A novel property of an Auto-Correlation Sequence and some Applications

In this article, we use some spectral properties of polynomials presented in 1] and map an auto-correlation sequence to a set of Line Spectral Frequencies(LSFs) and reflection coefficients. This novel characterization of an auto-correlation sequence is used to obtain a lattice structure of a Linear-Phase(LP) FIR filter.

Residual signal auto-correlation to evaluate speech in Parkinson's disease patients

Objective: To evaluate the maximum residual signal auto-correlation also known as pitch amplitude (PA) values in patients with Parkinson's disease (PD) patients. Method. The signals of 21 Parkinson's patients were compared with 15 healthy individuals, divided according age and gender. Results: Statistical difference was seen between groups for PA, 0.39 for controls and 0.25 for PD. Normal value threshold was set as 0.3; (p <= 0.001). In the Parkinson's group 80.77%, and in the control group only 12.28%, had a PA < 0.3 demonstrating an association between these variables. The dispersion diagram for age and PA for PD individuals showed p=0.01 and r=0.54. There was no significant difference in relation to gender and PA between groups: Conclusion: the significant differences in pitch's amplitude between PD patients and healthy individuals demonstrate the methods specificity.-The results showed the need of prospective controlled studies,to improve the use and indications of residual signal auto-correlation to evaluate speech in PD patients.

Atlas of frequency distribution, auto-correlation and cross-correlation of daily temperature and precipitation at stations in the U.S., 1948-1991 (in English units) /

"September 1993."

Statistical Monitoring of Dynamic Multivariate Processes: Part I: Modeling Auto- and Cross-Correlation

The work in this paper is of particular significance since it considers the problem of modelling cross- and auto-correlation in statistical process monitoring. The presence of both types of correlation can lead to fault insensitivity or false alarms, although in published literature to date, only autocorrelation has been broadly considered. The proposed method, which uses a Kalman innovation model, effectively removes both correlations. The paper (and Part 2 [2]) has emerged from work supported by EPSRC grant GR/S84354/01 and is of direct relevance to problems in several application areas including chemical, electrical, and mechanical process monitoring.

Weather variability, sunspots, and the blooms of cyanobacteria

The roles of weather variability and sunspots in the occurrence of cyanobacteria blooms, were investigated using cyanobacteria cell data collected from the Fred Haigh Dam, Queensland, Australia. Time series generalized linear model and classification and regression (CART) model were used in the analysis. Data on notified cell numbers of cyanobacteria and weather variables over the periods 2001 and 2005 were provided by the Australian Department of Natural Resources and Water, and Australian Bureau of Meteorology, respectively. The results indicate that monthly minimum temperature (relative risk [RR]: 1.13, 95% confidence interval [CI]: 1.02-1.25) and rainfall (RR: 1.11; 95% CI: 1.03-1.20) had a positive association, but relative humidity (RR: 0.94; 95% CI: 0.91-0.98) and wind speed (RR:0.90; 95% CI: 0.82-0.98) were negatively associated with the cyanobacterial numbers, after adjustment for seasonality and auto-correlation. The CART model showed that the cyanobacteria numbers were best described by an interaction between minimum temperature, relative humidity, and sunspot numbers. When minimum temperature exceeded 18%C and relative humidity was under 66%, the number of cyanobacterial cells rose by 2.15-fold. We conclude that the weather variability and sunspot activity may affect cyanobacterial blooms in dams.

