14 resultados para conditional autoregressive models

em Indian Institute of Science - Bangalore - Índia


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A systematic assessment of the submodels of conditional moment closure (CMC) formalism for the autoignition problem is carried out using direct numerical simulation (DNS) data. An initially non-premixed, n-heptane/air system, subjected to a three-dimensional, homogeneous, isotropic, and decaying turbulence, is considered. Two kinetic schemes, (1) a one-step and (2) a reduced four-step reaction mechanism, are considered for chemistry An alternative formulation is developed for closure of the mean chemical source term , based on the condition that the instantaneous fluctuation of excess temperature is small. With this model, it is shown that the CMC equations describe the autoignition process all the way up to near the equilibrium limit. The effect of second-order terms (namely, conditional variance of temperature excess sigma(2) and conditional correlations of species q(ij)) in modeling is examined. Comparison with DNS data shows that sigma(2) has little effect on the predicted conditional mean temperature evolution, if the average conditional scalar dissipation rate is properly modeled. Using DNS data, a correction factor is introduced in the modeling of nonlinear terms to include the effect of species fluctuations. Computations including such a correction factor show that the species conditional correlations q(ij) have little effect on model predictions with a one-step reaction, but those q(ij) involving intermediate species are found to be crucial when four-step reduced kinetics is considered. The "most reactive mixture fraction" is found to vary with time when a four-step kinetics is considered. First-order CMC results are found to be qualitatively wrong if the conditional mean scalar dissipation rate is not modeled properly. The autoignition delay time predicted by the CMC model compares excellently with DNS results and shows a trend similar to experimental data over a range of initial temperatures.

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Downscaling to station-scale hydrologic variables from large-scale atmospheric variables simulated by general circulation models (GCMs) is usually necessary to assess the hydrologic impact of climate change. This work presents CRF-downscaling, a new probabilistic downscaling method that represents the daily precipitation sequence as a conditional random field (CRF). The conditional distribution of the precipitation sequence at a site, given the daily atmospheric (large-scale) variable sequence, is modeled as a linear chain CRF. CRFs do not make assumptions on independence of observations, which gives them flexibility in using high-dimensional feature vectors. Maximum likelihood parameter estimation for the model is performed using limited memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) optimization. Maximum a posteriori estimation is used to determine the most likely precipitation sequence for a given set of atmospheric input variables using the Viterbi algorithm. Direct classification of dry/wet days as well as precipitation amount is achieved within a single modeling framework. The model is used to project the future cumulative distribution function of precipitation. Uncertainty in precipitation prediction is addressed through a modified Viterbi algorithm that predicts the n most likely sequences. The model is applied for downscaling monsoon (June-September) daily precipitation at eight sites in the Mahanadi basin in Orissa, India, using the MIROC3.2 medium-resolution GCM. The predicted distributions at all sites show an increase in the number of wet days, and also an increase in wet day precipitation amounts. A comparison of current and future predicted probability density functions for daily precipitation shows a change in shape of the density function with decreasing probability of lower precipitation and increasing probability of higher precipitation.

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Multielectrode neurophysiological recording and high-resolution neuroimaging generate multivariate data that are the basis for understanding the patterns of neural interactions. How to extract directions of information flow in brain networks from these data remains a key challenge. Research over the last few years has identified Granger causality as a statistically principled technique to furnish this capability. The estimation of Granger causality currently requires autoregressive modeling of neural data. Here, we propose a nonparametric approach based on widely used Fourier and wavelet transforms to estimate both pairwise and conditional measures of Granger causality, eliminating the need of explicit autoregressive data modeling. We demonstrate the effectiveness of this approach by applying it to synthetic data generated by network models with known connectivity and to local field potentials recorded from monkeys performing a sensorimotor task.

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We consider the problem of detecting statistically significant sequential patterns in multineuronal spike trains. These patterns are characterized by ordered sequences of spikes from different neurons with specific delays between spikes. We have previously proposed a data-mining scheme to efficiently discover such patterns, which occur often enough in the data. Here we propose a method to determine the statistical significance of such repeating patterns. The novelty of our approach is that we use a compound null hypothesis that not only includes models of independent neurons but also models where neurons have weak dependencies. The strength of interaction among the neurons is represented in terms of certain pair-wise conditional probabilities. We specify our null hypothesis by putting an upper bound on all such conditional probabilities. We construct a probabilistic model that captures the counting process and use this to derive a test of significance for rejecting such a compound null hypothesis. The structure of our null hypothesis also allows us to rank-order different significant patterns. We illustrate the effectiveness of our approach using spike trains generated with a simulator.

