Exact and approximate Bayesian inference for low count time series models with intractable likelihoods

In this paper we present a new simulation methodology in order to obtain exact or approximate Bayesian inference for models for low-valued count time series data that have computationally demanding likelihood functions. The algorithm fits within the framework of particle Markov chain Monte Carlo (PMCMC) methods. The particle filter requires only model simulations and, in this regard, our approach has connections with approximate Bayesian computation (ABC). However, an advantage of using the PMCMC approach in this setting is that simulated data can be matched with data observed one-at-a-time, rather than attempting to match on the full dataset simultaneously or on a low-dimensional non-sufficient summary statistic, which is common practice in ABC. For low-valued count time series data we find that it is often computationally feasible to match simulated data with observed data exactly. Our particle filter maintains $N$ particles by repeating the simulation until $N+1$ exact matches are obtained. Our algorithm creates an unbiased estimate of the likelihood, resulting in exact posterior inferences when included in an MCMC algorithm. In cases where exact matching is computationally prohibitive, a tolerance is introduced as per ABC. A novel aspect of our approach is that we introduce auxiliary variables into our particle filter so that partially observed and/or non-Markovian models can be accommodated. We demonstrate that Bayesian model choice problems can be easily handled in this framework.

Use of serum and blood samples on filter paper to improve the surveillance of dengue in Pacific Island Countries

Background In Pacific Island Countries (PICs) the epidemiology of dengue is characterized by long-term transmission of a single dengue virus (DENV) serotype. The emergence of a new serotype in one island country often indicates major outbreaks with this serotype will follow in other PICs. Objectives Filter paper (FP) cards on which whole blood or serum from dengue suspected patients had been dried was evaluated as a method for transportation of this material by standard mail delivery throughout the Pacific. Study design Twenty-two FP-dried whole blood samples collected from patients in New Caledonia and Wallis & Futuna Islands, during DENV-1 and DENV-4 transmission, and 76 FP-dried sera collected from patients in Yap State, Majuro (Republic of Marshall Islands), Tonga and Fiji, before and during outbreaks of DENV-2 in Yap State and DENV-4 in Majuro, were tested for the presence of DENV RNA, by serotype specific RT-PCR, at the Institut Louis Malardé in French Polynesia. Results The serotype of DENV could be determined, by a variety of RT-PCR procedures, in the FP-dried samples after more than three weeks of transport at ambient temperatures. In most cases, the sequencing of the envelope gene to genotype the viruses also was possible. Conclusions The serotype and genotype of DENV can be determined from FP-dried serum or whole blood samples transported over thousands of kilometers at ambient, tropical, temperatures. This simple and low-cost approach to virus identification should be evaluated in isolated and resource poor settings for surveillance for a range of significant viral diseases.

Decentralized voltage support in a Low Voltage feeder by droop based voltage controlled PVs

Voltage drop at network peak hours is a significant power quality problem in Low Voltage (LV) distribution feeders. Recently, voltage rise due to high penetration of Photovoltaic cells (PVs) has been creating a new power quality problem during noon periods. In this paper, a voltage control strategy is proposed for the household installed PVs to regulate the voltage along the LV feeder. For this purpose, each PV is controlled to exchange reactive power with the grid. A droop control method is utilized to coordinate the reactive power exchange of each PV. The proposed method is a decentralized local voltage support since it is based on only local measurements and does not require any communication with other PVs. The required converter and filter structure and control algorithms are proposed to ensure the dynamic performance of the system. The study focuses on 3-phase PVs. The network is studied at network peak and off-peak periods, separately. The efficacy of the proposed voltage support concept is verified through numerical and dynamic analyses with MATLAB and PSCAD/EMTDC.

