Structural change in macroeconomic time series: A complex systems perspective

We demonstrate that the process of generating smooth transitions Call be viewed as a natural result of the filtering operations implied in the generation of discrete-time series observations from the sampling of data from an underlying continuous time process that has undergone a process of structural change. In order to focus discussion, we utilize the problem of estimating the location of abrupt shifts in some simple time series models. This approach will permit its to address salient issues relating to distortions induced by the inherent aggregation associated with discrete-time sampling of continuous time processes experiencing structural change, We also address the issue of how time irreversible structures may be generated within the smooth transition processes. (c) 2005 Elsevier Inc. All rights reserved.

High-field magnetic resonance imaging with reduced field/tissue RF artefacts - A modeling study using hybrid MoM/FEM and FDTD technique

Due to complex field/tissue interactions, high-field magnetic resonance (MR) images suffer significant image distortions that result in compromised diagnostic quality. A new method that attempts to remove these distortions is proposed in this paper and is based on the use of transceiver-phased arrays. The proposed system uses, in the examples presented herein, a shielded four-element transceive-phased array head coil and involves performing two separate scans of the same slice with each scan using different excitations during transmission. By optimizing the amplitudes and phases for each scan, antipodal signal profiles can be obtained, and by combining both the images together, the image distortion can be reduced several fold. A combined hybrid method of moments (MoM)/finite element method (FEM) and finite-difference time-domain (FDTD) technique is proposed and used to elucidate the concept of the new method and to accurately evaluate the electromagnetic field (EMF) in a human head model. In addition, the proposed method is used in conjunction with the generalized auto-calibrating partially parallel acquisitions (GRAPPA) reconstruction technique to enable rapid imaging of the two scans. Simulation results reported herein for 11-T (470-MHz) brain imaging applications show that the new method with GRAPPA reconstruction theoretically results in improved image quality and that the proposed combined hybrid MoM/FEM and FDTD technique is. suitable for high-field magnetic resonance imaging (MRI) numerical analysis.

Using intervention time series analyses to assess the effects of imperfectly identifiable natural events: A general method and example

BACKGROUND: Intervention time series analysis (ITSA) is an important method for analysing the effect of sudden events on time series data. ITSA methods are quasi-experimental in nature and the validity of modelling with these methods depends upon assumptions about the timing of the intervention and the response of the process to it. METHOD: This paper describes how to apply ITSA to analyse the impact of unplanned events on time series when the timing of the event is not accurately known, and so the problems of ITSA methods are magnified by uncertainty in the point of onset of the unplanned intervention. RESULTS: The methods are illustrated using the example of the Australian Heroin Shortage of 2001, which provided an opportunity to study the health and social consequences of an abrupt change in heroin availability in an environment of widespread harm reduction measures. CONCLUSION: Application of these methods enables valuable insights about the consequences of unplanned and poorly identified interventions while minimising the risk of spurious results.

Full-field Fourier-domain optical coherence tomography

Full-field Fourier-domain optical coherence tomography (3F-OCT) is a full-field version of spectraldomain/swept-source optical coherence tomography. A set of two-dimensional Fourier holograms is recorded at discrete wavenumbers spanning the swept-source tuning range. The resultant three-dimensional data cube contains comprehensive information on the three-dimensional morphological layout of the sample that can be reconstructed in software via three-dimensional discrete Fourier-transform. This method of recording of the OCT signal confers signal-to-noise ratio improvement in comparison with "flying-spot" time-domain OCT. The spatial resolution of the 3F-OCT reconstructed image, however, is degraded due to the presence of a phase cross-term, whose origin and effects are addressed in this paper. We present theoretical and experimental study of imaging performance of 3F-OCT, with particular emphasis on elimination of the deleterious effects of the phase cross-term.

Customer information system data pre-processing with feature selection techniques for non-technical losses prediction in an electricity market

Non-technical losses (NTL) identification and prediction are important tasks for many utilities. Data from customer information system (CIS) can be used for NTL analysis. However, in order to accurately and efficiently perform NTL analysis, the original data from CIS need to be pre-processed before any detailed NTL analysis can be carried out. In this paper, we propose a feature selection based method for CIS data pre-processing in order to extract the most relevant information for further analysis such as clustering and classifications. By removing irrelevant and redundant features, feature selection is an essential step in data mining process in finding optimal subset of features to improve the quality of result by giving faster time processing, higher accuracy and simpler results with fewer features. Detailed feature selection analysis is presented in the paper. Both time-domain and load shape data are compared based on the accuracy, consistency and statistical dependencies between features.

