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Schedule Risk Assessment (SRA) determines the probability of finishing on or before a given point in time. This viewgraph presentation introduces the prerequisites, probability distribution curves, special conditions, calculations, and results analysis for SRA.
X-ray and Sunyaev-Zeldovich Effect data ca,n be combined to determine the distance to galaxy clusters. High-resolution X-ray data are now available from the Chandra Observatory, which provides both spatial and spectral information, and interferometric radio measurements of the Sunyam-Zeldovich Effect are available from the BIMA and 0VR.O arrays. We introduce a Monte Carlo Markov chain procedure for the joint analysis of X-ray and Sunyaev-Zeldovich Effect data. The advantages of this method are the high computational efficiency and the ability to measure the full probability distribution of all parameters of interest, such as the spatial and spectral properties of the cluster gas and the cluster distance. We apply this technique to the Chandra X-ray data and the OVRO radio data for the galaxy cluster Abell 611. Comparisons with traditional likelihood-ratio methods reveal the robustness of the method. This method will be used in a follow-up paper to determine the distance of a large sample of galaxy clusters for which high-resolution Chandra X-ray and BIMA/OVRO radio data are available.
Particle filters have recently become popular for diagnosis and monitoring of hybrid systems. In this paper we describe our experiences using particle filters on a real diagnosis problem, the NASA Ames Research Center's K-9 rover. As well as the challenge of modelling the dynamics of the system, there are two major issues in applying a particle filter to such a model. The first is the asynchronous nature of the system-observations from different subsystems arrive at different rates, and occasionally out of order, leading to large amounts of uncertainty in the state of the system. The second issue is data interpretation. The particle filter produces a probability distribution over the state of the system, from which summary statistics that can be used for control or higher-level diagnosis must be extracted. We describe our approaches to both these problems, as well as other modelling issues that arose in this domain.
The "physics of complexity" in space plasmas is the central theme of this exposition. It is demonstrated that the sporadic and localized interactions of magnetic coherent structures arising from the plasma resonances can be the source for the coexistence of nonpropagating spatiotemporal fluctuations and propagating modes. Non-Gaussian probability distribution functions of the intermittent fluctuations from direct numerical simulations are obtained and discussed. Power spectra and local intermittency measures using the wavelet analyses are presented to display the spottiness of the small-scale turbulent fluctuations and the non-uniformity of coarse-grained dissipation that can lead to magnetic topological reconfigurations. The technique of the dynamic renormalization group is applied to the study of the scaling properties of such type of multiscale fluctuations. Charged particle interactions with both the propagating and nonpropagating portions of the intermittent turbulence are also described.
Receptive fields are commonly used to describe spatial characteristics of sensory neuron responses. They can be extended to characterize temporal or dynamical aspects by mapping neural responses in dynamical state spaces. The state-space receptive field of a neuron is the probability distribution of the dynamical state of the stimulus-generating system conditioned upon the occurrence of a spike. We have computed state-space receptive fields for semicircular canal afferent neurons in the bullfrog (Rana catesbeiana). We recorded spike times during broad-band Gaussian noise rotational velocity stimuli, computed the frequency distribution of head states at spike times, and normalized these to obtain conditional pdfs for the state. These state-space receptive fields quantify what the brain can deduce about the dynamical state of the head when a single spike arrives from the periphery. c2001 Elsevier Science B.V. All rights reserved.
Time series from biological system often display fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely "noise". Despite this effort, it has been difficult to establish the presence of chaos in time series from biological sytems. The output from a biological system is probably the result of both its internal dynamics, and the input to the system from the surroundings. This implies that the system should be viewed as a mixed system with both stochastic and deterministic components. We present a method that appears to be useful in deciding whether determinism is present in a time series, and if this determinism has chaotic attributes, i.e., a positive characteristic exponent that leads to sensitivity to initial conditions. The method relies on fitting a nonlinear autoregressive model to the time series followed by an estimation of the characteristic exponents of the model over the observed probability distribution of states for the system. The method is tested by computer simulations, and applied to heart rate variability data.
