980 resultados para Autoregressive moving average (ARMA)


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Plakhov, A.Y.; Torres, D., (2005) 'Newton's aerodynamic problem in media of chaotically moving particles', Sbornik: Mathematics 196(6) pp.885-933 RAE2008

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The spatial variability of aerosol number and mass along roads was determined in different regions (urban, rural and coastal-marine) of the Netherlands. A condensation particle counter (CPC) and an optical aerosol spectrometer (LAS-X) were installed in a van along with a global positioning system (GPS). Concentrations were measured with high-time resolutions while driving allowing investigations not possible with stationary equipment. In particular, this approach proves to be useful to identify those locations where numbers and mass attain high levels ('hot spots'). In general, concentrations of number and mass of particulate matter increase along with the degree of urbanisation, with number concentration being the more sensitive indicator. The lowest particle numbers and PM1-concentrations are encountered in a coastal and rural area: <5000cm-3 and 6μgm-3, respectively. The presence of sea-salt material along the North-Sea coast enhances PM>1-concentrations compared to inland levels. High-particle numbers are encountered on motorways correlating with traffic intensity; the largest average number concentration is measured on the ring motorway around Amsterdam: about 160000cm-3 (traffic intensity 100000vehday-1). Peak values occur in tunnels where numbers exceed 106cm-3. Enhanced PM1 levels (i.e. larger than 9μgm-3) exist on motorways, major traffic roads and in tunnels. The concentrations of PM>1 appear rather uniformly distributed (below 6μgm-3 for most observations). On the urban scale, (large) spatial variations in concentration can be explained by varying intensities of traffic and driving patterns. The highest particle numbers are measured while being in traffic congestions or when behind a heavy diesel-driven vehicle (up to 600×103cm-3). Relatively high numbers are observed during the passages of crossings and, at a decreasing rate, on main roads with much traffic, quiet streets and residential areas with limited traffic. The number concentration exhibits a larger variability than mass: the mass concentration on city roads with much traffic is 12% higher than in a residential area at the edge of the same city while the number of particles changes by a factor of two (due to the presence of the ultrafine particles (aerodynamic diameter <100nm). It is further indicated that people residing at some 100m downwind a major traffic source are exposed to (still) 40% more particles than those living in the urban background areas. © 2004 Elsevier Ltd. All rights reserved.

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This paper derives the ARMA representation of integrated and realized variances when the spot variance depends linearly on two autoregressive factors, i.e., SR SARV(2) models. This class of processes includes affine, GARCH diffusion, CEV models, as well as the eigenfunction stochastic volatility and the positive Ornstein-Uhlenbeck models. We also study the leverage effect case, the relationship between weak GARCH representation of returns and the ARMA representation of realized variances. Finally, various empirical implications of these ARMA representations are considered. We find that it is possible that some parameters of the ARMA representation are negative. Hence, the positiveness of the expected values of integrated or realized variances is not guaranteed. We also find that for some frequencies of observations, the continuous time model parameters may be weakly or not identified through the ARMA representation of realized variances.

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L'interface cerveau-ordinateur (ICO) décode les signaux électriques du cerveau requise par l’électroencéphalographie et transforme ces signaux en commande pour contrôler un appareil ou un logiciel. Un nombre limité de tâches mentales ont été détectés et classifier par différents groupes de recherche. D’autres types de contrôle, par exemple l’exécution d'un mouvement du pied, réel ou imaginaire, peut modifier les ondes cérébrales du cortex moteur. Nous avons utilisé un ICO pour déterminer si nous pouvions faire une classification entre la navigation de type marche avant et arrière, en temps réel et en temps différé, en utilisant différentes méthodes. Dix personnes en bonne santé ont participé à l’expérience sur les ICO dans un tunnel virtuel. L’expérience fut a était divisé en deux séances (48 min chaque). Chaque séance comprenait 320 essais. On a demandé au sujets d’imaginer un déplacement avant ou arrière dans le tunnel virtuel de façon aléatoire d’après une commande écrite sur l'écran. Les essais ont été menés avec feedback. Trois électrodes ont été montées sur le scalp, vis-à-vis du cortex moteur. Durant la 1re séance, la classification des deux taches (navigation avant et arrière) a été réalisée par les méthodes de puissance de bande, de représentation temporel-fréquence, des modèles autorégressifs et des rapports d’asymétrie du rythme β avec classificateurs d’analyse discriminante linéaire et SVM. Les seuils ont été calculés en temps différé pour former des signaux de contrôle qui ont été utilisés en temps réel durant la 2e séance afin d’initier, par les ondes cérébrales de l'utilisateur, le déplacement du tunnel virtuel dans le sens demandé. Après 96 min d'entrainement, la méthode « online biofeedback » de la puissance de bande a atteint une précision de classification moyenne de 76 %, et la classification en temps différé avec les rapports d’asymétrie et puissance de bande, a atteint une précision de classification d’environ 80 %.

