Nonlinear ensemble prediction of chaotic daily rainfall

The significance of treating rainfall as a chaotic system instead of a stochastic system for a better understanding of the underlying dynamics has been taken up by various studies recently. However, an important limitation of all these approaches is the dependence on a single method for identifying the chaotic nature and the parameters involved. Many of these approaches aim at only analyzing the chaotic nature and not its prediction. In the present study, an attempt is made to identify chaos using various techniques and prediction is also done by generating ensembles in order to quantify the uncertainty involved. Daily rainfall data of three regions with contrasting characteristics (mainly in the spatial area covered), Malaprabha, Mahanadi and All-India for the period 1955-2000 are used for the study. Auto-correlation and mutual information methods are used to determine the delay time for the phase space reconstruction. Optimum embedding dimension is determined using correlation dimension, false nearest neighbour algorithm and also nonlinear prediction methods. The low embedding dimensions obtained from these methods indicate the existence of low dimensional chaos in the three rainfall series. Correlation dimension method is done on th phase randomized and first derivative of the data series to check whether the saturation of the dimension is due to the inherent linear correlation structure or due to low dimensional dynamics. Positive Lyapunov exponents obtained prove the exponential divergence of the trajectories and hence the unpredictability. Surrogate data test is also done to further confirm the nonlinear structure of the rainfall series. A range of plausible parameters is used for generating an ensemble of predictions of rainfall for each year separately for the period 1996-2000 using the data till the preceding year. For analyzing the sensitiveness to initial conditions, predictions are done from two different months in a year viz., from the beginning of January and June. The reasonably good predictions obtained indicate the efficiency of the nonlinear prediction method for predicting the rainfall series. Also, the rank probability skill score and the rank histograms show that the ensembles generated are reliable with a good spread and skill. A comparison of results of the three regions indicates that although they are chaotic in nature, the spatial averaging over a large area can increase the dimension and improve the predictability, thus destroying the chaotic nature. (C) 2010 Elsevier Ltd. All rights reserved.

Multivariate nonlinear ensemble prediction of daily chaotic rainfall with climate inputs

The basic characteristic of a chaotic system is its sensitivity to the infinitesimal changes in its initial conditions. A limit to predictability in chaotic system arises mainly due to this sensitivity and also due to the ineffectiveness of the model to reveal the underlying dynamics of the system. In the present study, an attempt is made to quantify these uncertainties involved and thereby improve the predictability by adopting a multivariate nonlinear ensemble prediction. Daily rainfall data of Malaprabha basin, India for the period 1955-2000 is used for the study. It is found to exhibit a low dimensional chaotic nature with the dimension varying from 5 to 7. A multivariate phase space is generated, considering a climate data set of 16 variables. The chaotic nature of each of these variables is confirmed using false nearest neighbor method. The redundancy, if any, of this atmospheric data set is further removed by employing principal component analysis (PCA) method and thereby reducing it to eight principal components (PCs). This multivariate series (rainfall along with eight PCs) is found to exhibit a low dimensional chaotic nature with dimension 10. Nonlinear prediction employing local approximation method is done using univariate series (rainfall alone) and multivariate series for different combinations of embedding dimensions and delay times. The uncertainty in initial conditions is thus addressed by reconstructing the phase space using different combinations of parameters. The ensembles generated from multivariate predictions are found to be better than those from univariate predictions. The uncertainty in predictions is decreased or in other words predictability is increased by adopting multivariate nonlinear ensemble prediction. The restriction on predictability of a chaotic series can thus be altered by quantifying the uncertainty in the initial conditions and also by including other possible variables, which may influence the system. (C) 2011 Elsevier B.V. All rights reserved.

Prediction of dynamical, nonlinear, and unstable process behavior

Process scheduling techniques consider the current load situation to allocate computing resources. Those techniques make approximations such as the average of communication, processing, and memory access to improve the process scheduling, although processes may present different behaviors during their whole execution. They may start with high communication requirements and later just processing. By discovering how processes behave over time, we believe it is possible to improve the resource allocation. This has motivated this paper which adopts chaos theory concepts and nonlinear prediction techniques in order to model and predict process behavior. Results confirm the radial basis function technique which presents good predictions and also low processing demands show what is essential in a real distributed environment.

