A composite statistical method for the detection of multiple undocumented abrupt changes in the mean value within a time series

2011 ◽  
Vol 31 (5) ◽  
pp. 742-755 ◽  
Author(s):  
M. Rienzner ◽  
C. Gandolfi
2002 ◽  
Vol 17 (1-2) ◽  
pp. 19-26 ◽  
Author(s):  
Ljiljana Kostic

Feynman-alpha and Rossi-alpha methods are used in traditional nuclear reactors to determine the subcritical reactivity of a system. The methods are based on the measurement of the mean value, variance and the covariance of detector counts for different measurement times. Such methods attracted renewed attention recently with the advent of the so-called accelerator driven reactors (ADS) proposed some time ago. The ADS systems, intended to be used either in energy generation or transuranium transmutation, will use a subcritical core with a strong spallation source. A spallation source has statistical properties that are different from those traditionally used by radioactive sources. In such reactors the monitoring of the subcritical reactivity is very important, and a statistical method, such as the Feynman-alpha method, is capable of resolving this problem.


2018 ◽  
Vol 10 (9) ◽  
pp. 1495 ◽  
Author(s):  
Qi Gao ◽  
Mehrez Zribi ◽  
Maria Escorihuela ◽  
Nicolas Baghdadi ◽  
Pere Segui

The recently launched Sentinel-1 satellite with a Synthetic Aperture Radar (SAR) sensor onboard offers a powerful tool for irrigation monitoring under various weather conditions, with high spatial and temporal resolution. This research discusses the potential of different metrics calculated from the Sentinel-1 time series for mapping irrigated fields. A methodology for irrigation mapping using SAR data is proposed. The study is performed using VV (vertical–vertical) and VH (vertical–horizontal) polarizations over an agricultural site in Urgell, Catalunya (Spain). With field segmentation information from SIGPAC (the Geographic Information System for Agricultural Parcels), the backscatter intensities are averaged within each field. From the Sentinel-1 time series for each field, the statistics and metrics, including the mean value, the variance of the signal, the correlation length, and the fractal dimension, are analyzed. With the Support Vector Machine (SVM), the classification of irrigated crops, irrigated trees, and non-irrigated fields is performed with the metrics vector. The results derived from the SVM are validated with ground truthing from SIGPAC over the whole study area, with a good overall accuracy of 81.08%. Random Forest (RF) machine classification is also tested in this study, which gives an accuracy of around 82.2% when setting the tree depth at three. The methodology is based only on SAR data, which makes it applicable to all areas, even with frequent cloud cover, but this method may be less robust when irrigation is less dominated to soil moisture change.


2019 ◽  
Vol 11 (4) ◽  
pp. 392
Author(s):  
Yueling Shi ◽  
Guoxiang Liu ◽  
Xiaowen Wang ◽  
Qiao Liu ◽  
Rui Zhang ◽  
...  

The sensitivity of synthetic aperture radar (SAR) coherence has been applied in delineating the boundaries of alpine glaciers because it is nearly unaffected by cloud coverage and can collect data day and night. However, very limited work with application of SAR data has been performed for the alpine glaciers in the Qinghai-Tibetan Plateau (QTP) of China. In this study, we attempted to investigate the change of coherence level in alpine glacier zone and access the glacier boundaries in the QTP using time series of Sentinel-1A SAR images. The DaDongkemadi Glacier (DDG) in the central QTP was selected as the study area with land cover mainly classified into wet snow, ice, river outwash and soil land. We utilized 45 Sentinel-1A C-band SAR images collected during October of 2014 through January of 2018 over the DDG to generate time series of interferometric coherence maps, and to further extract the DDG boundaries. Based on the spatiotemporal analysis of coherence values in the selected sampling areas, we first determined the threshold as 0.7 for distinguishing among different ground targets and then extracted the DDG boundaries through threshold-based segmentation and edge detection. The validation was performed by comparing the DDG boundaries extracted from the coherence maps with those extracted from the Sentinel-2B optical image. The testing results show that the wet snow and ice present a relatively low level of coherence (about 0.5), while the river outwash and the soil land present a higher level of coherence (0.8–1.0). It was found that the coherence maps spanning between June and September (i.e., the glacier ablation period) are the most suitable for identifying the snow- and ice-covered areas. When compared with the boundary detected using optical image, the mean value of Jaccard similarity coefficient for the total areas within the DDG boundaries derived from the coherence maps selected around July, August and September reached up to 0.9010. In contrast, the mean value from the coherence maps selected around December was relatively lower (0.8862). However, the coherence maps around December were the most suitable for distinguishing the ice from the river outwash around the DDG terminus, as the river outwash areas could hardly be differentiated from the ice-covered areas from June through September. The correlation analysis performed by using the meteorological data (i.e., air temperature and precipitation records) suggests that the air temperature and precipitation have a more significant influence on the coherence level of the ice and river outwash than the wet snow and soil land. The proposed method, applied efficiently in this study, shows the potential of multi-temporal coherence estimation from the Sentinel-1A mission to access the boundaries of alpine glaciers on a larger scale in the QTP.


