scholarly journals The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes

2014 ◽  
Vol 43 (17) ◽  
pp. 3733-3750 ◽  
Author(s):  
F. Azizzadeh ◽  
S. Rezakhah
2012 ◽  
Vol 12 (2) ◽  
pp. 1051-1066 ◽  
Author(s):  
V. F. Sofieva ◽  
N. Kalakoski ◽  
P. T. Verronen ◽  
S.-M. Päivärinta ◽  
E. Kyrölä ◽  
...  

Abstract. Sudden stratospheric warmings (SSW) are large-scale transient events, which have a profound effect on the Northern Hemisphere stratospheric circulation in winter. During the SSW events the temperature in stratosphere increases by several tens of Kelvins and zonal winds decelerate or reverse in direction. Changes in temperature and dynamics significantly affect the chemical composition of the middle atmosphere. In this paper, the response of the middle-atmosphere trace gases during several sudden stratospheric warmings in 2003–2008 is investigated using measurements from the GOMOS (Global Ozone Monitoring by Occultation of Stars) instrument on board the Envisat satellite. We have analyzed spatial and temporal changes of NO2 and NO3 in the stratosphere, and of ozone in the whole middle atmosphere. To facilitate our analyses, we have used the temperature profiles data from the MLS (Microwave Limb Sounder) instrument on board the Aura satellite, as well as simulations by the FinROSE chemistry-transport model and the Sodankylä Ion and Neutral Chemistry model (SIC). NO3 observations in the polar winter stratosphere during SSWs are reported for the first time. Changes in chemical composition are found not to be restricted to the stratosphere, but to extend to mesosphere and lower thermosphere. They often exhibit a complicated structure, because the distribution of trace gases is affected by changes in both chemistry and dynamics. The tertiary ozone maximum in the mesosphere often disappears with the onset of SSW, probably because of strong mixing processes. The strong horizontal mixing with outside-vortex air is well observed also in NO2 data, especially in cases of enhanced NO2 inside the polar vortex before SSW. Almost in all of the considered events, ozone near the secondary maximum decreases with onset of SSW. In both experimental data and FinROSE modelling, ozone changes are positively correlated with temperature changes in the lower stratosphere in the dynamically controlled region below ~35 km, and they are negatively correlated with temperature in the upper stratosphere (altitudes 35–50 km), where chemical processes play a significant role. Large enhancements of stratospheric NO3, which strongly correlate with temperature enhancements, are observed for all SSWs, as expected by the current understanding of temperature-dependence of NO3 concentrations and simulations with the CTM.


1984 ◽  
Vol 21 (04) ◽  
pp. 720-729 ◽  
Author(s):  
W. Dziubdziela

We present necessary and sufficient conditions for the weak convergence of the distributions of the kth order statistics from a strictly stationary strong-mixing sequence of random variables to limit laws which are represented in terms of a compound Poisson distribution. The obtained limit laws form a class larger than that occurring in the independent case.


1984 ◽  
Vol 21 (4) ◽  
pp. 720-729 ◽  
Author(s):  
W. Dziubdziela

We present necessary and sufficient conditions for the weak convergence of the distributions of the kth order statistics from a strictly stationary strong-mixing sequence of random variables to limit laws which are represented in terms of a compound Poisson distribution. The obtained limit laws form a class larger than that occurring in the independent case.


Author(s):  
Jonathan Everitt ◽  
Zoltán Spakovszky ◽  
Daniel Rusch ◽  
Jürg Schiffman

Highly-loaded impellers, typically used in turbocharger and gas turbine applications, exhaust an unsteady, transonic flow that is non-uniform across the span and pitch and swirling at angles approaching tangential. With the exception of the flow angle, conflicting data exist regarding whether these attributes have substantial influence on the performance of the downstream diffuser. This paper quantifies the relative importance of the flow angle, Mach number, non-uniformity and unsteadiness on diffuser performance, through diffuser experiments in a compressor stage and in a rotating swirling flow test rig. This is combined with steady and unsteady Reynolds-Averaged Navier Stokes computations. The test article is a pressure ratio 5 turbocharger compressor with an airfoil vaned diffuser. The swirling flow rig is able to generate rotor outflow conditions representative of the compressor except for the periodic pitchwise unsteadiness, and fits a 0.86 scale diffuser and volute. In both rigs, the time-mean impeller outflow is mapped across a diffuser pitch using miniaturized traversing probes developed for the purpose. Across approximately two-thirds of the stage operating range, diffuser performance is well correlated to the average impeller outflow angle when the metric used is effectiveness, which describes the pressure recovery obtained relative to the maximum possible given the average inflow angle and Mach number and the vane exit metal angle. Utilizing effectiveness captures density changes through the diffuser at higher Mach numbers; a 10% increase in pressure recovery is observed as the inlet Mach number is increased from 0.5 to 1. Further, effectiveness is shown to be largely independent of the time-averaged spanwise and unsteady pitchwise non-uniformity from the rotor; this independence is reflective of the strong mixing processes that occur in the diffuser inlet region. The observed exception is for operating points with high time-averaged vane incidence. Here, it is hypothesized that temporary excursions into high-loss flow regimes cause a nonlinear increase in loss as large unsteady angle variations pass by from the rotor. Given that straight-channel diffuser design charts typically used in preliminary radial vaned diffuser design capture neither streamtube area changes from impeller exit to the diffuser throat nor vane incidence effects, their utility is limited. An alternative approach, utilizing effectiveness and vane leading edge incidence, is proposed.


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