Using the moving window incorporated neural network to forecast the population behavior of Nostocales spp. in the River Darling, Australia

The paper demonstrates the nonstationarity of algal population behaviors by analyzing the historical populations of Nostocales spp. in the River Darling, Australia. Freshwater ecosystems are more likely to be nonstationary, instead of stationary. Nonstationarity implies that only the near past behaviors could forecast the near future for the system. However, nonstionarity was not considered seriously in previous research efforts for modeling and predicting algal population behaviors. Therefore the moving window technique was incorporated with radial basis function neural network (RBFNN) approach to deal with nonstationarity when modeling and forecasting the population behaviors of Nostocales spp. in the River Darling. The results showed that the RBFNN model could predict the timing and magnitude of algal blooms of Nostocales spp. with high accuracy. Moreover, a combined model based on individual RBFNN models was implemented, which showed superiority over the individual RBFNN models. Hence, the combined model was recommended for the modeling and forecasting of the phytoplankton populations, especially for the forecasting.

Determination of ethenzamide and acetoaminophen in quaternary powdered samples by near infrared spectroscopy and searching combination moving window partial least squares algorithm: effects of spectral resolution and signal-to-noise ratio

The present study reports an application of the searching combination moving window partial least squares (SCMWPLS) algorithm to the determination of ethenzamide and acetoaminophen in quaternary powdered samples by near infrared (NIR) spectroscopy. Another purpose of the study was to examine the instrumentation effects of spectral resolution and signal-to-noise ratio of the Buchi NIRLab N-200 FT-NIR spectrometer equipped with an InGaAs detector. The informative spectral intervals of NIR spectra of a series of quaternary powdered mixture samples were first located for ethenzamide and acetoaminophen by use of moving window partial least squares regression (MWPLSR). Then, these located spectral intervals were further optimised by SCMWPLS for subsequent partial least squares (PLS) model development. The improved results are attributed to both the less complex PLS models and to higher accuracy of predicted concentrations of ethenzamide and acetoaminophen in the optimised informative spectral intervals that are featured by NIR bands. At the same time, SCMWPLS is also demonstrated as a viable route for wavelength selection.

Process monitoring approach using fast moving window PCA

This paper introduces a fast algorithm for moving window principal component analysis (MWPCA) which will adapt a principal component model. This incorporates the concept of recursive adaptation within a moving window to (i) adapt the mean and variance of the process variables, (ii) adapt the correlation matrix, and (iii) adjust the PCA model by recomputing the decomposition. This paper shows that the new algorithm is computationally faster than conventional moving window techniques, if the window size exceeds 3 times the number of variables, and is not affected by the window size. A further contribution is the introduction of an N-step-ahead horizon into the process monitoring. This implies that the PCA model, identified N-steps earlier, is used to analyze the current observation. For monitoring complex chemical systems, this work shows that the use of the horizon improves the ability to detect slowly developing drifts.

Moving window kernel PCA for adaptive monitoring of nonlinear processes

This paper discusses the monitoring of complex nonlinear and time-varying processes. Kernel principal component analysis (KPCA) has gained significant attention as a monitoring tool for nonlinear systems in recent years but relies on a fixed model that cannot be employed for time-varying systems. The contribution of this article is the development of a numerically efficient and memory saving moving window KPCA (MWKPCA) monitoring approach. The proposed technique incorporates an up- and downdating procedure to adapt (i) the data mean and covariance matrix in the feature space and (ii) approximates the eigenvalues and eigenvectors of the Gram matrix. The article shows that the proposed MWKPCA algorithm has a computation complexity of O(N2), whilst batch techniques, e.g. the Lanczos method, are of O(N3). Including the adaptation of the number of retained components and an l-step ahead application of the MWKPCA monitoring model, the paper finally demonstrates the utility of the proposed technique using a simulated nonlinear time-varying system and recorded data from an industrial distillation column.

Modal Extraction for Wind Turbines using Moving Window Subspace Identification

This paper proposes a method for wind turbine mode identification using the multivariable output error statespace (MOESP) identification algorithm. The paper incorporates a fast moving window QR decomposition and propagator method from array signal processing, yielding a moving window subspace identification algorithm. The algorithm assumes that the system order is known as a priori and remains constant during identification. For the purpose of extracting modal information for turbines modelled as a linear parameter varying (LPV) system, the algorithm is applicable since a nonlinear system can be approximated as a piecewise time invariant system in consecutive data windows. The algorithm is exemplified using numerical simulations which show that the moving window algorithm can track the modal information. The paper also demonstrates that the low computational burden of the algorithm, compared to conventional batch subspace identification, has significant implications for online implementation.

Fast Moving Window Algorithm for QR and Cholesky Decompositions

This paper proposes a fast moving window algorithm for QR and Cholesky decompositions by simultaneously applying data updating and downdating. The developed procedure is based on inner products and entails a similar downdating to that of the Chambers’ approach. For adding and deleting one row of data from the original matrix, a detailed analysis shows that the proposed algorithm outperforms existing ones in terms or computational efficiency, if the number of columns exceeds 7. For a large number of columns, the proposed algorithm is numerically superior compared to the traditional sequential technique.

