Search NASA⌕ Search

SEARCH · Search NASA

Results for “Stochastic processes & statistics”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 55 records · Page 3
All sourcesNASA NTRSDOE OSTI
NASA NTRS2000

The Impact of ENSO on Extratropical Low Frequency Noise in Seasonal Forecasts

This study examines the uncertainty in forecasts of the January-February-March (JFM) mean extratropical circulation, and how that uncertainty is modulated by the El Nino/Southern Oscillation (ENSO). The analysis is based on ensembles of hindcasts made with an Atmospheric General Circulation Model (AGCM) forced with sea surface temperatures observed during; the 1983 El Nino and 1989 La Nina events. The AGCM produces pronounced interannual differences in the magnitude of the extratropical seasonal mean noise (intra-ensemble variability). The North Pacific, in particular, shows extensive regions where the 1989 seasonal mean noise kinetic energy (SKE), which is dominated by a "PNA-like" spatial structure, is more than twice that of the 1983 forecasts. The larger SKE in 1989 is associated with a larger than normal barotropic conversion of kinetic energy from the mean Pacific jet to the seasonal mean noise. The generation of SKE due to sub-monthly transients also shows substantial interannual differences, though these are much smaller than the differences in the mean flow conversions. An analysis of the Generation of monthly mean noise kinetic energy (NIKE) and its variability suggests that the seasonal mean noise is predominantly a statistical residue of variability resulting from dynamical processes operating on monthly and shorter times scales. A stochastically-forced barotropic model (linearized about the AGCM's 1983 and 1989 base states) is used to further assess the role of the basic state, submonthly transients, and tropical forcing, in modulating the uncertainties in the seasonal AGCM forecasts. When forced globally with spatially-white noise, the linear model generates much larger variance for the 1989 base state, consistent with the AGCM results. The extratropical variability for the 1989 base state is dominanted by a single eigenmode, and is strongly coupled with forcing over tropical western Pacific and the Indian Ocean, again consistent with the AGCM results. Linear calculations that include forcing from the AGCM variance of the tropical forcing and submonthly transients show a small impact on the variability over the Pacific/North American region compared with that of the base state differences.

Schubert, Siegfried D.↗
NASA NTRS1997

Deviations from uniform power law scaling in nonstationary time series

A classic problem in physics is the analysis of highly nonstationary time series that typically exhibit long-range correlations. Here we test the hypothesis that the scaling properties of the dynamics of healthy physiological systems are more stable than those of pathological systems by studying beat-to-beat fluctuations in the human heart rate. We develop techniques based on the Fano factor and Allan factor functions, as well as on detrended fluctuation analysis, for quantifying deviations from uniform power-law scaling in nonstationary time series. By analyzing extremely long data sets of up to N = 10(5) beats for 11 healthy subjects, we find that the fluctuations in the heart rate scale approximately uniformly over several temporal orders of magnitude. By contrast, we find that in data sets of comparable length for 14 subjects with heart disease, the fluctuations grow erratically, indicating a loss of scaling stability.

Non-NASA Center↗
NASA NTRS1997

Systems Engineering Metrics: Organizational Complexity and Product Quality Modeling

Innovative organizational complexity and product quality models applicable to performance metrics for NASA-MSFC's Systems Analysis and Integration Laboratory (SAIL) missions and objectives are presented. An intensive research effort focuses on the synergistic combination of stochastic process modeling, nodal and spatial decomposition techniques, organizational and computational complexity, systems science and metrics, chaos, and proprietary statistical tools for accelerated risk assessment. This is followed by the development of a preliminary model, which is uniquely applicable and robust for quantitative purposes. Exercise of the preliminary model using a generic system hierarchy and the AXAF-I architectural hierarchy is provided. The Kendall test for positive dependence provides an initial verification and validation of the model. Finally, the research and development of the innovation is revisited, prior to peer review. This research and development effort results in near-term, measurable SAIL organizational and product quality methodologies, enhanced organizational risk assessment and evolutionary modeling results, and 91 improved statistical quantification of SAIL productivity interests.

Mog, Robert A.↗
NASA NTRS1972

An Adaptive Technique for a Redundant-Sensor Navigation System

An on-line adaptive technique is developed to provide a self-contained redundant-sensor navigation system with a capability to utilize its full potentiality in reliability and performance. The gyro navigation system is modeled as a Gauss-Markov process, with degradation modes defined as changes in characteristics specified by parameters associated with the model. The adaptive system is formulated as a multistage stochastic process: (1) a detection system, (2) an identification system and (3) a compensation system. It is shown that the sufficient statistics for the partially observable process in the detection and identification system is the posterior measure of the state of degradation, conditioned on the measurement history.

