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At least 91 records · Page 5

MARGInS Model-Based Analysis of Realizable Goals in Systems

The high complexity of modern aircraft and spacecraft requires elaborate Verification and Validation (V&V) approaches to make sure that such complex systems work properly and reliably. MARGInS is a framework for the analysis, understanding, and prediction of the behavior of a complex, hybrid system. MARGInS contains a set of machine learning and statistical algorithms for multivariate clustering, treatment learning, critical factor determination, time-series analysis, event prediction, and safety-boundary detection and characterization. The framework supports system testing and can be configured to find novel features in test suites, determine classes of behavior, propose new experiments that can efficiently explore and characterize the boundaries between classes of system behavior, and to create visualizations and reports.

He, Yuning↗

Enhancements of Bayesian Blocks; Application to Large Light Curve Databases

Bayesian Blocks are optimal piecewise linear representations (step function fits) of light-curves. The simple algorithm implementing this idea, using dynamic programming, has been extended to include more data modes and fitness metrics, multivariate analysis, and data on the circle (Studies in Astronomical Time Series Analysis. VI. Bayesian Block Representations, Scargle, Norris, Jackson and Chiang 2013, ApJ, 764, 167), as well as new results on background subtraction and refinement of the procedure for precise timing of transient events in sparse data. Example demonstrations will include exploratory analysis of the Kepler light curve archive in a search for "star-tickling" signals from extraterrestrial civilizations. (The Cepheid Galactic Internet, Learned, Kudritzki, Pakvasa1, and Zee, 2008, arXiv: 0809.0339; Walkowicz et al., in progress).

Kepler light curve archive↗

Time-series forecasting using manifold learning, radial basis function interpolation, and geometric harmonics

We address a three-tier numerical framework based on nonlinear manifold learning for the forecasting of high-dimensional time series, relaxing the “curse of dimensionality” related to the training phase of surrogate/machine learning models. At the first step, we embed the high-dimensional time series into a reduced low-dimensional space using nonlinear manifold learning (local linear embedding and parsimonious diffusion maps). Then, we construct reduced-order surrogate models on the manifold (here, for our illustrations, we used multivariate autoregressive and Gaussian process regression models) to forecast the embedded dynamics. Finally, we solve the pre-image problem, thus lifting the embedded time series back to the original high-dimensional space using radial basis function interpolation and geometric harmonics. The proposed numerical data-driven scheme can also be applied as a reduced-order model procedure for the numerical solution/propagation of the (transient) dynamics of partial differential equations (PDEs). In conclusion, we assess the performance of the proposed scheme via three different families of problems: (a) the forecasting of synthetic time series generated by three simplistic linear and weakly nonlinear stochastic models resembling electroencephalography signals, (b) the prediction/propagation of the solution profiles of a linear parabolic PDE and the Brusselator model (a set of two nonlinear parabolic PDEs), and (c) the forecasting of a real-world data set containing daily time series of ten key foreign exchange rates spanning the time period 3 September 2001–29 October 2020.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Application of multivariate autoregressive spectrum estimation to ULF waves

The estimation of the power spectrum of a time series by fitting a finite autoregressive model to the data has recently found widespread application in the physical sciences. The extension of this method to the analysis of vector time series is presented here through its application to ULF waves observed in the magnetosphere by the ATS 6 synchronous satellite. Autoregressive spectral estimates of the power and cross-power spectra of these waves are computed with computer programs developed by the author and are compared with the corresponding Blackman-Tukey spectral estimates. The resulting spectral density matrices are then analyzed to determine the direction of propagation and polarization of the observed waves.

