Optimal model-free prediction from multivariate time series

© 2015 American Physical Society.Forecasting a time series from multivariate predictors constitutes a challenging problem, especially using model-free approaches. Most techniques, such as nearest-neighbor prediction, quickly suffer from the curse of dimensionality and overfitting for more than a few predictors which has limited their application mostly to the univariate case. Therefore, selection strategies are needed that harness the available information as efficiently as possible. Since often the right combination of predictors matters, ideally all subsets of possible predictors should be tested for their predictive power, but the exponentially growing number of combinations makes such an approach computationally prohibitive. Here a prediction scheme that overcomes this strong limitation is introduced utilizing a causal preselection step which drastically reduces the number of possible predictors to the most predictive set of causal drivers making a globally optimal search scheme tractable. The information-theoretic optimality is derived and practical selection criteria are discussed. As demonstrated for multivariate nonlinear stochastic delay processes, the optimal scheme can even be less computationally expensive than commonly used suboptimal schemes like forward selection. The method suggests a general framework to apply the optimal model-free approach to select variables and subsequently fit a model to further improve a prediction or learn statistical dependencies. The performance of this framework is illustrated on a climatological index of El Niño Southern Oscillation

Radiation from structured-ring resonators

We investigate the scalar-wave resonances of systems composed of identical Neumann-type inclusions arranged periodically around a circular ring. Drawing on natural similarities with the undamped Rayleigh-Bloch waves supported by infinite linear arrays, we deduce asymptotically the exponentially small radiative damping in the limit where the ring radius is large relative to the periodicity. In our asymptotic approach, locally linear Rayleigh-Bloch waves that attenuate exponentially away from the ring are matched to a ring-scale WKB-type wave field. The latter provides a descriptive physical picture of how the mode energy is transferred via tunnelling to a circular evanescent-to-propagating transition region a finite distance away from the ring, from where radiative grazing rays emanate to the far field. Excluding the zeroth-order standing-wave modes, the position of the transition circle bifurcates with respect to clockwise and anti-clockwise contributions, resulting in striking spiral wavefronts

Dynamic homogenisation of Maxwell’s equations with applications to photonic crystals and localised waveforms on gratings

A two-scale asymptotic theory is developed to generate continuum equations that model the macroscopic be- haviour of electromagnetic waves in periodic photonic structures when the wavelength is not necessarily long relative to the periodic cell dimensions; potentially highly-oscillatory short-scale detail is encapsulated through integrated quantities. The resulting equations include tensors that represent effective refractive indices near band edge frequencies along all principal axes directions, and these govern scalar functions providing long-scale mod- ulation of short-scale Bloch eigenstates, which can be used to predict the propagation of waves at frequencies outside of the long wavelength regime; these results are outside of the remit of typical homogenisation schemes. The theory we develop is applied to two topical examples, the first being the case of aligned dielectric cylin- ders, which has great importance in modelling photonic crystal fibres. Results of the asymptotic theory are veri- fied against numerical simulations by comparing photonic band diagrams and evanescent decay rates for guided modes. The second example is the propagation of electromagnetic waves localised within a planar array of di- electric spheres; at certain frequencies strongly directional propagation is observed, commonly described as dy- namic anisotropy. Computationally this is a challenging three-dimensional calculation, which we perform, and then demonstrate that the asymptotic theory captures the effect, giving highly accurate qualitative and quantitative comparisons as well as providing interpretation for the underlying change from elliptic to hyperbolic behaviour

A self excitation and control system for wind tunnel dynamic stability measurements

The paper describes the design and development of a fast acting self-excitation and control system based on the principles of regenerative and negative feedback for phase resonance testing of aerodynamic models in wind tunnels. Simulation tests and analyses using a linearized model of the drive system are carried out, and results indicate that the system would function even if the system damping becomes neutral or negative. Experiments for dynamic stability measurements show that the control system meets all specifications and performs satisfactorily even in the presence of moderate amounts of turbulence in the air flow

Cellulitis Due to Salmonella infantis.

Bacteria of the genus Salmonella are highly adapted for the growth in both humans and animals and cause a wide spectrum of disease. The growth of Serotypes S. typhi and S. paratyphi is restricted to human hosts, in whom these organisms cause enteric (typhoid) fever. The remaining Serotypes (non typhoidal Salmonella or NTS) can colonize the gastrointestinal tracts of the broad range of animals, including mammals, reptiles, birds and insects. The usual clinical presentation of non-typhoidal salmonellae (NTS) infection is self limited gastroenteritis; however bacteremia and focal extra intestinal infection may occur. However salmonella localization to the skin presenting as cutaneous ulceration is regarded as a rare event. Rates of morbidity and mortality associated with NTS are highest among the elderly, infants, and immunocompromised individuals, including those with hemoglobinopathies, HIV infection, or infections that cause blockade of the reticuloendothelial system. We isolated S.infantis in 50 years old man with left leg cellulitis. The serotype was confirmed at Central Research Institute, Kasauli

Transformation seismology: composite soil lenses for steering surface elastic Rayleigh waves.

Metamaterials are artificially structured media that exibit properties beyond those usually encountered in nature. Typically they are developed for electromagnetic waves at millimetric down to nanometric scales, or for acoustics, at centimeter scales. By applying ideas from transformation optics we can steer Rayleigh-surface waves that are solutions of the vector Navier equations of elastodynamics. As a paradigm of the conformal geophysics that we are creating, we design a square arrangement of Luneburg lenses to reroute Rayleigh waves around a building with the dual aim of protection and minimizing the effect on the wavefront (cloaking). To show that this is practically realisable we deliberately choose to use material parameters readily available and this metalens consists of a composite soil structured with buried pillars made of softer material. The regular lattice of inclusions is homogenized to give an effective material with a radially varying velocity profile and hence varying the refractive index of the lens. We develop the theory and then use full 3D numerical simulations to conclusively demonstrate, at frequencies of seismological relevance 3–10 Hz, and for low-speed sedimentary soil (v(s): 300–500 m/s), that the vibration of a structure is reduced by up to 6 dB at its resonance frequency

Quantum Plasmonics

Quantum plasmonics is an exciting subbranch of nanoplasmonics where the laws of quantum theory are used to describe light–matter interactions on the nanoscale. Plasmonic materials allow extreme subdiffraction confinement of (quantum or classical) light to regions so small that the quantization of both light and matter may be necessary for an accurate description. State-of-the-art experiments now allow us to probe these regimes and push existing theories to the limits which opens up the possibilities of exploring the nature of many-body collective oscillations as well as developing new plasmonic devices, which use the particle quality of light and the wave quality of matter, and have a wealth of potential applications in sensing, lasing, and quantum computing. This merging of fundamental condensed matter theory with application-rich electromagnetism (and a splash of quantum optics thrown in) gives rise to a fascinating area of modern physics that is still very much in its infancy. In this review, we discuss and compare the key models and experiments used to explore how the quantum nature of electrons impacts plasmonics in the context of quantum size corrections of localized plasmons and quantum tunneling between nanoparticle dimers. We also look at some of the remarkable experiments that are revealing the quantum nature of surface plasmon polaritons