments of physiological systems. Traditional approaches that are based on theories of stationary signals cannot resolve nonstationarity-related issues and, thus, cannot reliably assess nonlinear interactions in physiological systems. In this review we discuss a new technique “Multi-Modal Pressure Flow method (MMPF)” that utilizes Hilbert-Huang transformation to quantify dynamic cerebral autoregulation (CA) by studying interaction between nonstationary cerebral blood flow velocity (BFV) and blood pressure (BP). CA is an important mechanism responsible for controlling cerebral blood flow in responses to fluctuations in systemic BP within a few heart-beats. The influence of CA is traditionally assessed from the relationship between the well-pronounced systemic BP and BFV oscillations induced by clinical tests. Reliable noninvasive assessment of dynamic CA, however, remains a challenge in clinical and diagnostic medicine. In this brief review we: 1) present an overview of transfer function analysis (TFA) that is traditionally used to quantify CA; 2) describe the a MMPF method and its modifications; 3) introduce a newly developed automatic algorithm and engineering aspects of the improved MMPF method; and 4) review clinical applications of MMPF and its sensitivity for detection of CA abnormalities in clinical studies. The MMPF analysis decomposes complex nonstationary BP and BFV signals into multiple empirical modes adaptively so that the fluctuations caused by a specific physiologic process can be represented in a corresponding empirical mode. Using this technique, we recently showed that dynamic CA can be characterized by specific phase delays between the decomposed BP and BFV oscillations, and that the phase shifts are significantly reduced in hypertensive, diabetics and stroke subjects with impaired CA. In addition, the new technique enables reliable assessment of CA using both data collected during clinical test and spontaneous BP/BFV fluctuations during baseline resting conditions. PMID:18725996

Partitioning uncertainty in streamflow projections under nonstationary model conditions

NASA Astrophysics Data System (ADS)

Chawla, Ila; Mujumdar, P. P.

2018-02-01

Assessing the impacts of Land Use (LU) and climate change on future streamflow projections is necessary for efficient management of water resources. However, model projections are burdened with significant uncertainty arising from various sources. Most of the previous studies have considered climate models and scenarios as major sources of uncertainty, but uncertainties introduced by land use change and hydrologic model assumptions are rarely investigated. In this paper an attempt is made to segregate the contribution from (i) general circulation models (GCMs), (ii) emission scenarios, (iii) land use scenarios, (iv) stationarity assumption of the hydrologic model, and (v) internal variability of the processes, to overall uncertainty in streamflow projections using analysis of variance (ANOVA) approach. Generally, most of the impact assessment studies are carried out with unchanging hydrologic model parameters in future. It is, however, necessary to address the nonstationarity in model parameters with changing land use and climate. In this paper, a regression based methodology is presented to obtain the hydrologic model parameters with changing land use and climate scenarios in future. The Upper Ganga Basin (UGB) in India is used as a case study to demonstrate the methodology. The semi-distributed Variable Infiltration Capacity (VIC) model is set-up over the basin, under nonstationary conditions. Results indicate that model parameters vary with time, thereby invalidating the often-used assumption of model stationarity. The streamflow in UGB under the nonstationary model condition is found to reduce in future. The flows are also found to be sensitive to changes in land use. Segregation results suggest that model stationarity assumption and GCMs along with their interactions with emission scenarios, act as dominant sources of uncertainty. This paper provides a generalized framework for hydrologists to examine stationarity assumption of models before considering them for future streamflow projections and segregate the contribution of various sources to the uncertainty.

Seismic random noise removal by delay-compensation time-frequency peak filtering

NASA Astrophysics Data System (ADS)

Yu, Pengjun; Li, Yue; Lin, Hongbo; Wu, Ning

2017-06-01

Over the past decade, there has been an increasing awareness of time-frequency peak filtering (TFPF) due to its outstanding performance in suppressing non-stationary and strong seismic random noise. The traditional approach based on time-windowing achieves local linearity and meets the unbiased estimation. However, the traditional TFPF (including the improved algorithms with alterable window lengths) could hardly relieve the contradiction between removing noise and recovering the seismic signal, and this situation is more obvious in wave crests and troughs, even for alterable window lengths (WL). To improve the efficiency of the algorithm, the following TFPF in the time-space domain is applied, such as in the Radon domain and radial trace domain. The time-space transforms obtain a reduced-frequency input to reduce the TFPF error and stretch the desired signal along a certain direction, therefore the time-space development brings an improvement by both enhancing reflection events and attenuating noise. It still proves limited in application because the direction should be matched as a straight line or quadratic curve. As a result, waveform distortion and false seismic events may appear when processing the complex stratum record. The main emphasis in this article is placed on the time-space TFPF applicable expansion. The reconstructed signal in delay-compensation TFPF, which is generated according to the similarity among the reflection events, overcomes the limitation of the direction curve fitting. Moreover, the reconstructed signal just meets the TFPF linearity unbiased estimation and integrates signal reservation with noise attenuation. Experiments on both the synthetic model and field data indicate that delay-compensation TFPF has a better performance over the conventional filtering algorithms.

Automated smoother for the numerical decoupling of dynamics models.

PubMed

Vilela, Marco; Borges, Carlos C H; Vinga, Susana; Vasconcelos, Ana Tereza R; Santos, Helena; Voit, Eberhard O; Almeida, Jonas S

2007-08-21

Structure identification of dynamic models for complex biological systems is the cornerstone of their reverse engineering. Biochemical Systems Theory (BST) offers a particularly convenient solution because its parameters are kinetic-order coefficients which directly identify the topology of the underlying network of processes. We have previously proposed a numerical decoupling procedure that allows the identification of multivariate dynamic models of complex biological processes. While described here within the context of BST, this procedure has a general applicability to signal extraction. Our original implementation relied on artificial neural networks (ANN), which caused slight, undesirable bias during the smoothing of the time courses. As an alternative, we propose here an adaptation of the Whittaker's smoother and demonstrate its role within a robust, fully automated structure identification procedure. In this report we propose a robust, fully automated solution for signal extraction from time series, which is the prerequisite for the efficient reverse engineering of biological systems models. The Whittaker's smoother is reformulated within the context of information theory and extended by the development of adaptive signal segmentation to account for heterogeneous noise structures. The resulting procedure can be used on arbitrary time series with a nonstationary noise process; it is illustrated here with metabolic profiles obtained from in-vivo NMR experiments. The smoothed solution that is free of parametric bias permits differentiation, which is crucial for the numerical decoupling of systems of differential equations. The method is applicable in signal extraction from time series with nonstationary noise structure and can be applied in the numerical decoupling of system of differential equations into algebraic equations, and thus constitutes a rather general tool for the reverse engineering of mechanistic model descriptions from multivariate experimental time series.

On the Hilbert-Huang Transform Data Processing System Development

NASA Technical Reports Server (NTRS)

Kizhner, Semion; Flatley, Thomas P.; Huang, Norden E.; Cornwell, Evette; Smith, Darell

2003-01-01

One of the main heritage tools used in scientific and engineering data spectrum analysis is the Fourier Integral Transform and its high performance digital equivalent - the Fast Fourier Transform (FFT). The Fourier view of nonlinear mechanics that had existed for a long time, and the associated FFT (fairly recent development), carry strong a-priori assumptions about the source data, such as linearity and of being stationary. Natural phenomena measurements are essentially nonlinear and nonstationary. A very recent development at the National Aeronautics and Space Administration (NASA) Goddard Space Flight Center (GSFC), known as the Hilbert-Huang Transform (HHT) proposes a novel approach to the solution for the nonlinear class of spectrum analysis problems. Using the Empirical Mode Decomposition (EMD) followed by the Hilbert Transform of the empirical decomposition data (HT), the HHT allows spectrum analysis of nonlinear and nonstationary data by using an engineering a-posteriori data processing, based on the EMD algorithm. This results in a non-constrained decomposition of a source real value data vector into a finite set of Intrinsic Mode Functions (IMF) that can be further analyzed for spectrum interpretation by the classical Hilbert Transform. This paper describes phase one of the development of a new engineering tool, the HHT Data Processing System (HHTDPS). The HHTDPS allows applying the "T to a data vector in a fashion similar to the heritage FFT. It is a generic, low cost, high performance personal computer (PC) based system that implements the HHT computational algorithms in a user friendly, file driven environment. This paper also presents a quantitative analysis for a complex waveform data sample, a summary of technology commercialization efforts and the lessons learned from this new technology development.

A non-stationary cost-benefit analysis approach for extreme flood estimation to explore the nexus of 'Risk, Cost and Non-stationarity'

NASA Astrophysics Data System (ADS)

Qi, Wei

2017-11-01

Cost-benefit analysis is commonly used for engineering planning and design problems in practice. However, previous cost-benefit based design flood estimation is based on stationary assumption. This study develops a non-stationary cost-benefit based design flood estimation approach. This approach integrates a non-stationary probability distribution function into cost-benefit analysis, and influence of non-stationarity on expected total cost (including flood damage and construction costs) and design flood estimation can be quantified. To facilitate design flood selections, a 'Risk-Cost' analysis approach is developed, which reveals the nexus of extreme flood risk, expected total cost and design life periods. Two basins, with 54-year and 104-year flood data respectively, are utilized to illustrate the application. It is found that the developed approach can effectively reveal changes of expected total cost and extreme floods in different design life periods. In addition, trade-offs are found between extreme flood risk and expected total cost, which reflect increases in cost to mitigate risk. Comparing with stationary approaches which generate only one expected total cost curve and therefore only one design flood estimation, the proposed new approach generate design flood estimation intervals and the 'Risk-Cost' approach selects a design flood value from the intervals based on the trade-offs between extreme flood risk and expected total cost. This study provides a new approach towards a better understanding of the influence of non-stationarity on expected total cost and design floods, and could be beneficial to cost-benefit based non-stationary design flood estimation across the world.

A de-noising algorithm based on wavelet threshold-exponential adaptive window width-fitting for ground electrical source airborne transient electromagnetic signal

NASA Astrophysics Data System (ADS)

Ji, Yanju; Li, Dongsheng; Yu, Mingmei; Wang, Yuan; Wu, Qiong; Lin, Jun

2016-05-01

The ground electrical source airborne transient electromagnetic system (GREATEM) on an unmanned aircraft enjoys considerable prospecting depth, lateral resolution and detection efficiency, etc. In recent years it has become an important technical means of rapid resources exploration. However, GREATEM data are extremely vulnerable to stationary white noise and non-stationary electromagnetic noise (sferics noise, aircraft engine noise and other human electromagnetic noises). These noises will cause degradation of the imaging quality for data interpretation. Based on the characteristics of the GREATEM data and major noises, we propose a de-noising algorithm utilizing wavelet threshold method and exponential adaptive window width-fitting. Firstly, the white noise is filtered in the measured data using the wavelet threshold method. Then, the data are segmented using data window whose step length is even logarithmic intervals. The data polluted by electromagnetic noise are identified within each window based on the discriminating principle of energy detection, and the attenuation characteristics of the data slope are extracted. Eventually, an exponential fitting algorithm is adopted to fit the attenuation curve of each window, and the data polluted by non-stationary electromagnetic noise are replaced with their fitting results. Thus the non-stationary electromagnetic noise can be effectively removed. The proposed algorithm is verified by the synthetic and real GREATEM signals. The results show that in GREATEM signal, stationary white noise and non-stationary electromagnetic noise can be effectively filtered using the wavelet threshold-exponential adaptive window width-fitting algorithm, which enhances the imaging quality.

Near-Fault Ground Motion Velocity Pulses Input and Its Non-Stationary Characteristics from 2015 Gorkha Nepal Mw7.8 Earthquake KATNP Station

NASA Astrophysics Data System (ADS)

Chen, Bo; Wen, Zengping; Wang, Fang

2017-04-01

Using near-fault strong motions from Nepal Mw7.8 earthquake at KATNP station in the city center of Kathmandu, velocity-pulse and non-stationary characteristics of the strong motions are shown, and the reason and potential effect on earthquake damage for intense non-stationary characteristics of near fault velocity-pulse strong motions are mainly studied. The observed strong ground motions of main shock were collected from KATNP station located in 76 kilometers south-east away from epicenter along with forward direction of the rupture fault at an inter-montane basin of the Himalaya. Large velocity pulse show the period of velocity pulse reach up to 6.6s and peak ground velocity of the pulse ground motion is 120 cm/s. Compared with the median spectral acceleration value of NGA prediction equation, significant long-period amplification effect due to velocity pulse is detected at period more than 3.2s. Wavelet analysis shows that the two horizontal component of ground motion is intensely concentration of energy in a short time range of 25-38s and period range of 4-8s. The maximum wavelet-coefficient of horizontal component is 2455, which is about four time of vertical component of strong ground motion. On the perspective of this study, large velocity pulses are identified from two orthogonal components using wavelet method. Intense non-stationary characteristics amplitude and frequency content are mainly caused by site conditions and fault rupture mechanism, which will help to understand the damage evaluation and serve local seismic design.

[Surveillance of drinking water supply systems on markets and in vehicles].

PubMed

Rädel, U; Puchert, W; Suchenwirth, R

2007-03-01

The new German Drinking Water Ordinance (TrinkwV 2001) demands that the requirements of water intended for human consumption be met up to the intrinsic tap, at which the water is used. This also applies to water supply systems for food trade aboard non-stationary facilities and in vehicles for commercial purposes. In contrast to stationary units for drinking water supply, the nonstationary units relocate and the responsibility changes with each public health authority agent. Therefore, a coordinated action between the federal states is desirable and necessary. The experience of the public health departments presents many non-compliant parameters of microbiology in water supply systems on markets and in vehicles. The development of practical and consistent recommendations for the surveillance of non-stationary units is required to give consistent standards to the users. The article gives a review about legal foundations and technical rules in order to define the drinking water supply systems on markets and in vehicles in compliance with the German Drinking Water Ordinance. Examples of laboratory results from different monitoring episodes from three federal states are shown.

Modelling a real-world buried valley system with vertical non-stationarity using multiple-point statistics

NASA Astrophysics Data System (ADS)

He, Xiulan; Sonnenborg, Torben O.; Jørgensen, Flemming; Jensen, Karsten H.

2017-03-01

Stationarity has traditionally been a requirement of geostatistical simulations. A common way to deal with non-stationarity is to divide the system into stationary sub-regions and subsequently merge the realizations for each region. Recently, the so-called partition approach that has the flexibility to model non-stationary systems directly was developed for multiple-point statistics simulation (MPS). The objective of this study is to apply the MPS partition method with conventional borehole logs and high-resolution airborne electromagnetic (AEM) data, for simulation of a real-world non-stationary geological system characterized by a network of connected buried valleys that incise deeply into layered Miocene sediments (case study in Denmark). The results show that, based on fragmented information of the formation boundaries, the MPS partition method is able to simulate a non-stationary system including valley structures embedded in a layered Miocene sequence in a single run. Besides, statistical information retrieved from the AEM data improved the simulation of the geology significantly, especially for the deep-seated buried valley sediments where borehole information is sparse.

[Social learning as an uncertainty-reduction strategy: an adaptationist approach].

PubMed

Nakanishi, Daisuke; Kameda, Tatsuya; Shinada, Mizuho

2003-04-01

Social learning is an effective mechanism to reduce uncertainty about environmental knowledge, helping individuals adopt an adaptive behavior in the environment at small cost. Although this is evident for learning about temporally stable targets (e.g., acquiring avoidance of toxic foods culturally), the functional value of social learning in a temporally unstable environment is less clear; knowledge acquired by social learning may be outdated. This paper addressed adaptive values of social learning in a non-stationary environment empirically. When individual learning about the non-stationary environment is costly, a hawk-dove-game-like equilibrium is expected to emerge in the population, where members who engage in costly individual learning and members who skip the information search and free-ride on other members' search efforts coexist at a stable ratio. Such a "producer-scrounger" structure should qualify effectiveness of social/cultural learning severely, especially "conformity bias" when using social information (Boyd & Richerson, 1985). We tested these predictions by an experiment implementing a non-stationary uncertain environment in a laboratory. The results supported our thesis. Implications of these findings and some future directions were discussed.

Financial time series prediction using spiking neural networks.

PubMed

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

2014-01-01

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

Non-stationary measurements of Chiral Magnetic Effect

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shevchenko, V.I., E-mail: vladimir.i.shevchenko@gmail.com

2013-12-15

We discuss the Chiral Magnetic Effect from the quantum theory of measurements point of view for non-stationary measurements. The effect of anisotropy for fluctuations of electric currents in a magnetic field is addressed. It is shown that anisotropy caused by nonzero axial chemical potential is indistinguishable in this framework from anisotropy caused by finite measurement time or finite lifetime of the magnetic field, and in all cases it is related to abelian triangle anomaly. Possible P-odd effects in central heavy-ion collisions (where the Chiral Magnetic Effect is absent) are discussed in this context. This paper is dedicated to the memorymore » of Professor Mikhail Polikarpov (1952–2013). -- Highlights: •Asymmetry in the response function for vector currents of massless fermions in the magnetic field is computed. •Asymmetry caused by axial chemical potential is practically indistinguishable from the one caused by non-stationarity. •The CME current is non-dissipative in the stationary case and dissipative in the non-stationary case. •Importance of studies of P-odd signatures in central collisions is emphasized.« less

Non-Stationarity and Power Spectral Shifts in EMG Activity Reflect Motor Unit Recruitment in Rat Diaphragm Muscle

PubMed Central

Seven, Yasin B.; Mantilla, Carlos B.; Zhan, Wen-Zhi; Sieck, Gary C.

