The challenge of real-time automatic mapping for environmental monitoring network management

The automatic interpolation of environmental monitoring network data such as air quality or radiation levels in real-time setting poses a number of practical and theoretical questions. Among the problems found are (i) dealing and communicating uncertainty of predictions, (ii) automatic (hyper)parameter estimation, (iii) monitoring network heterogeneity, (iv) dealing with outlying extremes, and (v) quality control. In this paper we discuss these issues, in light of the spatial interpolation comparison exercise held in 2004.

Estimation of functional connectivity from electromagnetic signals and the amount of empirical data required

An increasing number of neuroimaging studies are concerned with the identification of interactions or statistical dependencies between brain areas. Dependencies between the activities of different brain regions can be quantified with functional connectivity measures such as the cross-correlation coefficient. An important factor limiting the accuracy of such measures is the amount of empirical data available. For event-related protocols, the amount of data also affects the temporal resolution of the analysis. We use analytical expressions to calculate the amount of empirical data needed to establish whether a certain level of dependency is significant when the time series are autocorrelated, as is the case for biological signals. These analytical results are then contrasted with estimates from simulations based on real data recorded with magnetoencephalography during a resting-state paradigm and during the presentation of visual stimuli. Results indicate that, for broadband signals, 50-100 s of data is required to detect a true underlying cross-correlations coefficient of 0.05. This corresponds to a resolution of a few hundred milliseconds for typical event-related recordings. The required time window increases for narrow band signals as frequency decreases. For instance, approximately 3 times as much data is necessary for signals in the alpha band. Important implications can be derived for the design and interpretation of experiments to characterize weak interactions, which are potentially important for brain processing.

Spatial aspects of MRSA epidemiology:A case study using stochastic simulation, kernel estimation and SaTScan

The identification of disease clusters in space or space-time is of vital importance for public health policy and action. In the case of methicillin-resistant Staphylococcus aureus (MRSA), it is particularly important to distinguish between community and health care-associated infections, and to identify reservoirs of infection. 832 cases of MRSA in the West Midlands (UK) were tested for clustering and evidence of community transmission, after being geo-located to the centroids of UK unit postcodes (postal areas roughly equivalent to Zip+4 zip code areas). An age-stratified analysis was also carried out at the coarser spatial resolution of UK Census Output Areas. Stochastic simulation and kernel density estimation were combined to identify significant local clusters of MRSA (p<0.025), which were supported by SaTScan spatial and spatio-temporal scan. In order to investigate local sampling effort, a spatial 'random labelling' approach was used, with MRSA as cases and MSSA (methicillin-sensitive S. aureus) as controls. Heavy sampling in general was a response to MRSA outbreaks, which in turn appeared to be associated with medical care environments. The significance of clusters identified by kernel estimation was independently supported by information on the locations and client groups of nursing homes, and by preliminary molecular typing of isolates. In the absence of occupational/ lifestyle data on patients, the assumption was made that an individual's location and consequent risk is adequately represented by their residential postcode. The problems of this assumption are discussed, with recommendations for future data collection.

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.

An advanced real-time predictive maintenance framework for large scale machine systems

This thesis introduces and develops a novel real-time predictive maintenance system to estimate the machine system parameters using the motion current signature. Recently, motion current signature analysis has been addressed as an alternative to the use of sensors for monitoring internal faults of a motor. A maintenance system based upon the analysis of motion current signature avoids the need for the implementation and maintenance of expensive motion sensing technology. By developing nonlinear dynamical analysis for motion current signature, the research described in this thesis implements a novel real-time predictive maintenance system for current and future manufacturing machine systems. A crucial concept underpinning this project is that the motion current signature contains infor­mation relating to the machine system parameters and that this information can be extracted using nonlinear mapping techniques, such as neural networks. Towards this end, a proof of con­cept procedure is performed, which substantiates this concept. A simulation model, TuneLearn, is developed to simulate the large amount of training data required by the neural network ap­proach. Statistical validation and verification of the model is performed to ascertain confidence in the simulated motion current signature. Validation experiment concludes that, although, the simulation model generates a good macro-dynamical mapping of the motion current signature, it fails to accurately map the micro-dynamical structure due to the lack of knowledge regarding performance of higher order and nonlinear factors, such as backlash and compliance. Failure of the simulation model to determine the micro-dynamical structure suggests the pres­ence of nonlinearity in the motion current signature. This motivated us to perform surrogate data testing for nonlinearity in the motion current signature. Results confirm the presence of nonlinearity in the motion current signature, thereby, motivating the use of nonlinear tech­niques for further analysis. Outcomes of the experiment show that nonlinear noise reduction combined with the linear reverse algorithm offers precise machine system parameter estimation using the motion current signature for the implementation of the real-time predictive maintenance system. Finally, a linear reverse algorithm, BJEST, is developed and applied to the motion current signature to estimate the machine system parameters.

