A generalized, structural, time series modeling framework was developed to analyze the monthly records of absolute surface temperature, one of the most important environmental parameters, using a deterministicstochast...A generalized, structural, time series modeling framework was developed to analyze the monthly records of absolute surface temperature, one of the most important environmental parameters, using a deterministicstochastic combined （DSC） approach. Although the development of the framework was based on the characterization of the variation patterns of a global dataset, the methodology could be applied to any monthly absolute temperature record. Deterministic processes were used to characterize the variation patterns of the global trend and the cyclic oscillations of the temperature signal, involving polynomial functions and the Fourier method, respectively, while stochastic processes were employed to account for any remaining patterns in the temperature signal, involving seasonal autoregressive integrated moving average （SARIMA） models. A prediction of the monthly global surface temperature during the second decade of the 21st century using the DSC model shows that the global temperature will likely continue to rise at twice the average rate of the past 150 years. The evaluation of prediction accuracy shows that DSC models perform systematically well against selected models of other authors, suggesting that DSC models, when coupled with other ecoenvironmental models, can be used as a supplemental tool for short-term （10-year） environmental planning and decision making.展开更多
Any change in technical or environmental conditions of observations may result in bias from the precise values of observed climatic variables. The common name of these biases is inhomogeneity (IH). IHs usually appear ...Any change in technical or environmental conditions of observations may result in bias from the precise values of observed climatic variables. The common name of these biases is inhomogeneity (IH). IHs usually appear in a form of sudden shift or gradual trends in the time series of any variable, and the timing of the shift indicates the date of change in the conditions of observation. The seasonal cycle of radiation intensity often causes marked seasonal cycle in the IHs of observed temperature time series, since a substantial portion of them has direct or indirect connection to radiation changes in the micro-environment of the thermometer. Therefore the magnitudes of temperature IHs tend to be larger in summer than in winter. A new homogenisation method (ACMANT) has recently been developed which treats in a special way the seasonal changes of IH-sizes in temperature time series. The ACMANT is a further development of the Caussinus-Mestre method, that is one of the most effective tool among the known homogenising methods. The ACMANT applies a bivariate test for searching the timings of IHs, the two variables are the annual mean temperature and the amplitude of seasonal temperature-cycle. The ACMANT contains several further innovations whose efficiencies are tested with the benchmark of the COST ES0601 project. The paper describes the properties and the operation of ACMANT and presents some verification results. The results show that the ACMANT has outstandingly high performance. The ACMANT is a recommended method for homogenising networks of monthly temperature time series that observed in mid- or high geographical latitudes, because the harmonic seasonal cycle of IH-size is valid for these time series only.展开更多
This article is devoted to a time series prediction scheme involving the nonlinear autoregressive algorithm and its applications. The scheme is implemented by means of an artificial neural network containing a hidden ...This article is devoted to a time series prediction scheme involving the nonlinear autoregressive algorithm and its applications. The scheme is implemented by means of an artificial neural network containing a hidden layer. As a training algorithm we use scaled conjugate gradient (SCG) method and the Bayesian regularization (BReg) method. The first method is applied to time series without noise, while the second one can also be applied for noisy datasets. We apply the suggested scheme for prediction of time series arising in oil and gas pricing using 50 and 100 past values. Results of numerical simulations are presented and discussed.展开更多
White noise deconvolution or input white noise estimation problem has important appli-cation backgrounds in oil seismic exploration,communication and signal processing.By the modern time series analysis method,based o...White noise deconvolution or input white noise estimation problem has important appli-cation backgrounds in oil seismic exploration,communication and signal processing.By the modern time series analysis method,based on the Auto-Regressive Moving Average(ARMA) innovation model,under the linear minimum variance optimal fusion rules,three optimal weighted fusion white noise deconvolution estimators are presented for the multisensor systems with time-delayed measurements and colored measurement noises.They can handle the input white noise fused filtering,prediction and smoothing problems.The accuracy of the fusers is higher than that of each local white noise estimator.In order to compute the optimal weights,the formula of computing the local estimation error cross-covariances is given.A Monte Carlo simulation example for the system with 3 sensors and the Bernoulli-Gaussian input white noise shows their effectiveness and performances.展开更多
Aiming at the industry cyber-physical system(ICPS)where Denial-of-Service(DoS)attacks and actuator failure coexist,the integrated security control problem of ICPS under multi-objective constraints was studied.First,fr...Aiming at the industry cyber-physical system(ICPS)where Denial-of-Service(DoS)attacks and actuator failure coexist,the integrated security control problem of ICPS under multi-objective constraints was studied.First,from the perspective of the defender,according to the differential impact of the system under DoS attacks of different energies,the DoS attacks energy grading detection standard was formulated,and the ICPS comprehensive security control framework was constructed.Secondly,a security transmission strategy based on event triggering was designed.Under the DoS attack energy classification detection mechanism,for large-energy attacks,the method based on time series analysis was considered to predict and compensate for lost data.Therefore,on the basis of passive and elastic response to small energy attacks,the active defense capability against DoS attacks was increased.Then by introducing the conecomplement linearization algorithm,the calculation methods of the state and fault estimation observer and the integrated safety controller were deduced,the goal of DoS attack active and passive hybrid intrusion tolerance and actuator failure active fault tolerance were realized.Finally,a simulation example of a four-capacity water tank system was given to verify the validity of the obtained conclusions.展开更多
基金This research was supported by the Ministry of Science and Technology of China，National Basic Research Program of China (Grant No.2010CB951504).The authors acknowledge support from the Flemish Interuniversity Council，the Ghent University Laboratory of Soil Science for the writing of this paper
文摘A generalized, structural, time series modeling framework was developed to analyze the monthly records of absolute surface temperature, one of the most important environmental parameters, using a deterministicstochastic combined （DSC） approach. Although the development of the framework was based on the characterization of the variation patterns of a global dataset, the methodology could be applied to any monthly absolute temperature record. Deterministic processes were used to characterize the variation patterns of the global trend and the cyclic oscillations of the temperature signal, involving polynomial functions and the Fourier method, respectively, while stochastic processes were employed to account for any remaining patterns in the temperature signal, involving seasonal autoregressive integrated moving average （SARIMA） models. A prediction of the monthly global surface temperature during the second decade of the 21st century using the DSC model shows that the global temperature will likely continue to rise at twice the average rate of the past 150 years. The evaluation of prediction accuracy shows that DSC models perform systematically well against selected models of other authors, suggesting that DSC models, when coupled with other ecoenvironmental models, can be used as a supplemental tool for short-term （10-year） environmental planning and decision making.
