Search results for: stationary Gaussian processes
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5936

Search results for: stationary Gaussian processes

5906 ML-Based Blind Frequency Offset Estimation Schemes for OFDM Systems in Non-Gaussian Noise Environments

Authors: Keunhong Chae, Seokho Yoon

Abstract:

This paper proposes frequency offset (FO) estimation schemes robust to the non-Gaussian noise for orthogonal frequency division multiplexing (OFDM) systems. A maximum-likelihood (ML) scheme and a low-complexity estimation scheme are proposed by applying the probability density function of the cyclic prefix of OFDM symbols to the ML criterion. From simulation results, it is confirmed that the proposed schemes offer a significant FO estimation performance improvement over the conventional estimation scheme in non-Gaussian noise environments.

Keywords: frequency offset, cyclic prefix, maximum-likelihood, non-Gaussian noise, OFDM

Procedia PDF Downloads 447
5905 Sustainable Traffic Flow: The Case Study of Un-Signalized Pedestrian Crossing at Stationary Bottleneck and Its Impact on Traffic Flow

Authors: Imran Badshah

Abstract:

This paper study the impact of Un-signalized pedestrian on traffic flow at Stationary Bottleneck. The Highway Capacity Manual (HCM) analyze the methodology of level of service for Urban street segment but it does not include the impact of un-signalized pedestrian crossing at stationary bottleneck. The un-signalized pedestrian crossing in urban road segment causes conflict between vehicles and pedestrians. As a result, the average time taken by vehicle to travel along a road segment increased. The speed of vehicle and the level of service decreases as the running time of a segment increased. To analyze the delay, we need to determine the pedestrian speed while crossing the road at a stationary bottleneck. The objective of this research is to determine the speed of pedestrian and its impact on traffic flow at stationary bottleneck. In addition, the result of this study should be incorporated in the Urban Street Analysis Chapter of HCM.

Keywords: stationary bottleneck, traffic flow, pedestrian speed, HCM

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5904 Generative AI: A Comparison of Conditional Tabular Generative Adversarial Networks and Conditional Tabular Generative Adversarial Networks with Gaussian Copula in Generating Synthetic Data with Synthetic Data Vault

Authors: Lakshmi Prayaga, Chandra Prayaga. Aaron Wade, Gopi Shankar Mallu, Harsha Satya Pola

Abstract:

Synthetic data generated by Generative Adversarial Networks and Autoencoders is becoming more common to combat the problem of insufficient data for research purposes. However, generating synthetic data is a tedious task requiring extensive mathematical and programming background. Open-source platforms such as the Synthetic Data Vault (SDV) and Mostly AI have offered a platform that is user-friendly and accessible to non-technical professionals to generate synthetic data to augment existing data for further analysis. The SDV also provides for additions to the generic GAN, such as the Gaussian copula. We present the results from two synthetic data sets (CTGAN data and CTGAN with Gaussian Copula) generated by the SDV and report the findings. The results indicate that the ROC and AUC curves for the data generated by adding the layer of Gaussian copula are much higher than the data generated by the CTGAN.

Keywords: synthetic data generation, generative adversarial networks, conditional tabular GAN, Gaussian copula

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5903 Curve Designing Using an Approximating 4-Point C^2 Ternary Non-Stationary Subdivision Scheme

Authors: Muhammad Younis

Abstract:

A ternary 4-point approximating non-stationary subdivision scheme has been introduced that generates the family of $C^2$ limiting curves. The theory of asymptotic equivalence is being used to analyze the convergence and smoothness of the scheme. The comparison of the proposed scheme has been demonstrated using different examples with the existing 4-point ternary approximating schemes, which shows that the limit curves of the proposed scheme behave more pleasantly and can generate conic sections as well.

Keywords: ternary, non-stationary, approximation subdivision scheme, convergence and smoothness

Procedia PDF Downloads 448
5902 Physically Informed Kernels for Wave Loading Prediction

Authors: Daniel James Pitchforth, Timothy James Rogers, Ulf Tyge Tygesen, Elizabeth Jane Cross

Abstract:

Wave loading is a primary cause of fatigue within offshore structures and its quantification presents a challenging and important subtask within the SHM framework. The accurate representation of physics in such environments is difficult, however, driving the development of data-driven techniques in recent years. Within many industrial applications, empirical laws remain the preferred method of wave loading prediction due to their low computational cost and ease of implementation. This paper aims to develop an approach that combines data-driven Gaussian process models with physical empirical solutions for wave loading, including Morison’s Equation. The aim here is to incorporate physics directly into the covariance function (kernel) of the Gaussian process, enforcing derived behaviors whilst still allowing enough flexibility to account for phenomena such as vortex shedding, which may not be represented within the empirical laws. The combined approach has a number of advantages, including improved performance over either component used independently and interpretable hyperparameters.

