Multivariate analyses of variance and covariance for simulation studies involving normal time series

Photocopy.

Extrapolation, interpolation, and smoothing of stationary time series, with engineering applications.

"First published during the war as a classified report to Section D2, National Defense Research Committee."

Seasonal adjustment when both deterministic and stochastic seasonality are present : for presentation at the National Bureau of Economic Research/Bureau of the Census Conference on Seasonal Analysis of Economic Times Series, Washington, D.C., September 9-10, 1976.

Mode of access: Internet.

Prediction of the growth of wear-type rail corrugation

The growth behaviour of the vibrational wear phenomenon known as rail corrugation is investigated analytically and numerically using mathematical models. A simplified feedback model for wear-type rail corrugation that includes a wheel pass time delay is developed with an aim to analytically distil the most critical interaction occurring between the wheel/rail structural dynamics, rolling contact mechanics and rail wear. To this end, a stability analysis on the complete system is performed to determine the growth of wear-type rail corrugations over multiple wheelset passages. This analysis indicates that although the dynamical behaviour of the system is stable for each wheel passage, over multiple wheelset passages, the growth of wear-type corrugations is shown to be the result of instability due to feedback interaction between the three primary components of the model. The corrugations are shown analytically to grow for all realistic railway parameters. From this analysis an analytical expression for the exponential growth rate of corrugations in terms of known parameters is developed. This convenient expression is used to perform a sensitivity analysis to identify critical parameters that most affect corrugation growth. The analytical predictions are shown to compare well with results from a benchmarked time-domain finite element model. (C) 2004 Elsevier B.V. All rights reserved.

Detecting finite bandwidth periodic signals in stationary noise using the signal coherence spectrum

All signals that appear to be periodic have some sort of variability from period to period regardless of how stable they appear to be in a data plot. A true sinusoidal time series is a deterministic function of time that never changes and thus has zero bandwidth around the sinusoid's frequency. A zero bandwidth is impossible in nature since all signals have some intrinsic variability over time. Deterministic sinusoids are used to model cycles as a mathematical convenience. Hinich [IEEE J. Oceanic Eng. 25 (2) (2000) 256-261] introduced a parametric statistical model, called the randomly modulated periodicity (RMP) that allows one to capture the intrinsic variability of a cycle. As with a deterministic periodic signal the RMP can have a number of harmonics. The likelihood ratio test for this model when the amplitudes and phases are known is given in [M.J. Hinich, Signal Processing 83 (2003) 1349-13521. A method for detecting a RMP whose amplitudes and phases are unknown random process plus a stationary noise process is addressed in this paper. The only assumption on the additive noise is that it has finite dependence and finite moments. Using simulations based on a simple RMP model we show a case where the new method can detect the signal when the signal is not detectable in a standard waterfall spectrograrn display. (c) 2005 Elsevier B.V. All rights reserved.

Stochastic modelling and simulations for solute transport in porous media

A stochastic model for solute transport in aquifers is studied based on the concepts of stochastic velocity and stochastic diffusivity. By applying finite difference techniques to the spatial variables of the stochastic governing equation, a system of stiff stochastic ordinary differential equations is obtained. Both the semi-implicit Euler method and the balanced implicit method are used for solving this stochastic system. Based on the Karhunen-Loeve expansion, stochastic processes in time and space are calculated by means of a spatial correlation matrix. Four types of spatial correlation matrices are presented based on the hydraulic properties of physical parameters. Simulations with two types of correlation matrices are presented.

The application of parallel processing methods to vibrational analysis

The trend in modal extraction algorithms is to use all the available frequency response functions data to obtain a global estimate of the natural frequencies, damping ratio and mode shapes. Improvements in transducer and signal processing technology allow the simultaneous measurement of many hundreds of channels of response data. The quantity of data available and the complexity of the extraction algorithms make considerable demands on the available computer power and require a powerful computer or dedicated workstation to perform satisfactorily. An alternative to waiting for faster sequential processors is to implement the algorithm in parallel, for example on a network of Transputers. Parallel architectures are a cost effective means of increasing computational power, and a larger number of response channels would simply require more processors. This thesis considers how two typical modal extraction algorithms, the Rational Fraction Polynomial method and the Ibrahim Time Domain method, may be implemented on a network of transputers. The Rational Fraction Polynomial Method is a well known and robust frequency domain 'curve fitting' algorithm. The Ibrahim Time Domain method is an efficient algorithm that 'curve fits' in the time domain. This thesis reviews the algorithms, considers the problems involved in a parallel implementation, and shows how they were implemented on a real Transputer network.