2012-01-01

We hypothesized that diaphragm muscle (DIAm) by a shift in the EMG power spectral density (PSD) to higher frequencies reflects recruitment of more fatigable fast-twitch motor units and motor unit recruitment is reflected by EMG non-stationarity. DIAm EMG was recorded in anesthetized rats during eupnea, hypoxia-hypercapnia (10% O2-5% CO2), airway occlusion, and sneezing (maximal DIAm force). Although power in all frequency bands increased progressively across motor behaviors, PSD centroid frequency increased only during sneezing (p<0.05). The non-stationary period at the onset of EMG activity ranged from ~70 ms during airway occlusion to ~150 ms during eupnea. Within the initial non-stationary period of EMG activity 80–95% of motor units were recruited during different motor behaviors. Motor units augmented their discharge frequencies progressively beyond the non-stationary period; yet, EMG signal became stationary. In conclusion, non-stationarity of DIAm EMG reflects the period of motor unit recruitment, while a shift in the PSD towards higher frequencies reflects recruitment of more fatigable fast-twitch motor units. PMID:22986086

Improvements to surrogate data methods for nonstationary time series.

PubMed

Lucio, J H; Valdés, R; Rodríguez, L R

2012-05-01

The method of surrogate data has been extensively applied to hypothesis testing of system linearity, when only one realization of the system, a time series, is known. Normally, surrogate data should preserve the linear stochastic structure and the amplitude distribution of the original series. Classical surrogate data methods (such as random permutation, amplitude adjusted Fourier transform, or iterative amplitude adjusted Fourier transform) are successful at preserving one or both of these features in stationary cases. However, they always produce stationary surrogates, hence existing nonstationarity could be interpreted as dynamic nonlinearity. Certain modifications have been proposed that additionally preserve some nonstationarity, at the expense of reproducing a great deal of nonlinearity. However, even those methods generally fail to preserve the trend (i.e., global nonstationarity in the mean) of the original series. This is the case of time series with unit roots in their autoregressive structure. Additionally, those methods, based on Fourier transform, either need first and last values in the original series to match, or they need to select a piece of the original series with matching ends. These conditions are often inapplicable and the resulting surrogates are adversely affected by the well-known artefact problem. In this study, we propose a simple technique that, applied within existing Fourier-transform-based methods, generates surrogate data that jointly preserve the aforementioned characteristics of the original series, including (even strong) trends. Moreover, our technique avoids the negative effects of end mismatch. Several artificial and real, stationary and nonstationary, linear and nonlinear time series are examined, in order to demonstrate the advantages of the methods. Corresponding surrogate data are produced with the classical and with the proposed methods, and the results are compared.

Forecasting extinction risk with nonstationary matrix models.

PubMed

Gotelli, Nicholas J; Ellison, Aaron M

2006-02-01

Matrix population growth models are standard tools for forecasting population change and for managing rare species, but they are less useful for predicting extinction risk in the face of changing environmental conditions. Deterministic models provide point estimates of lambda, the finite rate of increase, as well as measures of matrix sensitivity and elasticity. Stationary matrix models can be used to estimate extinction risk in a variable environment, but they assume that the matrix elements are randomly sampled from a stationary (i.e., non-changing) distribution. Here we outline a method for using nonstationary matrix models to construct realistic forecasts of population fluctuation in changing environments. Our method requires three pieces of data: (1) field estimates of transition matrix elements, (2) experimental data on the demographic responses of populations to altered environmental conditions, and (3) forecasting data on environmental drivers. These three pieces of data are combined to generate a series of sequential transition matrices that emulate a pattern of long-term change in environmental drivers. Realistic estimates of population persistence and extinction risk can be derived from stochastic permutations of such a model. We illustrate the steps of this analysis with data from two populations of Sarracenia purpurea growing in northern New England. Sarracenia purpurea is a perennial carnivorous plant that is potentially at risk of local extinction because of increased nitrogen deposition. Long-term monitoring records or models of environmental change can be used to generate time series of driver variables under different scenarios of changing environments. Both manipulative and natural experiments can be used to construct a linking function that describes how matrix parameters change as a function of the environmental driver. This synthetic modeling approach provides quantitative estimates of extinction probability that have an explicit mechanistic basis.

Mathematical modeling of heat transfer problems in the permafrost

NASA Astrophysics Data System (ADS)

Gornov, V. F.; Stepanov, S. P.; Vasilyeva, M. V.; Vasilyev, V. I.

2014-11-01

In this work we present results of numerical simulation of three-dimensional temperature fields in soils for various applied problems: the railway line in the conditions of permafrost for different geometries, the horizontal tunnel underground storage and greenhouses of various designs in the Far North. Mathematical model of the process is described by a nonstationary heat equation with phase transitions of pore water. The numerical realization of the problem is based on the finite element method using a library of scientific computing FEniCS. For numerical calculations we use high-performance computing systems.

Wigner-Ville distribution and Gabor transform in Doppler ultrasound signal processing.

PubMed

Ghofrani, S; Ayatollahi, A; Shamsollahi, M B

2003-01-01

Time-frequency distributions have been used extensively for nonstationary signal analysis, they describe how the frequency content of a signal is changing in time. The Wigner-Ville distribution (WVD) is the best known. The draw back of WVD is cross-term artifacts. An alternative to the WVD is Gabor transform (GT), a signal decomposition method, which displays the time-frequency energy of a signal on a joint t-f plane without generating considerable cross-terms. In this paper the WVD and GT of ultrasound echo signals are computed analytically.

Dynamics of electronic transitions and reemission spectra of attosecond electromagnetic pulses

NASA Astrophysics Data System (ADS)

Matveev, V. I.; Makarov, D. N.

2014-05-01

The processes of reemission of attosecond electromagnetic pulses by systems in nonstationary states have been considered. The probabilities of the reemission of attosecond electromagnetic pulses at the resonance charge exchange of a proton on a hydrogen atom and at the decay of a quasistationary state, as well as the probabilities of the reemission of attosecond pulses by a system in a resonance external field, have been calculated as examples. The developed method can be applied to more complex targets, including targets in the collision state, and to various chemical reactions.

Identification of significant intrinsic mode functions for the diagnosis of induction motor fault.

PubMed

Cho, Sangjin; Shahriar, Md Rifat; Chong, Uipil

2014-08-01

For the analysis of non-stationary signals generated by a non-linear process like fault of an induction motor, empirical mode decomposition (EMD) is the best choice as it decomposes the signal into its natural oscillatory modes known as intrinsic mode functions (IMFs). However, some of these oscillatory modes obtained from a fault signal are not significant as they do not bear any fault signature and can cause misclassification of the fault instance. To solve this issue, a novel IMF selection algorithm is proposed in this work.

Extension of classical hydrological risk analysis to non-stationary conditions due to climate change - application to the Fulda catchment, Germany

NASA Astrophysics Data System (ADS)

Fink, G.; Koch, M.

2010-12-01

An important aspect in water resources and hydrological engineering is the assessment of hydrological risk, due to the occurrence of extreme events, e.g. droughts or floods. When dealing with the latter - as is the focus here - the classical methods of flood frequency analysis (FFA) are usually being used for the proper dimensioning of a hydraulic structure, for the purpose of bringing down the flood risk to an acceptable level. FFA is based on extreme value statistics theory. Despite the progress of methods in this scientific branch, the development, decision, and fitting of an appropriate distribution function stills remains a challenge, particularly, when certain underlying assumptions of the theory are not met in real applications. This is, for example, the case when the stationarity-condition for a random flood time series is not satisfied anymore, as could be the situation when long-term hydrological impacts of future climate change are to be considered. The objective here is to verify the applicability of classical (stationary) FFA to predicted flood time series in the Fulda catchment in central Germany, as they may occur in the wake of climate change during the 21st century. These discharge time series at the outlet of the Fulda basin have been simulated with a distributed hydrological model (SWAT) that is forced by predicted climate variables of a regional climate model for Germany (REMO). From the simulated future daily time series, annual maximum (extremes) values are computed and analyzed for the purpose of risk evaluation. Although the 21st century estimated extreme flood series of the Fulda river turn out to be only mildly non-stationary, alleviating the need for further action and concern at the first sight, the more detailed analysis of the risk, as quantified, for example, by the return period, shows non-negligent differences in the calculated risk levels. This could be verified by employing a new method, the so-called flood series maximum analysis (FSMA) method, which consists in the stochastic simulation of numerous trajectories of a stochastic process with a given GEV-distribution over a certain length of time (> larger than a desired return period). Then the maximum value for each trajectory is computed, all of which are then used to determine the empirical distribution of this maximum series. Through graphical inversion of this distribution function the size of the design flood for a given risk (quantile) and given life duration can be inferred. The results of numerous simulations show that for stationary flood series, the new FSMA method results, expectedly, in nearly identical risk values as the classical FFA approach. However, once the flood time series becomes slightly non-stationary - for reasons as discussed - and regardless of whether the trend is increasing or decreasing, large differences in the computed risk values for a given design flood occur. Or in other word, for the same risk, the new FSMA method would lead to different values in the design flood for a hydraulic structure than the classical FFA method. This, in turn, could lead to some cost savings in the realization of a hydraulic project.

Determining temporal scales of the soil moisture variations by Empirical Mode Decompositions and wavelet methods and its use for validation of SMOS data

NASA Astrophysics Data System (ADS)

Usowicz, Jerzy, B.; Marczewski, Wojciech; Usowicz, Boguslaw; Lipiec, Jerzy; Lukowski, Mateusz I.

2010-05-01

This paper presents the results of the time series analysis of the soil moisture observed at two test sites Podlasie, Polesie, in the Cal/Val AO 3275 campaigns in Poland, during the interval 2006-2009. The test sites have been selected on a basis of their contrasted hydrological conditions. The region Podlasie (Trzebieszow) is essentially drier than the wetland region Polesie (Urszulin). It is worthwhile to note that the soil moisture variations can be represented as a non-stationary random process, and therefore appropriate analysis methods are required. The so-called Empirical Mode Decomposition (EMD) method has been chosen, since it is one of the best methods for the analysis of non-stationary and nonlinear time series. To confirm the results obtained by the EMD we have also used the wavelet methods. Firstly, we have used EMD (analyze step) to decompose the original time series into the so-called Intrinsic Mode Functions (IMFs) and then by grouping and addition similar IMFs (synthesize step) to obtain a few signal components with corresponding temporal scales. Such an adaptive procedure enables to decompose the original time series into diurnal, seasonal and trend components. Revealing of all temporal scales which operates in the original time series is our main objective and this approach may prove to be useful in other studies. Secondly, we have analyzed the soil moisture time series from both sites using the cross-wavelet and wavelet coherency. These methods allow us to study the degree of spatial coherence, which may vary in various intervals of time. We hope the obtained results provide some hints and guidelines for the validation of ESA SMOS data. References: B. Usowicz, J.B. Usowicz, Spatial and temporal variation of selected physical and chemical properties of soil, Institute of Agrophysics, Polish Academy of Sciences, Lublin 2004, ISBN 83-87385-96-4 Rao, A.R., Hsu, E.-C., Hilbert-Huang Transform Analysis of Hydrological and Environmental Time Series, Springer, 2008, ISBN: 978-1-4020-6453-1 Acknowledgements. This work was funded in part by the PECS - Programme for European Cooperating States, No. 98084 "SWEX/R - Soil Water and Energy Exchange/Research".

Description of operation of fast-response solenoid actuator in diesel fuel system model

NASA Astrophysics Data System (ADS)

Zhao, J.; Grekhov, L. V.; Fan, L.; Ma, X.; Song, E.

2018-03-01

The performance of the fast-response solenoid actuator (FRSA) of engine fuel systems is characterized by the response time of less than 0.1 ms and the necessity to take into consideration the non-stationary peculiarities of mechanical, hydraulic, electrical and magnetic processes. Simple models for magnetization in static and dynamic hysteresis are used for this purpose. The experimental study of the FRSA performance within the electro-hydraulic injector of the Common Rail demonstrated an agreement between the computational and experimental results. The computation of the processes is not only a tool for analysis, but also a tool for design and optimization of the solenoid actuator of new engine fuels systems.

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

PubMed

Kwasniok, Frank

2013-11-01

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

Analysis of vortex shedding by 2-D numerical simulation for a solid rocket motor and calculations of the nonstationary thrust

NASA Astrophysics Data System (ADS)

Lupoglazoff, N.; Vuillot, F.

Periodic vortex shedding (VS) has been studied by 2-D numerical simulation for the C1 test case in the framework of the ASSM program concerning the stability of the Ariane-5 P230 solid rocket motor. The Flandro method is found to be unsuitable for the type of configuration considered here. The acoustic frequency of VS is a function of the configuration. Calculations of nonstationary thrust indicate that there is no direct relationship between the pressure oscillation amplitudes and the thrust. Secondary injection is found to have a stabilizing effect.

Formation of high-temperature superconductor films during the nonstationary laser heating of liquid metal carboxylate solutions

NASA Astrophysics Data System (ADS)

Borman, V. D.; Dudko, S. A.; Sinitsyn, I. V.; Troian, V. I.; Filippov, E. A.

1989-01-01

It has been shown in earlier studies that high-temperature superconductor films can be produced through the decomposition of metal (Y, Ba, Cu) carboxylates in a liquid solution film. In the present study, the effect of nonstationary laser heating on the composition and properties of the complex oxide films formed by this method is examined with reference to experimental results obtained for YBa2Cu3O(x) films. It is shown that the chemical composition and properties of films formed in metal carboxylate solutions can be controlled by varying the time of laser heating.

Beam-plasma instability in inhomogeneous magnetic field and second order cyclotron resonance effects

NASA Astrophysics Data System (ADS)

Trakhtengerts, V. Y.; Hobara, Y.; Demekhov, A. G.; Hayakawa, M.

1999-03-01

A new analytical approach to cyclotron instability of electron beams with sharp gradients in velocity space (step-like distribution function) is developed taking into account magnetic field inhomogeneity and nonstationary behavior of the electron beam velocity. Under these conditions, the conventional hydrodynamic instability of such beams is drastically modified and second order resonance effects become important. It is shown that the optimal conditions for the instability occur for nonstationary quasimonochromatic wavelets whose frequency changes in time. The theory developed permits one to estimate the wave amplification and spatio-temporal characteristics of these wavelets.

On the functional optimization of a certain class of nonstationary spatial functions

USGS Publications Warehouse

Christakos, G.; Paraskevopoulos, P.N.

1987-01-01

Procedures are developed in order to obtain optimal estimates of linear functionals for a wide class of nonstationary spatial functions. These procedures rely on well-established constrained minimum-norm criteria, and are applicable to multidimensional phenomena which are characterized by the so-called hypothesis of inherentity. The latter requires elimination of the polynomial, trend-related components of the spatial function leading to stationary quantities, and also it generates some interesting mathematics within the context of modelling and optimization in several dimensions. The arguments are illustrated using various examples, and a case study computed in detail. ?? 1987 Plenum Publishing Corporation.

The pitch of vibrato tones: a model based on instantaneous frequency decomposition.

PubMed

Mesz, Bruno A; Eguia, Manuel C

2009-07-01

We study vibrato as the more ubiquitous manifestation of a nonstationary tone that can evoke a single overall pitch. Some recent results using nonsymmetrical vibrato tones suggest that the perceived pitch could be governed by some stability-sensitive mechanism. For nonstationary sounds the adequate tools are time-frequency representations (TFRs). We show that a recently proposed TFR could be the simplest framework to explain this hypothetical stability-sensitive mechanism. We propose a one-parameter model within this framework that is able to predict previously reported results and we present new results obtained from psychophysical experiments performed in our laboratory.

Completed Ensemble Empirical Mode Decomposition: a Robust Signal Processing Tool to Identify Sequence Strata

NASA Astrophysics Data System (ADS)

Purba, H.; Musu, J. T.; Diria, S. A.; Permono, W.; Sadjati, O.; Sopandi, I.; Ruzi, F.

2018-03-01

Well logging data provide many geological information and its trends resemble nonlinear or non-stationary signals. As long well log data recorded, there will be external factors can interfere or influence its signal resolution. A sensitive signal analysis is required to improve the accuracy of logging interpretation which it becomes an important thing to determine sequence stratigraphy. Complete Ensemble Empirical Mode Decomposition (CEEMD) is one of nonlinear and non-stationary signal analysis method which decomposes complex signal into a series of intrinsic mode function (IMF). Gamma Ray and Spontaneous Potential well log parameters decomposed into IMF-1 up to IMF-10 and each of its combination and correlation makes physical meaning identification. It identifies the stratigraphy and cycle sequence and provides an effective signal treatment method for sequence interface. This method was applied to BRK- 30 and BRK-13 well logging data. The result shows that the combination of IMF-5, IMF-6, and IMF-7 pattern represent short-term and middle-term while IMF-9 and IMF-10 represent the long-term sedimentation which describe distal front and delta front facies, and inter-distributary mouth bar facies, respectively. Thus, CEEMD clearly can determine the different sedimentary layer interface and better identification of the cycle of stratigraphic base level.

Multimodal Pressure-Flow Analysis: Application of Hilbert Huang Transform in Cerebral Blood Flow Regulation

NASA Astrophysics Data System (ADS)

Lo, Men-Tzung; Hu, Kun; Liu, Yanhui; Peng, C.-K.; Novak, Vera

2008-12-01

Quantification of nonlinear interactions between two nonstationary signals presents a computational challenge in different research fields, especially for assessments of physiological systems. Traditional approaches that are based on theories of stationary signals cannot resolve nonstationarity-related issues and, thus, cannot reliably assess nonlinear interactions in physiological systems. In this review we discuss a new technique called multimodal pressure flow (MMPF) method that utilizes Hilbert-Huang transformation to quantify interaction between nonstationary cerebral blood flow velocity (BFV) and blood pressure (BP) for the assessment of dynamic cerebral autoregulation (CA). CA is an important mechanism responsible for controlling cerebral blood flow in responses to fluctuations in systemic BP within a few heart-beats. The MMPF analysis decomposes BP and BFV signals into multiple empirical modes adaptively so that the fluctuations caused by a specific physiologic process can be represented in a corresponding empirical mode. Using this technique, we showed that dynamic CA can be characterized by specific phase delays between the decomposed BP and BFV oscillations, and that the phase shifts are significantly reduced in hypertensive, diabetics and stroke subjects with impaired CA. Additionally, the new technique can reliably assess CA using both induced BP/BFV oscillations during clinical tests and spontaneous BP/BFV fluctuations during resting conditions.