Keywords: offshore structures, Gaussian processes, Physics informed machine learning, Kernel design

Procedia PDF Downloads 155
5901 Virtual Assessment of Measurement Error in the Fractional Flow Reserve

Authors: Keltoum Chahour, Mickael Binois

Abstract:

Due to a lack of standardization during the invasive fractional flow reserve (FFR) procedure, the index is subject to many sources of uncertainties. In this paper, we investigate -through simulation- the effect of the (FFR) device position and configuration on the obtained value of the (FFR) fraction. For this purpose, we use computational fluid dynamics (CFD) in a 3D domain corresponding to a diseased arterial portion. The (FFR) pressure captor is introduced inside it with a given length and coefficient of bending to capture the (FFR) value. To get over the computational limitations, basically, the time of the simulation is about 2h 15min for one (FFR) value; we generate a Gaussian Process (GP) model for (FFR) prediction. The (GP) model indicates good accuracy and demonstrates the effective error in the measurement created by the random configuration of the pressure captor.

Keywords: fractional flow reserve, Gaussian processes, computational fluid dynamics, drift

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5900 Entropy-Based Multichannel Stationary Measure for Characterization of Non-Stationary Patterns

Authors: J. D. Martínez-Vargas, C. Castro-Hoyos, G. Castellanos-Dominguez

Abstract:

In this work, we propose a novel approach for measuring the stationarity level of a multichannel time-series. This measure is based on a stationarity definition over time-varying spectrum, and it is aimed to quantify the relation between local stationarity (single-channel) and global dynamic behavior (multichannel dynamics). To assess the proposed approach validity, we use a well known EEG-BCI database, that was constructed for separate between motor/imagery tasks. Thus, based on the statement that imagination of movements implies an increase on the EEG dynamics, we use as discriminant features the proposed measure computed over an estimation of the non-stationary components of input time-series. As measure of separability we use a t-student test, and the obtained results evidence that such measure is able to accurately detect the brain areas projected on the scalp where motor tasks are realized.

Keywords: stationary measure, entropy, sub-space projection, multichannel dynamics

Procedia PDF Downloads 368
5899 Machine Learning Analysis of Student Success in Introductory Calculus Based Physics I Course

Authors: Chandra Prayaga, Aaron Wade, Lakshmi Prayaga, Gopi Shankar Mallu

Abstract:

This paper presents the use of machine learning algorithms to predict the success of students in an introductory physics course. Data having 140 rows pertaining to the performance of two batches of students was used. The lack of sufficient data to train robust machine learning models was compensated for by generating synthetic data similar to the real data. CTGAN and CTGAN with Gaussian Copula (Gaussian) were used to generate synthetic data, with the real data as input. To check the similarity between the real data and each synthetic dataset, pair plots were made. The synthetic data was used to train machine learning models using the PyCaret package. For the CTGAN data, the Ada Boost Classifier (ADA) was found to be the ML model with the best fit, whereas the CTGAN with Gaussian Copula yielded Logistic Regression (LR) as the best model. Both models were then tested for accuracy with the real data. ROC-AUC analysis was performed for all the ten classes of the target variable (Grades A, A-, B+, B, B-, C+, C, C-, D, F). The ADA model with CTGAN data showed a mean AUC score of 0.4377, but the LR model with the Gaussian data showed a mean AUC score of 0.6149. ROC-AUC plots were obtained for each Grade value separately. The LR model with Gaussian data showed consistently better AUC scores compared to the ADA model with CTGAN data, except in two cases of the Grade value, C- and A-.

Keywords: machine learning, student success, physics course, grades, synthetic data, CTGAN, gaussian copula CTGAN

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5898 Digital Recording System Identification Based on Audio File

Authors: Michel Kulhandjian, Dimitris A. Pados

Abstract:

The objective of this work is to develop a theoretical framework for reliable digital recording system identification from digital audio files alone, for forensic purposes. A digital recording system consists of a microphone and a digital sound processing card. We view the cascade as a system of unknown transfer function. We expect same manufacturer and model microphone-sound card combinations to have very similar/near identical transfer functions, bar any unique manufacturing defect. Input voice (or other) signals are modeled as non-stationary processes. The technical problem under consideration becomes blind deconvolution with non-stationary inputs as it manifests itself in the specific application of digital audio recording equipment classification.

