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At least 919 records · Page 51

Application of the Hilbert-Huang Transform to Financial Data

A paper discusses the application of the Hilbert-Huang transform (HHT) method to time-series financial-market data. The method was described, variously without and with the HHT name, in several prior NASA Tech Briefs articles and supporting documents. To recapitulate: The method is especially suitable for analyzing time-series data that represent nonstationary and nonlinear phenomena including physical phenomena and, in the present case, financial-market processes. The method involves the empirical mode decomposition (EMD), in which a complicated signal is decomposed into a finite number of functions, called "intrinsic mode functions" (IMFs), that admit well-behaved Hilbert transforms. The HHT consists of the combination of EMD and Hilbert spectral analysis. The local energies and the instantaneous frequencies derived from the IMFs through Hilbert transforms can be used to construct an energy-frequency-time distribution, denoted a Hilbert spectrum. The instant paper begins with a discussion of prior approaches to quantification of market volatility, summarizes the HHT method, then describes the application of the method in performing time-frequency analysis of mortgage-market data from the years 1972 through 2000. Filtering by use of the EMD is shown to be useful for quantifying market volatility.

Huang, Norden↗

Reduction and Analysis of Phosphor Thermography Data With the IHEAT Software Package

Detailed aeroheating information is critical to the successful design of a thermal protection system (TPS) for an aerospace vehicle. This report describes NASA Langley Research Center's (LaRC) two-color relative-intensity phosphor thermography method and the IHEAT software package which is used for the efficient data reduction and analysis of the phosphor image data. Development of theory is provided for a new weighted two-color relative-intensity fluorescence theory for quantitatively determining surface temperatures on hypersonic wind tunnel models; an improved application of the one-dimensional conduction theory for use in determining global heating mappings; and extrapolation of wind tunnel data to flight surface temperatures. The phosphor methodology at LaRC is presented including descriptions of phosphor model fabrication, test facilities and phosphor video acquisition systems. A discussion of the calibration procedures, data reduction and data analysis is given. Estimates of the total uncertainties (with a 95% confidence level) associated with the phosphor technique are shown to be approximately 8 to 10 percent in the Langley's 31-Inch Mach 10 Tunnel and 7 to 10 percent in the 20-Inch Mach 6 Tunnel. A comparison with thin-film measurements using two-inch radius hemispheres shows the phosphor data to be within 7 percent of thin-film measurements and to agree even better with predictions via a LATCH computational fluid dynamics solution (CFD). Good agreement between phosphor data and LAURA CFD computations on the forebody of a vertical takeoff/vertical lander configuration at four angles of attack is also shown. In addition, a comparison is given between Mach 6 phosphor data and laminar and turbulent solutions generated using the LAURA, GASP and LATCH CFD codes. Finally, the extrapolation method developed in this report is applied to the X-34 configuration with good agreement between the phosphor extrapolation and LAURA flight surface temperature predictions. The phosphor process outlined in the paper is believed to provide the aerothermodynamic community with a valuable capability for rapidly obtaining (4 to 5 weeks) detailed heating information needed in TPS design.

Merski, N. Ronald↗

Bit of History and Some Lessons Learned in Using NASA Remote Sensing Data in Public Health Applications