Analyzing the non-stationary space relationship of a city's degree of vegetation and social economic conditions in Shanghai, China using OLS and GWR models

NASA Astrophysics Data System (ADS)

Wang, Kejing; Zhang, Yuan; An, Youzhi; Jing, Zhuoxin; Wang, Chao

2013-09-01

With the fast urbanization process, how does the vegetation environment change in one of the most economically developed metropolis, Shanghai in East China? To answer this question, there is a pressing demand to explore the non-stationary relationship between socio-economic conditions and vegetation across Shanghai. In this study, environmental data on vegetation cover, the Normalized Difference Vegetation Index (NDVI) derived from MODIS imagery in 2003 were integrated with socio-economic data to reflect the city's vegetative conditions at the census block group level. To explore regional variations in the relationship of vegetation and socio-economic conditions, Ordinary Least Squares (OLS) and Geographically Weighted Regression (GWR) models were applied to characterize mean NDVI against three independent socio-economic variables, an urban land use ratio, Gross Domestic Product (GDP) and population density. The study results show that a considerable distinctive spatial variation exists in the relationship for each model. The GWR model has superior effects and higher precision than the OLS model at the census block group scale. So, it is more suitable to account for local effects and geographical variations. This study also indicates that unreasonable excessive urbanization, together with non-sustainable economic development, has a negative influence of vegetation vigor for some neighborhoods in Shanghai.

Inference for local autocorrelations in locally stationary models.

PubMed

Zhao, Zhibiao

2015-04-01

For non-stationary processes, the time-varying correlation structure provides useful insights into the underlying model dynamics. We study estimation and inferences for local autocorrelation process in locally stationary time series. Our constructed simultaneous confidence band can be used to address important hypothesis testing problems, such as whether the local autocorrelation process is indeed time-varying and whether the local autocorrelation is zero. In particular, our result provides an important generalization of the R function acf() to locally stationary Gaussian processes. Simulation studies and two empirical applications are developed. For the global temperature series, we find that the local autocorrelations are time-varying and have a "V" shape during 1910-1960. For the S&P 500 index, we conclude that the returns satisfy the efficient-market hypothesis whereas the magnitudes of returns show significant local autocorrelations.

Evolution and Extinction Dynamics in Rugged Fitness Landscapes

NASA Astrophysics Data System (ADS)

Sibani, Paolo; Brandt, Michael; Alstrøm, Preben

After an introductory section summarizing the paleontological data and some of their theoretical descriptions, we describe the "reset" model and its (in part analytically soluble) mean field version, which have been briefly introduced in Letters.1,2 Macroevolution is considered as a problem of stochastic dynamics in a system with many competing agents. Evolutionary events (speciations and extinctions) are triggered by fitness records found by random exploration of the agents' fitness landscapes. As a consequence, the average fitness in the system increases logarithmically with time, while the rate of extinction steadily decreases. This non-stationary dynamics is studied by numerical simulations and, in a simpler mean field version, analytically. We also consider the effect of externally added "mass" extinctions. The predictions for various quantities of paleontological interest (life-time distribution, distribution of event sizes and behavior of the rate of extinction) are robust and in good agreement with available data.

Classification of cardiac patient states using artificial neural networks

PubMed Central

Kannathal, N; Acharya, U Rajendra; Lim, Choo Min; Sadasivan, PK; Krishnan, SM

2003-01-01

Electrocardiogram (ECG) is a nonstationary signal; therefore, the disease indicators may occur at random in the time scale. This may require the patient be kept under observation for long intervals in the intensive care unit of hospitals for accurate diagnosis. The present study examined the classification of the states of patients with certain diseases in the intensive care unit using their ECG and an Artificial Neural Networks (ANN) classification system. The states were classified into normal, abnormal and life threatening. Seven significant features extracted from the ECG were fed as input parameters to the ANN for classification. Three neural network techniques, namely, back propagation, self-organizing maps and radial basis functions, were used for classification of the patient states. The ANN classifier in this case was observed to be correct in approximately 99% of the test cases. This result was further improved by taking 13 features of the ECG as input for the ANN classifier. PMID:19649222

On nonstationarity and antipersistency in global temperature series

NASA Astrophysics Data System (ADS)

KäRner, O.

2002-10-01

Statistical analysis is carried out for satellite-based global daily tropospheric and stratospheric temperature anomaly and solar irradiance data sets. Behavior of the series appears to be nonstationary with stationary daily increments. Estimating long-range dependence between the increments reveals a remarkable difference between the two temperature series. Global average tropospheric temperature anomaly behaves similarly to the solar irradiance anomaly. Their daily increments show antipersistency for scales longer than 2 months. The property points at a cumulative negative feedback in the Earth climate system governing the tropospheric variability during the last 22 years. The result emphasizes a dominating role of the solar irradiance variability in variations of the tropospheric temperature and gives no support to the theory of anthropogenic climate change. The global average stratospheric temperature anomaly proceeds like a 1-dim random walk at least up to 11 years, allowing good presentation by means of the autoregressive integrated moving average (ARIMA) models for monthly series.

Temporal correlation functions of concentration fluctuations: an anomalous case.

PubMed

Lubelski, Ariel; Klafter, Joseph

2008-10-09

We calculate, within the framework of the continuous time random walk (CTRW) model, multiparticle temporal correlation functions of concentration fluctuations (CCF) in systems that display anomalous subdiffusion. The subdiffusion stems from the nonstationary nature of the CTRW waiting times, which also lead to aging and ergodicity breaking. Due to aging, a system of diffusing particles tends to slow down as time progresses, and therefore, the temporal correlation functions strongly depend on the initial time of measurement. As a consequence, time averages of the CCF differ from ensemble averages, displaying therefore ergodicity breaking. We provide a simple example that demonstrates the difference between these two averages, a difference that might be amenable to experimental tests. We focus on the case of ensemble averaging and assume that the preparation time of the system coincides with the starting time of the measurement. Our analytical calculations are supported by computer simulations based on the CTRW model.

In the search for the low-complexity sequences in prokaryotic and eukaryotic genomes: how to derive a coherent picture from global and local entropy measures

NASA Astrophysics Data System (ADS)

Acquisti, Claudia; Allegrini, Paolo; Bogani, Patrizia; Buiatti, Marcello; Catanese, Elena; Fronzoni, Leone; Grigolini, Paolo; Mersi, Giuseppe; Palatella, Luigi

2004-04-01

We investigate on a possible way to connect the presence of Low-Complexity Sequences (LCS) in DNA genomes and the nonstationary properties of base correlations. Under the hypothesis that these variations signal a change in the DNA function, we use a new technique, called Non-Stationarity Entropic Index (NSEI) method, and we prove that this technique is an efficient way to detect functional changes with respect to a random baseline. The remarkable aspect is that NSEI does not imply any training data or fitting parameter, the only arbitrarity being the choice of a marker in the sequence. We make this choice on the basis of biological information about LCS distributions in genomes. We show that there exists a correlation between changing the amount in LCS and the ratio of long- to short-range correlation.

Autocalibration method for non-stationary CT bias correction.

PubMed

Vegas-Sánchez-Ferrero, Gonzalo; Ledesma-Carbayo, Maria J; Washko, George R; Estépar, Raúl San José

2018-02-01

Computed tomography (CT) is a widely used imaging modality for screening and diagnosis. However, the deleterious effects of radiation exposure inherent in CT imaging require the development of image reconstruction methods which can reduce exposure levels. The development of iterative reconstruction techniques is now enabling the acquisition of low-dose CT images whose quality is comparable to that of CT images acquired with much higher radiation dosages. However, the characterization and calibration of the CT signal due to changes in dosage and reconstruction approaches is crucial to provide clinically relevant data. Although CT scanners are calibrated as part of the imaging workflow, the calibration is limited to select global reference values and does not consider other inherent factors of the acquisition that depend on the subject scanned (e.g. photon starvation, partial volume effect, beam hardening) and result in a non-stationary noise response. In this work, we analyze the effect of reconstruction biases caused by non-stationary noise and propose an autocalibration methodology to compensate it. Our contributions are: 1) the derivation of a functional relationship between observed bias and non-stationary noise, 2) a robust and accurate method to estimate the local variance, 3) an autocalibration methodology that does not necessarily rely on a calibration phantom, attenuates the bias caused by noise and removes the systematic bias observed in devices from different vendors. The validation of the proposed methodology was performed with a physical phantom and clinical CT scans acquired with different configurations (kernels, doses, algorithms including iterative reconstruction). The results confirmed the suitability of the proposed methods for removing the intra-device and inter-device reconstruction biases. Copyright © 2017 Elsevier B.V. All rights reserved.

Risk-based water resources planning: Incorporating probabilistic nonstationary climate uncertainties

NASA Astrophysics Data System (ADS)

Borgomeo, Edoardo; Hall, Jim W.; Fung, Fai; Watts, Glenn; Colquhoun, Keith; Lambert, Chris

2014-08-01

We present a risk-based approach for incorporating nonstationary probabilistic climate projections into long-term water resources planning. The proposed methodology uses nonstationary synthetic time series of future climates obtained via a stochastic weather generator based on the UK Climate Projections (UKCP09) to construct a probability distribution of the frequency of water shortages in the future. The UKCP09 projections extend well beyond the range of current hydrological variability, providing the basis for testing the robustness of water resources management plans to future climate-related uncertainties. The nonstationary nature of the projections combined with the stochastic simulation approach allows for extensive sampling of climatic variability conditioned on climate model outputs. The probability of exceeding planned frequencies of water shortages of varying severity (defined as Levels of Service for the water supply utility company) is used as a risk metric for water resources planning. Different sources of uncertainty, including demand-side uncertainties, are considered simultaneously and their impact on the risk metric is evaluated. Supply-side and demand-side management strategies can be compared based on how cost-effective they are at reducing risks to acceptable levels. A case study based on a water supply system in London (UK) is presented to illustrate the methodology. Results indicate an increase in the probability of exceeding the planned Levels of Service across the planning horizon. Under a 1% per annum population growth scenario, the probability of exceeding the planned Levels of Service is as high as 0.5 by 2040. The case study also illustrates how a combination of supply and demand management options may be required to reduce the risk of water shortages.

Soil Moisture fusion across scales using a multiscale nonstationary Spatial Hierarchical Model

NASA Astrophysics Data System (ADS)

Kathuria, D.; Mohanty, B.; Katzfuss, M.

2017-12-01

Soil moisture (SM) datasets from remote sensing (RS) platforms (such as SMOS and SMAP) and reanalysis products from land surface models are typically available on a coarse spatial granularity of several square km. Ground based sensors, on the other hand, provide observations on a finer spatial scale (meter scale or less) but are sparsely available. SM is affected by high variability due to complex interactions between geologic, topographic, vegetation and atmospheric variables and these interactions change dynamically with footprint scales. Past literature has largely focused on the scale specific effect of these covariates on soil moisture. The present study proposes a robust Multiscale-Nonstationary Spatial Hierarchical Model (MN-SHM) which can assimilate SM from point to RS footprints. The spatial structure of SM across footprints is modeled by a class of scalable covariance functions whose nonstationary depends on atmospheric forcings (such as precipitation) and surface physical controls (such as topography, soil-texture and vegetation). The proposed model is applied to fuse point and airborne ( 1.5 km) SM data obtained during the SMAPVEX12 campaign in the Red River watershed in Southern Manitoba, Canada with SMOS ( 30km) data. It is observed that precipitation, soil-texture and vegetation are the dominant factors which affect the SM distribution across various footprint scales (750 m, 1.5 km, 3 km, 9 km,15 km and 30 km). We conclude that MN-SHM handles the change of support problems easily while retaining reasonable predictive accuracy across multiple spatial resolutions in the presence of surface heterogeneity. The MN-SHM can be considered as a complex non-stationary extension of traditional geostatistical prediction methods (such as Kriging) for fusing multi-platform multi-scale datasets.

Time-reversal symmetry in nonstationary Markov processes with application to some fluctuation theorems

NASA Astrophysics Data System (ADS)

Van Vliet, Carolyne M.

2012-11-01

Nonequilibrium processes require that the density operator of an interacting system with Hamiltonian H(t)=H0(t)+λV converges and produces entropy. Employing projection operators in the state space, the density operator is developed to all orders of perturbation and then resummed. In contrast to earlier treatments by Van Hove [Physica0031-891410.1016/S0031-8914(54)92646-4 21, 517 (1955)] and others [U. Fano, Rev. Mod. Phys.0034-686110.1103/RevModPhys.29.74 29, 74 (1959); U. Fano, in Lectures on the Many-Body Problem, Vol 2, edited by E. R. Caniello (Academic Press, New York, 1964); R. Zwanzig, in Lectures in Theoretical Physics, Vol. III, edited by W. E. Britten, B. W. Downs, and J. Downs (Wiley Interscience, New York, 1961), pp. 116-141; K. M. Van Vliet, J. Math. Phys.0022-248810.1063/1.523833 19, 1345 (1978); K. M. Van Vliet, Can. J. Phys. 56, 1206 (1978)], closed expressions are obtained. From these we establish the time-reversal symmetry property P(γ,t|γ',t')=P˜(γ',t'|γ,t), where the tilde refers to the time-reversed protocol; also a nonstationary Markovian master equation is derived. Time-reversal symmetry is then applied to thermostatted systems yielding the Crooks-Tasaki fluctuation theorem (FT) and the quantum Jarzynski work-energy theorem, as well as the general entropy FT. The quantum mechanical concepts of work and entropy are discussed in detail. Finally, we present a nonequilibrium extension of Mazo's lemma of linear response theory, obtaining some applications via this alternate route.

A Non-Stationary 1981-2012 AVHRR NDVI(sub 3g) Time Series

NASA Technical Reports Server (NTRS)

Pinzon, Jorge E.; Tucker, Compton J.

2014-01-01

The NDVI(sub 3g) time series is an improved 8-km normalized difference vegetation index (NDVI) data set produced from Advanced Very High Resolution Radiometer (AVHRR) instruments that extends from 1981 to the present. The AVHRR instruments have flown or are flying on fourteen polar-orbiting meteorological satellites operated by the National Oceanic and Atmospheric Administration (NOAA) and are currently flying on two European Organization for the Exploitation of Meteorological Satellites (EUMETSAT) polar-orbiting meteorological satellites, MetOp-A and MetOp-B. This long AVHRR record is comprised of data from two different sensors: the AVHRR/2 instrument that spans July 1981 to November 2000 and the AVHRR/3 instrument that continues these measurements from November 2000 to the present. The main difficulty in processing AVHRR NDVI data is to properly deal with limitations of the AVHRR instruments. Complicating among-instrument AVHRR inter-calibration of channels one and two is the dual gain introduced in late 2000 on the AVHRR/3 instruments for both these channels. We have processed NDVI data derived from the Sea-Viewing Wide Field-of-view Sensor (SeaWiFS) from 1997 to 2010 to overcome among-instrument AVHRR calibration difficulties. We use Bayesian methods with high quality well-calibrated SeaWiFS NDVI data for deriving AVHRR NDVI calibration parameters. Evaluation of the uncertainties of our resulting NDVI values gives an error of plus or minus 0.005 NDVI units for our 1981 to present data set that is independent of time within our AVHRR NDVI continuum and has resulted in a non-stationary climate data set.

Non-Markovian properties and multiscale hidden Markovian network buried in single molecule time series

NASA Astrophysics Data System (ADS)

Sultana, Tahmina; Takagi, Hiroaki; Morimatsu, Miki; Teramoto, Hiroshi; Li, Chun-Biu; Sako, Yasushi; Komatsuzaki, Tamiki

2013-12-01

We present a novel scheme to extract a multiscale state space network (SSN) from single-molecule time series. The multiscale SSN is a type of hidden Markov model that takes into account both multiple states buried in the measurement and memory effects in the process of the observable whenever they exist. Most biological systems function in a nonstationary manner across multiple timescales. Combined with a recently established nonlinear time series analysis based on information theory, a simple scheme is proposed to deal with the properties of multiscale and nonstationarity for a discrete time series. We derived an explicit analytical expression of the autocorrelation function in terms of the SSN. To demonstrate the potential of our scheme, we investigated single-molecule time series of dissociation and association kinetics between epidermal growth factor receptor (EGFR) on the plasma membrane and its adaptor protein Ash/Grb2 (Grb2) in an in vitro reconstituted system. We found that our formula successfully reproduces their autocorrelation function for a wide range of timescales (up to 3 s), and the underlying SSNs change their topographical structure as a function of the timescale; while the corresponding SSN is simple at the short timescale (0.033-0.1 s), the SSN at the longer timescales (0.1 s to ˜3 s) becomes rather complex in order to capture multiscale nonstationary kinetics emerging at longer timescales. It is also found that visiting the unbound form of the EGFR-Grb2 system approximately resets all information of history or memory of the process.

High-Speed Rotor Analytical Dynamics on Flexible Foundation Subjected to Internal and External Excitation

NASA Astrophysics Data System (ADS)

Jivkov, Venelin S.; Zahariev, Evtim V.

