Prediction of time series from finite past.
Prediction error of time series from finite past
TIME SERIES↗
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Exact computation of the unwrapped phase of a finite-length time series
McGowan and Kuc (1982) showed that a direct relationship between a time series and its unwrapped phase exists. They proposed an algorithm for computing the unwrapped phase by counting the number of sign changes in a Sturm sequence generated from the real and imaginary parts of the discrete Fourier transform. Their algorithm is limited to relatively short sequences by numerical accuracy. An extension of their algorithm is proposed which, by using all-integer arithmetic, permits exact computation of the number of multiples of pi required to determine the unwrapped phase for rational-valued time sequences of arbitrary length. Since the computation is exact, the extended numerical algorithm should be of interest when accurate phase unwrapping is required.
Long, David G.↗
Notes on Digital-Data Analysis
The presentation is an overview and discussion of concepts normally encountered during digital-signal processing of sampled time histories. It is not a comprehensive literature survey, but simply a practical guide for best usage. Sections of the talk cover: digital sampling and representation, the Nyquist-Shannon sampling theorem, aliasing or frequency folding, the power spectrum, windowing and spectral spreading, scalloping, and best practices. The Advanced Air Transport Technology Project supports this effort.
Aeroacoustics↗
Independent Constituents in Observatory Time Series in Characterizing the Secular Variation
By an ansatz of a finite set of N superimposed oscillations, observatory time series are fitted. This start model is optimized for the independence of the used 2N-dimensional functional system as a criterion. Here, the contributions of each of the dimensions to the volume of the corresponding 2N-dimensional parallelpiped of the functional space is to be evaluated. Independence and an equal standard for the constituents are achieved by the optimizing procedure varying the start values of frequencies in the fitting ansatz when quotients of successively constructed Gram-determinants are beyond a definite threshold and of nearly the same numerical value. Results for globally distributed observatories characterize the secular variation.
Webers, W.↗
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.↗
Periodic trim solutions with hp-version finite elements in time
Finite elements in time as an alternative strategy for rotorcraft trim problems are studied. The research treats linear flap and linearized flap-lag response both for quasi-trim and trim cases. The connection between Fourier series analysis and hp-finite elements for periodic a problem is also examined. It is proved that Fourier series is a special case of space-time finite elements in which one element is used with a strong displacement formulation. Comparisons are made with respect to accuracy among Fourier analysis, displacement methods, and mixed methods over a variety parameters. The hp trade-off is studied for the periodic trim problem to provide an optimum step size and order of polynomial for a given error criteria. It is found that finite elements in time can outperform Fourier analysis for periodic problems, and for some given error criteria. The mixed method provides better results than does the displacement method.
Peters, David A.↗
Periodic trim solutions with hp-version finite elements in time
Finite elements in time as an alternative strategy for rotorcraft trim problems are studied. The research treats linear flap and linearized flap-lag response both for quasi-trim and trim cases. The connection between Fourier series analysis and hp-finite elements for periodic a problem is also examined. It is proved that Fourier series is a special case of space-time finite elements in which one element is used with a strong displacement formulation. Comparisons are made with respect to accuracy among Fourier analysis, displacement methods, and mixed methods over a variety parameters. The hp trade-off is studied for the periodic trim problem to provide an optimum step size and order of polynomial for a given error criteria. It is found that finite elements in time can outperform Fourier analysis for periodic problems, and for some given error criteria. The mixed method provides better results than does the displacement method.
Hou, Lin-Jun↗
Computation of canonical correlation and best predictable aspect of future for time series
The canonical correlation between the (infinite) past and future of a stationary time series is shown to be the limit of the canonical correlation between the (infinite) past and (finite) future, and computation of the latter is reduced to a (generalized) eigenvalue problem involving (finite) matrices. This provides a convenient and essentially, finite-dimensional algorithm for computing canonical correlations and components of a time series. An upper bound is conjectured for the largest canonical correlation.
Pourahmadi, Mohsen↗
Atmospheric turbulence simulation for Shuttle orbiter
An improved non-recursive model for atmospheric turbulence along the flight path of the Shuttle Orbiter is developed which provides for simulation of instantaneous vertical and horizontal gusts at the vehicle center-of-gravity, and also for simulation of instantaneous gust gradients. Based on this model the time series for both gusts and gust gradients are generated and stored on a series of magnetic tapes. Section 2 provides a description of the various technical considerations associated with the turbulence simulation model. Included in this section are descriptions of the digital filter simulation model, the von Karman spectra with finite upper limits, and the final non recursive turbulence simulation model which was used to generate the time series. Section 2 provides a description of the various technical considerations associated with the turbulence simulation model. Included in this section are descriptions of the digial filter simulation model, the von Karman spectra with finite upper limits, and the final non recursive turbulence simulation model which was used to generate the time series. Section 3 provides a description of the time series as currently recorded on magnetic tape. Conclusions and recommendations are presented in Section 4.
Tatom, F. B.↗
Autoregressive modeling for the spectral analysis of oceanographic data
Over the last decade there has been a dramatic increase in the number and volume of data sets useful for oceanographic studies. Many of these data sets consist of long temporal or spatial series derived from satellites and large-scale oceanographic experiments. These data sets are, however, often 'gappy' in space, irregular in time, and always of finite length. The conventional Fourier transform (FT) approach to the spectral analysis is thus often inapplicable, or where applicable, it provides questionable results. Here, through comparative analysis with the FT for different oceanographic data sets, the possibilities offered by autoregressive (AR) modeling to perform spectral analysis of gappy, finite-length series, are discussed. The applications demonstrate that as the length of the time series becomes shorter, the resolving power of the AR approach as compared with that of the FT improves. For the longest data sets examined here, 98 points, the AR method performed only slightly better than the FT, but for the very short ones, 17 points, the AR method showed a dramatic improvement over the FT. The application of the AR method to a gappy time series, although a secondary concern of this manuscript, further underlines the value of this approach.