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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.

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We consider evolving exponential RGGs in one dimension and characterize the time dependent behavior of some of their topological properties. We consider two evolution models and study one of them detail while providing a summary of the results for the other. In the first model, the inter-nodal gaps evolve according to an exponential AR(1) process that makes the stationary distribution of the node locations exponential. For this model we obtain the one-step conditional connectivity probabilities and extend it to the k-step case. Finite and asymptotic analysis are given. We then obtain the k-step connectivity probability conditioned on the network being disconnected. We also derive the pmf of the first passage time for a connected network to become disconnected. We then describe a random birth-death model where at each instant, the node locations evolve according to an AR(1) process. In addition, a random node is allowed to die while giving birth to a node at another location. We derive properties similar to those above.

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Causal relationships existing between observed levels of groundwater in a semi-arid sub-basin of the Kabini River basin (Karnataka state, India) are investigated in this study. A Vector Auto Regressive model is used for this purpose. Its structure is built on an upstream/downstream interaction network based on observed hydro-physical properties. Exogenous climatic forcing is used as an input based on cumulated rainfall departure. Optimal models are obtained thanks to a trial approach and are used as a proxy of the dynamics to derive causal networks. It appears to be an interesting tool for analysing the causal relationships existing inside the basin. The causal network reveals 3 main regions: the Northeastern part of the Gundal basin is closely coupled to the outlet dynamics. The Northwestern part is mainly controlled by the climatic forcing and only marginally linked to the outlet dynamic. Finally, the upper part of the basin plays as a forcing rather than a coupling with the lower part of the basin allowing for a separate analysis of this local behaviour. The analysis also reveals differential time scales at work inside the basin when comparing upstream oriented with downstream oriented causalities. In the upper part of the basin, time delays are close to 2 months in the upward direction and lower than 1 month in the downward direction. These time scales are likely to be good indicators of the hydraulic response time of the basin which is a parameter usually difficult to estimate practically. This suggests that, at the sub-basin scale, intra-annual time scales would be more relevant scales for analysing or modelling tropical basin dynamics in hard rock (granitic and gneissic) aquifers ubiquitous in south India. (c) 2012 Elsevier B.V. All rights reserved.

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Northeast India and its adjoining areas are characterized by very high seismic activity. According to the Indian seismic code, the region falls under seismic zone V, which represents the highest seismic-hazard level in the country. This region has experienced a number of great earthquakes, such as the Assam (1950) and Shillong (1897) earthquakes, that caused huge devastation in the entire northeast and adjacent areas by flooding, landslides, liquefaction, and damage to roads and buildings. In this study, an attempt has been made to find the probability of occurrence of a major earthquake (M-w > 6) in this region using an updated earthquake catalog collected from different sources. Thereafter, dividing the catalog into six different seismic regions based on different tectonic features and seismogenic factors, the probability of occurrences was estimated using three models: the lognormal, Weibull, and gamma distributions. We calculated the logarithmic probability of the likelihood function (ln L) for all six regions and the entire northeast for all three stochastic models. A higher value of ln L suggests a better model, and a lower value shows a worse model. The results show different model suits for different seismic zones, but the majority follows lognormal, which is better for forecasting magnitude size. According to the results, Weibull shows the highest conditional probabilities among the three models for small as well as large elapsed time T and time intervals t, whereas the lognormal model shows the lowest and the gamma model shows intermediate probabilities. Only for elapsed time T = 0, the lognormal model shows the highest conditional probabilities among the three models at a smaller time interval (t = 3-15 yrs). The opposite result is observed at larger time intervals (t = 15-25 yrs), which show the highest probabilities for the Weibull model. However, based on this study, the IndoBurma Range and Eastern Himalaya show a high probability of occurrence in the 5 yr period 2012-2017 with >90% probability.