2016-12-01

The paper presents a geometrical approach to dynamics simulation of a rigid and flexible system, compiled of high speed rotating machine with eccentricity and considerable inertia and mass. The machine is mounted on a vertical flexible pillar with considerable height. The stiffness and damping of the column, as well as, of the rotor bearings and the shaft are taken into account. Non-stationary vibrations and transitional processes are analyzed. The major frequency and modal mode of the flexible column are used for analytical reduction of its mass, stiffness and damping properties. The rotor and the foundation are modelled as rigid bodies, while the flexibility of the bearings is estimated by experiments and the requirements of the manufacturer. The transition effects as a result of limited power are analyzed by asymptotic methods of averaging. Analytical expressions for the amplitudes and unstable vibrations throughout resonance are derived by quasi-static approach increasing and decreasing of the exciting frequency. Analytical functions give the possibility to analyze the influence of the design parameter of many structure applications as wind power generators, gas turbines, turbo-generators, and etc. A numerical procedure is applied to verify the effectiveness and precision of the simulation process. Nonlinear and transitional effects are analyzed and compared to the analytical results. External excitations, as wave propagation and earthquakes, are discussed. Finite elements in relative and absolute coordinates are applied to model the flexible column and the high speed rotating machine. Generalized Newton - Euler dynamics equations are used to derive the precise dynamics equations. Examples of simulation of the system vibrations and nonstationary behaviour are presented.

SOMKE: kernel density estimation over data streams by sequences of self-organizing maps.

PubMed

Cao, Yuan; He, Haibo; Man, Hong

2012-08-01

In this paper, we propose a novel method SOMKE, for kernel density estimation (KDE) over data streams based on sequences of self-organizing map (SOM). In many stream data mining applications, the traditional KDE methods are infeasible because of the high computational cost, processing time, and memory requirement. To reduce the time and space complexity, we propose a SOM structure in this paper to obtain well-defined data clusters to estimate the underlying probability distributions of incoming data streams. The main idea of this paper is to build a series of SOMs over the data streams via two operations, that is, creating and merging the SOM sequences. The creation phase produces the SOM sequence entries for windows of the data, which obtains clustering information of the incoming data streams. The size of the SOM sequences can be further reduced by combining the consecutive entries in the sequence based on the measure of Kullback-Leibler divergence. Finally, the probability density functions over arbitrary time periods along the data streams can be estimated using such SOM sequences. We compare SOMKE with two other KDE methods for data streams, the M-kernel approach and the cluster kernel approach, in terms of accuracy and processing time for various stationary data streams. Furthermore, we also investigate the use of SOMKE over nonstationary (evolving) data streams, including a synthetic nonstationary data stream, a real-world financial data stream and a group of network traffic data streams. The simulation results illustrate the effectiveness and efficiency of the proposed approach.

Parametric correlation functions to model the structure of permanent environmental (co)variances in milk yield random regression models.

PubMed

Bignardi, A B; El Faro, L; Cardoso, V L; Machado, P F; Albuquerque, L G

2009-09-01

The objective of the present study was to estimate milk yield genetic parameters applying random regression models and parametric correlation functions combined with a variance function to model animal permanent environmental effects. A total of 152,145 test-day milk yields from 7,317 first lactations of Holstein cows belonging to herds located in the southeastern region of Brazil were analyzed. Test-day milk yields were divided into 44 weekly classes of days in milk. Contemporary groups were defined by herd-test-day comprising a total of 2,539 classes. The model included direct additive genetic, permanent environmental, and residual random effects. The following fixed effects were considered: contemporary group, age of cow at calving (linear and quadratic regressions), and the population average lactation curve modeled by fourth-order orthogonal Legendre polynomial. Additive genetic effects were modeled by random regression on orthogonal Legendre polynomials of days in milk, whereas permanent environmental effects were estimated using a stationary or nonstationary parametric correlation function combined with a variance function of different orders. The structure of residual variances was modeled using a step function containing 6 variance classes. The genetic parameter estimates obtained with the model using a stationary correlation function associated with a variance function to model permanent environmental effects were similar to those obtained with models employing orthogonal Legendre polynomials for the same effect. A model using a sixth-order polynomial for additive effects and a stationary parametric correlation function associated with a seventh-order variance function to model permanent environmental effects would be sufficient for data fitting.

Teaching geographical hydrology in a non-stationary world

NASA Astrophysics Data System (ADS)

Hendriks, Martin R.; Karssenberg, Derek

2010-05-01

Understanding hydrological processes in a non-stationary world requires knowledge of hydrological processes and their interactions. Also, one needs to understand the (non-linear) relations between the hydrological system and other parts of our Earth system, such as the climate system, the socio-economic system, and the ecosystem. To provide this knowledge and understanding we think that three components are essential when teaching geographical hydrology. First of all, a student needs to acquire a thorough understanding of classical hydrology. For this, knowledge of the basic hydrological equations, such as the energy equation (Bernoulli), flow equation (Darcy), continuity (or water balance) equation is needed. This, however, is not sufficient to make a student fully understand the interactions between hydrological compartments, or between hydrological subsystems and other parts of the Earth system. Therefore, secondly, a student also needs to be knowledgeable of methods by which the different subsystems can be coupled; in general, numerical models are used for this. A major disadvantage of numerical models is their complexity. A solution may be to use simpler models, provided that a student really understands how hydrological processes function in our real, non-stationary world. The challenge for a student then lies in understanding the interactions between the subsystems, and to be able to answer questions such as: what is the effect of a change in vegetation or land use on runoff? Thirdly, knowledge of field hydrology is of utmost importance. For this a student needs to be trained in the field. Fieldwork is very important as a student is confronted in the field with spatial and temporal variability, as well as with real life uncertainties, rather than being lured into believing the world as presented in hydrological textbooks and models, e.g. the world under study is homogeneous, isotropic, or lumped (averaged). Also, students in the field learn to plan and cooperate. Besides fieldwork, a student should also learn to make use of the many available data sets, such as google earth, or as provided by remote sensing, or automatic data loggers. In our opinion the following sequence of activities should be applied for a student to attain a desirable working knowledge level. As mentioned earlier, a student first of all needs to have sufficient classical hydrological knowledge. After this a student should be educated in using simple models, in which field knowledge is incorporated. After this, a student should learn how to build models for solving typical hydrological problems. Modelling is especially worthwhile when the model is applied to a known area, as this certifies integration of fieldwork and modelling activities. To learn how to model, tailored courses with software that provides a set of easily learned functions to match the student's conceptual thought processes are needed. It is not easy to bring theoretical, field, and modelling knowledge together, and a pitfall may be the lack of knowledge of one or more of the above. Also, a student must learn to be able to deal with uncertainties in data and models, and must be trained to deal with unpredictability. Therefore, in our opinion a modern student should strive to become an integrating specialist in all of the above mentioned fields if we are to take geographical hydrology to a higher level and if we want to come to grips with it in a non-stationary world. A student must learn to think and act in an integrative way, and for this combining classical hydrology, field hydrology and modelling at a high education level in our hydrology curricula, in our opinion, is the way to proceed.

Resolvent approach for two-dimensional scattering problems. Application to the nonstationary Schrödinger problem and the KPI equation

NASA Astrophysics Data System (ADS)

Boiti, M.; Pempinelli, F.; Pogrebkov, A. K.; Polivanov, M. C.

1992-11-01

The resolvent operator of the linear problem is determined as the full Green function continued in the complex domain in two variables. An analog of the known Hilbert identity is derived. We demonstrate the role of this identity in the study of two-dimensional scattering. Considering the nonstationary Schrödinger equation as an example, we show that all types of solutions of the linear problems, as well as spectral data known in the literature, are given as specific values of this unique function — the resolvent function. A new form of the inverse problem is formulated.

On a strong solution of the non-stationary Navier-Stokes equations under slip or leak boundary conditions of friction type

NASA Astrophysics Data System (ADS)

Kashiwabara, Takahito

Strong solutions of the non-stationary Navier-Stokes equations under non-linearized slip or leak boundary conditions are investigated. We show that the problems are formulated by a variational inequality of parabolic type, to which uniqueness is established. Using Galerkin's method and deriving a priori estimates, we prove global and local existence for 2D and 3D slip problems respectively. For leak problems, under no-leak assumption at t=0 we prove local existence in 2D and 3D cases. Compatibility conditions for initial states play a significant role in the estimates.

Additive schemes for certain operator-differential equations

NASA Astrophysics Data System (ADS)

Vabishchevich, P. N.

2010-12-01

Unconditionally stable finite difference schemes for the time approximation of first-order operator-differential systems with self-adjoint operators are constructed. Such systems arise in many applied problems, for example, in connection with nonstationary problems for the system of Stokes (Navier-Stokes) equations. Stability conditions in the corresponding Hilbert spaces for two-level weighted operator-difference schemes are obtained. Additive (splitting) schemes are proposed that involve the solution of simple problems at each time step. The results are used to construct splitting schemes with respect to spatial variables for nonstationary Navier-Stokes equations for incompressible fluid. The capabilities of additive schemes are illustrated using a two-dimensional model problem as an example.

Electrophysical and optophysical properties of air ionized by a short pulse of fast electrons

NASA Astrophysics Data System (ADS)

Vagin, Iu. P.; Stal', N. L.; Khokhlov, V. D.; Chernoiarskii, A. A.

A method for solving the nonstationary kinetic equation of electron deceleration is developed which is based on the multigroup approximation. The electron distribution function in air ionized by nonstationary sources of primary electrons is determined, and the avalanche formation of secondary electrons is considered. Theoretical and experimental results are presented on the time dependence of the air luminescence intensity in two spectral intervals, one including the 391.4 nm N2(+) band and the other including the 337.1 nm N2 band, for different values of gas pressure under the effect of a short beam of electrons with energies of 100 keV.

Probing Gamma-ray Emission of Geminga and Vela with Non-stationary Models

NASA Astrophysics Data System (ADS)

Chai, Yating; Cheng, Kwong-Sang; Takata, Jumpei

2016-06-01

It is generally believed that the high energy emissions from isolated pulsars are emitted from relativistic electrons/positrons accelerated in outer magnetospheric accelerators (outergaps) via a curvature radiation mechanism, which has a simple exponential cut-off spectrum. However, many gamma-ray pulsars detected by the Fermi LAT (Large Area Telescope) cannot be fitted by simple exponential cut-off spectrum, and instead a sub-exponential is more appropriate. It is proposed that the realistic outergaps are non-stationary, and that the observed spectrum is a superposition of different stationary states that are controlled by the currents injected from the inner and outer boundaries. The Vela and Geminga pulsars have the largest fluxes among all targets observed, which allows us to carry out very detailed phase-resolved spectral analysis. We have divided the Vela and Geminga pulsars into 19 (the off pulse of Vela was not included) and 33 phase bins, respectively. We find that most phase resolved spectra still cannot be fitted by a simple exponential spectrum: in fact, a sub-exponential spectrum is necessary. We conclude that non-stationary states exist even down to the very fine phase bins.

Influence of signals length and noise in power spectral densities computation using Hilbert-Huang Transform in synthetic HRV

NASA Astrophysics Data System (ADS)

Rodríguez, María. G.; Altuve, Miguel; Lollett, Carlos; Wong, Sara

2013-11-01

Among non-invasive techniques, heart rate variability (HRV) analysis has become widely used for assessing the balance of the autonomic nervous system. Research in this area has not stopped and alternative tools for the study and interpretation of HRV, are still being proposed. Nevertheless, frequency-domain analysis of HRV is controversial when the heartbeat sequence is non-stationary. The Hilbert-Huang Transform (HHT) is a relative new technique for timefrequency analyses of non-linear and non-stationary signals. The main purpose of this work is to investigate the influence of time serieś length and noise in HRV from synthetic signals, using HHT and to compare it with Welch method. Synthetic heartbeat time series with different sizes and levels of signal to noise ratio (SNR) were investigated. Results shows i) sequencés length did not affect the estimation of HRV spectral parameter, ii) favorable performance for HHT for different SNR. Additionally, HHT can be applied to non-stationary signals from nonlinear systems and it will be useful to HRV analysis to interpret autonomic activity when acute and transient phenomena are assessed.

The demodulated band transform

PubMed Central

Kovach, Christopher K.; Gander, Phillip E.

2016-01-01

Background Windowed Fourier decompositions (WFD) are widely used in measuring stationary and non-stationary spectral phenomena and in describing pairwise relationships among multiple signals. Although a variety of WFDs see frequent application in electrophysiological research, including the short-time Fourier transform, continuous wavelets, band-pass filtering and multitaper-based approaches, each carries certain drawbacks related to computational efficiency and spectral leakage. This work surveys the advantages of a WFD not previously applied in electrophysiological settings. New Methods A computationally efficient form of complex demodulation, the demodulated band transform (DBT), is described. Results DBT is shown to provide an efficient approach to spectral estimation with minimal susceptibility to spectral leakage. In addition, it lends itself well to adaptive filtering of non-stationary narrowband noise. Comparison with existing methods A detailed comparison with alternative WFDs is offered, with an emphasis on the relationship between DBT and Thomson's multitaper. DBT is shown to perform favorably in combining computational efficiency with minimal introduction of spectral leakage. Conclusion DBT is ideally suited to efficient estimation of both stationary and non-stationary spectral and cross-spectral statistics with minimal susceptibility to spectral leakage. These qualities are broadly desirable in many settings. PMID:26711370

A novel data-driven learning method for radar target detection in nonstationary environments

DOE PAGES

Akcakaya, Murat; Nehorai, Arye; Sen, Satyabrata

2016-04-12

Most existing radar algorithms are developed under the assumption that the environment (clutter) is stationary. However, in practice, the characteristics of the clutter can vary enormously depending on the radar-operational scenarios. If unaccounted for, these nonstationary variabilities may drastically hinder the radar performance. Therefore, to overcome such shortcomings, we develop a data-driven method for target detection in nonstationary environments. In this method, the radar dynamically detects changes in the environment and adapts to these changes by learning the new statistical characteristics of the environment and by intelligibly updating its statistical detection algorithm. Specifically, we employ drift detection algorithms to detectmore » changes in the environment; incremental learning, particularly learning under concept drift algorithms, to learn the new statistical characteristics of the environment from the new radar data that become available in batches over a period of time. The newly learned environment characteristics are then integrated in the detection algorithm. Furthermore, we use Monte Carlo simulations to demonstrate that the developed method provides a significant improvement in the detection performance compared with detection techniques that are not aware of the environmental changes.« less

Financial Time Series Prediction Using Spiking Neural Networks

PubMed Central

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

2014-01-01

In this paper a novel application of a particular type of spiking neural network, a Polychronous Spiking Network, was used for financial time series prediction. It is argued that the inherent temporal capabilities of this type of network are suited to non-stationary data such as this. The performance of the spiking neural network was benchmarked against three systems: two “traditional”, rate-encoded, neural networks; a Multi-Layer Perceptron neural network and a Dynamic Ridge Polynomial neural network, and a standard Linear Predictor Coefficients model. For this comparison three non-stationary and noisy time series were used: IBM stock data; US/Euro exchange rate data, and the price of Brent crude oil. The experiments demonstrated favourable prediction results for the Spiking Neural Network in terms of Annualised Return and prediction error for 5-Step ahead predictions. These results were also supported by other relevant metrics such as Maximum Drawdown and Signal-To-Noise ratio. This work demonstrated the applicability of the Polychronous Spiking Network to financial data forecasting and this in turn indicates the potential of using such networks over traditional systems in difficult to manage non-stationary environments. PMID:25170618

Non-stationarity and power spectral shifts in EMG activity reflect motor unit recruitment in rat diaphragm muscle.

PubMed

Seven, Yasin B; Mantilla, Carlos B; Zhan, Wen-Zhi; Sieck, Gary C

2013-01-15

We hypothesized that a shift in diaphragm muscle (DIAm) EMG power spectral density (PSD) to higher frequencies reflects recruitment of more fatigable fast-twitch motor units and motor unit recruitment is reflected by EMG non-stationarity. DIAm EMG was recorded in anesthetized rats during eupnea, hypoxia-hypercapnia (10% O(2)-5% CO(2)), airway occlusion, and sneezing (maximal DIAm force). Although power in all frequency bands increased progressively across motor behaviors, PSD centroid frequency increased only during sneezing (p<0.05). The non-stationary period at the onset of EMG activity ranged from ∼80 ms during airway occlusion to ∼150 ms during eupnea. Within the initial non-stationary period of EMG activity 80-95% of motor units were recruited during different motor behaviors. Motor units augmented their discharge frequencies progressively beyond the non-stationary period; yet, EMG signal became stationary. In conclusion, non-stationarity of DIAm EMG reflects the period of motor unit recruitment, while a shift in the PSD towards higher frequencies reflects recruitment of more fatigable fast-twitch motor units. Copyright © 2012 Elsevier B.V. All rights reserved.

An at-site flood estimation method in the context of nonstationarity II. Statistical analysis of floods in Quebec

NASA Astrophysics Data System (ADS)

Gado, Tamer A.; Nguyen, Van-Thanh-Van

2016-04-01

This paper, the second of a two-part paper, investigates the nonstationary behaviour of flood peaks in Quebec (Canada) by analyzing the annual maximum flow series (AMS) available for the common 1966-2001 period from a network of 32 watersheds. Temporal trends in the mean of flood peaks were examined by the nonparametric Mann-Kendall test. The significance of the detected trends over the whole province is also assessed by a bootstrap test that preserves the cross-correlation structure of the network. Furthermore, The LM-NS method (introduced in the first part) is used to parametrically model the AMS, investigating its applicability to real data, to account for temporal trends in the moments of the time series. In this study two probability distributions (GEV & Gumbel) were selected to model four different types of time-varying moments of the historical time series considered, comprising eight competing models. The selected models are: two stationary models (GEV0 & Gumbel0), two nonstationary models in the mean as a linear function of time (GEV1 & Gumbel1), two nonstationary models in the mean as a parabolic function of time (GEV2 & Gumbel2), and two nonstationary models in the mean and the log standard deviation as linear functions of time (GEV11 & Gumbel11). The eight models were applied to flood data available for each watershed and their performance was compared to identify the best model for each location. The comparative methodology involves two phases: (1) a descriptive ability based on likelihood-based optimality criteria such as the Bayesian Information Criterion (BIC) and the deviance statistic; and (2) a predictive ability based on the residual bootstrap. According to the Mann-Kendall test and the LM-NS method, a quarter of the analyzed stations show significant trends in the AMS. All of the significant trends are negative, indicating decreasing flood magnitudes in Quebec. It was found that the LM-NS method could provide accurate flood estimates in the context of nonstationarity. The results have indicated the importance of taking into consideration the nonstationary behaviour of the flood series in order to improve the quality of flood estimation. The results also provided a general impression on the possible impacts of climate change on flood estimation in the Quebec province.

