Discrete time representation of continuous time ARMA processes

This paper derives exact discrete time representations for data generated by a continuous time autoregressive moving average (ARMA) system with mixed stock and flow data. The representations for systems comprised entirely of stocks or of flows are also given. In each case the discrete time representations are shown to be of ARMA form, the orders depending on those of the continuous time system. Three examples and applications are also provided, two of which concern the stationary ARMA(2, 1) model with stock variables (with applications to sunspot data and a short-term interest rate) and one concerning the nonstationary ARMA(2, 1) model with a flow variable (with an application to U.S. nondurable consumers’ expenditure). In all three examples the presence of an MA(1) component in the continuous time system has a dramatic impact on eradicating unaccounted-for serial correlation that is present in the discrete time version of the ARMA(2, 0) specification, even though the form of the discrete time model is ARMA(2, 1) for both models.

Novel on-line sensor technology for continuous monitoring of milk coagulation and whey separation in cheese making

The cheese industry has continually sought a robust method to monitor milk coagulation. Measurement of whey separation is also critical to control cheese moisture content, which affects quality. The objective of this study was to demonstrate that an online optical sensor detecting light backscatter in a vat could be applied to monitor both coagulation and syneresis during cheesemaking. A prototype sensor having a large field of view (LFV) relative to curd particle size was constructed. Temperature, cutting time, and calcium chloride addition were varied to evaluate the response of the sensor over a wide range of coagulation and syneresis rates. The LFV sensor response was related to casein micelle aggregation and curd firming during coagulation and to changes in curd moisture and whey fat contents during syneresis. The LFV sensor has potential as an online, continuous sensor technology for monitoring both coagulation and syneresis during cheesemaking.

Temporal-envelope constancy of speech in rooms and the perceptual weighting of frequency bands

Three experiments measured constancy in speech perception, using natural-speech messages or noise-band vocoder versions of them. The eight vocoder-bands had equally log-spaced center-frequencies and the shapes of corresponding “auditory” filters. Consequently, the bands had the temporal envelopes that arise in these auditory filters when the speech is played. The “sir” or “stir” test-words were distinguished by degrees of amplitude modulation, and played in the context; “next you’ll get _ to click on.” Listeners identified test-words appropriately, even in the vocoder conditions where the speech had a “noise-like” quality. Constancy was assessed by comparing the identification of test-words with low or high levels of room reflections across conditions where the context had either a low or a high level of reflections. Constancy was obtained with both the natural and the vocoded speech, indicating that the effect arises through temporal-envelope processing. Two further experiments assessed perceptual weighting of the different bands, both in the test word and in the context. The resulting weighting functions both increase monotonically with frequency, following the spectral characteristics of the test-word’s [s]. It is suggested that these two weighting functions are similar because they both come about through the perceptual grouping of the test-word’s bands.

Binaural prediction of speech intelligibility in reverberant rooms with multiple noise sources

When speech is in competition with interfering sources in rooms, monaural indicators of intelligibility fail to take account of the listener’s abilities to separate target speech from interfering sounds using the binaural system. In order to incorporate these segregation abilities and their susceptibility to reverberation, Lavandier and Culling [J. Acoust. Soc. Am. 127, 387–399 (2010)] proposed a model which combines effects of better-ear listening and binaural unmasking. A computationally efficient version of this model is evaluated here under more realistic conditions that include head shadow, multiple stationary noise sources, and real-room acoustics. Three experiments are presented in which speech reception thresholds were measured in the presence of one to three interferers using real-room listening over headphones, simulated by convolving anechoic stimuli with binaural room impulse-responses measured with dummy-head transducers in five rooms. Without fitting any parameter of the model, there was close correspondence between measured and predicted differences in threshold across all tested conditions. The model’s components of better-ear listening and binaural unmasking were validated both in isolation and in combination. The computational efficiency of this prediction method allows the generation of complex “intelligibility maps” from room designs. © 2012 Acoustical Society of America