51 resultados para forecast deviation


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The effect of unitary noise on the discrete one-dimensional quantum walk is studied using computer simulations. For the noiseless quantum walk, starting at the origin (n=0) at time t=0, the position distribution P-t(n) at time t is very different from the Gaussian distribution obtained for the classical random walk. Furthermore, its standard deviation, sigma(t) scales as sigma(t)similar tot, unlike the classical random walk for which sigma(t)similar toroott. It is shown that when the quantum walk is exposed to unitary noise, it exhibits a crossover from quantum behavior for short times to classical-like behavior for long times. The crossover time is found to be Tsimilar toalpha(-2), where alpha is the standard deviation of the noise.

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Sensitivity of output of a linear operator to its input can be quantified in various ways. In Control Theory, the input is usually interpreted as disturbance and the output is to be minimized in some sense. In stochastic worst-case design settings, the disturbance is considered random with imprecisely known probability distribution. The prior set of probability measures can be chosen so as to quantify how far the disturbance deviates from the white-noise hypothesis of Linear Quadratic Gaussian control. Such deviation can be measured by the minimal Kullback-Leibler informational divergence from the Gaussian distributions with zero mean and scalar covariance matrices. The resulting anisotropy functional is defined for finite power random vectors. Originally, anisotropy was introduced for directionally generic random vectors as the relative entropy of the normalized vector with respect to the uniform distribution on the unit sphere. The associated a-anisotropic norm of a matrix is then its maximum root mean square or average energy gain with respect to finite power or directionally generic inputs whose anisotropy is bounded above by a≥0. We give a systematic comparison of the anisotropy functionals and the associated norms. These are considered for unboundedly growing fragments of homogeneous Gaussian random fields on multidimensional integer lattice to yield mean anisotropy. Correspondingly, the anisotropic norms of finite matrices are extended to bounded linear translation invariant operators over such fields.

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The effect of number of samples and selection of data for analysis on the calculation of surface motor unit potential (SMUP) size in the statistical method of motor unit number estimates (MUNE) was determined in 10 normal subjects and 10 with amyotrophic lateral sclerosis (ALS). We recorded 500 sequential compound muscle action potentials (CMAPs) at three different stable stimulus intensities (10–50% of maximal CMAP). Estimated mean SMUP sizes were calculated using Poisson statistical assumptions from the variance of 500 sequential CMAP obtained at each stimulus intensity. The results with the 500 data points were compared with smaller subsets from the same data set. The results using a range of 50–80% of the 500 data points were compared with the full 500. The effect of restricting analysis to data between 5–20% of the CMAP and to standard deviation limits was also assessed. No differences in mean SMUP size were found with stimulus intensity or use of different ranges of data. Consistency was improved with a greater sample number. Data within 5% of CMAP size gave both increased consistency and reduced mean SMUP size in many subjects, but excluded valid responses present at that stimulus intensity. These changes were more prominent in ALS patients in whom the presence of isolated SMUP responses was a striking difference from normal subjects. Noise, spurious data, and large SMUP limited the Poisson assumptions. When these factors are considered, consistent statistical MUNE can be calculated from a continuous sequence of data points. A 2 to 2.5 SD or 10% window are reasonable methods of limiting data for analysis. Muscle Nerve 27: 320–331, 2003

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Frequency deviation is a common problem for power system signal processing. Many power system measurements are carried out in a fixed sampling rate assuming the system operates in its nominal frequency (50 or 60 Hz). However, the actual frequency may deviate from the normal value from time to time due to various reasons such as disturbances and subsequent system transients. Measurement of signals based on a fixed sampling rate may introduce errors under such situations. In order to achieve high precision signal measurement appropriate algorithms need to be employed to reduce the impact from frequency deviation in the power system data acquisition process. This paper proposes an advanced algorithm to enhance Fourier transform for power system signal processing. The algorithm is able to effectively correct frequency deviation under fixed sampling rate. Accurate measurement of power system signals is essential for the secure and reliable operation of power systems. The algorithm is readily applicable to such occasions where signal processing is affected by frequency deviation. Both mathematical proof and numerical simulation are given in this paper to illustrate robustness and effectiveness of the proposed algorithm. Crown Copyright (C) 2003 Published by Elsevier Science B.V. All rights reserved.

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The absorption of fluid by unsaturated, rigid porous materials may be characterized by the sorptivity. This is a simple parameter to determine and is increasingly being used as a measure of a material's resistance to exposure to fluids (especially moisture and reactive solutes) in aggressive environments. The complete isothermal absorption process is described by a nonlinear diffusion equation, with the hydraulic diffusivity being a strongly nonlinear function of the degree of saturation of the material. This diffusivity can be estimated from the sorptivity test. In a typical test the cumulative absorption is proportional to the square root of time. However, a number of researchers have observed deviation from this behaviour when the infiltrating fluid is water and there is some potential for chemo-mechanical interaction with the material. In that case the current interpretation of the test and estimation of the hydraulic diffusivity is no longer appropriate. Kuntz and Lavallee (2001) discuss the anomalous behaviour and propose a non-Darcian model as a more appropriate physical description. We present an alternative Darcian explanation and theory that retrieves the earlier advantages of the simple sorptivity test in providing parametric information about the material's hydraulic properties and allowing simple predictive formulae for the wetting profile to be generated.

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To identify why reconceptualization of the problem is difficult in chronic pain, this study aimed to evaluate whether (1) health professionals and patients can understand currently accurate information about the neurophysiology of pain and (2) health professionals accurately estimate the ability of patients to understand the neurophysiology of pain. Knowledge tests were completed by 276 patients with chronic pain and 288 professionals either before (untrained) or after (trained) education about the neurophysiology of pain. Professionals estimated typical patient performance on the test. Untrained participants performed poorly (mean +/- standard deviation, 55% +/- 19% and 29% +/- 12% for professionals and patients, respectively), compared to their trained counterparts (78% +/- 21% and 61% +/- 19%, respectively). The estimated patient score (46% +/- 18%) was less than the actual patient score (P < .005). The results suggest that professionals and patients can understand the neurophysiology of pain but professionals underestimate patients' ability to understand. The implications are that (1) a poor knowledge of currently accurate information about pain and (2) the underestimation of patients' ability to understand currently accurate information about pain represent barriers to reconceptualization of the problem in chronic pain within the clinical and lay arenas. (C) 2003 by the American Pain Society.