Discrete time representation of continuous time ARMA processes

This paper derives exact discrete time representations for data generated by a continuous time autoregressive moving average (ARMA) system with mixed stock and flow data. The representations for systems comprised entirely of stocks or of flows are also given. In each case the discrete time representations are shown to be of ARMA form, the orders depending on those of the continuous time system. Three examples and applications are also provided, two of which concern the stationary ARMA(2, 1) model with stock variables (with applications to sunspot data and a short-term interest rate) and one concerning the nonstationary ARMA(2, 1) model with a flow variable (with an application to U.S. nondurable consumers’ expenditure). In all three examples the presence of an MA(1) component in the continuous time system has a dramatic impact on eradicating unaccounted-for serial correlation that is present in the discrete time version of the ARMA(2, 0) specification, even though the form of the discrete time model is ARMA(2, 1) for both models.

Real-time application of a constrained predictive controller based on dynamic neural networks with feedback linearization

This paper describes an experimental application of constrained predictive control and feedback linearisation based on dynamic neural networks. It also verifies experimentally a method for handling input constraints, which are transformed by the feedback linearisation mappings. A performance comparison with a PID controller is also provided. The experimental system consists of a laboratory based single link manipulator arm, which is controlled in real time using MATLAB/SIMULINK together with data acquisition equipment.

Automatic near real-time selection of flood water levels from high resolution Synthetic Aperture Radar images for assimilation into hydraulic models: a case study

Flood extents caused by fluvial floods in urban and rural areas may be predicted by hydraulic models. Assimilation may be used to correct the model state and improve the estimates of the model parameters or external forcing. One common observation assimilated is the water level at various points along the modelled reach. Distributed water levels may be estimated indirectly along the flood extents in Synthetic Aperture Radar (SAR) images by intersecting the extents with the floodplain topography. It is necessary to select a subset of levels for assimilation because adjacent levels along the flood extent will be strongly correlated. A method for selecting such a subset automatically and in near real-time is described, which would allow the SAR water levels to be used in a forecasting model. The method first selects candidate waterline points in flooded rural areas having low slope. The waterline levels and positions are corrected for the effects of double reflections between the water surface and emergent vegetation at the flood edge. Waterline points are also selected in flooded urban areas away from radar shadow and layover caused by buildings, with levels similar to those in adjacent rural areas. The resulting points are thinned to reduce spatial autocorrelation using a top-down clustering approach. The method was developed using a TerraSAR-X image from a particular case study involving urban and rural flooding. The waterline points extracted proved to be spatially uncorrelated, with levels reasonably similar to those determined manually from aerial photographs, and in good agreement with those of nearby gauges.

On the long time behavior of free stochastic Schrödinger evolutions

We discuss the time evolution of the wave function which is the solution of a stochastic Schrödinger equation describing the dynamics of a free quantum particle subject to spontaneous localizations in space. We prove global existence and uniqueness of solutions. We observe that there exist three time regimes: the collapse regime, the classical regime and the diffusive regime. Concerning the latter, we assert that the general solution converges almost surely to a diffusing Gaussian wave function having a finite spread both in position as well as in momentum. This paper corrects and completes earlier works on this issue.

The time course of implicit affective picture processing: an eye movement study

Consistent with a negativity bias account, neuroscientific and behavioral evidence demonstrates modulation of even early sensory processes by unpleasant, potentially threat-relevant information. The aim of this research is to assess the extent to which pleasant and unpleasant visual stimuli presented extrafoveally capture attention and impact eye movement control. We report an experiment examining deviations in saccade metrics in the presence of emotional image distractors that are close to a nonemotional target. We additionally manipulate the saccade latency to test when the emotional distractor has its biggest impact on oculomotor control. The results demonstrate that saccade landing position was pulled toward unpleasant distractors, and that this pull was due to the quick saccade responses. Overall, these findings support a negativity bias account of early attentional control and call for the need to consider the time course of motivated attention when affect is implicit

On the use of a time sequence of surface pressures in four-dimensional data assimilation

The possibility of using a time sequence of surface pressure observations in four-dimensional data assimilation is being investigated. It is shown that a linear multilevel quasi-geostrophic model can be updated successfully with surface data alone, provided the number of time levels are at least as many as the number of vertical levels. It is further demonstrated that current statistical analysis procedures are very inefficient to assimilate surface observations, and it is shown by numerical experiments that the vertical interpolation must be carried out using the structure of the most dominating baroclinic mode in order to obtain a satisfactory updating. Different possible ways towards finding a practical solution are being discussed.