Quantum dot-based terahertz photoconductive antennas

We present novel Terahertz (THz) emitting optically pumped Quantum Dot (QD) photoconductive (PC) materials and antenna structures on their basis both for pulsed and CW pumping regimes. Full text Quantum dot and microantenna design - Presented here are design considerations for the semiconductor materials in our novel QD-based photoconductive antenna (PCA) structures, metallic microantenna designs, and their implementation as part of a complete THz source or transceiver system. Layers of implanted QDs can be used for the photocarrier lifetime shortening mechanism[1,2]. In our research we use InAs:GaAs QD structures of varying dot layer number and distributed Bragg reflector(DBR)reflectivity range. According to the observed dependence of carrier lifetimes on QD layer periodicity [3], it is reasonable to assume that electron lifetimes can be potentially reduced down to 0.45ps in such structures. Both of these features; long excitation wavelength and short carriers lifetime predict possible feasibility of QD antennas for THz generation and detection. In general, relatively simple antenna configurations were used here, including: coplanar stripline (CPS); Hertzian-type dipoles; bow-ties for broadband and log-spiral(LS)or log-periodic(LP)‘toothed’ geometriesfor a CW operation regime. Experimental results - Several lasers are used for antenna pumping: Ti:Sapphire femtosecond laser, as well as single-[4], double-[5] wavelength, and pulsed [6] QD lasers. For detection of the THz signal different schemes and devices were used, e.g. helium-cooled bolometer, Golay cell and a second PCA for coherent THz detection in a traditional time-domain measurement scheme.Fig.1shows the typical THz output power trend from a 5 um-gap LPQD PCA pumped using a tunable QD LD with optical pump spectrum shown in (b). Summary - QD-based THz systems have been demonstrated as a feasible and highly versatile solution. The implementation of QD LDs as pump sources could be a major step towards ultra-compact, electrically controllable transceiver system that would increase the scope of data analysis due to the high pulse repetition rates of such LDs [3], allowing real-time THz TDS and data acquisition. Future steps in development of such systems now lie in the further investigation of QD-based THz PCA structures and devices, particularly with regards to their compatibilitywith QD LDs as pump sources. [1]E. U. Rafailov et al., “Fast quantum-dot saturable absorber for passive mode-locking of solid-State lasers,”Photon.Tech.Lett., IEEE, vol. 16 pp. 2439-2441(2004) [2]E. Estacio, “Strong enhancement of terahertz emission from GaAs in InAs/GaAs quantum dot structures. Appl.Phys.Lett., vol. 94 pp. 232104 (2009) [3]C. Kadow et al., “Self-assembled ErAs islands in GaAs: Growth and subpicosecond carrier dynamics,” Appl. Phys. Lett., vol. 75 pp. 3548-3550 (1999) [4]T. Kruczek, R. Leyman, D. Carnegie, N. Bazieva, G. Erbert, S. Schulz, C. Reardon, and E. U. Rafailov, “Continuous wave terahertz radiation from an InAs/GaAs quantum-dot photomixer device,” Appl. Phys. Lett., vol. 101(2012) [5]R. Leyman, D. I. Nikitichev, N. Bazieva, and E. U. Rafailov, “Multimodal spectral control of a quantum-dot diode laser for THz difference frequency generation,” Appl. Phys. Lett., vol. 99 (2011) [6]K.G. Wilcox, M. Butkus, I. Farrer, D.A. Ritchie, A. Tropper, E.U. Rafailov, “Subpicosecond quantum dot saturable absorber mode-locked semiconductor disk laser, ” Appl. Phys. Lett. Vol 94, 2511 © 2014 IEEE.

