Permutation Entropy Based Analysis of Complex Signals for Characterising Change in System Dynamics

Timely detection of sudden change in dynamics that adversely affect the performance of systems and quality of products has great scientific relevance. This work focuses on effective detection of dynamical changes of real time signals from mechanical as well as biological systems using a fast and robust technique of permutation entropy (PE). The results are used in detecting chatter onset in machine turning and identifying vocal disorders from speech signal.Permutation Entropy is a nonlinear complexity measure which can efficiently distinguish regular and complex nature of any signal and extract information about the change in dynamics of the process by indicating sudden change in its value. Here we propose the use of permutation entropy (PE), to detect the dynamical changes in two non linear processes, turning under mechanical system and speech under biological system.Effectiveness of PE in detecting the change in dynamics in turning process from the time series generated with samples of audio and current signals is studied. Experiments are carried out on a lathe machine for sudden increase in depth of cut and continuous increase in depth of cut on mild steel work pieces keeping the speed and feed rate constant. The results are applied to detect chatter onset in machining. These results are verified using frequency spectra of the signals and the non linear measure, normalized coarse-grained information rate (NCIR).PE analysis is carried out to investigate the variation in surface texture caused by chatter on the machined work piece. Statistical parameter from the optical grey level intensity histogram of laser speckle pattern recorded using a charge coupled device (CCD) camera is used to generate the time series required for PE analysis. Standard optical roughness parameter is used to confirm the results.Application of PE in identifying the vocal disorders is studied from speech signal recorded using microphone. Here analysis is carried out using speech signals of subjects with different pathological conditions and normal subjects, and the results are used for identifying vocal disorders. Standard linear technique of FFT is used to substantiate thc results.The results of PE analysis in all three cases clearly indicate that this complexity measure is sensitive to change in regularity of a signal and hence can suitably be used for detection of dynamical changes in real world systems. This work establishes the application of the simple, inexpensive and fast algorithm of PE for the benefit of advanced manufacturing process as well as clinical diagnosis in vocal disorders.

Techniques for Enhancing Wind Energy Generation - A CFD Based Multibody Dynamics Approach in Horizontal Axis Wind Turbines

Wind energy has emerged as a major sustainable source of energy.The efficiency of wind power generation by wind mills has improved a lot during the last three decades.There is still further scope for maximising the conversion of wind energy into mechanical energy.In this context,the wind turbine rotor dynamics has great significance.The present work aims at a comprehensive study of the Horizontal Axis Wind Turbine (HAWT) aerodynamics by numerically solving the fluid dynamic equations with the help of a finite-volume Navier-Stokes CFD solver.As a more general goal,the study aims at providing the capabilities of modern numerical techniques for the complex fluid dynamic problems of HAWT.The main purpose is hence to maximize the physics of power extraction by wind turbines.This research demonstrates the potential of an incompressible Navier-Stokes CFD method for the aerodynamic power performance analysis of horizontal axis wind turbine.The National Renewable Energy Laboratory USA-NREL (Technical Report NREL/Cp-500-28589) had carried out an experimental work aimed at the real time performance prediction of horizontal axis wind turbine.In addition to a comparison between the results reported by NREL made and CFD simulations,comparisons are made for the local flow angle at several stations ahead of the wind turbine blades.The comparison has shown that fairly good predictions can be made for pressure distribution and torque.Subsequently, the wind-field effects on the blade aerodynamics,as well as the blade/tower interaction,were investigated.The selected case corresponded to a 12.5 m/s up-wind HAWT at zero degree of yaw angle and a rotational speed of 25 rpm.The results obtained suggest that the present can cope well with the flows encountered around wind turbines.The areodynamic performance of the turbine and the flow details near and off the turbine blades and tower can be analysed using theses results.The aerodynamic performance of airfoils differs from one another.The performance mainly depends on co-efficient of performnace,co-efficient of lift,co-efficient of drag, velocity of fluid and angle of attack.This study shows that the velocity is not constant for all angles of attack of different airfoils.The performance parameters are calculated analytically and are compared with the standardized performance tests.For different angles of ,the velocity stall is determined for the better performance of a system with respect to velocity.The research addresses the effect of surface roughness factor on the blade surface at various sections.The numerical results were found to be in agreement with the experimental data.A relative advantage of the theoretical aerofoil design method is that it allows many different concepts to be explored economically.Such efforts are generally impractical in wind tunnels because of time and money constraints.Thus, the need for a theoretical aerofoil design method is threefold:first for the design of aerofoil that fall outside the range of applicability of existing calalogs:second,for the design of aerofoil that more exactly match the requirements of the intended application:and third,for the economic exploration of many aerofoil concepts.From the results obtained for the different aerofoils,the velocity is not constant for all angles of attack.The results obtained for the aerofoil mainly depend on angle of attack and velocity.The vortex generator technique was meticulously studies with the formulation of the specification for the right angle shaped vortex generators-VG.The results were validated in accordance with the primary analysis phase.The results were found to be in good agreement with the power curve.The introduction of correct size VGs at appropriate locations over the blades of the selected HAWT was found to increase the power generation by about 4%

