This paper presents a novel approach to identify and correct the gross errors in the microelectromechanical system (MEMS) gyroscope used in ground vehicles by means of time series analysis. According to the characte...This paper presents a novel approach to identify and correct the gross errors in the microelectromechanical system (MEMS) gyroscope used in ground vehicles by means of time series analysis. According to the characteristics of autocorrelation function (ACF) and partial autocorrelation function (PACF), an autoregressive integrated moving average (ARIMA) model is roughly constructed. The rough model is optimized by combining with Akaike's information criterion (A/C), and the parameters are estimated based on the least squares algorithm. After validation testing, the model is utilized to forecast the next output on the basis of the previous measurement. When the difference between the measurement and its prediction exceeds the defined threshold, the measurement is identified as a gross error and remedied by its prediction. A case study on the yaw rate is performed to illustrate the developed algorithm. Experimental results demonstrate that the proposed approach can effectively distinguish gross errors and make some reasonable remedies.展开更多
The wide-field electromagnetic method is widely used in hydrocarbon exploration,mineral deposit detection,and geological disaster prediction.However,apparent resistivity and normalized field amplitude exceeding 2048 H...The wide-field electromagnetic method is widely used in hydrocarbon exploration,mineral deposit detection,and geological disaster prediction.However,apparent resistivity and normalized field amplitude exceeding 2048 Hz often exhibit upward warping in data,making geophysical inversion and interpretation challenging.The cumulative error of the crystal oscillator in signal transmission and acquisition contributes to an upturned apparent resistivity curve.To address this,a high-frequency information extraction method is proposed based on time-domain signal reconstruction,which helps to record a complete current data sequence;moreover,it helps estimate the crystal oscillator error for the transmitted signal.Considering the recorded error,a received signal was corrected using a set of reconstruction algorithms.After processing,the high-frequency component of the wide-field electromagnetic data was not upturned,while accurate high-frequency information was extracted from the signal.Therefore,the proposed method helped effectively extract high-frequency components of all wide-field electromagnetic data.展开更多
Combining mathematical morphology (MM),nonparametric and nonlinear model,a novel approach for predicting slope displacement was developed to improve the prediction accuracy.A parallel-composed morphological filter wit...Combining mathematical morphology (MM),nonparametric and nonlinear model,a novel approach for predicting slope displacement was developed to improve the prediction accuracy.A parallel-composed morphological filter with multiple structure elements was designed to process measured displacement time series with adaptive multi-scale decoupling.Whereafter,functional-coefficient auto regressive (FAR) models were established for the random subsequences.Meanwhile,the trend subsequence was processed by least squares support vector machine (LSSVM) algorithm.Finally,extrapolation results obtained were superposed to get the ultimate prediction result.Case study and comparative analysis demonstrate that the presented method can optimize training samples and show a good nonlinear predicting performance with low risk of choosing wrong algorithms.Mean absolute percentage error (MAPE) and root mean square error (RMSE) of the MM-FAR&LSSVM predicting results are as low as 1.670% and 0.172 mm,respectively,which means that the prediction accuracy are improved significantly.展开更多
With remote sensing information products becoming increasingly varied and arguably improved, scientific applications of such products rely on their quality assessment. In an operational context such as the NASA (Natio...With remote sensing information products becoming increasingly varied and arguably improved, scientific applications of such products rely on their quality assessment. In an operational context such as the NASA (National Aeronautics and Space Administration) information production based on the MODIS (Moderate Resolution Imaging Spectroradiometer) instrument on board Earth Observing System (EOS) Terra and Aqua satellites, efficient ways of detecting product anomaly, i.e., to discriminate between product artifacts and real changes in Earth processes being monitored, are extremely important to assist and inform the user communities about potential unreliability in the products. A technique for anomaly detection, known as MAD (the median of absolute deviate from the median), in MODIS land products via time series analysis is described, which can handle intra- and in-ter-annual variation in the data by using MAD statistics of the original data and their first-order difference. This method is shown to be robust and work across major land products, including NDVI, active fire, snow cover, and surface reflectance, and its applicabil-ity to multi-disciplinary products is anticipated.展开更多
