78 resultados para Sparse time-varying VAR models


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We propose a new active noise control (ANC) technique. The technique has a feedback structure to have a simple configuration in practical implementation. In this approach, the secondary path is modelled online to ensure convergence of the system as the secondary paths are practically time varying or non-linear. The proposed method consists of two steps: a noise controller which is based on a modified FxLMS algorithm, and a new variable step size (VSS) LMS algorithm which is used to adapt the modelling filter with the secondary path. The proposed algorithm stops injection of the white noise at the optimum point and reactivate the injection during the operation, if needed, to maintain performance of the system. Eliminating continuous injection of the white noise increases the performance of the proposed method significantly and makes it more desirable for practical ANC systems. The computer simulations are presented to show the effectiveness of the proposed method.

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Wireless networked control systems (WNCSs) have been widely used in the areas of manufacturing and industrial processing over the last few years. They provide real-time control with a unique characteristic: periodic traffic. These systems have a time-critical requirement. Due to current wireless mechanisms, the WNCS performance suffers from long time-varying delays, packet dropout, and inefficient channel utilization. Current wirelessly networked applications like WNCSs are designed upon the layered architecture basis. The features of this layered architecture constrain the performance of these demanding applications. Numerous efforts have attempted to use cross-layer design (CLD) approaches to improve the performance of various networked applications. However, the existing research rarely considers large-scale networks and congestion network conditions in WNCSs. In addition, there is a lack of discussions on how to apply CLD approaches in WNCSs. This thesis proposes a cross-layer design methodology to address the issues of periodic traffic timeliness, as well as to promote the efficiency of channel utilization in WNCSs. The design of the proposed CLD is highlighted by the measurement of the underlying network condition, the classification of the network state, and the adjustment of sampling period between sensors and controllers. This period adjustment is able to maintain the minimally allowable sampling period, and also maximize the control performance. Extensive simulations are conducted using the network simulator NS-2 to evaluate the performance of the proposed CLD. The comparative studies involve two aspects of communications, with and without using the proposed CLD, respectively. The results show that the proposed CLD is capable of fulfilling the timeliness requirement under congested network conditions, and is also able to improve the channel utilization efficiency and the proportion of effective data in WNCSs.

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The methodology undertaken, the channel model and the system model created for developing a novel adaptive equalization method and a novel channel tracking method for uplink of MU-MIMO-OFDM systems is presented in this paper. The results show that the channel tracking method works with 97% accuracy, while the training-based initial channel estimation method shows poor performance in estimating the actual channel comparatively.

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This research identifies residential mobility behaviour impacts of residential dissonance in Transit Oriented Developments (TODs) vs. non-TODs in Brisbane, Australia. Based on the characteristics of living environments (density, diversity, connectivity, and accessibility) and the travel preferences of 4545 individuals, respondents in 2009 were classified into one of four categories including: TOD consonants, TOD dissonants, non-TOD dissonants, and non-TOD consonants. Binary logistic regression analyses were employed to identify residential mobility behaviour of groups between 2009 and 2011; controlling for time varying covariates. The findings show that both TOD dissonants and TOD consonants move residences at an equal rate. However, TOD dissonants are more likely to move residences to their preferred non-TOD areas. In contrast, non-TOD dissonants not only moved residences at a lower rate, but their rate of mobility to their preferred TOD neighbourhood is also significantly lower due to costs and other associated factors. The findings suggest that discrete land use policy development is required to integrate non-TOD dissonant and TOD dissonant behaviours to support TOD development in Brisbane.

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A "self-exciting" market is one in which the probability of observing a crash increases in response to the occurrence of a crash. It essentially describes cases where the initial crash serves to weaken the system to some extent, making subsequent crashes more likely. This thesis investigates if equity markets possess this property. A self-exciting extension of the well-known jump-based Bates (1996) model is used as the workhorse model for this thesis, and a particle-filtering algorithm is used to facilitate estimation by means of maximum likelihood. The estimation method is developed so that option prices are easily included in the dataset, leading to higher quality estimates. Equilibrium arguments are used to price the risks associated with the time-varying crash probability, and in turn to motivate a risk-neutral system for use in option pricing. The option pricing function for the model is obtained via the application of widely-used Fourier techniques. An application to S&P500 index returns and a panel of S&P500 index option prices reveals evidence of self excitation.

