Transient Characteristics of Simple Systems to Modulated Random Noise

1973 ◽  
Vol 40 (1) ◽  
pp. 73-77 ◽  
Author(s):  
R. L. Barnoski ◽  
J. R. Maurer

Discussed are the mean-square response exceedance characteristics of a single-tuned system to amplitude modulated noise. The results bear on the accuracy of spectral estimates of nonstationary data, and subsequently, relate directly to the design, analysis, and testing of structural systems in environments as gusts, earthquakes, and ignition transients. For noise correlated as an exponentially damped cosine, the nonstationary response may exceed its stationary value by a factor in excess of two. A time-varying shaping filter explanation is offered for this behavior. For white noise, such exceedances do not occur.

1969 ◽  
Vol 36 (2) ◽  
pp. 221-227 ◽  
Author(s):  
R. L. Barnoski ◽  
J. R. Maurer

This paper concerns the mean-square response of a single-degree-of-freedom system to amplitude modulated random noise. The formulation is developed in terms of the frequency-response function of the system and generalized spectra of the nonstationary random excitation. Both the unit step and rectangular step functions are used for the amplitude modulation, and both white noise and noise with an exponentially decaying harmonic correlation function are considered. The time-varying mean-square response is shown not to exceed its stationary value for white noise. For correlated noise, however, it is shown that the system mean-square response may exceed its stationary value.


2010 ◽  
Vol 14 (S1) ◽  
pp. 59-87 ◽  
Author(s):  
Richard A. Ashley ◽  
Douglas M. Patterson

Structural breaks and switching processes are known to induce apparent long memory in a time series. Here we show that any significant time variation in the mean renders the sample correlogram (and related spectral estimates) inconsistent. In particular, smooth time variation in the mean—i.e., even a weak trend, either stochastic or deterministic—induces apparent long memory. This apparent long memory can be eliminated by either high-pass filtering or by detrending. Here we demonstrate the effectiveness in this regard of nonlinear detrending via penalized-spline nonparametric regression. A time-varying mean can be of economic interest in its own right. This suggests that isolating out and separately examining both a local mean (i.e., a nonlinear trend or the realization of a stochastic trend) and deviations from it is preferable as a modeling strategy to simply estimating a fractionally integrated model. We illustrate the superiority of this strategy using stock return volatility data.


1995 ◽  
Vol 73 (4) ◽  
pp. 517-530 ◽  
Author(s):  
Anne Raben ◽  
ANNA TAGLIABUE ◽  
Arne Astrup

Although subjective appetite scores are widely used, studies on the reproducibility of this method are scarce. In the present study nine healthy, normal weight, young men recorded their subjective appetite sensations before and during 5 h after two different test meals A and B. The subjects tested each meal twice and in randomized order. Visual analogue scale (VAS) scores, 10 cm in length, were used to assess hunger, satiety, fullness, prospective food consumption and palatability of the meals. Plasma glucose and lactate concentrations were determined concomitantly. The repeatability was investigated for fasting values, Δ-mean 5 h and mean 5 h values, Δ-peak/nadir and peak/nadir values. Although the profiles of the postprandial responses were similar, the coefficients of repeatability (CR = 2SD) on the mean differences were large, ranging from 2·86 to 5.24 cm for fasting scores, 1·36 to 1·88 cm for mean scores, 2·98 to 5·42 cm for Δ-mean scores, and 3·16 to 6·44 cm for peak and Δ-peak scores. For palatability ratings the CK values varied more, ranging from 2·38 (taste) to 8·70 cm (aftertaste). Part of the difference in satiety ratings could be explained by the differences in palatability ratings. However, the low reproducibility may also be caused by a conditioned satiation or hunger due to the subjects' prior experience of the meals and therefore not just be a reflection of random noise. It is likely, however, that the variation in appetite ratings is due both to methodological day-to-day variation and to biological day-to-day variation in subjective appetite sensations.


1970 ◽  
Vol 37 (3) ◽  
pp. 612-616 ◽  
Author(s):  
L. L. Bucciarelli ◽  
C. Kuo

The mean-square response of a lightly damped, second-order system to a type of non-stationary random excitation is determined. The forcing function on the system is taken in the form of a product of a well-defined, slowly varying envelope function and a noise function. The latter is assumed to be white or correlated as a narrow band process. Taking advantage of the slow variation of the envelope function and the small damping of the system, relatively simple integrals are obtained which approximate the mean-square response. Upper bounds on the mean-square response are also obtained.


2020 ◽  
Author(s):  
Kian Boon Law ◽  
Kalaiarasu M Peariasamy ◽  
Balvinder Singh Gill ◽  
Sarbhan Singh Lakha Singh ◽  
Bala Murali Sundram ◽  
...  

