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.

Experimental analysis of composite single-lap joints using digital image correlation and comparison with theoretical models

The demand for energy efficient, low weight structures has boosted the use of composite structures assembled using increased quantities of structural adhesives. Bonded structures may be subjected to severe working environments such as high temperature and moisture due to which the adhesive gets degraded over a period of time. This reduces the strength of a joint and leads to premature failure. Measurement of strains in the adhesive bondline at any point of time during service may be beneficial as an assessment can be made on the integrity of a joint and necessary preventive actions may be taken before failure. This paper presents an experimental approach of measuring peel and shear strains in the adhesive bondline of composite single-lap joints using digital image correlation. Different sets of composite adhesive joints with varied bond quality were prepared and subjected to tensile load during which digital images were taken and processed using digital image correlation software. The measured peel strain at the joint edge showed a rapid increase with the initiation of a crack till failure of the joint. The measured strains were used to compute the corresponding stresses assuming a plane strain condition and the results were compared with stresses predicted using theoretical models, namely linear and nonlinear adhesive beam models. A similar trend in stress distribution was observed. Further comparison of peel and shear strains also exhibited similar trend for both healthy and degraded joints. Maximum peel stress failure criterion was used to predict the failure load of a composite adhesive joint and a comparison was made between predicted and actual failure loads. The predicted failure loads from theoretical models were found to be higher than the actual failure load for all the joints.

Comparative Evaluation of Switching and Average Models of a DC-DC Boost Converter for Real-Time Simulation

This paper presents a comparative evaluation of the average and switching models of a dc-dc boost converter from the point of view of real-time simulation. Both the models are used to simulate the converter in real-time on a Field Programmable Gate Array (FPGA) platform. The converter is considered to function over a wide range of operating conditions, and could do transition between continuous conduction mode (CCM) and discontinuous conduction mode (DCM). While the average model is known to be computationally efficient from the perspective of off-line simulation, the same is shown here to consume more logical resources than the switching model for real-time simulation of the dc-dc converter. Further, evaluation of the boundary condition between CCM and DCM is found to be the main reason for the increased consumption of resources by the average model.

Effects of initial height on the steady-state persistence probability of linear growth models

The effects of the initial height on the temporal persistence probability of steady-state height fluctuations in up-down symmetric linear models of surface growth are investigated. We study the (1 + 1)-dimensional Family model and the (1 + 1)-and (2 + 1)-dimensional larger curvature (LC) model. Both the Family and LC models have up-down symmetry, so the positive and negative persistence probabilities in the steady state, averaged over all values of the initial height h(0), are equal to each other. However, these two probabilities are not equal if one considers a fixed nonzero value of h(0). Plots of the positive persistence probability for negative initial height versus time exhibit power-law behavior if the magnitude of the initial height is larger than the interface width at saturation. By symmetry, the negative persistence probability for positive initial height also exhibits the same behavior. The persistence exponent that describes this power-law decay decreases as the magnitude of the initial height is increased. The dependence of the persistence probability on the initial height, the system size, and the discrete sampling time is found to exhibit scaling behavior.

LHC constraints on light neutralino dark matter in the MSSM

Light neutralino dark matter can be achieved in the Minimal Supersymmetric Standard Model if staus are rather light, with mass around 100 GeV. We perform a detailed analysis of the relevant supersymmetric parameter space, including also the possibility of light selectons and smuons, and of light higgsino- or wino-like charginos. In addition to the latest limits from direct and indirect detection of dark matter, ATLAS and CMS constraints on electroweak-inos and on sleptons are taken into account using a ``simplified models'' framework. Measurements of the properties of the Higgs boson at 125 GeV, which constrain amongst others the invisible decay of the Higgs boson into a pair of neutralinos, are also implemented in the analysis. We show that viable neutralino dark matter can be achieved for masses as low as 15 GeV. In this case, light charginos close to the LEP bound are required in addition to light right-chiral staus. Significant deviations are observed in the couplings of the 125 GeV Higgs boson. These constitute a promising way to probe the light neutralino dark matter scenario in the next run of the LHC. (C) 2013 Elsevier B.V. All rights reserved.