By analyzing the variability of global SST (sea surface temperature) anomalies, we propose a unified Nifio index using the surface thermal centroid anomaly of the region along the Pacific equator embraced by the 0.7...By analyzing the variability of global SST (sea surface temperature) anomalies, we propose a unified Nifio index using the surface thermal centroid anomaly of the region along the Pacific equator embraced by the 0.7~C contour line of the standard deviation of the SST anomalies and try to unify the traditional Nifio regions into a single entity. The unified Nifio region covers almost all of the traditional Nifio regions. The anomaly time series of the averaged SST over this region are closely correlated to historical Nifio indices. The anomaly time series of the zonal and meridional thermal centroid have close correlation with historical TNI (Trans-Nifio index) indices, showing differences among E1 Nifio (La Nifia) events. The meridional centroid anomaly suggests that areas of maximum temperature anomaly are moving meridionally (although slightly) with synchronous zonal movement. The zonal centroid anomalies of the unified Nifio region are found helpful in the classification of the Eastern Pacific (EP)/Central Pacific (CP) types of E1 Nifio events. More importantly, the zonal centroid anomaly shows that warm areas might move during a single warming/cooling phase. All the current Nifio indices can be well represented by a simple linear combination of unified Nifio indices, which suggests that the thermal anomaly (SSTA) and thermal centroid location anomaly of the unified Nifio region would yield a more complete image of each E1 Nifio/ La Nina event.展开更多
Based on the digital seismic waveform data observed from regional and reservoir seismic networks,the seismicity and source parameters in the Zipingpu reservoir area from January 1,2000 to May 11,2008 before the Wenchu...Based on the digital seismic waveform data observed from regional and reservoir seismic networks,the seismicity and source parameters in the Zipingpu reservoir area from January 1,2000 to May 11,2008 before the Wenchuan MS8.0 earthquake are studied. The analysis shows a continuous activity of small earthquakes before the Wenchuan MS8. 0 earthquake. The level of seismic activity was from ML2.0 to ML3.0 in recent years. The impoundment of Zipingpu reservoir started in September 2005 and the obvious increment of seismic activities occurred in February 2008,but according to the analysis of the longer time series,the frequency and intensity of seismic activities do not exceed its range,which means it is still a fluctuation of regional seismic activities or tectonic activity. At the same time,we also studied the spatio-temporal distribution and the change of apparent stress difference in the source region before the great earthquake,and the results show that the apparent stress values of small earthquakes are generally higher than fitted values of apparent stress in the reservoir area in the nearly three months before the Wenchuan MS8.0 earthquake. It can be seen from the spatial distribution of apparent stress difference,that the epicenter of the earthquake is located at a low stress distribution area,and the relatively high apparent stress difference is at the east of the epicenter. Apparent stress increment occurred in local areas.展开更多
This study examines econometric relationships between bank lending and the business cycle in Turkey. Firstly, the cyclical components of the real GDP and real bank loans were determined using time series. A cointegrat...This study examines econometric relationships between bank lending and the business cycle in Turkey. Firstly, the cyclical components of the real GDP and real bank loans were determined using time series. A cointegration analysis and a vector error-correction model with quarterly data were used for period of 1987:01-2013:03. The results of cointegration analysis indicate that there is a single stable long-run equilibrium relationship between real bank loans and macroeconomic variables. The response of bank loans to GDP shocks is positive. Bank loans have pro-cyclical character in Turkey.展开更多
the model in time series analysis are widely used in the field of economy. We often use the model in time series to analyze data, but without regard to the rationality of the model. In this paper, we introduce and ana...the model in time series analysis are widely used in the field of economy. We often use the model in time series to analyze data, but without regard to the rationality of the model. In this paper, we introduce and analyze Ping An Of China(601318) shares at the opening price(2013/01/04-2013/07/04).The model is established by analyzing data. Modeling steps of ARIMA model and GARCH model are presented in this paper. The data whether ARIMA model is suitable by white noise. Or the data whether GARCH model is suitable by since the correlation of variance test. By comparing the analysis, it selects a more reasonable model.展开更多