Actionable pattern analysis in computing and business intelligence systems

With advances in science and technology, computing and business intelligence (BI) systems are steadily becoming more complex with an increasing variety of heterogeneous software and hardware components. They are thus becoming progressively more difficult to monitor, manage and maintain. Traditional approaches to system management have largely relied on domain experts through a knowledge acquisition process that translates domain knowledge into operating rules and policies. It is widely acknowledged as a cumbersome, labor intensive, and error prone process, besides being difficult to keep up with the rapidly changing environments. In addition, many traditional business systems deliver primarily pre-defined historic metrics for a long-term strategic or mid-term tactical analysis, and lack the necessary flexibility to support evolving metrics or data collection for real-time operational analysis. There is thus a pressing need for automatic and efficient approaches to monitor and manage complex computing and BI systems. To realize the goal of autonomic management and enable self-management capabilities, we propose to mine system historical log data generated by computing and BI systems, and automatically extract actionable patterns from this data. This dissertation focuses on the development of different data mining techniques to extract actionable patterns from various types of log data in computing and BI systems. Four key problems—Log data categorization and event summarization, Leading indicator identification , Pattern prioritization by exploring the link structures , and Tensor model for three-way log data are studied. Case studies and comprehensive experiments on real application scenarios and datasets are conducted to show the effectiveness of our proposed approaches.

A retrospective-longitudinal examination of the relationship between apportionment of seat time in community-college algebra courses and student academic performance

During the past decade, there has been a dramatic increase by postsecondary institutions in providing academic programs and course offerings in a multitude of formats and venues (Biemiller, 2009; Kucsera & Zimmaro, 2010; Lang, 2009; Mangan, 2008). Strategies pertaining to reapportionment of course-delivery seat time have been a major facet of these institutional initiatives; most notably, within many open-door 2-year colleges. Often, these enrollment-management decisions are driven by the desire to increase market-share, optimize the usage of finite facility capacity, and contain costs, especially during these economically turbulent times. So, while enrollments have surged to the point where nearly one in three 18-to-24 year-old U.S. undergraduates are community college students (Pew Research Center, 2009), graduation rates, on average, still remain distressingly low (Complete College America, 2011). Among the learning-theory constructs related to seat-time reapportionment efforts is the cognitive phenomenon commonly referred to as the spacing effect, the degree to which learning is enhanced by a series of shorter, separated sessions as opposed to fewer, more massed episodes. This ex post facto study explored whether seat time in a postsecondary developmental-level algebra course is significantly related to: course success; course-enrollment persistence; and, longitudinally, the time to successfully complete a general-education-level mathematics course. Hierarchical logistic regression and discrete-time survival analysis were used to perform a multi-level, multivariable analysis of a student cohort (N = 3,284) enrolled at a large, multi-campus, urban community college. The subjects were retrospectively tracked over a 2-year longitudinal period. The study found that students in long seat-time classes tended to withdraw earlier and more often than did their peers in short seat-time classes (p < .05). Additionally, a model comprised of nine statistically significant covariates (all with p-values less than .01) was constructed. However, no longitudinal seat-time group differences were detected nor was there sufficient statistical evidence to conclude that seat time was predictive of developmental-level course success. A principal aim of this study was to demonstrate—to educational leaders, researchers, and institutional-research/business-intelligence professionals—the advantages and computational practicability of survival analysis, an underused but more powerful way to investigate changes in students over time.

Assessment of primary energy conversions of oscillating water columns. I. Hydrodynamic analysis

This is an investigation on the development of a numerical assessment method for the hydrodynamic performance of an oscillating water column (OWC) wave energy converter. In the research work, a systematic study has been carried out on how the hydrodynamic problem can be solved and represented reliably, focusing on the phenomena of the interactions of the wave-structure and the wave-internal water surface. These phenomena are extensively examined numerically to show how the hydrodynamic parameters can be reliably obtained and used for the OWC performance assessment. In studying the dynamic system, a two-body system is used for the OWC wave energy converter. The first body is the device itself, and the second body is an imaginary “piston,” which replaces part of the water at the internal water surface in the water column. One advantage of the two-body system for an OWC wave energy converter is its physical representations, and therefore, the relevant mathematical expressions and the numerical simulation can be straightforward. That is, the main hydrodynamic parameters can be assessed using the boundary element method of the potential flow in frequency domain, and the relevant parameters are transformed directly from frequency domain to time domain for the two-body system. However, as it is shown in the research, an appropriate representation of the “imaginary” piston is very important, especially when the relevant parameters have to be transformed from frequency-domain to time domain for a further analysis. The examples given in the research have shown that the correct parameters transformed from frequency domain to time domain can be a vital factor for a successful numerical simulation.

