Predictability of nonstationary time series using wavelet and EMD based ARMA models

Research has been undertaken to ascertain the predictability of non-stationary time series using wavelet and Empirical Mode Decomposition (EMD) based time series models. Methods have been developed in the past to decompose a time series into components. Forecasting of these components combined with random component could yield predictions. Using this ideology, wavelet and EMD analyses have been incorporated separately which decomposes a time series into independent orthogonal components with both time and frequency localizations. The component series are fit with specific auto-regressive models to obtain forecasts which are later combined to obtain the actual predictions. Four non-stationary streamflow sites (USGS data resources) of monthly total volumes and two non-stationary gridded rainfall sites (IMD) of monthly total rainfall are considered for the study. The predictability is checked for six and twelve months ahead forecasts across both the methodologies. Based on performance measures, it is observed that wavelet based method has better prediction capabilities over EMD based method despite some of the limitations of time series methods and the manner in which decomposition takes place. Finally, the study concludes that the wavelet based time series algorithm can be used to model events such as droughts with reasonable accuracy. Also, some modifications that can be made in the model have been discussed that could extend the scope of applicability to other areas in the field of hydrology. (C) 2013 Elesvier B.V. All rights reserved.

Experimental analysis of composite single-lap joints using digital image correlation and comparison with theoretical models

The demand for energy efficient, low weight structures has boosted the use of composite structures assembled using increased quantities of structural adhesives. Bonded structures may be subjected to severe working environments such as high temperature and moisture due to which the adhesive gets degraded over a period of time. This reduces the strength of a joint and leads to premature failure. Measurement of strains in the adhesive bondline at any point of time during service may be beneficial as an assessment can be made on the integrity of a joint and necessary preventive actions may be taken before failure. This paper presents an experimental approach of measuring peel and shear strains in the adhesive bondline of composite single-lap joints using digital image correlation. Different sets of composite adhesive joints with varied bond quality were prepared and subjected to tensile load during which digital images were taken and processed using digital image correlation software. The measured peel strain at the joint edge showed a rapid increase with the initiation of a crack till failure of the joint. The measured strains were used to compute the corresponding stresses assuming a plane strain condition and the results were compared with stresses predicted using theoretical models, namely linear and nonlinear adhesive beam models. A similar trend in stress distribution was observed. Further comparison of peel and shear strains also exhibited similar trend for both healthy and degraded joints. Maximum peel stress failure criterion was used to predict the failure load of a composite adhesive joint and a comparison was made between predicted and actual failure loads. The predicted failure loads from theoretical models were found to be higher than the actual failure load for all the joints.

Comparative Evaluation of Switching and Average Models of a DC-DC Boost Converter for Real-Time Simulation

This paper presents a comparative evaluation of the average and switching models of a dc-dc boost converter from the point of view of real-time simulation. Both the models are used to simulate the converter in real-time on a Field Programmable Gate Array (FPGA) platform. The converter is considered to function over a wide range of operating conditions, and could do transition between continuous conduction mode (CCM) and discontinuous conduction mode (DCM). While the average model is known to be computationally efficient from the perspective of off-line simulation, the same is shown here to consume more logical resources than the switching model for real-time simulation of the dc-dc converter. Further, evaluation of the boundary condition between CCM and DCM is found to be the main reason for the increased consumption of resources by the average model.

Effects of initial height on the steady-state persistence probability of linear growth models

The effects of the initial height on the temporal persistence probability of steady-state height fluctuations in up-down symmetric linear models of surface growth are investigated. We study the (1 + 1)-dimensional Family model and the (1 + 1)-and (2 + 1)-dimensional larger curvature (LC) model. Both the Family and LC models have up-down symmetry, so the positive and negative persistence probabilities in the steady state, averaged over all values of the initial height h(0), are equal to each other. However, these two probabilities are not equal if one considers a fixed nonzero value of h(0). Plots of the positive persistence probability for negative initial height versus time exhibit power-law behavior if the magnitude of the initial height is larger than the interface width at saturation. By symmetry, the negative persistence probability for positive initial height also exhibits the same behavior. The persistence exponent that describes this power-law decay decreases as the magnitude of the initial height is increased. The dependence of the persistence probability on the initial height, the system size, and the discrete sampling time is found to exhibit scaling behavior.

