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.

Voltage and Temperature Scalable Standard Cell Leakage Models Based on Stacks for Statistical Leakage Characterization

With extensive use of dynamic voltage scaling (DVS) there is increasing need for voltage scalable models. Similarly, leakage being very sensitive to temperature motivates the need for a temperature scalable model as well. We characterize standard cell libraries for statistical leakage analysis based on models for transistor stacks. Modeling stacks has the advantage of using a single model across many gates there by reducing the number of models that need to be characterized. Our experiments on 15 different gates show that we needed only 23 models to predict the leakage across 126 input vector combinations. We investigate the use of neural networks for the combined PVT model, for the stacks, which can capture the effect of inter die, intra gate variations, supply voltage(0.6-1.2 V) and temperature (0 - 100degC) on leakage. Results show that neural network based stack models can predict the PDF of leakage current across supply voltage and temperature accurately with the average error in mean being less than 2% and that in standard deviation being less than 5% across a range of voltage, temperature.

Relative performances of textural models in estimating soil moisture characteristic

The soil moisture characteristic (SMC) forms an important input to mathematical models of water and solute transport in the unsaturated-soil zone. Owing to their simplicity and ease of use, texture-based regression models are commonly used to estimate the SMC from basic soil properties. In this study, the performances of six such regression models were evaluated on three soils. Moisture characteristics generated by the regression models were statistically compared with the characteristics developed independently from laboratory and in-situ retention data of the soil profiles. Results of the statistical performance evaluation, while providing useful information on the errors involved in estimating the SMC, also highlighted the importance of the nature of the data set underlying the regression models. Among the models evaluated, the one possessing an underlying data set of in-situ measurements was found to be the best estimator of the in-situ SMC for all the soils. Considerable errors arose when a textural model based on laboratory data was used to estimate the field retention characteristics of unsaturated soils.

Performance modelling of a fault-tolerant real-time multiprocessor using stochastic Petri nets

The fault-tolerant multiprocessor (ftmp) is a bus-based multiprocessor architecture with real-time and fault- tolerance features and is used in critical aerospace applications. A preliminary performance evaluation is of crucial importance in the design of such systems. In this paper, we review stochastic Petri nets (spn) and developspn-based performance models forftmp. These performance models enable efficient computation of important performance measures such as processing power, bus contention, bus utilization, and waiting times.

Design of Single-Input-Single-Output Compliant Mechanisms for Practical Applications Using Selection Maps

We present an interactive map-based technique for designing single-input-single-output compliant mechanisms that meet the requirements of practical applications. Our map juxtaposes user-specifications with the attributes of real compliant mechanisms stored in a database so that not only the practical feasibility of the specifications can be discerned quickly but also modifications can be done interactively to the existing compliant mechanisms. The practical utility of the method presented here exceeds that of shape and size optimizations because it accounts for manufacturing considerations, stress limits, and material selection. The premise for the method is the spring-leverage (SL) model, which characterizes the kinematic and elastostatic behavior of compliant mechanisms with only three SL constants. The user-specifications are met interactively using the beam-based 2D models of compliant mechanisms by changing their attributes such as: (i) overall size in two planar orthogonal directions, separately and together, (ii) uniform resizing of the in-plane widths of all the beam elements, (iii) uniform resizing of the out-of-plane thick-nesses of the beam elements, and (iv) the material. We present a design software program with a graphical user interface for interactive design. A case-study that describes the design procedure in detail is also presented while additional case-studies are posted on a website. DOI:10.1115/1.4001877].

In-cylinder investigations and analysis of a SI gas engine fuelled with H-2 and CO rich syngas fuel: Sensitivity analysis of combustion descriptors for engine diagnostics and control

