NONLINEAR TIME SERIES/SYSTEM ANALYSIS (STATE-SPACE, DYNAMICS, INTERVENTION, RESILIENCE, KALMAN)

A discussion of nonlinear dynamics, demonstrated by the familiar automobile, is followed by the development of a systematic method of analysis of a possibly nonlinear time series using difference equations in the general state-space format. This format allows recursive state-dependent parameter estimation after each observation thereby revealing the dynamics inherent in the system in combination with random external perturbations.^ The one-step ahead prediction errors at each time period, transformed to have constant variance, and the estimated parametric sequences provide the information to (1) formally test whether time series observations y(,t) are some linear function of random errors (ELEM)(,s), for some t and s, or whether the series would more appropriately be described by a nonlinear model such as bilinear, exponential, threshold, etc., (2) formally test whether a statistically significant change has occurred in structure/level either historically or as it occurs, (3) forecast nonlinear system with a new and innovative (but very old numerical) technique utilizing rational functions to extrapolate individual parameters as smooth functions of time which are then combined to obtain the forecast of y and (4) suggest a measure of resilience, i.e. how much perturbation a structure/level can tolerate, whether internal or external to the system, and remain statistically unchanged. Although similar to one-step control, this provides a less rigid way to think about changes affecting social systems.^ Applications consisting of the analysis of some familiar and some simulated series demonstrate the procedure. Empirical results suggest that this state-space or modified augmented Kalman filter may provide interesting ways to identify particular kinds of nonlinearities as they occur in structural change via the state trajectory.^ A computational flow-chart detailing computations and software input and output is provided in the body of the text. IBM Advanced BASIC program listings to accomplish most of the analysis are provided in the appendix. ^

Redundancy and Observability Analysis of Conventional and PMU Measurements

This letter shows that the matrix can be used for redundancy and observability analysis of metering systems composed of PMU measurements and conventional measurements (power and voltage magnitude measurements). The matrix is obtained via triangular factorization of the Jacobian matrix. Observability analysis and restoration is carried out during the triangular factorization of the Jacobian matrix, and the redundancy analysis is made exploring the matrix structure. As a consequence, the matrix can be used for metering system planning considering conventional and PMU measurements. These features of the matrix will be outlined and illustrated by numerical examples.

The use of Gramian matrices for aeroelastic stability analysis

Most of the established procedures for analysis of aeroelastic flutter in the development of aircraft are based on frequency domain methods. Proposing new methodologies in this field is always a challenge, because the new methods need to be validated by many experimental procedures. With the interest for new flight control systems and nonlinear behavior of aeroelastic structures, other strategies may be necessary to complete the analysis of such systems. If the aeroelastic model can be written in time domain, using state-space formulation, for instance, then many of the tools used in stability analysis of dynamic systems may be used to help providing an insight into the aeroelastic phenomenon. In this respect, this paper presents a discussion on the use of Gramian matrices to determine conditions of aeroelastic flutter. The main goal of this work is to introduce how observability gramian matrix can be used to identify the system instability. To explain the approach, the theory is outlined and simulations are carried out on two benchmark problems. Results are compared with classical methods to validate the approach and a reduction of computational time is obtained for the second example. © 2013 Douglas Domingues Bueno et al.

White matter microstructure underlying default mode network connectivity in the human brain

Resting state functional magnetic resonance imaging (fMRI) reveals a distinct network of correlated brain function representing a default mode state of the human brain The underlying structural basis of this functional connectivity pattern is still widely unexplored We combined fractional anisotropy measures of fiber tract integrity derived from diffusion tensor imaging (DTI) and resting state fMRI data obtained at 3 Tesla from 20 healthy elderly subjects (56 to 83 years of age) to determine white matter microstructure e 7 underlying default mode connectivity We hypothesized that the functional connectivity between the posterior cingulate and hippocampus from resting state fMRI data Would be associated with the white matter microstructure in the cingulate bundle and fiber tracts connecting posterior cingulate gyrus With lateral temporal lobes, medial temporal lobes, and precuneus This was demonstrated at the p<0001 level using a voxel-based multivariate analysis of covariance (MANCOVA) approach In addition, we used a data-driven technique of joint independent component analysis (ICA) that uncovers spatial pattern that are linked across modalities. It revealed a pattern of white matter tracts including cingulate bundle and associated fiber tracts resembling the findings from the hypothesis-driven analysis and was linked to the pattern of default mode network (DMN) connectivity in the resting state fMRI data Out findings support the notion that the functional connectivity between the posterior cingulate and hippocampus and the functional connectivity across the entire DMN is based oil distinct pattern of anatomical connectivity within the cerebral white matter (C) 2009 Elsevier Inc All rights reserved

