Improving the predictability of time series by chaotic parameter estimation

Limited literature regarding parameter estimation of dynamic systems has been identified as the central-most reason for not having parametric bounds in chaotic time series. However, literature suggests that a chaotic system displays a sensitive dependence on initial conditions, and our study reveals that the behavior of chaotic system: is also sensitive to changes in parameter values. Therefore, parameter estimation technique could make it possible to establish parametric bounds on a nonlinear dynamic system underlying a given time series, which in turn can improve predictability. By extracting the relationship between parametric bounds and predictability, we implemented chaos-based models for improving prediction in time series. ^ This study describes work done to establish bounds on a set of unknown parameters. Our research results reveal that by establishing parametric bounds, it is possible to improve the predictability of any time series, although the dynamics or the mathematical model of that series is not known apriori. In our attempt to improve the predictability of various time series, we have established the bounds for a set of unknown parameters. These are: (i) the embedding dimension to unfold a set of observation in the phase space, (ii) the time delay to use for a series, (iii) the number of neighborhood points to use for avoiding detection of false neighborhood and, (iv) the local polynomial to build numerical interpolation functions from one region to another. Using these bounds, we are able to get better predictability in chaotic time series than previously reported. In addition, the developments of this dissertation can establish a theoretical framework to investigate predictability in time series from the system-dynamics point of view. ^ In closing, our procedure significantly reduces the computer resource usage, as the search method is refined and efficient. Finally, the uniqueness of our method lies in its ability to extract chaotic dynamics inherent in non-linear time series by observing its values. ^

Hybrid multi-objective optimization and hybridized self-organizing response surface method

Numerical optimization is a technique where a computer is used to explore design parameter combinations to find extremes in performance factors. In multi-objective optimization several performance factors can be optimized simultaneously. The solution to multi-objective optimization problems is not a single design, but a family of optimized designs referred to as the Pareto frontier. The Pareto frontier is a trade-off curve in the objective function space composed of solutions where performance in one objective function is traded for performance in others. A Multi-Objective Hybridized Optimizer (MOHO) was created for the purpose of solving multi-objective optimization problems by utilizing a set of constituent optimization algorithms. MOHO tracks the progress of the Pareto frontier approximation development and automatically switches amongst those constituent evolutionary optimization algorithms to speed the formation of an accurate Pareto frontier approximation. Aerodynamic shape optimization is one of the oldest applications of numerical optimization. MOHO was used to perform shape optimization on a 0.5-inch ballistic penetrator traveling at Mach number 2.5. Two objectives were simultaneously optimized: minimize aerodynamic drag and maximize penetrator volume. This problem was solved twice. The first time the problem was solved by using Modified Newton Impact Theory (MNIT) to determine the pressure drag on the penetrator. In the second solution, a Parabolized Navier-Stokes (PNS) solver that includes viscosity was used to evaluate the drag on the penetrator. The studies show the difference in the optimized penetrator shapes when viscosity is absent and present in the optimization. In modern optimization problems, objective function evaluations may require many hours on a computer cluster to perform these types of analysis. One solution is to create a response surface that models the behavior of the objective function. Once enough data about the behavior of the objective function has been collected, a response surface can be used to represent the actual objective function in the optimization process. The Hybrid Self-Organizing Response Surface Method (HYBSORSM) algorithm was developed and used to make response surfaces of objective functions. HYBSORSM was evaluated using a suite of 295 non-linear functions. These functions involve from 2 to 100 variables demonstrating robustness and accuracy of HYBSORSM.

Reduced-parameter model of head-related transfer functions for synthesized spatial audio

Digital systems can generate left and right audio channels that create the effect of virtual sound source placement (spatialization) by processing an audio signal through pairs of Head-Related Transfer Functions (HRTFs) or, equivalently, Head-Related Impulse Responses (HRIRs). The spatialization effect is better when individually-measured HRTFs or HRIRs are used than when generic ones (e.g., from a mannequin) are used. However, the measurement process is not available to the majority of users. There is ongoing interest to find mechanisms to customize HRTFs or HRIRs to a specific user, in order to achieve an improved spatialization effect for that subject. Unfortunately, the current models used for HRTFs and HRIRs contain over a hundred parameters and none of those parameters can be easily related to the characteristics of the subject. This dissertation proposes an alternative model for the representation of HRTFs, which contains at most 30 parameters, all of which have a defined functional significance. It also presents methods to obtain the value of parameters in the model to make it approximately equivalent to an individually-measured HRTF. This conversion is achieved by the systematic deconstruction of HRIR sequences through an augmented version of the Hankel Total Least Squares (HTLS) decomposition approach. An average 95% match (fit) was observed between the original HRIRs and those re-constructed from the Damped and Delayed Sinusoids (DDSs) found by the decomposition process, for ipsilateral source locations. The dissertation also introduces and evaluates an HRIR customization procedure, based on a multilinear model implemented through a 3-mode tensor, for mapping of anatomical data from the subjects to the HRIR sequences at different sound source locations. This model uses the Higher-Order Singular Value Decomposition (HOSVD) method to represent the HRIRs and is capable of generating customized HRIRs from easily attainable anatomical measurements of a new intended user of the system. Listening tests were performed to compare the spatialization performance of customized, generic and individually-measured HRIRs when they are used for synthesized spatial audio. Statistical analysis of the results confirms that the type of HRIRs used for spatialization is a significant factor in the spatialization success, with the customized HRIRs yielding better results than generic HRIRs.

