Tropospheric planetary wave dynamics and mixture modeling: Two preferred regimes and a regime shift

Investigation of preferred structures of planetary wave dynamics is addressed using multivariate Gaussian mixture models. The number of components in the mixture is obtained using order statistics of the mixing proportions, hence avoiding previous difficulties related to sample sizes and independence issues. The method is first applied to a few low-order stochastic dynamical systems and data from a general circulation model. The method is next applied to winter daily 500-hPa heights from 1949 to 2003 over the Northern Hemisphere. A spatial clustering algorithm is first applied to the leading two principal components (PCs) and shows significant clustering. The clustering is particularly robust for the first half of the record and less for the second half. The mixture model is then used to identify the clusters. Two highly significant extratropical planetary-scale preferred structures are obtained within the first two to four EOF state space. The first pattern shows a Pacific-North American (PNA) pattern and a negative North Atlantic Oscillation (NAO), and the second pattern is nearly opposite to the first one. It is also observed that some subspaces show multivariate Gaussianity, compatible with linearity, whereas others show multivariate non-Gaussianity. The same analysis is also applied to two subperiods, before and after 1978, and shows a similar regime behavior, with a slight stronger support for the first subperiod. In addition a significant regime shift is also observed between the two periods as well as a change in the shape of the distribution. The patterns associated with the regime shifts reflect essentially a PNA pattern and an NAO pattern consistent with the observed global warming effect on climate and the observed shift in sea surface temperature around the mid-1970s.

Second-order cybernetics and enactive perception

Purpose - To present an account of cognition integrating second-order cybernetics (SOC) together with enactive perception and dynamic systems theory. Design/methodology/approach - The paper presents a brief critique of classical models of cognition then outlines how integration of SOC, enactive perception and dynamic systems theory can overcome some weaknesses of the classical paradigm. Findings - Presents the critique of evolutionary robotics showing how the issues of teleology and autonomy are left unresolved by this paradigm although their solution fits within the proposed framework. Research limitations/implications - The paper highlights the importance of genuine autonomy in the development of artificial cognitive systems. It sets out a framework within which the robofic research of cognitive systems could succeed. Practical implications - There are no immediate practical implications but see research implications. Originality/value - It joins the discussion on the fundamental nature of cognitive systems and emphasise the importance of autonomy and embodiment.

A neurofuzzy network knowledge extraction and extended gram-Schmidt algorithm for model subspace decomposition

This paper introduces a new neurofuzzy model construction and parameter estimation algorithm from observed finite data sets, based on a Takagi and Sugeno (T-S) inference mechanism and a new extended Gram-Schmidt orthogonal decomposition algorithm, for the modeling of a priori unknown dynamical systems in the form of a set of fuzzy rules. The first contribution of the paper is the introduction of a one to one mapping between a fuzzy rule-base and a model matrix feature subspace using the T-S inference mechanism. This link enables the numerical properties associated with a rule-based matrix subspace, the relationships amongst these matrix subspaces, and the correlation between the output vector and a rule-base matrix subspace, to be investigated and extracted as rule-based knowledge to enhance model transparency. The matrix subspace spanned by a fuzzy rule is initially derived as the input regression matrix multiplied by a weighting matrix that consists of the corresponding fuzzy membership functions over the training data set. Model transparency is explored by the derivation of an equivalence between an A-optimality experimental design criterion of the weighting matrix and the average model output sensitivity to the fuzzy rule, so that rule-bases can be effectively measured by their identifiability via the A-optimality experimental design criterion. The A-optimality experimental design criterion of the weighting matrices of fuzzy rules is used to construct an initial model rule-base. An extended Gram-Schmidt algorithm is then developed to estimate the parameter vector for each rule. This new algorithm decomposes the model rule-bases via an orthogonal subspace decomposition approach, so as to enhance model transparency with the capability of interpreting the derived rule-base energy level. This new approach is computationally simpler than the conventional Gram-Schmidt algorithm for resolving high dimensional regression problems, whereby it is computationally desirable to decompose complex models into a few submodels rather than a single model with large number of input variables and the associated curse of dimensionality problem. Numerical examples are included to demonstrate the effectiveness of the proposed new algorithm.