Analysis of System Signals Based on Cross Recurrence Method for System Dynamics Characterization

Natural systems are inherently non linear. Recurrent behaviours are typical of natural systems. Recurrence is a fundamental property of non linear dynamical systems which can be exploited to characterize the system behaviour effectively. Cross recurrence based analysis of sensor signals from non linear dynamical system is presented in this thesis. The mutual dependency among relatively independent components of a system is referred as coupling. The analysis is done for a mechanically coupled system specifically designed for conducting experiment. Further, cross recurrence method is extended to the actual machining process in a lathe to characterize the chatter during turning. The result is verified by permutation entropy method. Conventional linear methods or models are incapable of capturing the critical and strange behaviours associated with the dynamical process. Hence any effective feature extraction methodologies should invariably gather information thorough nonlinear time series analysis. The sensor signals from the dynamical system normally contain noise and non stationarity. In an effort to get over these two issues to the maximum possible extent, this work adopts the cross recurrence quantification analysis (CRQA) methodology since it is found to be robust against noise and stationarity in the signals. The study reveals that the CRQA is capable of characterizing even weak coupling among system signals. It also divulges the dependence of certain CRQA variables like percent determinism, percent recurrence and entropy to chatter unambiguously. The surrogate data test shows that the results obtained by CRQA are the true properties of the temporal evolution of the dynamics and contain a degree of deterministic structure. The results are verified using permutation entropy (PE) to detect the onset of chatter from the time series. The present study ascertains that this CRP based methodology is capable of recognizing the transition from regular cutting to the chatter cutting irrespective of the machining parameters or work piece material. The results establish this methodology to be feasible for detection of chatter in metal cutting operation in a lathe.

Evidence of a critical time in constrained Kinetic Ising models

We study the relaxational dynamics of the one-spin facilitated Ising model introduced by Fredrickson and Andersen. We show the existence of a critical time which separates an initial regime in which the relaxation is exponentially fast and aging is absent from a regime in which relaxation becomes slow and aging effects are present. The presence of this fast exponential process and its associated critical time is in agreement with some recent experimental results on fragile glasses.

Femtosecond time-resolved wave packet motion in molecular multiphoton ionization and fragmentation

The dynamics of molecular multiphoton ionization and fragmentation of a diatomic molecule (Na_2) have been studied in molecular beam experiments. Femtosecond laser pulses from an amplified colliding-pulse mode-locked (CPM) ring dye laser are employed to induce and probe the molecular transitions. The final continuum states are analyzed by photoelectron spectroscopy, by ion mass spectrometry and by measuring the kinetic energy of the formed ionic fragments. Pump-probe spectra employing 70-fs laser pulses have been measured to study the time dependence of molecular multiphoton ionization and fragmentation. The oscillatory structure of the transient spectra showing the dynamics on the femtosecond time scale can best be understood in terms of the motion of wave packets in bound molecular potentials. The transient Na_2^+ ionization and the transient Na^+ fragmentation spectra show that contributions from direct photoionization of a singly excited electronic state and from excitation and autoionization of a bound doubly excited molecular state determine the time evolution of molecular multiphoton ionization.