Quantum Phase Diagram of One-Dimensional Spin and Hubbard Models with Transitions to Bond Order Wave Phases

Similar quantum phase diagrams and transitions are found for three classes of one-dimensional models with equally spaced sites, singlet ground states (GS), inversion symmetry at sites and a bond order wave (BOW) phase in some sectors. The models are frustrated spin-1/2 chains with variable range exchange, half-filled Hubbard models with spin-independent interactions and modified Hubbard models with site energies for describing organic charge transfer salts. In some range of parameters, the models have a first order quantum transition at which the GS expectation value of the sublattice spin < S-A(2)> of odd or even-numbered sites is discontinuous. There is an intermediate BOW phase for other model parameters that lead to two continuous quantum transitions with continuous < S-A(2)>. Exact diagonalization of finite systems and symmetry arguments provide a unified picture of familiar 1D models that have appeared separately in widely different contexts.

Quantum Phase Diagram of One-Dimensional Spin and Hubbard Models with Transitions to Bond Order Wave Phases

Similar quantum phase diagrams and transitions are found for three classes of one-dimensional models with equally spaced sites, singlet ground states (GS), inversion symmetry at sites and a bond order wave (BOW) phase in some sectors. The models are frustrated spin-1/2 chains with variable range exchange, half-filled Hubbard models with spin-independent interactions and modified Hubbard models with site energies for describing organic charge transfer salts. In some range of parameters, the models have a first order quantum transition at which the GS expectation value of the sublattice spin < S-A(2)> of odd or even-numbered sites is discontinuous. There is an intermediate BOW phase for other model parameters that lead to two continuous quantum transitions with continuous < S-A(2)>. Exact diagonalization of finite systems and symmetry arguments provide a unified picture of familiar 1D models that have appeared separately in widely different contexts.

On 2-D Non-Adjacent-Error Channel Models

In this work, we consider two-dimensional (2-D) binary channels in which the 2-D error patterns are constrained so that errors cannot occur in adjacent horizontal or vertical positions. We consider probabilistic and combinatorial models for such channels. A probabilistic model is obtained from a 2-D random field defined by Roth, Siegel and Wolf (2001). Based on the conjectured ergodicity of this random field, we obtain an expression for the capacity of the 2-D non-adjacent-errors channel. We also derive an upper bound for the asymptotic coding rate in the combinatorial model.

Using Relationships for Matching Textual Domain Models with Existing Code

We address the task of mapping a given textual domain model (e.g., an industry-standard reference model) for a given domain (e.g., ERP), with the source code of an independently developed application in the same domain. This has applications in improving the understandability of an existing application, migrating it to a more flexible architecture, or integrating it with other related applications. We use the vector-space model to abstractly represent domain model elements as well as source-code artifacts. The key novelty in our approach is to leverage the relationships between source-code artifacts in a principled way to improve the mapping process. We describe experiments wherein we apply our approach to the task of matching two real, open-source applications to corresponding industry-standard domain models. We demonstrate the overall usefulness of our approach, as well as the role of our propagation techniques in improving the precision and recall of the mapping task.

Synthon transferability probed with IR spectroscopy: cytosine salts as models for salts of lamivudine

Co-crystal screening of the anti-HIV drug lamivudine was carried out with dicarboxylic acids as co-formers, and three of the resulting crystalline solids, two salts and a co-crystal, were studied with SCXRD, PXRD and FTIR spectroscopy. Salts of cytosine, a molecule that incorporates critical structural features of lamivudine, with the same co-formers, were taken as model systems for IR spectroscopic studies of the synthons in the salts of lamivudine. It is shown that different systems with the same synthon show very similar spectral signatures in the regions corresponding to the synthon absorptions. This reveals again the modular nature of the supramolecular synthon.

Automatic finite element formulation and assembly of hyperelastic higher order structural models

The formulation of higher order structural models and their discretization using the finite element method is difficult owing to their complexity, especially in the presence of non-linearities. In this work a new algorithm for automating the formulation and assembly of hyperelastic higher-order structural finite elements is developed. A hierarchic series of kinematic models is proposed for modeling structures with special geometries and the algorithm is formulated to automate the study of this class of higher order structural models. The algorithm developed in this work sidesteps the need for an explicit derivation of the governing equations for the individual kinematic modes. Using a novel procedure involving a nodal degree-of-freedom based automatic assembly algorithm, automatic differentiation and higher dimensional quadrature, the relevant finite element matrices are directly computed from the variational statement of elasticity and the higher order kinematic model. Another significant feature of the proposed algorithm is that natural boundary conditions are implicitly handled for arbitrary higher order kinematic models. The validity algorithm is illustrated with examples involving linear elasticity and hyperelasticity. (C) 2013 Elsevier Inc. All rights reserved.

