Sleep spindles detection from human sleep EEG signals using autoregressive (AR) model: a surrogate data approach
|
|
- Rudolf Neal
- 5 years ago
- Views:
Transcription
1 J. Biomedical Science and Engineering, 29, 2, doi:.4236/bise Published Online Setember 29 (htt:// Slee sindles detection from human slee EEG signals using autoregressive (A) model: a surrogate data aroach Venatarishnan Perumalsamy, Sangeetha Sanaranarayanan 2, Suanesh aamony 3 Deartment of nformation Technology, Thiagaraar College of Engineering, Madurai, ndia; 2 Deartment of Electrical and Electronics Engineering, Sethu nstituite of Technology, Madurai, ndia; 3 Deartment of Electronics and Communication Engineering, Thiagaraar College of Engineering, Madurai, ndia. vit@tce.edu; viggee_tce2@yahoo.co.in; rshece@tce.edu eceived 5 May 29; revised 9 July 29; acceted 29 July 29. ABSTACT A new algorithm for the detection of slee sindles from human slee EEG with surrogate data aroach is resented. Surrogate data aroach is the state of the art technique for nonlinear sectral analysis. n this aer, by develoing autoregressive (A) models on short segment of the EEG is described as a suerosition of harmonic oscillating with daming and frequency in time. Slee sindle events are detected, whenever the daming of one or more frequencies falls below a redefined threshold. Based on a surrogate data, a method was roosed to test the hyothesis that the original data were generated by a linear Gaussian rocess. This method was tested on human slee EEG signal. The algorithm wor well for the detection of slee sindles and in addition the analysis reveals the alha and beta band activities in EEG. The rigorous statistical framewor roves essential in establishing these results. Keywords: A Model; LPC; Slee Sindles; Surrogate Data. NTODUCTON Oscillatory signal activities are ubiquitous in the biomedical signals []. Multielectrode recordings rovide the oortunity to study signal oscillations from a networ ersective. To assess signal interactions in the frequency domain, one often alies methods, such as ordinary coherence and Granger causality sectra [2] that are formulated within the frame wor of linear stochastic rocess. Electroencehalogram (EEG) is one of the most imortant electrohysiological techniques used in human clinical and basic slee research. n 979 Barlow roosed linear modeling system which has a longlasting history in EEG analysis [3]. The models are mainly considered as a mathematical descrition of the signal and less as a biohysical model of the underlying neuronal mechanisms. n 985, Frannaszczua et al. [4] roosed a model to interret linear models as damed harmonic oscillators generating EEG activity based on the equivalence between stochastically driven harmonic oscillators and autoregressive (A) models. There is a unique transformation between the A coefficients and the frequencies and daming coefficients of the corresonding oscillators. n articular at times when the EEG is dominated by a certain rhythmic activity e.g. in the case of slee sindles or alha activity, on might exect, that this activity will be reected by a ole with a corresonding frequency and low daming. This idea was the staring oint of our analysis [5]. The slee EEG is always not stationary. However, we demonstrated that the effects of non stationary become relevant only with scales longer than s [6]. Therefore, short segments with duration of around s are sufficiently described by linear models. The non stationary in longer time scales might be reected by the variation of the A-coefficients and thus by the corresonding frequencies and daming coefficients. Based on the above considerations we roose an easy way to define oscillatory events. They are detected, whenever the daming of one of the oles of a s A model is below a redefined threshold. The method of surrogate data is a tool to test whether data were generated by some class of model. n 992 the method of surrogate data roosed by Theiler et al. [7] is a general rocedure to test whether data are consistent with some class of models. n order to test the hyothesis that the data are consistent with being generated by a linear system, the Fourier Transform (FT) algorithm is alied. Based on a examle and the theory of linear stochastic systems we will show that this algorithm roduce correct Published Online Setember 29 in Scies. htt://
2 V. Perumalsamy et al. / J. Biomedical Science and Engineering 2 (29) distribution of time series and therefore might not generally yield the correct distribution of the test statistics. The surrogate data method differs from a simle Monte Carlo imlementation of a hyothesis test in that it tests not against a single model, but a class of models, i.e. linear systems driven by Gaussian noise. The idea is to select single model from the class on the basis of the measured data x, and then do a Monte Carlo hyothesis test for the selected model and the original data. The statistical roerties of a time series generated by a linear rocess are secified by the autocovariance function (ACF) or equivalently by its Fourier Transform, the ower sectrum X (ω). The urose of this study is described as even without a rigorous mathematical foundation it is ossible to detect slee sindles as well as alha and beta activities from human slee EEG. The theoretical framewor of A model and the rocedure to generate the surrogate data are given in Section 2. The method is then tested on one simulation data set in Section 3. Section 4 describes slee sindles detection using A model with surrogate data aroach. esults are discussed and summarized in Section METHODS n this section, we start with A model of order and then roceed to outline the rocedure for generating surrogate data. 2.. A Model The Parametric descrition of the EEG signal by means of the A model maes ossible estimation of the transfer function of the system in the straight forward way. From the transfer function it is easy to find the differential equation describing the investigated rocess. Our detection algorithm is based on modeling s segments of the EEG time series using autoregressive (A) models of order. From the A ()-model a x n n () where a - Coefficients of the model ( a =) x n - The value of the samled signal at the moment n n - Zero mean uncorrelated white noise rocess. Alying the Z-transform to Eq. we obtain: where Scies Coyright 29 A( z) X ( z) E( z) (2) A( z) a z (3) X(z)-the Z-transform of the signal x E(z)-the Z-transform of the noise. f the system is stable, there exists A - (z) and we get X ( z) A ( z) E( z) (4) n the z domain this filter is exressed by the Eq.4 where A - (z) is the transfer function. Denoting it by H(z) and writing if exlicitly we obtain: H ( z) A ( Z) / a z (5) Multilying numerator and denominator H z we get ( z) z / a z (6) Factorizing the denominator gives the formula H ( z) z / ( z z ) (7) i where z r e Using the above formula to estimate the frequencies f /( 2) and daming coefficients lnr ( Denotes the samling interval). We assume that there are only single oles of H (Z) which can be written in the form H ( z) c ( z / z z ) (8) For the single ole coefficients c can be found according to the formula: ( z z ) H ( z) c limz z (9) z By means of the inverse transform z - from the Eq.8 the imulse resonse of the system: h (n) can be found. Since from the roerties of the z - transform we now that z ( z / z z )) ex( n. ln ) we obtain: z i ( H ( z)) h( n) z c ex( n. ln ) () z f the samling interval t was chosen according to the Nyquist theorem we can exress the imulse resonse as continuous function and write it in the form: t h( c ex(. lnz ) t c ex( a () where lnz t = t*n a t Lalace transform of the Eq. which corresonds to the transfer function H(s) of the continuous system is given by the formula: H ( s) c (2) s a The above exression can be obtained directly from Eq.8
