993 resultados para Correlation (statistics)


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The effects of turbulent Reynolds number on the statistical behaviour of the displacement speed have been studied using three-dimensional Direct Numerical Simulation of statistically planar turbulent premixed flames. The probability of finding negative values of the displacement speed is found to increase with increasing turbulent Reynolds number when the Damkhler number is held constant. It has been shown that the statistical behaviour of the Surface Density Function, and its strain rate and curvature dependence, plays a key role in determining the response of the different components of displacement speed. Increasing the turbulent Reynolds number is shown to reduce the strength of the correlations between tangential strain rate and dilatation rate with curvature, although the qualitative nature of the correlations remains unaffected. The dependence of displacement speed on strain rate and curvature is found to weaken with increasing turbulent Reynolds number when either Damkhler or Karlovitz number is held constant, but the qualitative nature of the correlation remains unaltered. The implications of turbulent Reynolds number effects in the context of Flame Surface Density (FSD) modelling have also been addressed, with emphasis on the influence of displacement speed on the curvature and propagation terms in the FSD balance equation. © 2011 Nilanjan Chakraborty et al.

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Statistically planar turbulent partially premixed flames for different initial intensities of decaying turbulence have been simulated for global equivalence ratios = 0.7 and 1.0 using three-dimensional, simplified chemistry-based direct numerical simulations (DNS). The simulation parameters are chosen such that the flames represent the thin reaction zones regime combustion. A random bimodal distribution of equivalence ratio is introduced in the unburned gas ahead of the flame to account for the mixture inhomogeneity. The results suggest that the probability density functions (PDFs) of the mixture fraction gradient magnitude |Δξ| (i.e., P(|Δξ|)) can be reasonably approximated using a log-normal distribution. However, this presumed PDF distribution captures only the qualitative nature of the PDF of the reaction progress variable gradient magnitude |Δc| (i.e., P(|Δc|)). It has been found that a bivariate log-normal distribution does not sufficiently capture the quantitative behavior of the joint PDF of |Δξ| and |Δc| (i.e., P(|Δξ|, |Δc|)), and the agreement with the DNS data has been found to be poor in certain regions of the flame brush, particularly toward the burned gas side of the flame brush. Moreover, the variables |Δξ| and |Δc| show appreciable correlation toward the burned gas side of the flame brush. These findings are corroborated further using a DNS data of a lifted jet flame to study the flame geometry dependence of these statistics. © 2013 Copyright Taylor and Francis Group, LLC.

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This paper introduces two new techniques for determining nonlinear canonical correlation coefficients between two variable sets. A genetic strategy is incorporated to determine these coefficients. Compared to existing methods for nonlinear canonical correlation analysis (NLCCA), the benefits here are that the nonlinear mapping requires fewer parameters to be determined, consequently a more parsimonious NLCCA model can be established which is therefore simpler to interpret. A further contribution of the paper is the investigation of a variety of nonlinear deflation procedures for determining the subsequent nonlinear canonical coefficients. The benefits of the new approaches presented are demonstrated by application to an example from the literature and to recorded data from an industrial melter process. These studies show the advantages of the new NLCCA techniques presented and suggest that a nonlinear deflation procedure should be considered. (c) 2006 Elsevier B.V. All rights reserved.

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Biosignal measurement and processing is increasingly being deployed in ambulatory situations particularly in connected health applications. Such an environment dramatically increases the likelihood of artifacts which can occlude features of interest and reduce the quality of information available in the signal. If multichannel recordings are available for a given signal source, then there are currently a considerable range of methods which can suppress or in some cases remove the distorting effect of such artifacts. There are, however, considerably fewer techniques available if only a single-channel measurement is available and yet single-channel measurements are important where minimal instrumentation complexity is required. This paper describes a novel artifact removal technique for use in such a context. The technique known as ensemble empirical mode decomposition with canonical correlation analysis (EEMD-CCA) is capable of operating on single-channel measurements. The EEMD technique is first used to decompose the single-channel signal into a multidimensional signal. The CCA technique is then employed to isolate the artifact components from the underlying signal using second-order statistics. The new technique is tested against the currently available wavelet denoising and EEMD-ICA techniques using both electroencephalography and functional near-infrared spectroscopy data and is shown to produce significantly improved results. © 1964-2012 IEEE.

