Abstract: Waste reduction is a fundamental problem for sustainability. Methods for waste reduction with point-of-sales (POS) data are proposed, utilizing the knowledge of a recent econophysics study on a statistical property of POS data. Concretely, the non-stationary time series analysis method based on the Particle Filter is developed, which considers abnormal fluctuation scaling known as Taylor's law. This method is extended for handling incomplete sales data because of stock-outs by introducing maximum likelihood estimation for censored data. The way for optimal stock determination with pricing the cost of waste reduction is also proposed. This study focuses on the examination of the methods for large sales numbers where Taylor's law is obvious. Numerical analysis using aggregated POS data shows the effectiveness of the methods to reduce food waste maintaining a high profit for large sales numbers. Moreover, the way of pricing the cost of waste reduction reveals that a small profit loss realizes substantial waste reduction, especially in the case that the proportionality constant of Taylor’s law is small. Specifically, around 1% profit loss realizes half disposal at =0.12, which is the actual value of processed food items used in this research. The methods provide practical and effective solutions for waste reduction keeping a high profit, especially with large sales numbers.
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.
Abstract: This paper presents a prediction performance of
feedforward Multilayer Perceptron (MLP) and Echo State Networks
(ESN) trained with extended Kalman filter. Feedforward neural
networks and ESN are powerful neural networks which can track and
predict nonlinear signals. However, their tracking performance
depends on the specific signals or data sets, having the risk of
instability accompanied by large error. In this study we explore this
process by applying different network size and leaking rate for
prediction of nonlinear or chaotic signals in MLP neural networks.
Major problems of ESN training such as the problem of initialization
of the network and improvement in the prediction performance are
tackled. The influence of coefficient of activation function in the
hidden layer and other key parameters are investigated by simulation
results. Extended Kalman filter is employed in order to improve the
sequential and regulation learning rate of the feedforward neural
networks. This training approach has vital features in the training of
the network when signals have chaotic or non-stationary sequential
pattern. Minimization of the variance in each step of the computation
and hence smoothing of tracking were obtained by examining the
results, indicating satisfactory tracking characteristics for certain
conditions. In addition, simulation results confirmed satisfactory
performance of both of the two neural networks with modified
parameterization in tracking of the nonlinear signals.
Abstract: The brain’s functional connectivity while temporally non-stationary does express consistency at a macro spatial level. The study of stable resting state connectivity patterns hence provides opportunities for identification of diseases if such stability is severely perturbed. A mathematical model replicating the brain’s spatial connections will be useful for understanding brain’s representative geometry and complements the empirical model where it falls short. Empirical computations tend to involve large matrices and become infeasible with fine parcellation. However, the proposed analytical model has no such computational problems. To improve replicability, 92 subject data are obtained from two open sources. The proposed methodology, inspired by financial theory, uses multivariate regression to find relationships of every cortical region of interest (ROI) with some pre-identified hubs. These hubs acted as representatives for the entire cortical surface. A variance-covariance framework of all ROIs is then built based on these relationships to link up all the ROIs. The result is a high level of match between model and empirical correlations in the range of 0.59 to 0.66 after adjusting for sample size; an increase of almost forty percent. More significantly, the model framework provides an intuitive way to delineate between systemic drivers and idiosyncratic noise while reducing dimensions by more than 30 folds, hence, providing a way to conduct attribution analysis. Due to its analytical nature and simple structure, the model is useful as a standalone toolkit for network dependency analysis or as a module for other mathematical models.
Abstract: A non-stationary stochastic optimization methodology
is applied to an OWC (oscillating water column) to find the design
that maximizes the wave energy extraction. Different temporal cycles
are considered to represent the long-term variability of the wave
climate at the site in the optimization problem. The results of the
non-stationary stochastic optimization problem are compared against
those obtained by a stationary stochastic optimization problem. The
comparative analysis reveals that the proposed non-stationary
optimization provides designs with a better fit to reality. However,
the stationarity assumption can be adequate when looking at averaged
system response.
Abstract: Empirical mode decomposition (EMD), a new
data-driven of time-series decomposition, has the advantage of
supposing that a time series is non-linear or non-stationary, as
is implicitly achieved in Fourier decomposition. However, the
EMD suffers of mode mixing problem in some cases. The aim of
this paper is to present a solution for a common type of signals
causing of EMD mode mixing problem, in case a signal suffers
of an intermittency. By an artificial example, the solution shows
superior performance in terms of cope EMD mode mixing problem
comparing with the conventional EMD and Ensemble Empirical
Mode decomposition (EEMD). Furthermore, the over-sifting problem
is also completely avoided; and computation load is reduced roughly
six times compared with EEMD, an ensemble number of 50.