Real-Time Multiple Event Detection and Classification Using Moving Window PCA

This paper proposes a method for the detection and classification of multiple events in an electrical power system in real-time, namely; islanding, high frequency events (loss of load) and low frequency events (loss of generation). This method is based on principal component analysis of frequency measurements and employs a moving window approach to combat the time-varying nature of power systems, thereby increasing overall situational awareness of the power system. Numerical case studies using both real data, collected from the UK power system, and simulated case studies, constructed using DigSilent PowerFactory, for islanding events, as well as both loss of load and generation dip events, are used to demonstrate the reliability of the proposed method.

Forecasting time-varying value-at-risk

In this thesis we are interested in financial risk and the instrument we want to use is Value-at-Risk (VaR). VaR is the maximum loss over a given period of time at a given confidence level. Many definitions of VaR exist and some will be introduced throughout this thesis. There two main ways to measure risk and VaR: through volatility and through percentiles. Large volatility in financial returns implies greater probability of large losses, but also larger probability of large profits. Percentiles describe tail behaviour. The estimation of VaR is a complex task. It is important to know the main characteristics of financial data to choose the best model. The existing literature is very wide, maybe controversial, but helpful in drawing a picture of the problem. It is commonly recognised that financial data are characterised by heavy tails, time-varying volatility, asymmetric response to bad and good news, and skewness. Ignoring any of these features can lead to underestimating VaR with a possible ultimate consequence being the default of the protagonist (firm, bank or investor). In recent years, skewness has attracted special attention. An open problem is the detection and modelling of time-varying skewness. Is skewness constant or there is some significant variability which in turn can affect the estimation of VaR? This thesis aims to answer this question and to open the way to a new approach to model simultaneously time-varying volatility (conditional variance) and skewness. The new tools are modifications of the Generalised Lambda Distributions (GLDs). They are four-parameter distributions, which allow the first four moments to be modelled nearly independently: in particular we are interested in what we will call para-moments, i.e., mean, variance, skewness and kurtosis. The GLDs will be used in two different ways. Firstly, semi-parametrically, we consider a moving window to estimate the parameters and calculate the percentiles of the GLDs. Secondly, parametrically, we attempt to extend the GLDs to include time-varying dependence in the parameters. We used the local linear regression to estimate semi-parametrically conditional mean and conditional variance. The method is not efficient enough to capture all the dependence structure in the three indices —ASX 200, S&P 500 and FT 30—, however it provides an idea of the DGP underlying the process and helps choosing a good technique to model the data. We find that GLDs suggest that moments up to the fourth order do not always exist, there existence appears to vary over time. This is a very important finding, considering that past papers (see for example Bali et al., 2008; Hashmi and Tay, 2007; Lanne and Pentti, 2007) modelled time-varying skewness, implicitly assuming the existence of the third moment. However, the GLDs suggest that mean, variance, skewness and in general the conditional distribution vary over time, as already suggested by the existing literature. The GLDs give good results in estimating VaR on three real indices, ASX 200, S&P 500 and FT 30, with results very similar to the results provided by historical simulation.

A new approach for finding an appropriate combination of texture parameters for classification

This paper suggests an approach for finding an appropriate combination of various parameters for extracting texture features (e.g. choice of spectral band for extracting texture feature, size of the moving window, quantization level of the image, and choice of texture feature etc.) to be used in the classification process. Gray level co-occurrence matrix (GLCM) method has been used for extracting texture from remotely sensed satellite image. Results of the classification of an Indian urban environment using spatial property (texture), derived from spectral and multi-resolution wavelet decomposed images have also been reported. A multivariate data analysis technique called ‘conjoint analysis’ has been used in the study to analyze the relative importance of these parameters. Results indicate that the choice of texture feature and window size have higher relative importance in the classification process than quantization level or the choice of image band for extracting texture feature. In case of texture features derived using wavelet decomposed image, the parameter ‘decomposition level’ has almost equal relative importance as the size of moving window and the decomposition of images up to level one is sufficient and there is no need to go for further decomposition. It was also observed that the classification incorporating texture features improves the overall classification accuracy in a statistically significant manner in comparison to pure spectral classification.

