Optimal selection of autoregressive model coefficients for early damage detectability with an application to wind turbine blades

Piotr Omenzetter and Simon Hoell's work within the Lloyd's Register Foundation Centre for Safety and Reliability Engineering at the University of Aberdeen is supported by Lloyd’s Register Foundation. The Foundation helps to protect life and property by supporting engineering-related education, public engagement and the application of research.

Optimal selection of autoregressive model coefficients for early damage detectability with an application to wind turbine blades

Piotr Omenzetter and Simon Hoell's work within the Lloyd's Register Foundation Centre for Safety and Reliability Engineering at the University of Aberdeen is supported by Lloyd’s Register Foundation. The Foundation helps to protect life and property by supporting engineering-related education, public engagement and the application of research.

Improved damage detectability in a wind turbine blade by optimal selection of vibration signal correlation coefficients

Piotr Omenzetter and Simon Hoell’s work within the Lloyd’s Register Foundation Centre for Safety and Reliability Engineering at the University of Aberdeen is supported by Lloyd’s Register Foundation. The Foundation helps to protect life and property by supporting engineering-related education, public engagement and the application of research.

Mg/Ca and Sr/Ca in calcites and estimated distribution coefficients in marine sediments (Table 2)

Recrystallization processes in marine sediments can alter the extent to which biogenic calcite composition serves as a proxy of oceanic chemical and isotopic history. Models of calcite recrystallization developed to date have resulted in significant insights into these processes, but are not completely adequate to describe the conditions of recrystallization. Marine sediments frequently have concentration gradients in interstitial dissolved calcium, magnesium, and strontium which have probably evolved during sediment accumulation. Realistic, albeit simplified, models of the temporal evolution of interstitial water profiles of Ca, Mg, and Sr were used with several patterns of recrystallization rate variation to predict the composition of recrystallized inorganic calcite. Comparison of predictions with measured Mg/Ca and Sr/Ca ratios in severely altered calcite samples from several Deep Sea Drilling Project sites demonstrates that models incorporating temporal variation in interstitial water composition more successfully predict observed calcite compositions than do models which rely solely on present-day interstitial water chemistry. Temporal changes in interstitial composition are particularly important in interpreting Mg/Ca ratios in conjunction with Sr/Ca ratios. Estimates of Mg distribution coefficients from previous observations in marine sediments, much lower than those in laboratory studies of inorganic calcite, are confirmed by these results. Evaluation of the effects of diagenetic alteration of biogenic calcium carbonate sediment must be a site-specific process, taking into account accumulation history, present interstitial chemistry and its variation in the past, and sample depths and ages.

van der Waals coefficients for positronium interactions with atoms

The random-phase approximation with exchange (RPAE) is used with a B-spline basis to compute dynamic dipole polarizabilities of noble-gas atoms and several other closed-shell atoms (Be, Mg, Ca, Zn, Sr, Cd, and Ba). From these, values of the van der Waals C₆ constants for positronium interactions with these atoms are determined and compared with existing data. After correcting the RPAE polarizabilities to fit the most accurate static polarizability data, our best predictions of C₆ for Ps–noble-gas pairs are expected to be accurate to within 1%, and to within a few percent for the alkaline-earth metals. We also used accurate dynamic dipole polarizabilities from the literature to compute the C₆ coefficients for the alkali-metal atoms. Implications of increased C₆ values for Ps scattering from more polarizable atoms are discussed.

Massive MIMO with I/Q imbalance: Performance analysis and compensation

In this paper, we consider the uplink of a single-cell massive multiple-input multiple-output (MIMO) system with inphase and quadrature-phase imbalance (IQI). This scenario is of particular importance in massive MIMO systems, where the deployment of lower-cost, lower-quality components is desirable to make massive MIMO a viable technology. Particularly, we investigate the effect of IQI on the performance of massive MIMO employing maximum-ratio combining (MRC) receivers. In order to study how IQI affects channel estimation, we derive a new channel estimator for the IQI-impaired model and show that IQI can substantially downgrade the performance of MRC receivers. Moreover, a low-complexity IQI compensation scheme, suitable for massive MIMO, is proposed which is based on the IQI coefficients' estimation and it is independent of the channel gain. The performance of the proposed compensation scheme is analytically evaluated by deriving a tractable approximation of the ergodic achievable rate and providing the asymptotic power scaling laws assuming transmission over Rayleigh fading channels with log-normal large-scale fading. Finally, we show that massive MIMO effectively suppresses the residual IQI effects, as long as, the compensation scheme is applied.