Optimization of Multi-Fidelity Computer Experiments via the EQIE Criterion

DOE Office of Scientific and Technical Information (OSTI.GOV)

He, Xu; Tuo, Rui; Jeff Wu, C. F.

Computer experiments based on mathematical models are powerful tools for understanding physical processes. This article addresses the problem of kriging-based optimization for deterministic computer experiments with tunable accuracy. Our approach is to use multi- delity computer experiments with increasing accuracy levels and a nonstationary Gaussian process model. We propose an optimization scheme that sequentially adds new computer runs by following two criteria. The first criterion, called EQI, scores candidate inputs with given level of accuracy, and the second criterion, called EQIE, scores candidate combinations of inputs and accuracy. Here, from simulation results and a real example using finite element analysis,more » our method out-performs the expected improvement (EI) criterion which works for single-accuracy experiments.« less

Mathematical modeling of flow in the working part of an acousto-convective drying system

NASA Astrophysics Data System (ADS)

Kravchenko, A. S.; Zhilin, A. A.; Fedorova, N. N.

2018-03-01

The objective of this study was to numerically simulate the nonstationary processes occurring in the acoustic-convective dryer (ACD) channel. In the present work, the problem was solved numerically in a three-dimensional formulation taking into account all features of the ACD duct in real geometry. The processes occurring in the ACD duct were simulated using the ANSYS Fluent 18.0 software. The numerical experiments provided an aggregate picture of the working gas flow in the ACD duct with the features near the subsonic nozzle and the cavity. The results of the numerical calculations were compared with experimental data. The best agreement with the experimental data was obtained for the viscosity model neglecting turbulent effects.

Optimization of Multi-Fidelity Computer Experiments via the EQIE Criterion

DOE PAGES

He, Xu; Tuo, Rui; Jeff Wu, C. F.

2017-01-31

Computer experiments based on mathematical models are powerful tools for understanding physical processes. This article addresses the problem of kriging-based optimization for deterministic computer experiments with tunable accuracy. Our approach is to use multi- delity computer experiments with increasing accuracy levels and a nonstationary Gaussian process model. We propose an optimization scheme that sequentially adds new computer runs by following two criteria. The first criterion, called EQI, scores candidate inputs with given level of accuracy, and the second criterion, called EQIE, scores candidate combinations of inputs and accuracy. Here, from simulation results and a real example using finite element analysis,more » our method out-performs the expected improvement (EI) criterion which works for single-accuracy experiments.« less

Real time automatic detection of bearing fault in induction machine using kurtogram analysis.

PubMed

Tafinine, Farid; Mokrani, Karim

2012-11-01

A proposed signal processing technique for incipient real time bearing fault detection based on kurtogram analysis is presented in this paper. The kurtogram is a fourth-order spectral analysis tool introduced for detecting and characterizing non-stationarities in a signal. This technique starts from investigating the resonance signatures over selected frequency bands to extract the representative features. The traditional spectral analysis is not appropriate for non-stationary vibration signal and for real time diagnosis. The performance of the proposed technique is examined by a series of experimental tests corresponding to different bearing conditions. Test results show that this signal processing technique is an effective bearing fault automatic detection method and gives a good basis for an integrated induction machine condition monitor.

Simulation study of the discharge characteristics of silos with cohesive particles

NASA Astrophysics Data System (ADS)

Hund, David; Weis, Dominik; Hesse, Robert; Antonyuk, Sergiy

2017-06-01

In many industrial applications the silo for bulk materials is an important part of an overall process. Silos are used for instance to buffer intermediate products to ensure a continuous supply for the next process step. This study deals with the discharging behaviour of silos containing cohesive bulk solids with particle sizes in the range of 100-500 μm. In this contribution the TOMAS [1,2] model developed for stationary and non-stationary discharging of a convergent hopper is verified with experiments and simulations using the Discrete Element Method. Moreover the influence of the cohesion of the bulk solids on the discharge behaviour is analysed by the simulation. The simulation results showed a qualitative agreement with the analytical model of TOMAS.

Development of Mechanics in Support of Rocket Technology in Ukraine

NASA Astrophysics Data System (ADS)

Prisnyakov, Vladimir

2003-06-01

The paper analyzes the advances of mechanics made in Ukraine in resolving various problems of space and rocket technology such as dynamics and strength of rockets and rocket engines, rockets of different purpose, electric rocket engines, and nonstationary processes in various systems of rockets accompanied by phase transitions of working media. Achievements in research on the effect of vibrations and gravitational fields on the behavior of space-rocket systems are also addressed. Results obtained in investigating the reliability and structural strength durability conditions for nuclear installations, solid- and liquid-propellant engines, and heat pipes are presented

The effect of external magnetic field changing on the correlated quantum dot dynamics

NASA Astrophysics Data System (ADS)

Mantsevich, V. N.; Maslova, N. S.; Arseyev, P. I.

2018-06-01

The non-stationary response of local magnetic moment to abrupt switching "on" and "off" of external magnetic field was studied for a single-level quantum dot (QD) coupled to a reservoir. We found that transient processes look different for the shallow and deep localized energy level. It was demonstrated that for deep energy level the relaxation rates of the local magnetic moment strongly differ in the case of magnetic field switching "on" or "off". Obtained results can be applied in the area of dynamic memory devices stabilization in the presence of magnetic field.

Use of recurrence plot and recurrence quantification analysis in Taiwan unemployment rate time series

NASA Astrophysics Data System (ADS)

Chen, Wei-Shing

2011-04-01

The aim of the article is to answer the question if the Taiwan unemployment rate dynamics is generated by a non-linear deterministic dynamic process. This paper applies a recurrence plot and recurrence quantification approach based on the analysis of non-stationary hidden transition patterns of the unemployment rate of Taiwan. The case study uses the time series data of the Taiwan’s unemployment rate during the period from 1978/01 to 2010/06. The results show that recurrence techniques are able to identify various phases in the evolution of unemployment transition in Taiwan.

On-Line Robust Modal Stability Prediction using Wavelet Processing

NASA Technical Reports Server (NTRS)

Brenner, Martin J.; Lind, Rick

1998-01-01

Wavelet analysis for filtering and system identification has been used to improve the estimation of aeroservoelastic stability margins. The conservatism of the robust stability margins is reduced with parametric and nonparametric time- frequency analysis of flight data in the model validation process. Nonparametric wavelet processing of data is used to reduce the effects of external disturbances and unmodeled dynamics. Parametric estimates of modal stability are also extracted using the wavelet transform. Computation of robust stability margins for stability boundary prediction depends on uncertainty descriptions derived from the data for model validation. The F-18 High Alpha Research Vehicle aeroservoelastic flight test data demonstrates improved robust stability prediction by extension of the stability boundary beyond the flight regime. Guidelines and computation times are presented to show the efficiency and practical aspects of these procedures for on-line implementation. Feasibility of the method is shown for processing flight data from time- varying nonstationary test points.

Study of photon correlation techniques for processing of laser velocimeter signals

NASA Technical Reports Server (NTRS)

Mayo, W. T., Jr.

1977-01-01

The objective was to provide the theory and a system design for a new type of photon counting processor for low level dual scatter laser velocimeter (LV) signals which would be capable of both the first order measurements of mean flow and turbulence intensity and also the second order time statistics: cross correlation auto correlation, and related spectra. A general Poisson process model for low level LV signals and noise which is valid from the photon-resolved regime all the way to the limiting case of nonstationary Gaussian noise was used. Computer simulation algorithms and higher order statistical moment analysis of Poisson processes were derived and applied to the analysis of photon correlation techniques. A system design using a unique dual correlate and subtract frequency discriminator technique is postulated and analyzed. Expectation analysis indicates that the objective measurements are feasible.

Estimating short-run and long-run interaction mechanisms in interictal state.

PubMed

Ozkaya, Ata; Korürek, Mehmet

2010-04-01

We address the issue of analyzing electroencephalogram (EEG) from seizure patients in order to test, model and determine the statistical properties that distinguish between EEG states (interictal, pre-ictal, ictal) by introducing a new class of time series analysis methods. In the present study: firstly, we employ statistical methods to determine the non-stationary behavior of focal interictal epileptiform series within very short time intervals; secondly, for such intervals that are deemed non-stationary we suggest the concept of Autoregressive Integrated Moving Average (ARIMA) process modelling, well known in time series analysis. We finally address the queries of causal relationships between epileptic states and between brain areas during epileptiform activity. We estimate the interaction between different EEG series (channels) in short time intervals by performing Granger-causality analysis and also estimate such interaction in long time intervals by employing Cointegration analysis, both analysis methods are well-known in econometrics. Here we find: first, that the causal relationship between neuronal assemblies can be identified according to the duration and the direction of their possible mutual influences; second, that although the estimated bidirectional causality in short time intervals yields that the neuronal ensembles positively affect each other, in long time intervals neither of them is affected (increasing amplitudes) from this relationship. Moreover, Cointegration analysis of the EEG series enables us to identify whether there is a causal link from the interictal state to ictal state.

Identifying Changes of Complex Flood Dynamics with Recurrence Analysis

NASA Astrophysics Data System (ADS)

Wendi, D.; Merz, B.; Marwan, N.

2016-12-01

Temporal changes in flood hazard system are known to be difficult to detect and attribute due to multiple drivers that include complex processes that are non-stationary and highly variable. These drivers, such as human-induced climate change, natural climate variability, implementation of flood defense, river training, or land use change, could impact variably on space-time scales and influence or mask each other. Flood time series may show complex behavior that vary at a range of time scales and may cluster in time. Moreover hydrological time series (i.e. discharge) are often subject to measurement errors, such as rating curve error especially in the case of extremes where observation are actually derived through extrapolation. This study focuses on the application of recurrence based data analysis techniques (recurrence plot) for understanding and quantifying spatio-temporal changes in flood hazard in Germany. The recurrence plot is known as an effective tool to visualize the dynamics of phase space trajectories i.e. constructed from a time series by using an embedding dimension and a time delay, and it is known to be effective in analyzing non-stationary and non-linear time series. Sensitivity of the common measurement errors and noise on recurrence analysis will also be analyzed and evaluated against conventional methods. The emphasis will be on the identification of characteristic recurrence properties that could associate typical dynamic to certain flood events.

Detection of structural damage in multiwire cables by monitoring the entropy evolution of wavelet coefficients

NASA Astrophysics Data System (ADS)

Ibáñez, Flor; Baltazar, Arturo; Mijarez, Rito; Aranda, Jorge

2015-03-01

Multiwire cables are widely used in important civil structures. Since they are exposed to several dynamic and static loads, their structural health can be compromised. The cables can also be submitted to mechanical contact, tension and energy propagation in addition to changes in size and material within their wires. Due to the critical role played by multiwire cables, it is necessary to develop a non-destructive health monitoring method to maintain their structure and proper performance. Ultrasonic inspection using guided waves is a promising non-destructive damage monitoring technique for rods, single wires and multiwire cables. The propagated guided waves are composed by an infinite number of vibrational modes making their analysis difficult. In this work, an entropy-based method to identify small changes in non-stationary signals is proposed. A system to capture and post-process acoustic signals is implemented. The Discrete Wavelet Transform (DWT) is computed in order to obtain the reconstructed wavelet coefficients of the signals and to analyze the energy at different scales. The feasibility of using the concept of entropy evolution of non-stationary signals to detect damage in multiwire cables is evaluated. The results show that there is a high correlation between the entropy value and damage level of the cable. The proposed method has low sensitivity to noise and reduces the computational complexity found in a typical time-frequency analysis.

Reliability, return periods, and risk under nonstationarity

NASA Astrophysics Data System (ADS)

Read, Laura K.; Vogel, Richard M.

2015-08-01

Water resources design has widely used the average return period as a concept to inform management and communication of the risk of experiencing an exceedance event within a planning horizon. Even though nonstationarity is often apparent, in practice hydrologic design often mistakenly assumes that the probability of exceedance, p, is constant from year to year which leads to an average return period To equal to 1/p; this expression is far more complex under nonstationarity. Even for stationary processes, the common application of an average return period is problematic: it does not account for planning horizon, is an average value that may not be representative of the time to the next flood, and is generally not applied in other areas of water planning. We combine existing theoretical and empirical results from the literature to provide the first general, comprehensive description of the probabilistic behavior of the return period and reliability under nonstationarity. We show that under nonstationarity, the underlying distribution of the return period exhibits a more complex shape than the exponential distribution under stationary conditions. Using a nonstationary lognormal model, we document the increased complexity and challenges associated with planning for future flood events over a planning horizon. We compare application of the average return period with the more common concept of reliability and recommend replacing the average return period with reliability as a more practical way to communicate event likelihood in both stationary and nonstationary contexts.

Regional flood probabilities

USGS Publications Warehouse

Troutman, Brent M.; Karlinger, Michael R.

2003-01-01

The T‐year annual maximum flood at a site is defined to be that streamflow, that has probability 1/T of being exceeded in any given year, and for a group of sites the corresponding regional flood probability (RFP) is the probability that at least one site will experience a T‐year flood in any given year. The RFP depends on the number of sites of interest and on the spatial correlation of flows among the sites. We present a Monte Carlo method for obtaining the RFP and demonstrate that spatial correlation estimates used in this method may be obtained with rank transformed data and therefore that knowledge of the at‐site peak flow distribution is not necessary. We examine the extent to which the estimates depend on specification of a parametric form for the spatial correlation function, which is known to be nonstationary for peak flows. It is shown in a simulation study that use of a stationary correlation function to compute RFPs yields satisfactory estimates for certain nonstationary processes. Application of asymptotic extreme value theory is examined, and a methodology for separating channel network and rainfall effects on RFPs is suggested. A case study is presented using peak flow data from the state of Washington. For 193 sites in the Puget Sound region it is estimated that a 100‐year flood will occur on the average every 4.5 years.

On the non-stationary generalized Langevin equation

NASA Astrophysics Data System (ADS)

Meyer, Hugues; Voigtmann, Thomas; Schilling, Tanja

2017-12-01

In molecular dynamics simulations and single molecule experiments, observables are usually measured along dynamic trajectories and then averaged over an ensemble ("bundle") of trajectories. Under stationary conditions, the time-evolution of such averages is described by the generalized Langevin equation. By contrast, if the dynamics is not stationary, it is not a priori clear which form the equation of motion for an averaged observable has. We employ the formalism of time-dependent projection operator techniques to derive the equation of motion for a non-equilibrium trajectory-averaged observable as well as for its non-stationary auto-correlation function. The equation is similar in structure to the generalized Langevin equation but exhibits a time-dependent memory kernel as well as a fluctuating force that implicitly depends on the initial conditions of the process. We also derive a relation between this memory kernel and the autocorrelation function of the fluctuating force that has a structure similar to a fluctuation-dissipation relation. In addition, we show how the choice of the projection operator allows us to relate the Taylor expansion of the memory kernel to data that are accessible in MD simulations and experiments, thus allowing us to construct the equation of motion. As a numerical example, the procedure is applied to Brownian motion initialized in non-equilibrium conditions and is shown to be consistent with direct measurements from simulations.

Stochastic Parametrization for the Impact of Neglected Variability Patterns

NASA Astrophysics Data System (ADS)

Kaiser, Olga; Hien, Steffen; Achatz, Ulrich; Horenko, Illia

2017-04-01

An efficient description of the gravity wave variability and the related spontaneous emission processes requires an empirical stochastic closure for the impact of neglected variability patterns (subgridscales or SGS). In particular, we focus on the analysis of the IGW emission within a tangent linear model which requires a stochastic SGS parameterization for taking the self interaction of the ageostrophic flow components into account. For this purpose, we identify the best SGS model in terms of exactness and simplicity by deploying a wide range of different data-driven model classes, including standard stationary regression models, autoregression and artificial neuronal networks models - as well as the family of nonstationary models like FEM-BV-VARX model class (Finite Element based vector autoregressive time series analysis with bounded variation of the model parameters). The models are used to investigate the main characteristics of the underlying dynamics and to explore the significant spatial and temporal neighbourhood dependencies. The best SGS model in terms of exactness and simplicity is obtained for the nonstationary FEM-BV-VARX setting, determining only direct spatial and temporal neighbourhood as significant - and allowing to drastically reduce the number of informations that are required for the optimal SGS. Additionally, the models are characterized by sets of vector- and matrix-valued parameters that must be inferred from big data sets provided by simulations - making it a task that can not be solved without deploying high-performance computing facilities (HPC).

Potential paths for male-mediated gene flow to and from an isolated grizzly bear population

USGS Publications Warehouse

Peck, Christopher P.; van Manen, Frank T.; Costello, Cecily M.; Haroldson, Mark A.; Landenburger, Lisa; Roberts, Lori L.; Bjornlie, Daniel D.; Mace, Richard D.

