47 resultados para Distributed lag non-linear model


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DUE TO COPYRIGHT RESTRICTIONS ONLY AVAILABLE FOR CONSULTATION AT ASTON UNIVERSITY LIBRARY AND INFORMATION SERVICES WITH PRIOR ARRANGEMENT

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To achieve the Shannon Capacity Limit, we need to develop practical, effective and deployable non-linear devices to invert the non-linear effects of the transmission line. In this work, we will summarise the progress we are making to realise these, specifically looking at optical phase conjugation and phase regenerators as methods to improve non-linear tolerances. © 2014 IEEE.

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We present measurements on the non-linear temperature response of fibre Bragg gratings recorded in pure and trans-4-stilbenemethanol-doped polymethyl methacrylate (PMMA) holey fibres.

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In recent years, there has been an increasing interest in learning a distributed representation of word sense. Traditional context clustering based models usually require careful tuning of model parameters, and typically perform worse on infrequent word senses. This paper presents a novel approach which addresses these limitations by first initializing the word sense embeddings through learning sentence-level embeddings from WordNet glosses using a convolutional neural networks. The initialized word sense embeddings are used by a context clustering based model to generate the distributed representations of word senses. Our learned representations outperform the publicly available embeddings on half of the metrics in the word similarity task, 6 out of 13 sub tasks in the analogical reasoning task, and gives the best overall accuracy in the word sense effect classification task, which shows the effectiveness of our proposed distributed distribution learning model.

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In this paper we develop set of novel Markov Chain Monte Carlo algorithms for Bayesian smoothing of partially observed non-linear diffusion processes. The sampling algorithms developed herein use a deterministic approximation to the posterior distribution over paths as the proposal distribution for a mixture of an independence and a random walk sampler. The approximating distribution is sampled by simulating an optimized time-dependent linear diffusion process derived from the recently developed variational Gaussian process approximation method. The novel diffusion bridge proposal derived from the variational approximation allows the use of a flexible blocking strategy that further improves mixing, and thus the efficiency, of the sampling algorithms. The algorithms are tested on two diffusion processes: one with double-well potential drift and another with SINE drift. The new algorithm's accuracy and efficiency is compared with state-of-the-art hybrid Monte Carlo based path sampling. It is shown that in practical, finite sample applications the algorithm is accurate except in the presence of large observation errors and low to a multi-modal structure in the posterior distribution over paths. More importantly, the variational approximation assisted sampling algorithm outperforms hybrid Monte Carlo in terms of computational efficiency, except when the diffusion process is densely observed with small errors in which case both algorithms are equally efficient. © 2011 Springer-Verlag.

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We describe a parallel multi-threaded approach for high performance modelling of wide class of phenomena in ultrafast nonlinear optics. Specific implementation has been performed using the highly parallel capabilities of a programmable graphics processor. © 2011 SPIE.

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It is well known that one of the obstacles to effective forecasting of exchange rates is heteroscedasticity (non-stationary conditional variance). The autoregressive conditional heteroscedastic (ARCH) model and its variants have been used to estimate a time dependent variance for many financial time series. However, such models are essentially linear in form and we can ask whether a non-linear model for variance can improve results just as non-linear models (such as neural networks) for the mean have done. In this paper we consider two neural network models for variance estimation. Mixture Density Networks (Bishop 1994, Nix and Weigend 1994) combine a Multi-Layer Perceptron (MLP) and a mixture model to estimate the conditional data density. They are trained using a maximum likelihood approach. However, it is known that maximum likelihood estimates are biased and lead to a systematic under-estimate of variance. More recently, a Bayesian approach to parameter estimation has been developed (Bishop and Qazaz 1996) that shows promise in removing the maximum likelihood bias. However, up to now, this model has not been used for time series prediction. Here we compare these algorithms with two other models to provide benchmark results: a linear model (from the ARIMA family), and a conventional neural network trained with a sum-of-squares error function (which estimates the conditional mean of the time series with a constant variance noise model). This comparison is carried out on daily exchange rate data for five currencies.