The accuracy of parameter estimation from noisy data, with application to resonance peak estimation in distributed Brillouin sensing

Distributed Brillouin sensing of strain and temperature works by making spatially resolved measurements of the position of the measurand-dependent extremum of the resonance curve associated with the scattering process in the weakly nonlinear regime. Typically, measurements of backscattered Stokes intensity (the dependent variable) are made at a number of predetermined fixed frequencies covering the design measurand range of the apparatus and combined to yield an estimate of the position of the extremum. The measurand can then be found because its relationship to the position of the extremum is assumed known. We present analytical expressions relating the relative error in the extremum position to experimental errors in the dependent variable. This is done for two cases: (i) a simple non-parametric estimate of the mean based on moments and (ii) the case in which a least squares technique is used to fit a Lorentzian to the data. The question of statistical bias in the estimates is discussed and in the second case we go further and present for the first time a general method by which the probability density function (PDF) of errors in the fitted parameters can be obtained in closed form in terms of the PDFs of the errors in the noisy data.

Modelling nonlinear stochastic dynamics in financial time series

For analysing financial time series two main opposing viewpoints exist, either capital markets are completely stochastic and therefore prices follow a random walk, or they are deterministic and consequently predictable. For each of these views a great variety of tools exist with which it can be tried to confirm the hypotheses. Unfortunately, these methods are not well suited for dealing with data characterised in part by both paradigms. This thesis investigates these two approaches in order to model the behaviour of financial time series. In the deterministic framework methods are used to characterise the dimensionality of embedded financial data. The stochastic approach includes here an estimation of the unconditioned and conditional return distributions using parametric, non- and semi-parametric density estimation techniques. Finally, it will be shown how elements from these two approaches could be combined to achieve a more realistic model for financial time series.

Demonstration of 10 Gbit/s transmission over 900 km SMF with <400 ns adaptation time using full-field EDC

This reported work significantly extends the reach of 10Gbit/s on-off keying singlemode fibre (SMF) transmission using full-field based electronic dispersion compensation (EDC) to 900 km. In addition, the EDC balances the complexity and the adaptation capability by employing a simple dispersive transmission line with static parameters for coarse dispersion compensation and 16-state maximum likelihood sequence estimation with Gaussian approximation based channel training for adaptive impairment trimming. Improved adaptation times of less than 400 ns for a bit error rate target of 10-3 over distances ranging from 0 to 900 km are reported.

Video-based, real-time multi-view stereo

We investigate the problem of obtaining a dense reconstruction in real-time, from a live video stream. In recent years, multi-view stereo (MVS) has received considerable attention and a number of methods have been proposed. However, most methods operate under the assumption of a relatively sparse set of still images as input and unlimited computation time. Video based MVS has received less attention despite the fact that video sequences offer significant benefits in terms of usability of MVS systems. In this paper we propose a novel video based MVS algorithm that is suitable for real-time, interactive 3d modeling with a hand-held camera. The key idea is a per-pixel, probabilistic depth estimation scheme that updates posterior depth distributions with every new frame. The current implementation is capable of updating 15 million distributions/s. We evaluate the proposed method against the state-of-the-art real-time MVS method and show improvement in terms of accuracy. © 2011 Elsevier B.V. All rights reserved.

Estimation of productivity in Korean electric power plants:a semiparametric smooth coefficient model

This paper analyzes the impact of load factor, facility and generator types on the productivity of Korean electric power plants. In order to capture important differences in the effect of load policy on power output, we use a semiparametric smooth coefficient (SPSC) model that allows us to model heterogeneous performances across power plants and over time by allowing underlying technologies to be heterogeneous. The SPSC model accommodates both continuous and discrete covariates. Various specification tests are conducted to compare performance of the SPSC model. Using a unique generator level panel dataset spanning the period 1995-2006, we find that the impact of load factor, generator and facility types on power generation varies substantially in terms of magnitude and significance across different plant characteristics. The results have strong implication for generation policy in Korea as outlined in this study.

Experiments in time:exploring the components of motor timing behaviour in dyslexia

This investigation aimed to pinpoint the elements of motor timing control that are responsible for the increased variability commonly found in children with developmental dyslexia on paced or unpaced motor timing tasks (Chapter 3). Such temporal processing abilities are thought to be important for developing the appropriate phonological representations required for the development of literacy skills. Similar temporal processing difficulties arise in other developmental disorders such as Attention Deficit Hyperactivity Disorder (ADHD). Motor timing behaviour in developmental populations was examined in the context of models of typical human timing behaviour, in particular the Wing-Kristofferson model, allowing estimation of the contribution of different timing control systems, namely timekeeper and implementation systems (Chapter 2 and Methods Chapters 4 and 5). Research examining timing in populations with dyslexia and ADHD has been inconsistent in the application of stimulus parameters and so the first investigation compared motor timing behaviour across different stimulus conditions (Chapter 6). The results question the suitability of visual timing tasks which produced greater performance variability than auditory or bimodal tasks. Following an examination of the validity of the Wing-Kristofferson model (Chapter 7) the model was applied to time series data from an auditory timing task completed by children with reading difficulties and matched control groups (Chapter 8). Expected group differences in timing performance were not found, however, associations between performance and measures of literacy and attention were present. Results also indicated that measures of attention and literacy dissociated in their relationships with components of timing, with literacy ability being correlated with timekeeper variance and attentional control with implementation variance. It is proposed that these timing deficits associated with reading difficulties are attributable to central timekeeping processes and so the contribution of error correction to timing performance was also investigated (Chapter 9). Children with lower scores on measures of literacy and attention were found to have a slower or failed correction response to phase errors in timing behaviour. Results from the series of studies suggest that the motor timing difficulty in poor reading children may stem from failures in the judgement of synchrony due to greater tolerance of uncertainty in the temporal processing system.

