Can wavelets improve the representation of forecast error covariances in variational data assimilation?

Two wavelet-based control variable transform schemes are described and are used to model some important features of forecast error statistics for use in variational data assimilation. The first is a conventional wavelet scheme and the other is an approximation of it. Their ability to capture the position and scale-dependent aspects of covariance structures is tested in a two-dimensional latitude-height context. This is done by comparing the covariance structures implied by the wavelet schemes with those found from the explicit forecast error covariance matrix, and with a non-wavelet- based covariance scheme used currently in an operational assimilation scheme. Qualitatively, the wavelet-based schemes show potential at modeling forecast error statistics well without giving preference to either position or scale-dependent aspects. The degree of spectral representation can be controlled by changing the number of spectral bands in the schemes, and the least number of bands that achieves adequate results is found for the model domain used. Evidence is found of a trade-off between the localization of features in positional and spectral spaces when the number of bands is changed. By examining implied covariance diagnostics, the wavelet-based schemes are found, on the whole, to give results that are closer to diagnostics found from the explicit matrix than from the nonwavelet scheme. Even though the nature of the covariances has the right qualities in spectral space, variances are found to be too low at some wavenumbers and vertical correlation length scales are found to be too long at most scales. The wavelet schemes are found to be good at resolving variations in position and scale-dependent horizontal length scales, although the length scales reproduced are usually too short. The second of the wavelet-based schemes is often found to be better than the first in some important respects, but, unlike the first, it has no exact inverse transform.

A new set of orthogonal patterns in weather and climate: Optimally interpolated patterns.

A new spectral-based approach is presented to find orthogonal patterns from gridded weather/climate data. The method is based on optimizing the interpolation error variance. The optimally interpolated patterns (OIP) are then given by the eigenvectors of the interpolation error covariance matrix, obtained using the cross-spectral matrix. The formulation of the approach is presented, and the application to low-dimension stochastic toy models and to various reanalyses datasets is performed. In particular, it is found that the lowest-frequency patterns correspond to largest eigenvalues, that is, variances, of the interpolation error matrix. The approach has been applied to the Northern Hemispheric (NH) and tropical sea level pressure (SLP) and to the Indian Ocean sea surface temperature (SST). Two main OIP patterns are found for the NH SLP representing respectively the North Atlantic Oscillation and the North Pacific pattern. The leading tropical SLP OIP represents the Southern Oscillation. For the Indian Ocean SST, the leading OIP pattern shows a tripole-like structure having one sign over the eastern and north- and southwestern parts and an opposite sign in the remaining parts of the basin. The pattern is also found to have a high lagged correlation with the Niño-3 index with 6-months lag.

Efficient modeling and inference for event-related fMRI data

Event-related functional magnetic resonance imaging (efMRI) has emerged as a powerful technique for detecting brains' responses to presented stimuli. A primary goal in efMRI data analysis is to estimate the Hemodynamic Response Function (HRF) and to locate activated regions in human brains when specific tasks are performed. This paper develops new methodologies that are important improvements not only to parametric but also to nonparametric estimation and hypothesis testing of the HRF. First, an effective and computationally fast scheme for estimating the error covariance matrix for efMRI is proposed. Second, methodologies for estimation and hypothesis testing of the HRF are developed. Simulations support the effectiveness of our proposed methods. When applied to an efMRI dataset from an emotional control study, our method reveals more meaningful findings than the popular methods offered by AFNI and FSL. (C) 2008 Elsevier B.V. All rights reserved.

A tunable radial basis function model for nonlinear system identification using particle swarm optimisation

A tunable radial basis function (RBF) network model is proposed for nonlinear system identification using particle swarm optimisation (PSO). At each stage of orthogonal forward regression (OFR) model construction, PSO optimises one RBF unit's centre vector and diagonal covariance matrix by minimising the leave-one-out (LOO) mean square error (MSE). This PSO aided OFR automatically determines how many tunable RBF nodes are sufficient for modelling. Compared with the-state-of-the-art local regularisation assisted orthogonal least squares algorithm based on the LOO MSE criterion for constructing fixed-node RBF network models, the PSO tuned RBF model construction produces more parsimonious RBF models with better generalisation performance and is computationally more efficient.

