91 resultados para Forecast error variance

em Indian Institute of Science - Bangalore - Índia


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We reconsider standard uniaxial fatigue test data obtained from handbooks. Many S-N curve fits to such data represent the median life and exclude load-dependent variance in life. Presently available approaches for incorporating probabilistic aspects explicitly within the S-N curves have some shortcomings, which we discuss. We propose a new linear S-N fit with a prespecified failure probability, load-dependent variance, and reasonable behavior at extreme loads. We fit our parameters using maximum likelihood, show the reasonableness of the fit using Q-Q plots, and obtain standard error estimates via Monte Carlo simulations. The proposed fitting method may be used for obtaining S-N curves from the same data as already available, with the same mathematical form, but in cases in which the failure probability is smaller, say, 10 % instead of 50 %, and in which the fitted line is not parallel to the 50 % (median) line.

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We consider carrier frequency offset (CFO) estimation in the context of multiple-input multiple-output (MIMO) orthogonal frequency-division multiplexing (OFDM) systems over noisy frequency-selective wireless channels with both single- and multiuser scenarios. We conceived a new approach for parameter estimation by discretizing the continuous-valued CFO parameter into a discrete set of bins and then invoked detection theory, analogous to the minimum-bit-error-ratio optimization framework for detecting the finite-alphabet received signal. Using this radical approach, we propose a novel CFO estimation method and study its performance using both analytical results and Monte Carlo simulations. We obtain expressions for the variance of the CFO estimation error and the resultant BER degradation with the single- user scenario. Our simulations demonstrate that the overall BER performance of a MIMO-OFDM system using the proposed method is substantially improved for all the modulation schemes considered, albeit this is achieved at increased complexity.

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Experiments in spintronics necessarily involve the detection of spin polarization. The sensitivity of this detection becomes an important factor to consider when extending the low temperature studies on semiconductor spintronic devices to room temperature, where the spin signal is weaker. In pump-probe experiments, which optically inject and detect spins, the sensitivity is often improved by using a photoelastic modulator (PEM) for lock-in detection. However, spurious signals can arise if diode lasers are used as optical sources in such experiments, along with a PEM. In this work, we eliminated the spurious electromagnetic coupling of the PEM onto the probe diode laser, by the double modulation technique. We also developed a test for spurious modulated interference in the pump-probe signal, due to the PEM. Besides, an order of magnitude enhancement in the sensitivity of detection of spin polarization by Kerr rotation, to 3x10(-8) rad was obtained by using the concept of Allan variance to optimally average the time series data over a period of 416 s. With these improvements, we are able to experimentally demonstrate at room temperature, photoinduced steady-state spin polarization in bulk GaAs. Thus, the advances reported here facilitate the use of diode lasers with a PEM for sensitive pump-probe experiments. They also constitute a step toward detection of spin-injection in Si at room temperature.

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This study investigates the potential of Relevance Vector Machine (RVM)-based approach to predict the ultimate capacity of laterally loaded pile in clay. RVM is a sparse approximate Bayesian kernel method. It can be seen as a probabilistic version of support vector machine. It provides much sparser regressors without compromising performance, and kernel bases give a small but worthwhile improvement in performance. RVM model outperforms the two other models based on root-mean-square-error (RMSE) and mean-absolute-error (MAE) performance criteria. It also stimates the prediction variance. The results presented in this paper clearly highlight that the RVM is a robust tool for prediction Of ultimate capacity of laterally loaded piles in clay.