The sensitivity of combustion phasing and combustion descriptors to ignition timing, load and mixture quality on fuelling a multi-cylinder natural gas engine with bio-derived H-2 and CO rich syngas is addressed. While the descriptors for conventional fuels are well established and are in use for closed loop engine control, presence of H-2 in syngas potentially alters the mixture properties and hence combustion phasing, necessitating the current study. The ability of the descriptors to predict abnormal combustion, hitherto missing in the literature, is also addressed. Results from experiments using multi-cylinder engines and numerical studies using zero dimensional Wiebe function based simulation models are reported. For syngas with 20% H-2 and CO and 2% CH4 (producer gas), an ignition retard of 5 +/- 1 degrees was required compared to natural gas ignition timing to achieve peak load of 72.8 kWe. It is found that, for syngas, whose flammability limits are 0.42-1.93, the optimal engine operation was at an equivalence ratio of 1.12. The same methodology is extended to a two cylinder engine towards addressing the influence of syngas composition, especially H-2 fraction (varying from 13% to 37%), on the combustion phasing. The study confirms the utility of pressure trace derived combustion descriptors, except for the pressure trace first derivative, in describing the MBT operating condition of the engine when fuelled with an alternative fuel. Both experiments and analysis suggest most of the combustion descriptors to be independent of the engine load and mixture quality. A near linear relationship with ignition angle is observed. The general trend(s) of the combustion descriptors for syngas fuelled operation are similar to those of conventional fuels; the differences in sensitivity of the descriptors for syngas fuelled engine operation requires re-calibration of control logic for MBT conditions. Copyright (C) 2014, Hydrogen Energy Publications, LLC. Published by Elsevier Ltd. All rights reserved.

Use of Data Driven Techniques for Short Lead Time Streamflow Forecasting in Mahanadi basin

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.

Unified Continuum Damage Model for Matrix Cracking in Composite Rotor Blades

This paper deals with modeling of the first damage mode, matrix micro-cracking, in helicopter rotor/wind turbine blades and how this effects the overall cross-sectional stiffness. The helicopter/wind turbine rotor system operates in a highly dynamic and unsteady environment leading to severe vibratory loads present in the system. Repeated exposure to this loading condition can induce damage in the composite rotor blades. These rotor/turbine blades are generally made of fiber-reinforced laminated composites and exhibit various competing modes of damage such as matrix micro-cracking, delamination, and fiber breakage. There is a need to study the behavior of the composite rotor system under various key damage modes in composite materials for developing Structural Health Monitoring (SHM) system. Each blade is modeled as a beam based on geometrically non-linear 3-D elasticity theory. Each blade thus splits into 2-D analyzes of cross-sections and non-linear 1-D analyzes along the beam reference curves. Two different tools are used here for complete 3-D analysis: VABS for 2-D cross-sectional analysis and GEBT for 1-D beam analysis. The physically-based failure models for matrix in compression and tension loading are used in the present work. Matrix cracking is detected using two failure criterion: Matrix Failure in Compression and Matrix Failure in Tension which are based on the recovered field. A strain variable is set which drives the damage variable for matrix cracking and this damage variable is used to estimate the reduced cross-sectional stiffness. The matrix micro-cracking is performed in two different approaches: (i) Element-wise, and (ii) Node-wise. The procedure presented in this paper is implemented in VABS as matrix micro-cracking modeling module. Three examples are presented to investigate the matrix failure model which illustrate the effect of matrix cracking on cross-sectional stiffness by varying the applied cyclic

Enhanced Metastatic Potential in a 3D Tissue Scaffold toward a Comprehensive in Vitro Model for Breast Cancer Metastasis

Metastasis is clinically the most challenging and lethal aspect of breast cancer. While animal-based xenograft models are expensive and time-consuming, conventional two-dimensional (2D) cell culture systems fail to mimic in vivo signaling. In this study we have developed a three-dimensional (3D) scaffold system that better mimics the topography and mechanical properties of the breast tumor, thus recreating the tumor microenvironment in vitro to study breast cancer metastasis. Porous poly(e-caprolactone) (PCL) scaffolds of modulus 7.0 +/- 0.5 kPa, comparable to that of breast tumor tissue were fabricated, on which MDA-MB-231 cells proliferated forming tumoroids. A comparative gene expression analysis revealed that cells growing in the scaffolds expressed increased levels of genes implicated in the three major events of metastasis, viz., initiation, progression, and the site-specific colonization compared to cells grown in conventional 2D tissue culture polystyrene (TCPS) dishes. The cells cultured in scaffolds showed increased invasiveness and sphere efficiency in vitro and increased lung metastasis in vivo. A global gene expression analysis revealed a significant increase in the expression of genes involved in cell cell and cell matrix interactions and tissue remodeling, cancer inflammation, and the PI3K/Akt, Wnt, NF-kappaB, and HIFI signaling pathways all of which are implicated in metastasis. Thus, culturing breast cancer cells in 3D scaffolds that mimic the in vivo tumor-like microenvironment enhances their metastatic potential. This system could serve as a comprehensive in vitro model to investigate the manifold mechanisms of breast cancer metastasis.