Particulate texture image analysis with applications

Texture analysis and textural cues have been applied for image classification, segmentation and pattern recognition. Dominant texture descriptors include directionality, coarseness, line-likeness etc. In this dissertation a class of textures known as particulate textures are defined, which are predominantly coarse or blob-like. The set of features that characterise particulate textures are different from those that characterise classical textures. These features are micro-texture, macro-texture, size, shape and compaction. Classical texture analysis techniques do not adequately capture particulate texture features. This gap is identified and new methods for analysing particulate textures are proposed. The levels of complexity in particulate textures are also presented ranging from the simplest images where blob-like particles are easily isolated from their back- ground to the more complex images where the particles and the background are not easily separable or the particles are occluded. Simple particulate images can be analysed for particle shapes and sizes. Complex particulate texture images, on the other hand, often permit only the estimation of particle dimensions. Real life applications of particulate textures are reviewed, including applications to sedimentology, granulometry and road surface texture analysis. A new framework for computation of particulate shape is proposed. A granulometric approach for particle size estimation based on edge detection is developed which can be adapted to the gray level of the images by varying its parameters. This study binds visual texture analysis and road surface macrotexture in a theoretical framework, thus making it possible to apply monocular imaging techniques to road surface texture analysis. Results from the application of the developed algorithm to road surface macro-texture, are compared with results based on Fourier spectra, the auto- correlation function and wavelet decomposition, indicating the superior performance of the proposed technique. The influence of image acquisition conditions such as illumination and camera angle on the results was systematically analysed. Experimental data was collected from over 5km of road in Brisbane and the estimated coarseness along the road was compared with laser profilometer measurements. Coefficient of determination R2 exceeding 0.9 was obtained when correlating the proposed imaging technique with the state of the art Sensor Measured Texture Depth (SMTD) obtained using laser profilometers.

Effect of soil variability on the bearing capacity of clay and in slope stability problems

Site-specific geotechnical data are always random and variable in space. In the present study, a procedure for quantifying the variability in geotechnical characterization and design parameters is discussed using the site-specific cone tip resistance data (qc) obtained from static cone penetration test (SCPT). The parameters for the spatial variability modeling of geotechnical parameters i.e. (i) existing trend function in the in situ qc data; (ii) second moment statistics i.e. analysis of mean, variance, and auto-correlation structure of the soil strength and stiffness parameters; and (iii) inputs from the spatial correlation analysis, are utilized in the numerical modeling procedures using the finite difference numerical code FLAC 5.0. The influence of consideration of spatially variable soil parameters on the reliability-based geotechnical deign is studied for the two cases i.e. (a) bearing capacity analysis of a shallow foundation resting on a clayey soil, and (b) analysis of stability and deformation pattern of a cohesive-frictional soil slope. The study highlights the procedure for conducting a site-specific study using field test data such as SCPT in geotechnical analysis and demonstrates that a few additional computations involving soil variability provide a better insight into the role of variability in designs.

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.

Artifact-free reconstruction from off-axis digital holograms through nonlinear filtering

We present experimental investigation of a new reconstruction method for off-axis digital holographic microscopy (DHM). This method effectively suppresses the object auto-correlation, commonly called the zero-order term, from holographic measurements, thereby suppressing the artifacts generated by the intensities of the two beams employed for interference from complex wavefield reconstruction. The algorithm is based on non-linear filtering, and can be applied to standard DHM setups, with realistic recording conditions. We study the applicability of the technique under different experimental configurations, such as topographic images of microscopic specimens or speckle holograms.

Streamflow response of a small forested catchment on different timescales

The hydrological response of a catchment to rainfall on different timescales is result of a complex system involving a range of physical processes which may operate simultaneously and have different spatial and temporal influences. This paper presents the analysis of streamflow response of a small humid-temperate catchment (Aixola, 4.8 km(2)) in the Basque Country on different timescales and discusses the role of the controlling factors. Firstly, daily time series analysis was used to establish a hypothesis on the general functioning of the catchment through the relationship between precipitation and discharge on an annual and multiannual scale (2003-2008). Second, rainfall-runoff relationships and relationships among several hydrological variables, including catchment antecedent conditions, were explored at the event scale (222 events) to check and improve the hypothesis. Finally, the evolution of electrical conductivity (EC) during some of the monitored storm events (28 events) was examined to identify the time origin of waters. Quick response of the catchment to almost all the rainfall events as well as a considerable regulation capacity was deduced from the correlation and spectral analyses. These results agree with runoff event scale data analysis; however, the event analysis revealed the non-linearity of the system, as antecedent conditions play a significant role in this catchment. Further, analysis at the event scale made possible to clarify factors controlling (precipitation, precipitation intensity and initial discharge) the different aspects of the runoff response (runoff coefficient and discharge increase) for this catchment. Finally, the evolution of EC of the waters enabled the time origin (event or pre-event waters) of the quickflow to be established; specifically, the conductivity showed that pre-event waters usually represent a high percentage of the total discharge during runoff peaks. The importance of soil waters in the catchment is being studied more deeply.