Keywords: blind system identification, audio fingerprinting, blind deconvolution, blind dereverberation

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5897 Unsupervised Reciter Recognition Using Gaussian Mixture Models

Authors: Ahmad Alwosheel, Ahmed Alqaraawi

Abstract:

This work proposes an unsupervised text-independent probabilistic approach to recognize Quran reciter voice. It is an accurate approach that works on real time applications. This approach does not require a prior information about reciter models. It has two phases, where in the training phase the reciters' acoustical features are modeled using Gaussian Mixture Models, while in the testing phase, unlabeled reciter's acoustical features are examined among GMM models. Using this approach, a high accuracy results are achieved with efficient computation time process.

Keywords: Quran, speaker recognition, reciter recognition, Gaussian Mixture Model

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5896 Second Harmonic Generation of Higher-Order Gaussian Laser Beam in Density Rippled Plasma

Authors: Jyoti Wadhwa, Arvinder Singh

Abstract:

This work presents the theoretical investigation of an enhanced second-harmonic generation of higher-order Gaussian laser beam in plasma having a density ramp. The mechanism responsible for the self-focusing of a laser beam in plasma is considered to be the relativistic mass variation of plasma electrons under the effect of a highly intense laser beam. Using the moment theory approach and considering the Wentzel-Kramers-Brillouin approximation for the non-linear Schrodinger wave equation, the differential equation is derived, which governs the spot size of the higher-order Gaussian laser beam in plasma. The nonlinearity induced by the laser beam creates the density gradient in the background plasma electrons, which is responsible for the excitation of the electron plasma wave. The large amplitude electron plasma wave interacts with the fundamental beam, which further produces the coherent radiations with double the frequency of the incident beam. The analysis shows the important role of the different modes of higher-order Gaussian laser beam and density ramp on the efficiency of generated harmonics.

Keywords: density rippled plasma, higher order Gaussian laser beam, moment theory approach, second harmonic generation.

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5895 Stimulated Raman Scattering of Ultra Intense Hollow Gaussian Beam

Authors: Prerana Sharma

Abstract:

Effect of relativistic nonlinearity on stimulated Raman scattering of the propagating laser beam carrying null intensity in center (hollow Gaussian beam) by excited plasma wave are studied in a collisionless plasma. The construction of the equations is done employing the fluid theory which is developed with partial differential equation and Maxwell’s equations. The analysis is done using eikonal method. The phenonmenon of Stimulated Raman scattering is shown along with the excitation of seed plasma wave. The power of plasma wave and back reflectivity is observed for higher order of hollow Gaussian beam. Back reflectivity is studied numerically for various orders of HGLB with different value of plasma density, laser power and beam radius. Numerical analysis shows that these parameters play vital role on reflectivity characteristics.

Keywords: Hollow Gaussian beam, relativistic nonlinearity, plasma physics, Raman scattering

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5894 Solving Single Machine Total Weighted Tardiness Problem Using Gaussian Process Regression

Authors: Wanatchapong Kongkaew

Abstract:

This paper proposes an application of probabilistic technique, namely Gaussian process regression, for estimating an optimal sequence of the single machine with total weighted tardiness (SMTWT) scheduling problem. In this work, the Gaussian process regression (GPR) model is utilized to predict an optimal sequence of the SMTWT problem, and its solution is improved by using an iterated local search based on simulated annealing scheme, called GPRISA algorithm. The results show that the proposed GPRISA method achieves a very good performance and a reasonable trade-off between solution quality and time consumption. Moreover, in the comparison of deviation from the best-known solution, the proposed mechanism noticeably outperforms the recently existing approaches.