Femtosecond time-resolved molecular multiphoton ionization and fragmentation of Na_2

We present a comparison between experimental and theoretical results for pump/probe multiphoton ionizing transitions of the sodium dimer, initiated by femtosecond laser pulses. It is shown that the motion of vibrational wavepackets in two electronic states is probed simultaneously and their dynamics is reflected in the total Na^+_2 ion signal which is recorded as a function of the time delay between pump and probe pulse. The time dependent quantum calculations demonstrate that two ionization pathways leading to the same final states of the molecularion exist: one gives an oscillating contribution to the ion signal, the other yields a constant background. From additional measurements of the Na^+ -transient photofragmentation spectrum it is deduced that another ionization process leading to different final ionic states exists. The process includes the excitation of a doubly excitedbound Rydberg state. This conclusion is supported by the theoretical simulation.

Femtosecond real-time probing of reactions

Femtosecond reaction dynamics of OClO in a supersonic molecular beam are reported. The system is excited to the A^2A_2 state with a femtosecond pulse, covering a range of excitation in the symmetric stretch between v_1 = 17 to v_1 = 11 (308-352 nm). A time-delayed femtosecond probe pulse ionizes the OClO, and OClO^+ is detected. This ion has not been observed in previous experiments because of its ultrafast fragmentation. Transients are reported for the mass of the parent OClO as well as the mass of the ClO. Apparent biexponential decays are observed and related to the fragmentation dynamics: OClO+hv \rightarrow (OClO)^{(++)*} \rightarrow ClO+O \rightarrow Cl+O_2. Clusters of OClO with water (OClO)_n (H_2 0)_m with n from 1 to 3 and m from 0 to 3 are also observed. The dynamics of the fragmentation reveal the nuclear motions and the electronic coupling between surfaces. The time scale for bond breakage is in the range of 300-500 fs, depending on v_1; surface crossing to form new intermediates is a pathway for the two channels of fragmentation: ClO+O (primary) and Cl+O_2 (minor). Comparisons with results of ab initio calculations are made.

Application of biogas slurries from energy crops to arable soils and their impact on carbon and nitrogen dynamics

The use of renewable primary products as co-substrate or single substrate for biogas production has increased consistently over the last few years. Maize silage is the preferential energy crop used for fermentation due to its high methane (CH4) yield per hectare. Equally, the by-product, namely biogas slurry (BS), is used with increasing frequency as organic fertilizer to return nutrients to the soil and to maintain or increase the organic matter stocks and soil fertility. Studies concerning the application of energy crop-derived BS on the carbon (C) and nitrogen (N) mineralization dynamics are scarce. Thus, this thesis focused on the following objectives: I) The determination of the effects caused by rainfall patterns on the C and N dynamics from two contrasting organic fertilizers, namely BS from maize silage and composted cattle manure (CM), by monitoring emissions of nitrous oxide (N2O), carbon dioxide (CO2) and CH4 as well as leaching losses of C and N. II) The investigation of the impact of differences in soil moisture content after the application of BS and temperature on gaseous emissions (CO2, N2O and CH4) and leaching of C and N compounds. III) A comparison of BS properties obtained from biogas plants with different substrate inputs and operating parameters and their effect on C and N dynamics after application to differently textured soils with varying application rates and water contents. For the objectives I) and II) two experiments (experiment I and II) using undisturbed soil cores of a Haplic Luvisol were carried out. Objective III) was studied on a third experiment (experiment III) with disturbed soil samples. During experiment I three rainfall patterns