Ioannidis, G. A.↗

Stratospheric Ozone Trends and Variability as Seen by SCIAMACHY from 2002 to 2012

Vertical profiles of the rate of linear change (trend) in the altitude range 15-50 km are determined from decadal O3 time series obtained from SCIAMACHY/ENVISAT measurements in limb-viewing geometry. The trends are calculated by using a multivariate linear regression. Seasonal variations, the quasi-biennial oscillation, signatures of the solar cycle and the El Nino-Southern Oscillation are accounted for in the regression. The time range of trend calculation is August 2002-April 2012. A focus for analysis are the zonal bands of 20 deg N - 20 deg S (tropics), 60 - 50 deg N, and 50 - 60 deg S (midlatitudes). In the tropics, positive trends of up to 5% per decade between 20 and 30 km and negative trends of up to 10% per decade between 30 and 38 km are identified. Positive O3 trends of around 5% per decade are found in the upper stratosphere in the tropics and at midlatitudes. Comparisons between SCIAMACHY and EOS MLS show reasonable agreement both in the tropics and at midlatitudes for most altitudes. In the tropics, measurements from OSIRIS/Odin and SHADOZ are also analysed. These yield rates of linear change of O3 similar to those from SCIAMACHY. However, the trends from SCIAMACHY near 34 km in the tropics are larger than MLS and OSIRIS by a factor of around two.

stratosphere↗

Resolving the Evolution of Atomic Layer-Deposited Thin-Film Growth by Continuous In Situ X-Ray Absorption Spectroscopy

In situ synchrotron X-ray absorption near-edge structure characterization of thin-film titania growth by atomic layer deposition (ALD) over ZnO nanowires reveals persistent low-coordinated Ti motifs leading to a new picture of ALD growth. Through the design of growth and measurement cycles, Ti K-edge spectral data are continuously recorded so as to characterize the film evolution as a function of ALD cycle number and the surface changes within the time scale of the ALD cycle. A unified set of analysis tools is developed to interpret the time-series of spectral data. A prenucleation stage of growth, a transition region, and then a steady-state growth stage are observed with distinguishable features. Multivariate curve resolution analysis, that is physically constrained, demonstrates two specific spectral components with associated, time-dependent concentrations. The bulk-film component tracks the stages of growth. The surface and interface components, present throughout the stages of growth, reveal a significant coverage of relatively isolated or loosely networked tetrahedrally coordinated Ti atomic motifs. Lastly, spectral signatures for the intra-cycle growth kinetics are reconstructed at a time resolution of ~1 s and demonstrate that the transient Ti motifs on the growing surface stabilize within a few seconds of the Ti precursor pulse.

36 MATERIALS SCIENCE↗

Online monitoring of lanthanide species with combined spectroscopy in flowing aqueous aerosol systems

Combined spectroscopic analysis through absorption and laser-induced breakdown spectroscopy (LIBS) was used to monitor Nd and Pr concentrations in a flowing aqueous system. A unique, online sampling approach was employed that allowed for an approximately closed analysis loop of liquids from a reservoir. Absorption spectroscopy was performed with an optical flow cell, and LIBS was performed on an aerosol stream. Multivariate calibrations based on combined absorption and LIBS signals were built for Nd and Pr and then used to monitor concentrations in mixed solutions in a series of spiking tests. In these tests, the concentrations of Nd and Pr in solution were intermittently changed while spectroscopic signals were monitored in real-time. The combined spectroscopic signals and multivariate models were successful in monitoring changing concentrations of lanthanide species with high accuracy and minimal latency. Root-mean squared error of predictions were 0.015 mol L −1 and 0.019 mol L −1 for Nd and Pr respectively, and these lanthanides were able to be monitored to an accuracy of < 0.2 wt%. This work demonstrates both the capabilities of a sampling system for online analysis of liquids and the capabilities of multimodal spectroscopic characterization for real-time, continuous tracking of species in potentially hazardous liquid systems.

absorbance spectroscopy↗

Modeling interval trendlines: Symbolic singular spectrum analysis for interval time series

Abstract In this article we propose an extension of singular spectrum analysis for interval‐valued time series. The proposed methods can be used to decompose and forecast the dynamics governing a set‐valued stochastic process. The resulting components on which the interval time series is decomposed can be understood as interval trendlines, cycles, or noise. Forecasting can be conducted through a linear recurrent method, and we devised generalizations of the decomposition method for the multivariate setting. The performance of the proposed methods is showcased in a simulation study. We apply the proposed methods so to track the dynamics governing the Argentina Stock Market (MERVAL) in real time, in a case study over a period of turbulence that led to discussions of the government of Argentina with the International Monetary Fund.