Complex dynamics of financial indices

This paper presents a novel method for the analysis of nonlinear financial and economic systems. The modeling approach integrates the classical concepts of state space representation and time series regression. The analytical and numerical scheme leads to a parameter space representation that constitutes a valid alternative to represent the dynamical behavior. The results reveal that business cycles can be clearly revealed, while the noise effects common in financial indices can elegantly be filtered out of the results.

On Variational Ensemble Kalman Filtering

The Extended Kalman Filter (EKF) and four dimensional assimilation variational method (4D-VAR) are both advanced data assimilation methods. The EKF is impractical in large scale problems and 4D-VAR needs much effort in building the adjoint model. In this work we have formulated a data assimilation method that will tackle the above difficulties. The method will be later called the Variational Ensemble Kalman Filter (VEnKF). The method has been tested with the Lorenz95 model. Data has been simulated from the solution of the Lorenz95 equation with normally distributed noise. Two experiments have been conducted, first with full observations and the other one with partial observations. In each experiment we assimilate data with three-hour and six-hour time windows. Different ensemble sizes have been tested to examine the method. There is no strong difference between the results shown by the two time windows in either experiment. Experiment I gave similar results for all ensemble sizes tested while in experiment II, higher ensembles produce better results. In experiment I, a small ensemble size was enough to produce nice results while in experiment II the size had to be larger. Computational speed is not as good as we would want. The use of the Limited memory BFGS method instead of the current BFGS method might improve this. The method has proven succesful. Even if, it is unable to match the quality of analyses of EKF, it attains significant skill in forecasts ensuing from the analysis it has produced. It has two advantages over EKF; VEnKF does not require an adjoint model and it can be easily parallelized.

Improving the stability conditions of TS fuzzy systems with fuzzy Lyapunov functions

In this paper, the fuzzy Lyapunov function approach is considered for stabilizing continuous-time Takagi-Sugeno fuzzy systems. Previous linear matrix inequality (LMI) stability conditions are relaxed by exploring further the properties of the time derivatives of premise membership functions and by introducing a slack LMI variable into the problem formulation. The stability results are thus used in the state feedback design which is also solved in terms of LMIs. Numerical examples illustrate the efficiency of the new stabilizing conditions presented. © 2011 IFAC.

Mortalidade de idosos em município do Sudeste brasileiro de 2006 a 2011

O objetivo foi descrever a mortalidade entre idosos em Araraquara (SP), no período de 2006 a 2011. Estudo epidemiológico descritivo, tendo como fontes de dados o Sistema de Informações sobre Mortalidade e a Fundação Sistema Estadual de Análise de Dados. Foi calculada razão entre coeficientes de mortalidade por ponto (R) e por intervalo de 95% de confiança (IC95%). Observou-se mais de 60% dos idosos com nível baixo de escolaridade, sendo que 76% faleceram em hospitais. Entre 2006 e 2008, as diferenças foram estatisticamente significantes entre homens e mulheres, predominando as doenças circulatórias com R = 1,41 (IC95%:1,24-1,58), respiratórias com R = 1,49 (IC95%:1,22-1,76) e neoplasias com R = 1,79 (IC95%: 1,40-2,18). Entre 2009 e 2011, obteve-se, para as causas circulatórias R = 1,18 (IC95%:1,03-1,33), sendo significativas as diferenças para as respiratórias com R = 1,33 (IC95%:1,11-1,55) e câncer sendo R = 1,94 (IC95%:1,53-2,35). O diabetes mellitus e as causas externas apareceram, respectivamente, como quarta e quinta causas de mortes mais frequentes na população idosa. O padrão de mortalidade encontrado ressalta a importância de ações voltadas à redução das principais causas de morte, como o incremento da cobertura da vacina contra a influenza e o controle da hipertensão arterial e do diabetes mellitus.