2017-01-01

For several decades, grizzly bear populations in the Greater Yellowstone Ecosystem (GYE) and the Northern Continental Divide Ecosystem (NCDE) have increased in numbers and range extent. The GYE population remains isolated and although effective population size has increased since the early 1980s, genetic connectivity between these populations remains a long-term management goal. With only ~110 km distance separating current estimates of occupied range for these populations, the potential for gene flow is likely greater now than it has been for many decades. We sought to delineate potential paths that would provide the opportunity for male-mediated gene flow between the two populations. We first developed step-selection functions to generate conductance layers using ecological, physical, and anthropogenic landscape features associated with non-stationary GPS locations of 124 male grizzly bears (199 bear-years). We then used a randomized shortest path (RSP) algorithm to estimate the average number of net passages for all grid cells in the study region, when moving from an origin to a destination node. Given habitat characteristics that were the basis for the conductance layer, movements follow certain grid cell sequences more than others and the resulting RSP values thus provide a measure of movement potential. Repeating this process for 100 pairs of random origin and destination nodes, we identified paths for three levels of random deviation (θ) from the least-cost path. We observed broad-scale concordance between model predictions for paths originating in the NCDE and those originating in the GYE for all three levels of movement exploration. Model predictions indicated that male grizzly bear movement between the ecosystems could involve a variety of routes, and verified observations of grizzly bears outside occupied range supported this finding. Where landscape features concentrated paths into corridors (e.g., because of anthropogenic influence), they typically followed neighboring mountain ranges, of which several could serve as pivotal stepping stones. The RSP layers provide detailed, spatially explicit information for land managers and organizations working with land owners to identify and prioritize conservation measures that maintain or enhance the integrity of potential areas conducive to male grizzly bear dispersal.

Developing a complex independent component analysis technique to extract non-stationary patterns from geophysical time-series

NASA Astrophysics Data System (ADS)

Forootan, Ehsan; Kusche, Jürgen

2016-04-01

Geodetic/geophysical observations, such as the time series of global terrestrial water storage change or sea level and temperature change, represent samples of physical processes and therefore contain information about complex physical interactionswith many inherent time scales. Extracting relevant information from these samples, for example quantifying the seasonality of a physical process or its variability due to large-scale ocean-atmosphere interactions, is not possible by rendering simple time series approaches. In the last decades, decomposition techniques have found increasing interest for extracting patterns from geophysical observations. Traditionally, principal component analysis (PCA) and more recently independent component analysis (ICA) are common techniques to extract statistical orthogonal (uncorrelated) and independent modes that represent the maximum variance of observations, respectively. PCA and ICA can be classified as stationary signal decomposition techniques since they are based on decomposing the auto-covariance matrix or diagonalizing higher (than two)-order statistical tensors from centered time series. However, the stationary assumption is obviously not justifiable for many geophysical and climate variables even after removing cyclic components e.g., the seasonal cycles. In this paper, we present a new decomposition method, the complex independent component analysis (CICA, Forootan, PhD-2014), which can be applied to extract to non-stationary (changing in space and time) patterns from geophysical time series. Here, CICA is derived as an extension of real-valued ICA (Forootan and Kusche, JoG-2012), where we (i) define a new complex data set using a Hilbert transformation. The complex time series contain the observed values in their real part, and the temporal rate of variability in their imaginary part. (ii) An ICA algorithm based on diagonalization of fourth-order cumulants is then applied to decompose the new complex data set in (i). (iii) Dominant non-stationary patterns are recognized as independent complex patterns that can be used to represent the space and time amplitude and phase propagations. We present the results of CICA on simulated and real cases e.g., for quantifying the impact of large-scale ocean-atmosphere interaction on global mass changes. Forootan (PhD-2014) Statistical signal decomposition techniques for analyzing time-variable satellite gravimetry data, PhD Thesis, University of Bonn, http://hss.ulb.uni-bonn.de/2014/3766/3766.htm Forootan and Kusche (JoG-2012) Separation of global time-variable gravity signals into maximally independent components, Journal of Geodesy 86 (7), 477-497, doi: 10.1007/s00190-011-0532-5

Study on Nonlinear Lateral Parameter Bifurcation Characteristic of Soft Footbridge

NASA Astrophysics Data System (ADS)

Chen, Zhou; Deng, De-Yuan; Yan, Quan-Sheng; Lu, Jin-Zhong; Lu, Jian-Xin

2018-03-01

With the trend of large span in the development of footbridge, its nonlinear characteristic is more and more obvious. Bifurcation has a great influence on the nonstationary trivial solution and its boundary stability of nonlinear vibration. Based on the Millennium Bridge in London, this paper deduces its nonlinear transverse vibration equation. Also, the method of Galerkin and multi-scale method is used to obtain the judgment condition of nonstationary trivial stability. Based on the bifurcation theory, the influence of nonlinear behavior on nontrivial solution as well as its stability is studied in the paper under two situations, a 1 ‑ σ bifurcation and a 1 ‑ ζ2 bifurcation of parameter plane respectively.

Modeling extreme PM10 concentration in Malaysia using generalized extreme value distribution

NASA Astrophysics Data System (ADS)

Hasan, Husna; Mansor, Nadiah; Salleh, Nur Hanim Mohd

2015-05-01

Extreme PM10 concentration from the Air Pollutant Index (API) at thirteen monitoring stations in Malaysia is modeled using the Generalized Extreme Value (GEV) distribution. The data is blocked into monthly selection period. The Mann-Kendall (MK) test suggests a non-stationary model so two models are considered for the stations with trend. The likelihood ratio test is used to determine the best fitted model and the result shows that only two stations favor the non-stationary model (Model 2) while the other eleven stations favor stationary model (Model 1). The return level of PM10 concentration that is expected to exceed the maximum once within a selected period is obtained.

Nonstationary time series prediction combined with slow feature analysis

NASA Astrophysics Data System (ADS)

Wang, G.; Chen, X.

2015-07-01

Almost all climate time series have some degree of nonstationarity due to external driving forces perturbing the observed system. Therefore, these external driving forces should be taken into account when constructing the climate dynamics. This paper presents a new technique of obtaining the driving forces of a time series from the slow feature analysis (SFA) approach, and then introduces them into a predictive model to predict nonstationary time series. The basic theory of the technique is to consider the driving forces as state variables and to incorporate them into the predictive model. Experiments using a modified logistic time series and winter ozone data in Arosa, Switzerland, were conducted to test the model. The results showed improved prediction skills.

Wiener filter preprocessing for OFDM systems in the presence of both nonstationary and stationary phase noises

NASA Astrophysics Data System (ADS)

Zhong, Ke; Lei, Xia; Li, Shaoqian

2013-12-01

Statistics-based intercarrier interference (ICI) mitigation algorithm is proposed for orthogonal frequency division multiplexing systems in presence of both nonstationary and stationary phase noises. By utilizing the statistics of phase noise, which can be obtained from measurements or data sheets, a Wiener filter preprocessing algorithm for ICI mitigation is proposed. The proposed algorithm can be regarded as a performance-improving technique for the previous researches on phase noise cancelation. Simulation results show that the proposed algorithm can effectively mitigate ICI and lower the error floor, and therefore significantly improve the performances of previous researches on phase noise cancelation, especially in the presence of severe phase noise.

Response of a rigid aircraft to nonstationary atmospheric turbulence.

NASA Technical Reports Server (NTRS)

Verdon, J. M.; Steiner, R.

1973-01-01

The plunging response of an aircraft to a type of nonstationary turbulent excitation is considered. The latter consists of stationary Gaussian noise modulated by a well-defined envelope function. The intent of the investigation is to model the excitation experienced by an airplane flying through turbulence of varying intensity and to examine the influence of intensity variations on exceedance frequencies of the gust velocity and the airplane's plunging velocity and acceleration. One analytical advantage of the proposed model is that the Gaussian assumption for the gust excitation is retained. The analysis described herein is developed in terms of an envelope function of arbitrary form; however, numerical calculations are limited to the case of harmonic modulation.

Truncated Painlevé expansion: Tanh-traveling wave solutions and reduction of sine-Poisson equation to a quadrature for stationary and nonstationary three-dimensional collisionless cold plasma

NASA Astrophysics Data System (ADS)

Ibrahim, R. S.; El-Kalaawy, O. H.

2006-10-01

The relativistic nonlinear self-consistent equations for a collisionless cold plasma with stationary ions [R. S. Ibrahim, IMA J. Appl. Math. 68, 523 (2003)] are extended to 3 and 3+1 dimensions. The resulting system of equations is reduced to the sine-Poisson equation. The truncated Painlevé expansion and reduction of the partial differential equation to a quadrature problem (RQ method) are described and applied to obtain the traveling wave solutions of the sine-Poisson equation for stationary and nonstationary equations in 3 and 3+1 dimensions describing the charge-density equilibrium configuration model.

Clumpy wind accretion in supergiant neutron star high mass X-ray binaries

NASA Astrophysics Data System (ADS)

Bozzo, E.; Oskinova, L.; Feldmeier, A.; Falanga, M.

2016-05-01

The accretion of the stellar wind material by a compact object represents the main mechanism powering the X-ray emission in classical supergiant high mass X-ray binaries and supergiant fast X-ray transients. In this work we present the first attempt to simulate the accretion process of a fast and dense massive star wind onto a neutron star, taking into account the effects of the centrifugal and magnetic inhibition of accretion ("gating") due to the spin and magnetic field of the compact object. We made use of a radiative hydrodynamical code to model the nonstationary radiatively driven wind of an O-B supergiant star and then place a neutron star characterized by a fixed magnetic field and spin period at a certain distance from the massive companion. Our calculations follow, as a function of time (on a total timescale of several hours), the transitions of the system through all different accretion regimes that are triggered by the intrinsic variations in the density and velocity of the nonstationary wind. The X-ray luminosity released by the system is computed at each time step by taking into account the relevant physical processes occurring in the different accretion regimes. Synthetic lightcurves are derived and qualitatively compared with those observed from classical supergiant high mass X-ray binaries and supergiant fast X-ray transients. Although a number of simplifications are assumed in these calculations, we show that taking into account the effects of the centrifugal and magnetic inhibition of accretion significantly reduces the average X-ray luminosity expected for any neutron star wind-fed binary. The present model calculations suggest that long spin periods and stronger magnetic fields are favored in order to reproduce the peculiar behavior of supergiant fast X-ray transients in the X-ray domain.

Statistical Downscaling of General Circulation Model Outputs to Precipitation Accounting for Non-Stationarities in Predictor-Predictand Relationships

PubMed Central

Sachindra, D. A.; Perera, B. J. C.

2016-01-01

This paper presents a novel approach to incorporate the non-stationarities characterised in the GCM outputs, into the Predictor-Predictand Relationships (PPRs) in statistical downscaling models. In this approach, a series of 42 PPRs based on multi-linear regression (MLR) technique were determined for each calendar month using a 20-year moving window moved at a 1-year time step on the predictor data obtained from the NCEP/NCAR reanalysis data archive and observations of precipitation at 3 stations located in Victoria, Australia, for the period 1950–2010. Then the relationships between the constants and coefficients in the PPRs and the statistics of reanalysis data of predictors were determined for the period 1950–2010, for each calendar month. Thereafter, using these relationships with the statistics of the past data of HadCM3 GCM pertaining to the predictors, new PPRs were derived for the periods 1950–69, 1970–89 and 1990–99 for each station. This process yielded a non-stationary downscaling model consisting of a PPR per calendar month for each of the above three periods for each station. The non-stationarities in the climate are characterised by the long-term changes in the statistics of the climate variables and above process enabled relating the non-stationarities in the climate to the PPRs. These new PPRs were then used with the past data of HadCM3, to reproduce the observed precipitation. It was found that the non-stationary MLR based downscaling model was able to produce more accurate simulations of observed precipitation more often than conventional stationary downscaling models developed with MLR and Genetic Programming (GP). PMID:27997609

Water Stage Forecasting in Tidal streams during High Water Using EEMD

NASA Astrophysics Data System (ADS)

Chen, Yen-Chang; Kao, Su-Pai; Su, Pei-Yi

2017-04-01

There are so many factors may affect the water stages in tidal streams. Not only the ocean wave but also the stream flow affects the water stage in a tidal stream. During high water, two of the most important factors affecting water stages in tidal streams are flood and tide. However the hydrological processes in tidal streams during high water are nonlinear and nonstationary. Generally the conventional methods used for forecasting water stages in tidal streams are very complicated. It explains the accurately forecasting water stages, especially during high water, in tidal streams is always a difficult task. The study makes used of Ensemble Empirical Model Decomposition (EEMD) to analyze the water stages in tidal streams. One of the advantages of the EEMD is it can be used to analyze the nonlinear and nonstationary data. The EEMD divides the water stage into several intrinsic mode functions (IMFs) and a residual; meanwhile, the physical meaning still remains during the process. By comparing the IMF frequency with tidal frequency, it is possible to identify if the IMF is affected by tides. Then the IMFs is separated into two groups, affected by tide or not by tide. The IMFs in each group are assembled to become a factor. Therefore the water stages in tidal streams are only affected by two factors, tidal factor and flood factor. Finally the regression analysis is used to establish the relationship between the factors of the gaging stations in the tidal stream. The available data during 15 typhoon periods of the Tanshui River whose downstream reach is in estuary area is used to illustrate the accuracy and reliability of the proposed method. The results show that the simple but reliable method is capable of forecasting water stages in tidal streams.

Statistical Downscaling of General Circulation Model Outputs to Precipitation Accounting for Non-Stationarities in Predictor-Predictand Relationships.

PubMed

Sachindra, D A; Perera, B J C

2016-01-01

This paper presents a novel approach to incorporate the non-stationarities characterised in the GCM outputs, into the Predictor-Predictand Relationships (PPRs) in statistical downscaling models. In this approach, a series of 42 PPRs based on multi-linear regression (MLR) technique were determined for each calendar month using a 20-year moving window moved at a 1-year time step on the predictor data obtained from the NCEP/NCAR reanalysis data archive and observations of precipitation at 3 stations located in Victoria, Australia, for the period 1950-2010. Then the relationships between the constants and coefficients in the PPRs and the statistics of reanalysis data of predictors were determined for the period 1950-2010, for each calendar month. Thereafter, using these relationships with the statistics of the past data of HadCM3 GCM pertaining to the predictors, new PPRs were derived for the periods 1950-69, 1970-89 and 1990-99 for each station. This process yielded a non-stationary downscaling model consisting of a PPR per calendar month for each of the above three periods for each station. The non-stationarities in the climate are characterised by the long-term changes in the statistics of the climate variables and above process enabled relating the non-stationarities in the climate to the PPRs. These new PPRs were then used with the past data of HadCM3, to reproduce the observed precipitation. It was found that the non-stationary MLR based downscaling model was able to produce more accurate simulations of observed precipitation more often than conventional stationary downscaling models developed with MLR and Genetic Programming (GP).

Joint simulation of stationary grade and non-stationary rock type for quantifying geological uncertainty in a copper deposit

NASA Astrophysics Data System (ADS)

Maleki, Mohammad; Emery, Xavier

2017-12-01

In mineral resources evaluation, the joint simulation of a quantitative variable, such as a metal grade, and a categorical variable, such as a rock type, is challenging when one wants to reproduce spatial trends of the rock type domains, a feature that makes a stationarity assumption questionable. To address this problem, this work presents methodological and practical proposals for jointly simulating a grade and a rock type, when the former is represented by the transform of a stationary Gaussian random field and the latter is obtained by truncating an intrinsic random field of order k with Gaussian generalized increments. The proposals concern both the inference of the model parameters and the construction of realizations conditioned to existing data. The main difficulty is the identification of the spatial correlation structure, for which a semi-automated algorithm is designed, based on a least squares fitting of the data-to-data indicator covariances and grade-indicator cross-covariances. The proposed models and algorithms are applied to jointly simulate the copper grade and the rock type in a Chilean porphyry copper deposit. The results show their ability to reproduce the gradual transitions of the grade when crossing a rock type boundary, as well as the spatial zonation of the rock type.

Analysis of Darwin Rainfall Data: Implications on Sampling Strategy

NASA Technical Reports Server (NTRS)

Rafael, Qihang Li; Bras, Rafael L.; Veneziano, Daniele

1996-01-01

Rainfall data collected by radar in the vicinity of Darwin, Australia, have been analyzed in terms of their mean, variance, autocorrelation of area-averaged rain rate, and diurnal variation. It is found that, when compared with the well-studied GATE (Global Atmospheric Research Program Atlantic Tropical Experiment) data, Darwin rainfall has larger coefficient of variation (CV), faster reduction of CV with increasing area size, weaker temporal correlation, and a strong diurnal cycle and intermittence. The coefficient of variation for Darwin rainfall has larger magnitude and exhibits larger spatial variability over the sea portion than over the land portion within the area of radar coverage. Stationary, and nonstationary models have been used to study the sampling errors associated with space-based rainfall measurement. The nonstationary model shows that the sampling error is sensitive to the starting sampling time for some sampling frequencies, due to the diurnal cycle of rain, but not for others. Sampling experiments using data also show such sensitivity. When the errors are averaged over starting time, the results of the experiments and the stationary and nonstationary models match each other very closely. In the small areas for which data are available for I>oth Darwin and GATE, the sampling error is expected to be larger for Darwin due to its larger CV.

Non-stationary and relaxation phenomena in cavity-assisted quantum memories

NASA Astrophysics Data System (ADS)

Veselkova, N. G.; Sokolov, I. V.

2017-12-01

We investigate the non-stationary and relaxation phenomena in cavity-assisted quantum memories for light. As a storage medium we consider an ensemble of cold atoms with standard Lambda-scheme of working levels. Some theoretical aspects of the problem were treated previously by many authors, and recent experiments stimulate more deep insight into the ultimate ability and limitations of the device. Since quantum memories can be used not only for the storage of quantum information, but also for a substantial manipulation of ensembles of quantum states, the speed of such manipulation and hence the ability to write and retrieve the signals of relatively short duration becomes important. In our research we do not apply the so-called bad cavity limit, and consider the memory operation of the signals whose duration is not much larger than the cavity field lifetime, accounting also for the finite lifetime of atomic coherence. In our paper we present an effective approach that makes it possible to find the non-stationary amplitude and phase behavior of strong classical control field, that matches the desirable time profile of both the envelope and the phase of the retrieved quantized signal. The phase properties of the retrieved quantized signals are of importance for the detection and manipulation of squeezing, entanglement, etc by means of optical mixing and homodyning.