Keywords: Gaussian process regression, iterated local search, simulated annealing, single machine total weighted tardiness

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5893 Unmanned Aerial Vehicle Landing Based on Ultra-Wideband Localization System and Optimal Strategy for Searching Optimal Landing Point

Authors: Meng Wu

Abstract:

Unmanned aerial vehicle (UAV) landing technology is a common task that is required to be fulfilled by fly robots. In this paper, the crazyflie2.0 is located by ultra-wideband (UWB) localization system that contains 4 UWB anchors. Another UWB anchor is introduced and installed on a stationary platform. One cost function is designed to find the minimum distance between crazyflie2.0 and the anchor installed on the stationary platform. The coordinates of the anchor are unknown in advance, and the goal of the cost function is to define the location of the anchor, which can be considered as an optimal landing point. When the cost function reaches the minimum value, the corresponding coordinates of the UWB anchor fixed on the stationary platform can be calculated and defined as the landing point. The simulation shows the effectiveness of the method in this paper.

Keywords: UAV landing, UWB localization system, UWB anchor, cost function, stationary platform

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5892 Facial Expression Recognition Using Sparse Gaussian Conditional Random Field

Authors: Mohammadamin Abbasnejad

Abstract:

The analysis of expression and facial Action Units (AUs) detection are very important tasks in fields of computer vision and Human Computer Interaction (HCI) due to the wide range of applications in human life. Many works have been done during the past few years which has their own advantages and disadvantages. In this work, we present a new model based on Gaussian Conditional Random Field. We solve our objective problem using ADMM and we show how well the proposed model works. We train and test our work on two facial expression datasets, CK+, and RU-FACS. Experimental evaluation shows that our proposed approach outperform state of the art expression recognition.

Keywords: Gaussian Conditional Random Field, ADMM, convergence, gradient descent

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5891 Novel Inference Algorithm for Gaussian Process Classification Model with Multiclass and Its Application to Human Action Classification

Authors: Wanhyun Cho, Soonja Kang, Sangkyoon Kim, Soonyoung Park

Abstract:

In this paper, we propose a novel inference algorithm for the multi-class Gaussian process classification model that can be used in the field of human behavior recognition. This algorithm can drive simultaneously both a posterior distribution of a latent function and estimators of hyper-parameters in a Gaussian process classification model with multi-class. Our algorithm is based on the Laplace approximation (LA) technique and variational EM framework. This is performed in two steps: called expectation and maximization steps. First, in the expectation step, using the Bayesian formula and LA technique, we derive approximately the posterior distribution of the latent function indicating the possibility that each observation belongs to a certain class in the Gaussian process classification model. Second, in the maximization step, using a derived posterior distribution of latent function, we compute the maximum likelihood estimator for hyper-parameters of a covariance matrix necessary to define prior distribution for latent function. These two steps iteratively repeat until a convergence condition satisfies. Moreover, we apply the proposed algorithm with human action classification problem using a public database, namely, the KTH human action data set. Experimental results reveal that the proposed algorithm shows good performance on this data set.

Keywords: bayesian rule, gaussian process classification model with multiclass, gaussian process prior, human action classification, laplace approximation, variational EM algorithm

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5890 Fast Bayesian Inference of Multivariate Block-Nearest Neighbor Gaussian Process (NNGP) Models for Large Data

Authors: Carlos Gonzales, Zaida Quiroz, Marcos Prates

Abstract:

Several spatial variables collected at the same location that share a common spatial distribution can be modeled simultaneously through a multivariate geostatistical model that takes into account the correlation between these variables and the spatial autocorrelation. The main goal of this model is to perform spatial prediction of these variables in the region of study. Here we focus on a geostatistical multivariate formulation that relies on sharing common spatial random effect terms. In particular, the first response variable can be modeled by a mean that incorporates a shared random spatial effect, while the other response variables depend on this shared spatial term, in addition to specific random spatial effects. Each spatial random effect is defined through a Gaussian process with a valid covariance function, but in order to improve the computational efficiency when the data are large, each Gaussian process is approximated to a Gaussian random Markov field (GRMF), specifically to the block nearest neighbor Gaussian process (Block-NNGP). This approach involves dividing the spatial domain into several dependent blocks under certain constraints, where the cross blocks allow capturing the spatial dependence on a large scale, while each individual block captures the spatial dependence on a smaller scale. The multivariate geostatistical model belongs to the class of Latent Gaussian Models; thus, to achieve fast Bayesian inference, it is used the integrated nested Laplace approximation (INLA) method. The good performance of the proposed model is shown through simulations and applications for massive data.

Keywords: Block-NNGP, geostatistics, gaussian process, GRMF, INLA, multivariate models.