Ranking of global climate models for India using multicriterion analysis

Eleven GCMs (BCCR-BCCM2.0, INGV-ECHAM4, GFDL2.0, GFDL2.1, GISS, IPSL-CM4, MIROC3, MRI-CGCM2, NCAR-PCMI, UKMO-HADCM3 and UKMO-HADGEM1) were evaluated for India (covering 73 grid points of 2.5 degrees x 2.5 degrees) for the climate variable `precipitation rate' using 5 performance indicators. Performance indicators used were the correlation coefficient, normalised root mean square error, absolute normalised mean bias error, average absolute relative error and skill score. We used a nested bias correction methodology to remove the systematic biases in GCM simulations. The Entropy method was employed to obtain weights of these 5 indicators. Ranks of the 11 GCMs were obtained through a multicriterion decision-making outranking method, PROMETHEE-2 (Preference Ranking Organisation Method of Enrichment Evaluation). An equal weight scenario (assigning 0.2 weight for each indicator) was also used to rank the GCMs. An effort was also made to rank GCMs for 4 river basins (Godavari, Krishna, Mahanadi and Cauvery) in peninsular India. The upper Malaprabha catchment in Karnataka, India, was chosen to demonstrate the Entropy and PROMETHEE-2 methods. The Spearman rank correlation coefficient was employed to assess the association between the ranking patterns. Our results suggest that the ensemble of GFDL2.0, MIROC3, BCCR-BCCM2.0, UKMO-HADCM3, MPIECHAM4 and UKMO-HADGEM1 is suitable for India. The methodology proposed can be extended to rank GCMs for any selected region.

Finite size scaling in crossover among different random matrix ensembles in microscopic lattice models

Using numerical diagonalization we study the crossover among different random matrix ensembles (Poissonian, Gaussian orthogonal ensemble (GOE), Gaussian unitary ensemble (GUE) and Gaussian symplectic ensemble (GSE)) realized in two different microscopic models. The specific diagnostic tool used to study the crossovers is the level spacing distribution. The first model is a one-dimensional lattice model of interacting hard-core bosons (or equivalently spin 1/2 objects) and the other a higher dimensional model of non-interacting particles with disorder and spin-orbit coupling. We find that the perturbation causing the crossover among the different ensembles scales to zero with system size as a power law with an exponent that depends on the ensembles between which the crossover takes place. This exponent is independent of microscopic details of the perturbation. We also find that the crossover from the Poissonian ensemble to the other three is dominated by the Poissonian to GOE crossover which introduces level repulsion while the crossover from GOE to GUE or GOE to GSE associated with symmetry breaking introduces a subdominant contribution. We also conjecture that the exponent is dependent on whether the system contains interactions among the elementary degrees of freedom or not and is independent of the dimensionality of the system.

Anatomy of Higgs mass in supersymmetric inverse seesaw models

We compute the one loop corrections to the CP-even Higgs mass matrix in the supersymmetric inverse seesaw model to single out the different cases where the radiative corrections from the neutrino sector could become important. It is found that there could be a significant enhancement in the Higgs mass even for Dirac neutrino masses of O(30) GeV if the left-handed sneutrino soft mass is comparable or larger than the right-handed neutrino mass. In the case where right-handed neutrino masses are significantly larger than the supersymmetry breaking scale, the corrections can utmost account to an upward shift of 3 GeV. For very heavy multi TeV sneutrinos, the corrections replicate the stop corrections at 1-loop. We further show that general gauge mediation with inverse seesaw model naturally accommodates a 125 GeV Higgs with TeV scale stops. (C) 2014 The Authors. Published by Elsevier B.V.