were implemented including constant irrigation, continuous irrigation with periodic heavy rainfall events, and partial drying with rewetting periods. Biogas slurry and CM were applied at a rate of 100 kg N ha-1. During experiment II constant irrigation and an irrigation pattern with partial drying with rewetting periods were carried out at 13.5°C and 23.5°C. The application of BS took place either directly before a rewetting period or one week after the rewetting period stopped. Experiment III included two soils of different texture which were mixed with ten BS’s originating from ten different biogas plants. Treatments included low, medium and high BS-N application rates and water contents ranging from 50% to 100% of water holding capacity (WHC). Experiment I and II showed that after the application of BS cumulative N2O emissions were 4 times (162 mg N2O-N m-2) higher compared to the application of CM caused by a higher content of mineral N (Nmin) in the form of ammonium (NH4+) in the BS. The cumulative emissions of CO2, however, were on the same level for both fertilizers indicating similar amounts of readily available C after composting and fermentation of organic material. Leaching losses occurred predominantly in the mineral form of nitrate (NO3-) and were higher in BS amended soils (9 mg NO3--N m-2) compared to CM amended soils (5 mg NO3--N m-2). The rainfall pattern in experiment I and II merely affected the temporal production of C and N emissions resulting in reduced CO2 and enhanced N2O emissions during stronger irrigation events, but showed no effect on the cumulative emissions. Overall, a significant increase of CH4 consumption under inconstant irrigation was found. The time of fertilization had no effect on the overall C and N dynamics. Increasing temperature from 13.5°C to 23.5°C enhanced the CO2 and N2O emissions by a factor of 1.7 and 3.7, respectively. Due to the increased microbial activity with increasing temperature soil respiration was enhanced. This led to decreasing oxygen (O2) contents which in turn promoted denitrification in soil due to the extension of anaerobic microsites. Leaching losses of NO3- were also significantly affected by increasing temperature whereas the consumption of CH4 was not affected. The third experiment showed that the input materials of biogas plants affected the properties of the resulting BS. In particular the contents of DM and NH4+ were determined by the amount of added plant biomass and excrement-based biomass, respectively. Correlations between BS properties and CO2 or N2O emissions were not detected. Solely the ammonia (NH3) emissions showed a positive correlation with NH4+ content in BS as well as a negative correlation with the total C (Ct) content. The BS-N application rates affected the relative CO2 emissions (% of C supplied with BS) when applied to silty soil as well as the relative N2O emissions (% of N supplied with BS) when applied to sandy soil. The impacts on the C and N dynamics induced by BS application were exceeded by the differences induced by soil texture. Presumably, due to the higher clay content in silty soils, organic matter was stabilized by organo-mineral interactions and NH4+ was adsorbed at the cation exchange sites. Different water contents induced highest CO2 emissions and therefore optimal conditions for microbial activity at 75% of WHC in both soils. Cumulative nitrification was also highest at 75% and 50% of WHC whereas the relative N2O emissions increased with water content and showed higher N2O losses in sandy soils. In summary it can be stated that the findings of the present thesis confirmed the high fertilizer value of BS’s, caused by high concentrations of NH4+ and labile organic compounds such as readily available carbon. These attributes of BS’s are to a great extent independent of the input materials of biogas plants. However, considerably gaseous and leaching losses of N may occur especially at high moisture contents. The emissions of N2O after field application corresponded with those of animal slurries.