Extensions of the cube attack based on low degree annihilators

At Crypto 2008, Shamir introduced a new algebraic attack called the cube attack, which allows us to solve black-box polynomials if we are able to tweak the inputs by varying an initialization vector. In a stream cipher setting where the filter function is known, we can extend it to the cube attack with annihilators: By applying the cube attack to Boolean functions for which we can find low-degree multiples (equivalently annihilators), the attack complexity can be improved. When the size of the filter function is smaller than the LFSR, we can improve the attack complexity further by considering a sliding window version of the cube attack with annihilators. Finally, we extend the cube attack to vectorial Boolean functions by finding implicit relations with low-degree polynomials.

Electron/ion energy loss to discharge walls revised : a case study in low-temperature, thermally nonequilibrium plasmas

Reliable calculations of the electron/ion energy losses in low-pressure thermally nonequilibrium low-temperature plasmas are indispensable for predictive modeling related to numerous applications of such discharges. The commonly used simplified approaches to calculation of electron/ion energy losses to the chamber walls use a number of simplifying assumptions that often do not account for the details of the prevailing electron energy distribution function (EEDF) and overestimate the contributions of the electron losses to the walls. By direct measurements of the EEDF and careful calculation of contributions of the plasma electrons in low-pressure inductively coupled plasmas, it is shown that the actual losses of kinetic energy of the electrons and ions strongly depend on the EEDF. It is revealed that the overestimates of the total electron/ion energy losses to the walls caused by improper assumptions about the prevailing EEDF and about the ability of the electrons to pass through the repulsive potential of the wall may lead to significant overestimates that are typically in the range between 9 and 32%. These results are particularly important for the development of power-saving strategies for operation of low-temperature, low-pressure gas discharges in diverse applications that require reasonably low power densities. © 2008 American Institute of Physics.

Alive SMC^2: Bayesian model selection for low-count time series models with intractable likelihoods

In this paper we present a new method for performing Bayesian parameter inference and model choice for low count time series models with intractable likelihoods. The method involves incorporating an alive particle filter within a sequential Monte Carlo (SMC) algorithm to create a novel pseudo-marginal algorithm, which we refer to as alive SMC^2. The advantages of this approach over competing approaches is that it is naturally adaptive, it does not involve between-model proposals required in reversible jump Markov chain Monte Carlo and does not rely on potentially rough approximations. The algorithm is demonstrated on Markov process and integer autoregressive moving average models applied to real biological datasets of hospital-acquired pathogen incidence, animal health time series and the cumulative number of poison disease cases in mule deer.

A dynamic navigation model for unmanned aircraft systems and an application to autonomous front-on environmental sensing and photography using low-cost sensor systems

This paper presents an unmanned aircraft system (UAS) that uses a probabilistic model for autonomous front-on environmental sensing or photography of a target. The system is based on low-cost and readily-available sensor systems in dynamic environments and with the general intent of improving the capabilities of dynamic waypoint-based navigation systems for a low-cost UAS. The behavioural dynamics of target movement for the design of a Kalman filter and Markov model-based prediction algorithm are included. Geometrical concepts and the Haversine formula are applied to the maximum likelihood case in order to make a prediction regarding a future state of a target, thus delivering a new waypoint for autonomous navigation. The results of the application to aerial filming with low-cost UAS are presented, achieving the desired goal of maintained front-on perspective without significant constraint to the route or pace of target movement.

Application of commercially available, low-cost, miniaturised NIR spectrometers to the assessment of the sugar content of intact fruit