Two full months (July 2003 and January 2004) of MODIS Atmosphere Level-3 data from the Terra and Aqua satellites are analyzed in order to characterize the horizontal variability of cloud optical thickness and water path at global scales. Various options to derive cloud variability parameters are discussed. The climatology of cloud inhomogeneity is built by first calculating daily parameter values at spatial scales of l degree x 1 degree, and then at zonal and global scales, followed by averaging over monthly time scales. Geographical, diurnal, and seasonal changes of inhomogeneity parameters are examined separately for the two cloud phases, and separately over land and ocean. We find that cloud inhomogeneity is weaker in summer than in winter, weaker over land than ocean for liquid clouds, weaker for local morning than local afternoon, about the same for liquid and ice clouds on a global scale, but with wider probability distribution functions (PDFs) and larger latitudinal variations for ice, and relatively insensitive to whether water path or optical thickness products are used. Typical mean values at hemispheric and global scales of the inhomogeneity parameter nu (roughly the mean over the standard deviation of water path or optical thickness), range from approximately 2.5 to 3, while for the inhomogeneity parameter chi (the ratio of the logarithmic to linear mean) from approximately 0.7 to 0.8. Values of chi for zonal averages can occasionally fall below 0.6 and for individual gridpoints below 0.5. Our results demonstrate that MODIS is capable of revealing significant fluctuations in cloud horizontal inhomogenity and stress the need to model their global radiative effect in future studies.
Time series from biological system often displays fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely "noise". The output from most biological systems is probably the result of both the internal dynamics of the systems, and the input to the system from the surroundings. This implies that the system should be viewed as a mixed system with both stochastic and deterministic components. We present a method that appears to be useful in deciding whether determinism is present in a time series, and if this determinism has chaotic attributes. The method relies on fitting a nonlinear autoregressive model to the time series followed by an estimation of the characteristic exponents of the model over the observed probability distribution of states for the system. The method is tested by computer simulations, and applied to heart rate variability data.
A mountain-top-to-mountain-top optical link was demonstrated between JPL's Table Mountain Facility (TMF), Wrightwood, California, and Strawberry Peak (SP), Lake Arrowhead, California, during the months of June, August, and September of 2000. The bidirectional laser link was nearly horizontal at an altitude of 2 km and spanned a range of 46.8 km. The 780-nm beacon laser transmitted from TMF comprised eight co-propagating mutually incoherent laser beams. The normalized variance or scintillation index (SI) of the individual beacon lasers measured by recording the signal received through 8.50-cm-diameter spotting telescopes on three different nights (June 28-30, 2000) was 1.05 +/- 0.2, 1.76 +/- 0.6, and 0.96 +/- 0.24, respectively. These measurements agreed with values predicted by a heuristic model. The SI of the signal received at SP was found to decrease progressively with an increasing number of beams, and a factor of 3 to 3.5 reduction was achieved for all eight beams. The beam divergence determined by mapping out the point spread function of a few of the individual laser footprints received at SP was 85 to 150 microrad, compared to a design goal of 120 microrad. The 852-nm communications laser beam received at TMF through a 60-cm-diameter telescope on the nights of August 4 and September 14 and 15, 2000, yielded SI values of 0.23 +/- 0.04, 0.32 +/- 0.01, and 0.49 +/- 0.18, respectively, where the reduction was attributed to aperture averaging. The probability distribution functions of the received signal at either end, mitigated by multi-beam averaging in one direction and by aperture averaging in the other direction, displayed lognormal behavior. Consequently, the measured fade statistics showed good agreement with a lognormal model.
X-ray and Sunyaev-Zel'dovich effect data can be combined to determine the distance to galaxy clusters. High-resolution X-ray data are now available from Chandra, which provides both spatial and spectral information, and Sunyaev-Zel'dovich effect data were obtained from the BIMA and Owens Valley Radio Observatory (OVRO) arrays. We introduce a Markov Chain Monte Carlo procedure for the joint analysis of X-ray and Sunyaev- Zel'dovich effect data. The advantages of this method are the high computational efficiency and the ability to measure simultaneously the probability distribution of all parameters of interest, such as the spatial and spectral properties of the cluster gas and also for derivative quantities such as the distance to the cluster. We demonstrate this technique by applying it to the Chandra X-ray data and the OVRO radio data for the galaxy cluster A611. Comparisons with traditional likelihood ratio methods reveal the robustness of the method. This method will be used in follow-up paper to determine the distances to a large sample of galaxy cluster.
A long-running difficulty with conventional game theory has been how to modify it to accommodate the bounded rationality of all red-world players. A recurring issue in statistical physics is how best to approximate joint probability distributions with decoupled (and therefore far more tractable) distributions. This paper shows that the same information theoretic mathematical structure, known as Product Distribution (PD) theory, addresses both issues. In this, PD theory not only provides a principle formulation of bounded rationality and a set of new types of mean field theory in statistical physics; it also shows that those topics are fundamentally one and the same.