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In this work we propose a NLSE-based model of power and spectral properties of the random distributed feedback (DFB) fiber laser. The model is based on coupled set of non-linear Schrödinger equations for pump and Stokes waves with the distributed feedback due to Rayleigh scattering. The model considers random backscattering via its average strength, i.e. we assume that the feedback is incoherent. In addition, this allows us to speed up simulations sufficiently (up to several orders of magnitude). We found that the model of the incoherent feedback predicts the smooth and narrow (comparing with the gain spectral profile) generation spectrum in the random DFB fiber laser. The model allows one to optimize the random laser generation spectrum width varying the dispersion and nonlinearity values: we found, that the high dispersion and low nonlinearity results in narrower spectrum that could be interpreted as four-wave mixing between different spectral components in the quasi-mode-less spectrum of the random laser under study could play an important role in the spectrum formation. Note that the physical mechanism of the random DFB fiber laser formation and broadening is not identified yet. We investigate temporal and statistical properties of the random DFB fiber laser dynamics. Interestingly, we found that the intensity statistics is not Gaussian. The intensity auto-correlation function also reveals that correlations do exist. The possibility to optimize the system parameters to enhance the observed intrinsic spectral correlations to further potentially achieved pulsed (mode-locked) operation of the mode-less random distributed feedback fiber laser is discussed.

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The ERS-1 satellite carries a scatterometer which measures the amount of radiation scattered back toward the satellite by the ocean's surface. These measurements can be used to infer wind vectors. The implementation of a neural network based forward model which maps wind vectors to radar backscatter is addressed. Input noise cannot be neglected. To account for this noise, a Bayesian framework is adopted. However, Markov Chain Monte Carlo sampling is too computationally expensive. Instead, gradient information is used with a non-linear optimisation algorithm to find the maximum em a posteriori probability values of the unknown variables. The resulting models are shown to compare well with the current operational model when visualised in the target space.

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Most traditional methods for extracting the relationships between two time series are based on cross-correlation. In a non-linear non-stationary environment, these techniques are not sufficient. We show in this paper how to use hidden Markov models (HMMs) to identify the lag (or delay) between different variables for such data. We first present a method using maximum likelihood estimation and propose a simple algorithm which is capable of identifying associations between variables. We also adopt an information-theoretic approach and develop a novel procedure for training HMMs to maximise the mutual information between delayed time series. Both methods are successfully applied to real data. We model the oil drilling process with HMMs and estimate a crucial parameter, namely the lag for return.

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Most traditional methods for extracting the relationships between two time series are based on cross-correlation. In a non-linear non-stationary environment, these techniques are not sufficient. We show in this paper how to use hidden Markov models to identify the lag (or delay) between different variables for such data. Adopting an information-theoretic approach, we develop a procedure for training HMMs to maximise the mutual information (MMI) between delayed time series. The method is used to model the oil drilling process. We show that cross-correlation gives no information and that the MMI approach outperforms maximum likelihood.

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The ERS-1 satellite carries a scatterometer which measures the amount of radiation scattered back toward the satellite by the ocean's surface. These measurements can be used to infer wind vectors. The implementation of a neural network based forward model which maps wind vectors to radar backscatter is addressed. Input noise cannot be neglected. To account for this noise, a Bayesian framework is adopted. However, Markov Chain Monte Carlo sampling is too computationally expensive. Instead, gradient information is used with a non-linear optimisation algorithm to find the maximum em a posteriori probability values of the unknown variables. The resulting models are shown to compare well with the current operational model when visualised in the target space.

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Blurred edges appear sharper in motion than when they are stationary. We (Vision Research 38 (1998) 2108) have previously shown how such distortions in perceived edge blur may be accounted for by a model which assumes that luminance contrast is encoded by a local contrast transducer whose response becomes progressively more compressive as speed increases. If the form of the transducer is fixed (independent of contrast) for a given speed, then a strong prediction of the model is that motion sharpening should increase with increasing contrast. We measured the sharpening of periodic patterns over a large range of contrasts, blur widths and speeds. The results indicate that whilst sharpening increases with speed it is practically invariant with contrast. The contrast invariance of motion sharpening is not explained by an early, static compressive non-linearity alone. However, several alternative explanations are also inconsistent with these results. We show that if a dynamic contrast gain control precedes the static non-linear transducer then motion sharpening, its speed dependence, and its invariance with contrast, can be predicted with reasonable accuracy. © 2003 Elsevier Science Ltd. All rights reserved.

