Periodic autoregressive moving average models for the analysis of streamflow [abstract]

EXTRACT (SEE PDF FOR FULL ABSTRACT): Streamflow values show definite seasonal patterns in their month-to-month correlation structure. The structure also seems to vary as a function of the type of stream (coastal versus mountain or humid versus arid region). The standard autoregressive moving average (ARMA) time series model is incapable of reproducing this correlation structure. ... A periodic ARMA time series model is one in which an ARMA model is fitted to each month or season but the parameters of the model are constrained to be periodic according to a Fourier series. This constraint greatly reduces the number of parameters but still leaves the flexibility for matching the seasonally varying correlograms.

In search of climate effects on Atlantic Croaker (Micropogonias undulatus) stock off the U.S. Atlantic coast with Bayesian state-space biomass dynamic models

Atlantic Croaker (Micropogonias undulatus) production dynamics along the U.S. Atlantic coast are regulated by fishing and winter water temperature. Stakeholders for this resource have recommended investigating the effects of climate covariates in assessment models. This study used state-space biomass dynamic models without (model 1) and with (model 2) the minimum winter estuarine temperature (MWET) to examine MWET effects on Atlantic Croaker population dynamics during 1972–2008. In model 2, MWET was introduced into the intrinsic rate of population increase (r). For both models, a prior probability distribution (prior) was constructed for r or a scaling parameter (r0); imputs were the fishery removals, and fall biomass indices developed by using data from the Multispecies Bottom Trawl Survey of the Northeast Fisheries Science Center, National Marine Fisheries Service, and the Coastal Trawl Survey of the Southeast Area Monitoring and Assessment Program. Model sensitivity runs incorporated a uniform (0.01,1.5) prior for r or r0 and bycatch data from the shrimp-trawl fishery. All model variants produced similar results and therefore supported the conclusion of low risk of overfishing for the Atlantic Croaker stock in the 2000s. However, the data statistically supported only model 1 and its configuration that included the shrimp-trawl fishery bycatch. The process errors of these models showed slightly positive and significant correlations with MWET, indicating that warmer winters would enhance Atlantic Croaker biomass production. Inconclusive, somewhat conflicting results indicate that biomass dynamic models should not integrate MWET, pending, perhaps, accumulation of longer time series of the variables controlling the production dynamics of Atlantic Croaker, preferably including winter-induced estimates of Atlantic Croaker kills.

Variability in a radiolarian time series and its relationship to climate

EXTRACT (SEE PDF FOR FULL ABSTRACT): Recently, paleoceanographers have been challenged to produce reliable proxies of climate variables that can be incorporated into climate models. In developing proxies using time series of annual radiolarian species fluxes from Santa Barbara Basin, we identify groups of species associated with years of extreme sea surface temperatures and sea level heights.

Microwave power effects on the properties of phosphorus-doped SiC:H films prepared using ECR-CVD

There has been a growing interest in hydrogenated silicon carbide films (SiC:H) prepared using the electron cyclotron resonance-chemical vapour deposition (ECR-CVD) technique. Using the ECR-CVD technique, SiC:H films have been prepared from a mixture of methane, silane and hydrogen, with phosphine as the doping gas. The effects of changes in the microwave power (from 150 to 900 W) on the film properties were investigated in a series of phosphorus-doped SiC:H films. In particular, the changes in the deposition rate, optical bandgap, activation energy and conductivity were investigated in conjunction with results from Raman scattering and Fourier transform infra-red (FTIR) analysis. It was found that increase in the microwave power has the effect of enhancing the formation of the silicon microcrystalline phase in the amorphous matrix of the SiC:H films. This occurs in correspondence to a rapid increase in the conductivity and a reduction in the activation energy, both of which exhibit small variations in samples deposited at microwave powers exceeding 500 W. Analysis of IR absorption results suggests that hydrogen is bonded to silicon in the Si-H stretching mode and to carbon in the sp3 CHn rocking/wagging and bending mode in films deposited at higher microwave powers.

A new low-power highly linear mixer design using differential derivative superposition

This paper presents the analysis and design of a new low power and highly linear mixer topology based on a newly reported differential derivative superposition method. Volterra series and harmonic balance are employed to investigate its linearisation mechanism and to optimise the design. A prototype mixer has been designed and is being implemented in 0.18μm CMOS technology. Simulation shows this mixer achieves 19.7dBm IIP3 with 10.5dB conversion gain, 13.2dB noise figure at 2.4GHz and only 3.8mW power consumption. This performance is competitive with already reported mixers.

Gaussian process change point models

We combine Bayesian online change point detection with Gaussian processes to create a nonparametric time series model which can handle change points. The model can be used to locate change points in an online manner; and, unlike other Bayesian online change point detection algorithms, is applicable when temporal correlations in a regime are expected. We show three variations on how to apply Gaussian processes in the change point context, each with their own advantages. We present methods to reduce the computational burden of these models and demonstrate it on several real world data sets. Copyright 2010 by the author(s)/owner(s).

Semi-supervised video segmentation using tree structured graphical models

We present a novel, implementation friendly and occlusion aware semi-supervised video segmentation algorithm using tree structured graphical models, which delivers pixel labels alongwith their uncertainty estimates. Our motivation to employ supervision is to tackle a task-specific segmentation problem where the semantic objects are pre-defined by the user. The video model we propose for this problem is based on a tree structured approximation of a patch based undirected mixture model, which includes a novel time-series and a soft label Random Forest classifier participating in a feedback mechanism. We demonstrate the efficacy of our model in cutting out foreground objects and multi-class segmentation problems in lengthy and complex road scene sequences. Our results have wide applicability, including harvesting labelled video data for training discriminative models, shape/pose/articulation learning and large scale statistical analysis to develop priors for video segmentation. © 2011 IEEE.