Consider a semiparametric regression model with linear time series errors Y_k= x′ _kβ + g(t_k) + ε_k, 1 ≤ k ≤ n, where Y_k's are responses, x_k =(x_(k1),x_(k2),···,x_(kp))′ and t_k ∈ T is con...Consider a semiparametric regression model with linear time series errors Y_k= x′ _kβ + g(t_k) + ε_k, 1 ≤ k ≤ n, where Y_k's are responses, x_k =(x_(k1),x_(k2),···,x_(kp))′ and t_k ∈ T is contained in R are fixed design points, β =(β_1,β_2,···,β_p)′ is an unknown parameter vector, g(·) is an unknown bounded real-valuedfunction defined on a compact subset T of the real line R, and ε_k is a linear process given byε_k = ∑ from j=0 to ∞ of ψ_je_(k-j), ψ_0=1, where ∑ from j=0 to ∞ of |ψ_j| < ∞, and e_j,j=0, +-1, +-2,···, ard i.i.d. random variables. In this paper we establish the asymptoticnormality of the least squares estimator of β, a smooth estimator of g(·), and estimators of theautocovariance and autocorrelation functions of the linear process ε_k.展开更多
Resonance may occur when the periods of incoming waves are close to the eigen-periods of harbor basin.The amplified waves by resonance in harbor will induce serious wave hazards to harbor structures and vehicles in it...Resonance may occur when the periods of incoming waves are close to the eigen-periods of harbor basin.The amplified waves by resonance in harbor will induce serious wave hazards to harbor structures and vehicles in it.Through traditional theoretical approaches,the eigen-periods of harbor basin with regular shapes can be obtained.In our study,we proposed a numerical model to simulate the behavior characteristics of the harbor waves.A finite difference numerical model based on the shallow water equations(SWE) is developed to simulate incoming tsunami and tidal waves.By analyzing the time series data of water surface wave amplitude variations at selected synthetic observation locations,we estimate the wave height and arrival time in coastal area.Furthermore,we use frequency spectrum analysis to investigate the natural frequencies from the data recorded at the synthetic observation stations.展开更多
基金The National Natural Science Foundation of China(No.61273236)the Natural Science Foundation of Jiangsu Province(No.BK2010239)the Ph.D.Programs Foundation of Ministry of Education of China(No.200802861061)
文摘This paper presents a novel approach to identify and correct the gross errors in the microelectromechanical system (MEMS) gyroscope used in ground vehicles by means of time series analysis. According to the characteristics of autocorrelation function (ACF) and partial autocorrelation function (PACF), an autoregressive integrated moving average (ARIMA) model is roughly constructed. The rough model is optimized by combining with Akaike's information criterion (A/C), and the parameters are estimated based on the least squares algorithm. After validation testing, the model is utilized to forecast the next output on the basis of the previous measurement. When the difference between the measurement and its prediction exceeds the defined threshold, the measurement is identified as a gross error and remedied by its prediction. A case study on the yaw rate is performed to illustrate the developed algorithm. Experimental results demonstrate that the proposed approach can effectively distinguish gross errors and make some reasonable remedies.
基金Project(42004056)supported by the National Natural Science Foundation of ChinaProject(ZR2020QD052)supported by the Natural Science Foundation of Shandong Province,ChinaProject(2019YFC0604902)supported by the National Key Research and Development Program of China。
文摘The wide-field electromagnetic method is widely used in hydrocarbon exploration,mineral deposit detection,and geological disaster prediction.However,apparent resistivity and normalized field amplitude exceeding 2048 Hz often exhibit upward warping in data,making geophysical inversion and interpretation challenging.The cumulative error of the crystal oscillator in signal transmission and acquisition contributes to an upturned apparent resistivity curve.To address this,a high-frequency information extraction method is proposed based on time-domain signal reconstruction,which helps to record a complete current data sequence;moreover,it helps estimate the crystal oscillator error for the transmitted signal.Considering the recorded error,a received signal was corrected using a set of reconstruction algorithms.After processing,the high-frequency component of the wide-field electromagnetic data was not upturned,while accurate high-frequency information was extracted from the signal.Therefore,the proposed method helped effectively extract high-frequency components of all wide-field electromagnetic data.