Recent decreases in costs, and improvements in performance, of silicon array detectors open a range of potential applications of relevance to plant physiologists, associated with spectral analysis in the visible and short-wave near infra-red (far-red) spectrum. The performance characteristics of three commercially available ‘miniature’ spectrometers based on silicon array detectors operating in the 650–1050-nm spectral region (MMS1 from Zeiss, S2000 from Ocean Optics, and FICS from Oriel, operated with a Larry detector) were compared with respect to the application of non-invasive prediction of sugar content of fruit using near infra-red spectroscopy (NIRS). The FICS–Larry gave the best wavelength resolution; however, the narrow slit and small pixel size of the charge-coupled device detector resulted in a very low sensitivity, and this instrumentation was not considered further. Wavelength resolution was poor with the MMS1 relative to the S2000 (e.g. full width at half maximum of the 912 nm Hg peak, 13 and 2 nm for the MMS1 and S2000, respectively), but the large pixel height of the array used in the MMS1 gave it sensitivity comparable to the S2000. The signal-to-signal standard error ratio of spectra was greater by an order of magnitude with the MMS1, relative to the S2000, at both near saturation and low light levels. Calibrations were developed using reflectance spectra of filter paper soaked in range of concentrations (0–20% w/v) of sucrose, using a modified partial least squares procedure. Calibrations developed with the MMS1 were superior to those developed using the S2000 (e.g. coefficient of correlation of 0.90 and 0.62, and standard error of cross-validation of 1.9 and 5.4%, respectively), indicating the importance of high signal to noise ratio over wavelength resolution to calibration accuracy. The design of a bench top assembly using the MMS1 for the non-invasive assessment of mesocarp sugar content of (intact) melon fruit is reported in terms of light source and angle between detector and light source, and optimisation of math treatment (derivative condition and smoothing function).

Area Efficient Loop Filter Design for Charge Pump Phase Locked Loop

In this paper, two new dual-path based area efficient loop filtercircuits are proposed for Charge Pump Phase Locked Loop (CPPLL). The proposed circuits were designed in 0.25 CSM analog process with 1.8V supply. The proposed circuits achievedup to 85% savings in capacitor area. Simulations showed goodmatch of the new circuits with the conventional circuit. Theproposed circuits are particularly useful in applications thatdemand low die area.

Design of a FIR filter for image restoration using principal component neural networks

The neural network finds its application in many image denoising applications because of its inherent characteristics such as nonlinear mapping and self-adaptiveness. The design of filters largely depends on the a-priori knowledge about the type of noise. Due to this, standard filters are application and image specific. Widely used filtering algorithms reduce noisy artifacts by smoothing. However, this operation normally results in smoothing of the edges as well. On the other hand, sharpening filters enhance the high frequency details making the image non-smooth. An integrated general approach to design a finite impulse response filter based on principal component neural network (PCNN) is proposed in this study for image filtering, optimized in the sense of visual inspection and error metric. This algorithm exploits the inter-pixel correlation by iteratively updating the filter coefficients using PCNN. This algorithm performs optimal smoothing of the noisy image by preserving high and low frequency features. Evaluation results show that the proposed filter is robust under various noise distributions. Further, the number of unknown parameters is very few and most of these parameters are adaptively obtained from the processed image.

A new FIR filter for image restoration

Image filtering techniques have potential applications in biomedical image processing such as image restoration and image enhancement. The potential of traditional filters largely depends on the apriori knowledge about the type of noise corrupting the image. This makes the standard filters to be application specific. For example, the well-known median filter and its variants can remove the salt-and-pepper (or impulse) noise at low noise levels. Each of these methods has its own advantages and disadvantages. In this paper, we have introduced a new finite impulse response (FIR) filter for image restoration where, the filter undergoes a learning procedure. The filter coefficients are adaptively updated based on correlated Hebbian learning. This algorithm exploits the inter pixel correlation in the form of Hebbian learning and hence performs optimal smoothening of the noisy images. The application of the proposed filter on images corrupted with Gaussian noise, results in restorations which are better in quality compared to those restored by average and Wiener filters. The restored image is found to be visually appealing and artifact-free

Filter design using radial basis function neural network and genetic algorithm for improved operational health monitoring