2020 ◽  
Vol 9 (4) ◽  
Author(s):  
Viktoriia V. Skazkina ◽  
Anatoly S. Karavaev ◽  
Ekaterina I. Borovkova ◽  
Margarita A. Simonyan ◽  
Mikhail D. Prokhorov ◽  
...  

The purpose of this work is to study the interaction between the autonomic regulatory loops of blood circulation from long time series. Methods ― We simultaneously recorded four-hour signals of electrocardiogram and photoplethysmogram from the ear and finger of ten healthy adults. We determined the intervals of phase synchronization of the studied regulatory loops and analyzed the dependence of their length on the recording time. The deviations of the total percentage of phase synchronization (index S) from its mean value were estimated in moving non-overlapping windows. Results ― For studied signals we found no significant correlation between the length of synchronization epoch and the time of its beginning. A sharp increase in the deviation of the index S from its mean was shown at the end of the experiment. Conclusion ― The increase in the deviation from the mean at the end of our records is most likely associated more with psychosomatic influences than with hormonal regulation or immobilization stress.


Author(s):  
D. Prandle

An estimate is made of the mean value of residual flow through the Dover Strait for each month over the 24–year period from 1949 to 1972. The estimates are based on results from a modelling investigation by Prandle (1978) where it was shown that the residual flow consists of three components, (a) a tidal residual, (b), a wind-driven residual and (c) a flow due to a long-term gradient in mean sea level. The components (a) and (c) are assumed to be constant and the value of (b) is deduced using wind data recorded by Dutch Light Vessels located in the southern North Sea.The mean flow over the whole period amounts to 155 × 103 m3 s–1 into the North Sea with a maximum value of 364 x 103 m3 s–1 and a minimum of – 15 × 103 m3 s–1 (out of the North Sea). One notable feature of the complete time series is the surprisingly small variation in the annual mean flows; perhaps this stability in the annual flow is of significance to the marine biology of the area.The validity of the computed time series is established by reference to comparable data including a 9–year record, from cross-channel submarine cables, of the potential induced by the flow of water through the Earth's magnetic field. Additional comparisons are also made with the results of a previous study of daily-mean flows.


2018 ◽  
Vol 9 (2) ◽  
pp. 879-894 ◽  
Author(s):  
Ragnhild Bieltvedt Skeie ◽  
Terje Berntsen ◽  
Magne Aldrin ◽  
Marit Holden ◽  
Gunnar Myhre

