201 resultados para Autoregressive Integrated Moving Average

em Indian Institute of Science - Bangalore - Índia


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A real-time operational methodology has been developed for multipurpose reservoir operation for irrigation and hydropower generation with application to the Bhadra reservoir system in the state of Karnataka, India. The methodology consists of three phases of computer modelling. In the first phase, the optimal release policy for a given initial storage and inflow is determined using a stochastic dynamic programming (SDP) model. Streamflow forecasting using an adaptive AutoRegressive Integrated Moving Average (ARIMA) model constitutes the second phase. A real-time simulation model is developed in the third phase using the forecast inflows of phase 2 and the operating policy of phase 1. A comparison of the optimal monthly real-time operation with the historical operation demonstrates the relevance, applicability and the relative advantage of the proposed methodology.

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Streamflow forecasts at daily time scale are necessary for effective management of water resources systems. Typical applications include flood control, water quality management, water supply to multiple stakeholders, hydropower and irrigation systems. Conventionally physically based conceptual models and data-driven models are used for forecasting streamflows. Conceptual models require detailed understanding of physical processes governing the system being modeled. Major constraints in developing effective conceptual models are sparse hydrometric gauge network and short historical records that limit our understanding of physical processes. On the other hand, data-driven models rely solely on previous hydrological and meteorological data without directly taking into account the underlying physical processes. Among various data driven models Auto Regressive Integrated Moving Average (ARIMA), Artificial Neural Networks (ANNs) are most widely used techniques. The present study assesses performance of ARIMA and ANNs methods in arriving at one-to seven-day ahead forecast of daily streamflows at Basantpur streamgauge site that is situated at upstream of Hirakud Dam in Mahanadi river basin, India. The ANNs considered include Feed-Forward back propagation Neural Network (FFNN) and Radial Basis Neural Network (RBNN). Daily streamflow forecasts at Basantpur site find use in management of water from Hirakud reservoir. (C) 2015 The Authors. Published by Elsevier B.V.

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From the autocorrelation function of geomagnetic polarity intervals, it is shown that the field reversal intervals are not independent but form a process akin to the Markov process, where the random input to the model is itself a moving average process. The input to the moving average model is, however, an independent Gaussian random sequence. All the parameters in this model of the geomagnetic field reversal have been estimated. In physical terms this model implies that the mechanism of reversal possesses a memory.

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The problem of denoising damage indicator signals for improved operational health monitoring of systems is addressed by applying soft computing methods to design filters. Since measured data in operational settings is contaminated with noise and outliers, pattern recognition algorithms for fault detection and isolation can give false alarms. A direct approach to improving the fault detection and isolation is to remove noise and outliers from time series of measured data or damage indicators before performing fault detection and isolation. Many popular signal-processing approaches do not work well with damage indicator signals, which can contain sudden changes due to abrupt faults and non-Gaussian outliers. Signal-processing algorithms based on radial basis function (RBF) neural network and weighted recursive median (WRM) filters are explored for denoising simulated time series. The RBF neural network filter is developed using a K-means clustering algorithm and is much less computationally expensive to develop than feedforward neural networks trained using backpropagation. The nonlinear multimodal integer-programming problem of selecting optimal integer weights of the WRM filter is solved using genetic algorithm. Numerical results are obtained for helicopter rotor structural damage indicators based on simulated frequencies. Test signals consider low order polynomial growth of damage indicators with time to simulate gradual or incipient faults and step changes in the signal to simulate abrupt faults. Noise and outliers are added to the test signals. The WRM and RBF filters result in a noise reduction of 54 - 71 and 59 - 73% for the test signals considered in this study, respectively. Their performance is much better than the moving average FIR filter, which causes significant feature distortion and has poor outlier removal capabilities and shows the potential of soft computing methods for specific signal-processing applications.