The NASA Applied Sciences Program's public health initiative began in 2004 to illustratethe potential benefits for using remote sensing in public health applications. Objectives/Purpose: The CDC initiated a st udy with NASA through the National Center for Environmental Health (NCEH) to establish a pilot effort to use remote sensing data as part of its Environmental Public Health Tracking Network (EPHTN). As a consequence, the NCEH and NASA developed a project called HELIX-Atlanta (Health and Environment Linkage for Information Exchange) to demonstrate a process for developing a local environmental public health tracking and surveillance network that integrates non-infectious health and environment systems for the Atlanta metropolitan area. Methods: As an ongo ing, systematic integration, analysis and interpretation of data, an EPHTN focuses on: 1 -- environmental hazards; 2 -- human exposure to environmental hazards; and 3 -- health effects potentially related to exposure to environmental hazards. To satisfy the definition of a surveillance system the data must be disseminated to plan, implement, and evaluate environmental public health action. Results: A close working r elationship developed with NCEH where information was exchanged to assist in the development of an EPHTN that incorporated NASA remote sensing data into a surveillance network for disseminating public health tracking information to users. This project?s success provided NASA with the opportunity to work with other public health entities such as the University of Mississippi Medical Center, the University of New Mexico and the University of Arizona. Conclusions: HELIX-Atlanta became a functioning part of the national EPHTN for tracking environmental hazards and exposure, particularly as related to air quality over Atlanta. Learning Objectives: 1 -- remote sensing data can be integral to an EPHTN; 2 -- public tracking objectives can be enhanced through remote sensing data; 3 -- NASA's involvement in public health applications can have wider benefits in the future.

Quattrochi, Dale A.↗

Changes in Oculomotor Behavior and PVT Reaction Time During One Night of Sleep Deprivation

INTRODUCTION: The Psychomotor Vigilance Test (PVT) is a widely used objective measure of sustained attention, alertness, and fatigue. Previous studies consistently show that prolonged wakefulness and disrupted sleep patterns lead to increased lapses of attention and slower reaction times. These findings have critical implications for various professions, including healthcare, aviation, transportation safety, and spaceflight. In this study, we employed linear mixed models (LMM) to investigate hourly-measured 5-minute PVT reaction times during one night of total sleep deprivation. Our goal was to characterize the contribution of homeostatic sleep pressure (time awake) and circadian phase (salivary melatonin levels) on the dynamics of PVT reaction time. MATERIALS & METHODS: Data from twelve human participants were used in the analysis. Participants were healthy non-smokers, aged 18 and 40, with normal sleep habits defined as Pittsburg Sleep Quality Index scores < 5, and Morningness – Eveningness Questionnaire scores > 42 and < 58, respectively. Participants followed a constant-routine protocol and arrived at the NASA sleep laboratory approximately 1 to 2 hours after their habitual waking time. Tympanic temperature was measured every 30 min to provide a real-time estimate of circadian phase. Participants were required to stay awake throughout the laboratory experiment, which continued until their tympanic temperature had returned to baseline levels. This approach ensured that we could capture each participant's circadian trough and recovery, typically occurring between 24 and 26 hours after waking. The PVT and saliva melatonin were measured every hour, starting approximately from 3 hours after awakening. More information about the measurement protocol can be found in the publication by Stone et al. We used PVT reaction times between 100 and 10000 ms to calculate Reciprocal Reaction Times (RRTs). LMM models were employed to assess the contribution of time awake and saliva melatonin levels on changes in RRTs. Two models were created: the first model treated time awake as a fixed effect and the second model considered both the salivary melatonin level and time awake as fixed effects. Participants were included as a random effect in both models. We compared the models using an Analysis of Variance (ANOVA). The models were computed using the 'lmer' function from the 'lme4' package in R, and LMM p-values were determined using Satterthwaite's method. RESULTS: We found that time awake had a statistically significant effect on PVT RRTs during one night of sleep deprivation [χ2 = 2132.4, df = 1, p < 0.001]. In addition, the model including both saliva melatonin levels and time awake was statistically significantly better than one that uses just time awake [χ2 = 17.4, df = 1, p < 0.001]. DISCUSSION & CONCLUSION: As expected, these preliminary results suggest that the time awake and circadian phase each contribute to performance reductions as measured by the PVT. Future analyses will explore the contributions of other factors to the model.

sleep deprivation↗

Real-Time Parameter Estimation for Flexible Aircraft

A method for estimating aeroelastic stability and control derivatives for flexible aircraft is developed and demonstrated using flight test data for the X-56A subscale demonstrator. The method uses the equation-error approach with frequency-domain data, and can be applied post-flight or in real time during flight. The non-dimensional aeroelastic forces and moments and the explanatory variables (including generalized displacement, rate, and acceleration states for the vibration modes) are estimated using a finite element model and onboard sensor measurements in both a least squares and Kalman filtering framework. The data are then transformed into the frequency domain for parameter estimation using equation error. This method can result in a more efficient analysis than with other iterative methods, and can leverage existing statistical tools for model structure determination, data collinearity detection, combining multiple maneuvers or prior information, and others to improve model quality.

