autocorrelation functions
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2022 ◽  
Vol 924 (1) ◽  
pp. 31
Author(s):  
Gibor Basri ◽  
Tristan Streichenberger ◽  
Connor McWard ◽  
Lawrence Edmond IV ◽  
Joanne Tan ◽  
...  

Abstract We present a method that utilizes autocorrelation functions from long-term precision broadband differential light curves to estimate the average lifetimes of starspot groups for two large samples of Kepler stars: stars with and without previously known rotation periods. Our method is calibrated by comparing the strengths of the first few normalized autocorrelation peaks using ensembles of models that have various starspot lifetimes. We find that we must mix models of short and long lifetimes together (in heuristically determined ratios) to align the models with the Kepler data. Our fundamental result is that short starspot-group lifetimes (one to four rotations) are implied when the first normalized peak is weaker than about 0.4, long lifetimes (15 or greater) are implied when it is greater than about 0.7, and in between are the intermediate cases. Rotational lifetimes can be converted to physical lifetimes if the rotation period is known. Stars with shorter rotation periods tend to have longer rotational (but not physical) spot lifetimes, and cooler stars tend to have longer physical spot lifetimes than warmer stars with the same rotation period. The distributions of the physical lifetimes are log-normal for both samples and generally longer in the first sample. The shorter lifetimes in the stars without known periods probably explain why their periods are difficult to measure. Some stars exhibit longer than average physical starspot lifetimes; their percentage drops with increasing temperature from nearly half at 3000 K to nearly zero for hotter than 6000 K.


2021 ◽  
Vol 5 (4) ◽  
pp. 255
Author(s):  
Yaswanth Sai Jetti ◽  
Martin Ostoja-Starzewski

The scale dependence of the effective anti-plane shear modulus response in microstructures with statistical ergodicity and spatial wide-sense stationarity is investigated. In particular, Cauchy and Dagum autocorrelation functions which can decouple the fractal and the Hurst effects are used to describe the random shear modulus fields. The resulting stochastic boundary value problems (BVPs) are set up in line with the Hill–Mandel condition of elastostatics for different sizes of statistical volume elements (SVEs). These BVPs are solved using a physics-based cellular automaton (CA) method that is applicable for anti-plane elasticity to study the scaling of SVEs towards a representative volume element (RVE). This progression from SVE to RVE is described through a scaling function, which is best approximated by the same form as the Cauchy and Dagum autocorrelation functions. The scaling function is obtained by fitting the scaling data from simulations conducted over a large number of random field realizations. The numerical simulation results show that the scaling function is strongly dependent on the fractal dimension D, the Hurst parameter H, and the mesoscale δ, and is weakly dependent on the autocorrelation function. Specifically, it is found that a larger D and a smaller H results in a higher rate of convergence towards an RVE with respect to δ.


2021 ◽  
Vol 103 (23) ◽  
Author(s):  
Christoph Schönle ◽  
David Jansen ◽  
Fabian Heidrich-Meisner ◽  
Lev Vidmar

PLoS ONE ◽  
2021 ◽  
Vol 16 (4) ◽  
pp. e0249589
Author(s):  
Yanguang Chen

A number of spatial statistic measurements such as Moran’s I and Geary’s C can be used for spatial autocorrelation analysis. Spatial autocorrelation modeling proceeded from the 1-dimension autocorrelation of time series analysis, with time lag replaced by spatial weights so that the autocorrelation functions degenerated to autocorrelation coefficients. This paper develops 2-dimensional spatial autocorrelation functions based on the Moran index using the relative staircase function as a weight function to yield a spatial weight matrix with a displacement parameter. The displacement bears analogy with the time lag in time series analysis. Based on the spatial displacement parameter, two types of spatial autocorrelation functions are constructed for 2-dimensional spatial analysis. Then the partial spatial autocorrelation functions are derived by using the Yule-Walker recursive equation. The spatial autocorrelation functions are generalized to the autocorrelation functions based on Geary’s coefficient and Getis’ index. As an example, the new analytical framework was applied to the spatial autocorrelation modeling of Chinese cities. A conclusion can be reached that it is an effective method to build an autocorrelation function based on the relative step function. The spatial autocorrelation functions can be employed to reveal deep geographical information and perform spatial dynamic analysis, and lay the foundation for the scaling analysis of spatial correlation.


2021 ◽  
Vol 1 (3) ◽  
pp. 036002
Author(s):  
Yining Liu ◽  
Haiqiang Niu ◽  
Zhenglin Li ◽  
Mengyuan Wang

2021 ◽  
Vol 1047 (1) ◽  
pp. 012005
Author(s):  
A A Ignatyev ◽  
E M Samoylova ◽  
M Yu Zakharchenko ◽  
S A Ignatyev ◽  
V A Dobryakov ◽  
...  

2021 ◽  
Vol 3 (1) ◽  
Author(s):  
Jürgen Vollmer ◽  
Lamberto Rondoni ◽  
Muhammad Tayyab ◽  
Claudio Giberti ◽  
Carlos Mejía-Monasterio

2021 ◽  
Vol 107 ◽  
pp. 10002
Author(s):  
Volodymyr Shinkarenko ◽  
Alexey Hostryk ◽  
Larysa Shynkarenko ◽  
Leonid Dolinskyi

This article examines the behavior of the consumer price index in Ukraine for the period from January 2010 to September 2020. The characteristics of the initial time series, the analysis of autocorrelation functions made it possible to reveal the tendency of their development and the presence of annual seasonality. To model the behavior of the consumer price index and forecast for the next months, two types of models were used: the additive ARIMA*ARIMAS model, better known as the model of Box-Jenkins and the exponential smoothing model with the seasonality estimate of Holt-Winters. As a result of using the STATISTICA package, the most adequate models were built, reflecting the monthly dynamics of the consumer price index in Ukraine. The inflation forecast was carried out on the basis of the Holt-Winters model, which has a minimum error.


2020 ◽  
Vol 15 (1) ◽  
pp. 258-265
Author(s):  
Yu Zhou ◽  
Daoguang Mu ◽  
Xinfeng Dong

AbstractS-box is the basic component of symmetric cryptographic algorithms, and its cryptographic properties play a key role in security of the algorithms. In this paper we give the distributions of Walsh spectrum and the distributions of autocorrelation functions for (n + 1)-bit S-boxes in [12]. We obtain the nonlinearity of (n + 1)-bit S-boxes, and one necessary and sufficient conditions of (n + 1)-bit S-boxes satisfying m-order resilient. Meanwhile, we also give one characterization of (n + 1)-bit S-boxes satisfying t-order propagation criterion. Finally, we give one relationship of the sum-of-squares indicators between an n-bit S-box S0 and the (n + 1)-bit S-box S (which is constructed by S0).


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