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The problem of denoising damage indicator signals for improved operational health monitoring of systems is addressed by applying soft computing methods to design filters. Since measured data in operational settings is contaminated with noise and outliers, pattern recognition algorithms for fault detection and isolation can give false alarms. A direct approach to improving the fault detection and isolation is to remove noise and outliers from time series of measured data or damage indicators before performing fault detection and isolation. Many popular signal-processing approaches do not work well with damage indicator signals, which can contain sudden changes due to abrupt faults and non-Gaussian outliers. Signal-processing algorithms based on radial basis function (RBF) neural network and weighted recursive median (WRM) filters are explored for denoising simulated time series. The RBF neural network filter is developed using a K-means clustering algorithm and is much less computationally expensive to develop than feedforward neural networks trained using backpropagation. The nonlinear multimodal integer-programming problem of selecting optimal integer weights of the WRM filter is solved using genetic algorithm. Numerical results are obtained for helicopter rotor structural damage indicators based on simulated frequencies. Test signals consider low order polynomial growth of damage indicators with time to simulate gradual or incipient faults and step changes in the signal to simulate abrupt faults. Noise and outliers are added to the test signals. The WRM and RBF filters result in a noise reduction of 54 - 71 and 59 - 73% for the test signals considered in this study, respectively. Their performance is much better than the moving average FIR filter, which causes significant feature distortion and has poor outlier removal capabilities and shows the potential of soft computing methods for specific signal-processing applications. (C) 2005 Elsevier B. V. All rights reserved.

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The removal of noise and outliers from measurement signals is a major problem in jet engine health monitoring. Topical measurement signals found in most jet engines include low rotor speed, high rotor speed. fuel flow and exhaust gas temperature. Deviations in these measurements from a baseline 'good' engine are often called measurement deltas and the health signals used for fault detection, isolation, trending and data mining. Linear filters such as the FIR moving average filter and IIR exponential average filter are used in the industry to remove noise and outliers from the jet engine measurement deltas. However, the use of linear filters can lead to loss of critical features in the signal that can contain information about maintenance and repair events that could be used by fault isolation algorithms to determine engine condition or by data mining algorithms to learn valuable patterns in the data, Non-linear filters such as the median and weighted median hybrid filters offer the opportunity to remove noise and gross outliers from signals while preserving features. In this study. a comparison of traditional linear filters popular in the jet engine industry is made with the median filter and the subfilter weighted FIR median hybrid (SWFMH) filter. Results using simulated data with implanted faults shows that the SWFMH filter results in a noise reduction of over 60 per cent compared to only 20 per cent for FIR filters and 30 per cent for IIR filters. Preprocessing jet engine health signals using the SWFMH filter would greatly improve the accuracy of diagnostic systems. (C) 2002 Published by Elsevier Science Ltd.

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Models of river flow time series are essential in efficient management of a river basin. It helps policy makers in developing efficient water utilization strategies to maximize the utility of scarce water resource. Time series analysis has been used extensively for modeling river flow data. The use of machine learning techniques such as support-vector regression and neural network models is gaining increasing popularity. In this paper we compare the performance of these techniques by applying it to a long-term time-series data of the inflows into the Krishnaraja Sagar reservoir (KRS) from three tributaries of the river Cauvery. In this study flow data over a period of 30 years from three different observation points established in upper Cauvery river sub-basin is analyzed to estimate their contribution to KRS. Specifically, ANN model uses a multi-layer feed forward network trained with a back-propagation algorithm and support vector regression with epsilon intensive-loss function is used. Auto-regressive moving average models are also applied to the same data. The performance of different techniques is compared using performance metrics such as root mean squared error (RMSE), correlation, normalized root mean squared error (NRMSE) and Nash-Sutcliffe Efficiency (NSE).

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We report on the bacterial protein-based all-optical switches which operate at low laser power, high speed and fulfil most of the requirements to be an ideal all-optical switch without any moving parts involved. This consists of conventional optical waveguides coated with bacteriorhodopsin films at switching locations. The principle of operation of the switch is based on the light-induced refractive index change of bacteriorhodopsin. This approach opens the possibility of realizing proteinbased all-optical switches for communication network, integrated optics and optical computers.

