Predictability of nonstationary time series using wavelet and EMD based ARMA models

Research has been undertaken to ascertain the predictability of non-stationary time series using wavelet and Empirical Mode Decomposition (EMD) based time series models. Methods have been developed in the past to decompose a time series into components. Forecasting of these components combined with random component could yield predictions. Using this ideology, wavelet and EMD analyses have been incorporated separately which decomposes a time series into independent orthogonal components with both time and frequency localizations. The component series are fit with specific auto-regressive models to obtain forecasts which are later combined to obtain the actual predictions. Four non-stationary streamflow sites (USGS data resources) of monthly total volumes and two non-stationary gridded rainfall sites (IMD) of monthly total rainfall are considered for the study. The predictability is checked for six and twelve months ahead forecasts across both the methodologies. Based on performance measures, it is observed that wavelet based method has better prediction capabilities over EMD based method despite some of the limitations of time series methods and the manner in which decomposition takes place. Finally, the study concludes that the wavelet based time series algorithm can be used to model events such as droughts with reasonable accuracy. Also, some modifications that can be made in the model have been discussed that could extend the scope of applicability to other areas in the field of hydrology. (C) 2013 Elesvier B.V. All rights reserved.

Channel estimation at the transmitter in a reciprocal MIMO spatial multiplexing system

This paper considers the problem of channel estimation at the transmitter in a spatial multiplexing-based Time Division Duplex (TDD) Multiple Input Multiple Output (MIMO) system with perfect CSIR. A novel channel-dependent Reverse Channel Training (RCT) sequence is proposed, using which the transmitter estimates the beamforming vectors for forward link data transmission. This training sequence is designed based on the following two metrics: (i) a capacity lower bound, and (ii) the mean square error in the estimate. The performance of the proposed training scheme is analyzed and is shown to significantly outperform the conventional orthogonal RCT sequence. Also, in the case where the transmitter uses water-filling power allocation for data transmission, a novel RCT sequence is proposed and optimized with respect to the MSE in estimating the transmit covariance matrix.

On existence of periodic solutions for stable interval plants with odd, sector type nonlinearities

In several systems, the physical parameters of the system vary over time or operating points. A popular way of representing such plants with structured or parametric uncertainties is by means of interval polynomials. However, ensuring the stability of such systems is a robust control problem. Fortunately, Kharitonov's theorem enables the analysis of such interval plants and also provides tools for design of robust controllers in such cases. The present paper considers one such case, where the interval plant is connected with a timeinvariant, static, odd, sector type nonlinearity in its feedback path. This paper provides necessary conditions for the existence of self sustaining periodic oscillations in such interval plants, and indicates a possible design algorithm to avoid such periodic solutions or limit cycles. The describing function technique is used to approximate the nonlinearity and subsequently arrive at the results. Furthermore, the value set approach, along with Mikhailov conditions, are resorted to in providing graphical techniques for the derivation of the conditions and subsequent design algorithm of the controller.

EESM-Based Link Adaptation in Point-to-Point and Multi-Cell OFDM Systems: Modeling and Analysis

In contemporary wideband orthogonal frequency division multiplexing (OFDM) systems, such as Long Term Evolution (LTE) and WiMAX, different subcarriers over which a codeword is transmitted may experience different signal-to-noise-ratios (SNRs). Thus, adaptive modulation and coding (AMC) in these systems is driven by a vector of subcarrier SNRs experienced by the codeword, and is more involved. Exponential effective SNR mapping (EESM) simplifies the problem by mapping this vector into a single equivalent fiat-fading SNR. Analysis of AMC using EESM is challenging owing to its non-linear nature and its dependence on the modulation and coding scheme. We first propose a novel statistical model for the EESM, which is based on the Beta distribution. It is motivated by the central limit approximation for random variables with a finite support. It is simpler and as accurate as the more involved ad hoc models proposed earlier. Using it, we develop novel expressions for the throughput of a point-to-point OFDM link with multi-antenna diversity that uses EESM for AMC. We then analyze a general, multi-cell OFDM deployment with co-channel interference for various frequency-domain schedulers. Extensive results based on LTE and WiMAX are presented to verify the model and analysis, and gain new insights.