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5889 A Comparative Asessment of Some Algorithms for Modeling and Forecasting Horizontal Displacement of Ialy Dam, Vietnam

Authors: Kien-Trinh Thi Bui, Cuong Manh Nguyen

Abstract:

In order to simulate and reproduce the operational characteristics of a dam visually, it is necessary to capture the displacement at different measurement points and analyze the observed movement data promptly to forecast the dam safety. The accuracy of forecasts is further improved by applying machine learning methods to data analysis progress. In this study, the horizontal displacement monitoring data of the Ialy hydroelectric dam was applied to machine learning algorithms: Gaussian processes, multi-layer perceptron neural networks, and the M5-rules algorithm for modelling and forecasting of horizontal displacement of the Ialy hydropower dam (Vietnam), respectively, for analysing. The database which used in this research was built by collecting time series of data from 2006 to 2021 and divided into two parts: training dataset and validating dataset. The final results show all three algorithms have high performance for both training and model validation, but the MLPs is the best model. The usability of them are further investigated by comparison with a benchmark models created by multi-linear regression. The result show the performance which obtained from all the GP model, the MLPs model and the M5-Rules model are much better, therefore these three models should be used to analyze and predict the horizontal displacement of the dam.

Keywords: Gaussian processes, horizontal displacement, hydropower dam, Ialy dam, M5-Rules, multi-layer perception neural networks

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5888 Robustness Conditions for the Establishment of Stationary Patterns of Drosophila Segmentation Gene Expression

Authors: Ekaterina M. Myasnikova, Andrey A. Makashov, Alexander V. Spirov

Abstract:

First manifestation of a segmentation pattern in the early Drosophila development is the formation of expression domains (along with the main embryo axis) of genes belonging to the trunk gene class. Highly variable expression of genes from gap family in early Drosophila embryo is strongly reduced by the start of gastrulation due to the gene cross-regulation. The dynamics of gene expression is described by a gene circuit model for a system of four gap genes. It is shown that for the formation of a steep and stationary border by the model it is necessary that there existed a nucleus (modeling point) in which the gene expression level is constant in time and hence is described by a stationary equation. All the rest genes expressed in this nucleus are in a dynamic equilibrium. The mechanism of border formation associated with the existence of a stationary nucleus is also confirmed by the experiment. An important advantage of this approach is that properties of the system in a stationary nucleus are described by algebraic equations and can be easily handled analytically. Thus we explicitly characterize the cross-regulation properties necessary for the robustness and formulate the conditions providing this effect through the properties of the initial input data. It is shown that our formally derived conditions are satisfied for the previously published model solutions.

Keywords: drosophila, gap genes, reaction-diffusion model, robustness

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5887 Multinomial Dirichlet Gaussian Process Model for Classification of Multidimensional Data

Authors: Wanhyun Cho, Soonja Kang, Sanggoon Kim, Soonyoung Park

Abstract:

We present probabilistic multinomial Dirichlet classification model for multidimensional data and Gaussian process priors. Here, we have considered an efficient computational method that can be used to obtain the approximate posteriors for latent variables and parameters needed to define the multiclass Gaussian process classification model. We first investigated the process of inducing a posterior distribution for various parameters and latent function by using the variational Bayesian approximations and important sampling method, and next we derived a predictive distribution of latent function needed to classify new samples. The proposed model is applied to classify the synthetic multivariate dataset in order to verify the performance of our model. Experiment result shows that our model is more accurate than the other approximation methods.

Keywords: multinomial dirichlet classification model, Gaussian process priors, variational Bayesian approximation, importance sampling, approximate posterior distribution, marginal likelihood evidence

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5886 Extreme Temperature Forecast in Mbonge, Cameroon Through Return Level Analysis of the Generalized Extreme Value (GEV) Distribution

Authors: Nkongho Ayuketang Arreyndip, Ebobenow Joseph

Abstract:

In this paper, temperature extremes are forecast by employing the block maxima method of the generalized extreme value (GEV) distribution to analyse temperature data from the Cameroon Development Corporation (CDC). By considering two sets of data (raw data and simulated data) and two (stationary and non-stationary) models of the GEV distribution, return levels analysis is carried out and it was found that in the stationary model, the return values are constant over time with the raw data, while in the simulated data the return values show an increasing trend with an upper bound. In the non-stationary model, the return levels of both the raw data and simulated data show an increasing trend with an upper bound. This clearly shows that although temperatures in the tropics show a sign of increase in the future, there is a maximum temperature at which there is no exceedance. The results of this paper are very vital in agricultural and environmental research.