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Soil carbon stores are a major component of the annual returns required by EU governments to the Intergovernmental Panel on Climate Change. Peat has a high proportion of soil carbon due to the relatively high carbon density of peat and organic-rich soils. For this reason it has become increasingly important to measure and model soil carbon stores and changes in peat stocks to facilitate the management of carbon changes over time. The approach investigated in this research evaluates the use of airborne geophysical (radiometric) data to estimate peat thickness using the attenuation of bedrock geology radioactivity by superficial peat cover. Remotely sensed radiometric data are validated with ground peat depth measurements combined with non-invasive geophysical surveys. Two field-based case studies exemplify and validate the results. Variography and kriging are used to predict peat thickness from point measurements of peat depth and airborne radiometric data and provide an estimate of uncertainty in the predictions. Cokriging, by assessing the degree of spatial correlation between recent remote sensed geophysical monitoring and previous peat depth models, is used to examine changes in peat stocks over time. The significance of the coregionalisation is that the spatial cross correlation between the remote and ground based data can be used to update the model of peat depth. The result is that by integrating remotely sensed data with ground geophysics, the need is reduced for extensive ground-based monitoring and invasive peat depth measurements. The overall goal is to provide robust estimates of peat thickness to improve estimates of carbon stocks. The implications from the research have a broader significance that promotes a reduction in the need for damaging onsite peat thickness measurement and an increase in the use of remote sensed data for carbon stock estimations.

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In this paper, novel closed-form expressions for the level crossing rate and average fade duration of κ − μ shadowed fading channels are derived. The new equations provide the capability of modeling the correlation between the time derivative of the shadowed dominant and multipath components of the κ − μ shadowed fading envelope. Verification of the new equations is performed by reduction to a number of known special cases. It is shown that as the shadowing of the resultant dominant component decreases, the signal crosses lower threshold levels at a reduced rate. Furthermore, the impact of increasing correlation between the slope of the shadowed dominant and multipath components similarly acts to reduce crossings at lower signal levels. The new expressions for the second-order statistics are also compared with field measurements obtained for cellular device-to-device and body-centric communication channels, which are known to be susceptible to shadowed fading.

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Ecological studies that examine species-environment relationships are often limited to several meteorological parameters, i.e. mean air temperature, relative humidity, precipitation, vapour pressure deficit and solar radiation. The impact of local wind, its speed and direction are less commonly investigated in aerobiological surveys mainly due to difficulties related to the employment of specific analytical tools and interpretation of their outputs. Identification of inoculum sources of economically important plant pathogens, as well as highly allergenic bioaerosols like Cladosporium species, has not been yet explored with remote sensing data and atmospheric models such as Hybrid Single Particle Lagrangian Integrated Trajectory (HYSPLIT). We, therefore, performed an analysis of 24 h intra-diurnal cycle of Cladosporium spp. spores from an urban site in connection with both the local wind direction and overall air mass direction computed by HYSPLIT. The observational method was a volumetric air sampler of the Hirst design with 1 h time resolution and corresponding optical detection of fungal spores with light microscopy. The atmospheric modelling was done using the on-line data set from GDAS with 1° resolution and circular statistical methods. Our results showed stronger, statistically significant correlation (p ≤ 0.05) between high Cladosporium spp. spore concentration and air mass direction compared to the local wind direction. This suggested that a large fraction of the investigated fungal spores had a regional origin and must be located more than a few kilometers away from the sampling point.

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This paper proposes finite-sample procedures for testing the SURE specification in multi-equation regression models, i.e. whether the disturbances in different equations are contemporaneously uncorrelated or not. We apply the technique of Monte Carlo (MC) tests [Dwass (1957), Barnard (1963)] to obtain exact tests based on standard LR and LM zero correlation tests. We also suggest a MC quasi-LR (QLR) test based on feasible generalized least squares (FGLS). We show that the latter statistics are pivotal under the null, which provides the justification for applying MC tests. Furthermore, we extend the exact independence test proposed by Harvey and Phillips (1982) to the multi-equation framework. Specifically, we introduce several induced tests based on a set of simultaneous Harvey/Phillips-type tests and suggest a simulation-based solution to the associated combination problem. The properties of the proposed tests are studied in a Monte Carlo experiment which shows that standard asymptotic tests exhibit important size distortions, while MC tests achieve complete size control and display good power. Moreover, MC-QLR tests performed best in terms of power, a result of interest from the point of view of simulation-based tests. The power of the MC induced tests improves appreciably in comparison to standard Bonferroni tests and, in certain cases, outperforms the likelihood-based MC tests. The tests are applied to data used by Fischer (1993) to analyze the macroeconomic determinants of growth.