3 296 V. Perumalsamy et al. / J. Biomedical Science and Engineering 2 (29) by means of the integral transform z. Eq.2 can be written as a ratio of two olynomials of the order - and b H ( s) c s s b s b c s c o o (3) The olynomial coefficients can be readily calculated from c and a. This form of the transfer function was found also by Freeman 975. t leads directly to the differential equations describing the system. The transfer function is the ratio of the Lalace transform of inut y( and outut x( functions: X ( s) L( x( ) H ( s) (4) Y ( s) L( y( ) d Since variable s corresonds to the oerator, from dt Eq.3 and 4 we get: c d dt d x( c x( cx( dt d d y( b y( b y( (5) dt dt n this way we have obtained the differential equation describing the system which is free of the arbitrary arameters. ts order is determined by the characteristic of the signal and may be found from the criteria based on the rincile of the maximum of entroy Surrogate Data Method Generally, a surrogate data testing method involves three ingredients: ) a null hyothesis; 2) a method to generate surrogate data; and 3) testing statistics for significance evaluation. The null hyothesis in the resent study is that investigated data from a linear Gaussian rocess. f the null hyothesis is reected, then we conclude that the data are either non-gaussian or come from nonlinear rocess. The surrogate data are generated in such a way that it is Gaussian distributed but has the same second order sectral roerties (in the bivariate, auto sectra) as the original data. The testing statistics the amlitude of the eridogram we will give the stes for generation the surrogate data and the theoretical rationale behind the stes [8]. Consider two zero mean stationary random rocesses x( and y(. These rocesses may or may not be linear Gaussian rocesses. Their one-sided auto sectra S and S can be estimated [9]. S S ( f ) 2lim T E[ X T 2 ( f, T ) ] 2 ( f ) 2limT E[ Y ( f, T ) ] (6) T where T is the duration of the data, the exectation is taen over multile realizations and X and Y are the Fourier Transform of x( and y(. Now we consider how to generate two zero-mean linear Gaussian rocesses x( and y( which have the same second order statistical roerties as x( and y (. Let exressed in real and imaginary arts, X, and Y, these Fourier Transforms are ' X ( f ) X ( f ). X ( f ) X and X, Y Y Y ( f ) Y ( f ). Y( f ) (7) Since x ( and y ( are normally distributed with zero mean values, X, X, Y and Y are also normally distributed with zero means [9]. The covariance matrix ( ) of X, X, Y and Y should be selected such that the auto-sectra and cross sectra of x( and y ( are the same as those of the original data, i.e, S S and S S n ractice, S and S estimated from the data. The question is how to draw Gaussian variables for X, X, Y and Y such that S S and S S. t can be shown that the relation between X, X, Y and Y and S and S are as follows []. E [ X X ] E[ YY] T E[ X X ] E[ Y Y ] S 4 T E[ Y Y ] E[ Y Y ] S 4 (8) According to these relations the covariance matrix ( ) for the real and imaginary arts of X and Y for each frequency is X T S E X x X X 4 S Choosing Y E y Y Y Y 4 S T S S S and S and S X, (9) X, Y and Y are then generated by samling from a Gaussian distribution with zero mean and covariance matrix. Once X, X, Y and Y are generated for each frequency, the surrogate data x ( and y ( are the inverse Fourier Transform of X ( f ) X ( f ). X ( f ) and X ( f ) X ( f ). X ( f ) Scies Coyright 29
4 V. Perumalsamy et al. / J. Biomedical Science and Engineering 2 (29) For easy imlementation, we summarize the earlier analysis as follows. Ste ) Estimate S and S for original data according to (6) Ste 2) Calculate Covariance matrix according to (9) Ste 3) Draw values (realizations) of X, X, Y and Y from the Gaussian rocesses with zero mean and covariance matrix ( ) for each frequency. This can be done for examle Matlab function based on the ziggurat method []. Ste 4) Tae the inverse Fourier Transform of X and Y to obtain the surrogate data x ( and y (. To ensure surrogate data are real valued, the negative frequency arts of X and Y are taen as the comlex conugate of the ositive frequency arts. Ste 5) eeat Stes 3) and 4) to generate multile realizations of the surrogate data. X and Y, could be drawn from Gaussian distribution with zero mean and covariance matrix x. This simlified method is similar to the method roosed by Timmer [2]. The robability density function for the extreme value distribution (tye ) with location arameter µ and scale arameter is σ [3]. x x y ex( ex( ) ) (2) The exact PDF is determined once µ and σ are nown. From this distribution, one can determine the threshold for any desired significance level (i.e. - value). 3. SMULATON EXAMPLE We have erformed simulation studies to test the effectiveness of the method roosed before. Matlab Signal rocessing and Sectral analysis toolbox is used in our analysis. 3.. Linear Bivariate A Model Driven by Gaussian White Noise The model is written as x(.8* x( t ).5x( t 2) ( y(.6x( t 5) ( (2) where ( and ( are uncorrelated Gaussian white noise with zero means and unit variances. The data set consists of M=5 realizations where each realization is of length K=52. For samling frequency of 28Hz, each realization has the duration of 4s. To erform the test P =5 surrogate data sets were generated following the rocedure in Section 2. The one sided ower sectra S and S for both original (solid curve) and one set of surrogate data (dotted curve) are shown in Figure. t is seen that the surrogate data s sectra nearly match well with that of the original data. This is an exected result. The maximum amlitude for x( original ower sectra is 3.89 [Figure (a)] and that for surrogate data x ( ower sectra is Similarly the maximum amlitude for y( original ower sectra is [Figure (b)] and that for surrogate data y ( ower sectra is Notice that the ower sectra amlitude is higher between to 3 Hz than other regions. Namely, the estimation variances are roortional to the ower sectral amlitudes as those frequencies. Considering that the surrogate data contour lots are comuted based on a randomly selected data set among P=5 available, these maximum value comarisons suggests the nown fact that there are no nonlinear or non-gaussian comonents in the original data. The histogram and Gaussian fit of inut data x( and y( and surrogate data x ( and y ( are generated by ziggurat algorithm shown in Figure 2. The PDFs are obtained from these arameters Figure. One sided ower sectra of a) x( and x ( b) y( and y (.The solid curve indicates the result from the original data and the dotted curve indicates the result from one of the 5 surrogate data sets. Scies Coyright 29
5 298 V. Perumalsamy et al. / J. Biomedical Science and Engineering 2 (29) according to Eq.2 and are lotted along with the histogram in blue color in Figure 3. Notice that the PDF here are multilied by the total number of surrogate data sets (5) to match the histogram. From the PDFs, the threshold for a significance level of <.5. By comaring the original data s maximum ower sectra values with the thresholds, it can be seen from the null hyothesis that the original data coming from a linear Gaussian rocesses cannot be reected, a theoretically exected result. (a) (b) Figure 2. Histogram and Gaussian fit of the a) original and b) surrogate data PDF G aussian Fit 3 PDF Gaussian Fit Figure 3. PDF of original ower sectra and the surrogate data ower sectra with Gaussian Fit. Scies Coyright 29
6 V. Perumalsamy et al. / J. Biomedical Science and Engineering 2 (29) Figure 4. µ and σ versus the number of surrogate data sets. We have also erformed a study to examine whether fitting an extreme value distribution to the emirical histogram is a viable aroach. The fitted model arameters µ and σ versus the number of surrogate data sets used are lotted in Figure 4. t can be seen after around 5 surrogate data sets, the estimation becomes linear. 4. SLEEP SPNDLES DETECTON A seven minutes recording of 9 channels of EEG (C3, A2, O, O2, C4, P3, P4, F3, and F4) was used in our test (6,27 trials) shown in Figure 5. Precise numbers of slee stages and standard characteristics derived form hynograms are in Table. Number of slee stages (7s records) are in the first column; data in the second column are the average values over 5 subects (C3A2, C4P4, F3C3, P3O, P4O2) related to total slee time, the beginning of slee is set as the first aearance of the slee Stage 2. Slee efficiencies is the ratio of time sent in Stages -4 or EM slee to the whole slee time, where also movement time and some awaenings during the night are included; in slee medicine this arameter discriminates some slee disorders. Surrogate data were generated following the rocedure in Section 2. The EEG derivation C3A2 and C4P4 was analyzed shown in Figure 6. Oscillatory events are detected, if the daming coefficients r falls above a re defined threshold and hence r, exceeds the corresonding threshold. n ractice, we use two thresholds, a lower one, r a, to detect candidate events scanning the EEG with non-overlaing -s segments. When r a is crossed we go bac to the revious segment and use a smaller ste size of /6s (overlaing -s segments). f r exceeds a second threshold r b > r a the beginning of an oscillatory events is detected. Figure 5. Human slee EEG signals (9 channels C3, A2, O, O2, C4, P3, P4, F3, and F4). Scies Coyright 29