Nonrandomness, nonlinear dependence, and nonstationarity of electroencephalographic recordings from epilepsy patients

To derive tests for randomness, nonlinear-independence, and stationarity, we combine surrogates with a nonlinear prediction error, a nonlinear interdependence measure, and linear variability measures, respectively. We apply these tests to intracranial electroencephalographic recordings (EEG) from patients suffering from pharmacoresistant focal-onset epilepsy. These recordings had been performed prior to and independent from our study as part of the epilepsy diagnostics. The clinical purpose of these recordings was to delineate the brain areas to be surgically removed in each individual patient in order to achieve seizure control. This allowed us to define two distinct sets of signals: One set of signals recorded from brain areas where the first ictal EEG signal changes were detected as judged by expert visual inspection ("focal signals") and one set of signals recorded from brain areas that were not involved at seizure onset ("nonfocal signals"). We find more rejections for both the randomness and the nonlinear-independence test for focal versus nonfocal signals. In contrast more rejections of the stationarity test are found for nonfocal signals. Furthermore, while for nonfocal signals the rejection of the stationarity test increases the rejection probability of the randomness and nonlinear-independence test substantially, we find a much weaker influence for the focal signals. In consequence, the contrast between the focal and nonfocal signals obtained from the randomness and nonlinear-independence test is further enhanced when we exclude signals for which the stationarity test is rejected. To study the dependence between the randomness and nonlinear-independence test we include only focal signals for which the stationarity test is not rejected. We show that the rejection of these two tests correlates across signals. The rejection of either test is, however, neither necessary nor sufficient for the rejection of the other test. Thus, our results suggest that EEG signals from epileptogenic brain areas are less random, more nonlinear-dependent, and more stationary compared to signals recorded from nonepileptogenic brain areas. We provide the data, source code, and detailed results in the public domain.

Detecting determinism with improved sensitivity in time series: Rank-based nonlinear predictability score

The rank-based nonlinear predictability score was recently introduced as a test for determinism in point processes. We here adapt this measure to time series sampled from time-continuous flows. We use noisy Lorenz signals to compare this approach against a classical amplitude-based nonlinear prediction error. Both measures show an almost identical robustness against Gaussian white noise. In contrast, when the amplitude distribution of the noise has a narrower central peak and heavier tails than the normal distribution, the rank-based nonlinear predictability score outperforms the amplitude-based nonlinear prediction error. For this type of noise, the nonlinear predictability score has a higher sensitivity for deterministic structure in noisy signals. It also yields a higher statistical power in a surrogate test of the null hypothesis of linear stochastic correlated signals. We show the high relevance of this improved performance in an application to electroencephalographic (EEG) recordings from epilepsy patients. Here the nonlinear predictability score again appears of higher sensitivity to nonrandomness. Importantly, it yields an improved contrast between signals recorded from brain areas where the first ictal EEG signal changes were detected (focal EEG signals) versus signals recorded from brain areas that were not involved at seizure onset (nonfocal EEG signals).

Freeway traffic estimation in Beijing based on particle filter

Short-term traffic flow data is characterized by rapid and dramatic fluctuations. It reflects the nature of the frequent congestion in the lane, which shows a strong nonlinear feature. Traffic state estimation based on the data gained by electronic sensors is critical for much intelligent traffic management and the traffic control. In this paper, a solution to freeway traffic estimation in Beijing is proposed using a particle filter, based on macroscopic traffic flow model, which estimates both traffic density and speed.Particle filter is a nonlinear prediction method, which has obvious advantages for traffic flows prediction. However, with the increase of sampling period, the volatility of the traffic state curve will be much dramatic. Therefore, the prediction accuracy will be affected and difficulty of forecasting is raised. In this paper, particle filter model is applied to estimate the short-term traffic flow. Numerical study is conducted based on the Beijing freeway data with the sampling period of 2 min. The relatively high accuracy of the results indicates the superiority of the proposed model.

Predicting chaotic time-series with wavelet networks

A new technique, wavelet network, is introduced to predict chaotic time series. By using this technique, firstly, we make accurate short-term predictions of the time series from chaotic attractors. Secondly, we make accurate predictions of the values and bifurcation structures of the time series from dynamical systems whose parameter values are changing with time. Finally we predict chaotic attractors by making long-term predictions based on remarkably few data points, where the correlation dimensions of predicted attractors are calculated and are found to be almost identical to those of actual attractors.

