553,315 research outputs found

    System identification, time series analysis and forecasting:The Captain Toolbox handbook.

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    CAPTAIN is a MATLAB compatible toolbox for non stationary time series analysis, system identification, signal processing and forecasting, using unobserved components models, time variable parameter models, state dependent parameter models and multiple input transfer function models. CAPTAIN also includes functions for true digital control

    Network hierarchy evolution and system vulnerability in power grids

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    (c) 2016 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works.The seldom addressed network hierarchy property and its relationship with vulnerability analysis for power transmission grids from a complex-systems point of view are given in this paper. We analyze and compare the evolution of network hierarchy for the dynamic vulnerability evaluation of four different power transmission grids of real cases. Several meaningful results suggest that the vulnerability of power grids can be assessed by means of a network hierarchy evolution analysis. First, the network hierarchy evolution may be used as a novel measurement to quantify the robustness of power grids. Second, an antipyramidal structure appears in the most robust network when quantifying cascading failures by the proposed hierarchy metric. Furthermore, the analysis results are also validated and proved by empirical reliability data. We show that our proposed hierarchy evolution analysis methodology could be used to assess the vulnerability of power grids or even other networks from a complex-systems point of view.Peer ReviewedPostprint (author's final draft

    Structure Learning in Coupled Dynamical Systems and Dynamic Causal Modelling

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    Identifying a coupled dynamical system out of many plausible candidates, each of which could serve as the underlying generator of some observed measurements, is a profoundly ill posed problem that commonly arises when modelling real world phenomena. In this review, we detail a set of statistical procedures for inferring the structure of nonlinear coupled dynamical systems (structure learning), which has proved useful in neuroscience research. A key focus here is the comparison of competing models of (ie, hypotheses about) network architectures and implicit coupling functions in terms of their Bayesian model evidence. These methods are collectively referred to as dynamical casual modelling (DCM). We focus on a relatively new approach that is proving remarkably useful; namely, Bayesian model reduction (BMR), which enables rapid evaluation and comparison of models that differ in their network architecture. We illustrate the usefulness of these techniques through modelling neurovascular coupling (cellular pathways linking neuronal and vascular systems), whose function is an active focus of research in neurobiology and the imaging of coupled neuronal systems
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