de Carvalho, Miguel↗

Modeling Stochastic Variability in Multiband Time-series Data

In preparation for the era of time-domain astronomy with upcoming large-scale surveys, we propose a state-space representation of a multivariate damped random walk process as a tool to analyze irregularly-spaced multifilter light curves with heteroscedastic measurement errors. We adopt a computationally efficient and scalable Kalman filtering approach to evaluate the likelihood function, leading to maximum O(k 3 n) complexity, where k is the number of available bands and n is the number of unique observation times across the k bands. This is a significant computational advantage over a commonly used univariate Gaussian process that can stack up all multiband light curves in one vector with maximum O(k 3 n 3 ) complexity. Using such efficient likelihood computation, we provide both maximum likelihood estimates and Bayesian posterior samples of the model parameters. Three numerical illustrations are presented: (i) analyzing simulated five-band light curves for a comparison with independent single-band fits; (ii) analyzing five-band light curves of a quasar obtained from the Sloan Digital Sky Survey Stripe 82 to estimate short-term variability and timescale; (iii) analyzing gravitationally lensed g- and r-band light curves of Q0957+561 to infer the time delay. Two R packages, Rdrw and timedelay, are publicly available to fit the proposed models.

79 ASTRONOMY AND ASTROPHYSICS↗

Analysis models for the estimation of oceanic fields

A general model for statistically optimal estimates is presented for dealing with scalar, vector and multivariate datasets. The method deals with anisotropic fields and treats space and time dependence equivalently. Problems addressed include the analysis, or the production of synoptic time series of regularly gridded fields from irregular and gappy datasets, and the estimate of fields by compositing observations from several different instruments and sampling schemes. Technical issues are discussed, including the convergence of statistical estimates, the choice of representation of the correlations, the influential domain of an observation, and the efficiency of numerical computations.

Carter, E. F.↗

Surface Elevation Changes in West Antarctica from Satellite Altimetry: Mass Balance Implications

Time-series of surface elevation change, which are constructed from 7-years (1992-1999) of ERS-1 and 2 satellite radar altimeter data of Antarctica, show significant seasonal, inter-annual, and long-term changes. Elevation time-series are created from altimeter crossovers among 90-day data periods on a 50 km grid to 81.5 degrees S and fit with a multivariate linear/sinusoidal function to give the average rate of elevation change (dH/dt) and account for seasonal changes. On the major Ronne, Filchner, and Ronne ice shelves, the dH/dt are small or near zero. In contrast, the ice shelves of the Antarctic Peninsula and along the West Antarctic coast appear to be thinning significantly, with a 23 +/- 3 cm a(exp -1) surface elevation decrease on the Larsen ice shelf and a 65 +/- 4 cm a(exp -1) decrease on the Dotson ice shelf. Significant elevation decreases are obtained over most of the drainage basins of the Pine Island and Thwaites glaciers. Significant increases are obtained over most of the other grounded ice in Marie Byrd Land, the Antarctic Peninsula, and Coates Land. Over the sector from 85 degrees W to 115 degrees W, which includes the Pine Island and Thwaites basins, the average elevation is significantly decreasing by 8.1 cm a(exp -1). The corresponding ice thickness change is about -11 cm a(exp -1), with a corresponding mass loss of 82 Gt a(exp -1), and a 0.22 mm a(exp -1) contribution to global sea level rise. In terms of elevation change, the decrease in the Pine Island-Thwaites sector is largely balanced by the increase in the Marie Byrd Land, but only balanced by about 1/4 in terms of ice thickness change and contribution to sea level rise. The overall average elevation change for the grounded ice is + 1.2 cm a(exp -1). Using an average bedrock uplift of 2.5 cm a(exp -1), implies an average ice thickness decrease of 1.3 cm a(exp -1), a mass loss of 22 Gt a(exp -1), and a 0.06 mm a(exp -1) contribution to global sea level rise.

