903 resultados para Correlation dimension
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Chaotic behavior of closed loop pulsating heat pipes (PHPs) was studied. The PHPs were fabricated by capillary tubes with outer and inner diameters of 2.0 and 1.20 mm. FC-72 and deionized water were used as the working fluids. Experiments cover the following data ranges: number of turns of 4, 6, and 9, inclination angles from 5 degrees (near horizontal) to 90, (vertical), charge ratios from 50% to 80%, heating powers from 7.5 to 60.0 W. The nonlinear analysis is based on the recorded time series of temperatures on the evaporation, adiabatic, and condensation sections. The present study confirms that PHPs are deterministic chaotic systems. Autocorrelation functions (ACF) are decreased versus time, indicating prediction ability of the system is finite. Three typical attractor patterns are identified. Hurst exponents are very high, i.e., from 0.85 to 0.95, indicating very strong persistent properties of PHPs. Curves of correlation integral versus radius of hypersphere indicate two linear sections for water PHPs, corresponding to both high frequency, low amplitude, and low frequency, large amplitude oscillations. At small inclination angles near horizontal, correlation dimensions are not uniform at different turns of PHPs. The non-uniformity of correlation dimensions is significantly improved with increases in inclination angles. Effect of inclination angles on the chaotic parameters is complex for FC-72 PHPs, but it is certain that correlation dimensions and Kolmogorov entropies are increased with increases in inclination angles. The optimal charge ratios are about 60-70%, at which correlation dimensions and Kolmogorov entropies are high. The higher the heating power, the larger the correlation dimensions and Kolmogorov entropies are. For most runs, large correlation dimensions and Kolmogorov entropies correspond to small thermal resistances, i.e., better thermal performance, except for FC-72 PHPs at small inclination angles of theta < 15 degrees.
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In many applications in applied statistics researchers reduce the complexity of a data set by combining a group of variables into a single measure using factor analysis or an index number. We argue that such compression loses information if the data actually has high dimensionality. We advocate the use of a non-parametric estimator, commonly used in physics (the Takens estimator), to estimate the correlation dimension of the data prior to compression. The advantage of this approach over traditional linear data compression approaches is that the data does not have to be linearized. Applying our ideas to the United Nations Human Development Index we find that the four variables that are used in its construction have dimension three and the index loses information.
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Power law (PL) distributions have been largely reported in the modeling of distinct real phenomena and have been associated with fractal structures and self-similar systems. In this paper, we analyze real data that follows a PL and a double PL behavior and verify the relation between the PL coefficient and the capacity dimension of known fractals. It is to be proved a method that translates PLs coefficients into capacity dimension of fractals of any real data.
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Power law (PL) distributions have been largely reported in the modeling of distinct real phenomena and have been associated with fractal structures and self-similar systems. In this paper, we analyze real data that follows a PL and a double PL behavior and verify the relation between the PL coefficient and the capacity dimension of known fractals. It is to be proved a method that translates PLs coefficients into capacity dimension of fractals of any real data.
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Nonlinear time series analysis is employed to study the complex behaviour exhibited by a coupled pair of Rossler systems. Dimensional analysis with emphasis on the topological correlation dimension and the Kolmogorov entropy of the system is carried out in the coupling parameter space. The regime of phase synchronization is identified and the extent of synchronization between the systems constituting the coupled system is quantified by the phase synchronization index. The effect of noise on the coupling between the systems is also investigated. An exhaustive study of the topological, dynamical and synchronization properties of the nonlinear system under consideration in its characteristic parameter space is attempted.
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Medical fields requires fast, simple and noninvasive methods of diagnostic techniques. Several methods are available and possible because of the growth of technology that provides the necessary means of collecting and processing signals. The present thesis details the work done in the field of voice signals. New methods of analysis have been developed to understand the complexity of voice signals, such as nonlinear dynamics aiming at the exploration of voice signals dynamic nature. The purpose of this thesis is to characterize complexities of pathological voice from healthy signals and to differentiate stuttering signals from healthy signals. Efficiency of various acoustic as well as non linear time series methods are analysed. Three groups of samples are used, one from healthy individuals, subjects with vocal pathologies and stuttering subjects. Individual vowels/ and a continuous speech data for the utterance of the sentence "iruvarum changatimaranu" the meaning in English is "Both are good friends" from Malayalam language are recorded using a microphone . The recorded audio are converted to digital signals and are subjected to analysis.Acoustic perturbation methods like fundamental frequency (FO), jitter, shimmer, Zero Crossing Rate(ZCR) were carried out and non linear measures like maximum lyapunov exponent(Lamda max), correlation dimension (D2), Kolmogorov exponent(K2), and a new measure of entropy viz., Permutation entropy (PE) are evaluated for all three groups of the subjects. Permutation Entropy is a nonlinear complexity measure which can efficiently distinguish regular and complex nature of any signal and extract information about the change in dynamics of the process by indicating sudden change in its value. The results shows that nonlinear dynamical methods seem to be a suitable technique for voice signal analysis, due to the chaotic component of the human voice. Permutation entropy is well suited due to its sensitivity to uncertainties, since the pathologies are characterized by an increase in the signal complexity and unpredictability. Pathological groups have higher entropy values compared to the normal group. The stuttering signals have lower entropy values compared to the normal signals.PE is effective in charaterising the level of improvement after two weeks of speech therapy in the case of stuttering subjects. PE is also effective in characterizing the dynamical difference between healthy and pathological subjects. This suggests that PE can improve and complement the recent voice analysis methods available for clinicians. The work establishes the application of the simple, inexpensive and fast algorithm of PE for diagnosis in vocal disorders and stuttering subjects.
