Study of Nonstationary Random Process Theory

Nonstationary random process theor

Study of nonstationary random process theory Final report, 1 Jul. 1966 - 30 Apr. 1967

Nonstationary random processes in nonreal-time applications - theories for nonreal-time correlation and spectrum analysi

How to avoid potential pitfalls in recurrence plot based data analysis

Recurrence plots and recurrence quantification analysis have become popular in the last two decades. Recurrence based methods have on the one hand a deep foundation in the theory of dynamical systems and are on the other hand powerful tools for the investigation of a variety of problems. The increasing interest encompasses the growing risk of misuse and uncritical application of these methods. Therefore, we point out potential problems and pitfalls related to different aspects of the application of recurrence plots and recurrence quantification analysis

Long-term temporal dependence of droplets transiting through a fixed spatial point in gas-liquid twophase turbulent jets

We perform rescaled range analysis upon the signals measured by Dual Particle Dynamical Analyzer in gas-liquid two-phase turbulent jets. A novel rescaled range analysis is proposed to investigate these unevenly sampled signals. The Hurst exponents of velocity and other passive scalars in the bulk of spray are obtained to be 0.59$\pm$0.02 and the fractal dimension is hence 1.41$\pm$ 0.02, which are in remarkable agreement with and much more precise than previous results. These scaling exponents are found to be independent of the configuration and dimensions of the nozzle and the fluid flows. Therefore, such type of systems form a universality class with invariant scaling properties.Comment: 16 Elsart pages including 8 eps figure

Analysis of cross-correlations in electroencephalogram signals as an approach to proactive diagnosis of schizophrenia

We apply flicker-noise spectroscopy (FNS), a time series analysis method operating on structure functions and power spectrum estimates, to study the clinical electroencephalogram (EEG) signals recorded in children/adolescents (11 to 14 years of age) with diagnosed schizophrenia-spectrum symptoms at the National Center for Psychiatric Health (NCPH) of the Russian Academy of Medical Sciences. The EEG signals for these subjects were compared with the signals for a control sample of chronically depressed children/adolescents. The purpose of the study is to look for diagnostic signs of subjects' susceptibility to schizophrenia in the FNS parameters for specific electrodes and cross-correlations between the signals simultaneously measured at different points on the scalp. Our analysis of EEG signals from scalp-mounted electrodes at locations F3 and F4, which are symmetrically positioned in the left and right frontal areas of cerebral cortex, respectively, demonstrates an essential role of frequency-phase synchronization, a phenomenon representing specific correlations between the characteristic frequencies and phases of excitations in the brain. We introduce quantitative measures of frequency-phase synchronization and systematize the values of FNS parameters for the EEG data. The comparison of our results with the medical diagnoses for 84 subjects performed at NCPH makes it possible to group the EEG signals into 4 categories corresponding to different risk levels of subjects' susceptibility to schizophrenia. We suggest that the introduced quantitative characteristics and classification of cross-correlations may be used for the diagnosis of schizophrenia at the early stages of its development.Comment: 36 pages, 6 figures, 2 tables; to be published in "Physica A

Joint time-frequency representation of simulated earthquake accelerograms via the adaptive chirplet transform

Seismic accelerograms are inherently nonstationary signals since both the intensity and frequency content of seismic events evolve in time. The adaptive chirplet transform is a signal processing technique for joint time-frequency representation of nonstationary data. Analysis of a signal via the adaptive chirplet decomposition in conjunction with the Wigner-Ville distribution yields the so-called adaptive spectrogram which constitutes a valid representation of the signal in the time-frequency plane. In this paper the potential of this technique for capturing the temporal evolution of the frequency content of strong ground motions is assessed. In this regard, simulated nonstationary earthquake accelerograms compatible with an exponentially modulated and appropriately filtered Kanai-Tajimi spectrum are processed using the adaptive chirplet transform. These are samples of a random process whose evolutionary power spectrum can be represented by an analytical expression. It is suggested that the average of the ensemble of the adaptive chirplet spectrograms can be construed as an estimate of the underlying evolutionary power spectrum. The obtained numerical results show, indeed, that the estimated evolutionary power spectrum is in a good agreement with the one defined analytically. This fact points out the potential of the adaptive chirplet analysis for as a tool for capturing localized frequency content of arbitrary data- banks of real seismic accelerograms

A new class of random processes with application to helicopter noise

The concept of dividing random processes into classes (e.g., stationary, locally stationary, periodically correlated, and harmonizable) has long been employed. A new class of random processes is introduced which includes many of these processes as well as other interesting processes which fall into none of the above classes. Such random processes are denoted as linearly correlated. This class is shown to include the familiar stationary and periodically correlated processes as well as many other, both harmonizable and non-harmonizable, nonstationary processes. When a process is linearly correlated for all t and harmonizable, its two-dimensional power spectral density S(x)(omega 1, omega 2) is shown to take a particularly simple form, being non-zero only on lines such that omega 1 to omega 2 = + or - r(k) where the r(k's) are (not necessarily equally spaced) roots of a characteristic function. The relationship of such processes to the class of stationary processes is examined. In addition, the application of such processes in the analysis of typical helicopter noise signals is described