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Error estimates for the error reproducing kernel method (ERKM) are provided. The ERKM is a mesh-free functional approximation scheme [A. Shaw, D. Roy, A NURBS-based error reproducing kernel method with applications in solid mechanics, Computational Mechanics (2006), to appear (available online)], wherein a targeted function and its derivatives are first approximated via non-uniform rational B-splines (NURBS) basis function. Errors in the NURBS approximation are then reproduced via a family of non-NURBS basis functions, constructed using a polynomial reproduction condition, and added to the NURBS approximation of the function obtained in the first step. In addition to the derivation of error estimates, convergence studies are undertaken for a couple of test boundary value problems with known exact solutions. The ERKM is next applied to a one-dimensional Burgers equation where, time evolution leads to a breakdown of the continuous solution and the appearance of a shock. Many available mesh-free schemes appear to be unable to capture this shock without numerical instability. However, given that any desired order of continuity is achievable through NURBS approximations, the ERKM can even accurately approximate functions with discontinuous derivatives. Moreover, due to the variation diminishing property of NURBS, it has advantages in representing sharp changes in gradients. This paper is focused on demonstrating this ability of ERKM via some numerical examples. Comparisons of some of the results with those via the standard form of the reproducing kernel particle method (RKPM) demonstrate the relative numerical advantages and accuracy of the ERKM.

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A recent theoretical model developed by Imparato et al. Phys of the experimentally measured heat and work effects produced by the thermal fluctuations of single micron-sized polystyrene beads in stationary and moving optical traps has proved to be quite successful in rationalizing the observed experimental data. The model, based on the overdamped Brownian dynamics of a particle in a harmonic potential that moves at a constant speed under a time-dependent force, is used to obtain an approximate expression for the distribution of the heat dissipated by the particle at long times. In this paper, we generalize the above model to consider particle dynamics in the presence of colored noise, without passing to the overdamped limit, as a way of modeling experimental situations in which the fluctuations of the medium exhibit long-lived temporal correlations, of the kind characteristic of polymeric solutions, for instance, or of similar viscoelastic fluids. Although we have not been able to find an expression for the heat distribution itself, we do obtain exact expressions for its mean and variance, both for the static and for the moving trap cases. These moments are valid for arbitrary times and they also hold in the inertial regime, but they reduce exactly to the results of Imparato et al. in appropriate limits. DOI: 10.1103/PhysRevE.80.011118 PACS.

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A residual-based strategy to estimate the local truncation error in a finite volume framework for steady compressible flows is proposed. This estimator, referred to as the -parameter, is derived from the imbalance arising from the use of an exact operator on the numerical solution for conservation laws. The behaviour of the residual estimator for linear and non-linear hyperbolic problems is systematically analysed. The relationship of the residual to the global error is also studied. The -parameter is used to derive a target length scale and consequently devise a suitable criterion for refinement/derefinement. This strategy, devoid of any user-defined parameters, is validated using two standard test cases involving smooth flows. A hybrid adaptive strategy based on both the error indicators and the -parameter, for flows involving shocks is also developed. Numerical studies on several compressible flow cases show that the adaptive algorithm performs excellently well in both two and three dimensions.

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This paper considers the on-line identification of a non-linear system in terms of a Hammerstein model, with a zero-memory non-linear gain followed by a linear system. The linear part is represented by a Laguerre expansion of its impulse response and the non-linear part by a polynomial. The identification procedure involves determination of the coefficients of the Laguerre expansion of correlation functions and an iterative adjustment of the parameters of the non-linear gain by gradient methods. The method is applicable to situations involving a wide class of input signals. Even in the presence of additive correlated noise, satisfactory performance is achieved with the variance of the error converging to a value close to the variance of the noise. Digital computer simulation establishes the practicability of the scheme in different situations.

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A simple error detecting and correcting procedure is described for nonbinary symbol words; here, the error position is located using the Hamming method and the correct symbol is substituted using a modulo-check procedure.

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Self-tuning is applied to the control of nonlinear systems represented by the Hammerstein model wherein the nonlinearity is any odd-order polynomial. But control costing is not feasible in general. Initial relay control is employed to contain the deviations.

