Linear prediction on a finite past of a multivariate stationary process
Linear prediction theory for multivariate, one- dimensional, stationary, stochastic processes with finite pasts
TIME SERIES↗
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Chromospheric Variability: Analysis of 36 years of Time Series from the National Solar Observatory/Sacramento Peak Ca II K-line Monitoring Program
Analysis of more than 36 years of time series of seven parameters measured in the NSO/AFRL/Sac Peak K-line monitoring program elucidates five elucidates five components of the variation: (1) the solar cycle (period approx. 11 years), (2) quasi-periodic variations (periods approx 100 days), (3) a broad band stochastic process (wide range of periods), (4) rotational modulation, and (5) random observational errors. Correlation and power spectrum analyses elucidate periodic and aperiodic variation of the chromospheric parameters. Time-frequency analysis illuminates periodic and quasi periodic signals, details of frequency modulation due to differential rotation, and in particular elucidates the rather complex harmonic structure (1) and (2) at time scales in the range approx 0.1 - 10 years. These results using only full-disk data further suggest that similar analyses will be useful at detecting and characterizing differential rotation in stars from stellar light-curves such as those being produced by NASA's Kepler observatory. Component (3) consists of variations over a range of timescales, in the manner of a 1/f random noise process. A timedependent Wilson-Bappu effect appears to be present in the solar cycle variations (1), but not in the stochastic process (3). Component (4) characterizes differential rotation of the active regions, and (5) is of course not characteristic of solar variability, but the fact that the observational errors are quite small greatly facilitates the analysis of the other components. The recent data suggest that the current cycle is starting late and may be relatively weak. The data analyzed in this paper can be found at the National Solar Observatory web site http://nsosp.nso.edu/cak_mon/, or by file transfer protocol at ftp://ftp.nso.edu/idl/cak.parameters.
Solar physics↗
Microbial and Environmental Processes Shape the Link between Organic Matter Functional Traits and Composition
Dissolved organic matter (DOM) is a large and complex mixture of molecules that fuels biogeochemical reaction in virtually all ecosystems on Earth. However, the relative importance of deterministic and stochastic processes in structuring DOM composition remains poorly characterized. Here we develop a framework for partitioning molecular composition based on key molecular traits, including lability vs. recalcitrance and activity vs. inactivity. Within this framework, we examine the ecological processes governing the assembly of DOM fractions by deploying aquatic microcosms on mountainsides that span gradients of temperature and nutrient loading in subtropical and subarctic ecosystems. Across study regions, deterministic and stochastic processes primarily structure active and inactive fractions, respectively. However, recalcitrant molecules are more deterministically assembled than labile molecules in the inactive fraction. Deterministic processes leading to variable selection generally exhibit more variation across the energy supply gradient for inactive fractions, and their importance increases with energy supply for recalcitrant molecules in both active and inactive fractions. Together, our results indicate that active and inactive fractions of DOM assemblages are structured by contrasting ecological processes, and their recalcitrant components are sensitive to global change. In conclusion, our framework opens new avenues to understand the assembly and turnover of DOM in a changing world, which can be used to predict carbon cycling at local to global scales.