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FET based MEMS microphones comprise of a flexible diaphragm that works as the moving gate of the transistor. The integrated electromechanical transducer can be made more sensitive to external sound pressure either by increasing the mechanical or the electrical sensitivities. We propose a method of increasing the overall sensitivity of the microphone by increasing its electrical sensitivity. The proposed microphone uses the transistor biased in the sub-threshold region where the drain current depends exponentially on the difference between the gate-to-source voltage and the threshold voltage. The device is made more sensitive without adding any complexity in the mechanical design of the diaphragm.

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The Hybrid approach introduced by the authors for at-site modeling of annual and periodic streamflows in earlier works is extended to simulate multi-site multi-season streamflows. It bears significance in integrated river basin planning studies. This hybrid model involves: (i) partial pre-whitening of standardized multi-season streamflows at each site using a parsimonious linear periodic model; (ii) contemporaneous resampling of the resulting residuals with an appropriate block size, using moving block bootstrap (non-parametric, NP) technique; and (iii) post-blackening the bootstrapped innovation series at each site, by adding the corresponding parametric model component for the site, to obtain generated streamflows at each of the sites. It gains significantly by effectively utilizing the merits of both parametric and NP models. It is able to reproduce various statistics, including the dependence relationships at both spatial and temporal levels without using any normalizing transformations and/or adjustment procedures. The potential of the hybrid model in reproducing a wide variety of statistics including the run characteristics, is demonstrated through an application for multi-site streamflow generation in the Upper Cauvery river basin, Southern India. (C) 2004 Elsevier B.V. All rights reserved.

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A new type of multi-port isolated bidirectional DC-DC converter is proposed in this study. In the proposed converter, transfer of power takes place through addition of magnetomotive forces generated by multiple windings on a common transformer core. This eliminates the need for a centralised storage capacitor to interface all the ports. Hence, the requirement of an additional power transfer stage from the centralised capacitor can also be eliminated. The converter can be used for a multi-input, multi-output (MIMO) system. A pulse width modulation (PWM) strategy for controlling simultaneous power flow in the MIMO converter is also proposed. The proposed PWM scheme works in the discontinuous conduction mode. The leakage inductance can be chosen to aid power transfer. By using the proposed converter topology and PWM scheme, the need to compute power flow equations to determine the magnitude and direction of power flow between ports is alleviated. Instead, a simple controller structure based on average current control can be used to control the power flow. This study discusses the operating phases of the proposed multi-port converter along with its PWM scheme, the design process for each of the ports and finally experimental waveforms that validate the multi-port scheme.

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Building integrated photovoltaic (BIPV) applications are gaining widespread popularity. The performance of any given BIPV system is dependent on prevalent meteorological factors, site conditions and system characteristics. Investigations pertaining to the performance assessment of photovoltaic (PV) systems are generally confined to either controlled environment-chambers or computer-based simulation studies. Such investigations fall short of providing a realistic insight into how a PV system actually performs real-time. Solar radiation and the PV cell temperature are amongst the most crucial parameters affecting PV output. The current paper deals with the real-time performance assessment of a recently commissioned 5.25 kW, BIPV system installed at the Center for Sustainable Technologies, Indian Institute of Science, Bangalore. The overall average system efficiency was found to be 6% for the period May 2011-April 2012. This paper provides a critical appraisal of PV system performance based on ground realities, particularly characteristic to tropical (moderate) regions such as Bangalore, India. (C) 2013 International Energy Initiative. Published by Elsevier Inc. All rights reserved.

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Epoch is defined as the instant of significant excitation within a pitch period of voiced speech. Epoch extraction continues to attract the interest of researchers because of its significance in speech analysis. Existing high performance epoch extraction algorithms require either dynamic programming techniques or a priori information of the average pitch period. An algorithm without such requirements is proposed based on integrated linear prediction residual (ILPR) which resembles the voice source signal. Half wave rectified and negated ILPR (or Hilbert transform of ILPR) is used as the pre-processed signal. A new non-linear temporal measure named the plosion index (PI) has been proposed for detecting `transients' in speech signal. An extension of PI, called the dynamic plosion index (DPI) is applied on pre-processed signal to estimate the epochs. The proposed DPI algorithm is validated using six large databases which provide simultaneous EGG recordings. Creaky and singing voice samples are also analyzed. The algorithm has been tested for its robustness in the presence of additive white and babble noise and on simulated telephone quality speech. The performance of the DPI algorithm is found to be comparable or better than five state-of-the-art techniques for the experiments considered.