7 3 V. Perumalsamy et al. / J. Biomedical Science and Engineering 2 (29) Table. Number of slee stages (first column) and slee efficiency and average ercentage of slee stages during the slee (mean ± standard deviation). Total 6,27 Slee Efficiency[%]: 92.6 ± 5.3 Waing 76 % Waing 8. ± 3.2 Stage 89 % Stage 6.9 ±.4 Stage % Stage 2 46 ± 7.3 Stage % Stage ± 4.2 Stage % Stage 4.9 ± 2.6 EM Slee 327 % EM Slee 7.9 ± 3.6 Movement time 7 % Movement time.7 ±.6 (a) Figure 6. Slee sindles detection for a) C3A2 and b) C4P4 channel (arrow mar reresentation). (b) The oscillatory events are terminated by the time r is lower than r b for the last time before it falls below r a. The frequency and time at the osition of the maximal value r max are considered as the frequency and occurrence of the event resectively. Sindles or Sigma waves are a oor indicator for slee onset. Some subects do not have discernable sigma waves. These sindles are more rominent in Stage 2 than Stage. n the resent analysis the order of the A model was set to =8 and the threshold \value set to r a =.75 and r b =.85 arameter were chosen in such a way, that clearly visible slee sindles were reliable detected by the algorithm. Slee stages were visually scored according to standard criteria in Figure 7. n Figure 7 shows the detected events from 2 recordings. The distributions show modes in four stages: in the delta (±:-2 Hz), in the fast delta (±2: 2-4 Hz), in the alha ( : 8-2 Hz) and sigma (slee sindles:.5-6 Hz) bands. These modes are also evident in the distribution of the events in the different slee stages (Figure 7). Alha waves redominate in waing, sindles in Stage 2 while the occurrence of delta waves decreases from Stage 2 to Stage 4 (deeening of slee). Delta waves are the revalent events in EM slee and Stage. Note that they also occur in Stage 2 with almost the same incidence. Events in the alha frequency range corresond to continuous alha activity during waing and to small amlitude, sometimes sindle-lie activity in NEM slee. However, in articular during NEM slee Stages 3 and 4, slow waves are often not detected as oscillatory events because they yield a relaxatory ole (frequency zero) in the A-model. Table 2 rovides detection of different frequency bands and their amlitude calculated from the Fast Fourier Transform. Table 2. Different frequency band detection and the corresonding true value determined from one sided Power sectra. S.No Wave Bandwidth (Hz) Time range (sec) Amlitude (µv) Delta, Theta Alha > 7 4 Beta > < 5 Slee Sindles (sigma) < 5 Scies Coyright 29
8 V. Perumalsamy et al. / J. Biomedical Science and Engineering 2 (29) Figure 7. Slee stages from Stage -Stage 4. The two most imortant characteristics of EEG elements are frequency and amlitude. Frequency is inverse value of duration of EEG segment. The frequency range is divided in to four bands: beta (2Hz and higher), alha (8-2Hz), theta (4-8Hz) and delta (, -4Hz). Amlitude of EEG is taen as the ea to ea value. After the magnitude of amlitude EEG signal is divided into low-voltage, middle and high- voltage EEG. For delta, theta and alha bands these values are following: -3 µv for low voltage, 3-7 µv for middle voltage and above 7 µv for high voltage EEG. For beta band, the values are lower: below µv low voltage, -25 µv middle voltage, and above 25 µv high voltage EEG. Beta activity is tyical during waefulness. Alha occurs in relaxed state with eyes closed. Theta waves are dominant in normal wae state in children; in adult eole theta activity aears only in small amount esecially in drowsiness. Delta waves are resent in dee slee; in healthy eole do not exist in wae state. Slee sindles are rhythmic activity in 2-4Hz frequency range and amlitude below 5 µv. The ower sectra for the original (solid line) and the surrogate (dotted line) data are shown in Figure 8. Three eas around -4Hz can be seen, indicating the resence of synchronized activities at these frequencies. According to the traditional classification first ea belongs to the delta band (-4Hz) and the second ea belongs to the alha band (8-2Hz) and third ea belongs to the beta band (>2Hz). Past research has examined whether such oscillatory neural activities self-coule and coule each other in a nonlinear fashion [7]. We study this issue with the new surrogate test method. Figure 8. One sided ower sectra estimated recording from P3O electrode on s eriod. The solid line is for the original data and dotted line is for surrogate data. Scies Coyright 29
9 32 V. Perumalsamy et al. / J. Biomedical Science and Engineering 2 (29) Table 3 rovides comarison between E. Olbrich et al. and our study. However, a few sindles are not detected by the algorithm with the chosen arameters, i.e. the maximum of r remains smaller than the threshold r b. Therefore, in our method roosed is using a surrogate data aroach needs to be further otimized for more sensitive sindle detection. 5. DSCUSSON AND SUMMAY n this study slee sindles were detected in s overlaed segments, wide.5-6hz band containing delta and theta was used for better eye movement searation. Alha activity was excluded as it would increase auto covariance. With consensus scoring we would exect the agreement to imrove [5]. The cost benefit of this laborious tas would have been low. There was no manual artifact handling and it is ossible that some misclassifications are the results of the artifacts undetected by the corresonding threshold r and were generated surrogate data with ziggurat method. n this algorithm there are two different thresholds but as it can be seen from Table 3, the amlitude criterion was most imortant (i.e. mostly amlitude in EM slee is less than 5 µv and NEM slee is greater than µv). Schwilden et al. [4] reorted that 9% of the EEG did not show any nonlinearity. They suggested that only under some athological conditions, such as eilesy, the brain signals manifest nonlinear effects. Other studies [5,6], have shown that non linear characteristics exist between theta and gamma EEG signals during short term memory rocessing. To settle these debates, one needs carefully constructed statistical tests. The method roosed here reresents our effort in this direction. We will contrast our method with other often alied techniques in this area. 5.. Comarison with other Surrogate Data Method Multile ways are currently in use to generate surrogate data sets to test the significance of the slee sindle detection. n one method, the Fourier Transform (FT) is estimated for each segment and the hase of the Fourier Transform is randomized without changing the Fourier amlitude. The result is then inverse Fourier Trans- formed to generate a surrogate time series [4,7]. While the hase randomization destroyed nonlinearity and leads to linear Gaussian rocess [8], the Fourier amlitudes are random variables for a stationary rocess as well. By eeing them constant, one loses an imortant degree of freedom [2]. n contrast, our method, in which both amlitudes and hases of the Fourier Transform are randomly generated, roduces surrogate data sets that are exlicitly Gaussian, linear and share the same second order statistics with the original data. Another method, called amlitude adusted Fourier Transform (AAFT), has been used in recent studies [9]. AAFT was designed to test the null hyothesis that the observed time series is a monotonic nonlinear transformation of a linear Gaussian rocess. This method has the same roblems as the revious hase randomization method. n addition, the generated surrogate data sets usually do not have the same ower sectrum as the original data, leading to false reections when the discriminating statistics are sensitive to second-order statistical roerties [2] Final emars We mae several additional remars regarding our method. First, generating the null hyothesis distribution for the test statistic is a very time-consuming rocess. The alication