Grauer, Jared A.↗

Evaluation of Piloted Inputs for Onboard Frequency Response Estimation

Frequency response estimation results are presented using piloted inputs and a real-time estimation method recently developed for multisine inputs. A nonlinear simulation of the F-16 and a Piper Saratoga research aircraft were subjected to different piloted test inputs while the short period stabilator/elevator to pitch rate frequency response was estimated. Results show that the method can produce accurate results using wide-band piloted inputs instead of multisines. A new metric is introduced for evaluating which data points to include in the analysis and recommendations are provided for applying this method with piloted inputs.

Grauer, Jared A.↗

Applicability of linearized-theory attached-flow methods to design and analysis of flap systems at low speeds for thin swept wings with sharp leading edges

Low-speed experimental force and data on a series of thin swept wings with sharp leading edges and leading and trailing-edge flaps are compared with predictions made using a linearized-theory method which includes estimates of vortex forces. These comparisons were made to assess the effectiveness of linearized-theory methods for use in the design and analysis of flap systems in subsonic flow. Results demonstrate that linearized-theory, attached-flow methods (with approximate representation of vortex forces) can form the basis of a rational system for flap design and analysis. Even attached-flow methods that do not take vortex forces into account can be used for the selection of optimized flap-system geometry, but design-point performance levels tend to be underestimated unless vortex forces are included. Illustrative examples of the use of these methods in the design of efficient low-speed flap systems are included.

Carlson, Harry W.↗

Advanced methods for preparation and characterization of infrared detector materials

Differential thermal analysis data were obtained on mercury cadmium telluride alloys in order to establish the liquidus temperatures for the various alloy compositions. Preliminary theoretical analyses was performed to establish the ternary phase equilibrium parameters for the metal rich region of the phase diagram. Liquid-solid equilibrium parameters were determined for the pseudobinary alloy system. Phase equilibrium was calculated and Hg(l-x) Cd(x) Te alloys were directionally solidified from pseudobinary melts. Electrical resistivity and Hall coefficient measurements were obtained.

Lehoczky, S. L.↗

Annual Symposium on Machine Processing of Remotely Sensed Data, 4th, Purdue University, West Lafayette, Ind., June 21-23, 1977, Proceedings

Papers are presented on a variety of techniques for the machine processing of remotely sensed data. Consideration is given to preprocessing methods such as the correction of Landsat data for the effects of haze, sun angle, and reflectance and to the maximum likelihood estimation of signature transformation algorithm. Several applications of machine processing to agriculture are identified. Various types of processing systems are discussed such as ground-data processing/support systems for sensor systems and the transfer of remotely sensed data to operational systems. The application of machine processing to hydrology, geology, and land-use mapping is outlined. Data analysis is considered with reference to several types of classification methods and systems.

Morrison, D. B.↗

Telemetry Tracking & Control (TT&C) - First TDRSS, then Commercial GEO & Big LEO and Now Through LEO

