Delay estimation for multivariate time series

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.

Time delay estimation with hidden Markov models

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.

Enhanced slotted aloha protocols for underwater sensor networks with large propagation delay

Recently underwater sensor networks (UWSN) attracted large research interests. Medium access control (MAC) is one of the major challenges faced by UWSN due to the large propagation delay and narrow channel bandwidth of acoustic communications used for UWSN. Widely used slotted aloha (S-Aloha) protocol suffers large performance loss in UWSNs, which can only achieve performance close to pure aloha (P-Aloha). In this paper we theoretically model the performances of S-Aloha and P-Aloha protocols and analyze the adverse impact of propagation delay. According to the observation on the performances of S-Aloha protocol we propose two enhanced S-Aloha protocols in order to minimize the adverse impact of propagation delay on S-Aloha protocol. The first enhancement is a synchronized arrival S-Aloha (SA-Aloha) protocol, in which frames are transmitted at carefully calculated time to align the frame arrival time with the start of time slots. Propagation delay is taken into consideration in the calculation of transmit time. As estimation error on propagation delay may exist and can affect network performance, an improved SA-Aloha (denoted by ISA-Aloha) is proposed, which adjusts the slot size according to the range of delay estimation errors. Simulation results show that both SA-Aloha and ISA-Aloha perform remarkably better than S-Aloha and P-Aloha for UWSN, and ISA-Aloha is more robust even when the propagation delay estimation error is large. © 2011 IEEE.

Comments on multiple oscillatory solutions in systems with time-delay feedback

A complex Ginzburg-Landau equation subjected to local and global time-delay feedback terms is considered. In particular, multiple oscillatory solutions and their properties are studied. We present novel results regarding the disappearance of limit cycle solutions, derive analytical criteria for frequency degeneration, amplitude degeneration, frequency extrema. Furthermore, we discuss the influence of the phase shift parameter and show analytically that the stabilization of the steady state and the decay of all oscillations (amplitude death) cannot happen for global feedback only. Finally, we explain the onset of traveling wave patterns close to the regime of amplitude death.

Integrated project evaluation and selection using multiple-attribute decision-making technique

The evaluation and selection of industrial projects before investment decision is customarily done using marketing, technical and financial information. Subsequently, environmental impact assessment and social impact assessment are carried out mainly to satisfy the statutory agencies. Because of stricter environment regulations in developed and developing countries, quite often impact assessment suggests alternate sites, technologies, designs, and implementation methods as mitigating measures. This causes considerable delay to complete project feasibility analysis and selection as complete analysis requires to be taken up again and again till the statutory regulatory authority approves the project. Moreover, project analysis through above process often results sub-optimal project as financial analysis may eliminate better options, as more environment friendly alternative will always be cost intensive. In this circumstance, this study proposes a decision support system, which analyses projects with respect to market, technicalities, and social and environmental impact in an integrated framework using analytic hierarchy process, a multiple-attribute decision-making technique. This not only reduces duration of project evaluation and selection, but also helps select optimal project for the organization for sustainable development. The entire methodology has been applied to a cross-country oil pipeline project in India and its effectiveness has been demonstrated. © 2005 Elsevier B.V. All rights reserved.

Recovery of multiple amplitude levels from a DQPSK NRZ signal using a single Mach-Zehnder Interferometer

In this research the recovery of a DQPSK signal will be demonstrated using a single Mach-Zehnder Interferometer (MZI). By changing the phase delay in one of the arms it will be shown that different delays will produce different output levels. It will also be shown that with a certain level of phase shift the DQPSK signal can be converted into four different equally spaced optical power levels. With each decoded level representing one of the four possible bit permutations. By using this additional phase shift in one of the arms the number of MZIs required for decoding can be reduced from two to one.

The role of illness perceptions:psychological distress and treatment seeking delay in patients with genital warts.

