Abstract: Traditional techniques for analyzing time series are based on the notion of stationarity of phenomena under study, but in reality most economic and financial series do not verify this hypothesis, which implies the implementation of specific tools for the detection of such behavior. In this paper, we study nonstationary non-seasonal time series tests in a non-exhaustive manner. We formalize the problem of nonstationary processes with numerical simulations and take stock of their statistical characteristics. The theoretical aspects of some of the most common unit root tests will be discussed. We detail the specification of the tests, showing the advantages and disadvantages of each. The empirical study focuses on the application of these tests to the exchange rate (USD/TND) and the Consumer Price Index (CPI) in Tunisia, in order to compare the Power of these tests with the characteristics of the series.
Abstract: To ensure the gas transmittal GCU's efficient operation, leakages through the labyrinth packings (LP) should be minimized. Leakages can be minimized by decreasing the LP gap, which in turn depends on thermal processes and possible rotor vibrations and is designed to ensure absence of mechanical contact. Vibration mitigation allows to minimize the LP gap. It is advantageous to research influence of processes in the dynamic gas-structure system on LP vibrations. This paper considers influence of rotor vibrations on LP gas dynamics and influence of the latter on the rotor structure within the FSI unidirectional dynamical coupled problem. Dependences of nonstationary parameters of gas-dynamic process in LP on rotor vibrations under various gas speeds and pressures, shaft rotation speeds and vibration amplitudes, and working medium features were studied. The programmed multi-processor ANSYS CFX was chosen as a numerical computation tool. The problem was solved using PNRPU high-capacity computer complex. Deformed shaft vibrations are replaced with an unyielding profile that moves in the fixed annulus "up-and-down" according to set harmonic rule. This solves a nonstationary gas-dynamic problem and determines time dependence of total gas-dynamic force value influencing the shaft. Pressure increase from 0.1 to 10 MPa causes growth of gas-dynamic force oscillation amplitude and frequency. The phase shift angle between gas-dynamic force oscillations and those of shaft displacement decreases from 3π/4 to π/2. Damping constant has maximum value under 1 MPa pressure in the gap. Increase of shaft oscillation frequency from 50 to 150 Hz under P=10 MPa causes growth of gas-dynamic force oscillation amplitude. Damping constant has maximum value at 50 Hz equaling 1.012. Increase of shaft vibration amplitude from 20 to 80 µm under P=10 MPa causes the rise of gas-dynamic force amplitude up to 20 times. Damping constant increases from 0.092 to 0.251. Calculations for various working substances (methane, perfect gas, air at 25 ˚С) prove the minimum gas-dynamic force persistent oscillating amplitude under P=0.1 MPa being observed in methane, and maximum in the air. Frequency remains almost unchanged and the phase shift in the air changes from 3π/4 to π/2. Calculations for various working substances (methane, perfect gas, air at 25 ˚С) prove the maximum gas-dynamic force oscillating amplitude under P=10 MPa being observed in methane, and minimum in the air. Air demonstrates surging. Increase of leakage speed from 0 to 20 m/s through LP under P=0.1 MPa causes the gas-dynamic force oscillating amplitude to decrease by 3 orders and oscillation frequency and the phase shift to increase 2 times and stabilize. Increase of leakage speed from 0 to 20 m/s in LP under P=1 MPa causes gas-dynamic force oscillating amplitude to decrease by almost 4 orders. The phase shift angle increases from π/72 to π/2. Oscillations become persistent. Flow rate proved to influence greatly on pressure oscillations amplitude and a phase shift angle. Work medium influence depends on operation conditions. At pressure growth, vibrations are mostly affected in methane (of working substances list considered), and at pressure decrease, in the air at 25 ˚С.
Abstract: Torrefaction of biomass pellets is considered as a
useful pretreatment technology in order to convert them into a high
quality solid biofuel that is more suitable for pyrolysis, gasification,
combustion, and co-firing applications. In the course of torrefaction,
the temperature varies across the pellet, and therefore chemical
reactions proceed unevenly within the pellet. However, the
uniformity of the thermal distribution along the pellet is generally
assumed. The torrefaction process of a single cylindrical pellet is
modeled here, accounting for heat transfer coupled with chemical
kinetics. The drying sub-model was also introduced. The nonstationary
process of wood pellet decomposition is described by the
system of non-linear partial differential equations over the
temperature and mass. The model captures well the main features of
the experimental data.