Adaptive Real-time Anomaly-based Intrusion Detection using Data Mining and Machine Learning Techniques

Die zunehmende Vernetzung der Informations- und Kommunikationssysteme führt zu einer weiteren Erhöhung der Komplexität und damit auch zu einer weiteren Zunahme von Sicherheitslücken. Klassische Schutzmechanismen wie Firewall-Systeme und Anti-Malware-Lösungen bieten schon lange keinen Schutz mehr vor Eindringversuchen in IT-Infrastrukturen. Als ein sehr wirkungsvolles Instrument zum Schutz gegenüber Cyber-Attacken haben sich hierbei die Intrusion Detection Systeme (IDS) etabliert. Solche Systeme sammeln und analysieren Informationen von Netzwerkkomponenten und Rechnern, um ungewöhnliches Verhalten und Sicherheitsverletzungen automatisiert festzustellen. Während signatur-basierte Ansätze nur bereits bekannte Angriffsmuster detektieren können, sind anomalie-basierte IDS auch in der Lage, neue bisher unbekannte Angriffe (Zero-Day-Attacks) frühzeitig zu erkennen. Das Kernproblem von Intrusion Detection Systeme besteht jedoch in der optimalen Verarbeitung der gewaltigen Netzdaten und der Entwicklung eines in Echtzeit arbeitenden adaptiven Erkennungsmodells. Um diese Herausforderungen lösen zu können, stellt diese Dissertation ein Framework bereit, das aus zwei Hauptteilen besteht. Der erste Teil, OptiFilter genannt, verwendet ein dynamisches "Queuing Concept", um die zahlreich anfallenden Netzdaten weiter zu verarbeiten, baut fortlaufend Netzverbindungen auf, und exportiert strukturierte Input-Daten für das IDS. Den zweiten Teil stellt ein adaptiver Klassifikator dar, der ein Klassifikator-Modell basierend auf "Enhanced Growing Hierarchical Self Organizing Map" (EGHSOM), ein Modell für Netzwerk Normalzustand (NNB) und ein "Update Model" umfasst. In dem OptiFilter werden Tcpdump und SNMP traps benutzt, um die Netzwerkpakete und Hostereignisse fortlaufend zu aggregieren. Diese aggregierten Netzwerkpackete und Hostereignisse werden weiter analysiert und in Verbindungsvektoren umgewandelt. Zur Verbesserung der Erkennungsrate des adaptiven Klassifikators wird das künstliche neuronale Netz GHSOM intensiv untersucht und wesentlich weiterentwickelt. In dieser Dissertation werden unterschiedliche Ansätze vorgeschlagen und diskutiert. So wird eine classification-confidence margin threshold definiert, um die unbekannten bösartigen Verbindungen aufzudecken, die Stabilität der Wachstumstopologie durch neuartige Ansätze für die Initialisierung der Gewichtvektoren und durch die Stärkung der Winner Neuronen erhöht, und ein selbst-adaptives Verfahren eingeführt, um das Modell ständig aktualisieren zu können. Darüber hinaus besteht die Hauptaufgabe des NNB-Modells in der weiteren Untersuchung der erkannten unbekannten Verbindungen von der EGHSOM und der Überprüfung, ob sie normal sind. Jedoch, ändern sich die Netzverkehrsdaten wegen des Concept drif Phänomens ständig, was in Echtzeit zur Erzeugung nicht stationärer Netzdaten führt. Dieses Phänomen wird von dem Update-Modell besser kontrolliert. Das EGHSOM-Modell kann die neuen Anomalien effektiv erkennen und das NNB-Model passt die Änderungen in Netzdaten optimal an. Bei den experimentellen Untersuchungen hat das Framework erfolgversprechende Ergebnisse gezeigt. Im ersten Experiment wurde das Framework in Offline-Betriebsmodus evaluiert. Der OptiFilter wurde mit offline-, synthetischen- und realistischen Daten ausgewertet. Der adaptive Klassifikator wurde mit dem 10-Fold Cross Validation Verfahren evaluiert, um dessen Genauigkeit abzuschätzen. Im zweiten Experiment wurde das Framework auf einer 1 bis 10 GB Netzwerkstrecke installiert und im Online-Betriebsmodus in Echtzeit ausgewertet. Der OptiFilter hat erfolgreich die gewaltige Menge von Netzdaten in die strukturierten Verbindungsvektoren umgewandelt und der adaptive Klassifikator hat sie präzise klassifiziert. Die Vergleichsstudie zwischen dem entwickelten Framework und anderen bekannten IDS-Ansätzen zeigt, dass der vorgeschlagene IDSFramework alle anderen Ansätze übertrifft. Dies lässt sich auf folgende Kernpunkte zurückführen: Bearbeitung der gesammelten Netzdaten, Erreichung der besten Performanz (wie die Gesamtgenauigkeit), Detektieren unbekannter Verbindungen und Entwicklung des in Echtzeit arbeitenden Erkennungsmodells von Eindringversuchen.

Femtosecond wavepacket interferometry using the rotational dynamics of a trapped cold molecular ion

A Ramsey-type interferometer is suggested, employing a cold trapped ion and two time-delayed offresonant femtosecond laser pulses. The laser light couples to the molecular polarization anisotropy, inducing rotational wavepacket dynamics. An interferogram is obtained from the delay dependent populations of the final field-free rotational states. Current experimental capabilities for cooling and preparation of the initial state are found to yield an interferogram visibility of more than 80%. The interferograms can be used to determine the polarizability anisotropy with an accuracy of about ±2%, respectively ±5%, provided the uncertainty in the initial populations and measurement errors are confined to within the same limits.