Gangopadhyay, Avijit↗
A semi-analytic approach to the self induced motion of vortex sheets
The rolling up of the trailing vortex sheet produced by a wing of finite span was calculated as a series expansion in time. For a vorticity distribution corresponding to a wing with cusped tips, the shape of the sheet was found by summing the series using Pade approximants. The sheet remains analytic for some time but ultimately develops an exponential spiral at the tips. The centroid of vorticity was conserved to high accuracy.
Schwartz, L. W.↗
A semi-analytic approach to the self-induced motion of vortex sheets
The rolling-up of the trailing vortex sheet produced by a wing of finite span is calculated as a series expansion in time. For a vorticity distribution corresponding to a wing with cusped tips, the shape of the sheet is found by summing the series using Pade approximants. The sheet remains analytic for some time but ultimately develops an exponential spiral at the tips. The centroid of vorticity is conserved to high accuracy.
Schwartz, L. W.↗
Finite difference time domain grid generation from AMC helicopter models
A simple technique is presented which forms a cubic grid model of a helicopter from an Aircraft Modeling Code (AMC) input file. The AMC input file defines the helicopter fuselage as a series of polygonal cross sections. The cubic grid model is used as an input to a Finite Difference Time Domain (FDTD) code to obtain predictions of antenna performance on a generic helicopter model. The predictions compare reasonably well with measured data.
Cravey, Robin L.↗
Linear prediction on a finite past of a multivariate stationary process
Linear prediction theory for multivariate, one- dimensional, stationary, stochastic processes with finite pasts
TIME SERIES↗
A finite element approach for solution of the 3D Euler equations
Prediction of thermal deformations and stresses has prime importance in the design of the next generation of high speed flight vehicles. Aerothermal load computations for complex three-dimensional shapes necessitate development of procedures to solve the full Navier-Stokes equations. This paper details the development of a three-dimensional inviscid flow approach which can be extended for three-dimensional viscous flows. A finite element formulation, based on a Taylor series expansion in time, is employed to solve the compressible Euler equations. Model generation and results display are done using a commercially available program, PATRAN, and vectorizing strategies are incorporated to ensure computational efficiency. Sample problems are presented to demonstrate the validity of the approach for analyzing high speed compressible flows.
Thornton, E. A.↗
Dynamic analysis of the GEOS satellite
The assumed modes method is used to investigate the stability of the GEOS satellite. The system is discretized by representing the continuous displacement by finite series of space-dependent admissible functions multiplied by time-dependent generalized coordinates. The spatial dependence is eliminated by integration over the elastic domains, so that the testing functional reduces to a testing function. The sign properties of the testing function are then tested and the equilibrium defined as nontrivial. In considering the stability of small motions about nontrivial equilibrium, it is shown that if the analysis performed by ignoring the motion of the mass center indicates stability, then the system remains stable if the motion of the mass center is included.
Meirovitch, L.↗
Estimating Soil Thermal Inertia Profiles From the Passive Equilibration of a Temperature Probe
Knowledge of the distribution of soil thermal properties is important for understanding subsurface hydrological and biogeochemical processes. This study describes and evaluates quick thermal profiling (QTP), a new measurement technique aimed at providing rapid, depth-resolved measurements of soil thermal inertia at numerous locations across the landscape. A cylindrical probe with temperature sensors at multiple depths is quickly inserted into the ground, and soil thermal inertia is estimated from how quickly the probe temperature equilibrates with the soil. To this end, a finite volume heat transfer model is used to generate temperature equilibration time series across combinations of controlling factors, and a gridded search inversion approach is applied to infer soil thermal inertia. Field tests in the Arctic indicate that QTP measurements have a minimum uncertainty of 0.14 J m −2 K −1 s −1/2 and covary with dual-probe heat pulse thermal analyzer measurements (concordance correlation coefficient = 0.56) with a root-mean-square error of 0.40 J m −2 K −1 s −1/2 . Besides demonstrating the value of QTP for estimating thermal inertia, this study identifies various sources of measurement uncertainty, particularly probe-soil contact resistance and frictional heating. Further, analysis of soil samples indicates that thermal inertia can be used to estimate thermal conductivity and dry bulk density in the studied area, although such inferences are highly site-specific. Overall, the QTP method holds promise to generate thermal inertia data products and to complement other characterization approaches for advancing understanding of soil properties across far more locations than is currently possible.
Lamb, J. R. [Lawrence Berkeley National Laboratory↗
TOMS and SBUV Data: Comparison to 3D Chemical-Transport Model Results
We have updated our merged ozone data (MOD) set using the TOMS data from the new version 8 algorithm. We then analyzed these data for contributions from solar cycle, volcanoes, QBO, and halogens using a standard statistical time series model. We have recently completed a hindcast run of our 3D chemical-transport model for the same years. This model uses off-line winds from the finite-volume GCM, a full stratospheric photochemistry package, and time-varying forcing due to halogens, solar uv, and volcanic aerosols. We will report on a parallel analysis of these model results using the same statistical time series technique as used for the MOD data.
Stolarski, Richard S.↗