Keywords: forecasting, generalized extreme value (GEV), meteorology, return level

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5885 Multiscale Modelization of Multilayered Bi-Dimensional Soils

Authors: I. Hosni, L. Bennaceur Farah, N. Saber, R Bennaceur

Abstract:

Soil moisture content is a key variable in many environmental sciences. Even though it represents a small proportion of the liquid freshwater on Earth, it modulates interactions between the land surface and the atmosphere, thereby influencing climate and weather. Accurate modeling of the above processes depends on the ability to provide a proper spatial characterization of soil moisture. The measurement of soil moisture content allows assessment of soil water resources in the field of hydrology and agronomy. The second parameter in interaction with the radar signal is the geometric structure of the soil. Most traditional electromagnetic models consider natural surfaces as single scale zero mean stationary Gaussian random processes. Roughness behavior is characterized by statistical parameters like the Root Mean Square (RMS) height and the correlation length. Then, the main problem is that the agreement between experimental measurements and theoretical values is usually poor due to the large variability of the correlation function, and as a consequence, backscattering models have often failed to predict correctly backscattering. In this study, surfaces are considered as band-limited fractal random processes corresponding to a superposition of a finite number of one-dimensional Gaussian process each one having a spatial scale. Multiscale roughness is characterized by two parameters, the first one is proportional to the RMS height, and the other one is related to the fractal dimension. Soil moisture is related to the complex dielectric constant. This multiscale description has been adapted to two-dimensional profiles using the bi-dimensional wavelet transform and the Mallat algorithm to describe more correctly natural surfaces. We characterize the soil surfaces and sub-surfaces by a three layers geo-electrical model. The upper layer is described by its dielectric constant, thickness, a multiscale bi-dimensional surface roughness model by using the wavelet transform and the Mallat algorithm, and volume scattering parameters. The lower layer is divided into three fictive layers separated by an assumed plane interface. These three layers were modeled by an effective medium characterized by an apparent effective dielectric constant taking into account the presence of air pockets in the soil. We have adopted the 2D multiscale three layers small perturbations model including, firstly air pockets in the soil sub-structure, and then a vegetable canopy in the soil surface structure, that is to simulate the radar backscattering. A sensitivity analysis of backscattering coefficient dependence on multiscale roughness and new soil moisture has been performed. Later, we proposed to change the dielectric constant of the multilayer medium because it takes into account the different moisture values of each layer in the soil. A sensitivity analysis of the backscattering coefficient, including the air pockets in the volume structure with respect to the multiscale roughness parameters and the apparent dielectric constant, was carried out. Finally, we proposed to study the behavior of the backscattering coefficient of the radar on a soil having a vegetable layer in its surface structure.

Keywords: multiscale, bidimensional, wavelets, backscattering, multilayer, SPM, air pockets

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5884 Lee-Carter Mortality Forecasting Method with Dynamic Normal Inverse Gaussian Mortality Index

Authors: Funda Kul, İsmail Gür

Abstract:

Pension scheme providers have to price mortality risk by accurate mortality forecasting method. There are many mortality-forecasting methods constructed and used in literature. The Lee-Carter model is the first model to consider stochastic improvement trends in life expectancy. It is still precisely used. Mortality forecasting is done by mortality index in the Lee-Carter model. It is assumed that mortality index fits ARIMA time series model. In this paper, we propose and use dynamic normal inverse gaussian distribution to modeling mortality indes in the Lee-Carter model. Using population mortality data for Italy, France, and Turkey, the model is forecasting capability is investigated, and a comparative analysis with other models is ensured by some well-known benchmarking criterions.

Keywords: mortality, forecasting, lee-carter model, normal inverse gaussian distribution

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5883 Analysis of Nonlinear Dynamic Systems Excited by Combined Colored and White Noise Excitations

Authors: Siu-Siu Guo, Qingxuan Shi

Abstract:

In this paper, single-degree-of-freedom (SDOF) systems to white noise and colored noise excitations are investigated. By expressing colored noise excitation as a second-order filtered white noise process and introducing colored noise as an additional state variable, the equation of motion for SDOF system under colored noise is then transferred artificially to multi-degree-of-freedom (MDOF) system under white noise excitations. As a consequence, corresponding Fokker-Planck-Kolmogorov (FPK) equation governing the joint probabilistic density function (PDF) of state variables increases to 4-dimension (4-D). Solution procedure and computer programme become much more sophisticated. The exponential-polynomial closure (EPC) method, widely applied for cases of SDOF systems under white noise excitations, is developed and improved for cases of systems under colored noise excitations and for solving the complex 4-D FPK equation. On the other hand, Monte Carlo simulation (MCS) method is performed to test the approximate EPC solutions. Two examples associated with Gaussian and non-Gaussian colored noise excitations are considered. Corresponding band-limited power spectral densities (PSDs) for colored noise excitations are separately given. Numerical studies show that the developed EPC method provides relatively accurate estimates of the stationary probabilistic solutions. Moreover, statistical parameter of mean-up crossing rate (MCR) is taken into account, which is important for reliability and failure analysis.