Robust neurofuzzy rule base knowledge extraction and estimation using subspace decomposition combined with regularization and D-optimality

A new robust neurofuzzy model construction algorithm has been introduced for the modeling of a priori unknown dynamical systems from observed finite data sets in the form of a set of fuzzy rules. Based on a Takagi-Sugeno (T-S) inference mechanism a one to one mapping between a fuzzy rule base and a model matrix feature subspace is established. This link enables rule based knowledge to be extracted from matrix subspace to enhance model transparency. In order to achieve maximized model robustness and sparsity, a new robust extended Gram-Schmidt (G-S) method has been introduced via two effective and complementary approaches of regularization and D-optimality experimental design. Model rule bases are decomposed into orthogonal subspaces, so as to enhance model transparency with the capability of interpreting the derived rule base energy level. A locally regularized orthogonal least squares algorithm, combined with a D-optimality used for subspace based rule selection, has been extended for fuzzy rule regularization and subspace based information extraction. By using a weighting for the D-optimality cost function, the entire model construction procedure becomes automatic. Numerical examples are included to demonstrate the effectiveness of the proposed new algorithm.

Tendering: optimization and rationality

There have been various techniques published for optimizing the net present value of tenders by use of discounted cash flow theory and linear programming. These approaches to tendering appear to have been largely ignored by the industry. This paper utilises six case studies of tendering practice in order to establish the reasons for this apparent disregard. Tendering is demonstrated to be a market orientated function with many subjective judgements being made regarding a firm's environment. Detailed consideration of 'internal' factors such as cash flow are therefore judged to be unjustified. Systems theory is then drawn upon and applied to the separate processes of estimating and tendering. Estimating is seen as taking place in a relatively sheltered environment and as such operates as a relatively closed system. Tendering, however, takes place in a changing and dynamic environment and as such must operate as a relatively open system. The use of sophisticated methods to optimize the value of tenders is then identified as being dependent upon the assumption of rationality, which is justified in the case of a relatively closed system (i.e. estimating), but not for a relatively open system (i.e. tendering).

Extreme value distribution for singular measures

In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems that have a singular measure. Using the block maxima approach described in Faranda et al. [2011] we show that, numerically, the Extreme Value distribution for these maps can be associated to the Generalised Extreme Value family where the parameters scale with the information dimension. The numerical analysis are performed on a few low dimensional maps. For the middle third Cantor set and the Sierpinskij triangle obtained using Iterated Function Systems, experimental parameters show a very good agreement with the theoretical values. For strange attractors like Lozi and H\`enon maps a slower convergence to the Generalised Extreme Value distribution is observed. Even in presence of large statistics the observed convergence is slower if compared with the maps which have an absolute continuous invariant measure. Nevertheless and within the uncertainty computed range, the results are in good agreement with the theoretical estimates.

Probabilistic evaluation of time series models : a comparison of several approaches

Several methods are examined which allow to produce forecasts for time series in the form of probability assignments. The necessary concepts are presented, addressing questions such as how to assess the performance of a probabilistic forecast. A particular class of models, cluster weighted models (CWMs), is given particular attention. CWMs, originally proposed for deterministic forecasts, can be employed for probabilistic forecasting with little modification. Two examples are presented. The first involves estimating the state of (numerically simulated) dynamical systems from noise corrupted measurements, a problem also known as filtering. There is an optimal solution to this problem, called the optimal filter, to which the considered time series models are compared. (The optimal filter requires the dynamical equations to be known.) In the second example, we aim at forecasting the chaotic oscillations of an experimental bronze spring system. Both examples demonstrate that the considered time series models, and especially the CWMs, provide useful probabilistic information about the underlying dynamical relations. In particular, they provide more than just an approximation to the conditional mean.