The Earth Observing System (EOS) AM-1 spacecraft for NASA's Mission to Planet Earth is scheduled to be launched on an Atlas IIAS vehicle in June of 1998. One concern is that the instruments on the EOS spacecraft are sensitive to the shock-induced vibration produced when the spacecraft separates from the launch vehicle. By employing unique statistical analysis to the available ground test shock data, the NASA Lewis Research Center found that shock-induced vibrations would not be as great as the previously specified levels of Lockheed Martin. The EOS pyroshock separation testing, which was completed in 1997, produced a large quantity of accelerometer data to characterize the shock response levels at the launch vehicle/spacecraft interface. Thirteen pyroshock separation firings of the EOS and payload adapter configuration yielded 78 total measurements at the interface. The multiple firings were necessary to qualify the newly developed Lockheed Martin six-hardpoint separation system. Because of the unusually large amount of data acquired, Lewis developed a statistical methodology to predict the maximum expected shock levels at the interface between the EOS spacecraft and the launch vehicle. Then, this methodology, which is based on six shear plate accelerometer measurements per test firing at the spacecraft/launch vehicle interface, was used to determine the shock endurance specification for EOS. Each pyroshock separation test of the EOS spacecraft simulator produced its own set of interface accelerometer data. Probability distributions, histograms, the median, and higher order moments (skew and kurtosis) were analyzed. The data were found to be lognormally distributed, which is consistent with NASA pyroshock standards. Each set of lognormally transformed test data produced was analyzed to determine if the data should be combined statistically. Statistical testing of the data's standard deviations and means (F and t testing, respectively) determined if data sets were significantly different at a 95-percent confidence level. If two data sets were found to be significantly different, these families of data were not combined for statistical purposes. This methodology produced three separate statistical data families of shear plate data. For each population, a P99.1/50 (probability/confidence) per-separation-nut firing level was calculated. By using the binomial distribution, Lewis researchers determined that this pernut firing level was equivalent to a P95/50 per-flight confidence level. The overall envelope of the per-flight P95/50 levels led to Lewis' recommended EOS interface shock endurance specification. A similar methodology was used to develop Lewis' recommended EOS mission assurance levels. The available test data for the EOS mission are significantly larger than for a normal mission, thus increasing the confidence level in the calculated expected shock environment. Lewis significantly affected the EOS mission by properly employing statistical analysis to the data. This analysis prevented a costly requalification of the spacecraft's instruments, which otherwise would have been exposed to significantly higher test levels.
The Analysis and Management branch of the Power and Propulsion Office at NASA Glenn Research Center is responsible for performing complex analyses of the space power and In-Space propulsion products developed by GRC. This work quantifies the benefits of the advanced technologies to support on-going advocacy efforts. The Power and Propulsion Office is committed to understanding how the advancement in space technologies could benefit future NASA missions. They support many diverse projects and missions throughout NASA as well as industry and academia. The area of work that we are concentrating on is space technology investment strategies. Our goal is to develop a Monte-Carlo based tool to investigate technology impacts in space electric power systems. The framework is being developed at this stage, which will be used to set up a computer simulation of a space electric power system (EPS). The outcome is expected to be a probabilistic assessment of critical technologies and potential development issues. We are developing methods for integrating existing spreadsheet-based tools into the simulation tool. Also, work is being done on defining interface protocols to enable rapid integration of future tools. Monte Carlo-based simulation programs for statistical modeling of the EPS Model. I decided to learn and evaluate Palisade's @Risk and Risk Optimizer software, and utilize it's capabilities for the Electric Power System (EPS) model. I also looked at similar software packages (JMP, SPSS, Crystal Ball, VenSim, Analytica) available from other suppliers and evaluated them. The second task was to develop the framework for the tool, in which we had to define technology characteristics using weighing factors and probability distributions. Also we had to define the simulation space and add hard and soft constraints to the model. The third task is to incorporate (preliminary) cost factors into the model. A final task is developing a cross-platform solution of this framework.
This document addresses calculations of probability distribution functions (PDFs) representing uncertainties in projecting fatal cancer risk from galactic cosmic rays (GCR) and solar particle events (SPEs). PDFs are used to test the effectiveness of potential radiation shielding approaches. Monte-Carlo techniques are used to propagate uncertainties in risk coefficients determined from epidemiology data, dose and dose-rate reduction factors, quality factors, and physics models of radiation environments. Competing mortality risks and functional correlations in radiation quality factor uncertainties are treated in the calculations. The cancer risk uncertainty is about four-fold for lunar and Mars mission risk projections. For short-stay lunar missins (<180 d), SPEs present the most significant risk, but one effectively mitigated by shielding. For long-duration (>180 d) lunar or Mars missions, GCR risks may exceed radiation risk limits. While shielding materials are marginally effective in reducing GCR cancer risks because of the penetrating nature of GCR and secondary radiation produced in tissue by relativisitc particles, polyethylene or carbon composite shielding cannot be shown to significantly reduce risk compared to aluminum shielding. Therefore, improving our knowledge of space radiobiology to narrow uncertainties that lead to wide PDFs is the best approach to ensure radiation protection goals are met for space exploration.
