Improving the predictability of time series by chaotic parameter estimation

Limited literature regarding parameter estimation of dynamic systems has been identified as the central-most reason for not having parametric bounds in chaotic time series. However, literature suggests that a chaotic system displays a sensitive dependence on initial conditions, and our study reveals that the behavior of chaotic system: is also sensitive to changes in parameter values. Therefore, parameter estimation technique could make it possible to establish parametric bounds on a nonlinear dynamic system underlying a given time series, which in turn can improve predictability. By extracting the relationship between parametric bounds and predictability, we implemented chaos-based models for improving prediction in time series. ^ This study describes work done to establish bounds on a set of unknown parameters. Our research results reveal that by establishing parametric bounds, it is possible to improve the predictability of any time series, although the dynamics or the mathematical model of that series is not known apriori. In our attempt to improve the predictability of various time series, we have established the bounds for a set of unknown parameters. These are: (i) the embedding dimension to unfold a set of observation in the phase space, (ii) the time delay to use for a series, (iii) the number of neighborhood points to use for avoiding detection of false neighborhood and, (iv) the local polynomial to build numerical interpolation functions from one region to another. Using these bounds, we are able to get better predictability in chaotic time series than previously reported. In addition, the developments of this dissertation can establish a theoretical framework to investigate predictability in time series from the system-dynamics point of view. ^ In closing, our procedure significantly reduces the computer resource usage, as the search method is refined and efficient. Finally, the uniqueness of our method lies in its ability to extract chaotic dynamics inherent in non-linear time series by observing its values. ^

Makespan minimization in a job shop with a batch processing machine

A job shop with one batch processing and several discrete machines is analyzed. Given a set of jobs, their process routes, processing requirements, and size, the objective is to schedule the jobs such that the makespan is minimized. The batch processing machine can process a batch of jobs as long as the machine capacity is not violated. The batch processing time is equal to the longest processing job in the batch. The problem under study can be represented as Jm:batch:Cmax. If no batches were formed, the scheduling problem under study reduces to the classical job shop scheduling problem (i.e. Jm:: Cmax), which is known to be NP-hard. This research extends the scheduling literature by combining Jm::Cmax with batch processing. The primary contributions are the mathematical formulation, a new network representation and several solution approaches. The problem under study is observed widely in metal working and other industries, but received limited or no attention due to its complexity. A novel network representation of the problem using disjunctive and conjunctive arcs, and a mathematical formulation are proposed to minimize the makespan. Besides that, several algorithms, like batch forming heuristics, dispatching rules, Modified Shifting Bottleneck, Tabu Search (TS) and Simulated Annealing (SA), were developed and implemented. An experimental study was conducted to evaluate the proposed heuristics, and the results were compared to those from a commercial solver (i.e., CPLEX). TS and SA, with the combination of MWKR-FF as the initial solution, gave the best solutions among all the heuristics proposed. Their results were close to CPLEX; and for some larger instances, with total operations greater than 225, they were competitive in terms of solution quality and runtime. For some larger problem instances, CPLEX was unable to report a feasible solution even after running for several hours. Between SA and the experimental study indicated that SA produced a better average Cmax for all instances. The solution approaches proposed will benefit practitioners to schedule a job shop (with both discrete and batch processing machines) more efficiently. The proposed solution approaches are easier to implement and requires short run times to solve large problem instances.

Ranked search on data graphs

Graph-structured databases are widely prevalent, and the problem of effective search and retrieval from such graphs has been receiving much attention recently. For example, the Web can be naturally viewed as a graph. Likewise, a relational database can be viewed as a graph where tuples are modeled as vertices connected via foreign-key relationships. Keyword search querying has emerged as one of the most effective paradigms for information discovery, especially over HTML documents in the World Wide Web. One of the key advantages of keyword search querying is its simplicity—users do not have to learn a complex query language, and can issue queries without any prior knowledge about the structure of the underlying data. The purpose of this dissertation was to develop techniques for user-friendly, high quality and efficient searching of graph structured databases. Several ranked search methods on data graphs have been studied in the recent years. Given a top-k keyword search query on a graph and some ranking criteria, a keyword proximity search finds the top-k answers where each answer is a substructure of the graph containing all query keywords, which illustrates the relationship between the keyword present in the graph. We applied keyword proximity search on the web and the page graph of web documents to find top-k answers that satisfy user’s information need and increase user satisfaction. Another effective ranking mechanism applied on data graphs is the authority flow based ranking mechanism. Given a top- k keyword search query on a graph, an authority-flow based search finds the top-k answers where each answer is a node in the graph ranked according to its relevance and importance to the query. We developed techniques that improved the authority flow based search on data graphs by creating a framework to explain and reformulate them taking in to consideration user preferences and feedback. We also applied the proposed graph search techniques for Information Discovery over biological databases. Our algorithms were experimentally evaluated for performance and quality. The quality of our method was compared to current approaches by using user surveys.

A search for an exotic meson in the gamma + P decaying to delta++ + pi- + eta reaction

A Partial Waves Analysis (PWA) of γp → Δ ++X → pπ+ π - (η) data taken with the CLAS detector at Jefferson Lab is presented in this work. This reaction is of interest because the Δ++ restricts the isospin of the possible X states, leaving the PWA with a smaller combination of partial waves, making it ideal to look for exotic mesons. It was proposed by Isgur and Paton that photoproduction is a plausible source for the Jpc=1–+ state through flux tube excitation. The π1(1400) is such a state that has been produced with the use of hadron production but it has yet to be seen in photoproduction. A mass independent amplitude analysis of this channel was performed, followed by a mass dependent fit to extract the resonance parameters. The procedure used an event-based maximum likelihood method to maintain all correlations in the kinematics. The intensity and phase motion is mapped out for the contributing signals without requiring assumptions about the underlying processes. The strength of the PWA is in the analysis of the phase motion, which for resonance behavior is well defined. In the data presented, the ηπ– invariant mass spectrum shows contributions from the a0(980) and a2(1320) partial waves. No π1 was observed under a clear a2 signal after the angular distributions of the decay products were analyzed using an amplitude analysis. In addition, this dissertation discusses trends in the data, along with the implemented techniques.

Molecular studies in gorgonian alloimmunity : search for gene homologs of the immunoglobulin gene superfamily in Swiftia exserta

Humoral and cells surface molecules of the mammalian immune system, grouped into the Immunoglobulin Gene Superfamily, share protein structure and gene sequence homologies with molecules found among diverse phylogenetic groups. In histocompatibility studies, the gorgonian coral Swiftia exserta has recently demonstrated specific alloimmunity with memory (Salter-Cid and Bigger, 1991. Biological Bulletin Vol 181). In an attempt to shed light on the origins of this gene family and the evolution of the vertebrate immune response, genomic DNA from Swiftia exserta was isolated, purified, and analyzed by Southern blot hybridization with mouse gene probes corresponding to two molecules of the Immunoglobulin Gene Superfamily, the Thy-1 antigen, and the alpha-3 domain of the MHC Class I histocompatibility marker. Hybridizations were conducted under low to non-stringent conditions to allow binding of mismatched homologs that may exist between the mouse gene probes and the Swiftia DNA. Removal of non-specific binding (sequences less than 70% homologous) occurred in washing steps. Results show that with the probes selected, the method chosen, and the conditions applied, no evidence of sequences of 70% or greater homology to the mouse Thy-1 or MHC Class I alpha-3 genes exist in Swiftia exserta genome.