Quantum Phase Diagram of One-Dimensional Spin and Hubbard Models with Transitions to Bond Order Wave Phases

Similar quantum phase diagrams and transitions are found for three classes of one-dimensional models with equally spaced sites, singlet ground states (GS), inversion symmetry at sites and a bond order wave (BOW) phase in some sectors. The models are frustrated spin-1/2 chains with variable range exchange, half-filled Hubbard models with spin-independent interactions and modified Hubbard models with site energies for describing organic charge transfer salts. In some range of parameters, the models have a first order quantum transition at which the GS expectation value of the sublattice spin < S-A(2)> of odd or even-numbered sites is discontinuous. There is an intermediate BOW phase for other model parameters that lead to two continuous quantum transitions with continuous < S-A(2)>. Exact diagonalization of finite systems and symmetry arguments provide a unified picture of familiar 1D models that have appeared separately in widely different contexts.

Quantum Phase Diagram of One-Dimensional Spin and Hubbard Models with Transitions to Bond Order Wave Phases

Similar quantum phase diagrams and transitions are found for three classes of one-dimensional models with equally spaced sites, singlet ground states (GS), inversion symmetry at sites and a bond order wave (BOW) phase in some sectors. The models are frustrated spin-1/2 chains with variable range exchange, half-filled Hubbard models with spin-independent interactions and modified Hubbard models with site energies for describing organic charge transfer salts. In some range of parameters, the models have a first order quantum transition at which the GS expectation value of the sublattice spin < S-A(2)> of odd or even-numbered sites is discontinuous. There is an intermediate BOW phase for other model parameters that lead to two continuous quantum transitions with continuous < S-A(2)>. Exact diagonalization of finite systems and symmetry arguments provide a unified picture of familiar 1D models that have appeared separately in widely different contexts.

On 2-D Non-Adjacent-Error Channel Models

In this work, we consider two-dimensional (2-D) binary channels in which the 2-D error patterns are constrained so that errors cannot occur in adjacent horizontal or vertical positions. We consider probabilistic and combinatorial models for such channels. A probabilistic model is obtained from a 2-D random field defined by Roth, Siegel and Wolf (2001). Based on the conjectured ergodicity of this random field, we obtain an expression for the capacity of the 2-D non-adjacent-errors channel. We also derive an upper bound for the asymptotic coding rate in the combinatorial model.

Minimal crystallizations of 3-manifolds

We have introduced the weight of a group which has a presentation with number of relations is at most the number of generators. We have shown that the number of facets of any contracted pseudotriangulation of a connected closed 3-manifold M is at least the weight of the fundamental group of M. This lower bound is sharp for the 3-manifolds RP3, L(3, 1), L(5, 2), S-1 x S-1 x S-1, S-2 x S-1, S-2 (x) under bar S-1 and S-3/Q(8), where Q(8) is the quaternion group. Moreover, there is a unique such facet minimal pseudotriangulation in each of these seven cases. We have also constructed contracted pseudotriangulations of L(kq - 1, q) with 4(q + k - 1) facets for q >= 3, k >= 2 and L(kq + 1, q) with 4(q + k) facets for q >= 4, k >= 1. By a recent result of Swartz, our pseudotriangulations of L(kg + 1, q) are facet minimal when kg + 1 are even. In 1979, Gagliardi found presentations of the fundamental group of a manifold M in terms of a contracted pseudotriangulation of M. Our construction is the converse of this, namely, given a presentation of the fundamental group of a 3-manifold M, we construct a contracted pseudotriangulation of M. So, our construction of a contracted pseudotriangulation of a 3-manifold M is based on a presentation of the fundamental group of M and it is computer-free.

Using Relationships for Matching Textual Domain Models with Existing Code

We address the task of mapping a given textual domain model (e.g., an industry-standard reference model) for a given domain (e.g., ERP), with the source code of an independently developed application in the same domain. This has applications in improving the understandability of an existing application, migrating it to a more flexible architecture, or integrating it with other related applications. We use the vector-space model to abstractly represent domain model elements as well as source-code artifacts. The key novelty in our approach is to leverage the relationships between source-code artifacts in a principled way to improve the mapping process. We describe experiments wherein we apply our approach to the task of matching two real, open-source applications to corresponding industry-standard domain models. We demonstrate the overall usefulness of our approach, as well as the role of our propagation techniques in improving the precision and recall of the mapping task.

Error analysis of discontinuous Galerkin methods for the Stokes problem under minimal regularity

In this article, we analyse several discontinuous Galerkin (DG) methods for the Stokes problem under minimal regularity on the solution. We assume that the velocity u belongs to H-0(1)(Omega)](d) and the pressure p is an element of L-0(2)(Omega). First, we analyse standard DG methods assuming that the right-hand side f belongs to H-1(Omega) boolean AND L-1(Omega)](d). A DG method that is well defined for f belonging to H-1(Omega)](d) is then investigated. The methods under study include stabilized DG methods using equal-order spaces and inf-sup stable ones where the pressure space is one polynomial degree less than the velocity space.

