Noise Source and Reactor Stability Estimation in a Boiling Water Reactor Using a Multivariate Autoregressive Model

Networks are ubiquitous throughout biology, spanning the entire range from molecules to food webs and global environmental systems. Yet, despite substantial efforts by the scientific community, the inference of these networks from data still presents a problem that is unsolved in general. One frequent strategy of addressing the structure of networks is the assumption that the interactions among molecular or organismal populations are static and correlative. While often successful, these static methods are no panacea. They usually ignore the asymmetry of relationships between two species and inferences become more challenging if the network nodes represent dynamically changing quantities. Overcoming these challenges, two very different network inference approaches have been proposed in the literature: Lotka-Volterra (LV) models and Multivariate Autoregressive (MAR) models. These models are computational frameworks with different mathematical structures which, nevertheless, have both been proposed for the same purpose of inferring the interactions within coexisting population networks from observed time-series data. Here, we assess these dynamic network inference methods for the first time in a side-by-side comparison, using both synthetically generated and ecological datasets. Multivariate Autoregressive and Lotka-Volterra models are mathematically equivalent at the steady state, but the results of our comparison suggest that Lotka-Volterra models are generally superior in capturing the dynamics of networks with non-linear dynamics, whereas Multivariate Autoregressive models are better suited for analyses of networks of populations with process noise and close-to linear behavior. To the best of our knowledge, this is the first study comparing LV and MAR approaches. Both frameworks are valuable tools that address slightly different aspects of dynamic networks.

On the use of the multivariate autoregressive and relative power contribution models for determination of transient root cause

This project assessed the use of multivariate auto-regressive (MAR) models to create forecasts of continuous vital signs in hospitalized patients. A total of 20 hours continuous (1/60Hz) heart rate and respiration rate from eight postoperative patients, where used to fit a centered MAR model for forecasting in windows of 15 minutes. The model was fitted using Markov Chain Monte Carlo sampling, and the model was evaluated on data from five additional patients. The results demonstrate an average RMSE in the forecast window of 11.4 (SD: 7.30) beats per minute for heart rate and 3.3 (SD:1.3) breaths per minute for respiration rate. These results indicate potential for forecasting vital signs in a clinical setting.

This study developed a driving mental fatigue estimation system based on electroencephalogram (EEG) when he drives a car in a virtual reality (VR)-based dynamic simulator. To classify driver's mental fatigue status, the features of multichannel electroencephalographic (EEG) signals of frontal, central and occipital are extracted by multivariate autoregressive (MVAR) model. Then kernel principal component analysis (KPCA) and support vector machines (SVM) are combined to identify three-levels driving mental fatigue. The results show that KPCA is an good feature extractor which can effectively reduce the dimensionality of the feature vectors. The KPCA-SVM shows good performance with higher classification accuracy (81.64%) across 10 subjects. This method could be an potential approach of classification of driving mental fatigue.

The Partial Directed Coherence (PDC) and its generalized formulation (gPDC) are popular tools for investigating, in the frequency domain, the concept of Granger causality among multivariate (MV) time series. PDC and gPDC are formalized in terms of the coefficients of an MV autoregressive (MVAR) model which describes only the lagged effects among the time series and forsakes instantaneous effects. However, instantaneous effects are known to affect linear parametric modeling, and are likely to occur in experimental time series. In this study, we investigate the impact on the assessment of frequency domain causality of excluding instantaneous effects from the model underlying PDC evaluation. Moreover, we propose the utilization of an extended MVAR model including both instantaneous and lagged effects. This model is used to assess PDC either in accordance with the definition of Granger causality when considering only lagged effects (iPDC), or with an extended form of causality, when we consider both instantaneous and lagged effects (ePDC). The approach is first evaluated on three theoretical examples of MVAR processes, which show that the presence of instantaneous correlations may produce misleading profiles of PDC and gPDC, while ePDC and iPDC derived from the extended model provide here a correct interpretation of extended and lagged causality. It is then applied to representative examples of cardiorespiratory and EEG MV time series. They suggest that ePDC and iPDC are better interpretable than PDC and gPDC in terms of the known cardiovascular and neural physiologies.

On a various noise source reconstruction algorithms in VVER-1000 reactor core

Simulation of an hypothetical out-of-phase instability case in boiling water reactor by RELAP5/PARCS coupled codes

Measurements, taken in the Ringhals-1 boiling water reactor after revision in 1990, showed that instability occurred at high power and low core flow. Measurements in several points of the power-flow map showed that the decay ratio (DR), obtained by conventional methods, jumps from a moderate value directly to unity. This was valid for DR values calculated from both average power range monitor (APRM) and local power range monitor (LPRM) signals. Thus, the conventional DR cannot be used as a measure of the margin to instability. It was found that both global (in-phase) and regional (out-of-phase) oscillations occur, the global with low DR but large signal amplitude, and the regional with high DR but low signal amplitude. The former dominates the DR calculated from both APRMs and LPRMs, except when the instability is fully developed and impedes detection of the actual margin to instability. Methods for obtaining the stability characteristics of both modes separately from neutron noise signals were developed. The DR of the out-of-phase mode appears to be a good indicator of the margin to instability.