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This study examines differences in the surface black carbon (BC) aerosol loading between the Bay of Bengal (BoB) and the Arabian Sea (AS) and identifies dominant sources of BC in South Asia and surrounding regions during March-May 2006 (Integrated Campaign for Aerosols, Gases and Radiation Budget, ICARB) period. A total of 13 BC tracers are introduced in the Weather Research and Forecasting Model coupled with Chemistry to address these objectives. The model reproduced the temporal and spatial variability of BC distribution observed over the AS and the BoB during the ICARB ship cruise and captured spatial variability at the inland sites. In general, the model underestimates the observed BC mass concentrations. However, the model-observation discrepancy in this study is smaller compared to previous studies. Model results show that ICARB measurements were fairly well representative of the AS and the BoB during the pre-monsoon season. Elevated BC mass concentrations in the BoB are due to 5 times stronger influence of anthropogenic emissions on the BoB compared to the AS. Biomass burning in Burma also affects the BoB much more strongly than the AS. Results show that anthropogenic and biomass burning emissions, respectively, accounted for 60 and 37% of the average +/- standard deviation (representing spatial and temporal variability) BC mass concentration (1341 +/- 2353 ng m(-3)) in South Asia. BC emissions from residential (61 %) and industrial (23 %) sectors are the major anthropogenic sources, except in the Himalayas where vehicular emissions dominate. We find that regional-scale transport of anthropogenic emissions contributes up to 25% of BC mass concentrations in western and eastern India, suggesting that surface BC mass concentrations cannot be linked directly to the local emissions in different regions of South Asia.

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Nanoparticle deposition behavior observed at the Darcy scale represents an average of the processes occurring at the pore scale. Hence, the effect of various pore-scale parameters on nanoparticle deposition can be understood by studying nanoparticle transport at pore scale and upscaling the results to the Darcy scale. In this work, correlation equations for the deposition rate coefficients of nanoparticles in a cylindrical pore are developed as a function of nine pore-scale parameters: the pore radius, nanoparticle radius, mean flow velocity, solution ionic strength, viscosity, temperature, solution dielectric constant, and nanoparticle and collector surface potentials. Based on dominant processes, the pore space is divided into three different regions, namely, bulk, diffusion, and potential regions. Advection-diffusion equations for nanoparticle transport are prescribed for the bulk and diffusion regions, while the interaction between the diffusion and potential regions is included as a boundary condition. This interaction is modeled as a first-order reversible kinetic adsorption. The expressions for the mass transfer rate coefficients between the diffusion and the potential regions are derived in terms of the interaction energy profile. Among other effects, we account for nanoparticle-collector interaction forces on nanoparticle deposition. The resulting equations are solved numerically for a range of values of pore-scale parameters. The nanoparticle concentration profile obtained for the cylindrical pore is averaged over a moving averaging volume within the pore in order to get the 1-D concentration field. The latter is fitted to the 1-D advection-dispersion equation with an equilibrium or kinetic adsorption model to determine the values of the average deposition rate coefficients. In this study, pore-scale simulations are performed for three values of Peclet number, Pe = 0.05, 5, and 50. We find that under unfavorable conditions, the nanoparticle deposition at pore scale is best described by an equilibrium model at low Peclet numbers (Pe = 0.05) and by a kinetic model at high Peclet numbers (Pe = 50). But, at an intermediate Pe (e.g., near Pe = 5), both equilibrium and kinetic models fit the 1-D concentration field. Correlation equations for the pore-averaged nanoparticle deposition rate coefficients under unfavorable conditions are derived by performing a multiple-linear regression analysis between the estimated deposition rate coefficients for a single pore and various pore-scale parameters. The correlation equations, which follow a power law relation with nine pore-scale parameters, are found to be consistent with the column-scale and pore-scale experimental results, and qualitatively agree with the colloid filtration theory. These equations can be incorporated into pore network models to study the effect of pore-scale parameters on nanoparticle deposition at larger length scales such as Darcy scale.