Structural change in macroeconomic time series: A complex systems perspective

We demonstrate that the process of generating smooth transitions Call be viewed as a natural result of the filtering operations implied in the generation of discrete-time series observations from the sampling of data from an underlying continuous time process that has undergone a process of structural change. In order to focus discussion, we utilize the problem of estimating the location of abrupt shifts in some simple time series models. This approach will permit its to address salient issues relating to distortions induced by the inherent aggregation associated with discrete-time sampling of continuous time processes experiencing structural change, We also address the issue of how time irreversible structures may be generated within the smooth transition processes. (c) 2005 Elsevier Inc. All rights reserved.

Neural network enhanced self tuning adaptive control application for non-linear control of dynamic systems

The main theme of research of this project concerns the study of neutral networks to control uncertain and non-linear control systems. This involves the control of continuous time, discrete time, hybrid and stochastic systems with input, state or output constraints by ensuring good performances. A great part of this project is devoted to the opening of frontiers between several mathematical and engineering approaches in order to tackle complex but very common non-linear control problems. The objectives are: 1. Design and develop procedures for neutral network enhanced self-tuning adaptive non-linear control systems; 2. To design, as a general procedure, neural network generalised minimum variance self-tuning controller for non-linear dynamic plants (Integration of neural network mapping with generalised minimum variance self-tuning controller strategies); 3. To develop a software package to evaluate control system performances using Matlab, Simulink and Neural Network toolbox. An adaptive control algorithm utilising a recurrent network as a model of a partial unknown non-linear plant with unmeasurable state is proposed. Appropriately, it appears that structured recurrent neural networks can provide conveniently parameterised dynamic models for many non-linear systems for use in adaptive control. Properties of static neural networks, which enabled successful design of stable adaptive control in the state feedback case, are also identified. A survey of the existing results is presented which puts them in a systematic framework showing their relation to classical self-tuning adaptive control application of neural control to a SISO/MIMO control. Simulation results demonstrate that the self-tuning design methods may be practically applicable to a reasonably large class of unknown linear and non-linear dynamic control systems.

Combining temporal and spectral information with spatial mapping to identify differences between phonological and semantic networks:a magnetoencephalographic approach

Early, lesion-based models of language processing suggested that semantic and phonological processes are associated with distinct temporal and parietal regions respectively, with frontal areas more indirectly involved. Contemporary spatial brain mapping techniques have not supported such clear-cut segregation, with strong evidence of activation in left temporal areas by both processes and disputed evidence of involvement of frontal areas in both processes. We suggest that combining spatial information with temporal and spectral data may allow a closer scrutiny of the differential involvement of closely overlapping cortical areas in language processing. Using beamforming techniques to analyze magnetoencephalography data, we localized the neuronal substrates underlying primed responses to nouns requiring either phonological or semantic processing, and examined the associated measures of time and frequency in those areas where activation was common to both tasks. Power changes in the beta (14-30 Hz) and gamma (30-50 Hz) frequency bandswere analyzed in pre-selected time windows of 350-550 and 500-700ms In left temporal regions, both tasks elicited power changes in the same time window (350-550 ms), but with different spectral characteristics, low beta (14-20 Hz) for the phonological task and high beta (20-30 Hz) for the semantic task. In frontal areas (BA10), both tasks elicited power changes in the gamma band (30-50 Hz), but in different time windows, 500-700ms for the phonological task and 350-550ms for the semantic task. In the left inferior parietal area (BA40), both tasks elicited changes in the 20-30 Hz beta frequency band but in different time windows, 350-550ms for the phonological task and 500-700ms for the semantic task. Our findings suggest that, where spatial measures may indicate overlapping areas of involvement, additional beamforming techniques can demonstrate differential activation in time and frequency domains. © 2012 McNab, Hillebrand, Swithenby and Rippon.