Parameter optimization for noise and vibration reduction associated with position and speed sensorless control of permanent magnet machines at low speed

With the advantages and popularity of Permanent Magnet (PM) motors due to their high power density, there is an increasing incentive to use them in variety of applications including electric actuation. These applications have strict noise emission standards. The generation of audible noise and associated vibration modes are characteristics of all electric motors, it is especially problematic in low speed sensorless control rotary actuation applications using high frequency voltage injection technique. This dissertation is aimed at solving the problem of optimizing the sensorless control algorithm for low noise and vibration while achieving at least 12 bit absolute accuracy for speed and position control. The low speed sensorless algorithm is simulated using an improved Phase Variable Model, developed and implemented in a hardware-in-the-loop prototyping environment. Two experimental testbeds were developed and built to test and verify the algorithm in real time.^ A neural network based modeling approach was used to predict the audible noise due to the high frequency injected carrier signal. This model was created based on noise measurements in an especially built chamber. The developed noise model is then integrated into the high frequency based sensorless control scheme so that appropriate tradeoffs and mitigation techniques can be devised. This will improve the position estimation and control performance while keeping the noise below a certain level. Genetic algorithms were used for including the noise optimization parameters into the developed control algorithm.^ A novel wavelet based filtering approach was proposed in this dissertation for the sensorless control algorithm at low speed. This novel filter was capable of extracting the position information at low values of injection voltage where conventional filters fail. This filtering approach can be used in practice to reduce the injected voltage in sensorless control algorithm resulting in significant reduction of noise and vibration.^ Online optimization of sensorless position estimation algorithm was performed to reduce vibration and to improve the position estimation performance. The results obtained are important and represent original contributions that can be helpful in choosing optimal parameters for sensorless control algorithm in many practical applications.^

Characterizing Internet worm spatial-temporal infection structures

Since the Morris worm was released in 1988, Internet worms continue to be one of top security threats. For example, the Conficker worm infected 9 to 15 million machines in early 2009 and shut down the service of some critical government and medical networks. Moreover, it constructed a massive peer-to-peer (P2P) botnet. Botnets are zombie networks controlled by attackers setting out coordinated attacks. In recent years, botnets have become the number one threat to the Internet. The objective of this research is to characterize spatial-temporal infection structures of Internet worms, and apply the observations to study P2P-based botnets formed by worm infection. First, we infer temporal characteristics of the Internet worm infection structure, i.e., the host infection time and the worm infection sequence, and thus pinpoint patient zero or initially infected hosts. Specifically, we apply statistical estimation techniques on Darknet observations. We show analytically and empirically that our proposed estimators can significantly improve the inference accuracy. Second, we reveal two key spatial characteristics of the Internet worm infection structure, i.e., the number of children and the generation of the underlying tree topology formed by worm infection. Specifically, we apply probabilistic modeling methods and a sequential growth model. We show analytically and empirically that the number of children has asymptotically a geometric distribution with parameter 0.5, and the generation follows closely a Poisson distribution. Finally, we evaluate bot detection strategies and effects of user defenses in P2P-based botnets formed by worm infection. Specifically, we apply the observations of the number of children and demonstrate analytically and empirically that targeted detection that focuses on the nodes with the largest number of children is an efficient way to expose bots. However, we also point out that future botnets may self-stop scanning to weaken targeted detection, without greatly slowing down the speed of worm infection. We then extend the worm spatial infection structure and show empirically that user defenses, e.g. , patching or cleaning, can significantly mitigate the robustness and the effectiveness of P2P-based botnets. To counterattack, we evaluate a simple measure by future botnets that enhances topology robustness through worm re-infection.

Interval and Point Estimators for the Location Parameter of the Three-Parameter Lognormal Distribution

The three-parameter lognormal distribution is the extension of the two-parameter lognormal distribution to meet the need of the biological, sociological, and other fields. Numerous research papers have been published for the parameter estimation problems for the lognormal distributions. The inclusion of the location parameter brings in some technical difficulties for the parameter estimation problems, especially for the interval estimation. This paper proposes a method for constructing exact confidence intervals and exact upper confidence limits for the location parameter of the three-parameter lognormal distribution. The point estimation problem is discussed as well. The performance of the point estimator is compared with the maximum likelihood estimator, which is widely used in practice. Simulation result shows that the proposed method is less biased in estimating the location parameter. The large sample size case is discussed in the paper.

