Autoregressive model-based parameter correlation for state of charge and state of health of lithium-ion batteries using built-in piezoelectric transducer induced ultrasonic waves
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Ahmed, Shabbir (ORCID:0000000182966025)↗
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A conditional latent autoregressive recurrent model for generation and forecasting of beam dynamics in particle accelerators
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97 MATHEMATICS AND COMPUTING↗
Quantifying and simulating the weather forecast uncertainty for advanced building control
Weather forecast uncertainty is unavoidable despite technological advancements. Accurately quantifying and modelling this uncertainty is essential for developing and comparing advanced building controllers. In this study, we present a structured approach using a first-order autoregressive model (AR(1)) to model uncertainty in ambient temperature and global solar irradiation (GHI) forecasts. We analyzed weather data from four cities and employed Jensen–Shannon divergence (JSD) to evaluate the similarity between synthetic and actual forecast errors. The average JSD values for temperature are 0.027 (Berkeley), 0.021 (Leuven), 0.018 (Berlin), and 0.008 (Oslo), and for GHI, the average JSD values are 0.016 (Berkeley), 0.058 (Leuven), and 0.013 (Berlin). The low JSD values indicate a high similarity between the synthetic and real forecast error distributions. Further, our approach successfully generates synthetic weather forecasts that mirror the statistical properties of actual forecasts. The implementation of our method for uncertain forecast generation is being added to the BOPTEST framework.
54 ENVIRONMENTAL SCIENCES↗
Failure monitoring in dynamic systems: Model construction without fault training data
Advances in the use of autoregressive models, pattern recognition methods, and hidden Markov models for on-line health monitoring of dynamic systems (such as DSN antennas) have recently been reported. However, the algorithms described in previous work have the significant drawback that data acquired under fault conditions are assumed to be available in order to train the model used for monitoring the system under observation. This article reports that this assumption can be relaxed and that hidden Markov monitoring models can be constructed using only data acquired under normal conditions and prior knowledge of the system characteristics being measured. The method is described and evaluated on data from the DSS 13 34-m beam wave guide antenna. The primary conclusion from the experimental results is that the method is indeed practical and holds considerable promise for application at the 70-m antenna sites where acquisition of fault data under controlled conditions is not realistic.
Smyth, P.↗
Development and assessment of a model predictive controller enabling anticipatory control strategies for a heat-pipe system
To support the reliable and resilient operation of modular reactors and microreactors, anticipatory control strategies have been proposed for achieving faster-than-real-time predictions and decision-making capabilities in anticipation of potential anomalies, including setpoint changes and cyber incidents. Here this work presents how anticipatory control strategies can be implemented via model predictive control (MPC) of a single heat pipe’s temperature. Considering the uncertainty in developing and applying MPC, this work evaluates MPC performance given three different model forms: a linear response surface model, an artificial neural network (ANN), and an autoregressive model with exogenous input (ARX). This work also evaluates the impacts of different input biases and variance on MPC performance in order to account for potential sensor reading variations due to cyber incidents. We observe that nonparametric models such as the ANN and ARX result in more fluctuated control actions compared to the MPC applied to the linear response surface model. However, when the cyber incidents are of a large magnitude, the linear response surface model produces smaller feasible regions than the nonparametric models under identical constraints.
22 GENERAL STUDIES OF NUCLEAR REACTORS↗
Computing the Critical Temperature of the Affine-Transformed $D=3$ Ising Model Using Masked Autoregressive Flow
The simple Ising model provides a rich environment to build and study lattice field theories. As part of an ongoing project to construct a conformal field theory (CFT) on an arbitrarily curved manifold, in this work we develop methods to measure the critical temperature $β_c$ of the affine-transformed Ising model on the face-centered cubic (FCC) lattice. The main challenge in this endeavor is finding a computationally efficient and accurate method of interpolating and extrapolating Monte Carlo observables with respect to coupling coefficients and temperature. Herein, we compare two such methods. A traditional statistical approach uses the multiple histogram (MH) method, while a newer machine learning approach uses a masked autoregressive flow (MAF) to estimate the underlying probability density function of a set of observables. While the MH method is specifically designed to interpolate and extrapolate Monte Carlo observables, we find that MAF is a viable alternative for measuring $β_c$ with a computational cost that scales more favorably. Furthermore, we comment on additional advantages of MAF relevant to our work, such as extrapolating in system volume.