of the extreme value theory mitigates this roblem. Our examles show that the robability distribution function based on the extreme value theory fits the emirical distribution well. n agrees with that from the emirical histogram. Secondly, when the original data with length L need to be zero added to length N (N > L), the surrogate data we generated have length N. To mae sure that the surrogate data still have the same ower sectra with the original data, the surrogate data need to be normalized by L, instead of the real data length N. Third, the eriodogram method is used to estimate the ower sectra. Consequently, all of the limitations associated with the eriodogram method were inherent in our method, including oor frequency resolution for short data, fourth when we generated surrogate data set using ziggurat method does not generate random numbers effectively in tail regions because Matlab does not execute greater than 5 function calls []. Finally, Table 3. Comarison between A model and A model with surrogate data aroach. S. No. Name of the A-Model (E. Olbrich et al. 23) This study Electrode Bandwidth (Hz) Amlitude (µv) Bandwidth (Hz) Amlitude (µv) C3A C4P F3C3 elaxatory ole in the A model (zero frequency) P3O elaxatory ole in the A model (zero frequency) P4O2-6 <5 2-5 < Scies Coyright 29
10 V. Perumalsamy et al. / J. Biomedical Science and Engineering 2 (29) the discrimination ower of our statistical test is unclear. This can be determined emirically by reeating the test many times on different realization for the data [2]. We will consider this issue as art of our future research. n summary, detection of slee sindles using the surrogate method roosed in this aer is shown to give accurate results when alied to test the significance of ower sectral amlitudes. t is based on solid statistical rinciles and overcomes some weanesses in revious methods for the same urose. t is exected to become a useful addition to the reertoire of nonlinear analysis methods for neuroscience and other biomedical signal rocessing alications. 6. ACKNOWLEDGEMENTS The authors wish to exress their ind thans to Ms. Kristina Susmaova for roviding EEG slee data and invaluable hel and discussions. EFEENCES [] Buzsai, G., (26) hythms of the brain, Oxford, U. K: Oxford University Press. [2] Chen, Y. H., Bressler, S. L., Knuth, K. H., Truccolo, W. A., and Ding, M. Z., (26) Stochastic modeling of neurobiological time series: Power, coherence, granger causality, and searation of evoed resonse from ongoing activity, Chaos, 6. [3] Barlow, J. S., (979) Comuterized clinical electroencehalograhy in ersective, EEE Transactions Biomed. Eng., 26 (7), [4] Franaszczu, P. J. and Blinowsa, K. J., (985) Linear model of brain electric activity EEG as a suerosition of damed oscillatory models, Biol. Cybern., 53, [5] Olbrich, E. and Achermann, P., (23) Oscillatory events in the human slee EEG detection and roerties, Elsevier Science March., 6. [6] Olbrich, E., Achermann, P., and Meier, P. F., (22) Dynamics of human slee EEG, Neuro comuting CNS. [7] Theiler, J., Euban, S., Longtin, A., Galdriian, B., and Farmer, J. D., (992) Testing for linearity in time series: The method of surrogate data, Phys. D., 58, 77 94,. [8] Wang, X., Chen, Y. H., and Ding, M. Z., (27) Testing for statistical significance in Bisectra: A surrogate data aroach and alication to neuroscience, EEE Transactions on Biomedical Engineering, 54(), [9] Wu, W. B., (25) Fourier transform of stationary rocesses, Proc. Amer. Math. Soc., 33, [] Bendat, J. and Persol, A., (986) andom data analysis and measurement rocedures, 2 nd ed. New Yor: Wiley. [] Marsagli, G. and Tsang, W. W., (2) The ziggurat method for generating random variables, J. Stat. Softw., 5, 6. [2] Timmer J., On Surrogate data testing for linearity based on the eriodogram, erints arxiv: com-gas/9593, 995. [3] Evans, M., Hastings, N., and Peacoc, B., (993) Statistical distributions, 2 nd ed, New Yor: Wiley. [4] Schwilden, H. and Jeleazcov, C., (22) Does the EEG during isoflurane/alfentanil anesthesia differ from linear random data, J. Clin. Monit, Comut., 7, [5] Schac, B., Vath, N., Petsche, H., Geissler, H. G., and Moller E., (22) Phase couling of theta-gamma EEG rhythms during short term memory rocessing, nt. J. Psychohys., 44, 43 63,. [6] Shils, J. L., Litt, M., Solnic, B. E., and Stecer, M. M., (996) Bisectral analysis of visual interactions in humans, Electroencehalograhy Clinical Neurohys., l98, [7] Schanze, T. and Echorn,., (997) Phase correlation among rhythms resent at different frequencies: Sectral methods, alication to microelectrode recording from visual cortex and functional imlications, nt. J. Psychohyus., 26, [8] Venema, V., Bachenr, S., ust, H. W., and Simmer, C., Statistical characteristics of surrogate data based on geohysical measurements, Non linear Processes Geohys., 3, [9] Chon, K. H., aghavan,., Chen, Y. M., aghavan, D. J., and Yi, K. P, (25) nteractions of TGF-deendent and myogeneic oscillations in tubular ressure, Amer. J. Physiol., 288, F298 FF37. [2] Schreiber, T. and Schmitz, A., (997) Discrimination ower of measures for nonlinearity in a time series, Phys, ev. E, 55, Scies Coyright 29
State Estimation with ARMarkov Models
Deartment of Mechanical and Aerosace Engineering Technical Reort No. 3046, October 1998. Princeton University, Princeton, NJ. State Estimation with ARMarkov Models Ryoung K. Lim 1 Columbia University,
More informationCombining Logistic Regression with Kriging for Mapping the Risk of Occurrence of Unexploded Ordnance (UXO)
Combining Logistic Regression with Kriging for Maing the Risk of Occurrence of Unexloded Ordnance (UXO) H. Saito (), P. Goovaerts (), S. A. McKenna (2) Environmental and Water Resources Engineering, Deartment
More informationParticipation Factors. However, it does not give the influence of each state on the mode.
Particiation Factors he mode shae, as indicated by the right eigenvector, gives the relative hase of each state in a articular mode. However, it does not give the influence of each state on the mode. We
More informationFeedback-error control
Chater 4 Feedback-error control 4.1 Introduction This chater exlains the feedback-error (FBE) control scheme originally described by Kawato [, 87, 8]. FBE is a widely used neural network based controller
More informationCHAPTER-II Control Charts for Fraction Nonconforming using m-of-m Runs Rules
CHAPTER-II Control Charts for Fraction Nonconforming using m-of-m Runs Rules. Introduction: The is widely used in industry to monitor the number of fraction nonconforming units. A nonconforming unit is
More informationA Comparison between Biased and Unbiased Estimators in Ordinary Least Squares Regression
Journal of Modern Alied Statistical Methods Volume Issue Article 7 --03 A Comarison between Biased and Unbiased Estimators in Ordinary Least Squares Regression Ghadban Khalaf King Khalid University, Saudi
More informationarxiv: v1 [physics.data-an] 26 Oct 2012
Constraints on Yield Parameters in Extended Maximum Likelihood Fits Till Moritz Karbach a, Maximilian Schlu b a TU Dortmund, Germany, moritz.karbach@cern.ch b TU Dortmund, Germany, maximilian.schlu@cern.ch
More informationDistributed Rule-Based Inference in the Presence of Redundant Information
istribution Statement : roved for ublic release; distribution is unlimited. istributed Rule-ased Inference in the Presence of Redundant Information June 8, 004 William J. Farrell III Lockheed Martin dvanced
More informationThe Noise Power Ratio - Theory and ADC Testing
The Noise Power Ratio - Theory and ADC Testing FH Irons, KJ Riley, and DM Hummels Abstract This aer develos theory behind the noise ower ratio (NPR) testing of ADCs. A mid-riser formulation is used for
More informationAutoregressive (AR) Modelling
Autoregressive (AR) Modelling A. Uses of AR Modelling () Alications (a) Seech recognition and coding (storage) (b) System identification (c) Modelling and recognition of sonar, radar, geohysical signals
More informationDamage Identification from Power Spectrum Density Transmissibility
6th Euroean Worksho on Structural Health Monitoring - h.3.d.3 More info about this article: htt://www.ndt.net/?id=14083 Damage Identification from Power Sectrum Density ransmissibility Y. ZHOU, R. PERERA
More information4. Score normalization technical details We now discuss the technical details of the score normalization method.
