The vibration signals of machinery with various faults often show clear nonlinear characteristics.Currently,fractal dimension analysis as the common useful method for nonlinear signal analysis,is a kind of single frac...The vibration signals of machinery with various faults often show clear nonlinear characteristics.Currently,fractal dimension analysis as the common useful method for nonlinear signal analysis,is a kind of single fractal form,which only reflects the overall irregularity of signals,but cannot describe its local scaling properties.For comprehensive revealing of internal properties,a combinatorial method based on band-phase-randomized（BPR） surrogate data and multifractal is introduced.BPR surrogate data method is effective to eliminate nonlinearity in specified frequency band for a fault signal,which can be utilized to detect nonlinear degree in whole fault signal by nonlinear titration method,and the overall nonlinear distribution of fault signal is displayed in nonlinear characteristic curve that can be used to analyze the fault signal qualitatively.Then multifractal theory as a quantitative analysis method is used to describe geometrical characteristics and local scaling properties,and asymmetry coefficient of multifractal spectrum and multifractal entropy for fault signals are extracted as new criterions to diagnose machinery faults.Several typical faults include rotor misalignment,transversal crack,and static-dynamic rubbing fault are analyzed,and the results indicate that those faults can be distinguished by the proposed method effectively,which provides a qualitative and quantitative analysis way in the field of machinery fault diagnosis.展开更多
This paper introduced the basic theory and algorithm of the surrogate data method, which proposed a rigorous way to detect the random and seemingly stochastic characteristics in a system. The Gaussian data and the Ros...This paper introduced the basic theory and algorithm of the surrogate data method, which proposed a rigorous way to detect the random and seemingly stochastic characteristics in a system. The Gaussian data and the Rossler data were used to show the availability and effectivity of this method. According to the analysis by this method based on the short-circuiting current signals under the conditions of the same voltage and different wire feed speeds, it is demonstrated that the electrical signals time series exhibit apparently randomness when the welding parameters do not match. However, the electrical signals time series are deterministic when a match is found. The stability of short-circuiting transfer process could be judged exactly by the method of surrogate data.展开更多
In this paper the influence of the differently distributed phase-randontized to the data obtained in dynamic analysis for critical value is studied.The calculation results validate that the sufficient phase-randomized...In this paper the influence of the differently distributed phase-randontized to the data obtained in dynamic analysis for critical value is studied.The calculation results validate that the sufficient phase-randomized of the different distributed random numbers are less influential on the critical value . This offers the theoretical foundation of the feasibility and practicality of the phase-randomized method.展开更多
Based on the conductance fluctuation signals measured from vertical upward oil-gas-water three-phase flow experiment, time frequency representation and surrogate data method were used to investigate dynamical characte...Based on the conductance fluctuation signals measured from vertical upward oil-gas-water three-phase flow experiment, time frequency representation and surrogate data method were used to investigate dynamical characteristics of oil-in-water type bubble and slug flows. The results indicate that oil-in-water type bubble flow will turn to deterministic motion with the increase of oil phase fraction f o and superficial gas velocity U sg under fixed flowrate of oil-water mixture Q mix . The dynamics of oil-in-water type slug flow becomes more complex with the increase of U sg under fixed flowrate of oil-water mixture. The change of f o leads to irregular influence on the dynamics of slug flow. These interesting findings suggest that the surrogate data method can be a faithful tool for characterizing dynamic characteristics of oil-in-water type bubble and slug flows.展开更多
This paper discusses the nonlinearity of fish acoustic signals by using the surrogate data method. We compare the difference of three test statistics - time-irreversibility Trey, correlation dimension D2 and auto mutu...This paper discusses the nonlinearity of fish acoustic signals by using the surrogate data method. We compare the difference of three test statistics - time-irreversibility Trey, correlation dimension D2 and auto mutual information function I between the original data and the surrogate data. We come to the conclusion that there exists nonlinearity in the fish acoustic signals and there exist deterministic nonlinear components; therefore nonlinear dynamic theory can be used to analyze fish acoustic signals.展开更多
We have recently introduced a new technique,coherent hemodynamics spectroscopy(CHS),which aims at characterizing a specic kind of tissue hemodynamics that feature a high level of covariation with a given physiological...We have recently introduced a new technique,coherent hemodynamics spectroscopy(CHS),which aims at characterizing a specic kind of tissue hemodynamics that feature a high level of covariation with a given physiological quantity.In this study,we carry out a detailed analysis of the signicance of coherence and phase synchronization between oscillations of arterial blood pressure(ABP)and total hemoglobin concentration([Hbt]),measured with near-infrared spectroscopy(NIRS)during a typical protocol for CHS,based on a cyclic thigh cuffocclusion and release.Even though CHS is based on a linear time invariant model between ABP(input)and NIRS measurands(outputs),for practical reasons in a typical CHS protocol,we inducenite“groups”of ABP oscillations,in which each group is characterized by a different frequency.For this reason,ABP(input)and NIRS measurands(output)are not stationary processes,and we have used wavelet coherence and phase synchronization index(PSI),as a metric of coherence and phase synchronization,respectively.PSI was calculated by using both the wavelet