This study examined the relationships between illness perceptions, psychological distress and treatment-seeking delay in genital warts patients. Sixty-six genital warts patients were approached while attending a sexual health clinic. They completed a questionnaire assessing their illness perceptions, psychological distress and treatment-seeking delay. Negative perceptions of illness consequences and control and a perceived cyclical timeline were associated with increased psychological distress. Perceived illness consequences maintained significance in a multiple regression equation, which accounted for 25% variance in distress. Depression was associated with treatment-seeking delay (r = 0.28, P = 0.03). In conclusion, illness perceptions may play an important role in the experience of psychological distress in genital warts patients. The implications of these findings for the design of health-care interventions are discussed.

What's in a broken promissory obligation? Developing and testing a multiple component form measure of psychological contract breach

While the literature has suggested the possibility of breach being composed of multiple facets, no previous study has investigated this possibility empirically. This study examined the factor structure of typical component forms in order to develop a multiple component form measure of breach. Two studies were conducted. In study 1 (N = 420) multi-item measures based on causal indicators representing promissory obligations were developed for the five potential component forms (delay, magnitude, type/form, inequity and reciprocal imbalance). Exploratory factor analysis showed that the five components loaded onto one higher order factor, namely psychological contract breach suggesting that breach is composed of different aspects rather than types of breach. Confirmatory factor analysis provided further evidence for the proposed model. In addition, the model achieved high construct reliability and showed good construct, convergent, discriminant and predictive validity. Study 2 data (N = 189), used to validate study 1 results, compared the multiple-component measure with an established multiple item measure of breach (rather than a single item as in study 1) and also tested for discriminant validity with an established multiple item measure of violation. Findings replicated those in study 1. The findings have important implications for considering alternative, more comprehensive and elaborate ways of assessing breach.

Probabilistic multiple model neural network based leak detection system:experimental study

This paper presents an effective decision making system for leak detection based on multiple generalized linear models and clustering techniques. The training data for the proposed decision system is obtained by setting up an experimental pipeline fully operational distribution system. The system is also equipped with data logging for three variables; namely, inlet pressure, outlet pressure, and outlet flow. The experimental setup is designed such that multi-operational conditions of the distribution system, including multi pressure and multi flow can be obtained. We then statistically tested and showed that pressure and flow variables can be used as signature of leak under the designed multi-operational conditions. It is then shown that the detection of leakages based on the training and testing of the proposed multi model decision system with pre data clustering, under multi operational conditions produces better recognition rates in comparison to the training based on the single model approach. This decision system is then equipped with the estimation of confidence limits and a method is proposed for using these confidence limits for obtaining more robust leakage recognition results.

Pulse width modulation (PWM) method for power components estimation in power meters

The scope of this paper is to present the Pulse Width Modulation (PWM) based method for Active Power (AP) and Reactive Power (RP) measurements as can be applied in Power Meters. Necessarily, the main aim of the material presented is a twofold, first to present a realization methodology of the proposed algorithm, and second to verify the algorithm’s robustness and validity. The method takes advantage of the fact that frequencies present in a power line are of a specific fundamental frequency range (a range centred on the 50 Hz or 60 Hz) and that in case of the presence of harmonics the frequencies of those dominating in the power line spectrum can be specified on the basis of the fundamental. In contrast to a number of existing methods a time delay or shifting of the input signal is not required by the method presented and the time delay by n/2 of the Current signal with respect to the Voltage signal required by many of the existing measurement techniques, does not apply in the case of the PWM method as well.