Greedy Approximation with Regard to Bases and General Minimal Systems

*This research was supported by the National Science Foundation Grant DMS 0200187 and by ONR Grant N00014-96-1-1003

Solutions of Analytical Systems of Partial Differential Equations

In this paper are examined some classes of linear and non-linear analytical systems of partial differential equations. Compatibility conditions are found and if they are satisfied, the solutions are given as functional series in a neighborhood of a given point (x = 0).

A pointwise constrained version of the Liapunov convexity theorem for vectorial linear first-order control systems

We generalize the Liapunov convexity theorem's version for vectorial control systems driven by linear ODEs of first-order p = 1 , in any dimension d ∈ N , by including a pointwise state-constraint. More precisely, given a x ‾ ( ⋅ ) ∈ W p , 1 ( [ a , b ] , R d ) solving the convexified p-th order differential inclusion L p x ‾ ( t ) ∈ co { u 0 ( t ) , u 1 ( t ) , … , u m ( t ) } a.e., consider the general problem consisting in finding bang-bang solutions (i.e. L p x ˆ ( t ) ∈ { u 0 ( t ) , u 1 ( t ) , … , u m ( t ) } a.e.) under the same boundary-data, x ˆ ( k ) ( a ) = x ‾ ( k ) ( a ) & x ˆ ( k ) ( b ) = x ‾ ( k ) ( b ) ( k = 0 , 1 , … , p − 1 ); but restricted, moreover, by a pointwise state constraint of the type 〈 x ˆ ( t ) , ω 〉 ≤ 〈 x ‾ ( t ) , ω 〉 ∀ t ∈ [ a , b ] (e.g. ω = ( 1 , 0 , … , 0 ) yielding x ˆ 1 ( t ) ≤ x ‾ 1 ( t ) ). Previous results in the scalar d = 1 case were the pioneering Amar & Cellina paper (dealing with L p x ( ⋅ ) = x ′ ( ⋅ ) ), followed by Cerf & Mariconda results, who solved the general case of linear differential operators L p of order p ≥ 2 with C 0 ( [ a , b ] ) -coefficients. This paper is dedicated to: focus on the missing case p = 1 , i.e. using L p x ( ⋅ ) = x ′ ( ⋅ ) + A ( ⋅ ) x ( ⋅ ) ; generalize the dimension of x ( ⋅ ) , from the scalar case d = 1 to the vectorial d ∈ N case; weaken the coefficients, from continuous to integrable, so that A ( ⋅ ) now becomes a d × d -integrable matrix; and allow the directional vector ω to become a moving AC function ω ( ⋅ ) . Previous vectorial results had constant ω, no matrix (i.e. A ( ⋅ ) ≡ 0 ) and considered: constant control-vertices (Amar & Mariconda) and, more recently, integrable control-vertices (ourselves).

Ressonância não linear de uma bússola em campos magnéticos

Fenômenos oscilatórios e ressonantes são explorados em vários cursos experimentais de física. Em geral os experimentos são interpretados no limite de pequenas oscilações e campos uniformes. Neste artigo descrevemos um experimento de baixo custo para o estudo da ressonância em campo magnético da agulha de uma bússola fora dos limites acima. Nesse caso, termos não lineares na equação diferencial são responsáveis por fenômenos interessantes de serem explorados em laboratórios didáticos.