Zwally, H. Jay↗

Electrochemical Nutrient Recovery for the Food–Energy–Water Nexus at Municipal Wastewater Facilities: Multivariate Analyses of Seasonal Sampling and Reactor Performance

Digester-equipped municipal wastewater facilities generate recycle streams with high nutrient loads that increase energy consumption and can cause environmental pollution. The reduction of these loads through electrochemical nutrient recovery (ENR) could enhance the food–energy–water nexus by producing fertilizer (struvite). This study investigated the recovery process through a 1 year sampling of recycle streams and the implementation of nutrient recovery. Time series analyses showed that P (as orthophosphate) concentration was time-variant in digester effluent streams, while N (as ammonia) concentration was time-variant in only the aerobic system. Furthermore, these two nutrient concentrations did not correlate in any of the recycle streams. Subsequent multivariate screening analyses identified anode type, NH 4 + concentration, cathodic potential, P concentration, and temperature as most significant for ENR. Finally, the optimum conditions of cathodic potential, anode area-to-volume ratio, and temperature applied to a real recycle stream resulted in 95% P recovery with 0.03 kWh/kg P. This energy consumption is significantly lower than process energy for conventional P fertilizers (1.1 kWh/kg P) and chemical recovery processes at scale (1.7–12.9 kWh/kg P). Overall, this study recommended specific process controls for nutrient recovery, expanded the variables evaluated for ENR, and demonstrated the ability to significantly impact energy demand associated with P-based fertilizers.

36 MATERIALS SCIENCE↗

Multi-Scale Temporal Patterns in Stream Biogeochemistry Indicate Linked Permafrost and Ecological Dynamics of Boreal Catchments

Temporal patterns in stream chemistry provide integrated signals describing the hydrological and ecological state of whole catchments. However, stream chemistry integrates multi-scale signals of processes occurring in both the catchment and stream. Deconvoluting these signals could identify mechanisms of solute transport and transformation and provide a basis for monitoring ecosystem change. Here, we applied trend analysis, wavelet decomposition, multivariate autoregressive state-space modeling, and analysis of concentration-discharge relationships to assess temporal patterns in high-frequency (15 min) stream chemistry from permafrost-influenced boreal catchments in Interior Alaska at diel, storm, and seasonal time scales. We compared catchments that varied in spatial extent of permafrost to identify characteristic biogeochemical signals. Catchments with higher spatial extents of permafrost were characterized by increasing nitrate concentration through the thaw season, an abrupt increase in nitrate and fluorescent dissolved organic matter (fDOM) and declining conductivity in late summer, and flushing of nitrate and fDOM during summer rainstorms. In contrast, these patterns were absent, of lower magnitude, or reversed in catchments with lower permafrost extent. Solute dynamics revealed a positive influence of permafrost on fDOM export and the role of shallow, seasonally dynamic flowpaths in delivering solutes from high-permafrost catchments to streams. Lower spatial extent of permafrost resulted in static delivery of nitrate and limited transport of fDOM to streams. Shifts in concentration-discharge relationships and seasonal trends in stream chemistry toward less temporally dynamic patterns might therefore indicate reorganized catchment hydrology and biogeochemistry due to permafrost thaw.