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Multifractal analysis is now increasingly used to characterize soil properties as it may provide more information than a single fractal model. During the building of a large reservoir on the Parana River (Brazil), a highly weathered soil profile was excavated to a depth between 5 and 8 m. Excavation resulted in an abandoned area with saprolite materials and, in this area, an experimental field was established to assess the effectiveness of different soil rehabilitation treatments. The experimental design consisted of randomized blocks. The aim of this work was to characterize particle-size distributions of the saprolite material and use the information obtained to assess between-block variability. Particle-size distributions of the experimental plots were characterized by multifractal techniques. Ninety-six soil samples were analyzed routinely for particle-size distribution by laser diffractometry in a range of scales, varying from 0.390 to 2000 mu m. Six different textural classes (USDA) were identified with a clay content ranging from 16.9% to 58.4%. Multifractal models described reasonably well the scaling properties of particle-size distributions of the saprolite material. This material exhibits a high entropy dimension, D-1. Parameters derived from the left side (q > 0) of the f(alpha) spectra, D-1, the correlation dimension (D-2) and the range (alpha(0)-alpha(q+)), as well as the total width of the spectra (alpha(max) - alpha(min)) all showed dependence on the clay content. Sand, silt and clay contents were significantly different among treatments as a consequence of soil intrinsic variability. The D, and the Holder exponent of order zero, alpha(0), were not significantly different between treatments; in contrast, D-2 and several fractal attributes describing the width of the f(alpha) spectra were significantly different between treatments. The only parameter showing significant differences between sampling depths was (alpha(0) - alpha(q+)). Scale independent fractal attributes may be useful for characterizing intrinsic particle-size distribution variability. (c) 2006 Elsevier B.V. All rights reserved.
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The Poincaré plot for heart rate variability analysis is a technique considered geometrical and non-linear, that can be used to assess the dynamics of heart rate variability by a representation of the values of each pair of R-R intervals into a simplified phase space that describes the system's evolution. The aim of the present study was to verify if there is some correlation between SD1, SD2 and SD1/SD2 ratio and heart rate variability nonlinear indexes either in disease or healthy conditions. 114 patients with arterial coronary disease and 65 healthy subjects underwent 30. minute heart rate registration, in supine position and the analyzed indexes were as follows: SD1, SD2, SD1/SD2, Sample Entropy, Lyapunov Exponent, Hurst Exponent, Correlation Dimension, Detrended Fluctuation Analysis, SDNN, RMSSD, LF, HF and LF/HF ratio. Correlation coefficients between SD1, SD2 and SD1/SD2 indexes and the other variables were tested by the Spearman rank correlation test and a regression analysis. We verified high correlation between SD1/SD2 index and HE and DFA (α1) in both groups, suggesting that this ratio can be used as a surrogate variable. © 2013 Elsevier B.V.
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Our approaches to the use of EEG studies for the understanding of the pathogenesis of schizophrenic symptoms are presented. The basic assumptions of a heuristic and multifactorial model of the psychobiological brain mechanisms underlying the organization of normal behavior is described and used in order to formulate and test hypotheses about the pathogenesis of schizophrenic behavior using EEG measures. Results from our studies on EEG activity and EEG reactivity (= EEG components of a memory-driven, adaptive, non-unitary orienting response) as analyzed with spectral parameters and "chaotic" dimensionality (correlation dimension) are summarized. Both analysis procedures showed a deviant brain functional organization in never-treated first-episode schizophrenia which, within the framework of the model, suggests as common denominator for the pathogenesis of the symptoms a deviation of working memory, the nature of which is functional and not structural.
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The employment of nonlinear analysis techniques for automatic voice pathology detection systems has gained popularity due to the ability of such techniques for dealing with the underlying nonlinear phenomena. On this respect, characterization using nonlinear analysis typically employs the classical Correlation Dimension and the largest Lyapunov Exponent, as well as some regularity quantifiers computing the system predictability. Mostly, regularity features highly depend on a correct choosing of some parameters. One of those, the delay time �, is usually fixed to be 1. Nonetheless, it has been stated that a unity � can not avoid linear correlation of the time series and hence, may not correctly capture system nonlinearities. Therefore, present work studies the influence of the � parameter on the estimation of regularity features. Three � estimations are considered: the baseline value 1; a � based on the Average Automutual Information criterion; and � chosen from the embedding window. Testing results obtained for pathological voice suggest that an improved accuracy might be obtained by using a � value different from 1, as it accounts for the underlying nonlinearities of the voice signal.