Time-Frequency Distribution Moments of Heart Rate Variability for Neonatal Seizure Detection

In this paper, we propose features extracted from the heart rate variability (HRV) based on the first and second conditional moments of time-frequency distribution (TFD) as an additional guide for seizure detection in newborn. The features of HRV in the low frequency band (LF: 0-0.07 Hz), mid frequency band (MF: 0.07-0.15 Hz), and high frequency band (HF: 0.15-0.6 Hz) have been obtained by means of the time-frequency analysis using the modified-B distribution (MBD). Results of ongoing time-frequency research are presented. Based on our preliminary results, the first conditional moment of HRV which is also known as the mean/central frequency in the LF band and the second conditional moment of HRV which is also known as the variance/instantaneous bandwidth (IB) in the HF band can be used as a good feature to discriminate the newborn seizure from the non-seizure

Hidden state models for time series

Amongst all the objectives in the study of time series, uncovering the dynamic law of its generation is probably the most important. When the underlying dynamics are not available, time series modelling consists of developing a model which best explains a sequence of observations. In this thesis, we consider hidden space models for analysing and describing time series. We first provide an introduction to the principal concepts of hidden state models and draw an analogy between hidden Markov models and state space models. Central ideas such as hidden state inference or parameter estimation are reviewed in detail. A key part of multivariate time series analysis is identifying the delay between different variables. We present a novel approach for time delay estimating in a non-stationary environment. The technique makes use of hidden Markov models and we demonstrate its application for estimating a crucial parameter in the oil industry. We then focus on hybrid models that we call dynamical local models. These models combine and generalise hidden Markov models and state space models. Probabilistic inference is unfortunately computationally intractable and we show how to make use of variational techniques for approximating the posterior distribution over the hidden state variables. Experimental simulations on synthetic and real-world data demonstrate the application of dynamical local models for segmenting a time series into regimes and providing predictive distributions.

Detection of Logical-and-Probabilistic Correlation in Time Series

An application of the heterogeneous variables system prediction method to solving the time series analysis problem with respect to the sample size is considered in this work. It is created a logical-and-probabilistic correlation from the logical decision function class. Two ways is considered. When the information about event is kept safe in the process, and when it is kept safe in depending process.

SNR enhanced distributed vibration fiber sensing system employing polarization OTDR and ultraweak FBGs

A distributed fiber sensing system based on ultraweak FBGs (UWFBGs) assisted polarization optical time-domain reflectometry (POTDR) is proposed for load and vibration sensing with improved signal-to-noise ratio (SNR) and sensitivity. UWFBGs with reflectivity higher than Rayleigh scattering coefficient per pulse are induced into a POTDR system to increase the intensity of the back signal. The performance improvement of the system has been studied. The numerical analysis has shown that the SNR and sensitivity of the system can be effectively improved by integrating UWFBGs along the whole sensing fiber, which has been clearly proven by the experiment. The experimental results have shown that by using UWFBGs with 1.1 x 10-5 reflectivity and 10-m interval distance, the SNR is improved by 11 dB, and the load and vibration sensitivities of the POTDR are improved by about 10.7 and 9 dB, respectively.

Application of the Multivariate Prediction Method to Time Series

* This work was financially supported by RFBR-04-01-00858.

Extreme Situations Prediction by MultidimenSional Heterogeneous Time Series Using Logical Decision Functions

* The work is supported by RFBR, grant 04-01-00858-a

Investigating the role of capacitive coupling between the operating table and the return electrode of an electrosurgery unit in the modification of the current density distribution within the patients’ body

Background: Electrosurgery units are widely employed in modern surgery. Advances in technology have enhanced the safety of these devices, nevertheless, accidental burns are still regularly reported. This study focuses on possible causes of sacral burns as complication of the use of electrosurgery. Burns are caused by local densifications of the current, but the actual pathway of current within patient's body is unknown. Numerical electromagnetic analysis can help in understanding the issue. Methods: To this aim, an accurate heterogeneous model of human body (including seventy-seven different tissues), electrosurgery electrodes, operating table and mattress was build to resemble a typical surgery condition. The patient lays supine on the mattress with the active electrode placed onto the thorax and the return electrode on his back. Common operating frequencies of electrosurgery units were considered. Finite Difference Time Domain electromagnetic analysis was carried out to compute the spatial distribution of current density within the patient's body. A differential analysis by changing the electrical properties of the operating table from a conductor to an insulator was also performed. Results: Results revealed that distributed capacitive coupling between patient body and the conductive operating table offers an alternative path to the electrosurgery current. The patient's anatomy, the positioning and the different electromagnetic properties of tissues promote a densification of the current at the head and sacral region. In particular, high values of current density were located behind the sacral bone and beneath the skin. This did not occur in the case of non-conductive operating table. Conclusion: Results of the simulation highlight the role played from capacitive couplings between the return electrode and the conductive operating table. The concentration of current density may result in an undesired rise in temperature, originating burns in body region far from the electrodes. This outcome is concordant with the type of surgery-related sacral burns reported in literature. Such burns cannot be immediately detected after surgery, but appear later and can be confused with bedsores. In addition, the dosimetric analysis suggests that reducing the capacity coupling between the return electrode and the operating table can decrease or avoid this problem. © 2013 Bifulco et al.; licensee BioMed Central Ltd.

