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DOE OSTI2025

Entropy-Assisted Quality Pattern Identification in Finance

Short-term patterns in financial time series form the cornerstone of many algorithmic trading strategies, yet extracting these patterns reliably from noisy market data remains a formidable challenge. In this paper, we propose an entropy-assisted framework for identifying high-quality, non-overlapping patterns that exhibit consistent behavior over time. We ground our approach in the premise that historical patterns, when accurately clustered and pruned, can yield substantial predictive power for short-term price movements. To achieve this, we incorporate an entropy-based measure as a proxy for information gain: patterns that lead to high one-sided movements in historical data yet retain low local entropy are more “informative” in signaling future market direction. Compared to conventional clustering techniques such as K-means and Gaussian Mixture Models (GMMs), which often yield biased or unbalanced groupings, our approach emphasizes balance over a forced visual boundary, ensuring that quality patterns are not lost due to over-segmentation. By emphasizing both predictive purity (low local entropy) and historical profitability, our method achieves a balanced representation of Buy and Sell patterns, making it better suited for short-term algorithmic trading strategies. This paper offers an in-depth illustration of our entropy-assisted framework through two case studies on Gold vs. USD and GBPUSD. While these examples demonstrate the method’s potential for extracting high-quality patterns, they do not constitute an exhaustive survey of all possible asset classes.

Physics↗

NASA NTRS1987

Remote sensing observations of sand movement in the Bahariya Depression, Western Egypt

Aerial photographs taken in the 1940's have been used in combination with recent Landsat MSS and TM data to study dune movement in the Western Desert of Egypt. The El-Ghorabi dunes track northwest to southeast along the eastern edge of the Bahariya Depression. These dunes are of complex longitudinal form with well-defined, lag-covered interdune corridors. Studies using both aerial coverage and multitemporal MSS and TM image data reveal little or no net southward extension or movement of the seifs, although field measurements and remote sensing data indicate small-scale lateral migration of dune crests and interdune corridors through time. The primary process of sand transport for these dunes seems to be in response to seasonal shifts in dominant wind direction, as reflected in the development and rapid response of sand shadows leeward of the main dune masses.

Maxwell, Ted A.↗

NASA NTRS1984

Geophysical interpretation of satellite laser ranging measurements of crustal movement in California

As determined by satellite laser ranging the rate of contraction of a 900 kilometer baseline between sites located near Quincy in northern California and San Diego in southern California is about 61 to 65 mm/yr with a formal uncertainty of about 10 mm/yr. The measured changes in baseline length are a manifestation of the relative motion between the North America and Pacific tectonic plates. This long baseline result is compared to measurements made by more conventional means on shorter baselines. Additional information based on seismicity, geology, and theoretical modelling is also analyzed. Deformation lying within a few tens of kilometers about the major faults in southern California accounts for most, but not all of the observed motion. Further motion is attributable to a broader scale deformation in southern California. Data suggesting crustal movements north of the Garlock fault, in and near the southern Sierra Nevada and local motion at an observatory are also critically reviewed. The best estimates of overall motion indicated by ground observations lie between 40 and 60 mm/yr. This lies within one or two standard deviations of that deduced by satellite ranging but the possibility of some unresolved deficit cannot be dismissed. The long time scale RM2 plate tectonic model of Minster and Jordan predicts a contraction between 47 and 53 mm/yr depending on the extension rate of the Basin and Range. Thus the ground based observations, satellite laser ranging (SLR) results, and RM2 rates differ at about the 10 mm/yr level and are consistent with one another within the data and model uncertainties.