Abstract The susceptible-infectious-removed (SIR) model offers the simplest framework to study transmission dynamics of COVID-19, however, it does not factor in its early depleting trend observed during a lockdown. We modified the SIR model to specifically simulate the early depleting transmission dynamics of COVID-19 to better predict its temporal trend in Malaysia. The classical SIR model was fitted to observed total (I total), active (I), and removed (R) cases of COVID-19 before lockdown to estimate the basic reproduction number. Next, the model was modified with a partial time-varying force of infection, given by a proportionally depleting transmission coefficient, βt, and a fractional term, z. The modified SIR model was then fitted to observed data over 6 weeks during the lockdown. Model fitting and projection were validated using the mean absolute percent error (MAPE). The transmission dynamics of COVID-19 was interrupted immediately by the lockdown. The modified SIR model projected the depleting temporal trends with lowest MAPE for I total, followed by I, I daily, and R. During lockdown, the dynamics of COVID-19 depleted at a rate of 4·7% each day with a decreased capacity of 40%. For 7–day and 14–day projections, the modified SIR model accurately predicted I total, I, and R. The depleting transmission dynamics for COVID-19 during lockdown can be accurately captured by time-varying SIR model. Projection generated based on observed data is useful for future planning and control of COVID-19.


1982 ◽  
Vol 52 (3) ◽  
pp. 725-733 ◽  
Author(s):  
J. M. Fullton ◽  
D. A. Hayes ◽  
R. L. Pimmel

Retrograde catheter and forced random noise techniques were combined to study the distribution of resistance and compliance in dogs following the inhalation of aerosols containing 2.5 and 5.0 mg/ml of histamine. Mean base-line peripheral resistance was 0.367 cmH2O . l'1 . s, agreeing with previous estimates. After correction for the endotracheal tube, the mean central airway resistance was 0.040 cmH2O . l'1 . s, considerably lower than previous estimates. This discrepancy was attributed to an overcorrection for the endotracheal tube resistance. The lower histamine dose caused a substantial increase in peripheral resistance, a relatively small increase in central resistance, and substantial decreases in total and peripheral compliance. After the higher histamine dose, changes in peripheral resistance and both compliances were similar to those obtained with the lower dose; however, the increase in central resistance was much larger than at the lower dose. The difference between total and peripheral compliance yielded estimates of airway compliance of 0.00306 l/cmH2O before and 0.00104 l/cmH2O after 2.5 mg/ml of histamine.


1996 ◽  
Vol 75 (6) ◽  
pp. 2280-2293 ◽  
Author(s):  
R. Wessel ◽  
C. Koch ◽  
F. Gabbiani

1. The coding of time-varying electric fields in the weakly electric fish, Eigenmannia, was investigated in a quantitative manner. The activity of single P-type electroreceptor afferents was recorded while the amplitude of an externally applied sinusoidal electric field was stochastically modulated. The amplitude modulation waveform (i.e., the stimulus) was reconstructed from the spike trains by mean square estimation. 2. From the stimulus and the reconstructions we calculated the following: 1) the signal-to-noise ratio and thus an effective temporal bandwidth of the units; 2) the coding fraction, i.e., a measure of the fraction of the time-varying stimulus encoded in single spike trains; and 3) the mutual information provided by the reconstructions about the stimulus. 3. Signal-to-noise ratios as high as 7:1 were observed and the bandwidth ranged from 0 up to 200 Hz, consistent with the limit imposed by the sampling theorem. Reducing the cutoff frequency of the stimulus increased the signal-to-noise ratio at low frequencies, indicating a nonlinearity in the receptors' response. 4. The coding fraction and the rate of mutual information transmission increased in parallel with the standard deviation (i.e., the contrast) of the stimulus as well as the mean firing rate of the units. Significant encoding occurred 20-40 Hz above the spontaneous discharge of a unit. 5. When the temporal cutoff frequency of the stimulus was increased between 80 and 400 Hz, 1) the coding fraction decreased, 2) the rate of mutual information transmission remained constant over the same frequency range, and 3) the reconstructed filter changed. This is in agreement with predictions obtained in a simplified neuronal model. 6. Our results suggest that 1) the information transmitted by single spike trains of primary electrosensory afferents to higherorder neurons in the fish brain depends on the contrast and the cutoff frequency of the stimulus as well as on the mean firing rate of the units; and 2) under optimal conditions, more than half of the information about a Gaussian stimulus that can in principle be encoded is carried in single spike trains of P-type afferents at rates up to 200 bits per second.


2019 ◽  
Vol 26 (2) ◽  
pp. 187-190 ◽  
Author(s):  
Michelle Degli Esposti ◽  
Douglas J Wiebe ◽  
Jason Gravel ◽  
David K Humphreys

Establishing whether specific laws impact rates of firearm homicide in adolescents is critical for identifying opportunities to reduce preventable adolescent death. We evaluated Florida’s Stand Your Ground law, enacted October 2005, using an interrupted time series design from 1999 to 2017. We used segmented quasi-Poisson regression to model underlying trends in quarterly rates of adolescent (15–19 years) firearm homicide in Florida and disaggregated by race (Black/White). We used synthetic and negative controls (firearm suicide) to address time-varying confounding. Before Florida’s Stand Your Ground law, the mean quarterly rate was 1.53 firearm homicides per 100 000 adolescents. Black adolescents comprised 63.5% of all adolescent firearm homicides before and 71.8% after the law. After adjusting for trends, the law was associated with a 44.6% increase in adolescent firearm homicide. Our analysis indicates that Florida’s Stand Your Ground is associated with a significant increase in firearm homicide and may also exacerbate racial disparities.


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