Nonlinear system identification using particle swarm optimisation tuned radial basis function models

A novel particle swarm optimisation (PSO) tuned radial basis function (RBF) network model is proposed for identification of non-linear systems. At each stage of orthogonal forward regression (OFR) model construction process, PSO is adopted to tune one RBF unit's centre vector and diagonal covariance matrix by minimising the leave-one-out (LOO) mean square error (MSE). This PSO aided OFR automatically determines how many tunable RBF nodes are sufficient for modelling. Compared with the-state-of-the-art local regularisation assisted orthogonal least squares algorithm based on the LOO MSE criterion for constructing fixed-node RBF network models, the PSO tuned RBF model construction produces more parsimonious RBF models with better generalisation performance and is often more efficient in model construction. The effectiveness of the proposed PSO aided OFR algorithm for constructing tunable node RBF models is demonstrated using three real data sets.

Identification of nonlinear systems using generalized kernel models

Nonlinear system identification is considered using a generalized kernel regression model. Unlike the standard kernel model, which employs a fixed common variance for all the kernel regressors, each kernel regressor in the generalized kernel model has an individually tuned diagonal covariance matrix that is determined by maximizing the correlation between the training data and the regressor using a repeated guided random search based on boosting optimization. An efficient construction algorithm based on orthogonal forward regression with leave-one-out (LOO) test statistic and local regularization (LR) is then used to select a parsimonious generalized kernel regression model from the resulting full regression matrix. The proposed modeling algorithm is fully automatic and the user is not required to specify any criterion to terminate the construction procedure. Experimental results involving two real data sets demonstrate the effectiveness of the proposed nonlinear system identification approach.

Construction of tunable radial basis function networks using orthogonal forward selection

An orthogonal forward selection (OFS) algorithm based on leave-one-out (LOO) criteria is proposed for the construction of radial basis function (RBF) networks with tunable nodes. Each stage of the construction process determines an RBF node, namely, its center vector and diagonal covariance matrix, by minimizing the LOO statistics. For regression application, the LOO criterion is chosen to be the LOO mean-square error, while the LOO misclassification rate is adopted in two-class classification application. This OFS-LOO algorithm is computationally efficient, and it is capable of constructing parsimonious RBF networks that generalize well. Moreover, the proposed algorithm is fully automatic, and the user does not need to specify a termination criterion for the construction process. The effectiveness of the proposed RBF network construction procedure is demonstrated using examples taken from both regression and classification applications.

Kernel classifier construction using orthogonal forward selection and boosting with Fisher ratio class separability measure

A greedy technique is proposed to construct parsimonious kernel classifiers using the orthogonal forward selection method and boosting based on Fisher ratio for class separability measure. Unlike most kernel classification methods, which restrict kernel means to the training input data and use a fixed common variance for all the kernel terms, the proposed technique can tune both the mean vector and diagonal covariance matrix of individual kernel by incrementally maximizing Fisher ratio for class separability measure. An efficient weighted optimization method is developed based on boosting to append kernels one by one in an orthogonal forward selection procedure. Experimental results obtained using this construction technique demonstrate that it offers a viable alternative to the existing state-of-the-art kernel modeling methods for constructing sparse Gaussian radial basis function network classifiers. that generalize well.