Cohen, S. C.↗

NASA NTRS2013

Orion MPCV GN and C End-to-End Phasing Tests

End-to-end integration tests are critical risk reduction efforts for any complex vehicle. Phasing tests are an end-to-end integrated test that validates system directional phasing (polarity) from sensor measurement through software algorithms to end effector response. Phasing tests are typically performed on a fully integrated and assembled flight vehicle where sensors are stimulated by moving the vehicle and the effectors are observed for proper polarity. Orion Multi-Purpose Crew Vehicle (MPCV) Pad Abort 1 (PA-1) Phasing Test was conducted from inertial measurement to Launch Abort System (LAS). Orion Exploration Flight Test 1 (EFT-1) has two end-to-end phasing tests planned. The first test from inertial measurement to Crew Module (CM) reaction control system thrusters uses navigation and flight control system software algorithms to process commands. The second test from inertial measurement to CM S-Band Phased Array Antenna (PAA) uses navigation and communication system software algorithms to process commands. Future Orion flights include Ascent Abort Flight Test 2 (AA-2) and Exploration Mission 1 (EM-1). These flights will include additional or updated sensors, software algorithms and effectors. This paper will explore the implementation of end-to-end phasing tests on a flight vehicle which has many constraints, trade-offs and compromises. Orion PA-1 Phasing Test was conducted at White Sands Missile Range (WSMR) from March 4-6, 2010. This test decreased the risk of mission failure by demonstrating proper flight control system polarity. Demonstration was achieved by stimulating the primary navigation sensor, processing sensor data to commands and viewing propulsion response. PA-1 primary navigation sensor was a Space Integrated Inertial Navigation System (INS) and Global Positioning System (GPS) (SIGI) which has onboard processing, INS (3 accelerometers and 3 rate gyros) and no GPS receiver. SIGI data was processed by GN&C software into thrust magnitude and direction commands. The processing changes through three phases of powered flight: pitchover, downrange and reorientation. The primary inputs to GN&C are attitude position, attitude rates, angle of attack (AOA) and angle of sideslip (AOS). Pitch and yaw attitude and attitude rate responses were verified by using a flight spare SIGI mounted to a 2-axis rate table. AOA and AOS responses were verified by using a data recorded from SIGI movements on a robotic arm located at NASA Johnson Space Center. The data was consolidated and used in an open-loop data input to the SIGI. Propulsion was the Launch Abort System (LAS) Attitude Control Motor (ACM) which consisted of a solid motor with 8 nozzles. Each nozzle has active thrust control by varying throat area with a pintle. LAS ACM pintles are observable through optically transparent nozzle covers. SIGI movements on robot arm, SIGI rate table movements and LAS ACM pintle responses were video recorded as test artifacts for analysis and evaluation. The PA-1 Phasing Test design was determined based on test performance requirements, operational restrictions and EGSE capabilities. This development progressed during different stages. For convenience these development stages are initial, working group, tiger team, Engineering Review Team (ERT) and final.

Neumann, Brian C.↗

NASA NTRS2013

A System for Measuring the Sway of the Vehicle Assembly Building

A system was developed to measure the sway of the Vehicle Assembly Building (VAB) at Kennedy Space Center. This system was installed in the VAB and gathered more than one total year of data. The building movement was correlated with measurements provided by three wind towers in order to determine the maximum deflection of the building during high-wind events. The VAB owners were in the process of obtaining new platforms for use in assembling very tall rockets when analysis of the VAB showed that a high wind could move the building sufficiently that an upper platform might impact a rocket. The problem arises because safety requires a relatively small gap between the platform and the rocket, while a large enough gap is needed to ensure that stacking tolerances prevent contact between the rocket and the platform. This only leaves an inch or two (approximately 2 to 5 cm) of total clearance, so when the analysis showed that more than a couple of inches of motion could occur in a high wind, there was a potential for damaging the rocket. The KSC Applied Physics Laboratory was asked to install a system in the VAB that could measure the motion of the building in high winds to determine the actual building sway. The motion of the VAB roof under wind load was measured optically, and under analysis, it was determined that a relatively large-aperture optical system would be required to reduce diffraction effects to less than a small fraction of an inch (approximately mm) at a distance of 500 ft (≈150 m). A 10-in. (approximately 250 mm) telescope was placed on the floor of the building, looking at the ceiling. On the ceiling, a flat plate with three white LEDs was mounted in an "L" shape, such that the telescope was essentially looking at three stars. Software was written to track the motion of these three points using an image processing system. This provided a better than 1/10-in. (approximately 2.5-mm) 2D measurement faster than once a second. Data was downloaded once a month for comparison with the wind tower data. The system was fully operational and provided enough data to show that the VAB will only move 1 in. (approximately 2.5 cm) at the ceiling under 70-knot winds. Adjustable platforms are not required.