SMT SCORING SYSTEM This document describes the scoring system for the Stanford Math Tournament We begin by giving an overview of the changes to scoring and a non-technical descrition of the scoring rules
More informationTests for Two Proportions in a Stratified Design (Cochran/Mantel-Haenszel Test)
Chater 225 Tests for Two Proortions in a Stratified Design (Cochran/Mantel-Haenszel Test) Introduction In a stratified design, the subects are selected from two or more strata which are formed from imortant
More informationHotelling s Two- Sample T 2
Chater 600 Hotelling s Two- Samle T Introduction This module calculates ower for the Hotelling s two-grou, T-squared (T) test statistic. Hotelling s T is an extension of the univariate two-samle t-test
More informationNotes on Instrumental Variables Methods
Notes on Instrumental Variables Methods Michele Pellizzari IGIER-Bocconi, IZA and frdb 1 The Instrumental Variable Estimator Instrumental variable estimation is the classical solution to the roblem of
More informationEstimation of the large covariance matrix with two-step monotone missing data
Estimation of the large covariance matrix with two-ste monotone missing data Masashi Hyodo, Nobumichi Shutoh 2, Takashi Seo, and Tatjana Pavlenko 3 Deartment of Mathematical Information Science, Tokyo
More informationDETC2003/DAC AN EFFICIENT ALGORITHM FOR CONSTRUCTING OPTIMAL DESIGN OF COMPUTER EXPERIMENTS
Proceedings of DETC 03 ASME 003 Design Engineering Technical Conferences and Comuters and Information in Engineering Conference Chicago, Illinois USA, Setember -6, 003 DETC003/DAC-48760 AN EFFICIENT ALGORITHM
More informationUsing the Divergence Information Criterion for the Determination of the Order of an Autoregressive Process
Using the Divergence Information Criterion for the Determination of the Order of an Autoregressive Process P. Mantalos a1, K. Mattheou b, A. Karagrigoriou b a.deartment of Statistics University of Lund
More informationMODELING THE RELIABILITY OF C4ISR SYSTEMS HARDWARE/SOFTWARE COMPONENTS USING AN IMPROVED MARKOV MODEL
Technical Sciences and Alied Mathematics MODELING THE RELIABILITY OF CISR SYSTEMS HARDWARE/SOFTWARE COMPONENTS USING AN IMPROVED MARKOV MODEL Cezar VASILESCU Regional Deartment of Defense Resources Management
More informationDeriving Indicator Direct and Cross Variograms from a Normal Scores Variogram Model (bigaus-full) David F. Machuca Mory and Clayton V.
Deriving ndicator Direct and Cross Variograms from a Normal Scores Variogram Model (bigaus-full) David F. Machuca Mory and Clayton V. Deutsch Centre for Comutational Geostatistics Deartment of Civil &
More informationSpectral Analysis by Stationary Time Series Modeling
Chater 6 Sectral Analysis by Stationary Time Series Modeling Choosing a arametric model among all the existing models is by itself a difficult roblem. Generally, this is a riori information about the signal
More informationSPECTRAL ANALYSIS OF GEOPHONE SIGNAL USING COVARIANCE METHOD
International Journal of Pure and Alied Mathematics Volume 114 No. 1 17, 51-59 ISSN: 1311-88 (rinted version); ISSN: 1314-3395 (on-line version) url: htt://www.ijam.eu Secial Issue ijam.eu SPECTRAL ANALYSIS
More information1 University of Edinburgh, 2 British Geological Survey, 3 China University of Petroleum
Estimation of fluid mobility from frequency deendent azimuthal AVO a synthetic model study Yingrui Ren 1*, Xiaoyang Wu 2, Mark Chaman 1 and Xiangyang Li 2,3 1 University of Edinburgh, 2 British Geological
More informationStatics and dynamics: some elementary concepts
1 Statics and dynamics: some elementary concets Dynamics is the study of the movement through time of variables such as heartbeat, temerature, secies oulation, voltage, roduction, emloyment, rices and
More informationMetrics Performance Evaluation: Application to Face Recognition
Metrics Performance Evaluation: Alication to Face Recognition Naser Zaeri, Abeer AlSadeq, and Abdallah Cherri Electrical Engineering Det., Kuwait University, P.O. Box 5969, Safat 6, Kuwait {zaery, abeer,
More informationGeneral Linear Model Introduction, Classes of Linear models and Estimation
Stat 740 General Linear Model Introduction, Classes of Linear models and Estimation An aim of scientific enquiry: To describe or to discover relationshis among events (variables) in the controlled (laboratory)
More informationCOURSE OUTLINE. Introduction Signals and Noise: 3) Analysis and Simulation Filtering Sensors and associated electronics. Sensors, Signals and Noise
Sensors, Signals and Noise 1 COURSE OUTLINE Introduction Signals and Noise: 3) Analysis and Simulation Filtering Sensors and associated electronics Noise Analysis and Simulation White Noise Band-Limited
More informationCharacterizing the Behavior of a Probabilistic CMOS Switch Through Analytical Models and Its Verification Through Simulations
Characterizing the Behavior of a Probabilistic CMOS Switch Through Analytical Models and Its Verification Through Simulations PINAR KORKMAZ, BILGE E. S. AKGUL and KRISHNA V. PALEM Georgia Institute of
More informationCOMPARISON OF VARIOUS OPTIMIZATION TECHNIQUES FOR DESIGN FIR DIGITAL FILTERS
NCCI 1 -National Conference on Comutational Instrumentation CSIO Chandigarh, INDIA, 19- March 1 COMPARISON OF VARIOUS OPIMIZAION ECHNIQUES FOR DESIGN FIR DIGIAL FILERS Amanjeet Panghal 1, Nitin Mittal,Devender
More informationME 375 System Modeling and Analysis. Homework 11 Solution. Out: 18 November 2011 Due: 30 November 2011 = + +
Out: 8 November Due: 3 November Problem : You are given the following system: Gs () =. s + s+ a) Using Lalace and Inverse Lalace, calculate the unit ste resonse of this system (assume zero initial conditions).