Chien, T. T.↗
NASA NTRS1997

Stochastic-Dynamical Modeling of Space Time Rainfall

The focus of this research work is the elucidation of the physical origins of the observed extreme-rainfall variability over tropical oceans. The quantitative results of this work may be used to establish links between deterministic models of the mesoscale and synoptic scale with statistical descriptions of the temporal variability of local tropical oceanic rainfall. In addition, they may be used to quantify the influence of measurement error in large-scale forcing and cloud scale observations on the accuracy of local rainfall variability inferences, important for hydrologic studies. A simple statistical-dynamical model, suitable for use in repetitive Monte Carlo experiments, is formulated as a diagnostic tool for this purpose. Stochastic processes with temporal structure and parameters estimated from observed large-scale data represent large-scale forcing.

Georgankakos, Konstantine P.↗
NASA NTRS1999

Statistical physics and physiology: monofractal and multifractal approaches

Even under healthy, basal conditions, physiologic systems show erratic fluctuations resembling those found in dynamical systems driven away from a single equilibrium state. Do such "nonequilibrium" fluctuations simply reflect the fact that physiologic systems are being constantly perturbed by external and intrinsic noise? Or, do these fluctuations actually, contain useful, "hidden" information about the underlying nonequilibrium control mechanisms? We report some recent attempts to understand the dynamics of complex physiologic fluctuations by adapting and extending concepts and methods developed very recently in statistical physics. Specifically, we focus on interbeat interval variability as an important quantity to help elucidate possibly non-homeostatic physiologic variability because (i) the heart rate is under direct neuroautonomic control, (ii) interbeat interval variability is readily measured by noninvasive means, and (iii) analysis of these heart rate dynamics may provide important practical diagnostic and prognostic information not obtainable with current approaches. The analytic tools we discuss may be used on a wider range of physiologic signals. We first review recent progress using two analysis methods--detrended fluctuation analysis and wavelets--sufficient for quantifying monofractual structures. We then describe recent work that quantifies multifractal features of interbeat interval series, and the discovery that the multifractal structure of healthy subjects is different than that of diseased subjects.

NASA Discipline Cardiopulmonary↗
NASA NTRS1975

Stochastic model for fatigue crack size and cost effective design decisions

This paper describes a methodology for making cost effective fatigue design decisions. The methodology is based on a probabilistic model for the stochastic process of fatigue crack growth with time. The development of a particular model for the stochastic process is also discussed in the paper. The model is based on the assumption of continuous time and discrete space of crack lengths. Statistical decision theory and the developed probabilistic model are used to develop the procedure for making fatigue design decisions on the basis of minimum expected cost or risk function and reliability bounds. Selections of initial flaw size distribution, NDT, repair threshold crack lengths, and inspection intervals are discussed.

Hanagud, S.↗
NASA NTRS1999

Fluid Physics in a Fluctuating Acceleration Environment

Our program of research aims at developing a stochastic description of the residual acceleration field onboard spacecraft (g-jitter) to describe in quantitative detail its effect on fluid motion. Our main premise is that such a statistical description is necessary in those cases in which the characteristic time scales of the process under investigation are long compared with the correlation time of g-jitter. Although a clear separation between time scales makes this approach feasible, there remain several difficulties of practical nature: (i), g-jitter time series are not statistically stationary but rather show definite dependences on factors such as active or rest crew periods; (ii), it is very difficult to extract reliably the low frequency range of the power spectrum of the acceleration field. This range controls the magnitude of diffusive processes; and (iii), models used to date are Gaussian, but there is evidence that large amplitude disturbances occur much more frequently than a Gaussian distribution would predict. The lack of stationarity does not constitute a severe limitation in practice, since the intensity of the stochastic components changes very slowly during space missions (perhaps over times of the order of hours). A separate analysis of large amplitude disturbances has not been undertaken yet, but it does not seem difficult a priori to devise models that may describe this range better than a Gaussian distribution. The effect of low frequency components, on the other hand, is more difficult to ascertain, partly due to the difficulty associated with measuring them, and partly because they may be indistinguishable from slowly changing averages. This latter effect is further complicated by the lack of statistical stationarity of the time series. Recent work has focused on the effect of stochastic modulation on the onset of oscillatory instabilities as an example of resonant interaction between the driving acceleration and normal modes of the system, and on cavity flow as an example of how an oscillatory response under periodic driving becomes diffusive if the forcing is random instead. This paper describes three different topics that illustrate behavior that is peculiar to a stochastic acceleration field. In the first case, we show that g-jitter can induce effective attractive or repulsive forces between a pair of spherical particles that are suspended in an incompressible fluid of different density provided that the momentum diffusion length is larger than the interparticle separation (as in the case in most colloidal suspensions). Second, a stochastic modulation of the control parameter in the vicinity of a pitchfork or supercritical bifurcation is known not to affect the location of the threshold. We show, however, that resonance between the modulation and linearly stable modes close to onset can lead to a shift in threshold. Finally, we discuss the classical problem of vorticity diffusion away from a plane boundary that is being vibrated along its own plane. Periodic motion with zero average vorticity production results in an exponential decay of the vorticity away from the boundary. Random vibration, on the other hand, results in power law decay away from the boundary even if vorticity production averages to zero.

