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Results for “cross-covariance function”

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.

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All sourcesNASA NTRSDOE OSTI
NASA NTRS1976

Interpolation of a surface from sets of discrete height data of different statistical characteristics

This paper presents and analyzes a method for the interpolation of a unique surface from two sets of independent digital height data of differing statistical characteristics. This method is based on linear prediction and thus relies on the concepts of auto- and cross-covariance functions. The linear prediction algorithm for two sets of digital height measurements is first derived and then evaluated using the method of moving averages and bilinear interpolation for comparison. It is found that the overall root mean square interpolation errors of linear prediction are similar to those from moving averages and bilinear interpolation. This accuracy performance, together with the well known potential for controlled filtering of measuring errors and good-behavior in areas of poor control, makes linear prediction a versatile and general method for interpolating a unique surface from two sets of digital height data, with applications in photogrammetric mapping, remote sensing, and other fields.

Leberl, F.↗
NASA NTRS1984

Autocovariance Computer

Laser-velocimeter covariance processor calculates autocovariance and cross-covariance functions for turbulent flow field, based on Poissonsampled measurements in time from laser velocimeter. Hardware implementation of correlation technique to laser velocimeter flow-field diagnostic system fast enough for online production applications.

Meyers, J. F.↗
NASA NTRS1995

Hierarchical analysis of spatial pattern and processes of Douglas-fir forests

There has been an increased interest in the quantification of pattern in ecological systems over the past years. This interest is motivated by the desire to construct valid models which extend across many scales. Spatial methods must quantify pattern, discriminate types of pattern, and relate hierarchical phenomena across scales. Wavelet analysis is introduced as a method to identify spatial structure in ecological transect data. The main advantage of the wavelet transform over other methods is its ability to preserve and display hierarchical information while allowing for pattern decomposition. Two applications of wavelet analysis are illustrated, as a means to: (1) quantify known spatial patterns in Douglas-fir forests at several scales, and (2) construct spatially-explicit hypotheses regarding pattern generating mechanisms. Application of the wavelet variance, derived from the wavelet transform, is developed for forest ecosystem analysis to obtain additional insight into spatially-explicit data. Specifically, the resolution capabilities of the wavelet variance are compared to the semi-variogram and Fourier power spectra for the description of spatial data using a set of one-dimensional stationary and non-stationary processes. The wavelet cross-covariance function is derived from the wavelet transform and introduced as a alternative method for the analysis of multivariate spatial data of understory vegetation and canopy in Douglas-fir forests of the western Cascades of Oregon.

Bradshaw, G. A.↗
NASA NTRS2009

Implementation and Comparison of Acoustic Travel-Time Measurement Procedures for the Helioseismic and Magnetic Imager Time-Distance Helioseismology Pipeline

The Helioseismic and Magnetic Imager (HMI) instrument on board the Solar Dynamics Observatory (SDO) satellite is designed to produce high-resolution Doppler velocity maps of oscillations at the solar surface with high temporal cadence. To take advantage of these high-quality oscillation data, a time-distance helioseismology pipeline has been implemented at the Joint Science Operations Center (JSOC) at Stanford University. The aim of this pipeline is to generate maps of acoustic travel times from oscillations on the solar surface, and to infer subsurface 3D flow velocities and sound-speed perturbations. The wave travel times are measured from cross covariances of the observed solar oscillation signals. For implementation into the pipeline we have investigated three different travel-time definitions developed in time-distance helioseismology: a Gabor wavelet fitting (Kosovichev and Duvall, 1997), a minimization relative to a reference cross-covariance function (Gizon and Birch, 2002), and a linearized version of the minimization method (Gizon and Birch, 2004). Using Doppler velocity data from the Michelson Doppler Imager (MDI) instrument on board SOHO, we tested and compared these definitions for the mean and difference travel-time perturbations measured from reciprocal signals. Although all three procedures return similar travel times in a quiet Sun region, the method of Gizon and Birch (2004) gives travel times that are significantly different from the others in a magnetic (active) region. Thus, for the pipeline implementation we chose the procedures of Kosovichev and Duvall (1997) and Gizon and Birch (2002). We investigated the relationships among these three travel-time definitions, their sensitivities to fitting parameters, and estimated the random errors they produce

Couvidat, S.↗
NASA NTRS2010

Implementation and Comparison of Acoustic Travel-Time Measurement Procedures for the Solar Dynamics Observatory-Helioseismic and Magnetic Imager Time-Distance Helioseismology Pipeline