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Nonlinear analysis tools for studying and characterizing the dynamics of physiological signals have gained popularity, mainly because tracking sudden alterations of the inherent complexity of biological processes might be an indicator of altered physiological states. Typically, in order to perform an analysis with such tools, the physiological variables that describe the biological process under study are used to reconstruct the underlying dynamics of the biological processes. For that goal, a procedure called time-delay or uniform embedding is usually employed. Nonetheless, there is evidence of its inability for dealing with non-stationary signals, as those recorded from many physiological processes. To handle with such a drawback, this paper evaluates the utility of non-conventional time series reconstruction procedures based on non uniform embedding, applying them to automatic pattern recognition tasks. The paper compares a state of the art non uniform approach with a novel scheme which fuses embedding and feature selection at once, searching for better reconstructions of the dynamics of the system. Moreover, results are also compared with two classic uniform embedding techniques. Thus, the goal is comparing uniform and non uniform reconstruction techniques, including the one proposed in this work, for pattern recognition in biomedical signal processing tasks. Once the state space is reconstructed, the scheme followed characterizes with three classic nonlinear dynamic features (Largest Lyapunov Exponent, Correlation Dimension and Recurrence Period Density Entropy), while classification is carried out by means of a simple k-nn classifier. In order to test its generalization capabilities, the approach was tested with three different physiological databases (Speech Pathologies, Epilepsy and Heart Murmurs). In terms of the accuracy obtained to automatically detect the presence of pathologies, and for the three types of biosignals analyzed, the non uniform techniques used in this work lightly outperformed the results obtained using the uniform methods, suggesting their usefulness to characterize non-stationary biomedical signals in pattern recognition applications. On the other hand, in view of the results obtained and its low computational load, the proposed technique suggests its applicability for the applications under study.
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A statistical fractal automaton model is described which displays two modes of dynamical behaviour. The first mode, termed recurrent criticality, is characterised by quasi-periodic, characteristic events that are preceded by accelerating precursory activity. The second mode is more reminiscent of SOC automata in which large events are not preceded by an acceleration in activity. Extending upon previous studies of statistical fractal automata, a redistribution law is introduced which incorporates two model parameters: a dissipation factor and a stress transfer ratio. Results from a parameter space investigation indicate that a straight line through parameter space marks a transition from recurrent criticality to unpredictable dynamics. Recurrent criticality only occurs for models within one corner of the parameter space. The location of the transition displays a simple dependence upon the fractal correlation dimension of the cell strength distribution. Analysis of stress field evolution indicates that recurrent criticality occurs in models with significant long-range stress correlations. A constant rate of activity is associated with a decorrelated stress field.
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Nesta dissertação estudámos as séries temporais que representam a complexa dinâmica do comportamento. Demos especial atenção às técnicas de dinâmica não linear. As técnicas fornecem-nos uma quantidade de índices quantitativos que servem para descrever as propriedades dinâmicas do sistema. Estes índices têm sido intensivamente usados nos últimos anos em aplicações práticas em Psicologia. Estudámos alguns conceitos básicos de dinâmica não linear, as características dos sistemas caóticos e algumas grandezas que caracterizam os sistemas dinâmicos, que incluem a dimensão fractal, que indica a complexidade de informação contida na série temporal, os expoentes de Lyapunov, que indicam a taxa com que pontos arbitrariamente próximos no espaço de fases da representação do espaço dinâmico, divergem ao longo do tempo, ou a entropia aproximada, que mede o grau de imprevisibilidade de uma série temporal. Esta informação pode então ser usada para compreender, e possivelmente prever, o comportamento. ABSTRACT: ln this thesis we studied the time series that represent the complex dynamic behavior. We focused on techniques of nonlinear dynamics. The techniques provide us a number of quantitative indices used to describe the dynamic properties of the system. These indices have been extensively used in recent years in practical applications in psychology. We studied some basic concepts of nonlinear dynamics, the characteristics of chaotic systems and some quantities that characterize the dynamic systems, including fractal dimension, indicating the complexity of information in the series, the Lyapunov exponents, which indicate the rate at that arbitrarily dose points in phase space representation of a dynamic, vary over time, or the approximate entropy, which measures the degree of unpredictability of a series. This information can then be used to understand and possibly predict the behavior.
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The quality of dried food is affected by a number of factors including quality of raw material, initial microstructure, and drying conditions. The structure of the food materials goes through deformations due to the simultaneous effect of heat and mass transfer during the drying process. Shrinkage and changes in porosity, microstructure and appearance are some of the most remarkable features that directly influence overall product quality. Porosity and microstructure are the important material properties in relation to the quality attributes of dried foods. Fractal dimension (FD) is a quantitative approach of measuring surface, pore characteristics, and microstructural changes [1]. However, in the field of fractal analysis, there is a lack of research in developing relationship between porosity, shrinkage and microstructure of different solid food materials in different drying process and conditions [2-4]. Establishing a correlation between microstructure and porosity through fractal dimension during convective drying is the main objective of this work.