Principal Components of CMB non-Gaussianity

The skew-spectrum statistic introduced by Munshi & Heavens (2010) has recently been used in studies of non-Gaussianity from diverse cosmological data sets including the detection of primary and secondary non-Gaussianity of Cosmic Microwave Background (CMB) radiation. Extending previous work, focussed on independent estimation, here we deal with the question of joint estimation of multiple skew-spectra from the same or correlated data sets. We consider the optimum skew-spectra for various models of primordial non-Gaussianity as well as secondary bispectra that originate from the cross-correlation of secondaries and lensing of CMB: coupling of lensing with the Integrated Sachs-Wolfe (ISW) effect, coupling of lensing with thermal Sunyaev-Zeldovich (tSZ), as well as from unresolved point-sources (PS). For joint estimation of various types of non-Gaussianity, we use the PCA to construct the linear combinations of amplitudes of various models of non-Gaussianity, e.g. $f^{\rm loc}_{\rm NL},f^{\rm eq}_{\rm NL},f^{\rm ortho}_{\rm NL}$ that can be estimated from CMB maps. Bias induced in the estimation of primordial non-Gaussianity due to secondary non-Gaussianity is evaluated. The PCA approach allows one to infer approximate (but generally accurate) constraints using CMB data sets on any reasonably smooth model by use of a lookup table and performing a simple computation. This principle is validated by computing constraints on the DBI bispectrum using a PCA analysis of the standard templates.Comment: 17 pages, 5 figures, 4 tables. Matches published versio

Analyzing big time series data in solar engineering using features and PCA

In solar engineering, we encounter big time series data such as the satellite-derived irradiance data and string-level measurements from a utility-scale photovoltaic (PV) system. While storing and hosting big data are certainly possible using today’s data storage technology, it is challenging to effectively and efficiently visualize and analyze the data. We consider a data analytics algorithm to mitigate some of these challenges in this work. The algorithm computes a set of generic and/or application-specific features to characterize the time series, and subsequently uses principal component analysis to project these features onto a two-dimensional space. As each time series can be represented by features, it can be treated as a single data point in the feature space, allowing many operations to become more amenable. Three applications are discussed within the overall framework, namely (1) the PV system type identification, (2) monitoring network design, and (3) anomalous string detection. The proposed framework can be easily translated to many other solar engineer applications

Unsupervised Learning via Mixtures of Skewed Distributions with Hypercube Contours

Mixture models whose components have skewed hypercube contours are developed via a generalization of the multivariate shifted asymmetric Laplace density. Specifically, we develop mixtures of multiple scaled shifted asymmetric Laplace distributions. The component densities have two unique features: they include a multivariate weight function, and the marginal distributions are also asymmetric Laplace. We use these mixtures of multiple scaled shifted asymmetric Laplace distributions for clustering applications, but they could equally well be used in the supervised or semi-supervised paradigms. The expectation-maximization algorithm is used for parameter estimation and the Bayesian information criterion is used for model selection. Simulated and real data sets are used to illustrate the approach and, in some cases, to visualize the skewed hypercube structure of the components

Recent advances in directional statistics

Mainstream statistical methodology is generally applicable to data observed in Euclidean space. There are, however, numerous contexts of considerable scientific interest in which the natural supports for the data under consideration are Riemannian manifolds like the unit circle, torus, sphere and their extensions. Typically, such data can be represented using one or more directions, and directional statistics is the branch of statistics that deals with their analysis. In this paper we provide a review of the many recent developments in the field since the publication of Mardia and Jupp (1999), still the most comprehensive text on directional statistics. Many of those developments have been stimulated by interesting applications in fields as diverse as astronomy, medicine, genetics, neurology, aeronautics, acoustics, image analysis, text mining, environmetrics, and machine learning. We begin by considering developments for the exploratory analysis of directional data before progressing to distributional models, general approaches to inference, hypothesis testing, regression, nonparametric curve estimation, methods for dimension reduction, classification and clustering, and the modelling of time series, spatial and spatio-temporal data. An overview of currently available software for analysing directional data is also provided, and potential future developments discussed.Comment: 61 page

Mixtures of Skew-t Factor Analyzers

In this paper, we introduce a mixture of skew-t factor analyzers as well as a family of mixture models based thereon. The mixture of skew-t distributions model that we use arises as a limiting case of the mixture of generalized hyperbolic distributions. Like their Gaussian and t-distribution analogues, our mixture of skew-t factor analyzers are very well-suited to the model-based clustering of high-dimensional data. Imposing constraints on components of the decomposed covariance parameter results in the development of eight flexible models. The alternating expectation-conditional maximization algorithm is used for model parameter estimation and the Bayesian information criterion is used for model selection. The models are applied to both real and simulated data, giving superior clustering results compared to a well-established family of Gaussian mixture models

Dealing with temporal inconsistency in automated computer forensic profiling

Computer profiling is the automated forensic examination of a computer system in order to provide a human investigator with a characterisation of the activities that have taken place on that system. As part of this process, the logical components of the computer system – components such as users, files and applications - are enumerated and the relationships between them discovered and reported. This information is enriched with traces of historical activity drawn from system logs and from evidence of events found in the computer file system. A potential problem with the use of such information is that some of it may be inconsistent and contradictory thus compromising its value. This work examines the impact of temporal inconsistency in such information and discusses two types of temporal inconsistency that may arise – inconsistency arising out of the normal errant behaviour of a computer system, and inconsistency arising out of deliberate tampering by a suspect – and techniques for dealing with inconsistencies of the latter kind. We examine the impact of deliberate tampering through experiments conducted with prototype computer profiling software. Based on the results of these experiments, we discuss techniques which can be employed in computer profiling to deal with such temporal inconsistencies

Architecture of a network-in-the-Loop environment for characterizing AC power system behavior

This paper describes the method by which a large hardware-in-the-loop environment has been realized for three-phase ac power systems. The environment allows an entire laboratory power-network topology (generators, loads, controls, protection devices, and switches) to be placed in the loop of a large power-network simulation. The system is realized by using a realtime power-network simulator, which interacts with the hardware via the indirect control of a large synchronous generator and by measuring currents flowing from its terminals. These measured currents are injected into the simulation via current sources to close the loop. This paper describes the system architecture and, most importantly, the calibration methodologies which have been developed to overcome measurement and loop latencies. In particular, a new "phase advance" calibration removes the requirement to add unwanted components into the simulated network to compensate for loop delay. The results of early commissioning experiments are demonstrated. The present system performance limits under transient conditions (approximately 0.25 Hz/s and 30 V/s to contain peak phase-and voltage-tracking errors within 5. and 1%) are defined mainly by the controllability of the synchronous generator