SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS

Abstract. Some general properties of long memory continuous time processes are recalled or proved. Methods of simulation are studied. A comparison with the usual discrete time autoregressive fractionally integrated moving-average filter is made and illustrations are provided. Then, two methods of estimation of the parameters of such a model from a discrete sample are studied, both theoretically and empirically, with Monte Carlo experiments.     

REVERSED RESIDUALS IN AUTOREGRESSIVE TIME SERIES ANALYSIS

Abstract. Both linear and non-linear time series can have directional features which can be used to enhance the modelling and investigation of linear or non-linear autoregressive statistical models. For this purpose, reversed p th-order residuals are introduced. Cross-correlations of residuals and squared reversed residuals allow extensions of current model identification ideas. Quadratic types of partial autocorrelation functions are introduced to assess dependence associated with non-linear models which nevertheless have linear autoregressive correlation structures. The use of these residuals and their cross-correlation functions is exemplified empirically on some deseasonalized river flow data for which a first-order autoregressive model is a satisfactory second-order fit. Parallel theoretical computations are undertaken for the non-linear first-order random coefficient autoregressive model and comparisons are made. While the data are shown to be strongly non-linear, their correlational signatures are found to be convincingly different from those of a first-order autoregressive model with random coefficients.     

Polymer/surfactant interaction—Its relevance to detergent systems

The field of polymer/surfactant interaction is reviewed in this work. Results from two investigative methods,viz., dialysis and surface tension, are discussed, illustrating the main behavioral patterns and outlining the principles of the interactions. Next, aspects of the interaction phenomena that appear to have relevance to detergent formulation are presented. These include solution rheology, solubility control and surface conditioning. Lastly, the importance of surface activity of the polymer itself is stressed, culminating in a discussion of the properties of hydrophobically modified water-soluble polymers (“polymeric surfactants”), both alone and in the presence of conventional surfactants. Based on the Samuel Rosen Memorial Award lecture, given at the AOCS Annual Meeting, Anaheim, CA, April 1993.     

开关电源加速贮存寿命方法研究

开关电源具有体积小、重量轻、效率高等诸多优点,凭借其自身的诸多优势,开关电源已经广泛应用于航空航天、通信、以及电子类。由于应用领域的广泛性,开关电源的可靠性引起了人们的重视。论文以阿伦尼斯(Arrhenius)模型为基础,设计了一整套针对开关电源的可靠性评价和寿命预计的试验方案。该方案对试验器件施加温度应力,加速器件的失效过程,并通过一定的加速模型和统计分析方法,外推出正常工作条件下产品的寿命特征。     

Using anatomical knowledge expressed as fuzzy constraints to segment the heart in CT images

Segmenting the heart in medical images is a challenging and important task for many applications. In particular, segmenting the heart in CT images is very useful for cardiology and oncological applications such as radiotherapy. Although the majority of methods in the literature are designed for ventricle segmentation, there is a real interest in segmenting the heart as a whole in this modality. In this paper, we address this problem and propose an automatic and robust method, based on anatomical knowledge about the heart, in particular its position with respect to the lungs. This knowledge is represented in a fuzzy formalism and it is used both to define a region of interest and to drive the evolution of a deformable model in order to segment the heart inside this region. The proposed method has been applied on non-contrast CT images and the obtained results have been compared to manual segmentations of the heart, showing the good accuracy and high robustness of our approach.     

Robust Kalman filtering for uncertain discrete-time systems with probabilistic parameters bounded within a polytope

We consider the problem of finite horizon discrete-time Kalman filtering for systems with parametric uncertainties. Specifically, we consider unknown but deterministic uncertainties where the uncertain parameters are assumed to lie in a convex polyhedron with uniform probability density. The condition and a procedure for the construction of a suboptimal filter that minimizes an expected error covariance over-bound are derived.     

A general topology-based framework for adaptive insertion of cohesive elements in finite element meshes

Large-scale simulation of separation phenomena in solids such as fracture, branching, and fragmentation requires a scalable data structure representation of the evolving model. Modeling of such phenomena can be successfully accomplished by means of cohesive models of fracture, which are versatile and effective tools for computational analysis. A common approach to insert cohesive elements in finite element meshes consists of adding discrete special interfaces (cohesive elements) between bulk elements. The insertion of cohesive elements along bulk element interfaces for fragmentation simulation imposes changes in the topology of the mesh. This paper presents a unified topology-based framework for supporting adaptive fragmentation simulations, being able to handle two- and three-dimensional models, with finite elements of any order. We represent the finite element model using a compact and “complete” topological data structure, which is capable of retrieving all adjacency relationships needed for the simulation. Moreover, we introduce a new topology-based algorithm that systematically classifies fractured facets (i.e., facets along which fracture has occurred). The algorithm follows a set of procedures that consistently perform all the topological changes needed to update the model. The proposed topology-based framework is general and ensures that the model representation remains always valid during fragmentation, even when very complex crack patterns are involved. The framework correctness and efficiency are illustrated by arbitrary insertion of cohesive elements in various finite element meshes of self-similar geometries, including both two- and three-dimensional models. These computational tests clearly show linear scaling in time, which is a key feature of the present data-structure representation. The effectiveness of the proposed approach is also demonstrated by dynamic fracture analysis through finite element simulations of actual engineering problems.

Monte Carlo and variance reduction methods for structural reliability analysis: A comprehensive review

Monte Carlo methods have attracted constant and even increasing attention in structural reliability analysis with a wide variety of developments seamlessly presented over decades. Along the way, a number of specialized reviews and benchmark studies have been provided from time to time, aiming at summarizing and comparing selected few approaches in detail, mainly from an implementation point of view. In contrast, the aim of the present survey is to play a comprehensive role as a methodological guidebook on Monte Carlo simulation and its related, especially variance reduction, techniques through a covering of 444 references in the relevant literature. To achieve this goal, we present an extensive review of formulations and techniques along with insightful summaries of developments of existing numerical methods, ranging from the general formulation, sub-categories and variants, to their combined uses with other simulation techniques and surrogate models, as well as the key advantages and assumptions.     

电力有源滤波器控制器的研究与仿真分析

建立了包括有源电力滤波器（ＡＰＦ）在内的公共连接点（ＰＣＣ）的数学模型;针对实际控制器计算过程中的时间延迟,提出对负载电流值进行预测的两种算法,对逆变器的开关元件提出一种新型脉宽调制（ＰＷＭ）控制方案,并采用电力电子仿真软件包进行了仿真验证。     

An improved method for voice pathology detection by means of a HMM-based feature space transformation

This paper presents new a feature transformation technique applied to improve the screening accuracy for the automatic detection of pathological voices. The statistical transformation is based on Hidden Markov Models, obtaining a transformation and classification stage simultaneously and adjusting the parameters of the model with a criterion that minimizes the classification error. The original feature vectors are built up using classic short-term noise parameters and mel-frequency cepstral coefficients. With respect to conventional approaches found in the literature of automatic detection of pathological voices, the proposed feature space transformation technique demonstrates a significant improvement of the performance with no addition of new features to the original input space. In view of the results, it is expected that this technique could provide good results in other areas such as speaker verification and/or identification.