基金Project(20090162120084)supported by Research Fund for the Doctoral Program of Higher Education of ChinaProject(08JJ4014)supported by the Natural Science Foundation of Hunan Province,China
文摘Combining mathematical morphology (MM),nonparametric and nonlinear model,a novel approach for predicting slope displacement was developed to improve the prediction accuracy.A parallel-composed morphological filter with multiple structure elements was designed to process measured displacement time series with adaptive multi-scale decoupling.Whereafter,functional-coefficient auto regressive (FAR) models were established for the random subsequences.Meanwhile,the trend subsequence was processed by least squares support vector machine (LSSVM) algorithm.Finally,extrapolation results obtained were superposed to get the ultimate prediction result.Case study and comparative analysis demonstrate that the presented method can optimize training samples and show a good nonlinear predicting performance with low risk of choosing wrong algorithms.Mean absolute percentage error (MAPE) and root mean square error (RMSE) of the MM-FAR&LSSVM predicting results are as low as 1.670% and 0.172 mm,respectively,which means that the prediction accuracy are improved significantly.
基金Funded by the National 973 Program of China(No.2006CB701302).
文摘With remote sensing information products becoming increasingly varied and arguably improved, scientific applications of such products rely on their quality assessment. In an operational context such as the NASA (National Aeronautics and Space Administration) information production based on the MODIS (Moderate Resolution Imaging Spectroradiometer) instrument on board Earth Observing System (EOS) Terra and Aqua satellites, efficient ways of detecting product anomaly, i.e., to discriminate between product artifacts and real changes in Earth processes being monitored, are extremely important to assist and inform the user communities about potential unreliability in the products. A technique for anomaly detection, known as MAD (the median of absolute deviate from the median), in MODIS land products via time series analysis is described, which can handle intra- and in-ter-annual variation in the data by using MAD statistics of the original data and their first-order difference. This method is shown to be robust and work across major land products, including NDVI, active fire, snow cover, and surface reflectance, and its applicabil-ity to multi-disciplinary products is anticipated.
基金Supported by the National Basic Research Program of China(973 Program)(Nos.2012CB957704,2009CB723903)the National Natural Science Foundation of China(Nos.40506035,40876005)
文摘By analyzing the variability of global SST (sea surface temperature) anomalies, we propose a unified Nifio index using the surface thermal centroid anomaly of the region along the Pacific equator embraced by the 0.7~C contour line of the standard deviation of the SST anomalies and try to unify the traditional Nifio regions into a single entity. The unified Nifio region covers almost all of the traditional Nifio regions. The anomaly time series of the averaged SST over this region are closely correlated to historical Nifio indices. The anomaly time series of the zonal and meridional thermal centroid have close correlation with historical TNI (Trans-Nifio index) indices, showing differences among E1 Nifio (La Nifia) events. The meridional centroid anomaly suggests that areas of maximum temperature anomaly are moving meridionally (although slightly) with synchronous zonal movement. The zonal centroid anomalies of the unified Nifio region are found helpful in the classification of the Eastern Pacific (EP)/Central Pacific (CP) types of E1 Nifio events. More importantly, the zonal centroid anomaly shows that warm areas might move during a single warming/cooling phase. All the current Nifio indices can be well represented by a simple linear combination of unified Nifio indices, which suggests that the thermal anomaly (SSTA) and thermal centroid location anomaly of the unified Nifio region would yield a more complete image of each E1 Nifio/ La Nina event.