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In this paper we pledge that physically based equations should be combined with remote sensing techniques to enable a more theoretically rigorous estimation of area-average soil heat flux, G. A standard physical equation (i.e. the analytical or exact method) for the estimation of G, in combination with a simple, but theoretically derived, equation for soil thermal inertia (F), provides the basis for a more transparent and readily interpretable method for the estimation of G; without the requirement for in situ instrumentation. Moreover, such an approach ensures a more universally applicable method than those derived from purely empirical studies (employing vegetation indices and albedo, for example). Hence, a new equation for the estimation of Gamma(for homogeneous soils) is discussed in this paper which only requires knowledge of soil type, which is readily obtainable from extant soil databases and surveys, in combination with a coarse estimate of moisture status. This approach can be used to obtain area-averaged estimates of Gamma(and thus G, as explained in paper II) which is important for large-scale energy balance studies that employ aircraft or satellite data. Furthermore, this method also relaxes the instrumental demand for studies at the plot and field scale (no requirement for in situ soil temperature sensors, soil heat flux plates and/or thermal conductivity sensors). In addition, this equation can be incorporated in soil-vegetation-atmosphere-transfer models that use the force restore method to update surface temperatures (such as the well-known ISBA model), to replace the thermal inertia coefficient.

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The multicomponent nonideal gas lattice Boltzmann model by Shan and Chen (S-C) is used to study the immiscible displacement in a sinusoidal tube. The movement of interface and the contact point (contact line in three-dimension) is studied. Due to the roughness of the boundary, the contact point shows "stick-slip" mechanics. The "stick-slip" effect decreases as the speed of the interface increases. For fluids that are nonwetting, the interface is almost perpendicular to the boundaries at most time, although its shapes at different position of the tube are rather different. When the tube becomes narrow, the interface turns a complex curves rather than remains simple menisci. The velocity is found to vary considerably between the neighbor nodes close to the contact point, consistent with the experimental observation that the velocity is multi-values on the contact line. Finally, the effect of three boundary conditions is discussed. The average speed is found different for different boundary conditions. The simple bounce-back rule makes the contact point move fastest. Both the simple bounce-back and the no-slip bounce-back rules are more sensitive to the roughness of the boundary in comparison with the half-way bounce-back rule. The simulation results suggest that the S-C model may be a promising tool in simulating the displacement behaviour of two immiscible fluids in complex geometry.

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During the interval between 8:00-9:30 on 14 January 2001, the four Cluster spacecraft were moving from the central magnetospheric lobe, through the dusk sector mantle, on their way towards intersecting the magnetopause near 15:00 MLT and 15:00 UT. Throughout this interval, the EIS-CAT Svalbard Radar (ESR) at Longyearbyen observed a series of poleward-moving transient events of enhanced F-region plasma concentration ("polar cap patches"), with a repetition period of the order of 10 min. Allowing for the estimated solar wind propagation delay of 75 ( 5) min, the interplanetary magnetic field (IMF) had a southward component during most of the interval. The magnetic footprint of the Cluster spacecraft, mapped to the ionosphere using the Tsyganenko T96 model (with input conditions prevailing during this event), was to the east of the ESR beams. Around 09:05 UT, the DMSP-F12 satellite flew over the ESR and showed a sawtooth cusp ion dispersion signature that also extended into the electrons on the equatorward edge of the cusp, revealing a pulsed magnetopause reconnection. The consequent enhanced ionospheric flow events were imaged by the SuperDARN HF backscatter radars. The average convection patterns (derived using the AMIE technique on data from the magnetometers, the EISCAT and SuperDARN radars, and the DMSP satellites) show that the associated poleward-moving events also convected over the predicted footprint of the Cluster spacecraft. Cluster observed enhancements in the fluxes of both electrons and ions. These events were found to be essentially identical at all four spacecraft, indicating that they had a much larger spatial scale than the satellite separation of the order of 600 km. Some of the events show a correspondence between the lowest energy magnetosheath electrons detected by the PEACE instrument on Cluster (10-20 eV) and the topside ionospheric enhancements seen by the ESR (at 400-700 km). We suggest that a potential barrier at the magnetopause, which prevents the lowest energy electrons from entering the magnetosphere, is reduced when and where the boundary-normal magnetic field is enhanced and that the observed polar cap patches are produced by the consequent enhanced precipitation of the lowest energy electrons, making them and the low energy electron precipitation fossil remnants of the magnetopause reconnection rate pulses.