Abstract: We present a refined multiscale Shannon entropy for
analyzing electroencephalogram (EEG), which reflects the underlying
dynamics of EEG over multiple scales. The rationale behind
this method is that neurological signals such as EEG possess
distinct dynamics over different spectral modes. To deal with the
nonlinear and nonstationary nature of EEG, the recently developed
empirical mode decomposition (EMD) is incorporated, allowing a
decomposition of EEG into its inherent spectral components, referred
to as intrinsic mode functions (IMFs). By calculating the Shannon
entropy of IMFs in a time-dependent manner and summing them over
adaptive multiple scales, it results in an adaptive subscale entropy
measure of EEG. Simulation and experimental results show that
the proposed entropy properly reveals the dynamical changes over
multiple scales.
Abstract: Recent perceived climate variability raises concerns
with unprecedented hydrological phenomena and extremes.
Distribution and circulation of the waters of the Earth become
increasingly difficult to determine because of additional uncertainty
related to anthropogenic emissions. The world wide observed
changes in the large-scale hydrological cycle have been related to an
increase in the observed temperature over several decades. Although
the effect of change in climate on hydrology provides a general
picture of possible hydrological global change, new tools and
frameworks for modelling hydrological series with nonstationary
characteristics at finer scales, are required for assessing climate
change impacts. Of the downscaling techniques, dynamic
downscaling is usually based on the use of Regional Climate Models
(RCMs), which generate finer resolution output based on atmospheric
physics over a region using General Circulation Model (GCM) fields
as boundary conditions. However, RCMs are not expected to capture
the observed spatial precipitation extremes at a fine cell scale or at a
basin scale. Statistical downscaling derives a statistical or empirical
relationship between the variables simulated by the GCMs, called
predictors, and station-scale hydrologic variables, called predictands.
The main focus of the paper is on the need for using statistical
downscaling techniques for projection of local hydrometeorological
variables under climate change scenarios. The projections can be then
served as a means of input source to various hydrologic models to
obtain streamflow, evapotranspiration, soil moisture and other
hydrological variables of interest.
Abstract: This study involves numerical simulation of the flow
around a NACA2415 airfoil, with a 18° angle of attack, and flow
separation control using a rod, It involves putting a cylindrical rod -
upstream of the leading edge- in vertical translation movement in
order to accelerate the transition of the boundary layer by interaction
between the rod wake and the boundary layer. The viscous, nonstationary
flow is simulated using ANSYS FLUENT 13. The rod
movement is reproduced using the dynamic mesh technique and an
in-house developed UDF (User Define Function). The frequency
varies from 75 to 450 Hz and the considered amplitudes are 2%, and
3% of the foil chord. The frequency chosen closed to the frequency
of separation. Our results showed a substantial modification in the
flow behavior and a maximum drag reduction of 61%.
Abstract: Nonstationary and nonlinear signals generated by living complex systems defy traditional mechanistic approaches, which are based on homeostasis. Previous our studies have shown that the evaluation of the interactions of physiological signals by using special analysis methods is suitable for observation of physiological processes. It is demonstrated the possibility of using deep physiological model, based on the interpretation of the changes of the human body’s functional states combined with an application of the analytical method based on matrix theory for the physiological signals analysis, which was applied on high risk cardiac patients. It is shown that evaluation of cardiac signals interactions show peculiar for each individual functional changes at the onset of hemodynamic restoration procedure. Therefore, we suggest that the alterations of functional state of the body, after patients overcome surgery can be complemented by the data received from the suggested approach of the evaluation of functional variables’ interactions.
Abstract: Cell processing techniques for gene and cell therapies use several separate procedures for gene transfer and cell separation or elimination, because no current technology can offer simultaneous multi-functional processing of specific cell sub-sets in heterogeneous cell systems. Using our novel on-demand nonstationary intracellular events instead of permanent materials, plasmonic nanobubbles, generated with a short laser pulse only in target cells, we achieved simultaneous multifunctional cell-specific processing with the rate up to 50 million cells per minute.
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: In Secondary Surveillance Radar (SSR) systems, it is
more difficult to locate and recognise aircrafts in the neighbourhood of civil airports since aerial traffic becomes greater. Here, we propose to apply a recent Blind Source Separation (BSS) algorithm based
on Time-Frequency Analysis, in order to separate messages sent by different aircrafts and falling in the same radar beam in reception. The above source separation method involves joint-diagonalization
of a set of smoothed version of spatial Wigner-Ville distributions.