At the NASA Glenn Research Center, the primal and dual integrated force methods are being extended for the stochastic analysis of structures. The stochastic simulation can be used to quantify the consequence of scatter in stress and displacement response because of a specified variation in input parameters such as load (mechanical, thermal, and support settling loads), material properties (strength, modulus, density, etc.), and sizing design variables (depth, thickness, etc.). All the parameters are modeled as random variables with given probability distributions, means, and covariances. The stochastic response is formulated through a quadratic perturbation theory, and it is verified through a Monte Carlo simulation.
There are two broad approaches to quantifying landscape C dynamics - by measuring changes in C stocks over time, or by measuring fluxes of C directly. However, these data may be patchy, and have gaps or biases. An alternative approach to generating C budgets has been to use process-based models, constructed to simulate the key processes involved in C exchange. However, the process of model building is arguably subjective, and parameters may be poorly defined. This paper demonstrates why data assimilation (DA) techniques - which combine stock and flux observations with a dynamic model - improve estimates of, and provide insights into, ecosystem carbon (C) exchanges. We use an ensemble Kalman filter (EnKF) to link a series of measurements with a simple box model of C transformations. Measurements were collected at a young ponderosa pine stand in central Oregon over a 3-year period, and include eddy flux and soil C02 efflux data, litterfall collections, stem surveys, root and soil cores, and leaf area index data. The simple C model is a mass balance model with nine unknown parameters, tracking changes in C storage among five pools; foliar, wood and fine root pools in vegetation, and also fresh litter and soil organic matter (SOM) plus coarse woody debris pools. We nested the EnKF within an optimization routine to generate estimates from the data of the unknown parameters and the five initial conditions for the pools. The efficacy of the DA process can be judged by comparing the probability distributions of estimates produced with the EnKF analysis vs. those produced with reduced data or model alone. Using the model alone, estimated net ecosystem exchange of C (NEE)= -251 f 197g Cm-2 over the 3 years, compared with an estimate of -419 f 29gCm-2 when all observations were assimilated into the model. The uncertainty on daily measurements of NEE via eddy fluxes was estimated at 0.5gCm-2 day-1, but the uncertainty on assimilated estimates averaged 0.47 g Cm-2 day-1, and only exceeded 0.5gC m-2 day-1 on days where neither eddy flux nor soil efflux data were available. In generating C budgets, the assimilation process reduced the uncertainties associated with using data or model alone and the forecasts of NEE were statistically unbiased estimates. The results of the analysis emphasize the importance of time series as constraints. Occasional, rare measurements of stocks have limited use in constraining the estimates of other components of the C cycle. Long time series are particularly crucial for improving the analysis of pools with long time constants, such as SOM, woody biomass, and woody debris. Long-running forest stem surveys, and tree ring data, offer a rich resource that could be assimilated to provide an important constraint on C cycling of slow pools. For extending estimates of NEE across regions, DA can play a further important role, by assimilating remote-sensing data into the analysis of C cycles. We show, via sensitivity analysis, how assimilating an estimate of photosynthesis - which might be provided indirectly by remotely sensed data - improves the analysis of NEE.
A complete turbulence model, where the turbulent Prandtl and Schmidt numbers are calculated as part of the solution and where averages involving chemical source terms are modeled, is presented. The ability of avoiding the use of assumed or evolution Probability Distribution Functions (PDF's) results in a highly efficient algorithm for reacting flows. The predictions of the model are compared with two sets of experiments involving supersonic mixing and one involving supersonic combustion. The results demonstrate the need for consideration of turbulence/chemistry interactions in supersonic combustion. In general, good agreement with experiment is indicated.
This article considers a quaternary direct-sequence code-division multiple-access (DS-CDMA) communication system with asymmetric quadrature phase-shift-keying (AQPSK) modulation for unequal error protection (UEP) capability. Both time synchronous and asynchronous cases are investigated. An expression for the probability distribution of the multiple-access interference is derived. The exact bit-error performance and the approximate performance using a Gaussian approximation and random signature sequences are evaluated by extending the techniques used for uniform quadrature phase-shift-keying (QPSK) and binary phase-shift-keying (BPSK) DS-CDMA systems. Finally, a general system model with unequal user power and the near-far problem is considered and analyzed. The results show that, for a system with UEP capability, the less protected data bits are more sensitive to the near-far effect that occurs in a multiple-access environment than are the more protected bits.