Bootstrapping the Local Periodogram of Locally Stationary Processes

Abstract. Locally stationary processes are non‐stationary stochastic processes the second‐order structure of which varies smoothly over time. In this paper, we develop a method to bootstrap the local periodogram of a locally stationary process. Our method generates pseudo local periodogram ordinates by combining a parametric time and non‐parametric frequency domain bootstrap approach. We first fit locally a time varying autoregressive model so as to capture the essential characteristics of the underlying process. A locally calculated non‐parametric correction in the frequency domain is then used so as to improve upon the locally parametric autoregressive fit. As an application, we investigate theoretically the asymptotic properties of the bootstrap method proposed applied to the class of local spectral means, local ratio statistics and local spectral density estimators. Some simulations demonstrate the ability of our method to give accurate estimates of the quantities of interest in finite sample situations and an application to a real‐life data‐set is presented.     

3D velocity from 3D Doppler radial velocity

We present local least squares and regularization frameworks for computing 3D velocity (3D optical flow) from 3D radial velocity measured by a Doppler radar. We demonstrate the performance of our algorithms quantitatively on synthetic radial velocity data and qualitatively on real radial velocity data, obtained from the Doppler radar at Kurnell Radar station, Botany Bay, New South Wales, Australia. Radial velocity can be used to predict the future positions of storms in sequences of Doppler radar datasets.© 2005 Wiley Periodicals, Inc. Int J Imaging Syst Technol, 15, 189–198, 2005     

动态多目标决策问题的灰色分析方法

将用于固定时间截面下静态多目标决策的灰色关联理论推广到动态情形，引入局部理想最优效果和整体理想最优效果的概念，提出一种新型的动态多目标决策问题的灰色关联模型，并通过算例说明该方法的合理可行性。     

A family of lower- and higher-order transversal linearization techniques in non-linear stochastic engineering dynamics

Sample pathwise numerical integration of noise-driven engineering dynamical systems cannot generally be performed beyond a limited level of accuracy, especially when the noise processes are modelled using (filtered) white noises. Recently, a locally transversal linearization (LTL) strategy has been proposed by the author (Proc Roy Soc London A 2001; 457 :539–566) for direct integration of deterministic and stochastic non-linear dynamical systems. The present effort is focussed on a host of extensions along with detailed theoretical error analyses of the linearization approach, especially as applied to problems in non-linear stochastic engineering dynamics. Thus, to begin with, estimates of local and global error orders in the basic LTL scheme are obtained separately for the displacement and velocity vectors when the system is driven either by a set of additive noises or by an arbitrary combination of (independently evolving) additive and multiplicative noises. Following this, a new family of higher-order LTL schemes is proposed in order to improve upon the basic LTL method and the associated error orders are established. A stepwise implementation of the lower- and higher-order versions of the LTL method, along with certain computational aspects, is also outlined. The proposed schemes are numerically illustrated, to a limited extent, for a single degree-of-freedom (SDOF) and a two degree-of-freedom (TDOF) non-linear engineering systems under additive and/or multiplicative white noise excitations. Copyright © 2004 John Wiley & Sons, Ltd.     

Stability of Circular Cylindrical Shells with a Single Local Dent

The theoretical-and-experimental investigation has been performed on the stability of smooth cylindrical shells of steel with a single local dent. All the shells manufactured using the same process were tested with the fulfillment of identical conditions for observations and measurements. Theoretical calculations were carried out by the mesh method with the use of the nonlinear theory of shells. A comparison of the experimental and theoretical values of the critical loads has been made. The theoretical-and-experimental approach proposed enables one to evaluate the quality of shells by studying local dents and other specific imperfections.     

Adaptive Edge Detectors for Piecewise Smooth Data Based on the minmod Limiter

We are concerned with the detection of edges—the location and amplitudes of jump discontinuities of piecewise smooth data realized in terms of its discrete grid values. We discuss the interplay between two approaches. One approach, realized in the physical space, is based on local differences and is typically limited to low-order of accuracy. An alternative approach developed in our previous work [Gelb and Tadmor, Appl. Comp. Harmonic Anal., 7, 101–135 (1999)] and realized in the dual Fourier space, is based on concentration factors; with a proper choice of concentration factors one can achieve higher-orders—in fact in [Gelb and Tadmor, SIAM J. Numer. Anal., 38, 1389–1408 (2001)] we constructed exponentially accurate edge detectors. Since the stencil of these highly-accurate detectors is global, an outside threshold parameter is required to avoid oscillations in the immediate neighborhood of discontinuities. In this paper we introduce an adaptive edge detection procedure based on a cross-breading between the local and global detectors. This is achieved by using the minmod limiter to suppress spurious oscillations near discontinuities while retaining high-order accuracy away from the jumps. The resulting method provides a family of robust, parameter-free edge-detectors for piecewise smooth data. We conclude with a series of one- and two-dimensional simulations.To David Gottlieb, on his 60th birthday, with friendship and appreciation.     

河道冲刷和清水水流河床冲刷率

在冲积河流里。水流条件变化如洪水、水库泄放清水、河道渠化等使挟沙力不饱和引起冲刷，称为河道冲刷。这与水工建筑造成的局部冲刷不同。河道冲刷深度主要决定于冲刷率和冲刷历时。本研究通过对各种泥沙大量实验，证明了河床冲刷率正比于水流提供的冲刷功率并依赖于泥沙粒径和容重，首次提出了冲刷率公式。经验证，该公式可以用于非恒定流输沙和河流洪水冲刷计算。     

基于非线性规划的指数自回归模型的辨识

讨论了指数自回归模型的辨识问题，证明了该模型最小二乘估计的目标函数的非凸性，并给出了使该函数为凸的条件，最后给出了辨识该模型的算法及该算法的收敛性，并以数值例子加以说明。     

Fe73.5Cu1Nb3Si13.5B9非晶合金的晶化动力学

用ＤＴＡ结合ＸＲＤ了Ｆｅ７３．５Ｃｕ１Ｎｂ３Ｓｉ１３．５Ｂ９晶合金的晶化动力学。表明，该事金在５００℃时析出α－Ｆｅ（Ｓｉ）相。晶化初期激活能最小为２４２ｋＪ／ｍｏｌ，它随晶化量的增加，在ＸＣ为０．４－０．８时，呈极大值为５２０ｋＪ／ｍｏｌ。在６２４℃时析出Ｆｅ２Ｂ相。     

Locally Weighted Learning

This paper surveys locally weighted learning, a form of lazy learning and memory-based learning, and focuses on locally weighted linear regression. The survey discusses distance functions, smoothing parameters, weighting functions, local model structures, regularization of the estimates and bias, assessing predictions, handling noisy data and outliers, improving the quality of predictions by tuning fit parameters, interference between old and new data, implementing locally weighted learning efficiently, and applications of locally weighted learning. A companion paper surveys how locally weighted learning can be used in robot learning and control.