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Structural Dynamics is the study of the response of structures to dynamic or time varying loads. This topic has emerged to be one of importance to all structural engineers due to three important issues with structural engineering in the new millennium. These are: (1) vibration and problems in slender structures that have emerged due to new material technology and aesthetic requirements, (ii) ageing structures such as bridges whoese health needs to be monitored and appropriate retrofitting carried out to prevent failure and (iii) increased vulnerability of structures to random loads such as seismic, impact and blast loads. Knowledge of structural dynamics is necessary to address these issues and their consequences. During the past two decades, research in structural dynamics has generated considerable amount of new information to address these issues. This new knowledge is not readily made available to practicing engineers and very little or none of it enters the classrooms. There is no universal emphasis on including structural dynamics and their recently generated new knowledge into the civil/structural curriculum. This paper argues for the need to include structural dynamics into the syllabus of all civil engineering courses especially those having a first or second major in structural engineering. This will enable our future structural engineers to design and maintain safe and efficient structures.

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Covertly tracking mobile targets, either animal or human, in previously unmapped outdoor natural environments using off-road robotic platforms requires both visual and acoustic stealth. Whilst the use of robots for stealthy surveillance is not new, the majority only consider navigation for visual covertness. However, most fielded robotic systems have a non-negligible acoustic footprint arising from the onboard sensors, motors, computers and cooling systems, and also from the wheels interacting with the terrain during motion. This time-varying acoustic signature can jeopardise any visual covertness and needs to be addressed in any stealthy navigation strategy. In previous work, we addressed the initial concepts for acoustically masking a tracking robot’s movements as it travels between observation locations selected to minimise its detectability by a dynamic natural target and ensuring con- tinuous visual tracking of the target. This work extends the overall concept by examining the utility of real-time acoustic signature self-assessment and exploiting shadows as hiding locations for use in a combined visual and acoustic stealth framework.

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This paper describes a novel optimum path planning strategy for long duration AUV operations in environments with time-varying ocean currents. These currents can exceed the maximum achievable speed of the AUV, as well as temporally expose obstacles. In contrast to most other path planning strategies, paths have to be defined in time as well as space. The solution described here exploits ocean currents to achieve mission goals with minimal energy expenditure, or a tradeoff between mission time and required energy. The proposed algorithm uses a parallel swarm search as a means to reduce the susceptibility to large local minima on the complex cost surface. The performance of the optimisation algorithms is evaluated in simulation and experimentally with the Starbug AUV using a validated ocean model of Brisbane’s Moreton Bay.

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The momentum investment strategy, which buys recent winner stocks and sells recent loser stocks, earns returns that are simply too good to be explained by traditional finance theories. This thesis extends our understanding of the sources of momentum profits. The research shows that part of the seemingly anomalous returns can be explained by the market's reaction to public news, is affected by how delisting returns are calculated, and is biased by ignoring the time-varying risk of the trading strategy.

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The continuous steady-state current drive in a spherical argon plasma by transverse oscillating magnetic field (OMF) is investigated. The experimental results reveal that a rotating magnetic field is generated, and its amplitude depends linearly on the external steady vertical magnetic field. It has been shown that steady toroidal currents of up to about 400 A can be driven by a 490 kHz OMF with an input power of 1.4 kW. The generation of steady toroidal magnetic fields directed oppositely in the upper and lower hemispheres have been recorded. The measurements of time-varying magnetic fields unveil a strong nonlinear effect of the frequency-doubled field harmonics generation. The electron number density and temperature of up to 6.2×1018 m-3 and 12 eV have been obtained. The observed effects validate the existing theory of the OMF current drive in spherical plasmas.