Separating grazing and rainfall effects at regional scale using remote sensing imagery: A dynamic reference-cover method

Remote detection of management-related trend in the presence of inter-annual climatic variability in the rangelands is difficult. Minimally disturbed reference areas provide a useful guide, but suitable benchmarks are usually difficult to identify. We describe a method that uses a unique conceptual framework to identify reference areas from multitemporal sequences of ground cover derived from Landsat TM and ETM+ imagery. The method does not require ground-based reference sites nor GIS layers about management. We calculate a minimum ground cover image across all years to identify locations of most persistent ground cover in years of lowest rainfall. We then use a moving window approach to calculate the difference between the window's central pixel and its surrounding reference pixels. This difference estimates ground-cover change between successive below-average rainfall years, which provides a seasonally interpreted measure of management effects. We examine the approach's sensitivity to window size and to cover-index percentiles used to define persistence. The method successfully detected management-related change in ground cover in Queensland tropical savanna woodlands in two case studies: (1) a grazing trial where heavy stocking resulted in substantial decline in ground cover in small paddocks, and (2) commercial paddocks where wet-season spelling (destocking) resulted in increased ground cover. At a larger scale, there was broad agreement between our analysis of ground-cover change and ground-based land condition change for commercial beef properties with different a priori ratings of initial condition, but there was also some disagreement where changing condition reflected pasture composition rather than ground cover. We conclude that the method is suitably robust to analyse grazing effects on ground cover across the 1.3 x 10(6) km(2) of Queensland's rangelands. Crown Copyright (c) 2012 Published by Elsevier Inc. All rights reserved.

Wide area kinematic positioning with BeiDou triple frequency signals

A key challenge of wide area kinematic positioning is to overcome the effects of the varying hardware biases in code signals of the BeiDou system. Based on three geometryfree/ionosphere-free combinations, the elevation-dependent code biases are modelled for all BeiDou satellites. Results from the data sets of 30-day for 5 baselines of 533 to 2545 km demonstrate that the wide-lane (WL) integer-fixing success rates of 98% to 100% can be achieved within 25 min. Under the condition of HDOP of less than 2, the overall RMS statistics show that ionospheric-free WL single-epoch solutions achieve 24 to 50 cm in the horizontal direction. Smoothing processing over the moving window of 20 min reduces the RMS values by a factor of about 2. Considering distance-independent nature, the above results show the potential that reliable and high precision positioning services could be provided in a wide area based on a sparsely distributed ground network.

重读和动词隐含因果性对代词加工的影响

Numerous studies have shown that accentuation and implicit verb causality influenced pronoun resolution. However, many researchers cannot agree on the time course, as well as they know little about the interaction between the two types of information during comprehending Chinese sentences. The study aimed to explore the effects of accentuation and implicit verb causality on the pronoun processing during spoken Chinese sentences comprehension as well as their time courses, using auditory moving window technique and cross-modal probe paradigm. The main results were: 1) The reading time of the second clause in stressed pronoun condition was significantly longer than that in unstressed pronoun condition. Accentuation influenced the activation level of candidate antecedents. 2) Implicit verb causality influenced the pronoun interpretation during spoken Chinese sentences comprehension. It also affected the activation level of candidate antecedents immediately after people heard the pronoun. 3) There was “the first-mentioned effect” in spoken Chinese sentences comprehension. The effect seemed as if a general phenomenon during the pronoun processing. 4) Accentuation, Implicit verb causality and the first-mentioned effect interacted during the pronoun processing and spoken Chinese sentences comprehension. This study supported the focus hypothesis, indicating accentuation could shift the center of attention even in nonparallel-structure sentences; implicit verb causality influences the pronoun processing immediately; there was interaction between accentuation and implicit verb causality during spoken sentence comprehension.

工作记忆广度对语篇理解中重读效应的影响

The present study explored the influence of working memory span on accentuation effects in discourse comprehension from the approach of individual difference. High and low working memory span subjects were selected by Reading Span Test. Sentence-by-sentence Auditory Moving Window paradigm was employed to measure the effects of accentuation on discourse comprehension. The on-line processing time of discourse comprehension was compared between consistent accentuation condition, inconsistent accentuation condition and controlled condition. The results indicated that the accentuation effects were influenced by working memory capacity. For low working memory subjects, consistent accentuation speeded up the on-line processing of spoken discourse, inconsistent accentuation slowed down the on-line processing of spoken discourse. But for high working memory span subjects, neither effect was manifested. The only significant difference was found between the condition of inconsistent accentuation and consistent accentuation. During spoken discourse comprehension, there was no significant difference in the on-line processing time between high and low working memory span subjects in consistent accentuation condition as well as in neutral accentuation condition. However, in the condition of inconsistence accentuation, low span subjects spent significantly more time on the on-line processing of spoken discourse than high span subjects. The results could be explained by the controlled attention view of working memory.

Hybrid probabilistic wind power forecasting using temporally local Gaussian process

The demand for sustainable development has resulted in a rapid growth in wind power worldwide. Despite various approaches have been proposed to improve the accuracy and to overcome the uncertainties associated with traditional methods, the stochastic and variable nature of wind still remains the most challenging issue in accurately forecasting wind power. This paper presents a hybrid deterministic-probabilistic method where a temporally local ‘moving window’ technique is used in Gaussian Process to examine estimated forecasting errors. This temporally local Gaussian Process employs less measurement data while faster and better predicts wind power at two wind farms, one in the USA and the other in Ireland. Statistical analysis on the results shows that the method can substantially reduce the forecasting error while more likely generate Gaussian-distributed residuals, particularly for short-term forecast horizons due to its capability to handle the time-varying characteristics of wind power.