The advent of low earth orbit (LEO) commercial communication satellites provides an opportunity to dramatically reduce Telemetry, Tracking and Control (TT&C) costs of launch vehicles, Unpiloted Aerial Vehicles (UAVs), Research Balloons and spacecraft by reducing or eliminating ground infrastructure. Personnel from the Goddard Space Flight Center's Wallops Flight Facility (GSFC\WFF) have successfully used commercial Geostationary Earth Orbit (GEO) and Big LEO communications satellites for Long Duration Balloon Flight TT&C. The Flight Modem is a GSFC\WFF Advanced Range Technology initiative (ARTI) designed to streamline TT&C capability in the user community of these scientific data gathering platforms at low cost. Making use of existing LEO satellites and adapting and ruggedized commercially available components; two-way, over the horizon communications may be established with these vehicles at great savings due to reduced infrastructure. Initially planned as a means for permitting GPS data for tracking and recovery of sounding rocket and balloon payloads, expectations are that the bandwidth can soon be expanded to allow more comprehensive data transfer. The system architecture which integrates antennas, GPS receiver, commercial satellite packet data modem and a single board computer with custom software is described and technical challenges are discussed along with the plan for their resolution. A three-phase testing and development plan is outlined and the current results are reported. Results and status of ongoing flight tests on aircraft and sounding rockets are reported. Future applications on these platforms and the potential for satellite support are discussed along with an analysis of cost effectiveness of this method vs. other tracking and data transmission schemes.

Morgan, Dwayne R.↗

Assessment of Uncertainty in the Determination of Activation Energy for Polymeric Materials

An assessment of the experimental uncertainty in obtaining the kinetic activation energy from thermogravimetric analysis (TGA) data is presented. A neat phenolic resin, Borden SC1O08, was heated at three heating rates to obtain weight loss vs temperature data. Activation energy was calculated by two methods: the traditional Flynn and Wall method based on the slope of log(q) versus 1/T, and a modification of this method where the ordinate and abscissa are reversed in the linear regression. The modified method produced a more accurate curve fit of the data, was more sensitive to data nonlinearity, and gave a value of activation energy 75 percent greater than the original method. An uncertainty analysis using the modified method yielded a 60 percent uncertainty in the average activation energy. Based on this result, the activation energy for a carbon-phenolic material was doubled and used to calculate the ablation rate In a typical solid rocket environment. Doubling the activation energy increased surface recession by 3 percent. Current TGA data reduction techniques that use the traditional Flynn and Wall approach to calculate activation energy should be changed to the modified method.

Darby, Stephania P.↗

(abstract) Cross with Your Spectra? Cross-Correlate Instead!

The use of cross-correlation for certain types of spectral analysis is discussed. Under certain circumstances, the use of cross-correlation between a real spectrum and either a model or another spectrum can provide a very powerful tool for spectral analysis. The method (and its limitations) will be described with concrete examples using ATMOS data.

spectrometry. cross-correlation spectra ATMOS spec↗

Research study on stabilization and control: Modern sampled-data control theory. Design of the large space telescope system

Conditions of self-sustained oscillations in a two-axis model of the nonlinear LST system are studied. The describing function of the CMG frictional nonlinearity of the LST system is used for the analysis, as well as continuous-data and discrete-data models of the simplified LST control system. A numerical-iterative method is described for the analysis of the two-axis system. Approximation methods and the direct plotting of the stability equation are implemented in the study. It is shown that although the dynamics of the two axes are identical, the amplitudes of self-sustained oscillations in the two axes may in principle be different. Analysis shows that the LST systems are of equal amplitudes but with 180-degree phase shift.

Kuo, B. C.↗

Analysis of severe atmospheric disturbances from airline flight records

Advanced methods were developed to determine time varying winds and turbulence from digital flight data recorders carried aboard modern airliners. Analysis of several cases involving severe clear air turbulence encounters at cruise altitudes has shown that the aircraft encountered vortex arrays generated by destabilized wind shear layers above mountains or thunderstorms. A model was developed to identify the strength, size, and spacing of vortex arrays. This model is used to study the effects of severe wind hazards on operational safety for different types of aircraft. The study demonstrates that small remotely piloted vehicles and executive aircraft exhibit more violent behavior than do large airliners during encounters with high-altitude vortices. Analysis of digital flight data from the accident at Dallas/Ft. Worth in 1985 indicates that the aircraft encountered a microburst with rapidly changing winds embedded in a strong outflow near the ground. A multiple-vortex-ring model was developed to represent the microburst wind pattern. This model can be used in flight simulators to better understand the control problems in severe microburst encounters.