Note on modelling directionality in piezoresistivity

When computing the change in electrical resistivity of a piezoresistive cubic material embedded in a deforming structure, the piezoresistive and the stress tensors should be in the same coordinate system. While the stress tensor is usually calculated in a coordinate system aligned with the principal axes of a regular structure, the specified piezoresistive coefficients may not be in that coordinate system. For instance, piezoresistive coefficients are usually given in an orthogonal cartesian coordinate system aligned with the <100> crystallographic directions and designers sometimes deliberately orient a crystallographic direction other than <100> along the principal directions of the structure to increase the gauge factor. In such structures, it is advantageous to calculate the piezoresistivity tensor in the coordinate system along which the stress tensors are known rather than the other way around. This is because the transformation of stress will have to be done at every point in the structure but piezoresistivity tensor needs to be transformed only once. Here, using tensor transformation relations, we show how to calculate the piezoresistive tensor along any arbitrary Cartesian coordinate system from the piezoresistive coefficients for the <100> coordinate system. Some of the software packages that simulate the piezoresistive effect do not have interfaces for calculation of the entire piezoresistive tensor for arbitrary directions. This warrants additional work for the user because not considering the complete piezoresisitive tensor can lead to large errors. This is illustrated with an example where the error is as high as 33%. Additionally, for elastic analysis, we used hybrid finite element formulation that estimates stresses more accurately than displacement-based formulation. Therefore, as shown in an example where the change in resistance can be calculated analytically, the percentage error of our piezoresistive program is an order of magnitude lower relative to displacement-based finite element method.

Universal Conductance Fluctuations as a direct probe to valley coherence and universality class of disordered graphene

We demonstrate that the universal conductance fluctuations (UCF) can be used as a direct probe to study the valley quantum states in disordered graphene. The UCF magnitude in graphene is suppressed by a factor of four at high carrier densities where the short-range disorder essentially breaks the valley degeneracy of the K and K' valleys, leading to a density dependent crossover of symmetry class from symplectic near the Dirac point to orthogonal at high densities.

EVOLUTION OF DEFORMATION FIELDS IN PLOUGHING OF SAND

This paper reports on an experimental study on the ploughing or orthogonal cutting in sand. Plane strain cutting or ploughing experiments were carried out on model Ottawa sand while being imaged at high resolution. The images obtained were further processed using image analysis and the evolution of the velocity and deformation fields were obtained from these analysis. The deformation fields show the presence of a clear shear zone in which the sand accrues deformation. A net change in the direction of the velocity of the sand is also clearly visible. The effective depth of cut of the sand also increases with continuous cutting as the sand reposes on itself. This deformation mechanics at the incipient stages of cutting is similar to that observed in metal cutting.

Lovasz theta function, SVMs and Finding Dense Subgraphs

In this paper we establish that the Lovasz theta function on a graph can be restated as a kernel learning problem. We introduce the notion of SVM-theta graphs, on which Lovasz theta function can be approximated well by a Support vector machine (SVM). We show that Erdos-Renyi random G(n, p) graphs are SVM-theta graphs for log(4)n/n <= p < 1. Even if we embed a large clique of size Theta(root np/1-p) in a G(n, p) graph the resultant graph still remains a SVM-theta graph. This immediately suggests an SVM based algorithm for recovering a large planted clique in random graphs. Associated with the theta function is the notion of orthogonal labellings. We introduce common orthogonal labellings which extends the idea of orthogonal labellings to multiple graphs. This allows us to propose a Multiple Kernel learning (MKL) based solution which is capable of identifying a large common dense subgraph in multiple graphs. Both in the planted clique case and common subgraph detection problem the proposed solutions beat the state of the art by an order of magnitude.