Abstract. Inferred effective climate sensitivity (ECSinf) is estimated using a method combining radiative forcing (RF) time series and several series of observed ocean heat content (OHC) and near-surface temperature change in a Bayesian framework using a simple energy balance model and a stochastic model. The model is updated compared to our previous analysis by using recent forcing estimates from IPCC, including OHC data for the deep ocean, and extending the time series to 2014. In our main analysis, the mean value of the estimated ECSinf is 2.0 ∘C, with a median value of 1.9 ∘C and a 90 % credible interval (CI) of 1.2–3.1 ∘C. The mean estimate has recently been shown to be consistent with the higher values for the equilibrium climate sensitivity estimated by climate models. The transient climate response (TCR) is estimated to have a mean value of 1.4 ∘C (90 % CI 0.9–2.0 ∘C), and in our main analysis the posterior aerosol effective radiative forcing is similar to the range provided by the IPCC. We show a strong sensitivity of the estimated ECSinf to the choice of a priori RF time series, excluding pre-1950 data and the treatment of OHC data. Sensitivity analysis performed by merging the upper (0–700 m) and the deep-ocean OHC or using only one OHC dataset (instead of four in the main analysis) both give an enhancement of the mean ECSinf by about 50 % from our best estimate.


Author(s):  
Noriyuki Kuwano ◽  
Masaru Itakura ◽  
Kensuke Oki

Pd-Ce alloys exhibit various anomalies in physical properties due to mixed valences of Ce, and the anomalies are thought to be strongly related with the crystal structures. Since Pd and Ce are both heavy elements, relative magnitudes of (fcc-fpd) are so small compared with <f> that superlattice reflections, even if any, sometimes cannot be detected in conventional x-ray powder patterns, where fee and fpd are atomic scattering factors of Ce and Pd, and <f> the mean value in the crystal. However, superlattices in Pd-Ce alloys can be analyzed by electron microscopy, thanks to the high detectability of electron diffraction. In this work, we investigated modulated superstructures in alloys with 12.5 and 15.0 at.%Ce.Ingots of Pd-Ce alloys were prepared in an arc furnace under atmosphere of ultra high purity argon. The disc specimens cut out from the ingots were heat-treated in vacuum and electrothinned to electron transparency by a jet method.


1987 ◽  
Vol 26 (06) ◽  
pp. 253-257
Author(s):  
M. Mäntylä ◽  
J. Perkkiö ◽  
J. Heikkonen

The relative partition coefficients of krypton and xenon, and the regional blood flow in 27 superficial malignant tumour nodules in 22 patients with diagnosed tumours were measured using the 85mKr- and 133Xe-clearance method. In order to minimize the effect of biological variables on the measurements the radionuclides were injected simultaneously into the tumour. The distribution of the radiotracers was assumed to be in equilibrium at the beginning of the experiment. The blood perfusion was calculated by fitting a two-exponential function to the measuring points. The mean value of the perfusion rate calculated from the xenon results was 13 ± 10 ml/(100 g-min) [range 3 to 38 ml/(100 g-min)] and from the krypton results 19 ± 11 ml/(100 g-min) [range 5 to 45 ml/(100 g-min)]. These values were obtained, if the partition coefficients are equal to one. The equations obtained by using compartmental analysis were used for the calculation of the relative partition coefficient of krypton and xenon. The partition coefficient of krypton was found to be slightly smaller than that of xenon, which may be due to its smaller molecular weight.


1968 ◽  
Vol 20 (01/02) ◽  
pp. 044-049 ◽  
Author(s):  
B Lipiński ◽  
K Worowski

SummaryIn the present paper described is a simple test for detecting soluble fibrin monomer complexes (SFMC) in blood. The test consists in mixing 1% protamine sulphate with diluted oxalated plasma or serum and reading the optical density at 6190 Å. In experiments with dog plasma, enriched with soluble fibrin complexes, it was shown that OD read in PS test is proportional to the amount of fibrin recovered from the precipitate. It was found that SFMC level in plasma increases in rabbits infused intravenously with thrombin and decreases after injection of plasmin with streptokinase. In both cases PS precipitable protein in serum is elevated indicating enhanced fibrinolysis. In healthy human subjects the mean value of OD readings in plasma and sera were found to be 0.30 and 0.11, while in patients with coronary thrombosis they are 0.64 and 0.05 respectively. The origin of SFMC in circulation under physiological and pathological conditions is discussed.


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