Wingrove, R. C.↗

Analysis of severe atmospheric disturbances from airline flight records

Advanced methods were developed to determine time varying winds and turbulence from digital flight data recorders carried aboard modern airliners. Analysis of several cases involving severe clear air turbulence encounters at cruise altitudes has shown that the aircraft encountered vortex arrays generated by destabilized wind shear layers above mountains or thunderstorms. A model was developed to identify the strength, size, and spacing of vortex arrays. This model is used to study the effects of severe wind hazards on operational safety for different types of aircraft. It is demonstrated that small remotely piloted vehicles and executive aircraft exhibit more violent behavior than do large airliners during encounters with high-altitude vortices. Analysis of digital flight data from the accident at Dallas/Ft. Worth in 1985 indicates that the aircraft encountered a microburst with rapidly changing winds embedded in a strong outflow near the ground. A multiple-vortex-ring model was developed to represent the microburst wind pattern. This model can be used in flight simulators to better understand the control problems in severe microburst encounters.

Wingrove, R. C.↗

Determination of aerosol content in the atmosphere from ERTS-1 data

The author has identified the following significant results. Useful empirical relationships between apparent contrast at the Salton Sea/desert test site and the aerosol content of the atmosphere have been found for MSS 4, 5, and 6. This provides another technique to measure the atmospheric aerosol content, in addition to the method of measuring radiance over water surfaces previously reported. Analysis of desert data has shown, as predicted by theory, that the radiance over high albedo surfaces is insensitive to changes in the aersol content of the atmosphere.

Ludwig, C. B.↗

An Overview of the Patch Integral Method (PIM), a New Heat Transfer Analysis Tool for Hypersonic Wind Tunnel Facilities at NASA Langley

NASA Langley’s hypersonic wind tunnels are heavily leveraged for planetary missions. The data collection method in these tunnels is thermography, and surface temperature measurements of the model surface are collected and reduced to produce surface heating data, as seen in Fig 1. However, during model injection, no temperature data are collected, and thus conventional, integral heat transfer methods cannot be used to solve for surface heating. A method was developed in the 1990’s to reduce this data despite the data gap, known as the step approximation method. The method assumes that the film coefficient behaves as a step function, the model is semi-infinite, and thermal properties are constant. With these simplifying assumptions, a Laplace transform can be performed to result in an equation that takes the initial temperature of the model and a temperature at some point in time to back out the film coefficient at that time. This is the method that is used in the current thermographic data reduction software, IHEAT. While computationally light-weight, the step approximation has several issues associated with it. The time-history of temperature is not accounted for, which is vital as heat transfer is an integral process. Additionally, the required semi-infinite assumption is unnecessary and might be violated during runtime. Thermal variation of material properties can have a sizeable impact on heating results and are not modeled by the method. This method also takes multiple seconds to “collapse” to a steady state, which is undesirable from both a facility and data reduction standpoint. The method is also very sensitive to the “effective time” approximation, an approximation of when heating instantaneously starts (which is a nonphysical simplification), and a small variation in this value can result in an error in heating results.

J. S. Cheatwood↗

An investigation of geometry and noise corrections to San Marco-C neutral atmospheric composition experiment data

The problem of the calculation of ambient densities from San Marco-C neutral atmospheric composition experiment data is considered. A brief description is given of the data measurement method, followed by a description of both the theoretical and experimental data curves. Geometry, electrometer distortions, and noise effects are then studied in terms of their effects on the ideal data form. From these considerations two data reduction methods are evolved. The first is an iterative integration technique that exploits the symmetry of the experimental data about the minimum angle of attack. For the analysis of geometry effects, a second method using interval averaging was developed and studied.

Curtis, S. A.↗