Still feeling it: the time course of emotional recovery from an attentional perspective

Emotional reactivity and the time taken to recover, particularly from negative, stressful, events, are inextricably linked, and both are crucial for maintaining well-being. It is unclear, however, to what extent emotional reactivity during stimulus onset predicts the time course of recovery after stimulus offset. To address this question, 25 participants viewed arousing (negative and positive) and neutral pictures from the International Affective Picture System (IAPS) followed by task-relevant face targets, which were to be gender categorized. Faces were presented early (400–1500 ms) or late (2400–3500 ms) after picture offset to capture the time course of recovery from emotional stimuli. Measures of reaction time (RT), as well as face-locked N170 and P3 components were taken as indicators of the impact of lingering emotion on attentional facilitation or interference. Electrophysiological effects revealed negative and positive images to facilitate face-target processing on the P3 component, regardless of temporal interval. At the individual level, increased reactivity to: (1) negative pictures, quantified as the IAPS picture-locked Late Positive Potential (LPP), predicted larger attentional interference on the face-locked P3 component to faces presented in the late time window after picture offset. (2) Positive pictures, denoted by the LPP, predicted larger facilitation on the face-locked P3 component to faces presented in the earlier time window after picture offset. These results suggest that subsequent processing is still impacted up to 3500 ms after the offset of negative pictures and 1500 ms after the offset of positive pictures for individuals reacting more strongly to these pictures, respectively. Such findings emphasize the importance of individual differences in reactivity when predicting the temporality of emotional recovery. The current experimental model provides a novel basis for future research aiming to identify profiles of adaptive and maladaptive recovery.

Time development of small disturbances to plane Couette Flow

The question of linear sheared-disturbance evolution in constant-shear parallel flow is here reexamined with regard to the temporary-amplification phenomenon noted first by Orr in 1907. The results apply directly to Rossby waves on a beta-plane, and are also relevant to the Eady model of baroclinic instability. It is shown that an isotropic initial distribution of standing waves maintains a constant energy level throughout the shearing process, the amplification of some waves being precisely balanced by the decay of the others. An expression is obtained for the energy of a distribution of disturbances whose wavevectors lie within a given angular wedge and an upper bound derived. It is concluded that the case for ubiquitous amplification made in recent studies may have been somewhat overstated: while carefully-chosen individual Fourier components can amplify considerably before they decay. a general distribution will tend to exhibit little or no amplification.

Modelling the time-evolution of phytoplankton size spectra from satellite remote sensing

A dynamic size-structured model is developed for phytoplankton and nutrients in the oceanic mixed layer and applied to extract phytoplankton biomass at discrete size fractions from remotely sensed, ocean-colour data. General relationships between cell size and biophysical processes (such as sinking, grazing, and primary production) of phytoplankton were included in the model through a bottom–up approach. Time-dependent, mixed-layer depth was used as a forcing variable, and a sequential data-assimilation scheme was implemented to derive model trajectories. From a given time-series, the method produces estimates of size-structured biomass at every observation, so estimates seasonal succession of individual phytoplankton size, derived here from remote sensing for the first time. From these estimates, normalized phytoplankton biomass size spectra over a period of 9 years were calculated for one location in the North Atlantic. Further analysis demonstrated that strong relationships exist between the seasonal trends of the estimated size spectra and the mixed-layer depth, nutrient biomass, and total chlorophyll. The results contain useful information on the time-dependent biomass flux in the pelagic ecosystem.

Improving real-time estimates of output and inflation gaps with multiple-vintage models

Real-time estimates of output gaps and inflation gaps differ from the values that are obtained using data available long after the event. Part of the problem is that the data on which the real-time estimates are based is subsequently revised. We show that vector-autoregressive models of data vintages provide forecasts of post-revision values of future observations and of already-released observations capable of improving estimates of output and inflation gaps in real time. Our findings indicate that annual revisions to output and inflation data are in part predictable based on their past vintages.

The time-course of morphological constraints: Evidence from eye-movements during reading

Lexical compounds in English are constrained in that the non-head noun can be an irregular but not a regular plural (e.g. mice eater vs. *rats eater), a contrast that has been argued to derive from a morphological constraint on modifiers inside compounds. In addition, bare nouns are preferred over plural forms inside compounds (e.g. mouse eater vs. mice eater), a contrast that has been ascribed to the semantics of compounds. Measuring eyemovements during reading, this study examined how morphological and semantic information become available over time during the processing of a compound. We found that the morphological constraint affected both early and late eye-movement measures, whereas the semantic constraint for singular non-heads only affected late measures of processing. These results indicate that morphological information becomes available earlier than semantic information during the processing of compounds.

The time-course of morphological constraints: a study of plurals inside derived words

The avoidance of regular but not irregular plurals inside compounds (e.g. *rats eater vs. mice eater) has been one of the most widely studied morphological phenomena in the psycholinguistics literature. To examine whether the constraints that are responsible for this contrast have any general significance beyond compounding, we investigated derived word forms containing regular and irregular plurals in two experiments. Experiment 1 was an offline acceptability judgment task, and experiment 2 measured eye movements during reading derived words containing regular and irregular plurals and uninflected base nouns. The results from both experiments show that the constraint against regular plurals inside compounds generalizes to derived words. We argue that this constraint cannot be reduced to phonological properties, but is instead morphological in nature. The eye-movement data provide detailed information on the time-course of processing derived word forms indicating that early stages of processing are affected by a general constraint that disallows inflected words from feeding derivational processes, and that the more specific constraint against regular plurals comes in at a subsequent later stage of processing. We argue that these results are consistent with stage-based models of language processing.