Modified routine for decreasing numeric oscillations at associations of lumped elements

Some changes in the application of the numeric trapezoidal integration are analyzed for applications considering pi circuits. It is considered numeric and computational proceedings for improving the numeric results obtained with associations of pi circuits. In numeric integration solutions of the linear systems, it is common to represent these associations of pi circuits by only one matrix. This representation introduces undesirable numeric oscillations in simulations of the dynamics of wave propagation in electrical systems. The proposed changes improve the results of application of cascades of pi circuits associated to the trapezoidal integration, avoiding that the numerical oscillations, or Gibb's oscillations, have high values and are slowly damped. For the carried out simulations, different number of pi circuits and voltage sources are checked, confirming the reduction of the influence of the numeric oscillations on the obtained results. (C) 2014 Elsevier B.V. All rights reserved.

THE DECLINE OF ISCHEMIC HEART DISEASE MORTALITY IN TEXAS: HEALTH PLANNING IMPLICATIONS

This is a report on an empirical study of the decline of ischemic heart disease mortality in the State of Texas. The study period was from 1970 to 1977. The data was collected and analyzed at three different levels of analysis: state, health service area (HSA), and county. The study was designed to test five main hypotheses. They serve to test the role of the medical care system as a possible factor associated with the changing ischemic heart disease mortality trends.^ The principal findings of the study were that a reasonable relationship could be found between the number of emergency medical care personnel, the number of icu-ccu beds, the number of medical specialists and the percent of hospitals with icu-ccu and the decline in ischemic heart disease mortality for the State of Texas. However, non significant relationships were found between variables in the medical care system and ischemic heart disease mortality trends, at the health service area level of analysis. More specifically, the number of coronary care unit beds was found to be negatively correlated with the decline in ischemic heart disease mortality at the county level.^ While being limited in its scope, the study suggests that certain factors (emergency medical service, icu-ccu beds, percent of icu-ccu units, and medical specialists) have been shown to be associated with the observed decline in ischemic heart disease mortality. The study also suggests many avenues of future research that need to be explored. ^

Expansión supervisada de léxicos polarizados adaptable al contexto

El análisis de opiniones es un área en la cual múltiples disciplinas han otorgado diferentes enfoques para elaborar modelos que sean capaces de extraer la polaridad de los textos analizados. En función del dominio o categoría del texto analizado, donde ejemplos de categorías son Deportes o Banca, estos modelos deben ser modificados para obtener un análisis de opinión de calidad. En esta tesis se presenta un modelo que pretende elaborar un análisis de opiniones independiente de la categoría a analizar y un extenso estado del arte sobre análisis de opiniones. Se propone un enfoque cuantitativo que haría uso de un léxico polarizado semilla como único recurso cualitativo del modelo. El enfoque propuesto hace uso de un corpus anotado de textos por polaridad y categoría y el léxico polarizado semilla para producir un modelo capaz de elaborar un análisis de opinión de calidad en las distintas categorías analizadas y expandir el léxico polarizado semilla con términos que se adecúan a las categorías procesadas.---ABSTRACT---Sentiment analysis is an area in which multiple disciplines have given diferent approaches to make models that are able to extract the polarity of the analyzed texts. Depending on the domain or category of the analyzed text, where examples of categories are Sports or Banking, these models should be modified to obtain a good opinion analysis. This thesis presents a model that aims to develop a category independent opinion analysis model and a extensive sentiment analysis state of the art. A quantitative approach is proposed that will use a polarized lexicon as the only qualitative resource. The proposed approach uses an annotated corpus by polarity and category and a polarized lexicon seed to produce a model able to develop a good opinion analysis in the various categories analyzed and to expand the polarized lexicon seed with terms that fit the processed categories.

Systems feasibility study: states' assistance in defect recall campaigns. Final report, Volume I.

National Highway Traffic Safety Administration, Washington, D.C.

Systems feasibility study: states' assistance in defect recall campaigns. Final report, Volume IV.

National Highway Traffic Safety Administration, Washington, D.C.

An investigation of used car safety: final report. Volume I-summary and program plan.

Mode of access: Internet.

An investigation of used car safety: final report. Volume II-Qualitative evaluation.

Mode of access: Internet.