Development and Evaluation of Statistical Downscaling Models for Monthly Precipitation

Several statistical downscaling models have been developed in the past couple of decades to assess the hydrologic impacts of climate change by projecting the station-scale hydrological variables from large-scale atmospheric variables simulated by general circulation models (GCMs). This paper presents and compares different statistical downscaling models that use multiple linear regression (MLR), positive coefficient regression (PCR), stepwise regression (SR), and support vector machine (SVM) techniques for estimating monthly rainfall amounts in the state of Florida. Mean sea level pressure, air temperature, geopotential height, specific humidity, U wind, and V wind are used as the explanatory variables/predictors in the downscaling models. Data for these variables are obtained from the National Centers for Environmental Prediction-National Center for Atmospheric Research (NCEP-NCAR) reanalysis dataset and the Canadian Centre for Climate Modelling and Analysis (CCCma) Coupled Global Climate Model, version 3 (CGCM3) GCM simulations. The principal component analysis (PCA) and fuzzy c-means clustering method (FCM) are used as part of downscaling model to reduce the dimensionality of the dataset and identify the clusters in the data, respectively. Evaluation of the performances of the models using different error and statistical measures indicates that the SVM-based model performed better than all the other models in reproducing most monthly rainfall statistics at 18 sites. Output from the third-generation CGCM3 GCM for the A1B scenario was used for future projections. For the projection period 2001-10, MLR was used to relate variables at the GCM and NCEP grid scales. Use of MLR in linking the predictor variables at the GCM and NCEP grid scales yielded better reproduction of monthly rainfall statistics at most of the stations (12 out of 18) compared to those by spatial interpolation technique used in earlier studies.

Assessing impact of material transition and thermal comfort models on embodied and operational energy in vernacular dwellings (India)

Vernacular dwellings are well-suited climate-responsive designs that adopt local materials and skills to support comfortable indoor environments in response to local climatic conditions. These naturally-ventilated passive dwellings have enabled civilizations to sustain even in extreme climatic conditions. The design and physiological resilience of the inhabitants have coevolved to be attuned to local climatic and environmental conditions. Such adaptations have perplexed modern theories in human thermal-comfort that have evolved in the era of electricity and air-conditioned buildings. Vernacular local building elements like rubble walls and mud roofs are given way to burnt brick walls and reinforced cement concrete tin roofs. Over 60% of Indian population is rural, and implications of such transitions on thermal comfort and energy in buildings are crucial to understand. Types of energy use associated with a buildings life cycle include its embodied energy, operational and maintenance energy, demolition and disposal energy. Embodied Energy (EE) represents total energy consumption for construction of building, i.e., embodied energy of building materials, material transportation energy and building construction energy. Embodied energy of building materials forms major contribution to embodied energy in buildings. Operational energy (OE) in buildings mainly contributed by space conditioning and lighting requirements, depends on the climatic conditions of the region and comfort requirements of the building occupants. Less energy intensive natural materials are used for traditional buildings and the EE of traditional buildings is low. Transition in use of materials causes significant impact on embodied energy of vernacular dwellings. Use of manufactured, energy intensive materials like brick, cement, steel, glass etc. contributes to high embodied energy in these dwellings. This paper studies the increase in EE of the dwelling attributed to change in wall materials. Climatic location significantly influences operational energy in dwellings. Buildings located in regions experiencing extreme climatic conditions would require more operational energy to satisfy the heating and cooling energy demands throughout the year. Traditional buildings adopt passive techniques or non-mechanical methods for space conditioning to overcome the vagaries of extreme climatic variations and hence less operational energy. This study assesses operational energy in traditional dwelling with regard to change in wall material and climatic location. OE in the dwellings has been assessed for hot-dry, warm humid and moderate climatic zones. Choice of thermal comfort models is yet another factor which greatly influences operational energy assessment in buildings. The paper adopts two popular thermal-comfort models, viz., ASHRAE comfort standards and TSI by Sharma and Ali to investigate thermal comfort aspects and impact of these comfort models on OE assessment in traditional dwellings. A naturally ventilated vernacular dwelling in Sugganahalli, a village close to Bangalore (India), set in warm - humid climate is considered for present investigations on impact of transition in building materials, change in climatic location and choice of thermal comfort models on energy in buildings. The study includes a rigorous real time monitoring of the thermal performance of the dwelling. Dynamic simulation models validated by measured data have also been adopted to determine the impact of the transition from vernacular to modern material-configurations. Results of the study and appraisal for appropriate thermal comfort standards for computing operational energy has been presented and discussed in this paper. (c) 2014 K.I. Praseeda. Published by Elsevier Ltd.