Modeling Two-Oscillator Circadian Systems Entrained by Two Environmental Cycles

Several experimental studies have altered the phase relationship between photic and non-photic environmental, 24 h cycles (zeitgebers) in order to assess their role in the synchronization of circadian rhythms. To assist in the interpretation of the complex activity patterns that emerge from these ""conflicting zeitgeber'' protocols, we present computer simulations of coupled circadian oscillators forced by two independent zeitgebers. This circadian system configuration was first employed by Pittendrigh and Bruce (1959), to model their studies of the light and temperature entrainment of the eclosion oscillator in Drosophila. Whereas most of the recent experiments have restricted conflicting zeitgeber experiments to two experimental conditions, by comparing circadian oscillator phases under two distinct phase relationships between zeitgebers (usually 0 and 12 h), Pittendrigh and Bruce compared eclosion phase under 12 distinct phase relationships, spanning the 24 h interval. Our simulations using non-linear differential equations replicated complex non-linear phenomena, such as ""phase jumps'' and sudden switches in zeitgeber preferences, which had previously been difficult to interpret. Our simulations reveal that these phenomena generally arise when inter-oscillator coupling is high in relation to the zeitgeber strength. Manipulations in the structural symmetry of the model indicated that these results can be expected to apply to a wide range of system configurations. Finally, our studies recommend the use of the complete protocol employed by Pittendrigh and Bruce, because different system configurations can generate similar results when a ""conflicting zeitgeber experiment'' incorporates only two phase relationships between zeitgebers.

Observability of nonlinear fractional dynamical systems

We study the observability of linear and nonlinear fractional differential systems of order 0 < α < 1 by using the Mittag-Leffler matrix function and the application of Banach’s contraction mapping theorem. Several examples illustrate the concepts.

Multiple Linear Regression and Artificial Neural Networks to Predict Time and Efficiency of Soil Vapor Extraction

The prediction of the time and the efficiency of the remediation of contaminated soils using soil vapor extraction remain a difficult challenge to the scientific community and consultants. This work reports the development of multiple linear regression and artificial neural network models to predict the remediation time and efficiency of soil vapor extractions performed in soils contaminated separately with benzene, toluene, ethylbenzene, xylene, trichloroethylene, and perchloroethylene. The results demonstrated that the artificial neural network approach presents better performances when compared with multiple linear regression models. The artificial neural network model allowed an accurate prediction of remediation time and efficiency based on only soil and pollutants characteristics, and consequently allowing a simple and quick previous evaluation of the process viability.

Provably Good Task Assignment for Two-Type Heterogeneous Multiprocessors Using Cutting Planes

Consider scheduling of real-time tasks on a multiprocessor where migration is forbidden. Specifically, consider the problem of determining a task-to-processor assignment for a given collection of implicit-deadline sporadic tasks upon a multiprocessor platform in which there are two distinct types of processors. For this problem, we propose a new algorithm, LPC (task assignment based on solving a Linear Program with Cutting planes). The algorithm offers the following guarantee: for a given task set and a platform, if there exists a feasible task-to-processor assignment, then LPC succeeds in finding such a feasible task-to-processor assignment as well but on a platform in which each processor is 1.5 × faster and has three additional processors. For systems with a large number of processors, LPC has a better approximation ratio than state-of-the-art algorithms. To the best of our knowledge, this is the first work that develops a provably good real-time task assignment algorithm using cutting planes.

Non-linear time series models

The last three decades have seen quite dramatic changes the way we modeled time dependent data. Linear processes have been in the center stage in modeling time series. As far as the second order properties are concerned, the theory and the methodology are very adequate.However, there are more and more evidences that linear models are not sufficiently flexible and rich enough for modeling purposes and that failure to account for non-linearities can be very misleading and have undesired consequences.

Modeling of hybrid systems by piecewise decomposition

Piecewise linear models systems arise as mathematical models of systems in many practical applications, often from linearization for nonlinear systems. There are two main approaches of dealing with these systems according to their continuous or discrete-time aspects. We propose an approach which is based on the state transformation, more particularly the partition of the phase portrait in different regions where each subregion is modeled as a two-dimensional linear time invariant system. Then the Takagi-Sugeno model, which is a combination of local model is calculated. The simulation results show that the Alpha partition is well-suited for dealing with such a system

Modeling of electrolyte sorption – from phase equilibria to dynamic separation systems