cross spectrum and the Hilbert transform.We have also used linear coherence(which requires stationary process)for comparison with wavelet coherence.Themethod of surrogate data is used tond critical values for the signicance of covariation between ABP and[Hbt].Because we have found similar critical values for wavelet coherence and PSI by usingve of the most used methods of surrogate data,we propose to use the data-independent Gaussian random numbers(GRNs),for CHS.By using wavelet coherence and wavelet cross spectrum,and GRNs as surrogate data,we have found the same results for the signicance of coherence and phase synchronization between ABP and[Hbt]:on a total set of 20 periods of cuffoscillations,we have found 17 coherent oscillations and 17 phase synchronous oscillations.Phase synchronization assessed with Hilbert transform yielded similar results with 14 phase synchronous oscillations.Linear coherence and wavelet coherence overall yielded similar number of signicant values.We discuss possible reasons for this result.Despite the similarity of linear and wavelet coherence,we argue that wavelet coherence is preferable,especially if one wants to use baseline spontaneous oscillations,in which phase locking and coherence between signals might be only temporary.展开更多
In chaotic cryptosysterns, using （very） high dimensional chaotic attractors for encrypting a given message maybe can improve the privacy of chaotic encoding. A kind of hyperchaotic systems are studied by using some ...In chaotic cryptosysterns, using （very） high dimensional chaotic attractors for encrypting a given message maybe can improve the privacy of chaotic encoding. A kind of hyperchaotic systems are studied by using some classical methods. The results show that for improving the security of the chaotic cryptosystems, besides the high dimension, the sub-Nyquist sampling interval （SI） is also necessary. Then, we verify this result using the methods of time series analysis.展开更多
The propeller singing is such a complex fluid-structure coupling phenomenon that needs to study intensively. In this paper, the stationarity of propeller singing signal is tested by the recurrence plot technique. Acco...The propeller singing is such a complex fluid-structure coupling phenomenon that needs to study intensively. In this paper, the stationarity of propeller singing signal is tested by the recurrence plot technique. According to surrogate data, the singing time series has nonlinearity character. And the nonlinearity of time series is not caused by the static nonlinear measurement function but the intrinsic character itself based on further research. The results provide an objective basis for analyzing the propeller singing signal with the nonlinear time series technique展开更多
Unlike the Brock,Dechert,and Scheinkman(BDS)test,the Surrogate Data method is not only able to provide a nonlinearity test for exchange rates,but also distinguish whether the nonlinear features come from the economic ...Unlike the Brock,Dechert,and Scheinkman(BDS)test,the Surrogate Data method is not only able to provide a nonlinearity test for exchange rates,but also distinguish whether the nonlinear features come from the economic system itself.Our analysis gives some evidence on the presence of nonlinear dependency of five emerging markets' exchange rates by using BDS test.Furthermore,we present evidence in existence of intrinsic and deterministic nonlinearity in the five exchange rates using the Surrogate Data method,comparing the original data and surrogate data and rejecting the null hypothesis in confidence coefficient 95%.The results provide the basis for the analyses of the chaotic properties of exchange rate time series and their future nonlinear forecasting.展开更多
This paper presents some empirical evidences on the presence of nonlinearity of exchange rates of six emerging markets by using Brock-Dechert-Scheinkman(BDS)test and Volterra-Wiener-Korenberg(VWK)model,respectively.Th...This paper presents some empirical evidences on the presence of nonlinearity of exchange rates of six emerging markets by using Brock-Dechert-Scheinkman(BDS)test and Volterra-Wiener-Korenberg(VWK)model,respectively.The nonlinear dependences are found in the exchange rates of six emerging markets.Furthermore,this paper applies the VWK model with surrogate data method to detect if their nonlinear dependences are deterministic or not.The results show that the above exchange rates are deterministic and nonlinear time series.These imply that the exchange rate markets do not conform to the requirements of the random walk hypothesis.Therefore,the nonlinear dynamic model should be used to analyze the exchange rates.展开更多
Applications of a constitutive framework providing compound complexity analysis and indexing of coarse-grained self-similar time series representing behavioural data are presented. A notion of behavioural entropy and ...Applications of a constitutive framework providing compound complexity analysis and indexing of coarse-grained self-similar time series representing behavioural data are presented. A notion of behavioural entropy and hysteresis is introduced as two different forms of compound measures. These measures provide clinically applicable complexity analysis of behavioural patterns yielding scalar characterisation of time-varying behaviours registered over an extended period of time. The behavioural data are obtained using body attached sensors providing non-invasive readings of heart rate, skin blood perfusion, blood oxygenation, skin temperature, movement and steps frequency. The results using compound measures of behavioural patterns of fifteen healthy individuals are presented. The application of the compound measures is shown to correlate with complexity analysis. The correlation is demonstrated using two healthy subjects compared against a control group. This indicates a possibility to use these measures in place of fractional dimensions to provide a finer characterisation of behavioural patterns observed using sensory data acquired over a long period of time.展开更多