Abstract: Remotely sensed data are a significant source for monitoring and updating databases for land use/cover. Nowadays, changes detection of urban area has been a subject of intensive researches. Timely and accurate data on spatio-temporal changes of urban areas are therefore required. The data extracted from multi-temporal satellite images are usually non-stationary. In fact, the changes evolve in time and space. This paper is an attempt to propose a methodology for changes detection in urban area by combining a non-stationary decomposition method and stochastic modeling. We consider as input of our methodology a sequence of satellite images I1, I2, … In at different periods (t = 1, 2, ..., n). Firstly, a preprocessing of multi-temporal satellite images is applied. (e.g. radiometric, atmospheric and geometric). The systematic study of global urban expansion in our methodology can be approached in two ways: The first considers the urban area as one same object as opposed to non-urban areas (e.g. vegetation, bare soil and water). The objective is to extract the urban mask. The second one aims to obtain a more knowledge of urban area, distinguishing different types of tissue within the urban area. In order to validate our approach, we used a database of Tres Cantos-Madrid in Spain, which is derived from Landsat for a period (from January 2004 to July 2013) by collecting two frames per year at a spatial resolution of 25 meters. The obtained results show the effectiveness of our method.
Abstract: Heart is the most important part in the body of living
organisms. It affects and is affected by any factor in the body.
Therefore, it is a good detector for all conditions in the body. Heart
signal is a non-stationary signal; thus, it is utmost important to study
the variability of heart signal. The Heart Rate Variability (HRV) has
attracted considerable attention in psychology, medicine and has
become important dependent measure in psychophysiology and
behavioral medicine. The standards of measurements, physiological
interpretation and clinical use for HRV that are most often used were
described in many researcher papers, however, remain complex
issues are fraught with pitfalls. This paper presents one of the nonlinear
techniques to analyze HRV. It discusses many points like, what
Poincaré plot is and how Poincaré plot works; also, Poincaré plot's
merits especially in HRV. Besides, it discusses the limitation of
Poincaré cause of standard deviation SD1, SD2 and how to overcome
this limitation by using complex correlation measure (CCM). The
CCM is most sensitive to changes in temporal structure of the
Poincaré plot as compared toSD1 and SD2.
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 (C.D.C). 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 but with
an upper bound. In the non-stationary model, the return levels of
both the raw data and simulated data show an increasing trend but
with an upper bound. This clearly shows that temperatures in the
tropics even-though show a sign of increasing in the future, there
is a maximum temperature at which there is no exceedence. The
results of this paper are very vital in Agricultural and Environmental
research.
Abstract: This work proposes a data-driven multiscale based
quantitative measures to reveal the underlying complexity of
electroencephalogram (EEG), applying to a rodent model of
hypoxic-ischemic brain injury and recovery. Motivated by that real
EEG recording is nonlinear and non-stationary over different
frequencies or scales, there is a need of more suitable approach over
the conventional single scale based tools for analyzing the EEG data.
Here, we present a new framework of complexity measures
considering changing dynamics over multiple oscillatory scales. The
proposed multiscale complexity is obtained by calculating entropies of
the probability distributions of the intrinsic mode functions extracted
by the empirical mode decomposition (EMD) of EEG. To quantify
EEG recording of a rat model of hypoxic-ischemic brain injury
following cardiac arrest, the multiscale version of Tsallis entropy is
examined. To validate the proposed complexity measure, actual EEG
recordings from rats (n=9) experiencing 7 min cardiac arrest followed
by resuscitation were analyzed. Experimental results demonstrate that
the use of the multiscale Tsallis entropy leads to better discrimination
of the injury levels and improved correlations with the neurological
deficit evaluation after 72 hours after cardiac arrest, thus suggesting an
effective metric as a prognostic tool.
Abstract: Paints are the most widely used methods of protection
against atmospheric corrosion of metals. The aim of this work was to
determine the protective performance of epoxy coating against sea
water before and after damage.
Investigations are conducted using stationary and non-stationary
electrochemical tools such as electrochemical impedance
spectroscopy has allowed us to characterize the protective qualities of
these films. The application of the EIS on our damaged in-situ
painting shows the existence of several capacitive loops which is an
indicator of the failure of our tested paint. Microscopic analysis
(micrograph) helped bring essential elements in understanding the
degradation of our paint condition and immersion training corrosion
products.
Abstract: This study involves a numerical simulation of the flow around a NACA2415 airfoil, with a 15°angle of attack, and flow separation control using a rod, It reposes inputting a cylindrical rod upstream of the leading edge in order to accelerate the transition of the boundary layer by interaction between the rod wake and the boundary layer. The viscous, non-stationary flow is simulated using ANSYS FLUENT 13. Our results showed a substantial modification in the flow behavior and a maximum drag reduction of 51%.
Abstract: This paper aims to examine whether a bubble is present in the housing market of China. Thus, we use the housing price-to-income ratios and housing price-to-rent ratios of 35 cities from 1998 to 2010. The methods of the panel KSS unit root test with a Fourier function and the SPSM process are likewise used. The panel KSS unit root test with a Fourier function considers the problem of non-linearity and structural changes, and the SPSM process can avoid the stationary time series from dominating the result-generated bias. Through a rigorous empirical study, we determine that the housing price-to-income ratios are stationary in 34 of the 35 cities in China. Only Xining is non-stationary. The housing price-to-rent ratios are stationary in 32 of the 35 cities in China. Chengdu, Fuzhou, and Zhengzhou are non-stationary. Overall, the housing bubbles are not a serious problem in China at the time.