The technique makes use of the difference in the t-f signatures of the nonstationary sources to be separated. Consequently, as the SSR sources emit different messages at different frequencies, the above fitted to this new application. We applied the technique in simulation to separate SSR replies. Results are provided at the end
of the paper.
Abstract: In this paper real money demand function is analyzed
within multivariate time-series framework. Cointegration approach is
used (Johansen procedure) assuming interdependence between
money demand determinants, which are nonstationary variables. This
will help us to understand the behavior of money demand in Croatia,
revealing the significant influence between endogenous variables in
vector autoregrression system (VAR), i.e. vector error correction
model (VECM). Exogeneity of the explanatory variables is tested.
Long-run money demand function is estimated indicating slow speed
of adjustment of removing the disequilibrium. Empirical results
provide the evidence that real industrial production and exchange
rate explains the most variations of money demand in the long-run,
while interest rate is significant only in short-run.
Abstract: The paper reports on the results of experimental and
numerical study of nonstationary swirling flow in an isothermal
model of vortex burner. It has been identified that main source of the
instability is related to a precessing vortex core (PVC) phenomenon.
The PVC induced flow pulsation characteristics such as precession
frequency and its variation as a function of flowrate and swirl number
have been explored making use of acoustic probes. Additionally
pressure transducers were used to measure the pressure drops on the
working chamber and across the vortex flow. The experiments have
been included also the mean velocity measurements making use of a
laser-Doppler anemometry. The features of instantaneous flowfield
generated by the PVC were analyzed employing a commercial CFD
code (Star-CCM+) based on Detached Eddy Simulation (DES)
approach. Validity of the numerical code has been checked by
comparison calculated flowfield data with the obtained experimental
results. It has been confirmed particularly that the CFD code applied
correctly reproduces the flow features.
Abstract: Employing a recently introduced unified adaptive filter
theory, we show how the performance of a large number of important
adaptive filter algorithms can be predicted within a general framework
in nonstationary environment. This approach is based on energy conservation
arguments and does not need to assume a Gaussian or white
distribution for the regressors. This general performance analysis can
be used to evaluate the mean square performance of the Least Mean
Square (LMS) algorithm, its normalized version (NLMS), the family
of Affine Projection Algorithms (APA), the Recursive Least Squares
(RLS), the Data-Reusing LMS (DR-LMS), its normalized version
(NDR-LMS), the Block Least Mean Squares (BLMS), the Block
Normalized LMS (BNLMS), the Transform Domain Adaptive Filters
(TDAF) and the Subband Adaptive Filters (SAF) in nonstationary
environment. Also, we establish the general expressions for the
steady-state excess mean square in this environment for all these
adaptive algorithms. Finally, we demonstrate through simulations that
these results are useful in predicting the adaptive filter performance.
Abstract: In this study, an investigation over digestive diseases has been done in which the sound acts as a detector medium. Pursue to the preprocessing the extracted signal in cepstrum domain is registered. After classification of digestive diseases, the system selects random samples based on their features and generates the interest nonstationary, long-term signals via inverse transform in cepstral domain which is presented in digital and sonic form as the output. This structure is updatable or on the other word, by receiving a new signal the corresponding disease classification is updated in the feature domain.
Abstract: In view of the good properties of nonstationary wavelet frames and the better flexibility of wavelets in Sobolev spaces, the nonstationary dual wavelet frames in a pair of dual Sobolev spaces are studied in this paper. We mainly give the oblique extension principle and the mixed extension principle for nonstationary dual wavelet frames in a pair of dual Sobolev spaces Hs(Rd) and H-s(Rd).
Abstract: The problem of FIR system parameter estimation has been considered in the paper. A new robust recursive algorithm for simultaneously estimation of parameters and scale factor of prediction residuals in non-stationary environment corrupted by impulsive noise has been proposed. The performance of derived algorithm has been tested by simulations.