The problem of denoising damage indicator signals for improved operational health monitoring of systems is addressed by applying soft computing methods to design filters. Since measured data in operational settings is contaminated with noise and outliers, pattern recognition algorithms for fault detection and isolation can give false alarms. A direct approach to improving the fault detection and isolation is to remove noise and outliers from time series of measured data or damage indicators before performing fault detection and isolation. Many popular signal-processing approaches do not work well with damage indicator signals, which can contain sudden changes due to abrupt faults and non-Gaussian outliers. Signal-processing algorithms based on radial basis function (RBF) neural network and weighted recursive median (WRM) filters are explored for denoising simulated time series. The RBF neural network filter is developed using a K-means clustering algorithm and is much less computationally expensive to develop than feedforward neural networks trained using backpropagation. The nonlinear multimodal integer-programming problem of selecting optimal integer weights of the WRM filter is solved using genetic algorithm. Numerical results are obtained for helicopter rotor structural damage indicators based on simulated frequencies. Test signals consider low order polynomial growth of damage indicators with time to simulate gradual or incipient faults and step changes in the signal to simulate abrupt faults. Noise and outliers are added to the test signals. The WRM and RBF filters result in a noise reduction of 54 - 71 and 59 - 73% for the test signals considered in this study, respectively. Their performance is much better than the moving average FIR filter, which causes significant feature distortion and has poor outlier removal capabilities and shows the potential of soft computing methods for specific signal-processing applications.

Filter design using radial basis function neural network and genetic algorithm for improved operational health monitoring

The problem of denoising damage indicator signals for improved operational health monitoring of systems is addressed by applying soft computing methods to design filters. Since measured data in operational settings is contaminated with noise and outliers, pattern recognition algorithms for fault detection and isolation can give false alarms. A direct approach to improving the fault detection and isolation is to remove noise and outliers from time series of measured data or damage indicators before performing fault detection and isolation. Many popular signal-processing approaches do not work well with damage indicator signals, which can contain sudden changes due to abrupt faults and non-Gaussian outliers. Signal-processing algorithms based on radial basis function (RBF) neural network and weighted recursive median (WRM) filters are explored for denoising simulated time series. The RBF neural network filter is developed using a K-means clustering algorithm and is much less computationally expensive to develop than feedforward neural networks trained using backpropagation. The nonlinear multimodal integer-programming problem of selecting optimal integer weights of the WRM filter is solved using genetic algorithm. Numerical results are obtained for helicopter rotor structural damage indicators based on simulated frequencies. Test signals consider low order polynomial growth of damage indicators with time to simulate gradual or incipient faults and step changes in the signal to simulate abrupt faults. Noise and outliers are added to the test signals. The WRM and RBF filters result in a noise reduction of 54 - 71 and 59 - 73% for the test signals considered in this study, respectively. Their performance is much better than the moving average FIR filter, which causes significant feature distortion and has poor outlier removal capabilities and shows the potential of soft computing methods for specific signal-processing applications. (C) 2005 Elsevier B. V. All rights reserved.

Terahertz Time Domain Spectroscopy to Detect Low-Frequency Vibrations of Double-Walled Carbon Nanotubes

We have measured the frequency-dependent real index of refraction and extinction coefficient (and hence the complex dielectric function) of a free-standing double-walled carbon nanotube film of thickness 200 nm by using terahertz time domain spectroscopy in the frequency range 0.1 to 2.5 THz. The real index of refraction and extinction coefficient have very high values of approximately 52 and 35, respectively, at 0.1 THz, which decrease at higher frequencies. Two low-frequency phonon modes of the carbon nanotubes at 0.45 and 0.75 THz were clearly observed for the first time in the real and imaginary parts of the complex dielectric function along with a broad resonance centred at around 1.45 THz, the latter being similar to that in single-walled carbon nanotubes assigned to electronic excitations. Our experiments bring out a possible application of double-walled carbon nanotube films as a neutral density filter in the THz range.

High selectivity miniaturized broadband filter

Design of a compact broadband filter using tightly coupled line sections in defected (A slot is cut in the ground) microstrip medium operating from 3 1-6 8 GHz has been repotted in this article Filter has been designed and analyzed using an equivalent circuit model based on even and odd mock parameters of coupled line sections The proposed filter has attenuation poles on either side of the pass band resulting in improved selectivity This filter features spurious free response up to third harmonic frequency Experimental results of the filter have been validated against the analytical and full wave simulations (C) 2010 Wiley Periodicals Inc Microwave Opt Technol Lett 53 184-187 2011 View this article online at wileyonlinelibrary com DOI 10.1002/mop.25676