一种基于重标极差方法的动力学结构突变检测新方法

提出了一种针对相关性时间序列动力学结构突变检测的新方法——滑动移除重标极差分析.数值试验表明,新方法能够准确的检测出理想序列中的动力学结构突变,其检测结果对于子序列的长度依赖性较小,而且具有很强的抗噪能力,弥补了滑动去趋势波动分析的不足. 关键词： 标度指数 滑动移除重标极差分析 滑动去趋势波动分析 动力学结构突变     

滑动去趋势波动分析与近似熵在动力学结构突变检测中的性能比较

近似熵（ApEn）被认为是一种有效的动力学结构突变检测方法. 将一种新的动力学结构检测方法——滑动去趋势波动分析（MDFA）与ApEn的检测结果进行了比较,检验了新方法的性能. 结果表明,新方法的检测结果几乎不依赖于子序列的长度,而ApEn虽然能在一定程度上识别系统的动力学结构突变,但其检测结果依赖于子序列长度,且不能准确地检测出突变点的位置. 因此,相对于ApEn方法而言,MDFA方法更适合于动力学结构突变检测,其优越性是显而易见的. 关键词： 滑动去趋势波动分析 近似熵 动力学结构突变     

近似熵检测气候突变的研究

引入近似熵方法应用于理想时间序列,检验了该方法具有区别不同动力学结构和检测其突变的特性.然后应用于中国气象局国家气候中心740站点1960—2000年的逐日气温和降水观测资料.分析结果表明,温度和降水分布存在明显的区域分布特征,反映出气候系统动力学结构区域间的差异;在20世纪70年代末到80年代初各站点具有不同程度的突变现象,说明了突变时空分布的不均一性以及气候系统演化的复杂性. 关键词： 气候突变 温度 降水 近似熵     

Analyzing exact fractal time series: evaluating dispersional analysis and rescaled range methods

Precise reference signals are required to evaluate methods for characterizing a fractal time series. Here we use fGp (fractional Gaussian process) to generate exact fractional Gaussian noise (fGn) reference signals for one-dimensional time series. The average autocorrelation of multiple realizations of fGn converges to the theoretically expected autocorrelation. Two methods commonly used to generate fractal time series, an approximate spectral synthesis (SSM) method and the successive random addition (SRA) method, do not give the correct correlation structures and should be abandoned. Time series from fGp were used to test how well several versions of rescaled range analysis (R/S) and dispersional analysis (Disp) estimate the Hurst coefficient (0 < H < 1.0). Disp is unbiased for H < 0.9 and series length N ≥ 1024, but underestimates H when H > 0.9. R/S-detrended overestimates H for time series with H < 0.7 and underestimates H for H > 0.7. Estimates of H(?) from all versions of Disp usually have lower bias and variance than those from R/S. All versions of dispersional analysis, Disp, now tested on fGp, are better than we previously thought and are recommended for evaluating time series as long-memory processes.     

非线性时间序列的动力结构突变检测的研究

基于非线性时间序列分析方法——动力学相关因子指数，提出一种新的动力结构突变的检测方法——动力学指数分割算法.通过理想时间序列试验，验证了该方法检测动力结构突变的有效性，同时发现相对少量的尖峰噪声对该方法的影响较小，但连续分布的随机白噪声对其具有一定的影响，并与传统的滑动T检验法和Yamamoto法进行比较，进而讨论它们各自的优缺点. 关键词： 动力学相关因子指数 动力学指数分割算法 噪声 滑动T检验 Yamamoto法     

一种基于Logistic模型的突变过程性分析方法及其应用

传统突变检测方法往往将突变检测的关键放在"突变点"上而忽略突变事件发生、发展乃至消亡的过程. 本文提出一种新的检测突变过程的方法, 其基于Logistic模型推导出能够反应均值突变过程的分段函数, 利用分段函数对实际时间序列进行参数提取, 借助参数的物理意义, 研究分析完整的突变过程, 从而加深对突变过程性的理解和认识, 为进一步研究突变的形成机理、影响因素乃至发展趋势奠定重要的科学基础. 文章还对太平洋年代际振荡 (PDO) 指数进行突变过程性检测, 发现1940/1942, 1977, 1987年开始序列发生突变, 突变持续时间锁定在某些固定值, 并且系统相图表明一般性系统存在三种基本的状态. 关键词： 均值突变 参数提取 突变过程 突变持续时间     

滑动移除重标方差在动力学结构突变检验中的应用

标度指数是一个有效的非线性动力学指数,能够针对相关性时间序列动力学结构突变进行检测;通过滑动窗口技术和滑动移除窗口技术,重标极差对于相关时间序列动力学突变具有很好的检测能力,但由于重标极差方法本身的不完善,在滑动移除窗口较小时其检测结果出现一些虚假的突变点和突变区间.鉴于此,本文提出了一种新的动力学检测方法—–滑动移除重标方差.理想序列数值试验表明,滑动移除重标方差具有很强的稳定性和准确性,在滑动窗口较小时其检测结果没有出现虚假的突变点和区间,实测资料的应用进一步验证了新方法的可靠性.     