Keywords: filtered noise, narrow-banded noise, nonlinear dynamic, random vibration

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5882 Facility Anomaly Detection with Gaussian Mixture Model

Authors: Sunghoon Park, Hank Kim, Jinwon An, Sungzoon Cho

Abstract:

Internet of Things allows one to collect data from facilities which are then used to monitor them and even predict malfunctions in advance. Conventional quality control methods focus on setting a normal range on a sensor value defined between a lower control limit and an upper control limit, and declaring as an anomaly anything falling outside it. However, interactions among sensor values are ignored, thus leading to suboptimal performance. We propose a multivariate approach which takes into account many sensor values at the same time. In particular Gaussian Mixture Model is used which is trained to maximize likelihood value using Expectation-Maximization algorithm. The number of Gaussian component distributions is determined by Bayesian Information Criterion. The negative Log likelihood value is used as an anomaly score. The actual usage scenario goes like a following. For each instance of sensor values from a facility, an anomaly score is computed. If it is larger than a threshold, an alarm will go off and a human expert intervenes and checks the system. A real world data from Building energy system was used to test the model.

Keywords: facility anomaly detection, gaussian mixture model, anomaly score, expectation maximization algorithm

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5881 Optimal Dynamic Regime for CO Oxidation Reaction Discovered by Policy-Gradient Reinforcement Learning Algorithm

Authors: Lifar M. S., Tereshchenko A. A., Bulgakov A. N., Guda S. A., Guda A. A., Soldatov A. V.

Abstract:

Metal nanoparticles are widely used as heterogeneous catalysts to activate adsorbed molecules and reduce the energy barrier of the reaction. Reaction product yield depends on the interplay between elementary processes - adsorption, activation, reaction, and desorption. These processes, in turn, depend on the inlet feed concentrations, temperature, and pressure. At stationary conditions, the active surface sites may be poisoned by reaction byproducts or blocked by thermodynamically adsorbed gaseous reagents. Thus, the yield of reaction products can significantly drop. On the contrary, the dynamic control accounts for the changes in the surface properties and adjusts reaction parameters accordingly. Therefore dynamic control may be more efficient than stationary control. In this work, a reinforcement learning algorithm has been applied to control the simulation of CO oxidation on a catalyst. The policy gradient algorithm is learned to maximize the CO₂ production rate based on the CO and O₂ flows at a given time step. Nonstationary solutions were found for the regime with surface deactivation. The maximal product yield was achieved for periodic variations of the gas flows, ensuring a balance between available adsorption sites and the concentration of activated intermediates. This methodology opens a perspective for the optimization of catalytic reactions under nonstationary conditions.

Keywords: artificial intelligence, catalyst, co oxidation, reinforcement learning, dynamic control

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5880 Additive White Gaussian Noise Filtering from ECG by Wiener Filter and Median Filter: A Comparative Study

Authors: Hossein Javidnia, Salehe Taheri

Abstract:

The Electrocardiogram (ECG) is the recording of the heart’s electrical potential versus time. ECG signals are often contaminated with noise such as baseline wander and muscle noise. As these signals have been widely used in clinical studies to detect heart diseases, it is essential to filter these noises. In this paper we compare performance of Wiener Filtering and Median Filtering methods to filter Additive White Gaussian (AWG) noise with the determined signal to noise ratio (SNR) ranging from 3 to 5 dB applied to long-term ECG recordings samples. Root mean square error (RMSE) and coefficient of determination (R2) between the filtered ECG and original ECG was used as the filter performance indicator. Experimental results show that Wiener filter has better noise filtering performance than Median filter.

