A framework for state-based time-series analysis and prediction

Time-series analysis and prediction play an important role in state-based systems that involve dealing with varying situations in terms of states of the world evolving with time. Generally speaking, the world in the discourse persists in a given state until something occurs to it into another state. This paper introduces a framework for prediction and analysis based on time-series of states. It takes a time theory that addresses both points and intervals as primitive time elements as the temporal basis. A state of the world under consideration is defined as a set of time-varying propositions with Boolean truth-values that are dependent on time, including properties, facts, actions, events and processes, etc. A time-series of states is then formalized as a list of states that are temporally ordered one after another. The framework supports explicit expression of both absolute and relative temporal knowledge. A formal schema for expressing general time-series of states to be incomplete in various ways, while the concept of complete time-series of states is also formally defined. As applications of the formalism in time-series analysis and prediction, we present two illustrating examples.

An analysis of the changes to the mechanical and acoustical properties of paper caused by the damage mechanisms present in the fibre structure

This paper will analyse two of the likely damage mechanisms present in a paper fibre matrix when placed under controlled stress conditions: fibre/fibre bond failure and fibre failure. The failure process associated with each damage mechanism will be presented in detail focusing on the change in mechanical and acoustic properties of the surrounding fibre structure before and after failure. To present this complex process mathematically, geometrically simple fibre arrangements will be chosen based on certain assumptions regarding the structure and strength of paper, to model the damage mechanisms. The fibre structures are then formulated in terms of a hybrid vibro-acoustic model based on a coupled mass/spring system and the pressure wave equation. The model will be presented in detail in the paper. The simulation of the simple fibre structures serves two purposes; it highlights the physical and acoustic differences of each damage mechanism before and after failure, and also shows the differences in the two damage mechanisms when compared with one another. The results of the simulations are given in the form of pressure wave contours, time-frequency graphs and the Continuous Wavelet Transform (CWT) diagrams. The analysis of the results leads to criteria by which the two damage mechanisms can be identified. Using these criteria it was possible to verify the results of the simulations against experimental acoustic data. The models developed in this study are of specific practical interest in the paper-making industry, where acoustic sensors may be used to monitor continuous paper production. The same techniques may be adopted more generally to correlate acoustic signals to damage mechanisms in other fibre-based structures.

Parallel implementation of the recurrence method for computing the power-spectral density of thin avalanche photodiodes

A simulation program has been developed to calculate the power-spectral density of thin avalanche photodiodes, which are used in optical networks. The program extends the time-domain analysis of the dead-space multiplication model to compute the autocorrelation function of the APD impulse response. However, the computation requires a large amount of memory space and is very time consuming. We describe our experiences in parallelizing the code using both MPI and OpenMP. Several array partitioning schemes and scheduling policies are implemented and tested Our results show that the OpenMP code is scalable up to 64 processors on an SGI Origin 2000 machine and has small average errors.

Parallel bandwidth characteristics calculations for thin avalanche photodiodes on a SGI Origin 2000 supercomputer

An important factor for high-speed optical communication is the availability of ultrafast and low-noise photodetectors. Among the semiconductor photodetectors that are commonly used in today’s long-haul and metro-area fiber-optic systems, avalanche photodiodes (APDs) are often preferred over p-i-n photodiodes due to their internal gain, which significantly improves the receiver sensitivity and alleviates the need for optical pre-amplification. Unfortunately, the random nature of the very process of carrier impact ionization, which generates the gain, is inherently noisy and results in fluctuations not only in the gain but also in the time response. Recently, a theory characterizing the autocorrelation function of APDs has been developed by us which incorporates the dead-space effect, an effect that is very significant in thin, high-performance APDs. The research extends the time-domain analysis of the dead-space multiplication model to compute the autocorrelation function of the APD impulse response. However, the computation requires a large amount of memory space and is very time consuming. In this research, we describe our experiences in parallelizing the code in MPI and OpenMP using CAPTools. Several array partitioning schemes and scheduling policies are implemented and tested. Our results show that the code is scalable up to 64 processors on a SGI Origin 2000 machine and has small average errors.

Identifying the damage mechanisms in paper using the acoustic emission monitoring technique

This paper investigates the use of the acoustic emission (AE) monitoring technique for use in identifying the damage mechanisms present in paper associated with its production process. The microscopic structure of paper consists of a random mesh of paper fibres connected by hydrogen bonds. This implies the existence of two damage mechanisms, the failure of a fibre-fibre bond and the failure of a fibre. This paper describes a hybrid mathematical model which couples the mechanics of the mass-spring model to the acoustic wave propagation model for use in generating the acoustic signal emitted by complex structures of paper fibres under strain. The derivation of the mass-spring model can be found in [1,2], with details of the acoustic wave equation found in [3,4]. The numerical implementation of the vibro-acoustic model is discussed in detail with particular emphasis on the damping present in the numerical model. The hybrid model uses an implicit solver which intrinsically introduces artificial damping to the solution. The artificial damping is shown to affect the frequency response of the mass-spring model, therefore certain restrictions on the simulation time step must be enforced so that the model produces physically accurate results. The hybrid mathematical model is used to simulate small fibre networks to provide information on the acoustic response of each damage mechanism. The simulated AEs are then analysed using a continuous wavelet transform (CWT), described in [5], which provides a two dimensional time-frequency representation of the signal. The AEs from the two damage mechanisms show different characteristics in the CWT so that it is possible to define a fibre-fibre bond failure by the criteria listed below. The dominant frequency components of the AE must be at approximately 250 kHz or 750 kHz. The strongest frequency component may be at either approximately 250 kHz or 750 kHz. The duration of the frequency component at approximately 250 kHz is longer than that of the frequency component at approximately 750 kHz. Similarly, the criteria for identifying a fibre failure are given below. The dominant frequency component of the AE must be greater than 800 kHz. The duration of the dominant frequency component must be less than 5.00E-06 seconds. The dominant frequency component must be present at the front of the AE. Essentially, the failure of a fibre-fibre bond produces a low frequency wave and the failure of a fibre produces a high frequency pulse. Using this theoretical criteria, it is now possible to train an intelligent classifier such as the Self-Organising Map (SOM) [6] using the experimental data. First certain features must be extracted from the CWTs of the AEs for use in training the SOM. For this work, each CWT is divided into 200 windows of 5E-06s in duration covering a 100 kHz frequency range. The power ratio for each windows is then calculated and used as a feature. Having extracted the features from the AEs, the SOM can now be trained, but care is required so that the both damage mechanisms are adequately represented in the training set. This is an issue with paper as the failure of the fibre-fibre bonds is the prevalent damage mechanism. Once a suitable training set is found, the SOM can be trained and its performance analysed. For the SOM described in this work, there is a good chance that it will correctly classify the experimental AEs.