More informationThe Poisson Regression Model
The Poisson Regression Model The Poisson regression model aims at modeling a counting variable Y, counting the number of times that a certain event occurs during a given time eriod. We observe a samle
More informationConvex Optimization methods for Computing Channel Capacity
Convex Otimization methods for Comuting Channel Caacity Abhishek Sinha Laboratory for Information and Decision Systems (LIDS), MIT sinhaa@mit.edu May 15, 2014 We consider a classical comutational roblem
More informationMultivariable Generalized Predictive Scheme for Gas Turbine Control in Combined Cycle Power Plant
Multivariable Generalized Predictive Scheme for Gas urbine Control in Combined Cycle Power Plant L.X.Niu and X.J.Liu Deartment of Automation North China Electric Power University Beiing, China, 006 e-mail
More informationSupplementary Materials for Robust Estimation of the False Discovery Rate
Sulementary Materials for Robust Estimation of the False Discovery Rate Stan Pounds and Cheng Cheng This sulemental contains roofs regarding theoretical roerties of the roosed method (Section S1), rovides
More informationCHAPTER 5 STATISTICAL INFERENCE. 1.0 Hypothesis Testing. 2.0 Decision Errors. 3.0 How a Hypothesis is Tested. 4.0 Test for Goodness of Fit
Chater 5 Statistical Inference 69 CHAPTER 5 STATISTICAL INFERENCE.0 Hyothesis Testing.0 Decision Errors 3.0 How a Hyothesis is Tested 4.0 Test for Goodness of Fit 5.0 Inferences about Two Means It ain't
More informationAn Analysis of Reliable Classifiers through ROC Isometrics
An Analysis of Reliable Classifiers through ROC Isometrics Stijn Vanderlooy s.vanderlooy@cs.unimaas.nl Ida G. Srinkhuizen-Kuyer kuyer@cs.unimaas.nl Evgueni N. Smirnov smirnov@cs.unimaas.nl MICC-IKAT, Universiteit
More informationComparative study on different walking load models
Comarative study on different walking load models *Jining Wang 1) and Jun Chen ) 1), ) Deartment of Structural Engineering, Tongji University, Shanghai, China 1) 1510157@tongji.edu.cn ABSTRACT Since the
More informationAI*IA 2003 Fusion of Multiple Pattern Classifiers PART III
AI*IA 23 Fusion of Multile Pattern Classifiers PART III AI*IA 23 Tutorial on Fusion of Multile Pattern Classifiers by F. Roli 49 Methods for fusing multile classifiers Methods for fusing multile classifiers
More informationOn Fractional Predictive PID Controller Design Method Emmanuel Edet*. Reza Katebi.**
On Fractional Predictive PID Controller Design Method Emmanuel Edet*. Reza Katebi.** * echnology and Innovation Centre, Level 4, Deartment of Electronic and Electrical Engineering, University of Strathclyde,
More informationYixi Shi. Jose Blanchet. IEOR Department Columbia University New York, NY 10027, USA. IEOR Department Columbia University New York, NY 10027, USA
Proceedings of the 2011 Winter Simulation Conference S. Jain, R. R. Creasey, J. Himmelsach, K. P. White, and M. Fu, eds. EFFICIENT RARE EVENT SIMULATION FOR HEAVY-TAILED SYSTEMS VIA CROSS ENTROPY Jose
More informationAn Investigation on the Numerical Ill-conditioning of Hybrid State Estimators
An Investigation on the Numerical Ill-conditioning of Hybrid State Estimators S. K. Mallik, Student Member, IEEE, S. Chakrabarti, Senior Member, IEEE, S. N. Singh, Senior Member, IEEE Deartment of Electrical
More informationCoding Along Hermite Polynomials for Gaussian Noise Channels
Coding Along Hermite olynomials for Gaussian Noise Channels Emmanuel A. Abbe IG, EFL Lausanne, 1015 CH Email: emmanuel.abbe@efl.ch Lizhong Zheng LIDS, MIT Cambridge, MA 0139 Email: lizhong@mit.edu Abstract
More informationVarious Proofs for the Decrease Monotonicity of the Schatten s Power Norm, Various Families of R n Norms and Some Open Problems
Int. J. Oen Problems Comt. Math., Vol. 3, No. 2, June 2010 ISSN 1998-6262; Coyright c ICSRS Publication, 2010 www.i-csrs.org Various Proofs for the Decrease Monotonicity of the Schatten s Power Norm, Various
More informationA PEAK FACTOR FOR PREDICTING NON-GAUSSIAN PEAK RESULTANT RESPONSE OF WIND-EXCITED TALL BUILDINGS
The Seventh Asia-Pacific Conference on Wind Engineering, November 8-1, 009, Taiei, Taiwan A PEAK FACTOR FOR PREDICTING NON-GAUSSIAN PEAK RESULTANT RESPONSE OF WIND-EXCITED TALL BUILDINGS M.F. Huang 1,
More informationEvaluation of the critical wave groups method for calculating the probability of extreme ship responses in beam seas
Proceedings of the 6 th International Shi Stability Worsho, 5-7 June 207, Belgrade, Serbia Evaluation of the critical wave grous method for calculating the robability of extreme shi resonses in beam seas
More informationModeling and Estimation of Full-Chip Leakage Current Considering Within-Die Correlation
6.3 Modeling and Estimation of Full-Chi Leaage Current Considering Within-Die Correlation Khaled R. eloue, Navid Azizi, Farid N. Najm Deartment of ECE, University of Toronto,Toronto, Ontario, Canada {haled,nazizi,najm}@eecg.utoronto.ca
More informationPeriod-two cycles in a feedforward layered neural network model with symmetric sequence processing
PHYSICAL REVIEW E 75, 4197 27 Period-two cycles in a feedforward layered neural network model with symmetric sequence rocessing F. L. Metz and W. K. Theumann Instituto de Física, Universidade Federal do
More informationA New Asymmetric Interaction Ridge (AIR) Regression Method
A New Asymmetric Interaction Ridge (AIR) Regression Method by Kristofer Månsson, Ghazi Shukur, and Pär Sölander The Swedish Retail Institute, HUI Research, Stockholm, Sweden. Deartment of Economics and
More informationImproved Capacity Bounds for the Binary Energy Harvesting Channel
Imroved Caacity Bounds for the Binary Energy Harvesting Channel Kaya Tutuncuoglu 1, Omur Ozel 2, Aylin Yener 1, and Sennur Ulukus 2 1 Deartment of Electrical Engineering, The Pennsylvania State University,
More informationMaximum Entropy and the Stress Distribution in Soft Disk Packings Above Jamming
Maximum Entroy and the Stress Distribution in Soft Disk Packings Above Jamming Yegang Wu and S. Teitel Deartment of Physics and Astronomy, University of ochester, ochester, New York 467, USA (Dated: August
More informationA New GP-evolved Formulation for the Relative Permittivity of Water and Steam
ew GP-evolved Formulation for the Relative Permittivity of Water and Steam S. V. Fogelson and W. D. Potter rtificial Intelligence Center he University of Georgia, US Contact Email ddress: sergeyf1@uga.edu
More informationOn split sample and randomized confidence intervals for binomial proportions
On slit samle and randomized confidence intervals for binomial roortions Måns Thulin Deartment of Mathematics, Usala University arxiv:1402.6536v1 [stat.me] 26 Feb 2014 Abstract Slit samle methods have
More informationUniformly best wavenumber approximations by spatial central difference operators: An initial investigation
Uniformly best wavenumber aroximations by satial central difference oerators: An initial investigation Vitor Linders and Jan Nordström Abstract A characterisation theorem for best uniform wavenumber aroximations
More informationA Qualitative Event-based Approach to Multiple Fault Diagnosis in Continuous Systems using Structural Model Decomposition
A Qualitative Event-based Aroach to Multile Fault Diagnosis in Continuous Systems using Structural Model Decomosition Matthew J. Daigle a,,, Anibal Bregon b,, Xenofon Koutsoukos c, Gautam Biswas c, Belarmino
More informationThe Recursive Fitting of Multivariate. Complex Subset ARX Models
lied Mathematical Sciences, Vol. 1, 2007, no. 23, 1129-1143 The Recursive Fitting of Multivariate Comlex Subset RX Models Jack Penm School of Finance and lied Statistics NU College of Business & conomics
More informationMATHEMATICAL MODELLING OF THE WIRELESS COMMUNICATION NETWORK
Comuter Modelling and ew Technologies, 5, Vol.9, o., 3-39 Transort and Telecommunication Institute, Lomonosov, LV-9, Riga, Latvia MATHEMATICAL MODELLIG OF THE WIRELESS COMMUICATIO ETWORK M. KOPEETSK Deartment
More informationPHYSICAL REVIEW LETTERS
PHYSICAL REVIEW LETTERS VOLUME 81 20 JULY 1998 NUMBER 3 Searated-Path Ramsey Atom Interferometer P. D. Featonby, G. S. Summy, C. L. Webb, R. M. Godun, M. K. Oberthaler, A. C. Wilson, C. J. Foot, and K.