Quantum dot-based terahertz photoconductive antennas

We present novel Terahertz (THz) emitting optically pumped Quantum Dot (QD) photoconductive (PC) materials and antenna structures on their basis both for pulsed and CW pumping regimes. Full text Quantum dot and microantenna design - Presented here are design considerations for the semiconductor materials in our novel QD-based photoconductive antenna (PCA) structures, metallic microantenna designs, and their implementation as part of a complete THz source or transceiver system. Layers of implanted QDs can be used for the photocarrier lifetime shortening mechanism[1,2]. In our research we use InAs:GaAs QD structures of varying dot layer number and distributed Bragg reflector(DBR)reflectivity range. According to the observed dependence of carrier lifetimes on QD layer periodicity [3], it is reasonable to assume that electron lifetimes can be potentially reduced down to 0.45ps in such structures. Both of these features; long excitation wavelength and short carriers lifetime predict possible feasibility of QD antennas for THz generation and detection. In general, relatively simple antenna configurations were used here, including: coplanar stripline (CPS); Hertzian-type dipoles; bow-ties for broadband and log-spiral(LS)or log-periodic(LP)‘toothed’ geometriesfor a CW operation regime. Experimental results - Several lasers are used for antenna pumping: Ti:Sapphire femtosecond laser, as well as single-[4], double-[5] wavelength, and pulsed [6] QD lasers. For detection of the THz signal different schemes and devices were used, e.g. helium-cooled bolometer, Golay cell and a second PCA for coherent THz detection in a traditional time-domain measurement scheme.Fig.1shows the typical THz output power trend from a 5 um-gap LPQD PCA pumped using a tunable QD LD with optical pump spectrum shown in (b). Summary - QD-based THz systems have been demonstrated as a feasible and highly versatile solution. The implementation of QD LDs as pump sources could be a major step towards ultra-compact, electrically controllable transceiver system that would increase the scope of data analysis due to the high pulse repetition rates of such LDs [3], allowing real-time THz TDS and data acquisition. Future steps in development of such systems now lie in the further investigation of QD-based THz PCA structures and devices, particularly with regards to their compatibilitywith QD LDs as pump sources. [1]E. U. Rafailov et al., “Fast quantum-dot saturable absorber for passive mode-locking of solid-State lasers,”Photon.Tech.Lett., IEEE, vol. 16 pp. 2439-2441(2004) [2]E. Estacio, “Strong enhancement of terahertz emission from GaAs in InAs/GaAs quantum dot structures. Appl.Phys.Lett., vol. 94 pp. 232104 (2009) [3]C. Kadow et al., “Self-assembled ErAs islands in GaAs: Growth and subpicosecond carrier dynamics,” Appl. Phys. Lett., vol. 75 pp. 3548-3550 (1999) [4]T. Kruczek, R. Leyman, D. Carnegie, N. Bazieva, G. Erbert, S. Schulz, C. Reardon, and E. U. Rafailov, “Continuous wave terahertz radiation from an InAs/GaAs quantum-dot photomixer device,” Appl. Phys. Lett., vol. 101(2012) [5]R. Leyman, D. I. Nikitichev, N. Bazieva, and E. U. Rafailov, “Multimodal spectral control of a quantum-dot diode laser for THz difference frequency generation,” Appl. Phys. Lett., vol. 99 (2011) [6]K.G. Wilcox, M. Butkus, I. Farrer, D.A. Ritchie, A. Tropper, E.U. Rafailov, “Subpicosecond quantum dot saturable absorber mode-locked semiconductor disk laser, ” Appl. Phys. Lett. Vol 94, 2511 © 2014 IEEE.

Extraction of Fraud Schemes from Trade Series

2000 Mathematics Subject Classification: 62H30, 62M10, 62M20, 62P20, 94A13.

Green's function for paraxial equation

The theory and experimental applications of optical Airy beams are in active development recently. The Airy beams are characterised by very special properties: they are non-diffractive and propagate along parabolic trajectories. Among the striking applications of the optical Airy beams are optical micro-manipulation implemented as the transport of small particles along the parabolic trajectory, Airy-Bessel linear light bullets, electron acceleration by the Airy beams, plasmonic energy routing. The detailed analysis of the mathematical aspects as well as physical interpretation of the electromagnetic Airy beams was done by considering the wave as a function of spatial coordinates only, related by the parabolic dependence between the transverse and the longitudinal coordinates. Their time dependence is assumed to be harmonic. Only a few papers consider a more general temporal dependence where such a relationship exists between the temporal and the spatial variables. This relationship is derived mostly by applying the Fourier transform to the expressions obtained for the harmonic time dependence or by a Fourier synthesis using the specific modulated spectrum near some central frequency. Spatial-temporal Airy pulses in the form of contour integrals is analysed near the caustic and the numerical solution of the nonlinear paraxial equation in time domain shows soliton shedding from the Airy pulse in Kerr medium. In this paper the explicitly time dependent solutions of the electromagnetic problem in the form of time-spatial pulses are derived in paraxial approximation through the Green's function for the paraxial equation. It is shown that a Gaussian and an Airy pulse can be obtained by applying the Green's function to a proper source current. We emphasize that the processes in time domain are directional, which leads to unexpected conclusions especially for the paraxial approximation.