Regional flood frequency analysis for Newfoundland and Labrador using the L-Moments index-flood method

The L-moments based index-flood procedure had been successfully applied for Regional Flood Frequency Analysis (RFFA) for the Island of Newfoundland in 2002 using data up to 1998. This thesis, however, considered both Labrador and the Island of Newfoundland using the L-Moments index-flood method with flood data up to 2013. For Labrador, the homogeneity test showed that Labrador can be treated as a single homogeneous region and the generalized extreme value (GEV) was found to be more robust than any other frequency distributions. The drainage area (DA) is the only significant variable for estimating the index-flood at ungauged sites in Labrador. In previous studies, the Island of Newfoundland has been considered as four homogeneous regions (A,B,C and D) as well as two Water Survey of Canada's Y and Z sub-regions. Homogeneous regions based on Y and Z was found to provide more accurate quantile estimates than those based on four homogeneous regions. Goodness-of-fit test results showed that the generalized extreme value (GEV) distribution is most suitable for the sub-regions; however, the three-parameter lognormal (LN3) gave a better performance in terms of robustness. The best fitting regional frequency distribution from 2002 has now been updated with the latest flood data, but quantile estimates with the new data were not very different from the previous study. Overall, in terms of quantile estimation, in both Labrador and the Island of Newfoundland, the index-flood procedure based on L-moments is highly recommended as it provided consistent and more accurate result than other techniques such as the regression on quantile technique that is currently used by the government.

Bulk sediment parameter of three sediment cores from permafrost lowlands, Alaska Arctic Coastal Plain

Arctic lowland landscapes have been modified by thermokarst lake processes throughout the Holocene. Thermokarst lakes form as a result of ice-rich permafrost degradation and they may expand over time through thermal and mechanical shoreline erosion. We studied proximal and distal sedimentary records from a thermokarst lake located on the Arctic Coastal Plain of northern Alaska to reconstruct the impact of catchment dynamics and morphology on the lacustrine depositional environment and to quantify carbon accumulation in thermokarst lake sediments. Short cores were collected for analysis of pollen, sedimentological and geochemical proxies. Radiocarbon and Pb/Cs dating, as well as extrapolation of measured historic lake expansion rates, were applied to estimate a minimum lake age of ~ 1,400 calendar years BP. The pollen record is in agreement with the young lake age as it does not include evidence of the "alder high" that occurred in the region ~ 4.0 cal ka BP. The lake most likely initiated from a remnant pond in a drained thermokarst lake basin (DTLB) and deepened rapidly as evidenced by accumulation of laminated sediments. Increasing oxygenation of the water column as shown by higher Fe/Ti and Fe/S ratios in the sediment indicate shifts in ice regime with increasing water depth. More recently, the sediment source changed as the thermokarst lake expanded through lateral permafrost degradation, alternating from redeposited DTLB sediments, to increased amounts of sediment from eroding, older upland deposits, followed by a more balanced combination of both DTLB and upland sources. The characterizing shifts in sediment sources and depositional regimes in expanding thermokarst lakes were therefore archived in the thermokarst lake sedimentary record. This study also highlights the potential for Arctic lakes to recycle old carbon from thawing permafrost and thermokarst processes.

Kinetic modeling of molecular motors: pause model and parameter determination from single-molecule experiments

Single-molecule manipulation experiments of molecular motors provide essential information about the rate and conformational changes of the steps of the reaction located along the manipulation coordinate. This information is not always sufficient to define a particular kinetic cycle. Recent single-molecule experiments with optical tweezers showed that the DNA unwinding activity of a Phi29 DNA polymerase mutant presents a complex pause behavior, which includes short and long pauses. Here we show that different kinetic models, considering different connections between the active and the pause states, can explain the experimental pause behavior. Both the two independent pause model and the two connected pause model are able to describe the pause behavior of a mutated Phi29 DNA polymerase observed in an optical tweezers single-molecule experiment. For the two independent pause model all parameters are fixed by the observed data, while for the more general two connected pause model there is a range of values of the parameters compatible with the observed data (which can be expressed in terms of two of the rates and their force dependencies). This general model includes models with indirect entry and exit to the long-pause state, and also models with cycling in both directions. Additionally, assuming that detailed balance is verified, which forbids cycling, this reduces the ranges of the values of the parameters (which can then be expressed in terms of one rate and its force dependency). The resulting model interpolates between the independent pause model and the indirect entry and exit to the long-pause state model

Parameter space of experimental chaotic circuits with high-precision control parameters

The authors thank Professor Iber^e Luiz Caldas for the suggestions and encouragement. The authors F.F.G.d.S., R.M.R., J.C.S., and H.A.A. acknowledge the Brazilian agency CNPq and state agencies FAPEMIG, FAPESP, and FAPESC, and M.S.B. also acknowledges the EPSRC Grant Ref. No. EP/I032606/1.