Keywords: ECG noise filtering, Wiener filtering, median filtering, Gaussian noise, filtering performance

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5879 Satellite LiDAR-Based Digital Terrain Model Correction using Gaussian Process Regression

Authors: Keisuke Takahata, Hiroshi Suetsugu

Abstract:

Forest height is an important parameter for forest biomass estimation, and precise elevation data is essential for accurate forest height estimation. There are several globally or nationally available digital elevation models (DEMs) like SRTM and ASTER. However, its accuracy is reported to be low particularly in mountainous areas where there are closed canopy or steep slope. Recently, space-borne LiDAR, such as the Global Ecosystem Dynamics Investigation (GEDI), have started to provide sparse but accurate ground elevation and canopy height estimates. Several studies have reported the high degree of accuracy in their elevation products on their exact footprints, while it is not clear how this sparse information can be used for wider area. In this study, we developed a digital terrain model correction algorithm by spatially interpolating the difference between existing DEMs and GEDI elevation products by using Gaussian Process (GP) regression model. The result shows that our GP-based methodology can reduce the mean bias of the elevation data from 3.7m to 0.3m when we use airborne LiDAR-derived elevation information as ground truth. Our algorithm is also capable of quantifying the elevation data uncertainty, which is critical requirement for biomass inventory. Upcoming satellite-LiDAR missions, like MOLI (Multi-footprint Observation Lidar and Imager), are expected to contribute to the more accurate digital terrain model generation.

Keywords: digital terrain model, satellite LiDAR, gaussian processes, uncertainty quantification

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5878 Effect Analysis of an Improved Adaptive Speech Noise Reduction Algorithm in Online Communication Scenarios

Authors: Xingxing Peng

Abstract:

With the development of society, there are more and more online communication scenarios such as teleconference and online education. In the process of conference communication, the quality of voice communication is a very important part, and noise may cause the communication effect of participants to be greatly reduced. Therefore, voice noise reduction has an important impact on scenarios such as voice calls. This research focuses on the key technologies of the sound transmission process. The purpose is to maintain the audio quality to the maximum so that the listener can hear clearer and smoother sound. Firstly, to solve the problem that the traditional speech enhancement algorithm is not ideal when dealing with non-stationary noise, an adaptive speech noise reduction algorithm is studied in this paper. Traditional noise estimation methods are mainly used to deal with stationary noise. In this chapter, we study the spectral characteristics of different noise types, especially the characteristics of non-stationary Burst noise, and design a noise estimator module to deal with non-stationary noise. Noise features are extracted from non-speech segments, and the noise estimation module is adjusted in real time according to different noise characteristics. This adaptive algorithm can enhance speech according to different noise characteristics, improve the performance of traditional algorithms to deal with non-stationary noise, so as to achieve better enhancement effect. The experimental results show that the algorithm proposed in this chapter is effective and can better adapt to different types of noise, so as to obtain better speech enhancement effect.

Keywords: speech noise reduction, speech enhancement, self-adaptation, Wiener filter algorithm

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5877 The Non-Stationary BINARMA(1,1) Process with Poisson Innovations: An Application on Accident Data

Authors: Y. Sunecher, N. Mamode Khan, V. Jowaheer

Abstract:

This paper considers the modelling of a non-stationary bivariate integer-valued autoregressive moving average of order one (BINARMA(1,1)) with correlated Poisson innovations. The BINARMA(1,1) model is specified using the binomial thinning operator and by assuming that the cross-correlation between the two series is induced by the innovation terms only. Based on these assumptions, the non-stationary marginal and joint moments of the BINARMA(1,1) are derived iteratively by using some initial stationary moments. As regards to the estimation of parameters of the proposed model, the conditional maximum likelihood (CML) estimation method is derived based on thinning and convolution properties. The forecasting equations of the BINARMA(1,1) model are also derived. A simulation study is also proposed where BINARMA(1,1) count data are generated using a multivariate Poisson R code for the innovation terms. The performance of the BINARMA(1,1) model is then assessed through a simulation experiment and the mean estimates of the model parameters obtained are all efficient, based on their standard errors. The proposed model is then used to analyse a real-life accident data on the motorway in Mauritius, based on some covariates: policemen, daily patrol, speed cameras, traffic lights and roundabouts. The BINARMA(1,1) model is applied on the accident data and the CML estimates clearly indicate a significant impact of the covariates on the number of accidents on the motorway in Mauritius. The forecasting equations also provide reliable one-step ahead forecasts.

Keywords: non-stationary, BINARMA(1, 1) model, Poisson innovations, conditional maximum likelihood, CML

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