Design of NRAs having higher aperture opening ratio and autocorrelation compression ratio by means of a global optimization method

When noises considerations are made, nonredundant arrays (NRAs) are endowed with many advantages which other arrays e.g., uniformly redundant arrays (URAs) do not possess in applications of coded aperture imaging. However, lower aperture opening ratio limits the applications of NRA in practice. In this paper, we present a computer searching method based on a global optimization algorithm named DIRECT to design NRAs. Compared with the existing NRAs e.g., Golay's NRAs, which are well known and widely used in various applications, NRAs found by our method have higher aperture opening ratio and auto correlation compression ratio. These advantages make our aperture arrays be very useful for practical applications especially for which of aperture size are limited. Here, we also present some aperture arrays we found. These aperture arrays have an interesting property that they belong to both NRA and URA. (C) 2006 Elsevier GmbH. All rights reserved.

Improved Principal Component Monitoring of Large-Scale Processes

This is the first paper that shows and theoretically analyses that the presence of auto-correlation can produce considerable alterations in the Type I and Type II errors in univariate and multivariate statistical control charts. To remove this undesired effect, linear inverse ARMA filter are employed and the application studies in this paper show that false alarms (increased Type I errors) and an insensitive monitoring statistics (increased Type II errors) were eliminated.

Restricted rotation dynamics and far-infrared spectra of liquid water governed by elastic interactions

A semi-phenomenological model describing wideband dielectric and far-infrared spectra of liquid water was proposed recently by the same authors [J. Mol. Struct. 606 (2002) 9], where a small dipole-moment component changing harmonically with time determines a weak absorption band (termed here the R-band) centred at the wavenumber v similar to 200 cm(-1). In the present work, a rough molecular theory of the R-band based on the concept of elastic interactions is given. Stretching and bending of hydrogen bonds cause restricted rotation (RR) of a polar water molecule in terms of a dimer comprising the H- bonded molecules. Analytical expression for the RR frequency nu(str) is derived as a function of the RR amplitude, geometrical parameters and force constants. The density g(nu(str)) of frequency distribution is shown to be centred in the R-band. The spectrum of the dipolar auto-correlation function calculated for this structural-dynamical model is found. A composite model comprising two intermolecular potentials is proposed, which yields for water a good description of the experimental wideband (from 0 to 1000 cm(- 1)) spectra of complex permittivity and of absorption coefficient. The presented interpretation of these spectra is based on a concept that water presents a two-component solution, with components differing by the types of molecular rotation. (C) 2003 Elsevier B.V. All rights reserved.

Specific and unspecific interactions in polar fluids in view of wideband dielectric far-infrared spectra

A simple molecular analytical theory of dielectric relaxation in strongly polar fluids is considered in terms of a semi- phenomenological approach. Theoretical spectra epsilon(v), a(v) of complex permittivity and absorption coefficient are fully determined by a form of intermolecular potential well, in which a dipole reorients. In a recent publication by VI. Gaiduk, O.F. Nielsen, and T.S. Perova [J. Molliq 95 (1002) 1-25] the wideband spectra of liquid H2O and D2O were described in terms of a composite model comprising the rectangular and the cosine squared potential wells. Much better results are achieved in this work, where the rectangular well is replaced by a well with a rounded bottom termed the hat-curved well. The spectrum of the auto-correlation function (ACF) is calculated for such a potential. The proposed theory of a composite model, comprising hat-curved and parabolic wells, is applied for liquid water. This model is capable for describing the Debye relaxation region, the second relaxation region in the submillimeter wavelength range, and the far infra-red (FIR) e(v), a(v) spectra, where an intense librational band and an additional weak band are placed, respectively, near 700 cm(-1) and 200 cm(-1). The latter band reflects the features of so-called specific (viz. directly related to H-bonds) interactions and the former band reflects the features of unspecific interactions. The physical mechanisms connected with these types of interactions are discussed in terms of two relevant types of water structure (types of molecular rotation). The proposed theory is also applied to a non-associated liquid in terms of one hat-curved potential well. (C) 2004 Elsevier B.V. All rights reserved.