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Using a scaling assumption, we propose a phenomenological model aimed to describe the joint probability distribution of two magnitudes A and T characterizing the spatial and temporal scales of a set of avalanches. The model also describes the correlation function of a sequence of such avalanches. As an example we study the joint distribution of amplitudes and durations of the acoustic emission signals observed in martensitic transformations [Vives et al., preceding paper, Phys. Rev. B 52, 12 644 (1995)].

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Novel imaging techniques are playing an increasingly important role in drug development, providing insight into the mechanism of action of new chemical entities. The data sets obtained by these methods can be large with complex inter-relationships, but the most appropriate statistical analysis for handling this data is often uncertain - precisely because of the exploratory nature of the way the data are collected. We present an example from a clinical trial using magnetic resonance imaging to assess changes in atherosclerotic plaques following treatment with a tool compound with established clinical benefit. We compared two specific approaches to handle the correlations due to physical location and repeated measurements: two-level and four-level multilevel models. The two methods identified similar structural variables, but higher level multilevel models had the advantage of explaining a greater proportion of variation, and the modeling assumptions appeared to be better satisfied.

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To improve the quantity and impact of observations used in data assimilation it is necessary to take into account the full, potentially correlated, observation error statistics. A number of methods for estimating correlated observation errors exist, but a popular method is a diagnostic that makes use of statistical averages of observation-minus-background and observation-minus-analysis residuals. The accuracy of the results it yields is unknown as the diagnostic is sensitive to the difference between the exact background and exact observation error covariances and those that are chosen for use within the assimilation. It has often been stated in the literature that the results using this diagnostic are only valid when the background and observation error correlation length scales are well separated. Here we develop new theory relating to the diagnostic. For observations on a 1D periodic domain we are able to the show the effect of changes in the assumed error statistics used in the assimilation on the estimated observation error covariance matrix. We also provide bounds for the estimated observation error variance and eigenvalues of the estimated observation error correlation matrix. We demonstrate that it is still possible to obtain useful results from the diagnostic when the background and observation error length scales are similar. In general, our results suggest that when correlated observation errors are treated as uncorrelated in the assimilation, the diagnostic will underestimate the correlation length scale. We support our theoretical results with simple illustrative examples. These results have potential use for interpreting the derived covariances estimated using an operational system.

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With the development of convection-permitting numerical weather prediction the efficient use of high resolution observations in data assimilation is becoming increasingly important. The operational assimilation of these observations, such as Dopplerradar radial winds, is now common, though to avoid violating the assumption of un- correlated observation errors the observation density is severely reduced. To improve the quantity of observations used and the impact that they have on the forecast will require the introduction of the full, potentially correlated, error statistics. In this work, observation error statistics are calculated for the Doppler radar radial winds that are assimilated into the Met Office high resolution UK model using a diagnostic that makes use of statistical averages of observation-minus-background and observation-minus-analysis residuals. This is the first in-depth study using the diagnostic to estimate both horizontal and along-beam correlated observation errors. By considering the new results obtained it is found that the Doppler radar radial wind error standard deviations are similar to those used operationally and increase as the observation height increases. Surprisingly the estimated observation error correlation length scales are longer than the operational thinning distance. They are dependent on both the height of the observation and on the distance of the observation away from the radar. Further tests show that the long correlations cannot be attributed to the use of superobservations or the background error covariance matrix used in the assimilation. The large horizontal correlation length scales are, however, in part, a result of using a simplified observation operator.

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The co-polar correlation coefficient (ρhv) has many applications, including hydrometeor classification, ground clutter and melting layer identification, interpretation of ice microphysics and the retrieval of rain drop size distributions (DSDs). However, we currently lack the quantitative error estimates that are necessary if these applications are to be fully exploited. Previous error estimates of ρhv rely on knowledge of the unknown "true" ρhv and implicitly assume a Gaussian probability distribution function of ρhv samples. We show that frequency distributions of ρhv estimates are in fact highly negatively skewed. A new variable: L = -log10(1 - ρhv) is defined, which does have Gaussian error statistics, and a standard deviation depending only on the number of independent radar pulses. This is verified using observations of spherical drizzle drops, allowing, for the first time, the construction of rigorous confidence intervals in estimates of ρhv. In addition, we demonstrate how the imperfect co-location of the horizontal and vertical polarisation sample volumes may be accounted for. The possibility of using L to estimate the dispersion parameter (µ) in the gamma drop size distribution is investigated. We find that including drop oscillations is essential for this application, otherwise there could be biases in retrieved µ of up to ~8. Preliminary results in rainfall are presented. In a convective rain case study, our estimates show µ to be substantially larger than 0 (an exponential DSD). In this particular rain event, rain rate would be overestimated by up to 50% if a simple exponential DSD is assumed.