Svenson, Kai [Texas U.]↗
Linear and nonlinear trending and prediction for AVHRR time series data
The variability of AVHRR calibration coefficient in time was analyzed using algorithms of linear and non-linear time series analysis. Specifically we have used the spline trend modeling, autoregressive process analysis, incremental neural network learning algorithm and redundancy functional testing. The analysis performed on available AVHRR data sets revealed that (1) the calibration data have nonlinear dependencies, (2) the calibration data depend strongly on the target temperature, (3) both calibration coefficients and the temperature time series can be modeled, in the first approximation, as autonomous dynamical systems, (4) the high frequency residuals of the analyzed data sets can be best modeled as an autoregressive process of the 10th degree. We have dealt with a nonlinear identification problem and the problem of noise filtering (data smoothing). The system identification and filtering are significant problems for AVHRR data sets. The algorithms outlined in this study can be used for the future EOS missions. Prediction and smoothing algorithms for time series of calibration data provide a functional characterization of the data. Those algorithms can be particularly useful when calibration data are incomplete or sparse.
Smid, J.↗
Integrated system identification and modal state estimation for control of flexible space structures
A novel approach of integrated system identification and modal state estimation is proposed for control of linear dynamical systems including flexible space structures. There are four steps involved in this approach. First, the relation between a stochastic state space model of a dynamical system and the coefficients of its autoregressive model with exogenous input is derived. Second, an adaptive least-squares transversal predictor is used to estimate the coefficients of the model. Third, a state space model and a steady state Kalman filter gain of the dynamical system are then identified from the coefficients of the model by using the eigensystem realization algorithm. Fourth, a modal state estimator is constructed using the modal parameters of the identified model. On-line implementation of this algorithm can continually improve the modal parameters and the filter gain. It can also gradually update the system model when the system characteristics are slowly changing. A numerical example is used to illustrate the feasibility of the new approach.
Chen, Chung-Wen↗
Spatial Bayesian models project shifts in suitable habitat for Pacific Northwest tree species under climate change
Abstract We developed spatial Bayesian hierarchical models to assess potential climate change impacts on suitable habitat for five important tree species in the Pacific northwestern United States (California, Oregon, and Washington). Individual‐species models were fit with presence–absence data from forest inventory field plots and spatial relationships were specified through a conditional autoregressive model. This modeling approach allowed us to visualize uncertainty in response curves, map current and future prediction uncertainty, and provide interval estimates for change. Upward elevational or northward latitudinal shifts in climatically suitable habitat were projected for all species. Climate change impacts were the most damaging for noble fir ( Abies procera ), for which 79%–100% of the current range was projected to become climatically unsuitable by the 2080s. Although coastal Douglas‐fir ( Pseudotsuga menziesii var. menziesii ) has been projected by others to gain habitat in Canada, within our study area we projected a net loss of climatically suitable habitat (ca. 8000–31,400 km 2 ) under three of four future climate scenarios. A net loss in habitat was also projected for Oregon white oak ( Quercus garryana ) under three of four scenarios, with 40%–60% of the current range becoming unsuitable. Although there was no net loss of habitat for forest land blue oak under any scenario, other factors like competition may inhibit blue oak ( Quercus douglasii ) and white oak from occupying areas projected to increase in climatic suitability. Additionally, between 13% and 32% of blue oak's current range was projected to become unsuitable; some of these areas aligned with dieback following the 2012–2015 California drought, which our data set predates. Unlike the other four species, we projected a 17%–25% increase in climatically suitable habitat for California black oak ( Quercus kelloggii ), although 1%–20% of the current range was still projected to become unsuitable. Our findings indicate that, although some species will face more pressure in tracking climatically suitable habitat than others, climate change will impact the location of suitable habitat for many species.
Kralicek, Karin↗
In-process monitoring and prediction of droplet quality in droplet-on-demand liquid metal jetting additive manufacturing using machine learning
Abstract In droplet-on-demand liquid metal jetting (DoD-LMJ) additive manufacturing, complex physical interactions govern the droplet characteristics, such as size, velocity, and shape. These droplet characteristics, in turn, determine the functional quality of the printed parts. Hence, to ensure repeatable and reliable part quality it is necessary to monitor and control the droplet characteristics. Existing approaches for in-situ monitoring of droplet behavior in DoD-LMJ rely on high-speed imaging sensors. The resulting high volume of droplet images acquired is computationally demanding to analyze and hinders real-time control of the process. To overcome this challenge, the objective of this work is to use time series data acquired from an in-process millimeter-wave sensor for predicting the size, velocity, and shape characteristics of droplets in DoD-LMJ process. As opposed to high-speed imaging, this sensor produces data-efficient time series signatures that allows rapid, real-time process monitoring. We devise machine learning models that use the millimeter-wave sensor data to predict the droplet characteristics. Specifically, we developed multilayer perceptron-based non-linear autoregressive models to predict the size and velocity of droplets. Likewise, a supervised machine learning model was trained to classify the droplet shape using the frequency spectrum information contained in the millimeter-wave sensor signatures. High-speed imaging data served as ground truth for model training and validation. These models captured the droplet characteristics with a statistical fidelity exceeding 90%, and vastly outperformed conventional statistical modeling approaches. Thus, this work achieves a practically viable sensing approach for real-time quality monitoring of the DoD-LMJ process, in lieu of the existing data-intensive image-based techniques.