文摘Any change in technical or environmental conditions of observations may result in bias from the precise values of observed climatic variables. The common name of these biases is inhomogeneity (IH). IHs usually appear in a form of sudden shift or gradual trends in the time series of any variable, and the timing of the shift indicates the date of change in the conditions of observation. The seasonal cycle of radiation intensity often causes marked seasonal cycle in the IHs of observed temperature time series, since a substantial portion of them has direct or indirect connection to radiation changes in the micro-environment of the thermometer. Therefore the magnitudes of temperature IHs tend to be larger in summer than in winter. A new homogenisation method (ACMANT) has recently been developed which treats in a special way the seasonal changes of IH-sizes in temperature time series. The ACMANT is a further development of the Caussinus-Mestre method, that is one of the most effective tool among the known homogenising methods. The ACMANT applies a bivariate test for searching the timings of IHs, the two variables are the annual mean temperature and the amplitude of seasonal temperature-cycle. The ACMANT contains several further innovations whose efficiencies are tested with the benchmark of the COST ES0601 project. The paper describes the properties and the operation of ACMANT and presents some verification results. The results show that the ACMANT has outstandingly high performance. The ACMANT is a recommended method for homogenising networks of monthly temperature time series that observed in mid- or high geographical latitudes, because the harmonic seasonal cycle of IH-size is valid for these time series only.
文摘This article is devoted to a time series prediction scheme involving the nonlinear autoregressive algorithm and its applications. The scheme is implemented by means of an artificial neural network containing a hidden layer. As a training algorithm we use scaled conjugate gradient (SCG) method and the Bayesian regularization (BReg) method. The first method is applied to time series without noise, while the second one can also be applied for noisy datasets. We apply the suggested scheme for prediction of time series arising in oil and gas pricing using 50 and 100 past values. Results of numerical simulations are presented and discussed.
基金Supported by the National Natural Science Foundation of China (No.60874063)Science and Technology Re-search Foundation of Heilongjiang Education Department (No.11523037)
文摘White noise deconvolution or input white noise estimation problem has important appli-cation backgrounds in oil seismic exploration,communication and signal processing.By the modern time series analysis method,based on the Auto-Regressive Moving Average(ARMA) innovation model,under the linear minimum variance optimal fusion rules,three optimal weighted fusion white noise deconvolution estimators are presented for the multisensor systems with time-delayed measurements and colored measurement noises.They can handle the input white noise fused filtering,prediction and smoothing problems.The accuracy of the fusers is higher than that of each local white noise estimator.In order to compute the optimal weights,the formula of computing the local estimation error cross-covariances is given.A Monte Carlo simulation example for the system with 3 sensors and the Bernoulli-Gaussian input white noise shows their effectiveness and performances.
基金supported by Gansu Higher Education Innovation Fund Project(No.2023B-439)。
文摘Aiming at the industry cyber-physical system(ICPS)where Denial-of-Service(DoS)attacks and actuator failure coexist,the integrated security control problem of ICPS under multi-objective constraints was studied.First,from the perspective of the defender,according to the differential impact of the system under DoS attacks of different energies,the DoS attacks energy grading detection standard was formulated,and the ICPS comprehensive security control framework was constructed.Secondly,a security transmission strategy based on event triggering was designed.Under the DoS attack energy classification detection mechanism,for large-energy attacks,the method based on time series analysis was considered to predict and compensate for lost data.Therefore,on the basis of passive and elastic response to small energy attacks,the active defense capability against DoS attacks was increased.Then by introducing the conecomplement linearization algorithm,the calculation methods of the state and fault estimation observer and the integrated safety controller were deduced,the goal of DoS attack active and passive hybrid intrusion tolerance and actuator failure active fault tolerance were realized.Finally,a simulation example of a four-capacity water tank system was given to verify the validity of the obtained conclusions.