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Adaptive autoregressive (AAR) modeling of the EEG time series and the AAR parameters has been widely used in Brain computer interface (BCI) systems as input features for the classification stage. Multivariate adaptive autoregressive modeling (MVAAR) also has been used in literature. This paper revisits the use of MVAAR models and propose the use of adaptive Kalman filter (AKF) for estimating the MVAAR parameters as features in a motor imagery BCI application. The AKF approach is compared to the alternative short time moving window (STMW) MVAAR parameter estimation approach. Though the two MVAAR methods show a nearly equal classification accuracy, the AKF possess the advantage of higher estimation update rates making it easily adoptable for on-line BCI systems.

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In this paper we propose the Double Sampling X̄ control chart for monitoring processes in which the observations follow a first order autoregressive model. We consider sampling intervals that are sufficiently long to meet the rational subgroup concept. The Double Sampling X̄ chart is substantially more efficient than the Shewhart chart and the Variable Sample Size chart. To study the properties of these charts we derived closed-form expressions for the average run length (ARL) taking into account the within-subgroup correlation. Numerical results show that this correlation has a significant impact on the chart properties.

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A modification of the one-dimensional Fermi accelerator model is considered in this work. The dynamics of a classical particle of mass m, confined to bounce elastically between two rigid walls where one is described by a nonlinear van der Pol type oscillator while the other one is fixed, working as a reinjection mechanism of the particle for a next collision, is carefully made by the use of a two-dimensional nonlinear mapping. Two cases are considered: (i) the situation where the particle has mass negligible as compared to the mass of the moving wall and does not affect the motion of it; and (ii) the case where collisions of the particle do affect the movement of the moving wall. For case (i) the phase space is of mixed type leading us to observe a scaling of the average velocity as a function of the parameter (χ) controlling the nonlinearity of the moving wall. For large χ, a diffusion on the velocity is observed leading to the conclusion that Fermi acceleration is taking place. On the other hand, for case (ii), the motion of the moving wall is affected by collisions with the particle. However, due to the properties of the van der Pol oscillator, the moving wall relaxes again to a limit cycle. Such kind of motion absorbs part of the energy of the particle leading to a suppression of the unlimited energy gain as observed in case (i). The phase space shows a set of attractors of different periods whose basin of attraction has a complicated organization. © 2013 American Physical Society.

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We consider dynamical properties for an ensemble of classical particles confined to an infinite box of potential and containing a time-dependent potential well described by different nonlinear functions. For smooth functions, the phase space contains chaotic trajectories, periodic islands and invariant spanning curves preventing the unlimited particle diffusion along the energy axis. Average properties of the chaotic sea are characterised as a function of the control parameters and exponents describing their behaviour show no dependence on the perturbation functions. Given invariant spanning curves are present in the phase space, a sticky region was observed and show to modify locally the diffusion of the particles. © 2013 Elsevier B.V.

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This paper makes a comparative analysis of results produced by the application of two techniques for the detection and segmentation of bodies in motion captured in images sequence, namely: 1) technique based on the temporal average of the values of each pixel recorded in N consecutive image frames and, 2) technique based on historical values associated with pixels recorded in different frames of an image sequence.

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Florida International University has undergone a reform in the introductory physics classes by focusing on the laboratory component of these classes. We present results from the secondary implementation of two research-based instructional strategies: the implementation of the Learning Assistant model as developed by the University of Colorado at Boulder and the Open Source Tutorial curriculum developed at the University of Maryland, College Park. We examine the results of the Force Concept Inventory (FCI) for introductory students over five years (n=872) and find that the mean raw gain of students in transformed lab sections was 0.243, while the mean raw gain of the traditional labs was 0.159, with a Cohen’s d effect size of 0.59. Average raw gains on the FCI were 0.243 for Hispanic students and 0.213 for women in the transformed labs, indicating that these reforms are not widening the gaps between underrepresented student groups and majority groups. Our results illustrate how research-based instructional strategies can be successfully implemented in a physics department with minimal department engagement and in a sustainable manner.