Nonlinear error dynamics for cycled data assimilation methods

We investigate the error dynamics for cycled data assimilation systems, such that the inverse problem of state determination is solved at tk, k = 1, 2, 3, ..., with a first guess given by the state propagated via a dynamical system model from time tk − 1 to time tk. In particular, for nonlinear dynamical systems that are Lipschitz continuous with respect to their initial states, we provide deterministic estimates for the development of the error ||ek|| := ||x(a)k − x(t)k|| between the estimated state x(a) and the true state x(t) over time. Clearly, observation error of size δ > 0 leads to an estimation error in every assimilation step. These errors can accumulate, if they are not (a) controlled in the reconstruction and (b) damped by the dynamical system under consideration. A data assimilation method is called stable, if the error in the estimate is bounded in time by some constant C. The key task of this work is to provide estimates for the error ||ek||, depending on the size δ of the observation error, the reconstruction operator Rα, the observation operator H and the Lipschitz constants K(1) and K(2) on the lower and higher modes of controlling the damping behaviour of the dynamics. We show that systems can be stabilized by choosing α sufficiently small, but the bound C will then depend on the data error δ in the form c||Rα||δ with some constant c. Since ||Rα|| → ∞ for α → 0, the constant might be large. Numerical examples for this behaviour in the nonlinear case are provided using a (low-dimensional) Lorenz '63 system.

Stability of stationary solutions of the forced Navier-Stokes equations on the two-torus

We study the linear and nonlinear stability of stationary solutions of the forced two-dimensional Navier-Stokes equations on the domain [0,2π]x[0,2π/α], where α ϵ(0,1], with doubly periodic boundary conditions. For the linear problem we employ the classical energy{enstrophy argument to derive some fundamental properties of unstable eigenmodes. From this it is shown that forces of pure χ2-modes having wavelengths greater than 2π do not give rise to linear instability of the corresponding primary stationary solutions. For the nonlinear problem, we prove the equivalence of nonlinear stability with respect to the energy and enstrophy norms. This equivalence is then applied to derive optimal conditions for nonlinear stability, including both the high-and low-Reynolds-number limits.

Abstract platforms of computation

Computational formalisms have been pushing the boundaries of the field of computing for the last 80 years and much debate has surrounded what computing entails; what it is, and what it is not. This paper seeks to explore the boundaries of the ideas of computation and provide a framework for enabling a constructive discussion of computational ideas. First, a review of computing is given, ranging from Turing Machines to interactive computing. Then, a variety of natural physical systems are considered for their computational qualities. From this exploration, a framework is presented under which all dynamical systems can be considered as instances of the class of abstract computational platforms. An abstract computational platform is defined by both its intrinsic dynamics and how it allows computation that is meaningful to an external agent through the configuration of constraints upon those dynamics. It is asserted that a platform’s computational expressiveness is directly related to the freedom with which constraints can be placed. Finally, the requirements for a formal constraint description language are considered and it is proposed that Abstract State Machines may provide a reasonable basis for such a language.

Theoretical perspectives of enterprise architecture

The number of published Enterprise Architecture (EA) research has increased during the last few years. As a discipline, EA is still young and lacking theoretical foundation. Lately some research trying to ground EA to theory has been published, including linkage to systems theory. Enterprise Architecture can be defined as; (i) a formal description of the current and future state(s) of an organisation, and (ii) a managed change between these states to meet organisation’s stakeholders’ goals and to create value to the organisation. Based on this definition, this conceptual paper tries to shed light to theoretical underpinnings of EA from three theoretical perspectives; EA as a communication media, EA as an activity, and EA as an information technology system. Our conclusions are that; (i) EA can be categorised as a communication media and theoretically underpinned by ontology and semiotics, (ii) EA can be explained and theoretically underpinned by Activity Theory, and (iii) EA can be categorised as an information technology system and theoretically underpinned by General Systems Theory and Technology Acceptance Theory.

Recurrence and higher ergodic properties for quenched random Lorentz tubes in dimension bigger than two

We consider the billiard dynamics in a non-compact set of ℝ d that is constructed as a bi-infinite chain of translated copies of the same d-dimensional polytope. A random configuration of semi-dispersing scatterers is placed in each copy. The ensemble of dynamical systems thus defined, one for each global realization of the scatterers, is called quenched random Lorentz tube. Under some fairly general conditions, we prove that every system in the ensemble is hyperbolic and almost every system is recurrent, ergodic, and enjoys some higher chaotic properties.

Recurrence for quenched random Lorentz tubes

We consider the billiard dynamics in a striplike set that is tessellated by countably many translated copies of the same polygon. A random configuration of semidispersing scatterers is placed in each copy. The ensemble of dynamical systems thus defined, one for each global choice of scatterers, is called quenched random Lorentz tube. We prove that under general conditions, almost every system in the ensemble is recurrent.