More informationModelling a Partly Filled Road Tanker during an Emergency Braking
Proceedings of the World Congress on Engineering and Comuter Science 217 Vol II, October 25-27, 217, San Francisco, USA Modelling a Partly Filled Road Tanker during an Emergency Braking Frank Otremba,
More informationRANDOM WALKS AND PERCOLATION: AN ANALYSIS OF CURRENT RESEARCH ON MODELING NATURAL PROCESSES
RANDOM WALKS AND PERCOLATION: AN ANALYSIS OF CURRENT RESEARCH ON MODELING NATURAL PROCESSES AARON ZWIEBACH Abstract. In this aer we will analyze research that has been recently done in the field of discrete
More informationChapter 2 Introductory Concepts of Wave Propagation Analysis in Structures
Chater 2 Introductory Concets of Wave Proagation Analysis in Structures Wave roagation is a transient dynamic henomenon resulting from short duration loading. Such transient loadings have high frequency
More informationUncorrelated Multilinear Principal Component Analysis for Unsupervised Multilinear Subspace Learning
TNN-2009-P-1186.R2 1 Uncorrelated Multilinear Princial Comonent Analysis for Unsuervised Multilinear Subsace Learning Haiing Lu, K. N. Plataniotis and A. N. Venetsanooulos The Edward S. Rogers Sr. Deartment
More informationIterative Methods for Designing Orthogonal and Biorthogonal Two-channel FIR Filter Banks with Regularities
R. Bregović and T. Saramäi, Iterative methods for designing orthogonal and biorthogonal two-channel FIR filter bans with regularities, Proc. Of Int. Worsho on Sectral Transforms and Logic Design for Future
More informationTime Domain Calculation of Vortex Induced Vibration of Long-Span Bridges by Using a Reduced-order Modeling Technique
2017 2nd International Conference on Industrial Aerodynamics (ICIA 2017) ISBN: 978-1-60595-481-3 Time Domain Calculation of Vortex Induced Vibration of Long-San Bridges by Using a Reduced-order Modeling
More informationEE 508 Lecture 13. Statistical Characterization of Filter Characteristics
EE 508 Lecture 3 Statistical Characterization of Filter Characteristics Comonents used to build filters are not recisely redictable L C Temerature Variations Manufacturing Variations Aging Model variations
More informationMeshless Methods for Scientific Computing Final Project
Meshless Methods for Scientific Comuting Final Project D0051008 洪啟耀 Introduction Floating island becomes an imortant study in recent years, because the lands we can use are limit, so eole start thinking
More informationEXACTLY PERIODIC SUBSPACE DECOMPOSITION BASED APPROACH FOR IDENTIFYING TANDEM REPEATS IN DNA SEQUENCES
EXACTLY ERIODIC SUBSACE DECOMOSITION BASED AROACH FOR IDENTIFYING TANDEM REEATS IN DNA SEUENCES Ravi Guta, Divya Sarthi, Ankush Mittal, and Kuldi Singh Deartment of Electronics & Comuter Engineering, Indian
More informationLower Confidence Bound for Process-Yield Index S pk with Autocorrelated Process Data
Quality Technology & Quantitative Management Vol. 1, No.,. 51-65, 15 QTQM IAQM 15 Lower onfidence Bound for Process-Yield Index with Autocorrelated Process Data Fu-Kwun Wang * and Yeneneh Tamirat Deartment
More informationOil Temperature Control System PID Controller Algorithm Analysis Research on Sliding Gear Reducer
Key Engineering Materials Online: 2014-08-11 SSN: 1662-9795, Vol. 621, 357-364 doi:10.4028/www.scientific.net/kem.621.357 2014 rans ech Publications, Switzerland Oil emerature Control System PD Controller
More informationDeveloping A Deterioration Probabilistic Model for Rail Wear
International Journal of Traffic and Transortation Engineering 2012, 1(2): 13-18 DOI: 10.5923/j.ijtte.20120102.02 Develoing A Deterioration Probabilistic Model for Rail Wear Jabbar-Ali Zakeri *, Shahrbanoo
More informationLINEAR SYSTEMS WITH POLYNOMIAL UNCERTAINTY STRUCTURE: STABILITY MARGINS AND CONTROL
LINEAR SYSTEMS WITH POLYNOMIAL UNCERTAINTY STRUCTURE: STABILITY MARGINS AND CONTROL Mohammad Bozorg Deatment of Mechanical Engineering University of Yazd P. O. Box 89195-741 Yazd Iran Fax: +98-351-750110
More informationECE 534 Information Theory - Midterm 2
ECE 534 Information Theory - Midterm Nov.4, 009. 3:30-4:45 in LH03. You will be given the full class time: 75 minutes. Use it wisely! Many of the roblems have short answers; try to find shortcuts. You
More informationOn Doob s Maximal Inequality for Brownian Motion
Stochastic Process. Al. Vol. 69, No., 997, (-5) Research Reort No. 337, 995, Det. Theoret. Statist. Aarhus On Doob s Maximal Inequality for Brownian Motion S. E. GRAVERSEN and G. PESKIR If B = (B t ) t
More informationTime Frequency Aggregation Performance Optimization of Power Quality Disturbances Based on Generalized S Transform
Time Frequency Aggregation Perormance Otimization o Power Quality Disturbances Based on Generalized S Transorm Mengda Li Shanghai Dianji University, Shanghai 01306, China limd @ sdju.edu.cn Abstract In
More informationShadow Computing: An Energy-Aware Fault Tolerant Computing Model
Shadow Comuting: An Energy-Aware Fault Tolerant Comuting Model Bryan Mills, Taieb Znati, Rami Melhem Deartment of Comuter Science University of Pittsburgh (bmills, znati, melhem)@cs.itt.edu Index Terms
More informationScaling Multiple Point Statistics for Non-Stationary Geostatistical Modeling
Scaling Multile Point Statistics or Non-Stationary Geostatistical Modeling Julián M. Ortiz, Steven Lyster and Clayton V. Deutsch Centre or Comutational Geostatistics Deartment o Civil & Environmental Engineering
More informationME scope Application Note 16
ME scoe Alication Note 16 Integration & Differentiation of FFs and Mode Shaes NOTE: The stes used in this Alication Note can be dulicated using any Package that includes the VES-36 Advanced Signal Processing
More informationPrinciples of Computed Tomography (CT)
Page 298 Princiles of Comuted Tomograhy (CT) The theoretical foundation of CT dates back to Johann Radon, a mathematician from Vienna who derived a method in 1907 for rojecting a 2-D object along arallel
More informationRadial Basis Function Networks: Algorithms
Radial Basis Function Networks: Algorithms Introduction to Neural Networks : Lecture 13 John A. Bullinaria, 2004 1. The RBF Maing 2. The RBF Network Architecture 3. Comutational Power of RBF Networks 4.