Analytical test functions for free vibration analysis of rotating non-homogeneous Timoshenko beams

In this paper, the governing equations for free vibration of a non-homogeneous rotating Timoshenko beam, having uniform cross-section, is studied using an inverse problem approach, for both cantilever and pinned-free boundary conditions. The bending displacement and the rotation due to bending are assumed to be simple polynomials which satisfy all four boundary conditions. It is found that for certain polynomial variations of the material mass density, elastic modulus and shear modulus, along the length of the beam, the assumed polynomials serve as simple closed form solutions to the coupled second order governing differential equations with variable coefficients. It is found that there are an infinite number of analytical polynomial functions possible for material mass density, shear modulus and elastic modulus distributions, which share the same frequency and mode shape for a particular mode. The derived results are intended to serve as benchmark solutions for testing approximate or numerical methods used for the vibration analysis of rotating non-homogeneous Timoshenko beams.

Frequency Domain Based Solution for Certain Class of Wave Equations: An exhaustive study of Numerical Solutions

The paper discusses the frequency domain based solution for a certain class of wave equations such as: a second order partial differential equation in one variable with constant and varying coefficients (Cantilever beam) and a coupled second order partial differential equation in two variables with constant and varying coefficients (Timoshenko beam). The exact solution of the Cantilever beam with uniform and varying cross-section and the Timoshenko beam with uniform cross-section is available. However, the exact solution for Timoshenko beam with varying cross-section is not available. Laplace spectral methods are used to solve these problems exactly in frequency domain. The numerical solution in frequency domain is done by discretisation in space by approximating the unknown function using spectral functions like Chebyshev polynomials, Legendre polynomials and also Normal polynomials. Different numerical methods such as Galerkin Method, Petrov- Galerkin method, Method of moments and Collocation method or the Pseudo-spectral method in frequency domain are studied and compared with the available exact solution. An approximate solution is also obtained for the Timoshenko beam with varying cross-section using Laplace Spectral Element Method (LSEM). The group speeds are computed exactly for the Cantilever beam and Timoshenko beam with uniform cross-section and is compared with the group speeds obtained numerically. The shear mode and the bending modes of the Timoshenko beam with uniform cross-section are separated numerically by applying a modulated pulse as the shear force and the corresponding group speeds for varying taper parameter in are obtained numerically by varying the frequency of the input pulse. An approximate expression for calculating group speeds corresponding to the shear mode and the bending mode, and also the cut-off frequency is obtained. Finally, we show that the cut-off frequency disappears for large in, for epsilon > 0 and increases for large in, for epsilon < 0.

Slow Slip Acceleration beneath Andaman Islands Triggered by the 11 April 2012 Indian Ocean Earthquakes

The M-w 8.6 and 8.2 strike-slip earthquakes that struck the northeast Indian Ocean on 11 April 2012 resulted in coseismic deformation both at near and distant sites. The slip distribution, deduced using seismic-wave analysis for the orthogonal faults that ruptured during these earthquakes, is sufficient to predict the coseismic displacements at the Global Positioning System (GPS) sites, such as NTUS, PALK, and CUSV, but fall short at four continuous sites in the Andaman Islands region. Slip modeling, for times prior to the events, suggests that the lower portion of the thrust fault beneath the Andaman Islands has been slipping at least at the rate of 40 cm/yr, in response to the 2004 Sumatra-Andaman coseismic stress change. Modeling of GPS displacements suggests that the en echelon and orthogonal fault ruptures of the 2012 intraplate oceanic earthquakes could have possibly accelerated the ongoing slow slip, along the lower portion of the thrust fault beneath the islands with a month-long slip of 4-10 cm. The misfit to the coseismic GPS displacements along the Andaman Islands could be improved with a better source model, assuming that no local process contributed to this anomaly.