Parametric Time-Frequency Analysis and Its Applications in Music Classification

NASA Astrophysics Data System (ADS)

Shen, Ying; Li, Xiaoli; Ma, Ngok-Wah; Krishnan, Sridhar

2010-12-01

Analysis of nonstationary signals, such as music signals, is a challenging task. The purpose of this study is to explore an efficient and powerful technique to analyze and classify music signals in higher frequency range (44.1 kHz). The pursuit methods are good tools for this purpose, but they aimed at representing the signals rather than classifying them as in Y. Paragakin et al., 2009. Among the pursuit methods, matching pursuit (MP), an adaptive true nonstationary time-frequency signal analysis tool, is applied for music classification. First, MP decomposes the sample signals into time-frequency functions or atoms. Atom parameters are then analyzed and manipulated, and discriminant features are extracted from atom parameters. Besides the parameters obtained using MP, an additional feature, central energy, is also derived. Linear discriminant analysis and the leave-one-out method are used to evaluate the classification accuracy rate for different feature sets. The study is one of the very few works that analyze atoms statistically and extract discriminant features directly from the parameters. From our experiments, it is evident that the MP algorithm with the Gabor dictionary decomposes nonstationary signals, such as music signals, into atoms in which the parameters contain strong discriminant information sufficient for accurate and efficient signal classifications.

Incomplete data based parameter identification of nonlinear and time-variant oscillators with fractional derivative elements

NASA Astrophysics Data System (ADS)

Kougioumtzoglou, Ioannis A.; dos Santos, Ketson R. M.; Comerford, Liam

2017-09-01

Various system identification techniques exist in the literature that can handle non-stationary measured time-histories, or cases of incomplete data, or address systems following a fractional calculus modeling. However, there are not many (if any) techniques that can address all three aforementioned challenges simultaneously in a consistent manner. In this paper, a novel multiple-input/single-output (MISO) system identification technique is developed for parameter identification of nonlinear and time-variant oscillators with fractional derivative terms subject to incomplete non-stationary data. The technique utilizes a representation of the nonlinear restoring forces as a set of parallel linear sub-systems. In this regard, the oscillator is transformed into an equivalent MISO system in the wavelet domain. Next, a recently developed L1-norm minimization procedure based on compressive sensing theory is applied for determining the wavelet coefficients of the available incomplete non-stationary input-output (excitation-response) data. Finally, these wavelet coefficients are utilized to determine appropriately defined time- and frequency-dependent wavelet based frequency response functions and related oscillator parameters. Several linear and nonlinear time-variant systems with fractional derivative elements are used as numerical examples to demonstrate the reliability of the technique even in cases of noise corrupted and incomplete data.

Statistical assessment of changes in extreme maximum temperatures over Saudi Arabia, 1985-2014

NASA Astrophysics Data System (ADS)

Raggad, Bechir

2018-05-01

In this study, two statistical approaches were adopted in the analysis of observed maximum temperature data collected from fifteen stations over Saudi Arabia during the period 1985-2014. In the first step, the behavior of extreme temperatures was analyzed and their changes were quantified with respect to the Expert Team on Climate Change Detection Monitoring indices. The results showed a general warming trend over most stations, in maximum temperature-related indices, during the period of analysis. In the second step, stationary and non-stationary extreme-value analyses were conducted for the temperature data. The results revealed that the non-stationary model with increasing linear trend in its location parameter outperforms the other models for two-thirds of the stations. Additionally, the 10-, 50-, and 100-year return levels were found to change with time considerably and that the maximum temperature could start to reappear in the different T-year return period for most stations. This analysis shows the importance of taking account the change over time in the estimation of return levels and therefore justifies the use of the non-stationary generalized extreme value distribution model to describe most of the data. Furthermore, these last findings are in line with the result of significant warming trends found in climate indices analyses.

Influence of stationary and non-stationary conditions on drying time and mechanical properties of a porcelain slab

NASA Astrophysics Data System (ADS)

Hammouda, Imen; Mihoubi, Daoued

2017-12-01

This work deals with a numerical study of the response of a porcelain slab when subjected to convective drying in stationary and non-stationary conditions. The used model describes heat, mass, and momentum transfers is applied to an unsaturated viscoelastic medium described by a Maxwell model. The numerical code allows us to determine the effect of the surrounding air temperature on drying kinetics and on mechanical stress intensities. Von Mises stresses are analysed in order to foresee an eventual damage that may occur during drying. Simulation results for several temperatures in the range of [30 °C, 90 °C] shows that for the temperature from 30 °C to 60 °C, Von Mises stresses are always lower than the yield strength. But above 70 °C, Von Mises stresses are higher than the ultimate strength, and consequently there is a risk of crack at the end of the constant drying rate period. The idea proposed in this work is to integrate a reducing temperature phase when the predicted Von Mises stress intensity exceeds the admissible stress. Simulation results shows that a non-stationary convective drying (90-60 °C) allows us to optimize costs and quality by reducing the drying time and maintaining Von Mises stress values under the admissible stress.

Active visual search in non-stationary scenes: coping with temporal variability and uncertainty

NASA Astrophysics Data System (ADS)

Ušćumlić, Marija; Blankertz, Benjamin

2016-02-01

Objective. State-of-the-art experiments for studying neural processes underlying visual cognition often constrain sensory inputs (e.g., static images) and our behavior (e.g., fixed eye-gaze, long eye fixations), isolating or simplifying the interaction of neural processes. Motivated by the non-stationarity of our natural visual environment, we investigated the electroencephalography (EEG) correlates of visual recognition while participants overtly performed visual search in non-stationary scenes. We hypothesized that visual effects (such as those typically used in human-computer interfaces) may increase temporal uncertainty (with reference to fixation onset) of cognition-related EEG activity in an active search task and therefore require novel techniques for single-trial detection. Approach. We addressed fixation-related EEG activity in an active search task with respect to stimulus-appearance styles and dynamics. Alongside popping-up stimuli, our experimental study embraces two composite appearance styles based on fading-in, enlarging, and motion effects. Additionally, we explored whether the knowledge obtained in the pop-up experimental setting can be exploited to boost the EEG-based intention-decoding performance when facing transitional changes of visual content. Main results. The results confirmed our initial hypothesis that the dynamic of visual content can increase temporal uncertainty of the cognition-related EEG activity in active search with respect to fixation onset. This temporal uncertainty challenges the pivotal aim to keep the decoding performance constant irrespective of visual effects. Importantly, the proposed approach for EEG decoding based on knowledge transfer between the different experimental settings gave a promising performance. Significance. Our study demonstrates that the non-stationarity of visual scenes is an important factor in the evolution of cognitive processes, as well as in the dynamic of ocular behavior (i.e., dwell time and fixation duration) in an active search task. In addition, our method to improve single-trial detection performance in this adverse scenario is an important step in making brain-computer interfacing technology available for human-computer interaction applications.

Wavelet entropy of BOLD time series: An application to Rolandic epilepsy.

PubMed

Gupta, Lalit; Jansen, Jacobus F A; Hofman, Paul A M; Besseling, René M H; de Louw, Anton J A; Aldenkamp, Albert P; Backes, Walter H

2017-12-01

To assess the wavelet entropy for the characterization of intrinsic aberrant temporal irregularities in the time series of resting-state blood-oxygen-level-dependent (BOLD) signal fluctuations. Further, to evaluate the temporal irregularities (disorder/order) on a voxel-by-voxel basis in the brains of children with Rolandic epilepsy. The BOLD time series was decomposed using the discrete wavelet transform and the wavelet entropy was calculated. Using a model time series consisting of multiple harmonics and nonstationary components, the wavelet entropy was compared with Shannon and spectral (Fourier-based) entropy. As an application, the wavelet entropy in 22 children with Rolandic epilepsy was compared to 22 age-matched healthy controls. The images were obtained by performing resting-state functional magnetic resonance imaging (fMRI) using a 3T system, an 8-element receive-only head coil, and an echo planar imaging pulse sequence ( T2*-weighted). The wavelet entropy was also compared to spectral entropy, regional homogeneity, and Shannon entropy. Wavelet entropy was found to identify the nonstationary components of the model time series. In Rolandic epilepsy patients, a significantly elevated wavelet entropy was observed relative to controls for the whole cerebrum (P = 0.03). Spectral entropy (P = 0.41), regional homogeneity (P = 0.52), and Shannon entropy (P = 0.32) did not reveal significant differences. The wavelet entropy measure appeared more sensitive to detect abnormalities in cerebral fluctuations represented by nonstationary effects in the BOLD time series than more conventional measures. This effect was observed in the model time series as well as in Rolandic epilepsy. These observations suggest that the brains of children with Rolandic epilepsy exhibit stronger nonstationary temporal signal fluctuations than controls. 2 Technical Efficacy: Stage 3 J. Magn. Reson. Imaging 2017;46:1728-1737. © 2017 International Society for Magnetic Resonance in Medicine.

Adaptive Sensing of Time Series with Application to Remote Exploration

NASA Technical Reports Server (NTRS)

Thompson, David R.; Cabrol, Nathalie A.; Furlong, Michael; Hardgrove, Craig; Low, Bryan K. H.; Moersch, Jeffrey; Wettergreen, David

2013-01-01

We address the problem of adaptive informationoptimal data collection in time series. Here a remote sensor or explorer agent throttles its sampling rate in order to track anomalous events while obeying constraints on time and power. This problem is challenging because the agent has limited visibility -- all collected datapoints lie in the past, but its resource allocation decisions require predicting far into the future. Our solution is to continually fit a Gaussian process model to the latest data and optimize the sampling plan on line to maximize information gain. We compare the performance characteristics of stationary and nonstationary Gaussian process models. We also describe an application based on geologic analysis during planetary rover exploration. Here adaptive sampling can improve coverage of localized anomalies and potentially benefit mission science yield of long autonomous traverses.

The Dynamic Quasiperpendicular Shock: Cluster Discoveries

NASA Astrophysics Data System (ADS)

Krasnoselskikh, V.; Balikhin, M.; Walker, S. N.; Schwartz, S.; Sundkvist, D.; Lobzin, V.; Gedalin, M.; Bale, S. D.; Mozer, F.; Soucek, J.; Hobara, Y.; Comisel, H.

The physics of collisionless shocks is a very broad topic which has been studied for more than five decades. However, there are a number of important issues which remain unresolved. The energy repartition amongst particle populations in quasiperpendicular shocks is a multi-scale process related to the spatial and temporal structure of the electromagnetic fields within the shock layer. The most important processes take place in the close vicinity of the major magnetic transition or ramp region. The distribution of electromagnetic fields in this region determines the characteristics of ion reflection and thus defines the conditions for ion heating and energy dissipation for supercritical shocks and also the region where an important part of electron heating takes place. In other words, the ramp region determines the main characteristics of energy repartition. All these processes are crucially dependent upon the characteristic spatial scales of the ramp and foot region provided that the shock is stationary. The process of shock formation consists of the steepening of a large amplitude nonlinear wave. At some point in its evolution the steepening is arrested by processes occurring within the shock transition. From the earliest studies of collisionless shocks these processes were identified as nonlinearity, dissipation, and dispersion. Their relative role determines the scales of electric and magnetic fields, and so control the characteristics of processes such as ion reflection, electron heating and particle acceleration. The determination of the scales of the electric and magnetic field is one of the key issues in the physics of collisionless shocks. Moreover, it is well known that under certain conditions shocks manifest a nonstationary dynamic behaviour called reformation. It was suggested that the transition from stationary to nonstationary quasiperiodic dynamics is related to gradients, e.g. scales of the ramp region and its associated whistler waves that form a precursor wave train. This implies that the ramp region should be considered as the source of these waves. All these questions have been studied making use observations from the Cluster satellites. The Cluster project continues to provide a unique viewpoint from which to study the scales of shocks. During its lifetime the inter-satellite distance between the Cluster satellites has varied from 100 km to 10000 km allowing scientists to use the data best adapted for the given scientific objective.

Chaotic dynamics of controlled electric power systems

NASA Astrophysics Data System (ADS)

Kozlov, V. N.; Trosko, I. U.

2016-12-01

The conditions for appearance of chaotic dynamics of electromagnetic and electromechanical processes in energy systems described by the Park-Gorev bilinear differential equations with account for lags of coordinates and restrictions on control have been formulated. On the basis of classical equations, the parameters of synchronous generators and power lines, at which the chaotic dynamics of energy systems appears, have been found. The qualitative and quantitative characteristics of chaotic processes in energy associations of two types, based on the Hopf theorem, and methods of nonstationary linearization and decompositions are given. The properties of spectral characteristics of chaotic processes have been investigated, and the qualitative similarity of bilinear equations of power systems and Lorentz equations have been found. These results can be used for modernization of the systems of control of energy objects. The qualitative and quantitative characteristics for power energy systems as objects of control and for some laws of control with the feedback have been established.

On the Hilbert-Huang Transform Theoretical Foundation

NASA Technical Reports Server (NTRS)

Kizhner, Semion; Blank, Karin; Huang, Norden E.

2004-01-01

The Hilbert-Huang Transform [HHT] is a novel empirical method for spectrum analysis of non-linear and non-stationary signals. The HHT is a recent development and much remains to be done to establish the theoretical foundation of the HHT algorithms. This paper develops the theoretical foundation for the convergence of the HHT sifting algorithm and it proves that the finest spectrum scale will always be the first generated by the HHT Empirical Mode Decomposition (EMD) algorithm. The theoretical foundation for cutting an extrema data points set into two parts is also developed. This then allows parallel signal processing for the HHT computationally complex sifting algorithm and its optimization in hardware.

Device and Method for Gathering Ensemble Data Sets

NASA Technical Reports Server (NTRS)

Racette, Paul E. (Inventor)

2014-01-01

An ensemble detector uses calibrated noise references to produce ensemble sets of data from which properties of non-stationary processes may be extracted. The ensemble detector comprising: a receiver; a switching device coupled to the receiver, the switching device configured to selectively connect each of a plurality of reference noise signals to the receiver; and a gain modulation circuit coupled to the receiver and configured to vary a gain of the receiver based on a forcing signal; whereby the switching device selectively connects each of the plurality of reference noise signals to the receiver to produce an output signal derived from the plurality of reference noise signals and the forcing signal.

Improvement of ecological characteristics of the hydrogen diesel engine

NASA Astrophysics Data System (ADS)

Natriashvili, T.; Kavtaradze, R.; Glonti, M.

2018-02-01

In the article are considered the questions of influence of a swirl intensity of the shot and injector design on the ecological indices of the hydrogen diesel, little-investigated till now. The necessity of solution of these problems arises at conversion of the serial diesel engine into the hydrogen diesel. The mathematical model consists of the three-dimensional non-stationary equations of transfer and also models of turbulence and combustion. The numerical experiments have been carried out with the use of program code FIRE. The optimal values of parameters of the working process, ensuring improvement of the effective and ecological indices of the hydrogen diesel are determined.

Detecting Abrupt Changes in a Piecewise Locally Stationary Time Series

PubMed Central

Last, Michael; Shumway, Robert

2007-01-01

Non-stationary time series arise in many settings, such as seismology, speech-processing, and finance. In many of these settings we are interested in points where a model of local stationarity is violated. We consider the problem of how to detect these change-points, which we identify by finding sharp changes in the time-varying power spectrum. Several different methods are considered, and we find that the symmetrized Kullback-Leibler information discrimination performs best in simulation studies. We derive asymptotic normality of our test statistic, and consistency of estimated change-point locations. We then demonstrate the technique on the problem of detecting arrival phases in earthquakes. PMID:19190715

On Gaussian feedback capacity

NASA Technical Reports Server (NTRS)

Dembo, Amir

1989-01-01

Pinsker and Ebert (1970) proved that in channels with additive Gaussian noise, feedback at most doubles the capacity. Cover and Pombra (1989) proved that feedback at most adds half a bit per transmission. Following their approach, the author proves that in the limit as signal power approaches either zero (very low SNR) or infinity (very high SNR), feedback does not increase the finite block-length capacity (which for nonstationary Gaussian channels replaces the standard notion of capacity that may not exist). Tighter upper bounds on the capacity are obtained in the process. Specializing these results to stationary channels, the author recovers some of the bounds recently obtained by Ozarow.

Transiting Planet Search in the Kepler Pipeline

NASA Technical Reports Server (NTRS)

Jenkins, Jon M.; Chandrasekaran, Hema; McCauliff, Sean D.; Caldwell, Douglas A.; Tenebaum, Peter; Li, Jie; Klaus, Todd C.; Cote, Mile T.; Middour, Christopher

2010-01-01

The Kepler Mission simultaneously measures the brightness of more than 160,000 stars every 29.4 minutes over a 3.5-year mission to search for transiting planets. Detecting transits is a signal-detection problem where the signal of interest is a periodic pulse train and the predominant noise source is non-white, non-stationary (1/f) type process of stellar variability. Many stars also exhibit coherent or quasi-coherent oscillations. The detection algorithm first identifies and removes strong oscillations followed by an adaptive, wavelet-based matched filter. We discuss how we obtain super-resolution detection statistics and the effectiveness of the algorithm for Kepler flight data.

Nondestructive evaluation of concrete structures by nonstationary thermal wave imaging

NASA Astrophysics Data System (ADS)

Mulaveesala, Ravibabu; Panda, Soma Sekhara Balaji; Mude, Rupla Naik; Amarnath, Muniyappa

2012-06-01

Reinforced concrete structures (RCS) have potential application in civil engineering and with the advent of nuclear engineering RCS to be capable enough to withstanding a variety of adverse environmental conditions. However, failures/loss of durability of designed structures due to premature reinforcement corrosion of rebar is a major constrain. Growing concern of safety of structure due to pre-mature deterioration has led to a great demand for development of non-destructive and non-contact testing techniques for monitoring and assessing health of RCS. This paper presents an experimental investigation of rebar corrosion by non-stationary thermal wave imaging. Experimental results have been proven, proposed approach is an effective technique for identification of corrosion in rebar in the concrete samples.