Abstract: This paper introduces a new signal denoising based on the Empirical mode decomposition (EMD) framework. The method is a fully data driven approach. Noisy signal is decomposed adaptively into oscillatory components called Intrinsic mode functions (IMFs) by means of a process called sifting. The EMD denoising involves filtering or thresholding each IMF and reconstructs the estimated signal using the processed IMFs. The EMD can be combined with a filtering approach or with nonlinear transformation. In this work the Savitzky-Golay filter and shoftthresholding are investigated. For thresholding, IMF samples are shrinked or scaled below a threshold value. The standard deviation of the noise is estimated for every IMF. The threshold is derived for the Gaussian white noise. The method is tested on simulated and real data and compared with averaging, median and wavelet approaches.
Abstract: In this paper, we propose a modified version of the
Constant Modulus Algorithm (CMA) tailored for blind Decision
Feedback Equalizer (DFE) of first order Markovian time varying
channels. The proposed NonStationary CMA (NSCMA) is designed
so that it explicitly takes into account the Markovian structure of
the channel nonstationarity. Hence, unlike the classical CMA, the
NSCMA is not blind with respect to the channel time variations.
This greatly helps the equalizer in the case of realistic channels, and
avoids frequent transmissions of training sequences.
This paper develops a theoretical analysis of the steady state
performance of the CMA and the NSCMA for DFEs within a time
varying context. Therefore, approximate expressions of the mean
square errors are derived. We prove that in the steady state, the
NSCMA exhibits better performance than the classical CMA. These
new results are confirmed by simulation.
Through an experimental study, we demonstrate that the Bit Error
Rate (BER) is reduced by the NSCMA-DFE, and the improvement
of the BER achieved by the NSCMA-DFE is as significant as the
channel time variations are severe.
Abstract: Data of wave height and wind speed were collected
from three existing oil fields in South China Sea – offshore
Peninsular Malaysia, Sarawak and Sabah regions. Extreme values
and other significant data were employed for analysis. The data were
recorded from 1999 until 2008. The results show that offshore
structures are susceptible to unacceptable motions initiated by wind
and waves with worst structural impacts caused by extreme wave
heights. To protect offshore structures from damage, there is a need
to quantify descriptive statistics and determine spectra envelope of
wind speed and wave height, and to ascertain the frequency content
of each spectrum for offshore structures in the South China Sea
shallow waters using measured time series. The results indicate that
the process is nonstationary; it is converted to stationary process by
first differencing the time series. For descriptive statistical analysis,
both wind speed and wave height have significant influence on the
offshore structure during the northeast monsoon with high mean wind
speed of 13.5195 knots ( = 6.3566 knots) and the high mean wave
height of 2.3597 m ( = 0.8690 m). Through observation of the
spectra, there is no clear dominant peak and the peaks fluctuate
randomly. Each wind speed spectrum and wave height spectrum has
its individual identifiable pattern. The wind speed spectrum tends to
grow gradually at the lower frequency range and increasing till it
doubles at the higher frequency range with the mean peak frequency
range of 0.4104 Hz to 0.4721 Hz, while the wave height tends to
grow drastically at the low frequency range, which then fluctuates
and decreases slightly at the high frequency range with the mean
peak frequency range of 0.2911 Hz to 0.3425 Hz.
Abstract: In this paper, a new approach for target recognition based on the Empirical mode decomposition (EMD) algorithm of Huang etal. [11] and the energy tracking operator of Teager [13]-[14] is introduced. The conjunction of these two methods is called Teager-Huang analysis. This approach is well suited for nonstationary signals analysis. The impulse response (IR) of target is first band pass filtered into subsignals (components) called Intrinsic mode functions (IMFs) with well defined Instantaneous frequency (IF) and Instantaneous amplitude (IA). Each IMF is a zero-mean AM-FM component. In second step, the energy of each IMF is tracked using the Teager energy operator (TEO). IF and IA, useful to describe the time-varying characteristics of the signal, are estimated using the Energy separation algorithm (ESA) algorithm of Maragos et al .[16]-[17]. In third step, a set of features such as skewness and kurtosis are extracted from the IF, IA and IMF energy functions. The Teager-Huang analysis is tested on set of synthetic IRs of Sonar targets with different physical characteristics (density, velocity, shape,? ). PCA is first applied to features to discriminate between manufactured and natural targets. The manufactured patterns are classified into spheres and cylinders. One hundred percent of correct recognition is achieved with twenty three echoes where sixteen IRs, used for training, are free noise and seven IRs, used for testing phase, are corrupted with white Gaussian noise.