Gaikwad, Aniruddha (ORCID:0000000285642621)↗
A stochastic-dynamical approach to the study of the natural variability of the climate
A method, suggested by Leith (1975), which employed stochastic-dynamic forecasts obtained from a general circulation model in such a way as to satisfy the definition of climatic noise, was used to validate assumptions accounting for the effects of external influences in estimating the climatic noise. Two assumptions were investigated: (1) that the weather fluctuations can be represented as a Markov process, and (2) that changing external conditions do not influence the atmosphere's statistical properties on short time scales. The general circulation model's simulation of the daily weather fluctuations was generated by performing integrations with prescribed climatological boundary conditions for random initial atmospheric states, with resulting dynamical forecasts providing an ensemble of simulated data for the autoregressive modeling of weather fluctuations. To estimate the climatic noise from the observational data (consisting of hourly values of sea level pressure and surface temperature at 54 U.S. stations for the month of January for the years 1949-1975) use of the short time-scale assumption is made. The simulated and observed data were found not to be consistent with either white noise or a Markov process of weather fluctuations. Good agreement was found between the results of the hypothetical testing of the simulated and the observed surface temperatures; and only partial support was found for the short time-scale assumption, i.e., for sea level pressure.
Straus, D. M.↗
The second-moment climatology of the GATE rain rate data
The first part of this paper presents the description of the GARP (Global Atmospheric Research Program) Atlantic Tropical Experiment (GATE) 1 rain-rate data and its two-dimensional spectral and correlation characteristics, which has made it possible to accomplish the following: to show the concentration of a significant power along the frequency axis in the spatiotemporal spectra; to detect a diurnal cycle (which has a range of variation of about 3.4-5.4 mm/n) as one of the sources of bias in the rain statistics of satellite data; to study the distinction between the north-south and east-west transport of spatial rain-rate field and character of its anisotropy; to evaluate the scales of the distinction between second-moment estimates associated with ground and satellite samples; and to determine the appropriate spatial and temporal scales of simple linear stochastic models fitted to averaged rain-rate fields. The second part of this paper is devoted to an analysis of the diffusion of the rain rate by establishing a relationship between the parameters of the multivariate autoregressive model and the coefficients of a diffusion equation. This analysis led to the use of rain data to estimate the rain advection velocity as well as other coefficients of the diffusion equation of the corresponding field. The results obtained can be used for comparison with corresponding estimates of other sources of data (satellite, Tropical Oceans Global Atmosphere Coupled Ocean - Atmosphere Response Experiment (TOGA, COARE) or simulated by physical models), for generating multiple samples of any size, for solving the inverse problems of some of the hydrodynamic equations, and in some other areas of rain data analysis and modeling.
Polyak, Ilya↗
Laboratory for Engineering Man/Machine Systems (LEMS): System identification, model reduction and deconvolution filtering using Fourier based modulating signals and high order statistics
Several important problems in the fields of signal processing and model identification, such as system structure identification, frequency response determination, high order model reduction, high resolution frequency analysis, deconvolution filtering, and etc. Each of these topics involves a wide range of applications and has received considerable attention. Using the Fourier based sinusoidal modulating signals, it is shown that a discrete autoregressive model can be constructed for the least squares identification of continuous systems. Some identification algorithms are presented for both SISO and MIMO systems frequency response determination using only transient data. Also, several new schemes for model reduction were developed. Based upon the complex sinusoidal modulating signals, a parametric least squares algorithm for high resolution frequency estimation is proposed. Numerical examples show that the proposed algorithm gives better performance than the usual. Also, the problem was studied of deconvolution and parameter identification of a general noncausal nonminimum phase ARMA system driven by non-Gaussian stationary random processes. Algorithms are introduced for inverse cumulant estimation, both in the frequency domain via the FFT algorithms and in the domain via the least squares algorithm.