非线性动力学方法在气候突变检测中的应用

快速、准确的检测气候突变, 对于我们认识气候系统的变化和对未来气候系统演变趋势的预测有着重要的现实意义和社会经济价值. 本文主要回顾了近年来非线性突变检测技术的主要研究进展及其在实际观测资料中的应用, 其中包括基于气候系统长程相关性的检测方法, 如滑动去趋势波动分析方法、滑动移除去趋势波动分析方法、滑动移除重标极差方法和指纹法等; 以及基于时间序列复杂性的检测方法, 如近似熵方法, Fisher信息和小波Fisher信息等. 此外, 本文还指出发展针对空间场的突变检测技术是未来一个可能的发展方向. 由于空间场所包含的气候系统的演变信息远高于单点时间序列, 空间场的突变检测技术将会使得对气候突变的检测时间大大缩短, 从而使得人们有足够的时间去采取行动, 以便为适应气候突变所带来的新挑战做好准备.     

Effect of dynamic range input image on performance of binary subtracted joint transform correlator

A demand for the dynamic range of input images in the binary subtracted joint transform correlator was studied by computer simulations using input scenes containing multiple halftone images of human faces. To realize good discriminability the correlator requires use of an image-conversion subsystem with a dynamic range larger than 50:1 and 16:1 in amplitude for input scenes having (1) a reference image and many target images and (2) a target image and many reference images, respectively.     

Comparison between instantaneous and integral intensities in dynamic speckle pattern interferometry

A new speckle measurement technique called temporal speckle pattern interferometry or time sequential speckle pattern interferometry has been developed recently. Its principle is that by capturing the temporal speckle patterns related to the object deformation or displacement, the whole-field displacement, the amplitude of the vibrating object and the shape of the tested object can be calculated through speckle intensity fluctuation scanning technique or Fourier-transforming method. In this paper, we combine the analytical and numerical methods to simulate the properties of the time demodulation in temporal speckle patterns interferometry techniques. The performance of three kinds of temporal phase sequences, power, exponential and harmonic phase sequences, are studied with the parameters of temporal speckle intensity fluctuation, the value of the spatial phase term, optical integral time of the recording camera and the initial phase of the temporal speckle intensities. The results indicate that the normalized value and period change of the instantaneous intensity are nearly coincident with that of the integral intensity for the harmonic temporal phase sequences and are different for the power and exponential temporal phase sequences.     

The delay vector variance method for detecting determinism and nonlinearity in time series

A novel ‘delay vector variance’ (DVV) method for detecting the presence of determinism and nonlinearity in a time series is introduced. The method is based upon the examination of local predictability of a signal. Additionally, it spans the complete range of local linear models due to the standardisation to the distribution of pairwise distances between delay vectors. This provides consistent and easy-to-interpret diagrams, which convey information about the nature of a time series. In order to gain further insight into the technique, a DVV scatter diagram is introduced, which plots the DVV curve against that for a globally linear model (surrogate data). This way, the deviation from the bisector line represents a qualitative measure of nonlinearity, which can be used additionally for constructing a quantitative measure for statistical testing. The proposed method is compared to existing methods on synthetic, as well as standard real-world signals, and is shown to provide more consistent results overall, compared to other, established nonlinearity analysis methods.     

Distinction between avalanche and tunneling breakdown in one-sided abrupt junctions

The distinction between avalanche and tunneling breakdown in one-sided abrupt junctions is made on the basis of a new, simple expression for the tunneling breakdown field strengthF _t. It is shown thatF _t [V/cm] depends upon the temperatureT [K], the reduced tunneling effective massm _eff ⁺ /m _o and the semiconductor energy band gapE _g [eV] according to the following equation $$F_t = 1.76 \cdot 10^6 \cdot \left( {\frac{T}{{300}}} \right) \cdot \left( {\frac{{m_{eff}^ + }}{{m_0 }} \cdot E_g } \right)^{{1 \mathord{\left/ {\vphantom {1 2}} \right. \kern-\nulldelimiterspace} 2}} [V/cm].$$ Using published calculations for the avalanche breakdown voltage, the result is applied to the semiconductors Ge, Si, GaAs and GaP at 300 K and InSb at 77K.     