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This thesis describes an experimental and analytic study of the effects of magnetic non-linearity and finite length on the loss and field distribution in solid iron due to a travelling mmf wave. In the first half of the thesis, a two-dimensional solution is developed which accounts for the effects of both magnetic non-linearity and eddy-current reaction; this solution is extended, in the second half, to a three-dimensional model. In the two-dimensional solution, new equations for loss and flux/pole are given; these equations contain the primary excitation, the machine parameters and factors describing the shape of the normal B-H curve. The solution applies to machines of any air-gap length. The conditions for maximum loss are defined, and generalised torque/frequency curves are obtained. A relationship between the peripheral component of magnetic field on the surface of the iron and the primary excitation is given. The effects of magnetic non-linearity and finite length are combined analytically by introducing an equivalent constant permeability into a linear three-dimensional analysis. The equivalent constant permeability is defined from the non-linear solution for the two-dimensional magnetic field at the axial centre of the machine to avoid iterative solutions. In the linear three-dimensional analysis, the primary excitation in the passive end-regions of the machine is set equal to zero and the secondary end faces are developed onto the air-gap surface. The analyses, and the assumptions on which they are based, were verified on an experimental machine which consists of a three-phase rotor and alternative solid iron stators, one with copper end rings, and one without copper end rings j the main dimensions of the two stators are identical. Measurements of torque, flux /pole, surface current density and radial power flow were obtained for both stators over a range of frequencies and excitations. Comparison of the measurements on the two stators enabled the individual effects of finite length and saturation to be identified, and the definition of constant equivalent permeability to be verified. The penetration of the peripheral flux into the stator with copper end rings was measured and compared with theoretical penetration curves. Agreement between measured and theoretical results was generally good.

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Reversed-pahse high-performance liquid chromatographic (HPLC) methods were developed for the assay of indomethacin, its decomposition products, ibuprofen and its (tetrahydro-2-furanyl)methyl-, (tetrahydro-2-(2H)pyranyl)methyl- and cyclohexylmethyl esters. The development and application of these HPLC systems were studied. A number of physico-chemical parameters that affect percutaneous absorption were investigated. The pKa values of indomethacin and ibuprofen were determined using the solubility method. Potentiometric titration and the Taft equation were also used for ibuprofen. The incorporation of ethanol or propylene glycol in the solvent resulted in an improvement in the aqueous solubility of these compounds. The partition coefficients were evaluated in order to establish the affinity of these drugs towards the stratum corneum. The stability of indomethacin and of ibuprofen esters were investigated and the effect of temperature and pH on the decomposition rates were studied. The effect of cetyltrimethylammonium bromide on the alkaline degradation of indomethacin was also followed. In the presence of alcohol, indomethacin alcoholysis was observed and the kinetics of decomposition were subjected to non-linear regression analysis and the rate constants for the various pathways were quantified. The non-isothermal, sufactant non-isoconcentration and non-isopH degradation of indomethacin were investigated. The analysis of the data was undertaken using NONISO, a BASIC computer program. The degradation profiles obtained from both non-iso and iso-kinetic studies show that there is close concordance in the results. The metabolic biotransformation of ibuprofen esters was followed using esterases from hog liver and rat skin homogenates. The results showed that the esters were very labile under these conditions. The presence of propylene glycol affected the rates of enzymic hydrolysis of the ester. The hydrolysis is modelled using an equation involving the dielectric constant of the medium. The percutaneous absorption of indomethacin and of ibuprofen and its esters was followed from solutions using an in vitro excised human skin model. The absorption profiles followed first order kinetics. The diffusion process was related to their solubility and to the human skin/solvent partition coefficient. The percutaneous absorption of two ibuprofen esters from suspensions in 20% propylene glycol-water were also followed through rat skin with only ibuprofen being detected in the receiver phase. The sensitivity of ibuprofen esters to enzymic hydrolysis compared to the chemical hydrolysis may prove valuable in the formulation of topical delivery systems.