Modeling, Analysis and Performance Comparison of Two Direct Sampling DCSK Receivers under Frequency Nonselective Fading Channels

Two direct sampling correlator-type receivers for differential chaos shift keying (DCSK) communication systems under frequency non-selective fading channels are proposed. These receivers operate based on the same hardware platform with different architectures. In the first scheme, namely sum-delay-sum (SDS) receiver, the sum of all samples in a chip period is correlated with its delayed version. The correlation value obtained in each bit period is then compared with a fixed threshold to decide the binary value of recovered bit at the output. On the other hand, the second scheme, namely delay-sum-sum (DSS) receiver, calculates the correlation value of all samples with its delayed version in a chip period. The sum of correlation values in each bit period is then compared with the threshold to recover the data. The conventional DCSK transmitter, frequency non-selective Rayleigh fading channel, and two proposed receivers are mathematically modelled in discrete-time domain. The authors evaluated the bit error rate performance of the receivers by means of both theoretical analysis and numerical simulation. The performance comparison shows that the two proposed receivers can perform well under the studied channel, where the performances get better when the number of paths increases and the DSS receiver outperforms the SDS one.

Ultrassonic Analysis of UO2 Pellets

Ceramic materials have been widely used for various purposes in many different industries due to certain characteristics, such as high melting point and high resistance to corrosion. In the nuclear area, ceramics are of great importance due to the process of fabrication of fuel pellets for nuclear reactors. Generally, high accuracy destructive techniques are used to characterize nuclear materials for fuel fabrication. These techniques usually require costly equipment and facilities, as well as experienced personnel. This paper aims at presenting an analysis methodology for UO2 pellets using a non-destructive ultrasonic technique for porosity measurement. This technique differs from traditional ultrasonic techniques in the sense it uses ultrasonic pulses in frequency domain instead of time domain. Therefore, specific characteristics of the analyzed material are associated with the obtained frequency spectrum. In the present work, four fuel grade UO2 pellets were analyzed and the corresponding results evaluated.

Ultrasonic Spectral Analysis for Nuclear Fuel Characterization

Ceramic materials have been widely used for various purposes in many different industries due to certain characteristics, such as high melting point and high resistance to corrosion. Concerning the areas of applications, automobile, aeronautics, naval and even nuclear, the characteristics of these materials should be strictly controlled. In the nuclear area, ceramics are of great importance once they are the nuclear fuel pellets and must have, among other features, a well controlled porosity due to mechanical strength and thermal conductivity required by the application. Generally, the techniques used to characterize nuclear fuel are destructive and require costly equipment and facilities. This paper aims to present a nondestructive technique for ceramic characterization using ultrasound. This technique differs from other ultrasonic techniques because it uses ultrasonic pulse in frequency domain instead of time domain, associating the characteristics of the analyzed material with its frequency spectrum. In the present work, 40 Alumina (Al2O3) ceramic pellets with porosities ranging from 5% to 37%, in absolute terms measured by Archimedes technique, were tested. It can be observed that the frequency spectrum of each pellet varies according to its respective porosity and microstructure, allowing a fast and non-destructive association of the same characteristics with the same spectra pellets.

Analysis of Ultrasonic Techniques for the Characterization of Microfiltration Polymeric Membranes

The use of polymeric membranes is extremely important in several industries such as nuclear, biotechnology, chemical and pharmaceutical. In the nuclear area, for instance, systems based on membrane separation technologies are currently being used in the treatment of radioactive liquid effluent, and new technologies using membranes are being developed at a great rate. The knowledge of the physical characteristics of these membranes, such as, pore size and the pore size distribution, is very important to the membranes separation processes. Only after these characteristics are known is it possible to determine the type and to choose a particular membrane for a specific application. In this work, two ultrasonic non destructive techniques were used to determine the porosity of membranes: pulse echo and transmission. A 25 MHz immersion transducer was used. Ultrasonic signals were acquired, for both techniques, after the ultrasonic waves passed through a microfiltration polymeric membrane of pore size of 0.45 μm and thickness of 180 μm. After the emitted ultrasonic signal crossed the membrane, the received signal brought several information on the influence of the membrane porosity in the standard signal of the ultrasonic wave. The ultrasonic signals were acquired in the time domain and changed to the frequency domain by application of the Fourier Fast Transform (FFT), thus generating the material frequency spectrum. For the pulse echo technique, the ultrasonic spectrum frequency changed after the ultrasonic wave crossed the membrane. With the transmission technique there was only a displacement of the ultrasonic signal at the time domain.