基金sponsored by the research project on reservoir earthquake monitoring and prediction technique (2008BAC38B03-02),China
文摘Based on the digital seismic waveform data observed from regional and reservoir seismic networks,the seismicity and source parameters in the Zipingpu reservoir area from January 1,2000 to May 11,2008 before the Wenchuan MS8.0 earthquake are studied. The analysis shows a continuous activity of small earthquakes before the Wenchuan MS8. 0 earthquake. The level of seismic activity was from ML2.0 to ML3.0 in recent years. The impoundment of Zipingpu reservoir started in September 2005 and the obvious increment of seismic activities occurred in February 2008,but according to the analysis of the longer time series,the frequency and intensity of seismic activities do not exceed its range,which means it is still a fluctuation of regional seismic activities or tectonic activity. At the same time,we also studied the spatio-temporal distribution and the change of apparent stress difference in the source region before the great earthquake,and the results show that the apparent stress values of small earthquakes are generally higher than fitted values of apparent stress in the reservoir area in the nearly three months before the Wenchuan MS8.0 earthquake. It can be seen from the spatial distribution of apparent stress difference,that the epicenter of the earthquake is located at a low stress distribution area,and the relatively high apparent stress difference is at the east of the epicenter. Apparent stress increment occurred in local areas.
文摘This study examines econometric relationships between bank lending and the business cycle in Turkey. Firstly, the cyclical components of the real GDP and real bank loans were determined using time series. A cointegration analysis and a vector error-correction model with quarterly data were used for period of 1987:01-2013:03. The results of cointegration analysis indicate that there is a single stable long-run equilibrium relationship between real bank loans and macroeconomic variables. The response of bank loans to GDP shocks is positive. Bank loans have pro-cyclical character in Turkey.
文摘the model in time series analysis are widely used in the field of economy. We often use the model in time series to analyze data, but without regard to the rationality of the model. In this paper, we introduce and analyze Ping An Of China(601318) shares at the opening price(2013/01/04-2013/07/04).The model is established by analyzing data. Modeling steps of ARIMA model and GARCH model are presented in this paper. The data whether ARIMA model is suitable by white noise. Or the data whether GARCH model is suitable by since the correlation of variance test. By comparing the analysis, it selects a more reasonable model.
基金CHEN Min's work is supported by Grant No. 70221001 and No. 70331001 from NNSFC and Grant No. KZCX2-SW-118 from CAS.
文摘Consider a semiparametric regression model with linear time series errors Y_k= x′ _kβ + g(t_k) + ε_k, 1 ≤ k ≤ n, where Y_k's are responses, x_k =(x_(k1),x_(k2),···,x_(kp))′ and t_k ∈ T is contained in R are fixed design points, β =(β_1,β_2,···,β_p)′ is an unknown parameter vector, g(·) is an unknown bounded real-valuedfunction defined on a compact subset T of the real line R, and ε_k is a linear process given byε_k = ∑ from j=0 to ∞ of ψ_je_(k-j), ψ_0=1, where ∑ from j=0 to ∞ of |ψ_j| < ∞, and e_j,j=0, +-1, +-2,···, ard i.i.d. random variables. In this paper we establish the asymptoticnormality of the least squares estimator of β, a smooth estimator of g(·), and estimators of theautocovariance and autocorrelation functions of the linear process ε_k.
基金supported by the National Natural Science Foundation of China (Grant Nos.40574012 and 40676039)National Basic Research Program of China(Grant No. 2008CB425701)+1 种基金National High-tech R& D Program of China(Grant No. 2010AA012402)K. C. Wong Magna Fund in Ningbo University
文摘Resonance may occur when the periods of incoming waves are close to the eigen-periods of harbor basin.The amplified waves by resonance in harbor will induce serious wave hazards to harbor structures and vehicles in it.Through traditional theoretical approaches,the eigen-periods of harbor basin with regular shapes can be obtained.In our study,we proposed a numerical model to simulate the behavior characteristics of the harbor waves.A finite difference numerical model based on the shallow water equations(SWE) is developed to simulate incoming tsunami and tidal waves.By analyzing the time series data of water surface wave amplitude variations at selected synthetic observation locations,we estimate the wave height and arrival time in coastal area.Furthermore,we use frequency spectrum analysis to investigate the natural frequencies from the data recorded at the synthetic observation stations.