Synthon transferability probed with IR spectroscopy: cytosine salts as models for salts of lamivudine

Co-crystal screening of the anti-HIV drug lamivudine was carried out with dicarboxylic acids as co-formers, and three of the resulting crystalline solids, two salts and a co-crystal, were studied with SCXRD, PXRD and FTIR spectroscopy. Salts of cytosine, a molecule that incorporates critical structural features of lamivudine, with the same co-formers, were taken as model systems for IR spectroscopic studies of the synthons in the salts of lamivudine. It is shown that different systems with the same synthon show very similar spectral signatures in the regions corresponding to the synthon absorptions. This reveals again the modular nature of the supramolecular synthon.

Automatic finite element formulation and assembly of hyperelastic higher order structural models

The formulation of higher order structural models and their discretization using the finite element method is difficult owing to their complexity, especially in the presence of non-linearities. In this work a new algorithm for automating the formulation and assembly of hyperelastic higher-order structural finite elements is developed. A hierarchic series of kinematic models is proposed for modeling structures with special geometries and the algorithm is formulated to automate the study of this class of higher order structural models. The algorithm developed in this work sidesteps the need for an explicit derivation of the governing equations for the individual kinematic modes. Using a novel procedure involving a nodal degree-of-freedom based automatic assembly algorithm, automatic differentiation and higher dimensional quadrature, the relevant finite element matrices are directly computed from the variational statement of elasticity and the higher order kinematic model. Another significant feature of the proposed algorithm is that natural boundary conditions are implicitly handled for arbitrary higher order kinematic models. The validity algorithm is illustrated with examples involving linear elasticity and hyperelasticity. (C) 2013 Elsevier Inc. All rights reserved.

Ranking of global climate models for India using multicriterion analysis

Eleven GCMs (BCCR-BCCM2.0, INGV-ECHAM4, GFDL2.0, GFDL2.1, GISS, IPSL-CM4, MIROC3, MRI-CGCM2, NCAR-PCMI, UKMO-HADCM3 and UKMO-HADGEM1) were evaluated for India (covering 73 grid points of 2.5 degrees x 2.5 degrees) for the climate variable `precipitation rate' using 5 performance indicators. Performance indicators used were the correlation coefficient, normalised root mean square error, absolute normalised mean bias error, average absolute relative error and skill score. We used a nested bias correction methodology to remove the systematic biases in GCM simulations. The Entropy method was employed to obtain weights of these 5 indicators. Ranks of the 11 GCMs were obtained through a multicriterion decision-making outranking method, PROMETHEE-2 (Preference Ranking Organisation Method of Enrichment Evaluation). An equal weight scenario (assigning 0.2 weight for each indicator) was also used to rank the GCMs. An effort was also made to rank GCMs for 4 river basins (Godavari, Krishna, Mahanadi and Cauvery) in peninsular India. The upper Malaprabha catchment in Karnataka, India, was chosen to demonstrate the Entropy and PROMETHEE-2 methods. The Spearman rank correlation coefficient was employed to assess the association between the ranking patterns. Our results suggest that the ensemble of GFDL2.0, MIROC3, BCCR-BCCM2.0, UKMO-HADCM3, MPIECHAM4 and UKMO-HADGEM1 is suitable for India. The methodology proposed can be extended to rank GCMs for any selected region.

Memory-induced anomalous dynamics in a minimal random walk model

A discrete-time dynamics of a non-Markovian random walker is analyzed using a minimal model where memory of the past drives the present dynamics. In recent work N. Kumar et al., Phys. Rev. E 82, 021101 (2010)] we proposed a model that exhibits asymptotic superdiffusion, normal diffusion, and subdiffusion with the sweep of a single parameter. Here we propose an even simpler model, with minimal options for the walker: either move forward or stay at rest. We show that this model can also give rise to diffusive, subdiffusive, and superdiffusive dynamics at long times as a single parameter is varied. We show that in order to have subdiffusive dynamics, the memory of the rest states must be perfectly correlated with the present dynamics. We show explicitly that if this condition is not satisfied in a unidirectional walk, the dynamics is only either diffusive or superdiffusive (but not subdiffusive) at long times.