The ENCARA system for face detection and normalization

[EN]Facial image processing is becoming widespread in human-computer applications, despite its complexity. High-level processes such as face recognition or gender determination rely on low-level routines that must e ectively detect and normalize the faces that appear in the input image. In this paper, a face detection and normalization system is described. The approach taken is based on a cascade of fast, weak classi ers that together try to determine whether a frontal face is present in the image.

Méthodes de Bootstrap pour les modèles à facteurs

Cette thèse développe des méthodes bootstrap pour les modèles à facteurs qui sont couram- ment utilisés pour générer des prévisions depuis l'article pionnier de Stock et Watson (2002) sur les indices de diffusion. Ces modèles tolèrent l'inclusion d'un grand nombre de variables macroéconomiques et financières comme prédicteurs, une caractéristique utile pour inclure di- verses informations disponibles aux agents économiques. Ma thèse propose donc des outils éco- nométriques qui améliorent l'inférence dans les modèles à facteurs utilisant des facteurs latents extraits d'un large panel de prédicteurs observés. Il est subdivisé en trois chapitres complémen- taires dont les deux premiers en collaboration avec Sílvia Gonçalves et Benoit Perron. Dans le premier article, nous étudions comment les méthodes bootstrap peuvent être utilisées pour faire de l'inférence dans les modèles de prévision pour un horizon de h périodes dans le futur. Pour ce faire, il examine l'inférence bootstrap dans un contexte de régression augmentée de facteurs où les erreurs pourraient être autocorrélées. Il généralise les résultats de Gonçalves et Perron (2014) et propose puis justifie deux approches basées sur les résidus : le block wild bootstrap et le dependent wild bootstrap. Nos simulations montrent une amélioration des taux de couverture des intervalles de confiance des coefficients estimés en utilisant ces approches comparativement à la théorie asymptotique et au wild bootstrap en présence de corrélation sérielle dans les erreurs de régression. Le deuxième chapitre propose des méthodes bootstrap pour la construction des intervalles de prévision permettant de relâcher l'hypothèse de normalité des innovations. Nous y propo- sons des intervalles de prédiction bootstrap pour une observation h périodes dans le futur et sa moyenne conditionnelle. Nous supposons que ces prévisions sont faites en utilisant un ensemble de facteurs extraits d'un large panel de variables. Parce que nous traitons ces facteurs comme latents, nos prévisions dépendent à la fois des facteurs estimés et les coefficients de régres- sion estimés. Sous des conditions de régularité, Bai et Ng (2006) ont proposé la construction d'intervalles asymptotiques sous l'hypothèse de Gaussianité des innovations. Le bootstrap nous permet de relâcher cette hypothèse et de construire des intervalles de prédiction valides sous des hypothèses plus générales. En outre, même en supposant la Gaussianité, le bootstrap conduit à des intervalles plus précis dans les cas où la dimension transversale est relativement faible car il prend en considération le biais de l'estimateur des moindres carrés ordinaires comme le montre une étude récente de Gonçalves et Perron (2014). Dans le troisième chapitre, nous suggérons des procédures de sélection convergentes pour les regressions augmentées de facteurs en échantillons finis. Nous démontrons premièrement que la méthode de validation croisée usuelle est non-convergente mais que sa généralisation, la validation croisée «leave-d-out» sélectionne le plus petit ensemble de facteurs estimés pour l'espace généré par les vraies facteurs. Le deuxième critère dont nous montrons également la validité généralise l'approximation bootstrap de Shao (1996) pour les regressions augmentées de facteurs. Les simulations montrent une amélioration de la probabilité de sélectionner par- cimonieusement les facteurs estimés comparativement aux méthodes de sélection disponibles. L'application empirique revisite la relation entre les facteurs macroéconomiques et financiers, et l'excès de rendement sur le marché boursier américain. Parmi les facteurs estimés à partir d'un large panel de données macroéconomiques et financières des États Unis, les facteurs fortement correlés aux écarts de taux d'intérêt et les facteurs de Fama-French ont un bon pouvoir prédictif pour les excès de rendement.