This paper aims to compare the performances of multivariate autoregressive (MAR) techniques and univariate autoregressive (AR) methods applied to regional scale rainfall-runoff modelling. We focus on the case study from the upper and middle reaches of the Odra River with its main tributaries in SW Poland. The rivers drain both the mountains (the Sudetes) and the lowland (Nizina Śląska). The region is exposed to extreme hydrologic and meteorological events, especially rain-induced and snow-melt floods. For the analysis, four hydrologic and meteorological variables are chosen, i.e., discharge (17 locations), precipitation (7 locations), thickness of snow cover (7 locations) and groundwater level (1 location). The time period is November 1971–December 1981 and the temporal resolution of the time series is of 1 day. Both MAR and AR models of the same orders are fitted to various subsets of the data and subsequently forecasts of discharge are derived. In order to evaluate the predictions the stepwise procedure is applied to make the validation independent of the specific sample path of the stochastic process. It is shown that the model forecasts peak discharges even 2–4 days in advance in the case of both rain-induced and snow-melt peak flows. Furthermore, the accuracy of discharge predictions increases if one analyses the combined data on discharge, precipitation, snow cover, and groundwater level instead of the pure discharge multivariate time series. MAR-based discharge forecasts based on multivariate data on discharges are more accurate than AR-based univariate predictions for a year with a flood, however, this relation is reverse in the case of the free-of-flooding year. In contrast, independently of the occurrence of floods within a year, MAR-based discharge forecasts based on discharges, precipitation, snow cover, and groundwater level are more precise than AR-based predictions.

The dense seismic array in Long Beach, California is located in an urban environment along the Pacific Ocean. There are a variety of noise sources influencing the ambient seismic noise field, both natural (such as the Pacific Ocean) and anthropogenic (such as traffic) in origin. To understand the temporal and spatial influences of these sources, we calculate noise power spectral densities (PSD). From spatial maps of noise PSD, we find that energy from the Pacific Ocean dominates the noise field at frequencies below 2 Hz, while energy from roads and Interstate 405 dominate the noise field at frequencies above 2 Hz. From maps of noise PSD over time, or spectrograms, we observe diurnal fluctuations in energy that are in accord with expected fluctuations in human activity. We expect the noise source distribution to be more homogeneous at higher frequencies, and this is in agreement with ambient noise cross-correlation results at frequencies spanning 0.5 Hz to 2 Hz and 2 Hz to 4 Hz.

We propose a technique of multi-channel speech enhancement based on integration of beamforming and statistical model-based speech enhancement to clearly extract the target speech, even in very noisy environments. Conventional microphone array-based techniques estimate speech and noise power spectral densities (PSDs) from the spatial cues of the sound sources; however, their estimation errors dramatically increase when there are many noise sources. We integrated clean speech models trained in advance and the noise PSDs estimated in beamspace to compose observation models and designed a precise Wiener filter. Experiments under adverse noise conditions showed that the proposed technique significantly improved the signal-to-noise ratios (SNRs) compared with the conventional microphone array processing technique.

In recent years, there are growing interests in developing novel approaches for inferring dynamic interactions in biological systems including gene transcription network and microbial interaction networks. Multivariate Vector Autoregression (MVAR) model is one of these efficient methods. Variants of MVAR with different penalties or regularizations can avoid the problem of over-fitting and provide great potential in high-dimensional data analysis. In this paper, we developed a novel regularization methods for MVAR via weighted fusion which consider the correlation among variables. The weighted fusion can potentially incorporate information redundancy among correlated variables for estimation and variable selection. Weighted fusion is also useful when the number of predictors p is larger than the number of observations n. In theory, we discuss the grouping effect of weighted fusion regularization for linear models. We then apply the proposed model on several time series data sets especially a time series dataset of human gut microbiomes. The experimental results indicate that the new approach has better performance that several other VAR-based models and we demonstrate its capability of extracting relevant microbial interactions.

Compressive sensing is a simultaneous data acquisition and compression technique, which can significantly reduce data bandwidth, data storage volume, and power. We apply this technique for transient photometric events. In this work, we analyze the effect of noise on the detection of these events using compressive sensing (CS). We show numerical results on the impact of source and measurement noise on the reconstruction of transient photometric curves, generated due to gravitational microlensing events. In our work, we define source noise as background noise, or any inherent noise present in the sampling region of interest. For our models, measurement noise is defined as the noise present during data acquisition. These results can be generalized for any transient photometric CS measurements with source noise and CS data acquisition measurement noise. Our results show that the CS measurement matrix properties have an effect on CS reconstruction in the presence of source noise and measurement noise. We provide potential solutions for improving the performance by tuning some of the properties of the measurement matrices. For source noise applications, we show that choosing a measurement matrix with low mutual coherence can lower the amount of error caused due to CS reconstruction. Similarly, for measurement noise addition, we show that by choosing a lower expected value of the binomial measurement matrix, we can lower the amount of error due to CS reconstruction.

Assessing small failure probability by importance splitting method and its application to wind turbine extreme response prediction

Schizophrenia is a complex brain disorder that leads to an abnormal interpretation of reality. One of its reliable biological markers is the auditory evoked potential P300. The aim of the current paper is to classify healthy-control subjects from schizophrenic patients using EEG signals collected during an auditory oddball paradigm. The electroencephalogram (EEG) is modeled by a multivariate autoregressive (MVAR) model that takes into account the instantaneous causality between the EEG channels. After preprocessing, 19 channels of the recorded signals were divided into seven clusters based on their location. Next, the PCA technique was employed to obtain the first principal component inside each cluster. By imposing realistic constraints to estimate instantaneous effects between the variables, the instantaneous interactions matrix and, consequently, the extended multivariate autoregressive (eMVAR) model were estimated. Then, extended partial directed coherences (ePDCs) were extracted as connectivity features. The mRMR algorithm was utilized to reduce the feature dimension, and finally, the selected features were imported into a deep neural network for classification between healthy and schizophrenic states. The results showed that the eMVAR model outperformed the strictly causal model in classifying schizophrenic patients. With eMVAR modeling, an accuracy of 91.11% was obtained by using only four features. Furthermore, the most discriminative connectivity feature was ePDC from left posterior (LP) to (LP), and the most informative frequency band was the gamma sub-band. We have therefore presented evidence that the proposed approach enhances the characterization and diagnosis of schizophrenia.