Youngquist, Robert↗

DOE OSTI2023

Role of social structure in establishment of an invasive large mammal after translocation

Abstract Background Data on the movement behavior of translocated wild pigs is needed to develop appropriate response strategies for containing and eliminating new source populations following translocation events. We conducted experimental trials to compare the home range establishment and space‐use metrics, including the number of days and distance traveled before becoming range residents, for wild pigs translocated with their social group and individually. Results We found wild pigs translocated with their social group made less extensive movements away from the release location and established a stable home range ~5 days faster than those translocated individually. We also examined how habitat quality impacted the home range sizes of translocated wild pigs and found wild pigs maintained larger ranges in areas with higher proportion of low‐quality habitat. Conclusion Collectively, our findings suggest translocations of invasive wild pigs have a greater probability of establishing a viable population near the release site when habitat quality is high and when released with members of their social unit compared to individuals moved independent of their social group or to low‐quality habitat. However, all wild pigs translocated in our study made extensive movements from their release location, highlighting the potential for single translocation events of either individuals or groups to have far‐reaching consequences within a much broader landscape beyond the location where they are released. These results highlight the challenges associated with containing populations in areas where illegal introduction of wild pigs occurs, and the need for rapid response once releases are identified. © 2023 The Authors. Pest Management Science published by John Wiley & Sons Ltd on behalf of Society of Chemical Industry.

Clontz, Lindsay M.↗

DOE OSTI2022

GCoD: Graph Convolutional Network Acceleration via Dedicated Algorithm and Accelerator Co-Design

Graph Convolutional Networks (GCNs) have emerged as the state-of-the-art graph learning model. However, it remains notoriously challenging to inference GCNs over large graph datasets, limiting their application to large real-world graphs and hindering the exploration of deeper and more sophisticated GCN graphs. This is because real-world graphs can be extremely large and sparse. Furthermore, the node degree of GCNs tends to follow the power-law distribution and therefore have highly irregular adjacency matrices, resulting in prohibitive inefficiencies in both data processing and movement and thus substantially limiting the achievable GCN acceleration efficiency. To this end, this paper proposes the first GCN algorithm and accelerator Co-Design framework dubbed GCoD which can largely alleviate the aforementioned GCN irregularity and boost GCNs' inference efficiency. Specifically, on the algorithm level, GCoD integrates a divide and conquer GCN training strategy that polarizes the graphs to be either denser or sparser in local neighborhoods without compromising the model accuracy, resulting in graph adjacency matrices that (mostly) have merely two levels of workload and enjoys largely enhanced regularity and thus ease of acceleration. On the hardware level, we further develop a dedicated two-pronged accelerator with a separated engine to process each of the aforementioned workloads, further boosting the overall utilization and acceleration efficiency. Extensive experiments and ablation studies validate that our GCoD consistently outperforms state-of-the-art designs in terms of accelerator efficiency while maintaining or even improving the task accuracy. Additionally, we visualize GCoD trained graph adjacency matrices to better understand its advantages. All codes and pre-trained models will be released upon acceptance.

You, Haoran↗

DOE OSTI2026

ORCHA: A performance portability system for extreme heterogeneity

Heterogeneity is the prevalent trend in the rapidly evolving high-performance computing (HPC) landscape in both hardware and application software. The diversity in hardware platforms, currently comprising various accelerators and a future possibility of specializable chiplets, poses a significant challenge for scientific software developers aiming to harness optimal performance across different computing platforms while maintaining the quality of solutions when their applications are simultaneously growing more complex. Code synthesis and code generation can provide mechanisms to mitigate this challenge. We have developed a divide and conquer approach where different aspects of performance are handled by different stand-alone tools that are interfaced with the application through generated code. This portability system, ORCHA, enables users to configure and orchestrate their computations among available resources on a platform by specifying a high-level recipe, thereby permitting a many-to-many paradigm where each recipe results in a different variant of the application. The core design goal is to let users decide the application’s hardware mapping and orchestration by editing only the high-level recipe—without modifying the maintained source code or binding the application to a particular runtime system. Tools in ORCHA distribution are: CG-Kit for translating the recipe into an execution graph; Milhoja to execute the graph by orchestrating data and task movement among hardware resources; and Macroprocessor that enables users to define their own code-shorthand for higher composability and easier management of code variants. Additionally, the design of ORCHA permits tools to work in a plug-and-play mode where the application can build and run without CG-Kit and Milhoja, and either tool can be swapped out for other tools with similar capabilities by modifying the code generation portion of ORCHA. In this paper, we describe the design of ORCHA and the role that code-generation plays in isolating applications from tools. We demonstrate the breadth of configurations ORCHA enables with a case study in which an application configuration is realized on three distinct hardware mappings—a GPU-centric, a CPU/GPU balanced, and a CPU/GPU concurrent layouts by using different recipes.