Nonstationary time series prediction combined with slow feature analysis

NASA Astrophysics Data System (ADS)

Wang, G.; Chen, X.

2015-01-01

Almost all climate time series have some degree of nonstationarity due to external driving forces perturbations of the observed system. Therefore, these external driving forces should be taken into account when reconstructing the climate dynamics. This paper presents a new technique of combining the driving force of a time series obtained using the Slow Feature Analysis (SFA) approach, then introducing the driving force into a predictive model to predict non-stationary time series. In essence, the main idea of the technique is to consider the driving forces as state variables and incorporate them into the prediction model. To test the method, experiments using a modified logistic time series and winter ozone data in Arosa, Switzerland, were conducted. The results showed improved and effective prediction skill.

Investigation of non-stationary self-focusing of intense laser pulse in cold quantum plasma using ramp density profile

DOE Office of Scientific and Technical Information (OSTI.GOV)

Habibi, M.; Ghamari, F.

2012-11-15

The authors have investigated the non-stationary self-focusing of Gaussian laser pulse in cold quantum plasma. In case of high dense plasma, the nonlinearity in the dielectric constant is mainly due to relativistic high intense interactions and quantum effects. In this paper, we have introduced a ramp density profile for plasma and presented graphically the behavior of spot size oscillations of pulse at rear and front portions of the pulse. It is observed that the ramp density profile and quantum effects play a vital role in stronger and better focusing at the rear of the pulse than at the front inmore » cold quantum plasmas.« less

Non-stationary self-focusing of intense laser beam in plasma using ramp density profile

DOE Office of Scientific and Technical Information (OSTI.GOV)

Habibi, M.; Ghamari, F.

2011-10-15

The non-stationary self-focusing of high intense laser beam in under-dense plasma with upward increasing density ramp is investigated. The obtained results show that slowly increasing plasma density ramp is very important in enhancing laser self-focusing. Also, the spot size oscillations of laser beam in front and rear of the pulse for two different density profiles are shown. We have selected density profiles that already were used by Sadighi-Bonabi et al.[Phys. Plasmas 16, 083105 (2009)]. Ramp density profile causes the laser beam to become more focused and penetrations deeps into the plasma by reduction of diffraction effects. Our computations show moremore » reliable results in comparison to the previous works.« less

Analyzing long-term correlated stochastic processes by means of recurrence networks: Potentials and pitfalls

NASA Astrophysics Data System (ADS)

Zou, Yong; Donner, Reik V.; Kurths, Jürgen

2015-02-01

Long-range correlated processes are ubiquitous, ranging from climate variables to financial time series. One paradigmatic example for such processes is fractional Brownian motion (fBm). In this work, we highlight the potentials and conceptual as well as practical limitations when applying the recently proposed recurrence network (RN) approach to fBm and related stochastic processes. In particular, we demonstrate that the results of a previous application of RN analysis to fBm [Liu et al. Phys. Rev. E 89, 032814 (2014), 10.1103/PhysRevE.89.032814] are mainly due to an inappropriate treatment disregarding the intrinsic nonstationarity of such processes. Complementarily, we analyze some RN properties of the closely related stationary fractional Gaussian noise (fGn) processes and find that the resulting network properties are well-defined and behave as one would expect from basic conceptual considerations. Our results demonstrate that RN analysis can indeed provide meaningful results for stationary stochastic processes, given a proper selection of its intrinsic methodological parameters, whereas it is prone to fail to uniquely retrieve RN properties for nonstationary stochastic processes like fBm.

Canopy polarized BRDF simulation based on non-stationary Monte Carlo 3-D vector RT modeling

NASA Astrophysics Data System (ADS)

Kallel, Abdelaziz; Gastellu-Etchegorry, Jean Philippe

2017-03-01

Vector radiative transfer (VRT) has been largely used to simulate polarized reflectance of atmosphere and ocean. However it is still not properly used to describe vegetation cover polarized reflectance. In this study, we try to propose a 3-D VRT model based on a modified Monte Carlo (MC) forward ray tracing simulation to analyze vegetation canopy reflectance. Two kinds of leaf scattering are taken into account: (i) Lambertian diffuse reflectance and transmittance and (ii) specular reflection. A new method to estimate the condition on leaf orientation to produce reflection is proposed, and its probability to occur, Pl,max, is computed. It is then shown that Pl,max is low, but when reflection happens, the corresponding radiance Stokes vector, Io, is very high. Such a phenomenon dramatically increases the MC variance and yields to an irregular reflectance distribution function. For better regularization, we propose a non-stationary MC approach that simulates reflection for each sunny leaf assuming that its orientation is randomly chosen according to its angular distribution. It is shown in this case that the average canopy reflection is proportional to Pl,max ·Io which produces a smooth distribution. Two experiments are conducted: (i) assuming leaf light polarization is only due to the Fresnel reflection and (ii) the general polarization case. In the former experiment, our results confirm that in the forward direction, canopy polarizes horizontally light. In addition, they show that in inclined forward direction, diagonal polarization can be observed. In the latter experiment, polarization is produced in all orientations. It is particularly pointed out that specular polarization explains just a part of the forward polarization. Diffuse scattering polarizes light horizontally and vertically in forward and backward directions, respectively. Weak circular polarization signal is also observed near the backscattering direction. Finally, validation of the non-polarized reflectance using the ROMC tool is done, and our model shows good agreement with the ROMC reference.

Adaptive photoacoustic imaging quality optimization with EMD and reconstruction

NASA Astrophysics Data System (ADS)

Guo, Chengwen; Ding, Yao; Yuan, Jie; Xu, Guan; Wang, Xueding; Carson, Paul L.

2016-10-01

Biomedical photoacoustic (PA) signal is characterized with extremely low signal to noise ratio which will yield significant artifacts in photoacoustic tomography (PAT) images. Since PA signals acquired by ultrasound transducers are non-linear and non-stationary, traditional data analysis methods such as Fourier and wavelet method cannot give useful information for further research. In this paper, we introduce an adaptive method to improve the quality of PA imaging based on empirical mode decomposition (EMD) and reconstruction. Data acquired by ultrasound transducers are adaptively decomposed into several intrinsic mode functions (IMFs) after a sifting pre-process. Since noise is randomly distributed in different IMFs, depressing IMFs with more noise while enhancing IMFs with less noise can effectively enhance the quality of reconstructed PAT images. However, searching optimal parameters by means of brute force searching algorithms will cost too much time, which prevent this method from practical use. To find parameters within reasonable time, heuristic algorithms, which are designed for finding good solutions more efficiently when traditional methods are too slow, are adopted in our method. Two of the heuristic algorithms, Simulated Annealing Algorithm, a probabilistic method to approximate the global optimal solution, and Artificial Bee Colony Algorithm, an optimization method inspired by the foraging behavior of bee swarm, are selected to search optimal parameters of IMFs in this paper. The effectiveness of our proposed method is proved both on simulated data and PA signals from real biomedical tissue, which might bear the potential for future clinical PA imaging de-noising.

Numerical simulation of a helical shape electric arc in the external axial magnetic field

NASA Astrophysics Data System (ADS)

Urusov, R. M.; Urusova, I. R.

2016-10-01

Within the frameworks of non-stationary three-dimensional mathematical model, in approximation of a partial local thermodynamic equilibrium, a numerical calculation was made of characteristics of DC electric arc burning in a cylindrical channel in the uniform external axial magnetic field. The method of numerical simulation of the arc of helical shape in a uniform external axial magnetic field was proposed. This method consists in that that in the computational algorithm, a "scheme" analog of fluctuations for electrons temperature is supplemented. The "scheme" analogue of fluctuations increases a weak numerical asymmetry of electrons temperature distribution, which occurs randomly in the course of computing. This asymmetry can be "picked up" by the external magnetic field that continues to increase up to a certain value, which is sufficient for the formation of helical structure of the arc column. In the absence of fluctuations in the computational algorithm, the arc column in the external axial magnetic field maintains cylindrical axial symmetry, and a helical form of the arc is not observed.

[Spatial differentiation and impact factors of Yutian Oasis's soil surface salt based on GWR model].

PubMed

Yuan, Yu Yun; Wahap, Halik; Guan, Jing Yun; Lu, Long Hui; Zhang, Qin Qin

2016-10-01

In this paper, topsoil salinity data gathered from 24 sampling sites in the Yutian Oasis were used, nine different kinds of environmental variables closely related to soil salinity were selec-ted as influencing factors, then, the spatial distribution characteristics of topsoil salinity and spatial heterogeneity of influencing factors were analyzed by combining the spatial autocorrelation with traditional regression analysis and geographically weighted regression model. Results showed that the topsoil salinity in Yutian Oasis was not of random distribution but had strong spatial dependence, and the spatial autocorrelation index for topsoil salinity was 0.479. Groundwater salinity, groundwater depth, elevation and temperature were the main factors influencing topsoil salt accumulation in arid land oases and they were spatially heterogeneous. The nine selected environmental variables except soil pH had significant influences on topsoil salinity with spatial disparity. GWR model was superior to the OLS model on interpretation and estimation of spatial non-stationary data, also had a remarkable advantage in visualization of modeling parameters.

Evaluation of a pulse control law for flexible spacecraft

NASA Technical Reports Server (NTRS)

1985-01-01

The following analytical and experimental studies were conducted: (1) A simple algorithm was developed to suppress the structural vibrations of 3-dimensional distributed parameter systems, subjected to interface motion and/or directly applied forces. The algorithm is designed to cope with structural oscillations superposed on top of rigid-body motion: a situation identical to that encountered by the SCOLE components. A significant feature of the method is that only local measurements of the structural displacements and velocities relative to the moving frame of reference are needed. (2) A numerical simulation study was conducted on a simple linear finite element model of a cantilevered plate which was subjected to test excitations consisting of impulsive base motion and of nonstationary wide-band random excitation applied at its root. In each situation, the aim was to suppress the vibrations of the plate relative to the moving base. (3) A small mechanical model resembling an aircraft wing was designed and fabricated to investigate the control algorithm under realistic laboratory conditions.

Multi-muscle FES force control of the human arm for arbitrary goals.

PubMed

Schearer, Eric M; Liao, Yu-Wei; Perreault, Eric J; Tresch, Matthew C; Memberg, William D; Kirsch, Robert F; Lynch, Kevin M

2014-05-01

We present a method for controlling a neuroprosthesis for a paralyzed human arm using functional electrical stimulation (FES) and characterize the errors of the controller. The subject has surgically implanted electrodes for stimulating muscles in her shoulder and arm. Using input/output data, a model mapping muscle stimulations to isometric endpoint forces measured at the subject's hand was identified. We inverted the model of this redundant and coupled multiple-input multiple-output system by minimizing muscle activations and used this inverse for feedforward control. The magnitude of the total root mean square error over a grid in the volume of achievable isometric endpoint force targets was 11% of the total range of achievable forces. Major sources of error were random error due to trial-to-trial variability and model bias due to nonstationary system properties. Because the muscles working collectively are the actuators of the skeletal system, the quantification of errors in force control guides designs of motion controllers for multi-joint, multi-muscle FES systems that can achieve arbitrary goals.

Numerical Uncertainties in the Simulation of Reversible Isentropic Processes and Entropy Conservation.

NASA Astrophysics Data System (ADS)

Johnson, Donald R.; Lenzen, Allen J.; Zapotocny, Tom H.; Schaack, Todd K.

2000-11-01

A challenge common to weather, climate, and seasonal numerical prediction is the need to simulate accurately reversible isentropic processes in combination with appropriate determination of sources/sinks of energy and entropy. Ultimately, this task includes the distribution and transport of internal, gravitational, and kinetic energies, the energies of water substances in all forms, and the related thermodynamic processes of phase changes involved with clouds, including condensation, evaporation, and precipitation processes.All of the processes noted above involve the entropies of matter, radiation, and chemical substances, conservation during transport, and/or changes in entropies by physical processes internal to the atmosphere. With respect to the entropy of matter, a means to study a model's accuracy in simulating internal hydrologic processes is to determine its capability to simulate the appropriate conservation of potential and equivalent potential temperature as surrogates of dry and moist entropy under reversible adiabatic processes in which clouds form, evaporate, and precipitate. In this study, a statistical strategy utilizing the concept of `pure error' is set forth to assess the numerical accuracies of models to simulate reversible processes during 10-day integrations of the global circulation corresponding to the global residence time of water vapor. During the integrations, the sums of squared differences between equivalent potential temperature e numerically simulated by the governing equations of mass, energy, water vapor, and cloud water and a proxy equivalent potential temperature te numerically simulated as a conservative property are monitored. Inspection of the differences of e and te in time and space and the relative frequency distribution of the differences details bias and random errors that develop from nonlinear numerical inaccuracies in the advection and transport of potential temperature and water substances within the global atmosphere.A series of nine global simulations employing various versions of Community Climate Models CCM2 and CCM3-all Eulerian spectral numerics, all semi-Lagrangian numerics, mixed Eulerian spectral, and semi-Lagrangian numerics-and the University of Wisconsin-Madison (UW) isentropic-sigma gridpoint model provides an interesting comparison of numerical accuracies in the simulation of reversibility. By day 10, large bias and random differences were identified in the simulation of reversible processes in all of the models except for the UW isentropic-sigma model. The CCM2 and CCM3 simulations yielded systematic differences that varied zonally, vertically, and temporally. Within the comparison, the UW isentropic-sigma model was superior in transporting water vapor and cloud water/ice and in simulating reversibility involving the conservation of dry and moist entropy. The only relative frequency distribution of differences that appeared optimal, in that the distribution remained unbiased and equilibrated with minimal variance as it remained statistically stationary, was the distribution from the UW isentropic-sigma model. All other distributions revealed nonstationary characteristics with spreading and/or shifting of the maxima as the biases and variances of the numerical differences of e and te amplified.

Detecting, anticipating, and predicting critical transitions in spatially extended systems.

PubMed

Kwasniok, Frank

2018-03-01

A data-driven linear framework for detecting, anticipating, and predicting incipient bifurcations in spatially extended systems based on principal oscillation pattern (POP) analysis is discussed. The dynamics are assumed to be governed by a system of linear stochastic differential equations which is estimated from the data. The principal modes of the system together with corresponding decay or growth rates and oscillation frequencies are extracted as the eigenvectors and eigenvalues of the system matrix. The method can be applied to stationary datasets to identify the least stable modes and assess the proximity to instability; it can also be applied to nonstationary datasets using a sliding window approach to track the changing eigenvalues and eigenvectors of the system. As a further step, a genuinely nonstationary POP analysis is introduced. Here, the system matrix of the linear stochastic model is time-dependent, allowing for extrapolation and prediction of instabilities beyond the learning data window. The methods are demonstrated and explored using the one-dimensional Swift-Hohenberg equation as an example, focusing on the dynamics of stochastic fluctuations around the homogeneous stable state prior to the first bifurcation. The POP-based techniques are able to extract and track the least stable eigenvalues and eigenvectors of the system; the nonstationary POP analysis successfully predicts the timing of the first instability and the unstable mode well beyond the learning data window.

A non-stationary cost-benefit based bivariate extreme flood estimation approach

NASA Astrophysics Data System (ADS)

Qi, Wei; Liu, Junguo

2018-02-01

Cost-benefit analysis and flood frequency analysis have been integrated into a comprehensive framework to estimate cost effective design values. However, previous cost-benefit based extreme flood estimation is based on stationary assumptions and analyze dependent flood variables separately. A Non-Stationary Cost-Benefit based bivariate design flood estimation (NSCOBE) approach is developed in this study to investigate influence of non-stationarities in both the dependence of flood variables and the marginal distributions on extreme flood estimation. The dependence is modeled utilizing copula functions. Previous design flood selection criteria are not suitable for NSCOBE since they ignore time changing dependence of flood variables. Therefore, a risk calculation approach is proposed based on non-stationarities in both marginal probability distributions and copula functions. A case study with 54-year observed data is utilized to illustrate the application of NSCOBE. Results show NSCOBE can effectively integrate non-stationarities in both copula functions and marginal distributions into cost-benefit based design flood estimation. It is also found that there is a trade-off between maximum probability of exceedance calculated from copula functions and marginal distributions. This study for the first time provides a new approach towards a better understanding of influence of non-stationarities in both copula functions and marginal distributions on extreme flood estimation, and could be beneficial to cost-benefit based non-stationary bivariate design flood estimation across the world.

Dynamics of Inhomogeneous Shell Systems Under Non-Stationary Loading (Survey)

NASA Astrophysics Data System (ADS)

Lugovoi, P. Z.; Meish, V. F.

2017-09-01

Experimental works on the determination of dynamics of smooth and stiffened cylindrical shells contacting with a soil medium under various non-stationary loading are reviewed. The results of studying three-layer shells of revolution whose motion equations are obtained within the framework of the hypotheses of the Timoshenko geometrically nonlinear theory are stated. The numerical results for shells with a piecewise or discrete filler enable the analysis of estimation of the influence of geometrical and physical-mechanical parameters of structures on their dynamics and reveal new mechanical effects. Basing on the classical theory of shells and rods, the effect of the discrete arrangement of ribs and coefficients of the Winkler or Pasternak elastic foundation on the normal frequencies and modes of rectangular planar cylindrical and spherical shells is studied. The number and shape of dispersion curves for longitudinal harmonic waves in a stiffened cylindrical shell are determined. The equations of vibrations of ribbed shells of revolution on Winkler or Pasternak elastic foundation are obtained using the geometrically nonlinear theory and the Timoshenko hypotheses. On applying the integral-interpolational method, numerical algorithms are developed and the corresponding non-stationary problems are solved. The special attention is paid to the statement and solution of coupled problems on the dynamical interaction of cylindrical or spherical shells with the soil water-saturated medium of different structure.