54 ENVIRONMENTAL SCIENCES↗
Temperature drives local contributions to beta diversity in mountain streams: stochastic and deterministic processes
Community variation (i.e. beta diversity) in geographical coenoclines is of substantial interest in ecology, yet the elevational patterns in beta diversity are still understudied, and no general conclusions have been reached. Here, we explored local contributions to beta diversity (LCBD) of stream bacteria, diatoms and macroinvertebrates on mountainsides. Across all taxa, we revealed a general U-shaped LCBD-elevation relationships (LCBDer), suggesting higher uniqueness of community composition at the two ends of the elevational gradients. This pattern was confirmed by coenocline simulations based on observed communities, and supported by the dominance of species replacement in total beta diversity. Across mountains and taxonomic groups, temperature was the main environmental factor underlying elevational patterns in LCBD and its metric relatives, which were also mediated by local environmental variables. The observed magnitudes of U-shaped LCBDer across mountains and taxonomic groups were specifically related to the heterogeneity of stream morphology, and the mean annual temperature on each mountain. U-shaped LCBDer were strengthened by the occurrence of generalist species with large elevational ranges, while rare species had a lesser effect on the patterns. Raup-Crick beta diversity indicated that both stochastic and deterministic processes drove the community assembly, and the latter one was positively related to the magnitudes of LCBDer. Our synthesis across mountains and taxonomic groups clearly shows that there are consistent elevational patterns in LCBD among taxonomic groups, and that these patterns are explained by similar ecological mechanisms, producing a more complete picture in understanding and bridging the spatial variation in biodiversity under changing climate.
Wang, Jianjun↗
Analytic Analysis for Dynamic System Frequency in Power Systems Under Uncertain Variability
In this paper, a new systematic method is proposed to analyze the system frequency in power systems under uncertain variability (UV). UV gradually increases in power systems, which originates from the renewable energy generation, random loads, frequency measurement, and communication channels, exerting noteworthy impacts on dynamic system frequency. The UV is modeled as a stochastic process in this paper. Then, the stochastic differential equations are used to describe the dynamic system frequency response (SFR) of a power system under UV, which is based on the SFR model. To assess system frequency dynamics under UV, an index of intra-range probability is put forward. Based on stochastic analysis theory, an analytic method is proposed to analyze the system frequency under UV, by which the intra-range probability can be analytically solved. Compared with Monte Carlo simulation in a typical SFR case and the Iceland electricity transmission network, the proposed method shows almost the same results using much less computation resource. Finally, insights for improving the SFR under UV are provided. The proposed method can be used to quickly verify whether the system frequency could withstand the UV and stay in the security range.
42 ENGINEERING↗
Discrete Deterministic and Stochastic Petri Nets
Petri nets augmented with timing specifications gained a wide acceptance in the area of performance and reliability evaluation of complex systems exhibiting concurrency, synchronization, and conflicts. The state space of time-extended Petri nets is mapped onto its basic underlying stochastic process, which can be shown to be Markovian under the assumption of exponentially distributed firing times. The integration of exponentially and non-exponentially distributed timing is still one of the major problems for the analysis and was first attacked for continuous time Petri nets at the cost of structural or analytical restrictions. We propose a discrete deterministic and stochastic Petri net (DDSPN) formalism with no imposed structural or analytical restrictions where transitions can fire either in zero time or according to arbitrary firing times that can be represented as the time to absorption in a finite absorbing discrete time Markov chain (DTMC). Exponentially distributed firing times are then approximated arbitrarily well by geometric distributions. Deterministic firing times are a special case of the geometric distribution. The underlying stochastic process of a DDSPN is then also a DTMC, from which the transient and stationary solution can be obtained by standard techniques. A comprehensive algorithm and some state space reduction techniques for the analysis of DDSPNs are presented comprising the automatic detection of conflicts and confusions, which removes a major obstacle for the analysis of discrete time models.
MATHEMATICAL MODELS↗
Karhunen–Loève treatment to remove noise and facilitate data analysis in sensing, spectroscopy and other applications
Resolving weak spectral variations in the dynamic response of materials that are either dominated or excited by stochastic processes remains a challenge. Responses that are thermal in origin are particularly relevant examples due to the delocalized nature of heat. Despite its inherent properties in dealing with stochastic processes, the Karhunen–Loève expansion has not been fully exploited in measurement of systems that are driven solely by random forces or can exhibit large thermally driven random fluctuations. Here in this paper, we present experimental results and analysis of the archetypes (a) the resonant excitation and transient response of an atomic force microscope probe by the ambient random fluctuations and nanoscale photothermal sample response, and (b) the photothermally scattered photons in pump–probe spectroscopy. In each case, the dynamic process is represented as an infinite series with random coefficients to obtain pertinent frequency shifts and spectral peaks and demonstrate spectral enhancement for a set of compounds including the spectrally complex biomass. The considered cases find important applications in nanoscale material characterization, biosensing, and spectral identification of biological and chemical agents.
