5,693 research outputs found
Filtered derivative with p-value method for multiple change-points detection
This paper deals with off-line detection of change points for time series of
independent observations, when the number of change points is unknown. We
propose a sequential analysis like method with linear time and memory
complexity. Our method is based at first step, on Filtered Derivative method
which detects the right change points but also false ones. We improve Filtered
Derivative method by adding a second step in which we compute the p-values
associated to each potential change points. Then we eliminate as false alarms
the points which have p-value smaller than a given critical level. Next, our
method is compared with the Penalized Least Square Criterion procedure on
simulated data sets. Eventually, we apply Filtered Derivative with p-Value
method to segmentation of heartbeat time series
Quantum clocks observe classical and quantum time dilation
At the intersection of quantum theory and relativity lies the possibility of
a clock experiencing a superposition of proper times. We consider quantum
clocks constructed from the internal degrees of relativistic particles that
move through curved spacetime. The probability that one clock reads a given
proper time conditioned on another clock reading a different proper time is
derived. From this conditional probability distribution, it is shown that when
the center-of-mass of these clocks move in localized momentum wave packets they
observe classical time dilation. We then illustrate a quantum correction to the
time dilation observed by a clock moving in a superposition of localized
momentum wave packets that has the potential to be observed in experiment. The
Helstrom-Holevo lower bound is used to derive a proper time-energy/mass
uncertainty relation.Comment: Updated to match published versio
Off-line detection of multiple change points with the Filtered Derivative with p-Value method
This paper deals with off-line detection of change points for time series of
independent observations, when the number of change points is unknown. We
propose a sequential analysis like method with linear time and memory
complexity. Our method is based at first step, on Filtered Derivative method
which detects the right change points but also false ones. We improve Filtered
Derivative method by adding a second step in which we compute the p-values
associated to each potential change points. Then we eliminate as false alarms
the points which have p-value smaller than a given critical level. Next, our
method is compared with the Penalized Least Square Criterion procedure on
simulated data sets. Eventually, we apply Filtered Derivative with p-Value
method to segmentation of heartbeat time series, and detection of change points
in the average daily volume of financial time series
Fast change point analysis on the Hurst index of piecewise fractional Brownian motion
In this presentation, we introduce a new method for change point analysis on
the Hurst index for a piecewise fractional Brownian motion. We first set the
model and the statistical problem. The proposed method is a transposition of
the FDpV (Filtered Derivative with p-value) method introduced for the detection
of change points on the mean in Bertrand et al. (2011) to the case of changes
on the Hurst index. The underlying statistics of the FDpV technology is a new
statistic estimator for Hurst index, so-called Increment Bernoulli Statistic
(IBS). Both FDpV and IBS are methods with linear time and memory complexity,
with respect to the size of the series. Thus the resulting method for change
point analysis on Hurst index reaches also a linear complexity
Faunal diversity of Paederus Fabricius, 1775 (Coleoptera: Staphylinidae) in Iran
Beetles of the genus Paederus sensu stricto Fabricius, 1775 (Coleoptera: Staphylinidae) are often noticed because of their potency in inducing a dermal lesion, so-called linear dermatitis. This genus, which is placed in the tribe Paederini and subfamily Paederinae of Staphylinidae, currently comprises 490 species worldwide. Our study presents a short review of the former records of Paederus spp. in Iran plus some unpublished data. Field collections were done during March-October yearly (1997-2007) in northern and southern Iran and April-June from central, eastern, western and north-western Iran (2008-2009). The present study adds four species to the Iranian fauna of the genus Paederus, which are P. brevipennis Lacordaire, 1835, P. basalis Bernhauer, 1914, P. pubescens Cameron, 1914 and P. schoenherri Czwalina, 1899. Paederus brevipennis and P. schoenherri are the first members of the subgenus Harpopaederus Scheerpeltz, 1957, ever reported from Iran. Considering previous reports, museum-deposited materials and our findings, 14 species and subspecies of the genus Paederus, which are grouped in five subgenera, occur in Iran. These subgenera are Eopaederus Scheerpeltz, Harpopaederus Scheerpeltz, Heteropaederus Scheerpeltz, Paederus Fabricius and Poederomorphus des Cottes; however P. duplex spectabilis Bernhauer, 1913 is not yet attributed to any of the 13 so-far defined subgenera
Communication between inertial observers with partially correlated reference frames
In quantum communication protocols the existence of a shared reference frame
between two spatially separated parties is normally presumed. However, in many
practical situations we are faced with the problem of misaligned reference
frames. In this paper, we study communication between two inertial observers
who have partial knowledge about the Lorentz transformation that relates their
frames of reference. Since every Lorentz transformation can be decomposed into
a pure boost followed by a rotation, we begin by analysing the effects on
communication when the parties have partial knowledge about the transformation
relating their frames, when the transformation is either a rotation or pure
boost. This then enables us to investigate how the efficiency of communication
is affected due to partially correlated inertial reference frames related by an
arbitrary Lorentz transformation. Furthermore, we show how the results of
previous studies where reference frames are completely uncorrelated are
recovered from our results in appropriate limits.Comment: 9 pages, 3 figures, typos corrected, figures update
On the effects of viscosity on the stability of a trailing-line vortex
The linear stability of the Batchelor (1964) vortex is investigated. Particular emphasis is placed on modes found recently in a numerical study by Khorrami (1991). These modes have a number of features very distinct from those found previously for this vortex, including exhibiting small growth rates at large Reynolds numbers and susceptibility to destabilization by viscosity. These modes are described using asymptotic techniques, producing results which compare favorably with fully numerical results at large Reynolds numbers
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All photonic analogue to digital and digital to analogue conversion techniques for digital radio over fibre system applications
Copyright @ 2011 IEEEWideband electronic analogue to digital conversion (ADC) systems have critical problems encountered in high-frequency broadband communication systems that the recent electronic ADCs (EADC) have experienced those such as uncertainty of sampling time. In this paper, an all photonic sampling and quantization ADC and photonic digital to analogue conversion system with six effective number of bits (ENOB) is designed. By using this photonic ADC (PADC), a novel digital radio over fibre link for wireless radio frequency (RF) signal transportation over 20 Km single mode fibre has been designed whose performance is investigated in this paper. In the digital radio over fibre, the dynamic range is independent of the fibre length
Microwave and millimeter-wave power generation in silicon carbide (SiC) IMPATT devices
There are two points that should be noted. First, in the thermal resistance calculations it is assumed that the device is operating at 773 K while the results of the room temperature simulations are used. This was done because there is not enough information to correctly predict the material parameters at 773 K. Since, in general, device performance degrades with increasing temperature, the cw results are perhaps a bit optimistic. Second, the electric field in these structures gets extremely high and there might be some possibility of tunneling. This was not incorporated into the simulation. Again, this could result in different device operating conditions
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