5,693 research outputs found

    Filtered derivative with p-value method for multiple change-points detection

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    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

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    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

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    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

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    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

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    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

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    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

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    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

    Microwave and millimeter-wave power generation in silicon carbide (SiC) IMPATT devices

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    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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