Pan, Jianqiang↗
Red Noise–based False Alarm Thresholds for Astrophysical Periodograms via Whittle’s Approximation to the Likelihood
Astronomers who search for periodic signals using Lomb–Scargle periodograms rely on false alarm level (FAL) estimates to identify statistically significant peaks. Although FALs are often calculated from white noise models, many astronomical time series suffer from red noise. Prewhitening is a statistical technique in which a continuum model is subtracted from the log power spectrum estimate, after which the observer can proceed with a white-noise treatment. Here we present a prewhitening-based method of calculating frequency-dependent FALs. We fit power laws and autoregressive models of order 1 to each Lomb–Scargle periodogram by minimizing the Whittle approximation to the negative log-likelihood (NLL), then calculate FALs based on the best-fit model power spectrum. Our technique is a novel extension of the Whittle NLL to datasets with uneven time sampling. We demonstrate FAL calculations using observations of α Cen B, GJ 581, HD 192310, synthetic data from the radial velocity (RV) fitting challenge, and Kepler observations of a differential rotator. The Kepler data analysis shows that only true rotation signals are detected by red noise FALs, while white noise FALs suggest all spurious peaks in the low-frequency range are significant. A high-frequency sinusoid injected into α Cen B logR$'$ HK observations exceeds the 1% red noise FAL despite having only 8.9% of the power of the dominant rotation signal. In a periodogram of HD 192310 RVs, peaks associated with differential rotation and planets are detected against the 5% red noise FAL without iterative model fitting or subtraction. The software for calculating red noise–based FALs is available on GitHub.
Astrostatistics (1882)↗
Application of multivariate autoregressive spectrum estimation to ULF waves
The estimation of the power spectrum of a time series by fitting a finite autoregressive model to the data has recently found widespread application in the physical sciences. The extension of this method to the analysis of vector time series is presented here through its application to ULF waves observed in the magnetosphere by the ATS 6 synchronous satellite. Autoregressive spectral estimates of the power and cross-power spectra of these waves are computed with computer programs developed by the author and are compared with the corresponding Blackman-Tukey spectral estimates. The resulting spectral density matrices are then analyzed to determine the direction of propagation and polarization of the observed waves.
Ioannidis, G. A.↗
A satellite-based radar wind sensor
The objective is to investigate the application of Doppler radar systems for global wind measurement. A model of the satellite-based radar wind sounder (RAWS) is discussed, and many critical problems in the designing process, such as the antenna scan pattern, tracking the Doppler shift caused by satellite motion, and backscattering of radar signals from different types of clouds, are discussed along with their computer simulations. In addition, algorithms for measuring mean frequency of radar echoes, such as the Fast Fourier Transform (FFT) estimator, the covariance estimator, and the estimators based on autoregressive models, are discussed. Monte Carlo computer simulations were used to compare the performance of these algorithms. Anti-alias methods are discussed for the FFT and the autoregressive methods. Several algorithms for reducing radar ambiguity were studied, such as random phase coding methods and staggered pulse repitition frequncy (PRF) methods. Computer simulations showed that these methods are not applicable to the RAWS because of the broad spectral widths of the radar echoes from clouds. A waveform modulation method using the concept of spread spectrum and correlation detection was developed to solve the radar ambiguity. Radar ambiguity functions were used to analyze the effective signal-to-noise ratios for the waveform modulation method. The results showed that, with suitable bandwidth product and modulation of the waveform, this method can achieve the desired maximum range and maximum frequency of the radar system.
Xin, Weizhuang↗
Parameter identification for vibration control of SCOLE
A least-squares identification method has been used to derive an empirical model of the vibrational dynamics of the Spacecraft Control Laboratory Experiment, an apparatus for testing parameter identification and control schemes for large flexible space structures. Testing is performed by exciting the structure with torque wheels. Linear least-squares analysis is employed to obtain the parameters that best fit the output of an autoregressive model to the data, and to determine the control effectiveness of the torque wheels using the excitation portion of the test data.
Sparks, D. W., Jr.↗
Spectrum Modal Analysis for the Detection of Low-Altitude Windshear with Airborne Doppler Radar
A major obstacle in the estimation of windspeed patterns associated with low-altitude windshear with an airborne pulsed Doppler radar system is the presence of strong levels of ground clutter which can strongly bias a windspeed estimate. Typical solutions attempt to remove the clutter energy from the return through clutter rejection filtering. Proposed is a method whereby both the weather and clutter modes present in a return spectrum can be identified to yield an unbiased estimate of the weather mode without the need for clutter rejection filtering. An attempt will be made to show that modeling through a second order extended Prony approach is sufficient for the identification of the weather mode. A pattern recognition approach to windspeed estimation from the identified modes is derived and applied to both simulated and actual flight data. Comparisons between windspeed estimates derived from modal analysis and the pulse-pair estimator are included as well as associated hazard factors. Also included is a computationally attractive method for estimating windspeeds directly from the coefficients of a second-order autoregressive model. Extensions and recommendations for further study are included.
Kunkel, Matthew W.↗