Lee, Youngjun↗

NASA NTRS1972

A comparison of CMG steering laws for High Energy Astronomy Observatories (HEAOs)

A comparison of six selected control moment gyro steering laws for use on the HEAO spacecraft is reported. Basic equations are developed to project the momentum and torque of four skewed, single gimbal CMGs into vehicle coordinates. In response to the spacecraft attitude error signal, six algorithms are derived for controlling the CMG gimbal movements. HEAO performance data are obtained using each steering law and compared on the basis of such factors as accuracy, complexity, singularities, gyro hang-up and failure adaption. Moreover, each law is simulated with and without a magnetic momentum management system. The performance of any steering law is enhanced by the magnetic system. Without magnetics, the gimbal angles get large and there are significant differences in steering law performances due to cross coupling and nonlinearities. The performance of the pseudo inverse law is recommended for HEAO.

Davis, B. G.↗

NASA NTRS1974

Tracking air-dropped drogues and dyes from aircraft in support of ERTS-1 circulation studies

The author has identified the following significant results. For two years ERTS-1 has been employed to investigate current circulation patterns in Delaware Bay under different tidal, flow, and wind conditions. Since sufficient numbers of current meters and boats are not available, air-droppable drogues and dye packs have been developed and tested. The drogues consist of a styrofoam float and a line to which is attached a stainless steel biplane. The length of the line determines at what depth currents will be monitored. The floats are color coded to distinguish their movement and mark the depth of the biplanes. Simultaneously floating and anchored dye packs of fluorescein dye have been deployed from aircraft. The movement of the dye and drogues is tracked by sequential aerial photography, using fixed markers on shore or on buoys as reference points to calibrate the scale and direction of drogue movement. The current data obtained by this technique is then used to annotate current circulation maps derived from ERTS-1 imagery.

Klemas, V.↗

NASA NTRS1978

Radio tracking of a fin whale /Balaenoptera physalus/

Tracking of a fin whale tagged with an implantable beacon transmitter (IBT) is described. The IBT, which was fired from a modified 12-gauge shotgun, weighs 517 g and is 70 cm long, including a 46-cm antenna. Data on whale movement and breathing are presented. Contact was lost after 27.8 hours of intermittent tracking, presumably as a result of battery leakage. Potential range and duration of IBT transmission are considered, and the significance of transmitter location and orientation in the whale blubber is considered.

Ray, G. C.↗

NASA NTRS1987

Telerobotics: A simulation facility for university research

An experimental telerobotics (TR) simulation suitable for studying human operator (H.O.) performance is described. Simple manipulator pick-and-place and tracking tasks allowed quantitative comparison of a number of calligraphic display viewing conditions. A number of control modes could be compared in this TR simulation, including displacement, rate and acceleratory control using position and force joysticks. A homeomorphic controller turned out to be no better than joysticks; the adaptive properties of the H.O. can apparently permit quite good control over a variety of controller configurations and control modes. Training by optimal control example seemed helpful in preliminary experiments. An introduced communication delay was found to produce decrease in performance. In considerable part, this difficulty could be compensated for by preview control information. That neurological control of normal human movement contains a data period of 0.2 second may relate to this robustness of H.O. control to delay. The Ames-Berkeley enhanced perspective display was utilized in conjunction with an experimental helmet mounted display system (HMD) that provided stereoscopic enhanced views.

Stark, L.↗

NASA NTRS1989

GOES I/M image navigation and registration

Image Navigation and Registration (INR) is the system that will be used on future Geostationary Operational Environmental Satellite (GOES) missions to locate and register radiometric imagery data. It consists of a semiclosed loop system with a ground-based segment that generates coefficients to perform image motion compensation (IMC). The IMC coefficients are uplinked to the satellite-based segment, where they are used to adjust the displacement of the imagery data due to movement of the imaging instrument line-of-sight. The flight dynamics aspects of the INR system is discussed in terms of the attitude and orbit determination, attitude pointing, and attitude and orbit control needed to perform INR. The modeling used in the determination of orbit and attitude is discussed, along with the method of on-orbit control used in the INR system, and various factors that affect stability. Also discussed are potential error sources inherent in the INR system and the operational methods of compensating for these errors.