Optimization of degree of sphericity of primary phase during cooling slope casting of A356 Al alloy: Taguchi method and regression analysis

The present work presents the results of experimental investigation of semi-solid rheocasting of A356 Al alloy using a cooling slope. The experiments have been carried out following Taguchi method of parameter design (orthogonal array of L-9 experiments). Four key process variables (slope angle, pouring temperature, wall temperature, and length of travel of the melt) at three different levels have been considered for the present experimentation. Regression analysis and analysis of variance (ANOVA) has also been performed to develop a mathematical model for degree of sphericity evolution of primary alpha-Al phase and to find the significance and percentage contribution of each process variable towards the final outcome of degree of sphericity, respectively. The best processing condition has been identified for optimum degree of sphericity (0.83) as A(3), B-3, C-2, D-1 i.e., slope angle of 60 degrees, pouring temperature of 650 degrees C, wall temperature 60 degrees C, and 500 mm length of travel of the melt, based on mean response and signal to noise ratio (SNR). ANOVA results shows that the length of travel has maximum impact on degree of sphericity evolution. The predicted sphericity obtained from the developed regression model and the values obtained experimentally are found to be in good agreement with each other. The sphericity values obtained from confirmation experiment, performed at 95% confidence level, ensures that the optimum result is correct and also the confirmation experiment values are within permissible limits. (c) 2014 Elsevier Ltd. All rights reserved.

Maximal Contractive Tuples

Maximality of a contractive tuple of operators is considered. A characterization for a contractive tuple to be maximal is obtained. The notion of maximality for a submodule of the Drury-Arveson module on the -dimensional unit ball is defined. For , it is shown that every submodule of the Hardy module over the unit disc is maximal. But for we prove that any homogeneous submodule or submodule generated by polynomials is not maximal. A characterization of maximal submodules is obtained.

Role of Crosslinking and Entanglements in the Mechanics of Silicone Networks

The goal of this study is to investigate the applicability of different constitutive models for silicone networks using comprehensive multiaxial experimental tests, including non-equibiaxial mechanical tests which introduce differential constraints on the networks in the two orthogonal directions, on samples prepared using various crosslinking densities. Uniaxial stress-strain experiments show that a decrease in crosslinker amounts used in the preparation of silicone networks lead to more compliant material response as compared to that obtained using higher amounts of crosslinker. Biaxial data were used to obtain fits to the neo- Hookean, Mooney-Rivlin, Arruda-Boyce and the Edward-Vilgis slip-link constitutive models. Our results show that the slip-link model, based on separation of the individual contributions of chemical crosslinks and physical entanglements, is better at describing the stress-strain response of highly crosslinked networks at low stretches as compared to other constitutive models. Modulus obtained using the slip-link model for highly crosslinked networks agrees with experimentally determined values obtained using uniaxial tension experiments. In contrast, moduli obtained using coefficients to the other constitutive models underpredict experimentally determined moduli by over 40 %. However, the slip-link model did not predict the experimentally observed stiffening response at higher stretches which was better captured using the Arruda-Boyce model.

Oscillation dynamics of sessile droplets subjected to substrate vibration

Sessile droplets on a vibrating substrate are investigated focusing on axisymmetric oscillations with pinned contact line. Proper orthogonal decomposition is employed to identify the different modes of droplet shape oscillation and quantitatively assess the droplet oscillation and spectral response. We offer the first experimental evidence for the analogy of an oscillating sessile droplet with a non-linear spring mass damper system. The qualitative and quantitative agreement of amplitude response and phase response curves and limit cycles of the model dynamical system with that observed experimentally suggest that the bulk oscillations in the fundamental mode of a sessile droplet can be very well modeled by a Duffing oscillator with a hard spring, especially near the resonance. The red shift of the resonance peak with an increase in the glycerol concentration is clearly evidenced by both the experimental and predicted amplitude response curves. The influence of various operational parameters such as excitation frequency and amplitude and fluid properties on the droplet oscillation characteristics is adequately captured by the model. (C) 2014 Elsevier Ltd. All rights reserved.