The accuracy of parameter estimation from noisy data, with application to resonance peak estimation in distributed Brillouin sensing

Distributed Brillouin sensing of strain and temperature works by making spatially resolved measurements of the position of the measurand-dependent extremum of the resonance curve associated with the scattering process in the weakly nonlinear regime. Typically, measurements of backscattered Stokes intensity (the dependent variable) are made at a number of predetermined fixed frequencies covering the design measurand range of the apparatus and combined to yield an estimate of the position of the extremum. The measurand can then be found because its relationship to the position of the extremum is assumed known. We present analytical expressions relating the relative error in the extremum position to experimental errors in the dependent variable. This is done for two cases: (i) a simple non-parametric estimate of the mean based on moments and (ii) the case in which a least squares technique is used to fit a Lorentzian to the data. The question of statistical bias in the estimates is discussed and in the second case we go further and present for the first time a general method by which the probability density function (PDF) of errors in the fitted parameters can be obtained in closed form in terms of the PDFs of the errors in the noisy data.

Estimation of transportation battery second life for use in electricity grid systems

This paper presents research from part of a larger project focusing on the potential development of commercial opportunities for the reuse of batteries on the electricity grid system, subsequent to their primary use in low and ultra-low carbon vehicles, and investigating the life cycle issues surrounding the batteries. The work has three main areas; examination of electric vehicle fleet data in detail to investigate usage in first life. Batteries that have passed through a battery recycler at the end of their first life have been tested within the laboratory to confirm the general assumption that remaining capacity of 80% after use in transportation is a reasonable assumption as a basis for second-life applications. The third aspect of the paper is an investigation of the equivalent usage for three different second-life applications based on connection to the electricity grid. Additionally, the paper estimates the time to cell failure of the batteries within their second-life application to estimate lifespan for use within commercial investigations. © 2014 IEEE.

Slow-phase onset influence on waveform identification and foveation time measure in congenital nystagmus

Congenital nystagmus (CN) is an ocular-motor disorder characterised by involuntary, conjugated ocular oscillations and its pathogenesis is still under investigation. This kind of nystagmus is termed congenital (or infantile) since it could be present at birth or it can arise in the first months of life. Most of CN patients show a considerable decrease of their visual acuity: image fixation on the retina is disturbed by nystagmus continuous oscillations, mainly horizontal. However, the image of a given target can still be stable during short periods in which eye velocity slows down while the target image is placed onto the fovea (called foveation intervals). To quantify the extent of nystagmus, eye movement recording are routinely employed, allowing physicians to extract and analyse nystagmus main features such as waveform shape, amplitude and frequency. Using eye movement recording, it is also possible to compute estimated visual acuity predictors: analytical functions which estimates expected visual acuity using signal features such as foveation time and foveation position variability. Use of those functions extend the information from typical visual acuity measurement (e.g. Landolt C test) and could be a support for therapy planning or monitoring. This study focuses on detection of CN patients' waveform type and on foveation time measure. Specifically, it proposes a robust method to recognize cycles corresponding to the specific CN waveform in the eye movement pattern and, for those cycles, evaluate the exact signal tracts in which a subject foveates. About 40 eyemovement recordings, either infrared-oculographic or electrooculographic, were acquired from 16 CN subjects. Results suggest that the use of an adaptive threshold applied to the eye velocity signal could improve the estimation of slow phase start point. This can enhance foveation time computing and reduce influence of repositioning saccades and data noise on the waveform type identification.

Models of Alternating Renewal Process at Discrete Time

We study a class of models used with success in the modelling of climatological sequences. These models are based on the notion of renewal. At first, we examine the probabilistic aspects of these models to afterwards study the estimation of their parameters and their asymptotical properties, in particular the consistence and the normality. We will discuss for applications, two particular classes of alternating renewal processes at discrete time. The first class is defined by laws of sojourn time that are translated negative binomial laws and the second class, suggested by Green is deduced from alternating renewal process in continuous time with sojourn time laws which are exponential laws with parameters α^0 and α^1 respectively.