In this thesis, general approach is devised to model electrolyte sorption from aqueous solutions on solid materials. Electrolyte sorption is often considered as unwanted phenomenon in ion exchange and its potential as an independent separation method has not been fully explored. The solid sorbents studied here are porous and non-porous organic or inorganic materials with or without specific functional groups attached on the solid matrix. Accordingly, the sorption mechanisms include physical adsorption, chemisorption on the functional groups and partition restricted by electrostatic or steric factors. The model is tested in four Cases Studies dealing with chelating adsorption of transition metal mixtures, physical adsorption of metal and metalloid complexes from chloride solutions, size exclusion of electrolytes in nano-porous materials and electrolyte exclusion of electrolyte/non-electrolyte mixtures. The model parameters are estimated using experimental data from equilibrium and batch kinetic measurements, and they are used to simulate actual single-column fixed-bed separations. Phase equilibrium between the solution and solid phases is described using thermodynamic Gibbs-Donnan model and various adsorption models depending on the properties of the sorbent. The 3-dimensional thermodynamic approach is used for volume sorption in gel-type ion exchangers and in nano-porous adsorbents, and satisfactory correlation is obtained provided that both mixing and exclusion effects are adequately taken into account. 2-Dimensional surface adsorption models are successfully applied to physical adsorption of complex species and to chelating adsorption of transition metal salts. In the latter case, comparison is also made with complex formation models. Results of the mass transport studies show that uptake rates even in a competitive high-affinity system can be described by constant diffusion coefficients, when the adsorbent structure and the phase equilibrium conditions are adequately included in the model. Furthermore, a simplified solution based on the linear driving force approximation and the shrinking-core model is developed for very non-linear adsorption systems. In each Case Study, the actual separation is carried out batch-wise in fixed-beds and the experimental data are simulated/correlated using the parameters derived from equilibrium and kinetic data. Good agreement between the calculated and experimental break-through curves is usually obtained indicating that the proposed approach is useful in systems, which at first sight are very different. For example, the important improvement in copper separation from concentrated zinc sulfate solution at elevated temperatures can be correctly predicted by the model. In some cases, however, re-adjustment of model parameters is needed due to e.g. high solution viscosity.

Development and Evaluation of Blind Identification Techniques for Nonlinear Systems

Identification and Control of Non‐linear dynamical systems are challenging problems to the control engineers.The topic is equally relevant in communication,weather prediction ,bio medical systems and even in social systems,where nonlinearity is an integral part of the system behavior.Most of the real world systems are nonlinear in nature and wide applications are there for nonlinear system identification/modeling.The basic approach in analyzing the nonlinear systems is to build a model from known behavior manifest in the form of system output.The problem of modeling boils down to computing a suitably parameterized model,representing the process.The parameters of the model are adjusted to optimize a performanace function,based on error between the given process output and identified process/model output.While the linear system identification is well established with many classical approaches,most of those methods cannot be directly applied for nonlinear system identification.The problem becomes more complex if the system is completely unknown but only the output time series is available.Blind recognition problem is the direct consequence of such a situation.The thesis concentrates on such problems.Capability of Artificial Neural Networks to approximate many nonlinear input-output maps makes it predominantly suitable for building a function for the identification of nonlinear systems,where only the time series is available.The literature is rich with a variety of algorithms to train the Neural Network model.A comprehensive study of the computation of the model parameters,using the different algorithms and the comparison among them to choose the best technique is still a demanding requirement from practical system designers,which is not available in a concise form in the literature.The thesis is thus an attempt to develop and evaluate some of the well known algorithms and propose some new techniques,in the context of Blind recognition of nonlinear systems.It also attempts to establish the relative merits and demerits of the different approaches.comprehensiveness is achieved in utilizing the benefits of well known evaluation techniques from statistics. The study concludes by providing the results of implementation of the currently available and modified versions and newly introduced techniques for nonlinear blind system modeling followed by a comparison of their performance.It is expected that,such comprehensive study and the comparison process can be of great relevance in many fields including chemical,electrical,biological,financial and weather data analysis.Further the results reported would be of immense help for practical system designers and analysts in selecting the most appropriate method based on the goodness of the model for the particular context.