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With technology scaling, vulnerability to soft errors in random logic is increasing. There is a need for on-line error detection and protection for logic gates even at sea level. The error checker is the key element for an on-line detection mechanism. We compare three different checkers for error detection from the point of view of area, power and false error detection rates. We find that the double sampling checker (used in Razor), is the simplest and most area and power efficient, but suffers from very high false detection rates of 1.15 times the actual error rates. We also find that the alternate approaches of triple sampling and integrate and sample method (I&S) can be designed to have zero false detection rates, but at an increased area, power and implementation complexity. The triple sampling method has about 1.74 times the area and twice the power as compared to the Double Sampling method and also needs a complex clock generation scheme. The I&S method needs about 16% more power with 0.58 times the area as double sampling, but comes with more stringent implementation constraints as it requires detection of small voltage swings.

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A constant switching frequency current error space vector-based hysteresis controller for two-level voltage source inverter-fed induction motor (IM) drives is proposed in this study. The proposed controller is capable of driving the IM in the entire speed range extending to the six-step mode. The proposed controller uses the parabolic boundary, reported earlier, for vector selection in a sector, but uses simple, fast and self-adaptive sector identification logic for sector change detection in the entire modulation range. This new scheme detects the sector change using the change in direction of current error along the axes jA, jB and jC. Most of the previous schemes use an outer boundary for sector change detection. So the current error goes outside the boundary six times during sector change, in one cycle,, introducing additional fifth and seventh harmonic components in phase current. This may cause sixth harmonic torque pulsations in the motor and spread in the harmonic spectrum of phase voltage. The proposed new scheme detects the sector change fast and accurately eliminating the chance of introducing additional fifth and seventh harmonic components in phase current and provides harmonic spectrum of phase voltage, which exactly matches with that of constant switching frequency voltage-controlled space vector pulse width modulation (VC-SVPWM)-based two-level inverter-fed drives.

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In handling large volumes of data such as chemical notations, serial numbers for books, etc., it is always advisable to provide checking methods which would indicate the presence of errors. The entire new discipline of coding theory is devoted to the study of the construction of codes which provide such error-detecting and correcting means.l Although these codes are very powerful, they are highly sophisticated from the point of view of practical implementation

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Denoising of images in compressed wavelet domain has potential application in transmission technology such as mobile communication. In this paper, we present a new image denoising scheme based on restoration of bit-planes of wavelet coefficients in compressed domain. It exploits the fundamental property of wavelet transform - its ability to analyze the image at different resolution levels and the edge information associated with each band. The proposed scheme relies on the fact that noise commonly manifests itself as a fine-grained structure in image and wavelet transform allows the restoration strategy to adapt itself according to directional features of edges. The proposed approach shows promising results when compared with conventional unrestored scheme, in context of error reduction and has capability to adapt to situations where noise level in the image varies. The applicability of the proposed approach has implications in restoration of images due to noisy channels. This scheme, in addition, to being very flexible, tries to retain all the features, including edges of the image. The proposed scheme is computationally efficient.

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Variation of switching frequency over the entire operating speed range of an induction motor (M drive is the major problem associated with conventional two-level three-phase hysteresis controller as well as the space phasor based PWM hysteresis controller. This paper describes a simple hysteresis current controller for controlling the switching frequency variation in the two-level PWM inverter fed IM drives for various operating speeds. A novel concept of continuously variable hysteresis boundary of current error space phasor with the varying speed of the IM drive is proposed in the present work. The variable parabolic boundary for the current error space phasor is suggested for the first time in this paper for getting the switching frequency pattern with the hysteresis controller, similar to that of the constant switching frequency voltage-controlled space vector PWM (VC-SVPWM) based inverter fed IM drive. A generalized algorithm is also developed to determine parabolic boundary for controlling the switching frequency variation, for any IM load. Only the adjacent inverter voltage vectors forming a triangular sector, in which tip of the machine voltage vector ties, are switched to keep current error space vector within the parabolic boundary. The controller uses a self-adaptive sector identification logic, which provides smooth transition between the sectors and is capable of taldng the inverter up to six-step mode of operation, if demanded by drive system. The proposed scheme is simulated and experimentally verified on a 3.7 kW IM drive.