Drolet, Francois↗
NASA NTRS1972

Stationary conditions for stochastic differential equations

This is a preliminary study of possible necessary and sufficient conditions to insure stationarity in the solution process for a stochastic differential equation. It indirectly sheds some light on ergodicity properties and shows that the spectral density is generally inadequate as a statistical measure of the solution. Further work is proceeding on a more general theory which gives necessary and sufficient conditions in a form useful for applications.

Adomian, G.↗
NASA NTRS1987

A statistical rain attenuation prediction model with application to the advanced communication technology satellite project. Part 2: Theoretical development of a dynamic model and application to rain fade durations and tolerable control delays for fade countermeasures

A dynamic rain attenuation prediction model is developed for use in obtaining the temporal characteristics, on time scales of minutes or hours, of satellite communication link availability. Analagous to the associated static rain attenuation model, which yields yearly attenuation predictions, this dynamic model is applicable at any location in the world that is characterized by the static rain attenuation statistics peculiar to the geometry of the satellite link and the rain statistics of the location. Such statistics are calculated by employing the formalism of Part I of this report. In fact, the dynamic model presented here is an extension of the static model and reduces to the static model in the appropriate limit. By assuming that rain attenuation is dynamically described by a first-order stochastic differential equation in time and that this random attenuation process is a Markov process, an expression for the associated transition probability is obtained by solving the related forward Kolmogorov equation. This transition probability is then used to obtain such temporal rain attenuation statistics as attenuation durations and allowable attenuation margins versus control system delay.

Manning, Robert M.↗
NASA NTRS1973

Reflectance of vegetation, soil, and water

There are no author-identified significant results in this report. This report deals with the selection of the best channels from the 24-channel aircraft data to represent crop and soil conditions. A three-step procedure has been developed that involves using univariate statistics and an F-ratio test to indicate the best 14 channels. From the 14, the 10 best channels are selected by a multivariate stochastic process. The third step involves the pattern recognition procedures developed in the data analysis plan. Indications are that the procedures in use are satsifactory and will extract the desired information from the data.

Wiegand, C. L.↗
NASA NTRS1999

The Krigifier: A Procedure for Generating Pseudorandom Nonlinear Objective Functions for Computational Experimentation

Comprehensive computational experiments to assess the performance of algorithms for numerical optimization require (among other things) a practical procedure for generating pseudorandom nonlinear objective functions. We propose a procedure that is based on the convenient fiction that objective functions are realizations of stochastic processes. This report details the calculations necessary to implement our procedure for the case of certain stationary Gaussian processes and presents a specific implementation in the statistical programming language S-PLUS.

Trosset, Michael W.↗
NASA NTRS1984

Data and results of a laboratory investigation of microprocessor upset caused by simulated lightning-induced analog transients

A methodology was developed a assess the upset susceptibility/reliability of a computer system onboard an aircraft flying through a lightning environment. Upset error modes in a general purpose microprocessor were studied. The upset tests involved the random input of analog transients which model lightning induced signals onto interface lines of an 8080 based microcomputer from which upset error data was recorded. The program code on the microprocessor during tests is designed to exercise all of the machine cycles and memory addressing techniques implemented in the 8080 central processing unit. A statistical analysis is presented in which possible correlations are established between the probability of upset occurrence and transient signal inputs during specific processing states and operations. A stochastic upset susceptibility model for the 8080 microprocessor is presented. The susceptibility of this microprocessor to upset, once analog transients have entered the system, is determined analytically by calculating the state probabilities of the stochastic model.

