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نتیجه جستجو - cross-correlation

تعداد مقالات یافته شده: 6
ردیف عنوان نوع
1 A note on power-law cross-correlated processes
یادداشت در مورد فرآیندهای همبستگی متقابل قانون قدرت-2020
In this paper, some mathematical support is provided to properly justify the validity of the so-called multifractal height cross-correlation analysis (MFHXA), first contributed by Kristoufek (2011)[1]. With this aim, we extend several concepts from univariate random functions and their increments to the bivariate case. Specifically, we introduce the bivariate cumulative range as well as the concepts of co-self-similar processes and random processes with co-affine increments of bivariate parameter. They allow us to in- troduce a new procedure, named multifractal cross-correlated fractal dimension (MFXFD) algorithm. We theoretically prove the validity of such a novel approach to calculate the bivariate Hurst exponent of a pair of processes with co-affine increments. Interestingly, that class of random functions is charac- terised theoretically in terms of co-self-similar processes. Moreover, we prove that a pair of univariate self-similar processes are co-self-similar and their bivariate Hurst exponent coincides with the mean of their univariate parameters. Finally, we test the behavior of the new algorithm to calculate the bivari- ate Hurst exponent of a pair of time series. Both DCCA and MFHXA procedures are involved in such an empirical comparison. Our results suggest that the new MFXFD performs (at least) as well as the other approaches with shorter deviations with respect to the mean of the bivariate Hurst exponents.
Keywords: Bivariate Hurst exponent | MFHXA | MFXFD | Power-law cross-correlated processes | Co-affine increments
مقاله انگلیسی
2 روش ردیابی خودرو بهبود یافته برای IEEE 802:11p
سال انتشار: 2019 - تعداد صفحات فایل pdf انگلیسی: 5 - تعداد صفحات فایل doc فارسی: 10
توسعه روش های موقعیت یابی با قابلیت تحرک- بالا با استفاده از استاندارد IEEE 802.11p در شبکه های ادهاک وسایل نقلیه (VANETs) به دلیل نقاط ضعف در ناحیه های GNSS-dark مانند جنگل ها، تونل و غیره، و اشتباهات ناشی از GNSS-dark در نتایج ، ضروری است. برآورد زمان دقیق رسیدن(TOA) مبتنی بر مدل مسافت یابی ، به عنوان یکی از چالش های سیستم پیشگیری از برخورد اتومبیل ها، توجه زیادی را به خود جلب است. در این مقاله، روش پیشنهادی TOA یا روش تخمین مسافت با راهنمای کوتاه IEEE 802.11p پیشنهاد شد تا اثربخشی اندازه گیری های وسایل نقلیه چندکاره و نسبت نویز سیگنال کم (SNR) را کاهش دهد. ابتدا، TOA با استفاده از همبستگی خودکار و همبستگی-متقاطع برآورد شد. سپس، رویکرد sum برای یافتن مبدا دقیق زمان ارائه شد. نتایج شبیه سازی در کانال اتحادیه بین المللی مخابرات خودرو (ITUA) و کانال نویز گاوسی سفید افزایشی (AWGN)، برتری الگوریتم پیشنهادی را در شرایط SNR کم و محیط چندکاره ثابت می کند.
کليدواژه: برآورد TOA | IEEE 802.11p | VANETS | دامنه | همبستگی خودکار | همبستگی- متقابل
مقاله ترجمه شده
3 Ontology-based adaptive testing for automated driving functions using data mining techniques
آزمایش تطبیقی ​​مبتنی بر هستی شناسی برای عملکردهای رانندگی خودکار با استفاده از تکنیک داده کاوی-2019
This paper presents an adaptive verification framework for automated driving functions based on ontologies and data-mining techniques. Despite the recent rapid growth of driver assistance systems to consolidate road safety, they still have various challenges coping with dynamic traffic situations of daily life. Therefore, automotive systems engineering has established data- and knowledge-driven test methods to assure the required functional safety and reliability in a highly safety-critical context. However, the reliance on field testing is inadequate and, in particular, time- and cost-intensive when applied to the next generation of automated driving functions, e.g. collision-free emergency braking and vehicle platooning. The presented framework utilises an ontology-based test scenario synthesis to identify criticality margins using a Hardware-in-the-Loop co-simulation platform for automated driving functions. Additionally, we demonstrate a systematic process to complement virtual testing by extracting insights from field testing database using eventbased time-series analysis. To this end, data mining techniques are used to obtain representative scenarios witnessed in real-world traffic. Agglomerative hierarchical clustering is performed to extract homogeneous groups (clusters) from recorded triggering events by proximity metrics using normalised cross-correlations. Extracted scenarios are subsequently used at earlier stages of development to effectively and efficiently ensure reliability and safety. In summary, the results show the benefits and some of the challenges of using the industry-proven framework, which enables a cost-effective extension of test domain vaidility throughout software product engineering.