抽水引起岩溶塌陷的机理及非线性预测研究

Karst collapse is one of the most important engineering geology hazards in Karst district, which seriously endangers the living of humankind and the environment around us, as well as the natural resources. Generally speaking, there exist three processes of overburden karst collapse:the formation of soil cavity, the expansion of soil cavity and the fall of the cavity roof. During these processes, groundwater is always the most active factor and plays a key role. Pumping will bring into the great change of groundwater in flow state, flowrate, frequency of fluctuation as well as hydraulic gradient and will speed the fall. Statistics shows that most of the man-made karst collapse are induced by pumping, so studying the mechanism of Karst collapse induced by pumping will provide theoretical base for the prediction and precaution of collapse. By theoretically studying the initial condition for the forming and expanding of a soil cavity, Spalling step by step the essential mechanism of Karst collapse induced by pumping is put forward. The catastrophe model for the collapse induced by pumping is set up to predict the fall probability of a cavity roof, and the criterion for the collapse is determined. Simultaneously, Karst collapse induced by pumping is predicted with manmade neural network theory. Finally, the appropriate precaution measurements for the collapse induced by pumping are provided. The creative opinions of the paper is following: The initial condition of forming a soil cavity is put forwarded as formula (4-1-5), (4-1-24),(4-1-25) and (4-1-27); which provide theoretical base for foreclosing the formation of a soil cavity and defending collapse. Spaliing step by step as the essential mechanism of Karst collapse induced by pumping is put forward. The spaliing force is defined as formula (4-2-15). The condition for the expanding of a soil cavity is that spaliing force is greater than tensile strength of soil. The stability of a soil cavity is first studied with catastrophe theory. It is concluded that the process of development up to ground collapse of a small cavity is continuous, however, the process of a big cavity is catastrophic. It is feasibility that the Karst collapse be predicted with manmade neural network theory as a new way.

Análisis del impacto del tamaño de los activos en la cuenta de resultados mediante la utilización de espacios de fase y análisis de recurrencia

Los resultados financieros de las organizaciones son objeto de estudio y análisis permanente, predecir sus comportamientos es una tarea permanente de empresarios, inversionistas, analistas y académicos. En el presente trabajo se explora el impacto del tamaño de los activos (valor total de los activos) en la cuenta de resultados operativos y netos, analizando inicialmente la relación entre dichas variables con indicadores tradicionales del análisis financiero como es el caso de la rentabilidad operativa y neta y con elementos de estadística descriptiva que permiten calificar los datos utilizados como lineales o no lineales. Descubriendo posteriormente que los resultados financieros de las empresas vigiladas por la Superintendencia de Sociedades para el año 2012, tienen un comportamiento no lineal, de esta manera se procede a analizar la relación de los activos y los resultados con la utilización de espacios de fase y análisis de recurrencia, herramientas útiles para sistemas caóticos y complejos. Para el desarrollo de la investigación y la revisión de la relación entre las variables de activos y resultados financieros se tomó como fuente de información los reportes financieros del cierre del año 2012 de la Superintendencia de Sociedades (Superintendencia de Sociedades, 2012).

Nonlinear time series prediction based on a power-law noise model

In this paper we investigate the influence of a power-law noise model, also called noise, on the performance of a feed-forward neural network used to predict time series. We introduce an optimization procedure that optimizes the parameters the neural networks by maximizing the likelihood function based on the power-law model. We show that our optimization procedure minimizes the mean squared leading to an optimal prediction. Further, we present numerical results applying method to time series from the logistic map and the annual number of sunspots demonstrate that a power-law noise model gives better results than a Gaussian model.