Kinetics and dynamics measured using IntraCavity Laser Absorption Spectroscopy

IntraCavity Laser Absorption Spectroscopy (ICLAS) is a high-resolution, high sensitivity spectroscopic method capable of measuring line positions, linewidths, lineshapes, and absolute line intensities with a sensitivity that far exceeds that of a traditional multiple pass absorption cell or Fourier Transform spectrometer. From the fundamental knowledge obtained through these measurements, information about the underlying spectroscopy, dynamics, and kinetics of the species interrogated can be derived. The construction of an ICLA Spectrometer will be detailed, and the measurements utilizing ICLAS will be discussed, as well as the theory of operation and modifications of the experimental apparatus. Results include: i) Line intensities and collision-broadening coefficients of the A band of oxygen and previously unobserved, high J, rotational transitions of the A band, hot-band transitions, and transitions of isotopically substituted species. ii) High-resolution (0.013 cm-1) spectra of the second overtone of the OH stretch of trans-nitrous acid recorded between 10,230 and 10,350 cm-1. The spectra were analyzed to yield a complete set of rotational parameters and an absolute band intensity, and two groups of anharmonic perturbations were observed and analyzed. These findings are discussed in the context of the contribution of overtone-mediated processes to OH radical production in the lower atmosphere.

Rearrangement of the urban space in the sector of Saint Victorino and Saint Ines (Bogota) in relation with the dynamics of informality and marginality (1948-2010)

The present article analyze the urban transformations happened in the sector of Saint Victorino and Saint Ines in the city of Bogota D.C. between 1948 and 2010, making use of the "Genealogical Methodology" during the process of inquiry that allow to contrast the visions that are usually accepted of "progress" and "urban renovation" in the urban market context by the existence of a informal economic and a population in conditions of marginality that configures a good part of the "popular urban culture" of the Bogota in the 20th and 21st century. This vision permit to observe from various perspectives the changes that happened in this sector of the city, the impacts of the history facts occurred en this time period and, in special, the real effects of a rearrangement urban process that began in 1998 and has been prolonged to date, which has left a significant mark about the urban and social physiognomy of the place.

Valor en riesgo del portafolio de TES de los bancos colombianos

En este trabajo se realiza la medición del riesgo de mercado para el portafolio de TES de un banco colombiano determinado, abordando el pronóstico de valor en riesgo (VaR) mediante diferentes modelos multivariados de volatilidad: EWMA, GARCH ortogonal, GARCH robusto, así como distintos modelos de VaR con distribución normal y distribución t-student, evaluando su eficiencia con las metodologías de backtesting propuestas por Candelon et al. (2011) con base en el método generalizado de momentos, junto con los test de independencia y de cobertura condicional planteados por Christoffersen y Pelletier (2004) y por Berkowitz, Christoffersen y Pelletier (2010). Los resultados obtenidos demuestran que la mejor especificación del VaR para la medición del riesgo de mercado del portafolio de TES de los bancos colombianos, es el construido a partir de volatilidades EWMA y basado en la distribución normal, ya que satisface las hipótesis de cobertura no condicional, independencia y cobertura condicional, al igual que los requerimientos estipulados en Basilea II y en la normativa vigente en Colombia.

Fronts from complex two-dimensional dispersal kernels: theory and application to Reid's paradox

Bimodal dispersal probability distributions with characteristic distances differing by several orders of magnitude have been derived and favorably compared to observations by Nathan [Nature (London) 418, 409 (2002)]. For such bimodal kernels, we show that two-dimensional molecular dynamics computer simulations are unable to yield accurate front speeds. Analytically, the usual continuous-space random walks (CSRWs) are applied to two dimensions. We also introduce discrete-space random walks and use them to check the CSRW results (because of the inefficiency of the numerical simulations). The physical results reported are shown to predict front speeds high enough to possibly explain Reid's paradox of rapid tree migration. We also show that, for a time-ordered evolution equation, fronts are always slower in two dimensions than in one dimension and that this difference is important both for unimodal and for bimodal kernels

New delay-dependent stability criteria for uncertain neutral systems with mixed time-varying delays and nonlinear perturbations

The problem of stability analysis for a class of neutral systems with mixed time-varying neutral, discrete and distributed delays and nonlinear parameter perturbations is addressed. By introducing a novel Lyapunov-Krasovskii functional and combining the descriptor model transformation, the Leibniz-Newton formula, some free-weighting matrices, and a suitable change of variables, new sufficient conditions are established for the stability of the considered system, which are neutral-delay-dependent, discrete-delay-range dependent, and distributeddelay-dependent. The conditions are presented in terms of linear matrix inequalities (LMIs) and can be efficiently solved using convex programming techniques. Two numerical examples are given to illustrate the efficiency of the proposed method