Abstract: A technique proposed for the automatic detection
of spikes in electroencephalograms (EEG). A multi-resolution
approach and a non-linear energy operator are exploited. The
signal on each EEG channel is decomposed into three sub bands
using a non-decimated wavelet transform (WT). The WT is a
powerful tool for multi-resolution analysis of non-stationary signal
as well as for signal compression, recognition and restoration.
Each sub band is analyzed by using a non-linear energy operator,
in order to detect spikes. A decision rule detects the presence of
spikes in the EEG, relying upon the energy of the three sub-bands.
The effectiveness of the proposed technique was confirmed by
analyzing both test signals and EEG layouts.
Abstract: One of the essential components of much of DSP
application is noise cancellation. Changes in real time signals are
quite rapid and swift. In noise cancellation, a reference signal which
is an approximation of noise signal (that corrupts the original
information signal) is obtained and then subtracted from the noise
bearing signal to obtain a noise free signal. This approximation of
noise signal is obtained through adaptive filters which are self
adjusting. As the changes in real time signals are abrupt, this needs
adaptive algorithm that converges fast and is stable. Least mean
square (LMS) and normalized LMS (NLMS) are two widely used
algorithms because of their plainness in calculations and
implementation. But their convergence rates are small. Adaptive
averaging filters (AFA) are also used because they have high
convergence, but they are less stable. This paper provides the
comparative study of LMS and Normalized NLMS, AFA and new
enhanced average adaptive (Average NLMS-ANLMS) filters for noise
cancelling application using speech signals.
Abstract: Extreme temperature of several stations in Malaysia is
modelled by fitting the monthly maximum to the Generalized
Extreme Value (GEV) distribution. The Mann-Kendall (MK) test
suggests a non-stationary model. Two models are considered for
stations with trend and the Likelihood Ratio test is used to determine
the best-fitting model. Results show that half of the stations favour a
model which is linear for the location parameters. The return level is
the level of events (maximum temperature) which is expected to be
exceeded once, on average, in a given number of years, is obtained.
Abstract: This paper presents a new method for estimating the nonstationary
noise power spectral density given a noisy signal. The
method is based on averaging the noisy speech power spectrum using
time and frequency dependent smoothing factors. These factors are
adjusted based on signal-presence probability in individual frequency
bins. Signal presence is determined by computing the ratio of the
noisy speech power spectrum to its local minimum, which is updated
continuously by averaging past values of the noisy speech power
spectra with a look-ahead factor. This method adapts very quickly to
highly non-stationary noise environments. The proposed method
achieves significant improvements over a system that uses voice
activity detector (VAD) in noise estimation.
Abstract: Non-stationary trend in R-R interval series is
considered as a main factor that could highly influence the evaluation
of spectral analysis. It is suggested to remove trends in order to obtain
reliable results. In this study, three detrending methods, the
smoothness prior approach, the wavelet and the empirical mode
decomposition, were compared on artificial R-R interval series with
four types of simulated trends. The Lomb-Scargle periodogram was
used for spectral analysis of R-R interval series. Results indicated that
the wavelet method showed a better overall performance than the other
two methods, and more time-saving, too. Therefore it was selected for
spectral analysis of real R-R interval series of thirty-seven healthy
subjects. Significant decreases (19.94±5.87% in the low frequency
band and 18.97±5.78% in the ratio (p
Abstract: A new estimator for evolutionary spectrum (ES) based
on short time Fourier transform (STFT) and modified group delay
function (MGDF) by signal decomposition (SD) is proposed. The
STFT due to its built-in averaging, suppresses the cross terms and the
MGDF preserves the frequency resolution of the rectangular window
with the reduction in the Gibbs ripple. The present work overcomes
the magnitude distortion observed in multi-component non-stationary
signals with STFT and MGDF estimation of ES using SD. The SD is
achieved either through discrete cosine transform based harmonic
wavelet transform (DCTHWT) or perfect reconstruction filter banks
(PRFB). The MGDF also improves the signal to noise ratio by
removing associated noise. The performance of the present method is
illustrated for cross chirp and frequency shift keying (FSK) signals,
which indicates that its performance is better than STFT-MGDF
(STFT-GD) alone. Further its noise immunity is better than STFT.
The SD based methods, however cannot bring out the frequency
transition path from band to band clearly, as there will be gap in the
contour plot at the transition. The PRFB based STFT-SD shows good
performance than DCTHWT decomposition method for STFT-GD.
Abstract: In this paper, a new adaptive Fourier decomposition
(AFD) based time-frequency speech analysis approach is proposed.
Given the fact that the fundamental frequency of speech signals often
undergo fluctuation, the classical short-time Fourier transform (STFT)
based spectrogram analysis suffers from the difficulty of window size
selection. AFD is a newly developed signal decomposition theory. It is
designed to deal with time-varying non-stationary signals. Its
outstanding characteristic is to provide instantaneous frequency for
each decomposed component, so the time-frequency analysis becomes
easier. Experiments are conducted based on the sample sentence in
TIMIT Acoustic-Phonetic Continuous Speech Corpus. The results
show that the AFD based time-frequency distribution outperforms the
STFT based one.