More informationA MIXED CONTROL CHART ADAPTED TO THE TRUNCATED LIFE TEST BASED ON THE WEIBULL DISTRIBUTION
O P E R A T I O N S R E S E A R C H A N D D E C I S I O N S No. 27 DOI:.5277/ord73 Nasrullah KHAN Muhammad ASLAM 2 Kyung-Jun KIM 3 Chi-Hyuck JUN 4 A MIXED CONTROL CHART ADAPTED TO THE TRUNCATED LIFE TEST
More informationPulse Propagation in Optical Fibers using the Moment Method
Pulse Proagation in Otical Fibers using the Moment Method Bruno Miguel Viçoso Gonçalves das Mercês, Instituto Suerior Técnico Abstract The scoe of this aer is to use the semianalytic technique of the Moment
More informationResearch of PMU Optimal Placement in Power Systems
Proceedings of the 5th WSEAS/IASME Int. Conf. on SYSTEMS THEORY and SCIENTIFIC COMPUTATION, Malta, Setember 15-17, 2005 (38-43) Research of PMU Otimal Placement in Power Systems TIAN-TIAN CAI, QIAN AI
More informationFrequency-Weighted Robust Fault Reconstruction Using a Sliding Mode Observer
Frequency-Weighted Robust Fault Reconstruction Using a Sliding Mode Observer C.P. an + F. Crusca # M. Aldeen * + School of Engineering, Monash University Malaysia, 2 Jalan Kolej, Bandar Sunway, 4650 Petaling,
More informationSystem Reliability Estimation and Confidence Regions from Subsystem and Full System Tests
009 American Control Conference Hyatt Regency Riverfront, St. Louis, MO, USA June 0-, 009 FrB4. System Reliability Estimation and Confidence Regions from Subsystem and Full System Tests James C. Sall Abstract
More informationdn i where we have used the Gibbs equation for the Gibbs energy and the definition of chemical potential
Chem 467 Sulement to Lectures 33 Phase Equilibrium Chemical Potential Revisited We introduced the chemical otential as the conjugate variable to amount. Briefly reviewing, the total Gibbs energy of a system
More informationTowards understanding the Lorenz curve using the Uniform distribution. Chris J. Stephens. Newcastle City Council, Newcastle upon Tyne, UK
Towards understanding the Lorenz curve using the Uniform distribution Chris J. Stehens Newcastle City Council, Newcastle uon Tyne, UK (For the Gini-Lorenz Conference, University of Siena, Italy, May 2005)
More informationPositive decomposition of transfer functions with multiple poles
Positive decomosition of transfer functions with multile oles Béla Nagy 1, Máté Matolcsi 2, and Márta Szilvási 1 Deartment of Analysis, Technical University of Budaest (BME), H-1111, Budaest, Egry J. u.
More informationChurilova Maria Saint-Petersburg State Polytechnical University Department of Applied Mathematics
Churilova Maria Saint-Petersburg State Polytechnical University Deartment of Alied Mathematics Technology of EHIS (staming) alied to roduction of automotive arts The roblem described in this reort originated
More informationFilters and Equalizers
Filters and Equalizers By Raymond L. Barrett, Jr., PhD, PE CEO, American Research and Develoment, LLC . Filters and Equalizers Introduction This course will define the notation for roots of olynomial exressions
More informationRe-entry Protocols for Seismically Active Mines Using Statistical Analysis of Aftershock Sequences
Re-entry Protocols for Seismically Active Mines Using Statistical Analysis of Aftershock Sequences J.A. Vallejos & S.M. McKinnon Queen s University, Kingston, ON, Canada ABSTRACT: Re-entry rotocols are
More informationRobust Performance Design of PID Controllers with Inverse Multiplicative Uncertainty
American Control Conference on O'Farrell Street San Francisco CA USA June 9 - July Robust Performance Design of PID Controllers with Inverse Multilicative Uncertainty Tooran Emami John M Watkins Senior
More informationAnalysis of Group Coding of Multiple Amino Acids in Artificial Neural Network Applied to the Prediction of Protein Secondary Structure
Analysis of Grou Coding of Multile Amino Acids in Artificial Neural Networ Alied to the Prediction of Protein Secondary Structure Zhu Hong-ie 1, Dai Bin 2, Zhang Ya-feng 1, Bao Jia-li 3,* 1 College of
More informationIntroduction to Probability and Statistics
Introduction to Probability and Statistics Chater 8 Ammar M. Sarhan, asarhan@mathstat.dal.ca Deartment of Mathematics and Statistics, Dalhousie University Fall Semester 28 Chater 8 Tests of Hyotheses Based
More informationRecent Developments in Multilayer Perceptron Neural Networks
Recent Develoments in Multilayer Percetron eural etworks Walter H. Delashmit Lockheed Martin Missiles and Fire Control Dallas, Texas 75265 walter.delashmit@lmco.com walter.delashmit@verizon.net Michael
More informationComparison of global technique and direct evaluation of capsizing probability on French frigates
International Shi Stability Worksho 03 Proceedings of the 3 th International Shi Stability Worksho, Brest 3-6 Setember Comarison of global technique and direct evaluation of casizing robability on French
More informationMODEL-BASED MULTIPLE FAULT DETECTION AND ISOLATION FOR NONLINEAR SYSTEMS
MODEL-BASED MULIPLE FAUL DEECION AND ISOLAION FOR NONLINEAR SYSEMS Ivan Castillo, and homas F. Edgar he University of exas at Austin Austin, X 78712 David Hill Chemstations Houston, X 77009 Abstract A
More informationOptimal Design of Truss Structures Using a Neutrosophic Number Optimization Model under an Indeterminate Environment
Neutrosohic Sets and Systems Vol 14 016 93 University of New Mexico Otimal Design of Truss Structures Using a Neutrosohic Number Otimization Model under an Indeterminate Environment Wenzhong Jiang & Jun
More informationPlotting the Wilson distribution
, Survey of English Usage, University College London Setember 018 1 1. Introduction We have discussed the Wilson score interval at length elsewhere (Wallis 013a, b). Given an observed Binomial roortion
More informationAsymptotic Properties of the Markov Chain Model method of finding Markov chains Generators of..
IOSR Journal of Mathematics (IOSR-JM) e-issn: 78-578, -ISSN: 319-765X. Volume 1, Issue 4 Ver. III (Jul. - Aug.016), PP 53-60 www.iosrournals.org Asymtotic Proerties of the Markov Chain Model method of
More informationBrownian Motion and Random Prime Factorization
Brownian Motion and Random Prime Factorization Kendrick Tang June 4, 202 Contents Introduction 2 2 Brownian Motion 2 2. Develoing Brownian Motion.................... 2 2.. Measure Saces and Borel Sigma-Algebras.........
More informationMinimax Design of Nonnegative Finite Impulse Response Filters
Minimax Design of Nonnegative Finite Imulse Resonse Filters Xiaoing Lai, Anke Xue Institute of Information and Control Hangzhou Dianzi University Hangzhou, 3118 China e-mail: laix@hdu.edu.cn; akxue@hdu.edu.cn
More information