The Helioseismic and Magnetic Imager (HMI) instrument onboard the Solar Dynamics Observatory (SDO) satellite is designed to produce high-resolution Doppler-velocity maps of oscillations at the solar surface with high temporal cadence. To take advantage of these high-quality oscillation data, a time - distance helioseismology pipeline (Zhao et al., Solar Phys. submitted, 2010) has been implemented at the Joint Science Operations Center (JSOC) at Stanford University. The aim of this pipeline is to generate maps of acoustic travel times from oscillations on the solar surface, and to infer subsurface 3D flow velocities and sound-speed perturbations. The wave travel times are measured from cross-covariances of the observed solar oscillation signals. For implementation into the pipeline we have investigated three different travel-time definitions developed in time - distance helioseismology: a Gabor-wavelet fitting (Kosovichev and Duvall, SCORE'96: Solar Convection and Oscillations and Their Relationship, ASSL, Dordrecht, 241, 1997), a minimization relative to a reference cross-covariance function (Gizon and Birch, Astrophys. J. 571, 966, 2002), and a linearized version of the minimization method (Gizon and Birch, Astrophys. J. 614, 472, 2004). Using Doppler-velocity data from the Michelson Doppler Imager (MDI) instrument onboard SOHO, we tested and compared these definitions for the mean and difference traveltime perturbations measured from reciprocal signals. Although all three procedures return similar travel times in a quiet-Sun region, the method of Gizon and Birch (Astrophys. J. 614, 472, 2004) gives travel times that are significantly different from the others in a magnetic (active) region. Thus, for the pipeline implementation we chose the procedures of Kosovichev and Duvall (SCORE'96: Solar Convection and Oscillations and Their Relationship, ASSL, Dordrecht, 241, 1997) and Gizon and Birch (Astrophys. J. 571, 966, 2002). We investigated the relationships among these three travel-time definitions, their sensitivities to fitting parameters, and estimated the random errors that they produce.

HMI↗
DOE OSTI2026

An analytic approximation to the covariance between pre- and post-reconstruction galaxy two-point statistics

We present a simple analytic approximation for the covariance between pre-reconstruction galaxy power spectrum measurements and post-reconstruction two-point correlation functions. This cross-covariance is essential for joint analyses that combine full-shape clustering information with baryon acoustic oscillation (BAO) measurements, as commonly performed in modern spectroscopic surveys. Our model builds on the disconnected contribution to the covariance and accounts for the damping of correlations due to the BAO reconstruction process. We validate our analytic prescription against numerical simulations from the Dark Energy Spectroscopic Instrument (DESI), testing both idealized cubic geometries and realistic survey configurations including complex footprints and fiber assignment effects. Despite neglecting survey window functions in the analytic calculation, we find excellent agreement with simulation-based covariances and demonstrate that cosmological parameter constraints are virtually unchanged when using our approximation. Our results show that the pre-post cross-covariance is sufficiently small that even approximate treatments are adequate for cosmological inference, opening a pathway toward fully analytic covariance matrices for next-generation galaxy surveys.

baryon acoustic oscillations↗
DOE OSTI2022

A data science approach for analysis and reconstruction of spinodal-like composition fields in irradiated FeCrAl alloys

A statistical method for the analysis of continuously distributed data representative of composition fluctuations in irradiated FeCrAl alloys acquired using Energy Dispersive X-ray Spectroscopy (EDS) method is presented. Using probability distribution functions, direct and cross-covariances between the elemental compositions, the effects of alloy composition and irradiation dose were investigated on the spatial distribution and length scale of composition fluctuations at the nanoscale. We have observed that, for neutron-irradiated FeCrAl alloys, the distribution of Fe and Cr followed a left-skewed and right-skewed distribution, respectively for all (average) alloy compositions and irradiation doses. The analysis also revealed enhanced spatial gradients in the elemental compositions at higher irradiation dose. Direct and cross-covariance estimates of the experimental data were also utilized for reconstruction of composition data through fitting it to a parametric form of the covariance functions. Linear Model of Coregionalization was used to determine the parameters of the covariance functions. Subsequently, a spectral method was utilized for simulating a realization of the alloy compositions. Close correspondence was observed between the experimental and the reconstructed data which was analyzed using probability distribution functions and covariance functions. Composition space of the experimental and reconstructed data and dislocation velocities as a function of applied stress and line directions over the entire composition maps were also examined.

36 MATERIALS SCIENCE↗
NASA NTRS1982

Sampling errors in the estimation of empirical orthogonal functions

Empirical Orthogonal Functions (EOF's), eigenvectors of the spatial cross-covariance matrix of a meteorological field, are reviewed with special attention given to the necessary weighting factors for gridded data and the sampling errors incurred when too small a sample is available. The geographical shape of an EOF shows large intersample variability when its associated eigenvalue is 'close' to a neighboring one. A rule of thumb indicating when an EOF is likely to be subject to large sampling fluctuations is presented. An explicit example, based on the statistics of the 500 mb geopotential height field, displays large intersample variability in the EOF's for sample sizes of a few hundred independent realizations, a size seldom exceeded by meteorological data sets.