54 ENVIRONMENTAL SCIENCES↗

On the Choice of Variable for Atmospheric Moisture Analysis

The implications of using different control variables for the analysis of moisture observations in a global atmospheric data assimilation system are investigated. A moisture analysis based on either mixing ratio or specific humidity is prone to large extrapolation errors, due to the high variability in space and time of these parameters and to the difficulties in modeling their error covariances. Using the logarithm of specific humidity does not alleviate these problems, and has the further disadvantage that very dry background estimates cannot be effectively corrected by observations. Relative humidity is a better choice from a statistical point of view, because this field is spatially and temporally more coherent and error statistics are therefore easier to obtain. If, however, the analysis is designed to preserve relative humidity in the absence of moisture observations, then the analyzed specific humidity field depends entirely on analyzed temperature changes. If the model has a cool bias in the stratosphere this will lead to an unstable accumulation of excess moisture there. A pseudo-relative humidity can be defined by scaling the mixing ratio by the background saturation mixing ratio. A univariate pseudo-relative humidity analysis will preserve the specific humidity field in the absence of moisture observations. A pseudorelative humidity analysis is shown to be equivalent to a mixing ratio analysis with flow-dependent covariances. In the presence of multivariate (temperature-moisture) observations it produces analyzed relative humidity values that are nearly identical to those produced by a relative humidity analysis. Based on a time series analysis of radiosonde observed-minus-background differences it appears to be more justifiable to neglect specific humidity-temperature correlations (in a univariate pseudo-relative humidity analysis) than to neglect relative humidity-temperature correlations (in a univariate relative humidity analysis). A pseudo-relative humidity analysis is easily implemented in an existing moisture analysis system, by simply scaling observed-minus background moisture residuals prior to solving the analysis equation, and rescaling the analyzed increments afterward.

Dee, Dick P.↗

Highlighting the Impact of Yaw Control by Parsing Atmospheric Conditions Based on Total Variation: Preprint

Identification of atmospheric conditions within a multivariate atmospheric dataset is a necessary step in the validation of wind plant control strategies. Most often, operating conditions are characterized in terms of aggregated observations and assume that the atmosphere is 'quasi-steady'. Aggregation of observations without regard to covariance between time series discounts the dynamical nature of the atmosphere and is not sufficiently representative of wind plant operating conditions. Identification and characterization of continuous time periods with atmospheric conditions that have a high value for analysis or simulation sets the stage for more advanced model validation and the development of real-time control and operation strategies. Controlling observational data for statistical stationarity highlights significant enhancements to the power production of waked turbines under wake steering wind plant control. Considering the combined energy ratio of the turbine to which yaw offsets are prescribed as well as the waked turbine show only moderate improvements when filtering for total validation. The same quality control that highlights wake steering also serves to underpin the off-nominal operation of the controlled turbine.

17 WIND ENERGY↗

Regional climate change predictions from the Goddard Institute for Space Studies high resolution GCM

A new diagnostic tool is developed for examining relationships between the synoptic scale circulation and regional temperature distributions in GCMs. The 4 x 5 deg GISS GCM is shown to produce accurate simulations of the variance in the synoptic scale sea level pressure distribution over the U.S. An analysis of the observational data set from the National Meteorological Center (NMC) also shows a strong relationship between the synoptic circulation and grid point temperatures. This relationship is demonstrated by deriving transfer functions between a time-series of circulation parameters and temperatures at individual grid points. The circulation parameters are derived using rotated principal components analysis, and the temperature transfer functions are based on multivariate polynomial regression models. The application of these transfer functions to the GCM circulation indicates that there is considerable spatial bias present in the GCM temperature distributions. The transfer functions are also used to indicate the possible changes in U.S. regional temperatures that could result from differences in synoptic scale circulation between a 1XCO2 and a 2xCO2 climate, using a doubled CO2 version of the same GISS GCM.

Crane, Robert G.↗

Visualization of the Oscillatory Dynamics of an Island Power System

In this work, we discuss the design of visualizations for understanding the complex oscillatory dynamics of an island power system with renewable generation sources after the loss of a large oil power plant. As more renewable generation sources are added to power systems, the oscillatory dynamics will change, which requires new visualization techniques to determine causes and strategies to avoid unwanted behaviors in the future. Our approach integrates geographic views, time-series plots, and novel oscillatory-trajectory curves, providing unique insights into the interdependent oscillatory behaviors of multiple state variables and generators over time. By enabling multi-node and multivariate comparisons over time, users can qualitatively determine drivers of oscillations and differences in generator dynamics, which is not possible with other commonly used visualization techniques.

inverters↗