中国不同区域气候突变的前兆信号

近年来, 临界慢化现象在揭示复杂动力系统是否趋向于临界性突变方面展示了重要潜力. 在此基于临界慢化的理念, 对含有不同噪声的中国一级气象地理区划的11大区域的气温观测资料进行处理, 研究气候突变的前兆信号. 首先利用Mann-Kendall (M-K)方法准确的找出各个区域的突变位置, 然后计算了表征临界慢化现象的自相关系数以此寻找气候突变前兆信号, 并研究了不同噪声对气候突变前兆信号的影响. 结果表明, 针对不同的信噪比、不同区域的气温资料在气候突变发生前5–10年均出现了自 相关系数增大的临界慢化现象, 临界慢化现象可能是气候突变发生前的一个前兆信号; 噪声对气候突变前兆信号的检测结果影响较小, 论证了临界慢化现象检测突变前兆信号的可靠性, 为该方法在实际观测资料中的应用提供了实验基础. 关键词： 气候突变 临界慢化 M-K方法 前兆信号     

Comparison of nonlinear dynamic methods and perturbation methods for voice analysis

Nonlinear dynamic methods and perturbation methods are compared in terms of the effects of signal length, sampling rate, and noise. Results of theoretical and experimental studies quantitatively show that measurements representing frequency and amplitude perturbations are not applicable to chaotic signals because of difficulties in pitch tracking and sensitivity to initial state differences. Perturbation analyses are only reliable when applied to nearly periodic voice samples of sufficiently long signal lengths that were obtained at high sampling rates and low noise levels. In contrast, nonlinear dynamic methods, such as correlation dimension, allow the quantification of chaotic time series. Additionally, the correlation dimension method presents a more stable analysis of nearly periodic voice samples for shorter signal lengths, lower sampling rates, and higher noise levels. The correlation dimension method avoids some of the methodological issues associated with perturbation methods, and may potentially improve the ability for real time analysis as well as reduce costs in experimental designs for objectively assessing voice disorders.     

微通道板的饱和效应对条纹相机动态范围的影响分析

条纹相机通常采用微通道板的内增强或外增强这两种方式来提高信号探测阈值, 也由此引入了微通道板饱和效应对系统动态范围的限定. 通过一个非连续电阻电容打拿极链的通道模型, 对微通道板的饱和效应进行了描述,说明了在条纹相机中, 微通道板输入输出的线性范围限定于通道的贮存电荷, 即使是在外增强方式中采用低阻抗微通道板,传导电流的补偿作用也极其有限, 微通道板内增强和外增强条纹相机应具有相近的动态范围, 低阻抗微通道板仅在高重复率的连续拍摄时方可发挥功效, 同时还说明了微通道板增益的正确设置对条纹相机动态范围的重要影响.     

Comparison of reference-free X-ray fluorescence analysis and X-ray reflectometry for thickness determination in the nanometer range

X-ray reflectometry is the method of choice to determine the thickness of nanolayered systems with small uncertainties. In view of known limitations of this method for extremely thin or laterally inhomogeneous layers we compared X-ray reflectometry with fundamental parameter based X-ray fluorescence analysis using synchrotron radiation in the radiometry laboratory of the PTB. The results of both methods for a set of sample systems with transition metal layers of various thicknesses deposited on silicon wafers were compared and showed a good agreement within their respective uncertainties. For the investigation of layered systems both methods are very appropriate and, in addition, can give complementary information about the layers. Thus, the density is determined by X-ray reflectometry, and X-ray fluorescence analysis gives information about trace elements within the layers and the layer homogeneity.     

A study of the early warning signals of abrupt change in the Pacific decadal oscillation

In recent years, the phenomenon of a critical slowing down has demonstrated its major potential in discovering whether a complex dynamic system tends to abruptly change at critical points. This research on the Pacific decadal oscillation(PDO) index has been made on the basis of the critical slowing down principle in order to analyze its early warning signal of abrupt change. The chaotic characteristics of the PDO index sequence at different times are determined by using the largest Lyapunov exponent(LLE). The relationship between the regional sea surface temperature(SST) background field and the early warning signal of the PDO abrupt change is further studied through calculating the variance of the SST in the PDO region and the spatial distribution of the autocorrelation coefficient, thereby providing the experimental foundation for the extensive application of the method of the critical slowing down phenomenon. Our results show that the phenomenon of critical slowing down, such as the increase of the variance and autocorrelation coefficient, will continue for six years before the abrupt change of the PDO index. This phenomenon of the critical slowing down can be regarded as one of the early warning signals of an abrupt change. Through calculating the LLE of the PDO index during different times, it is also found that the strongest chaotic characteristics of the system occurred between 1971 and 1975 in the early stages of an abrupt change(1976), and the system was at the stage of a critical slowing down, which proves the reliability of the early warning signal of abrupt change discovered in 1970 from the mechanism. In addition, the variance of the SST,along with the spatial distribution of the autocorrelation coefficient in the corresponding PDO region, also demonstrates the corresponding relationship between the change of the background field of the SST and the change of the PDO.     

Conditions of dynamic change in radiation mode

The inhomogeneous wave equation for determining the previously experimentally detected change in the radiation phase in an accelerated cavity with stationary content is studied. It is shown that the radiation phase is independent of a homogeneous medium filling the accelerated cavity with unchanged phase structure. The necessary and sufficient conditions of the existence of nontrivial solutions of the equation are discussed.