47 OTHER INSTRUMENTATION↗
Descriptions of the polarization states of vector processes - Applications to ULF magnetic fields
In recent years a wide variety of methods has been used to describe the polarization characteristics of ULF (.001 to 1 Hz) magnetic fields. This paper gives a detailed outline of some of the descriptions derived from the spectral matrices of n-variate stochastic processes. The matrices are expanded in three different, standard sets of matrices in order to add some simplification to the interpretation of the polarizations. One set is composed of n-squared trace-orthogonal, hermitean matrices and leads directly to a generalization of the Stokes parameters and the degree of polarization for n-variate processes. The second set is developed from the dyad expansion, which in particular cases is analogous to the spectral decomposition of the matrix. The third set is composed of n commuting idempotent matrices and proves to be the most useful set when the stochastic process is not strictly polarized.
Samson, J. C.↗
Process-oriented stochastic perturbations applied to the parametrization of turbulence and shallow convection for ensemble prediction
Weather forecasting nowadays often requires some estimation of uncertainties associated with the output of meteorological models, in order to better inform decision making, especially in the context of intense weather events. Ensemble prediction systems provide such information through sets of possible scenarios which are designed to represent various uncertainty sources, including model uncertainties. A wide variety of methods have been proposed to estimate model uncertainties, among which perturbation methods targeting uncertain processes are a promising research field. Here, we focus on the representation of small-scale variability by process-oriented perturbation schemes applied to two key physical processes, namely turbulence and shallow convection. The perturbations are applied to a single-column version of the convection-permitting AROME model, in three idealized boundary-layer cases. Large-eddy simulations (LESs) of the same cases serve as a reference for the subgrid variability that has to be represented, and the results are also compared to those given by the Stochastically Perturbed Parametrization Tendencies (SPPT) method, which is a method commonly used by weather forecast centres to represent model uncertainty. The spread produced by our process-oriented perturbations of turbulence and shallow convection does not represent all the small-scale variability implied by the LESs for temperature and humidity. However, it is of a similar order of magnitude for the wind, thanks to perturbations generated by the stochastic turbulence scheme. The dispersion is structurally different from what is obtained with SPPT. It is non-negligible in the lower levels, where SPPT perturbations are usually suppressed because of numerical instabilities, indicating a possible complementarity between the schemes.
54 ENVIRONMENTAL SCIENCES↗
Gaussian Process Emulators for Volcanic Ash Dispersion Model Tephra2
It is necessary to predict volcanic ash deposition since falling ash is harmful to human activities. Because simulators built for this purpose are computationally expensive, it is popular to use statistical emulators for geophysical hazard analyses, where a large number of simulations are required. Gaussian stochastic process emulators are able to approximate expensive simulations in an accurate and efficient way. Using a relatively small number of simulation runs, a well-trained emulator can accurately predict simulation outputs at massive new input points in a few seconds. Under different explosive eruption conditions, we constructed Gaussian stochastic process emulators for Tephra2, a simulation tool for estimating the accumulation of volcanic ash over a region. Historical wind records are used as input wind data, without assuming a Gaussian wind speed profile or common wind direction among elevations. While there are several inputs for Tephra2, we use no more than three physically motivated variables as emulator inputs to reduce the computational cost of emulations. The emulator outputs predict the mass of tephra per unit area at 50281 grid points around a predetermined vent location.