Fiorello, J. L., Jr.↗

NASA NTRS1990

Time and frequency comparisons in Europe by means of ECS 5 geostationary satellite

A time synchronization experiment between some European laboratories using the passive television method applied to the signals broadcasted by Eutelsat I-F5 telecommunication satellite was completed in 1990. The results obtained in the last period, when also range measurements from a Telespazio ground station were performed, are analyzed to evaluate the accuracy level of the time comparisons corrected for the effect of the satellite movement with position data obtained either from the European Space Agency (ESA) or from orbit determination with range data entered into GEODYN program of NASA/GSFC.

Cordara, Franco↗

NASA NTRSDate not supplied

Next-generation wildlife tracking devices and integrated sensors for measuring species-environment interactions and advancing conservation

Global land use and climate change have magnified the importance of collecting accurate animal movement and environmental data to improve our ability to model species interactions with the environment and promote effective conservation. Advanced animal tracking devices that couple cutting-edge technologies with our expanding need for ecological information is critical. In addition to further optimizing device size to monitor small, sensitive species, new paradigms for collecting, storing, and transmitting data about animals and their environments will propel wildlife tracking devices forward. Advanced telemetry capabilities will increase our ability to pair location and sensor data from tagged wildlife with remote sensing data. The USGS Western Ecological Research Center, NASA Ames Research Center, and collaborators have been developing new wildlife tracking devices and integrated environmental sensors to address these challenges. We describe a new, miniaturized solar GPS-enabled Globalstar satellite transmitter with accelerometer capability that is 20% lighter and 25% less expensive than existing commercially available tags. We also introduce a novel peer-to-peer, solar-powered network tag that uses long-range, low-power, wireless platform technology. Concurrently, we began adapting a carbon nanotube (CNT) sensor to detect dimethyl sulfide (DMS), a trace gas relevant to marine ecology and climate studies. CNT sensors offer a small, lightweight, and low-power technology that can detect changes in resistance across carbon nanotubes coated with adsorbent selected to specifically bind with a variety of reactive trace gasses. We flew a prototype sensor in a small UAS and sampled an apparent increase in DMS concentration consistent with a well-defined marine frontal boundary. Currently we are integrating project components to create a hybridized architecture of networked peer-to-peer and satellite tags with integrated CNT and additional on-board and remote sensors to advance animal tracking and to provide information for next generation wildlife conservation.

Ian G. Brosnan↗

NASA NTRS2022

Machine learning for Deep Space Network antenna motions detection

Highly stable frequency and timing standards are essential for deep-space missions and radio science. At the NASA Deep Space Network (DSN), these standards are distributed through a network of underground fiber cables to support several Goldstone antennas. Independently developed frequency-measuring instruments generate tremendous quantities of data to monitor and validate the antennas’ stringent frequency requirements. In this paper, we propose a lightweight processing tool capable of detecting disturbances on the frequency signal caused by DSN antenna motions. Our training data is sampled from the movement log of the antenna of interest and the generated data from the fiber optic metrology instrument linked to the antenna. We demonstrate that a convolutional neural network (CNN) model can achieve high accuracies on classifying instances of antenna movements and is an effective predictor when used iteratively on longer, variable stretches of metrology data. The simplicity, low training cost, and high accuracies of our model strongly suggest its efficacy in identifying and troubleshooting frequency disturbances caused by the antenna.

Yi, Lin↗

NASA NTRS2008

Foot Reaction Forces during Long Duration Space Flight

Musculoskeletal changes, particularly in the lower extremities, are an established consequence of long-duration space flight despite exercise countermeasures. It is widely believed that disuse and reduction in load bearing are key to these physiological changes, but no quantitative data characterizing the on-orbit movement environments currently exist. Here we present data from the Foot Experiment (E318) regarding astronaut activity on the ground and on-orbit during typical days from 4 International Space Station (ISS) crew members who flew during increments 6, 8, 11, and 12.

Gopalakrishnan, R.↗

NASA NTRS1983

Estimates of vertical crustal movements along the coast of Greece, based on mean sea level data

Mean Annual Sea Level (MASL) data from Greek coastal stations, for the 1969-1982 period, showed crustal stability to a standard deviation of + or - 1.8 cm at 10 of the 18 useful stations, supporting the contention that crustal movements greater than 5 cm can be detected by relative MASL. A comparison of MASL data with gravity changes measured in the Peloponnese and Central regions of Greece suggests that vertical movements occurred along a gradient equal to, or larger than, the free air gradient. MASL data from active volcanic islands have high potential for the detection of uplift prior to eruption.

Lagios, E.↗