Particle swarm optimization aided orthogonal forward regression for unified data modeling

We propose a unified data modeling approach that is equally applicable to supervised regression and classification applications, as well as to unsupervised probability density function estimation. A particle swarm optimization (PSO) aided orthogonal forward regression (OFR) algorithm based on leave-one-out (LOO) criteria is developed to construct parsimonious radial basis function (RBF) networks with tunable nodes. Each stage of the construction process determines the center vector and diagonal covariance matrix of one RBF node by minimizing the LOO statistics. For regression applications, the LOO criterion is chosen to be the LOO mean square error, while the LOO misclassification rate is adopted in two-class classification applications. By adopting the Parzen window estimate as the desired response, the unsupervised density estimation problem is transformed into a constrained regression problem. This PSO aided OFR algorithm for tunable-node RBF networks is capable of constructing very parsimonious RBF models that generalize well, and our analysis and experimental results demonstrate that the algorithm is computationally even simpler than the efficient regularization assisted orthogonal least square algorithm based on LOO criteria for selecting fixed-node RBF models. Another significant advantage of the proposed learning procedure is that it does not have learning hyperparameters that have to be tuned using costly cross validation. The effectiveness of the proposed PSO aided OFR construction procedure is illustrated using several examples taken from regression and classification, as well as density estimation applications.

Probability density estimation with tunable kernels using orthogonal forward regression

A generalized or tunable-kernel model is proposed for probability density function estimation based on an orthogonal forward regression procedure. Each stage of the density estimation process determines a tunable kernel, namely, its center vector and diagonal covariance matrix, by minimizing a leave-one-out test criterion. The kernel mixing weights of the constructed sparse density estimate are finally updated using the multiplicative nonnegative quadratic programming algorithm to ensure the nonnegative and unity constraints, and this weight-updating process additionally has the desired ability to further reduce the model size. The proposed tunable-kernel model has advantages, in terms of model generalization capability and model sparsity, over the standard fixed-kernel model that restricts kernel centers to the training data points and employs a single common kernel variance for every kernel. On the other hand, it does not optimize all the model parameters together and thus avoids the problems of high-dimensional ill-conditioned nonlinear optimization associated with the conventional finite mixture model. Several examples are included to demonstrate the ability of the proposed novel tunable-kernel model to effectively construct a very compact density estimate accurately.

Radial basis function classifier construction using particle swarm optimisation aided orthogonal forward regression

We develop a particle swarm optimisation (PSO) aided orthogonal forward regression (OFR) approach for constructing radial basis function (RBF) classifiers with tunable nodes. At each stage of the OFR construction process, the centre vector and diagonal covariance matrix of one RBF node is determined efficiently by minimising the leave-one-out (LOO) misclassification rate (MR) using a PSO algorithm. Compared with the state-of-the-art regularisation assisted orthogonal least square algorithm based on the LOO MR for selecting fixednode RBF classifiers, the proposed PSO aided OFR algorithm for constructing tunable-node RBF classifiers offers significant advantages in terms of better generalisation performance and smaller model size as well as imposes lower computational complexity in classifier construction process. Moreover, the proposed algorithm does not have any hyperparameter that requires costly tuning based on cross validation.

Simplified recursive identifier for ARMA processes

Symmetrical behaviour of the covariance matrix and the positive-definite criterion are used to simplify identification of single-input/single-output systems using recursive least squares. Simulation results are obtained and these are compared with ordinary recursive least squares. The adaptive nature of the identifier is verified by varying the system parameters on convergence.

A linear CDMA detector based on minimum variance distortionless response (MVDR)

A bit-level processing (BLP) based linear CDMA detector is derived following the principle of minimum variance distortionless response (MVDR). The combining taps for the MVDR detector are determined from (1) the covariance matrix of the matched filter output, and (2) the corresponding row (or column) of the user correlation matrix. Due to the interference suppression capability of MVDR and the fact that no inversion of the user correlation matrix is involved, the influence of the synchronisation errors is greatly reduced. The detector performance is demonstrated via computer simulations (both synchronisation errors and intercell interference are considered).

Detecting the number of signals using antenna array: a single threshold solution

A new approach is presented to identify the number of incoming signals in antenna array processing. The new method exploits the inherent properties existing in the noise eigenvalues of the covariance matrix of the array output. A single threshold has been established concerning information about the signal and noise strength, data length, and array size. When the subspace-based algorithms are adopted the computation cost of the signal number detector can almost be neglected. The performance of the threshold is robust against low SNR and short data length.