58 GEOSCIENCES↗
Global climate impacts of stochastic deep convection parameterization in the NCAR CAM5
In this paper, the stochastic deep convection parameterization of Plant and Craig (PC) is implemented in the Community Atmospheric Model version 5 (CAM5) to incorporate the stochastic processes of convection into the Zhang-McFarlane (ZM) deterministic deep convective scheme. Its impacts on deep convection, shallow convection, large-scale precipitation and associated dynamic and thermodynamic fields are investigated. Results show that with the introduction of the PC stochastic parameterization, deep convection is decreased while shallow convection is enhanced. The decrease in deep convection is mainly caused by the stochastic process and the spatial averaging of input quantities for the PC scheme. More detrained liquid water associated with more shallow convection leads to significant increase in liquid water and ice water paths, which increases large-scale precipitation in tropical regions. Specific humidity, relative humidity, zonal wind in the tropics, and precipitable water are all improved. The simulation of shortwave cloud forcing (SWCF) is also improved. The PC stochastic parameterization decreases the global mean SWCF from -52.25 W/m 2 in the standard CAM5 to -48.86 W/m 2 , close to -47.16 W/m 2 in observations. The improvement in SWCF over the tropics is due to decreased low cloud fraction simulated by the stochastic scheme. Sensitivity tests of tuning parameters are also performed to investigate the sensitivity of simulated climatology to uncertain parameters in the stochastic deep convection scheme.
54 ENVIRONMENTAL SCIENCES↗
Generation and measurement of nonstationary random processes technical note no. 3
Generation and measurement of nonstationary stochastic processes related to Monte Carlo studies with analog computer
STOCHASTIC PROCESS↗
Modeling Common-Sense Decisions in Artificial Intelligence
A methodology has been conceived for efficient synthesis of dynamical models that simulate common-sense decision- making processes. This methodology is intended to contribute to the design of artificial-intelligence systems that could imitate human common-sense decision making or assist humans in making correct decisions in unanticipated circumstances. This methodology is a product of continuing research on mathematical models of the behaviors of single- and multi-agent systems known in biology, economics, and sociology, ranging from a single-cell organism at one extreme to the whole of human society at the other extreme. Earlier results of this research were reported in several prior NASA Tech Briefs articles, the three most recent and relevant being Characteristics of Dynamics of Intelligent Systems (NPO -21037), NASA Tech Briefs, Vol. 26, No. 12 (December 2002), page 48; Self-Supervised Dynamical Systems (NPO-30634), NASA Tech Briefs, Vol. 27, No. 3 (March 2003), page 72; and Complexity for Survival of Living Systems (NPO- 43302), NASA Tech Briefs, Vol. 33, No. 7 (July 2009), page 62. The methodology involves the concepts reported previously, albeit viewed from a different perspective. One of the main underlying ideas is to extend the application of physical first principles to the behaviors of living systems. Models of motor dynamics are used to simulate the observable behaviors of systems or objects of interest, and models of mental dynamics are used to represent the evolution of the corresponding knowledge bases. For a given system, the knowledge base is modeled in the form of probability distributions and the mental dynamics is represented by models of the evolution of the probability densities or, equivalently, models of flows of information. Autonomy is imparted to the decisionmaking process by feedback from mental to motor dynamics. This feedback replaces unavailable external information by information stored in the internal knowledge base. Representation of the dynamical models in a parameterized form reduces the task of common-sense-based decision making to a solution of the following hetero-associated-memory problem: store a set of m predetermined stochastic processes given by their probability distributions in such a way that when presented with an unexpected change in the form of an input out of the set of M inputs, the coupled motormental dynamics converges to the corresponding one of the m pre-assigned stochastic process, and a sample of this process represents the decision.
Zak, Michail↗
Identification of dynamic systems, theory and formulation
The problem of estimating parameters of dynamic systems is addressed in order to present the theoretical basis of system identification and parameter estimation in a manner that is complete and rigorous, yet understandable with minimal prerequisites. Maximum likelihood and related estimators are highlighted. The approach used requires familiarity with calculus, linear algebra, and probability, but does not require knowledge of stochastic processes or functional analysis. The treatment emphasizes unification of the various areas in estimation in dynamic systems is treated as a direct outgrowth of the static system theory. Topics covered include basic concepts and definitions; numerical optimization methods; probability; statistical estimators; estimation in static systems; stochastic processes; state estimation in dynamic systems; output error, filter error, and equation error methods of parameter estimation in dynamic systems, and the accuracy of the estimates.
