Search results for "vector [correlation function]"

Multiscale Information Decomposition: Exact Computation for Multivariate Gaussian Processes

2017

Exploiting the theory of state space models, we derive the exact expressions of the information transfer, as well as redundant and synergistic transfer, for coupled Gaussian processes observed at multiple temporal scales. All of the terms, constituting the frameworks known as interaction information decomposition and partial information decomposition, can thus be analytically obtained for different time scales from the parameters of the VAR model that fits the processes. We report the application of the proposed methodology firstly to benchmark Gaussian systems, showing that this class of systems may generate patterns of information decomposition characterized by prevalently redundant or sy…

Local Granger causality

2021

Granger causality is a statistical notion of causal influence based on prediction via vector autoregression. For Gaussian variables it is equivalent to transfer entropy, an information-theoretic measure of time-directed information transfer between jointly dependent processes. We exploit such equivalence and calculate exactly the 'local Granger causality', i.e. the profile of the information transfer at each discrete time point in Gaussian processes; in this frame Granger causality is the average of its local version. Our approach offers a robust and computationally fast method to follow the information transfer along the time history of linear stochastic processes, as well as of nonlinear …

Multispectral image denoising with optimized vector non-local mean filter

2016

Nowadays, many applications rely on images of high quality to ensure good performance in conducting their tasks. However, noise goes against this objective as it is an unavoidable issue in most applications. Therefore, it is essential to develop techniques to attenuate the impact of noise, while maintaining the integrity of relevant information in images. We propose in this work to extend the application of the Non-Local Means filter (NLM) to the vector case and apply it for denoising multispectral images. The objective is to benefit from the additional information brought by multispectral imaging systems. The NLM filter exploits the redundancy of information in an image to remove noise. A …

Multiscale partial information decomposition of dynamic processes with short and long-range correlations: theory and application to cardiovascular co…

2022

Abstract Objective. In this work, an analytical framework for the multiscale analysis of multivariate Gaussian processes is presented, whereby the computation of Partial Information Decomposition measures is achieved accounting for the simultaneous presence of short-term dynamics and long-range correlations. Approach. We consider physiological time series mapping the activity of the cardiac, vascular and respiratory systems in the field of Network Physiology. In this context, the multiscale representation of transfer entropy within the network of interactions among Systolic arterial pressure (S), respiration (R) and heart period (H), as well as the decomposition into unique, redundant and s…

Current signature based fault diagnosis of field-oriented and direct torque-controlled induction motor drives

2017

In this article, the operation of three-phase squirrel-cage induction motors is analysed under faulty conditions in closed loop with state-of-the-art controllers, namely, the field-oriented control...

‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk

2012

A small segment of credit default swaps (CDS) on residential mortgage backed securities (RMBS) stand implicated in the 2007 financial crisis. The dominance of a few big players in the chains of insurance and reinsurance for CDS credit risk mitigation for banks' assets has led to the idea of too interconnected to fail (TITF) resulting, as in the case of AIG, of a tax payer bailout. We provide an empirical reconstruction of the US CDS network based on the FDIC Call Reports for off balance sheet bank data for the 4th quarter in 2007 and 2008. The propagation of financial contagion in networks with dense clustering which reflects high concentration or localization of exposures between few parti…

Existence and uniqueness of solutions to superdifferential equations

1993

Abstract We state and prove the theorem of existence and uniqueness of solutions to ordinary superdifferential equations on supermanifolds. It is shown that any supervector field, X = X0 + X1, has a unique integral flow, Г: R 1¦1 x (M, AM) → (M, AM), satisfying a given initial condition. A necessary and sufficient condition for this integral flow to yield an R 1¦1-action is obtained: the homogeneous components, X0, and, X1, of the given field must define a Lie superalgebra of dimension (1, 1). The supergroup structure on R 1¦1, however, has to be specified: there are three non-isomorphic Lie supergroup structures on R 1¦1, all of which have addition as the group operation in the underlying …

Texture advection on discontinuous flows

2015

Texture advection techniques, which transport textures using a velocity field, are used to visualize the dynamics of a flow on a triangle mesh. Some flow phenomena lead to velocity fields with discontinuities that cause the deformation of the texture which is not properly controlled by these techniques. We propose a method to detect and visualize discontinuities on a flow, keeping consistent texture advection at both sides of the discontinuity. The method handles the possibility that the discontinuity travels across the domain of the flow with arbitrary velocity, estimating its speed with least-squares approximation. The technique is tested with different sample scenarios and with two avala…

The Influence of the Electric Field on the Development of the Swirling Flame Velocity Field and Combustion Characteristics

2008

Dynamic mode decomposition of magnetohydrodynamic bubble chain flow in a rectangular vessel

2021

We demonstrate the first application of dynamic mode decomposition (DMD) to bubble flow with resolved dynamic liquid/gas boundaries. Specifically, we have applied DMD to the output of numerical simulations for a system where chains of bubbles ascend through a rectangular liquid metal vessel. Flow patterns have been investigated in the vessel and bubble reference frames. We show how gas flow rate and applied magnetic affect bubble wake flow and larger-scale flow structures within the liquid metal vessel by examining the velocity field mode statistics over trajectory time and total flow time as well as the computed mode velocity fields. The results of this proof-of-concept study indicate that…