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In this paper we propose a new multivariate GARCH model with time-varying conditional correlation structure. The time-varying conditional correlations change smoothly between two extreme states of constant correlations according to a predetermined or exogenous transition variable. An LM–test is derived to test the constancy of correlations and LM- and Wald tests to test the hypothesis of partially constant correlations. Analytical expressions for the test statistics and the required derivatives are provided to make computations feasible. An empirical example based on daily return series of five frequently traded stocks in the S&P 500 stock index completes the paper.

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An opportunistic relay selection scheme improving cooperative diversity is devised using the concept of a virtual SIMO-MISO antenna array. By incorporating multiple users as a virtual distributed antenna, not only helps combat fading but also provides significant advantage in terms of energy consumption. The proposed efficient multiple relay selection uses the concept of the distributed Alamouti scheme in a time varying environment to realize cooperative networking in wireless relay networks and provides the platform for outage, Diversiy-Multiplexing Tradeoff (DMT) and Bit-Error-Rate (BER) analysis to conclude that it is capable of achieving promising diversity gains by operating at much lower SNR when compared with conventional relay selection methods. It also has the added advantage of conserving energy for the relays that are reachable but not selected for the cooperative communication.

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This study examined the short-term effects of temperature on cardiovascular hospital admissions (CHA) in the largest tropical city in Southern Vietnam. We applied Poisson time-series regression models with Distributed Lag Non-Linear Model (DLNM) to examine the temperature-CHA association while adjusting for seasonal and long-term trends, day of the week, holidays, and humidity. The threshold temperature and added effects of heat waves were also evaluated. The exposure-response curve of temperature-CHA reveals a J-shape relationship with a threshold temperature of 29.6 °C. The delayed effects temperature-CHA lasted for a week (0–5 days). The overall risk of CHA increased 12.9% (RR, 1.129; 95%CI, 0.972–1.311) during heatwave events, which were defined as temperature ≥ the 99th percentile for ≥2 consecutive days. The modification roles of gender and age were inconsistent and non-significant in this study. An additional prevention program that reduces the risk of cardiovascular disease in relation to high temperatures should be developed.

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We propose a dynamic mathematical model of tissue oxygen transport by a preexisting three-dimensional microvascular network which provides nutrients for an in situ cancer at the very early stage of primary microtumour growth. The expanding tumour consumes oxygen during its invasion to the surrounding tissues and cooption of host vessels. The preexisting vessel cooption, remodelling and collapse are modelled by the changes of haemodynamic conditions due to the growing tumour. A detailed computational model of oxygen transport in tumour tissue is developed by considering (a) the time-varying oxygen advection diffusion equation within the microvessel segments, (b) the oxygen flux across the vessel walls, and (c) the oxygen diffusion and consumption with in the tumour and surrounding healthy tissue. The results show the oxygen concentration distribution at different time points of early tumour growth. In addition, the influence of preexisting vessel density on the oxygen transport has been discussed. The proposed model not only provides a quantitative approach for investigating the interactions between tumour growth and oxygen delivery, but also is extendable to model other molecules or chemotherapeutic drug transport in the future study.

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Water temperature measurements from Wivenhoe Dam offer a unique opportunity for studying fluctuations of temperatures in a subtropical dam as a function of time and depth. Cursory examination of the data indicate a complicated structure across both time and depth. We propose simplifying the task of describing these data by breaking the time series at each depth into physically meaningful components that individually capture daily, subannual, and annual (DSA) variations. Precise definitions for each component are formulated in terms of a wavelet-based multiresolution analysis. The DSA components are approximately pairwise uncorrelated within a given depth and between different depths. They also satisfy an additive property in that their sum is exactly equal to the original time series. Each component is based upon a set of coefficients that decomposes the sample variance of each time series exactly across time and that can be used to study both time-varying variances of water temperature at each depth and time-varying correlations between temperatures at different depths. Each DSA component is amenable for studying a certain aspect of the relationship between the series at different depths. The daily component in general is weakly correlated between depths, including those that are adjacent to one another. The subannual component quantifies seasonal effects and in particular isolates phenomena associated with the thermocline, thus simplifying its study across time. The annual component can be used for a trend analysis. The descriptive analysis provided by the DSA decomposition is a useful precursor to a more formal statistical analysis.