North, G. R.↗
DOE OSTI2020

Perturbation theory approach to predict the covariance matrices of the galaxy power spectrum and bispectrum in redshift space

In this paper, we predict the covariance matrices of both the power spectrum and the bispectrum, including full non-Gaussian contributions, redshift space distortions, linear bias effects, and shot-noise corrections, using perturbation theory (PT). To quantify the redshift-space distortion effect, we focus mainly on the monopole and quadrupole components of both the power and bispectra. We, for the first time, compute the 5- and 6-point spectra to predict the cross-covariance between the power and bispectra, and the autocovariance of the bispectrum in redshift space. Further, we test the validity of our calculations by comparing them with the covariance matrices measured from the MultiDark-Patchy mock catalogues that are designed to reproduce the galaxy clustering measured from the Baryon Oscillation Spectroscopic Survey Data Release 12. We argue that the simple, leading-order PT works because the shot-noise corrections for the Patchy mocks are more dominant than other higher order terms we ignore. In the meantime, we confirm some discrepancies in the comparison, especially of the cross-covariance. We discuss potential sources of such discrepancies. We also show that our PT model reproduces well the cumulative signal-to-noise ratio of the power spectrum and the bispectrum as a function of maximum wavenumber, implying that our PT model captures successfully essential contributions to the covariance matrices.

79 ASTRONOMY AND ASTROPHYSICS↗
NASA NTRS2004

Multivariate Error Covariance Estimates by Monte-Carlo Simulation for Assimilation Studies in the Pacific Ocean

One of the most difficult aspects of ocean state estimation is the prescription of the model forecast error covariances. The paucity of ocean observations limits our ability to estimate the covariance structures from model-observation differences. In most practical applications, simple covariances are usually prescribed. Rarely are cross-covariances between different model variables used. Here a comparison is made between a univariate Optimal Interpolation (UOI) scheme and a multivariate OI algorithm (MvOI) in the assimilation of ocean temperature. In the UOI case only temperature is updated using a Gaussian covariance function and in the MvOI salinity, zonal and meridional velocities as well as temperature, are updated using an empirically estimated multivariate covariance matrix. Earlier studies have shown that a univariate OI has a detrimental effect on the salinity and velocity fields of the model. Apparently, in a sequential framework it is important to analyze temperature and salinity together. For the MvOI an estimation of the model error statistics is made by Monte-Carlo techniques from an ensemble of model integrations. An important advantage of using an ensemble of ocean states is that it provides a natural way to estimate cross-covariances between the fields of different physical variables constituting the model state vector, at the same time incorporating the model's dynamical and thermodynamical constraints as well as the effects of physical boundaries. Only temperature observations from the Tropical Atmosphere-Ocean array have been assimilated in this study. In order to investigate the efficacy of the multivariate scheme two data assimilation experiments are validated with a large independent set of recently published subsurface observations of salinity, zonal velocity and temperature. For reference, a third control run with no data assimilation is used to check how the data assimilation affects systematic model errors. While the performance of the UOI and MvOI is similar with respect to the temperature field, the salinity and velocity fields are greatly improved when multivariate correction is used, as evident from the analyses of the rms differences of these fields and independent observations. The MvOI assimilation is found to improve upon the control run in generating the water masses with properties close to the observed, while the UOI failed to maintain the temperature and salinity structure.

Borovikov, Anna↗
DOE OSTI2025

DESI-DR1 $3 \times 2$-pt analysis: consistent cosmology across weak lensing surveys

We present a joint cosmological analysis of projected galaxy clustering observations from the Dark Energy Spectroscopic Instrument Data Release 1 (DESI-DR1), and overlapping weak gravitational lensing observations from three datasets: the Kilo-Degree Survey (KiDS-1000), the Dark Energy Survey (DES-Y3), and the Hyper-Suprime-Cam Survey (HSC-Y3). This combination of large-scale structure probes allows us to measure a set of $3 \times 2$-pt correlation functions, breaking the degeneracies between parameters in cosmological fits to individual observables. We obtain mutually-consistent constraints on the parameter $S_8 = σ_8 \sqrt{Ω_{\rm m}/0.3} = 0.786^{+0.022}_{-0.019}$ from the combination of DESI-DR1 and DES-Y3, $S_8 = 0.760^{+0.020}_{-0.018}$ from KiDS-1000, and $S_8 = 0.771^{+0.026}_{-0.027}$ from HSC-Y3. These parameter determinations are consistent with fits to the Planck Cosmic Microwave Background dataset, albeit with $1.5-2σ$ lower values in the $S_8-Ω_{\rm m}$ plane. We perform our analysis with a unified pipeline tailored to the requirements of each cosmic shear survey, which self-consistently determines cosmological and astrophysical parameters. We generate an analytical covariance matrix for the correlation data including all cross-covariances between probes, and we design a new blinding procedure to safeguard our analysis against confirmation bias, whilst leaving goodness-of-fit statistics unchanged. Our study is part of a suite of papers that present joint cosmological analyses of DESI-DR1 and weak gravitational lensing datasets.

Porredon, A. [Madrid, CIEMAT; Edinburgh U., Inst. ↗