Estimation of ocular volume from axial length

Background/aims - To determine which biometric parameters provide optimum predictive power for ocular volume. Methods - Sixty-seven adult subjects were scanned with a Siemens 3-T MRI scanner. Mean spherical error (MSE) (D) was measured with a Shin-Nippon autorefractor and a Zeiss IOLMaster used to measure (mm) axial length (AL), anterior chamber depth (ACD) and corneal radius (CR). Total ocular volume (TOV) was calculated from T2-weighted MRIs (voxel size 1.0 mm3) using an automatic voxel counting and shading algorithm. Each MR slice was subsequently edited manually in the axial, sagittal and coronal plane, the latter enabling location of the posterior pole of the crystalline lens and partitioning of TOV into anterior (AV) and posterior volume (PV) regions. Results - Mean values (±SD) for MSE (D), AL (mm), ACD (mm) and CR (mm) were −2.62±3.83, 24.51±1.47, 3.55±0.34 and 7.75±0.28, respectively. Mean values (±SD) for TOV, AV and PV (mm3) were 8168.21±1141.86, 1099.40±139.24 and 7068.82±1134.05, respectively. TOV showed significant correlation with MSE, AL, PV (all p<0.001), CR (p=0.043) and ACD (p=0.024). Bar CR, the correlations were shown to be wholly attributable to variation in PV. Multiple linear regression indicated that the combination of AL and CR provided optimum R2 values of 79.4% for TOV. Conclusion - Clinically useful estimations of ocular volume can be obtained from measurement of AL and CR.

Optical fibre limits:an approach using ASE channel estimation

In this talk we investigate the usage of spectrally shaped amplified spontaneous emission (ASE) in order to emulate highly dispersed wavelength division multiplexed (WDM) signals in an optical transmission system. Such a technique offers various simplifications to large scale WDM experiments. Not only does it offer a reduction in transmitter complexity, removing the need for multiple source lasers, it potentially reduces the test and measurement complexity by requiring only the centre channel of a WDM system to be measured in order to estimate WDM worst case performance. The use of ASE as a test and measurement tool is well established in optical communication systems and several measurement techniques will be discussed [1, 2]. One of the most prevalent uses of ASE is in the measurement of receiver sensitivity where ASE is introduced in order to degrade the optical signal to noise ratio (OSNR) and measure the resulting bit error rate (BER) at the receiver. From an analytical point of view noise has been used to emulate system performance, the Gaussian Noise model is used as an estimate of highly dispersed signals and has had consider- able interest [3]. The work to be presented here extends the use of ASE by using it as a metric to emulate highly dispersed WDM signals and in the process reduce WDM transmitter complexity and receiver measurement time in a lab environment. Results thus far have indicated [2] that such a transmitter configuration is consistent with an AWGN model for transmission, with modulation format complexity and nonlinearities playing a key role in estimating the performance of systems utilising the ASE channel emulation technique. We conclude this work by investigating techniques capable of characterising the nonlinear and damage limits of optical fibres and the resultant information capacity limits. REFERENCES McCarthy, M. E., N. Mac Suibhne, S. T. Le, P. Harper, and A. D. Ellis, “High spectral efficiency transmission emulation for non-linear transmission performance estimation for high order modulation formats," 2014 European Conference on IEEE Optical Communication (ECOC), 2014. 2. Ellis, A., N. Mac Suibhne, F. Gunning, and S. Sygletos, “Expressions for the nonlinear trans- mission performance of multi-mode optical fiber," Opt. Express, Vol. 21, 22834{22846, 2013. Vacondio, F., O. Rival, C. Simonneau, E. Grellier, A. Bononi, L. Lorcy, J. Antona, and S. Bigo, “On nonlinear distortions of highly dispersive optical coherent systems," Opt. Express, Vol. 20, 1022-1032, 2012.

On the group delay statistics of few-mode fibres with intermediate linear mode coupling

We report an investigation on the statistics of group delay for few-mode fibres operating in the weak and strong linear coupling regimes as well as in the intermediate coupling regime. A single expression linking the standard deviation of the group delay spread to the fibre linear mode coupling is validated for any coupling regime, considering up to six linearly polarized guided modes. Furthermore, the study of the probability density function of the group delays allowed deriving and validating an analytical estimation for the maximum group delay spread as a function of linear mode coupling.