Optimal Resource Partitioning in a Military Conflict based on Lanchester Attrition Models

This paper develops a model for military conflicts where the defending forces have to determine an optimal partitioning of available resources to counter attacks from an adversary in two different fronts. The Lanchester attrition model is used to develop the dynamical equations governing the variation in force strength. Three different allocation schemes - Time-Zero-Allocation (TZA), Allocate-Assess-Reallocate (AAR), and Continuous Constant Allocation (CCA) - are considered and the optimal solutions are obtained in each case. Numerical examples are given to support the analytical results.

Optimal Resource Partitioning in a Military Conflict based on Lanchester Attrition Models

This paper develops a model for military conflicts where the defending forces have to determine an optimal partitioning of available resources to counter attacks from an adversary in two different fronts. The Lanchester attrition model is used to develop the dynamical equations governing the variation in force strength. Three different allocation schemes - Time-Zero-Allocation (TZA), Allocate-Assess-Reallocate (AAR), and Continuous Constant Allocation (CCA) - are considered and the optimal solutions are obtained in each case. Numerical examples are given to support the analytical results.

Estimation of signals in colored non gaussian noise based on Gaussian Mixture models

Non-Gaussianity of signals/noise often results in significant performance degradation for systems, which are designed using the Gaussian assumption. So non-Gaussian signals/noise require a different modelling and processing approach. In this paper, we discuss a new Bayesian estimation technique for non-Gaussian signals corrupted by colored non Gaussian noise. The method is based on using zero mean finite Gaussian Mixture Models (GMMs) for signal and noise. The estimation is done using an adaptive non-causal nonlinear filtering technique. The method involves deriving an estimator in terms of the GMM parameters, which are in turn estimated using the EM algorithm. The proposed filter is of finite length and offers computational feasibility. The simulations show that the proposed method gives a significant improvement compared to the linear filter for a wide variety of noise conditions, including impulsive noise. We also claim that the estimation of signal using the correlation with past and future samples leads to reduced mean squared error as compared to signal estimation based on past samples only.

Reliability models for existing structures based on dynamic state estimation and data based asymptotic extreme value analysis

The problem of time variant reliability analysis of existing structures subjected to stationary random dynamic excitations is considered. The study assumes that samples of dynamic response of the structure, under the action of external excitations, have been measured at a set of sparse points on the structure. The utilization of these measurements m in updating reliability models, postulated prior to making any measurements, is considered. This is achieved by using dynamic state estimation methods which combine results from Markov process theory and Bayes' theorem. The uncertainties present in measurements as well as in the postulated model for the structural behaviour are accounted for. The samples of external excitations are taken to emanate from known stochastic models and allowance is made for ability (or lack of it) to measure the applied excitations. The future reliability of the structure is modeled using expected structural response conditioned on all the measurements made. This expected response is shown to have a time varying mean and a random component that can be treated as being weakly stationary. For linear systems, an approximate analytical solution for the problem of reliability model updating is obtained by combining theories of discrete Kalman filter and level crossing statistics. For the case of nonlinear systems, the problem is tackled by combining particle filtering strategies with data based extreme value analysis. In all these studies, the governing stochastic differential equations are discretized using the strong forms of Ito-Taylor's discretization schemes. The possibility of using conditional simulation strategies, when applied external actions are measured, is also considered. The proposed procedures are exemplifiedmby considering the reliability analysis of a few low-dimensional dynamical systems based on synthetically generated measurement data. The performance of the procedures developed is also assessed based on a limited amount of pertinent Monte Carlo simulations. (C) 2010 Elsevier Ltd. All rights reserved.