Belcastro, C. M.↗
NASA NTRS1999

Dynamical Signatures of Living Systems

One of the main challenges in modeling living systems is to distinguish a random walk of physical origin (for instance, Brownian motions) from those of biological origin and that will constitute the starting point of the proposed approach. As conjectured, the biological random walk must be nonlinear. Indeed, any stochastic Markov process can be described by linear Fokker-Planck equation (or its discretized version), only that type of process has been observed in the inanimate world. However, all such processes always converge to a stable (ergodic or periodic) state, i.e., to the states of a lower complexity and high entropy. At the same time, the evolution of living systems directed toward a higher level of complexity if complexity is associated with a number of structural variations. The simplest way to mimic such a tendency is to incorporate a nonlinearity into the random walk; then the probability evolution will attain the features of diffusion equation: the formation and dissipation of shock waves initiated by small shallow wave disturbances. As a result, the evolution never "dies:" it produces new different configurations which are accompanied by an increase or decrease of entropy (the decrease takes place during formation of shock waves, the increase-during their dissipation). In other words, the evolution can be directed "against the second law of thermodynamics" by forming patterns outside of equilibrium in the probability space. Due to that, a specie is not locked up in a certain pattern of behavior: it still can perform a variety of motions, and only the statistics of these motions is constrained by this pattern. It should be emphasized that such a "twist" is based upon the concept of reflection, i.e., the existence of the self-image (adopted from psychology). The model consists of a generator of stochastic processes which represents the motor dynamics in the form of nonlinear random walks, and a simulator of the nonlinear version of the diffusion equation which represents the mental dynamics. It has been demonstrated that coupled mental-motor dynamics can simulate emerging self-organization, prey-predator games, collaboration and competition, "collective brain," etc.

Zak, M.↗
NASA NTRS1978

Nonparametric algorithms for the search of signals

Two algorithms for the search of signals in noise are constructed. Two independent measurable properties of a discreet time-dependent stochastic process F are described. The functions A sub K and B sub K fully satisfy conditions for the application of a test based on Spearman's rank correlation coefficient. A statistic to which the one-sided signal test can be applied is constructed under sufficiently natural assumptions about the noise process. The constructed statistics are simplified. Processing results from calculations of statistics constructed for concrete processes are presented.

Myshenkova, T. S.↗
NASA NTRS1997

Detection of chaotic determinism in time series from randomly forced maps

Time series from biological system often display fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely "noise". Despite this effort, it has been difficult to establish the presence of chaos in time series from biological sytems. The output from a biological system is probably the result of both its internal dynamics, and the input to the system from the surroundings. This implies that the system should be viewed as a mixed system with both stochastic and deterministic components. We present a method that appears to be useful in deciding whether determinism is present in a time series, and if this determinism has chaotic attributes, i.e., a positive characteristic exponent that leads to sensitivity to initial conditions. The method relies on fitting a nonlinear autoregressive model to the time series followed by an estimation of the characteristic exponents of the model over the observed probability distribution of states for the system. The method is tested by computer simulations, and applied to heart rate variability data.

Non-NASA Center↗
NASA NTRS1994

Statistical mechanics in biology: how ubiquitous are long-range correlations?

The purpose of this opening talk is to describe examples of recent progress in applying statistical mechanics to biological systems. We first briefly review several biological systems, and then focus on the fractal features characterized by the long-range correlations found recently in DNA sequences containing non-coding material. We discuss the evidence supporting the finding that for sequences containing only coding regions, there are no long-range correlations. We also discuss the recent finding that the exponent alpha characterizing the long-range correlations increases with evolution, and we discuss two related models, the insertion model and the insertion-deletion model, that may account for the presence of long-range correlations. Finally, we summarize the analysis of long-term data on human heartbeats (up to 10(4) heart beats) that supports the possibility that the successive increments in the cardiac beat-to-beat intervals of healthy subjects display scale-invariant, long-range "anti-correlations" (a tendency to beat faster is balanced by a tendency to beat slower later on). In contrast, for a group of subjects with severe heart disease, long-range correlations vanish. This finding suggests that the classical theory of homeostasis, according to which stable physiological processes seek to maintain "constancy," should be extended to account for this type of dynamical, far from equilibrium, behavior.

Non-NASA Center↗