Keywords: Event-based time-series analysis | Data mining | Hierarchical agglomerative clustering | Ontology-based test scenario synthesis | Hardware-in-the-Loop co-simulation | platform
مقاله انگلیسی
4 Comparison between global financial crisis and local stock disaster on top of Chinese stock network
مقایسه بین بحران مالی جهانی و فاجعه سهام محلی در بالای شبکه سهام چینی-2018
The science of complex network theory can be usefully applied in many important fields, one of which is the finance. In these practical cases, a massive dataset can be represented as a very large network with certain attributes associated with its nodes and edges. As one of the most important components of financial market, stock market has been attracting more and more attention. In this paper, we propose a threshold model to build Chinese stock market networks and study the topological properties of these networks. To be specific, we compare the effects of different crises, namely the 2008 global crisis and the stock market disaster in 2015, on the threshold networks. Prices of the stocks belonging to the Shanghai and Shenzhen 300 index are considered for three periods: the global crisis, common period and the stock market disaster. We find the probability distribution of the cross-correlations of the stocks during the stock market disaster is fatter than that of others. Besides, the thresholds of cross-correlations are assigned to obtain the threshold networks and the power-law of degree distribution in these networks are observed in a certain range of threshold values. The networks during the stock market disaster also appear to have larger mean degree and modularity, which reveals the strong correlations among these stock prices. Our findings to some extent crosscheck the liquidity shortage reason which is believed to result in the outbreak of the stock market disaster. Moreover, we hope that this paper could give us a deeper understanding of the market’s behavior and also lead to interesting future research about the problems of modern finance theory.
Keywords: Threshold network ، Stock market disaster ، Complex network ، Modularity ، Stock price cross-correlation
مقاله انگلیسی
5 Detrended cross-correlation analysis of urban traffic congestion and NO2 concentrations in Chengdu
Detrended تجزیه و تحلیل همبستگی متقاطع از تراکم ترافیک شهری و غلظت NO2 در Chengd-2017
In urban congested road sections, usually there exhibits elevated exhaust emissions due to longer idling and more frequent acceleration of vehicles. Using detrended cross-correlation analysis (DCCA), the relationship between air pollution and traffic congestion in the urban area of Chengdu was investigated. In order for a better quantification of the congested con dition in a relatively large spatial region, a new measure, i.e., the congestion length (CL), is developed, extracted, and estimated using the Google Real-Time Traffic Maps and GIS tech nology. Relationships between the hourly average congestion length (HACL) and NO2 con centrations in the urban area of Chengdu from 12 May to 17 May, 2013 were analyzed. A high long-term cross-correlation between HACL and NO2 was observed, implying the ambi ent NO2 concentration fluctuations are positively cross-correlated with urban traffic con gestion in the form of a power function. However, the ambient NO2 concentration did not respond immediately to the change of road traffic due to a relatively slow and lagged photochemical reaction process. A time lagged cross-correlation was further analyzed and showed that the time lag could be as large as 10 h. These findings can be used for improv ing air quality forecasting accuracy by taking into account the time lags in correlation between emissions and air quality.
Keywords: Detrended cross-correlation analysis | Traffic congestion | Hourly average congestion length | Vehicle emissions | Global positioning system
مقاله انگلیسی
6 Ignition of promising coal-water slurry containing petrochemicals: Analysis of key aspects
احتراق امیدوار کننده دوغاب زغال سنگ در آب حاوی مواد پتروشیمی: تجزیه و تحلیل جنبه های کلیدی-2016
An experimental study of the macroscopic laws of the ignition of coal-water slurry containing petrochemicals (CWSPs) based on coal and flammable liquids processing waste is presented. Investigations have been performed to determine the prospects for burning such fuel mixtures prepared from raw materials in power plants at temperatures ranging from minimal (700–800 K) to high (not b 1000 K). Oxidizer flow velocities varied between0.5 and 5 m/s. The study specifies the main stages of the processes at different heating rates and heat flows through a fuel surface element (a droplet or a particle). Investigations have been conducted on a single droplet (radius from 0.25 mm to 1.5 mm) of a specified fuel composition (we have considered over 20 different compo- sitions). With the use of cross-correlation and high-speed video cameras coupled with software applications Tema Automotive, Actual Flow, we have examined the interactions of oxidizer flow with a fuel droplet surface. The ignition delay time and durations up to complete combustion of CWSP droplets have been measured. The experimental results allowed us to elaborate the heat and mass transfer mathematical model including phase transitions and chemical reactions in the main stages of the processes under study, which are: the inert heating up of the sample, the evaporation of moisture from a superficial layer (water and flammable liquid), the thermal decomposition of coal in the superficial layer of a droplet, the mixing of volatiles with an oxidizer, the combustion initiation of the emerging gas mixture, the heating up of coke, and its heterogeneous ignition. From the mathematical model and experimental data, we have defined the necessary and sufficient conditions for the ignition of CWSP.© 2016 Elsevier B.V. All rights reserved.
Keywords: Coal-water slurry containing petrochemicals | Coal and oil processing waste | Waste oil | Flammable liquids | Droplet | Heated air flow | Ignition | Experiment | Simulation
مقاله انگلیسی
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