Dual-orthogonal radial basis function networks for nonlinear time series prediction

A new structure of Radial Basis Function (RBF) neural network called the Dual-orthogonal RBF Network (DRBF) is introduced for nonlinear time series prediction. The hidden nodes of a conventional RBF network compare the Euclidean distance between the network input vector and the centres, and the node responses are radially symmetrical. But in time series prediction where the system input vectors are lagged system outputs, which are usually highly correlated, the Euclidean distance measure may not be appropriate. The DRBF network modifies the distance metric by introducing a classification function which is based on the estimation data set. Training the DRBF networks consists of two stages. Learning the classification related basis functions and the important input nodes, followed by selecting the regressors and learning the weights of the hidden nodes. In both cases, a forward Orthogonal Least Squares (OLS) selection procedure is applied, initially to select the important input nodes and then to select the important centres. Simulation results of single-step and multi-step ahead predictions over a test data set are included to demonstrate the effectiveness of the new approach.

Prediction interval-based modelling and control of nonlinear processes

 Novel computational intelligence-based methods have been investigated to quantify uncertainties prevalent in the operation of chemical plants. A new family of predication interval-based controlling algorithms is proposed and successfully applied to chemical reactors in order to minimise energy consumption and operational cost.

Prediction interval-based control of nonlinear systems using neural networks

Prediction interval (PI) is a promising tool for quantifying uncertainties associated with point predictions. Despite its informativeness, the design and deployment of PI-based controller for complex systems is very rare. As a pioneering work, this paper proposes a framework for design and implementation of PI-based controller (PIC) for nonlinear systems. Neural network (NN)-based inverse model within internal model control structure is used to develop the PIC. Firstly, a PI-based model is developed to construct PIs for the system output. This model is then used as an online estimator for PIs. The PIs from this model are fed to the NN inverse model along with other traditional inputs to generate the control signal. The performance of the proposed PIC is examined for two case studies. This includes a nonlinear batch polymerization reactor and a numerical nonlinear plant. Simulation results demonstrated that the proposed PIC tracking performance is better than the traditional NN-based controller.

Prediction interval-based neural network controller for nonlinear processes

Prediction interval (PI) has been extensively used to predict the forecasts for nonlinear systems as PI-based forecast is superior over point-forecast to quantify the uncertainties and disturbances associated with the real processes. In addition, PIs bear more information than point-forecasts, such as forecast accuracy. The aim of this paper is to integrate the concept of informative PIs in the control applications to improve the tracking performance of the nonlinear controllers. In the present work, a PI-based controller (PIC) is proposed to control the nonlinear processes. Neural network (NN) inverse model is used as a controller in the proposed method. Firstly, a PI-based model is developed to construct PIs for every sample or time instance. The PIs are then fed to the NN inverse model along with other effective process inputs and outputs. The PI-based NN inverse model predicts the plant input to get the desired plant output. The performance of the proposed PIC controller is examined for a nonlinear process. Simulation results indicate that the tracking performance of the PIC is highly acceptable and better than the traditional NN inverse model-based controller.

Prediction and measurement of forced response of a composite blade undergoing nonlinear vibration

The main objective of this project is to experimentally demonstrate geometrical nonlinear phenomena due to large displacements during resonant vibration of composite materials and to explain the problem associated with fatigue prediction at resonant conditions. Three different composite blades to be tested were designed and manufactured, being their difference in the composite layup (i.e. unidirectional, cross-ply, and angle-ply layups). Manual envelope bagging technique is explained as applied to the actual manufacturing of the components; problems encountered and their solutions are detailed. Forced response tests of the first flexural, first torsional, and second flexural modes were performed by means of a uniquely contactless excitation system which induced vibration by using a pulsed airflow. Vibration intensity was acquired by means of Polytec LDV system. The first flexural mode is found to be completely linear irrespective of the vibration amplitude. The first torsional mode exhibits a general nonlinear softening behaviour which is interestingly coupled with a hardening behaviour for the unidirectional layup. The second flexural mode has a hardening nonlinear behaviour for either the unidirectional and angle-ply blade, whereas it is slightly softening for the cross-ply layup. By using the same equipment as that used for forced response analyses, free decay tests were performed at different airflow intensities. Discrete Fourier Trasform over the entire decay and Sliding DFT were computed so as to visualise the presence of nonlinear superharmonics in the decay signal and when they were damped out from the vibration over the decay time. Linear modes exhibit an exponential decay, while nonlinearities are associated with a dry-friction damping phenomenon which tends to increase with increasing amplitude. Damping ratio is derived from logarithmic decrement for the exponential branch of the decay.