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In the present study a two dimensional model is first developed to show the behaviour of dense non-aqueous phase liquids (DNAPL) within a rough fracture. To consider the rough fracture, the fracture is imposed with variable apertures along its plane. It is found that DNAPL follows preferential pathways. In next part of the study the above model is further extended for non-isothermal DNAPL flow and DNAPL-water interphase mass transfer phenomenon. These two models are then coupled with joint deformation due to normal stresses. The primary focus of these models is specifically to elucidate the influence of joint alteration due to external stress and fluid pressures on flow driven energy transport and interphase mass transfer. For this, it is assumed that the critical value for joint alteration is associated with external stress and average of water and DNAPL pressures in multiphase system and the temporal and spatial evolution of joint alteration are determined for its further influence on energy transport and miscible phase transfer. The developed model has been studied to show the influence of deformation on DNAPL flow. Further this preliminary study demonstrates the influence of joint deformation on heat transport and phase miscibility via multiphase flow velocities. It is seen that the temperature profile changes and shows higher diffusivity due to deformation and although the interphase miscibility value decreases but the lateral dispersion increases to a considerably higher extent.

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The nucleataon growth model of electrochemical phase formation is analysed for the hnear potential sweep input Apart from deducing diagnostic criteria and method~ of estimating model parameters, the predictions of the nucleation growth model are compared and contrasted with those of a sample adsorption model A dastlnCtlOn is made possible between adsorption and phase transition, which seems useful for understanding the nature of ECPF phenomena, especially underpotentlal deposition (UPD).

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The conformational flexibility inherent in the polynucleotide chain plays an important role in deciding its three-dimensonal structure and enables it to undergo structural transitions in order to fulfil all its functions. Following certain stereochemical guidelines, both right and left handed double-helical models have been built in our laboratory and they are in reasonably good agreement with the fibre patterns for various polymorphous forms of DNA. Recently, nuclear magnetic resonance spectroscopy has become an important technique for studying the solution conformation and polymorphism of nucleic acids. Several workers have used 1H nuclear magnetic resonance nuclear Overhauser enhancement measurements to estimate the interproton distances for the various DNA oligomers and compared them with the interproton distances for particular models of A and Β form DNA. In some cases the solution conformation does not seem to fit either of these models. We have been studying various models for DNA with a view to exploring the full conformational space allowed for nucleic acid polymers. In this paper, the interproton distances calculated for the different stereochemically feasible models of DNA are presented and they are compared and correlated against those obtained from 1Η nuclear magnetic resonance nuclear Overhauser enhancement measurements of various nucleic acid oligomers.

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We present relativistic, classical particle models that possess Poincaré invariance, invariant world lines, particle interaction, and separability.

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The relations for the inner layer potential &fference (E) in the presence of adsorbed orgamc molecules are derived for three hterarchlcal models, m terms of molecular constants like permanent &pole moments, polarlzablhtles, etc It is shown how the experimentally observed patterns of the E vs 0 plots (hnear m all ranges of $\sigma^M$, non-linear in one or both regions of o M, etc ) can be understood in a serm-quantltatlve manner from the simplest model in our hierarchy, viz the two-state site panty version Two-state multi-site and three-state (sxte panty) models are also analysed and the slope (3E/80),,M tabulated for these also The results for the Esm-Markov effect are denved for all the models and compared with the earlier result of Parsons. A comparison with the GSL phenomenologlcal equation is presented and its molecular basis, as well as the hmltatlons, is analysed. In partxcular, two-state multa-slte and three-state (site panty) models yield E-o M relations that are more general than the "umfied" GSL equation The posslblhty of vaewlng the compact layer as a "composite medium" with an "effective dlelectnc constant" and obtaimng novel phenomenological descnptions IS also indicated.

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We consider models for the rheology of dense, slowly deforming granular materials based of classical and Cosserat plasticity, and their viscoplastic extensions that account for small but finite particle inertia. We determine the scale for the viscosity by expanding the stress in a dimensionless parameter that is a measure of the particle inertia. We write the constitutive relations for classical and Cosserat plasticity in stress-explicit form. The viscoplastic extensions are made by adding a rate-dependent viscous stress to the plasticity stress. We apply the models to plane Couette flow, and show that the classical plasticity and viscoplasticity models have features that depart from experimental observations; the prediction of the Cosserat viscoplasticity model is qualitatively similar to that of Cosserat plasticity, but the viscosities modulate the thickness of the shear layer.