Maine, R. E.↗
The mesoscale order of nacreous pearls
A pearl’s distinguished beauty and toughness are attributable to the periodic stacking of aragonite tablets known as nacre. Nacre has naturally occurring mesoscale periodicity that remarkably arises in the absence of discrete translational symmetry. Gleaning the inspiring biomineral design of a pearl requires quantifying its structural coherence and understanding the stochastic processes that influence formation. By characterizing the entire structure of pearls (~3 mm) in a cross-section at high resolution, we show that nacre has medium-range mesoscale periodicity. Self-correcting growth mechanisms actively remedy disorder and topological defects of the tablets and act as a countervailing process to long-range disorder. Nacre has a correlation length of roughly 16 tablets (~5.5 µm) despite persistent fluctuations and topological defects. For longer distances (>25 tablets ~8.5 µm), the frequency spectrum of nacre tablets follows f –1.5 behavior, suggesting that growth is coupled to external stochastic processes—a universality found across disparate natural phenomena, which now includes pearls.
36 MATERIALS SCIENCE↗
Using Markov Models of Fault Growth Physics and Environmental Stresses to Optimize Control Actions
A generalized Markov chain representation of fault dynamics is presented for the case that available modeling of fault growth physics and future environmental stresses can be represented by two independent stochastic process models. A contrived but representatively challenging example will be presented and analyzed, in which uncertainty in the modeling of fault growth physics is represented by a uniformly distributed dice throwing process, and a discrete random walk is used to represent uncertain modeling of future exogenous loading demands to be placed on the system. A finite horizon dynamic programming algorithm is used to solve for an optimal control policy over a finite time window for the case that stochastic models representing physics of failure and future environmental stresses are known, and the states of both stochastic processes are observable by implemented control routines. The fundamental limitations of optimization performed in the presence of uncertain modeling information are examined by comparing the outcomes obtained from simulations of an optimizing control policy with the outcomes that would be achievable if all modeling uncertainties were removed from the system.
Bole, Brian↗
Stochastic architecture for Hopfield neural nets
An expandable stochastic digital architecture for recurrent (Hopfield like) neural networks is proposed. The main features and basic principles of stochastic processing are presented. The stochastic digital architecture is based on a chip with n full interconnected neurons with a pipeline, bit processing structure. For large applications, a flexible way to interconnect many such chips is provided.
Pavel, Sandy↗
Analysis of Phase-Type Stochastic Petri Nets With Discrete and Continuous Timing
The Petri net formalism is useful in studying many discrete-state, discrete-event systems exhibiting concurrency, synchronization, and other complex behavior. As a bipartite graph, the net can conveniently capture salient aspects of the system. As a mathematical tool, the net can specify an analyzable state space. Indeed, one can reason about certain qualitative properties (from state occupancies) and how they arise (the sequence of events leading there). By introducing deterministic or random delays, the model is forced to sojourn in states some amount of time, giving rise to an underlying stochastic process, one that can be specified in a compact way and capable of providing quantitative, probabilistic measures. We formalize a new non-Markovian extension to the Petri net that captures both discrete and continuous timing in the same model. The approach affords efficient, stationary analysis in most cases and efficient transient analysis under certain restrictions. Moreover, this new formalism has the added benefit in modeling fidelity stemming from the simultaneous capture of discrete- and continuous-time events (as opposed to capturing only one and approximating the other). We show how the underlying stochastic process, which is non-Markovian, can be resolved into simpler Markovian problems that enjoy efficient solutions. Solution algorithms are provided that can be easily programmed.
Jones, Robert L.↗