The role of nuclear physics in supernovae and the evolution of neutron stars, Neutrino Opacities, Equation of State, Transport Coefficients, and Dark Matter Production

Thesis (Ph.D.)--University of Washington, 2016-08

Asymptotic Change-Point Analysis of the Dependencies in Time Series

In recent papers, Wied and his coauthors have introduced change-point procedures to detect and estimate structural breaks in the correlation between time series. To prove the asymptotic distribution of the test statistic and stopping time as well as the change-point estimation rate, they use an extended functional Delta method and assume nearly constant expectations and variances of the time series. In this thesis, we allow asymptotically infinitely many structural breaks in the means and variances of the time series. For this setting, we present test statistics and stopping times which are used to determine whether or not the correlation between two time series is and stays constant, respectively. Additionally, we consider estimates for change-points in the correlations. The employed nonparametric statistics depend on the means and variances. These (nuisance) parameters are replaced by estimates in the course of this thesis. We avoid assuming a fixed form of these estimates but rather we use "blackbox" estimates, i.e. we derive results under assumptions that these estimates fulfill. These results are supplement with examples. This thesis is organized in seven sections. In Section 1, we motivate the issue and present the mathematical model. In Section 2, we consider a posteriori and sequential testing procedures, and investigate convergence rates for change-point estimation, always assuming that the means and the variances of the time series are known. In the following sections, the assumptions of known means and variances are relaxed. In Section 3, we present the assumptions for the mean and variance estimates that we will use for the mean in Section 4, for the variance in Section 5, and for both parameters in Section 6. Finally, in Section 7, a simulation study illustrates the finite sample behaviors of some testing procedures and estimates.

Asymptotic and structural properties of special cases of the Wright function arising in probability theory

This analysis paper presents previously unknown properties of some special cases of the Wright function whose consideration is necessitated by our work on probability theory and the theory of stochastic processes. Specifically, we establish new asymptotic properties of the particular Wright function 1Ψ1(ρ, k; ρ, 0; x) = X∞ n=0 Γ(k + ρn) Γ(ρn) x n n! (|x| < ∞) when the parameter ρ ∈ (−1, 0)∪(0, ∞) and the argument x is real. In the probability theory applications, which are focused on studies of the Poisson-Tweedie mixtures, the parameter k is a non-negative integer. Several representations involving well-known special functions are given for certain particular values of ρ. The asymptotics of 1Ψ1(ρ, k; ρ, 0; x) are obtained under numerous assumptions on the behavior of the arguments k and x when the parameter ρ is both positive and negative. We also provide some integral representations and structural properties involving the ‘reduced’ Wright function 0Ψ1(−−; ρ, 0; x) with ρ ∈ (−1, 0) ∪ (0, ∞), which might be useful for the derivation of new properties of members of the power-variance family of distributions. Some of these imply a reflection principle that connects the functions 0Ψ1(−−;±ρ, 0; ·) and certain Bessel functions. Several asymptotic relationships for both particular cases of this function are also given. A few of these follow under additional constraints from probability theory results which, although previously available, were unknown to analysts.

Asymptotic scattering and duality in the one-dimensional three-state quantum Potts model on a lattice

We determine numerically the single-particle and the two-particle spectrum of the three-state quantum Potts model on a lattice by using the density matrix renormalization group method, and extract information on the asymptotic (small momentum) S-matrix of the quasiparticles. The low energy part of the finite size spectrum can be understood in terms of a simple effective model introduced in a previous work, and is consistent with an asymptotic S-matrix of an exchange form below a momentum scale p*. This scale appears to vanish faster than the Compton scale, mc, as one approaches the critical point, suggesting that a dangerously irrelevant operator may be responsible for the behaviour observed on the lattice.

The experimental determination of impact ionization coefficients in gallium arsenide and indium phosphide

U of I Only