In the paper, two nonlinear parameter estimation methods based on chaotic theory, surrogate data method and Lyapunov exponents, are used to distinguish the difference of non-stationary signals. After brief introductin...In the paper, two nonlinear parameter estimation methods based on chaotic theory, surrogate data method and Lyapunov exponents, are used to distinguish the difference of non-stationary signals. After brief introducting of the corresponding algorithms, two typical different non-stationary signals with different nonlinear constraining boundaries are taken to be compared by using the above two methods respectively. The obtained results demonstrate that the apparently similar signals are distinguished effectively in a quantitative way by applying above nonlinear chaotic analyses.展开更多
An information theory method is proposed to test the. Granger causality and contemporaneous conditional independence in Granger causality graph models. In the graphs, the vertex set denotes the component series of the...An information theory method is proposed to test the. Granger causality and contemporaneous conditional independence in Granger causality graph models. In the graphs, the vertex set denotes the component series of the multivariate time series, and the directed edges denote causal dependence, while the undirected edges reflect the instantaneous dependence. The presence of the edges is measured by a statistics based on conditional mutual information and tested by a permutation procedure. Furthermore, for the existed relations, a statistics based on the difference between general conditional mutual information and linear conditional mutual information is proposed to test the nonlinearity. The significance of the nonlinear test statistics is determined by a bootstrap method based on surrogate data. We investigate the finite sample behavior of the procedure through simulation time series with different dependence structures, including linear and nonlinear relations.展开更多
基金supported by National Natural Science Foundation of China (Grant No. 61077071,Grant No. 51075349)Hebei Provincial Natural Science Foundation of China (Grant No. F2011203207)
文摘The vibration signals of machinery with various faults often show clear nonlinear characteristics.Currently,fractal dimension analysis as the common useful method for nonlinear signal analysis,is a kind of single fractal form,which only reflects the overall irregularity of signals,but cannot describe its local scaling properties.For comprehensive revealing of internal properties,a combinatorial method based on band-phase-randomized（BPR） surrogate data and multifractal is introduced.BPR surrogate data method is effective to eliminate nonlinearity in specified frequency band for a fault signal,which can be utilized to detect nonlinear degree in whole fault signal by nonlinear titration method,and the overall nonlinear distribution of fault signal is displayed in nonlinear characteristic curve that can be used to analyze the fault signal qualitatively.Then multifractal theory as a quantitative analysis method is used to describe geometrical characteristics and local scaling properties,and asymmetry coefficient of multifractal spectrum and multifractal entropy for fault signals are extracted as new criterions to diagnose machinery faults.Several typical faults include rotor misalignment,transversal crack,and static-dynamic rubbing fault are analyzed,and the results indicate that those faults can be distinguished by the proposed method effectively,which provides a qualitative and quantitative analysis way in the field of machinery fault diagnosis.
基金supported by the Young Scientists Fund of the National Natural Science Foundation of China(Grant No.51205283)
文摘This paper introduced the basic theory and algorithm of the surrogate data method, which proposed a rigorous way to detect the random and seemingly stochastic characteristics in a system. The Gaussian data and the Rossler data were used to show the availability and effectivity of this method. According to the analysis by this method based on the short-circuiting current signals under the conditions of the same voltage and different wire feed speeds, it is demonstrated that the electrical signals time series exhibit apparently randomness when the welding parameters do not match. However, the electrical signals time series are deterministic when a match is found. The stability of short-circuiting transfer process could be judged exactly by the method of surrogate data.
文摘In this paper the influence of the differently distributed phase-randontized to the data obtained in dynamic analysis for critical value is studied.The calculation results validate that the sufficient phase-randomized of the different distributed random numbers are less influential on the critical value . This offers the theoretical foundation of the feasibility and practicality of the phase-randomized method.
基金Supported by the National Natural Science Foundation of China (50974095, 41174109)Gao Zhongke (高忠科) was also supported by the National Natural Science Foundation of China (61104148)+2 种基金the National Science and Technology Major Projects (2011ZX05020-006)Specialized Research Fund for the Doctoral Program of Higher Education of China(20110032120088)the Independent Innovation Foundation of Tianjin University
文摘Based on the conductance fluctuation signals measured from vertical upward oil-gas-water three-phase flow experiment, time frequency representation and surrogate data method were used to investigate dynamical characteristics of oil-in-water type bubble and slug flows. The results indicate that oil-in-water type bubble flow will turn to deterministic motion with the increase of oil phase fraction f o and superficial gas velocity U sg under fixed flowrate of oil-water mixture Q mix . The dynamics of oil-in-water type slug flow becomes more complex with the increase of U sg under fixed flowrate of oil-water mixture. The change of f o leads to irregular influence on the dynamics of slug flow. These interesting findings suggest that the surrogate data method can be a faithful tool for characterizing dynamic characteristics of oil-in-water type bubble and slug flows.
文摘This paper discusses the nonlinearity of fish acoustic signals by using the surrogate data method. We compare the difference of three test statistics - time-irreversibility Trey, correlation dimension D2 and auto mutual information function I between the original data and the surrogate data. We come to the conclusion that there exists nonlinearity in the fish acoustic signals and there exist deterministic nonlinear components; therefore nonlinear dynamic theory can be used to analyze fish acoustic signals.
基金the US National Institutes of Health,Grant Nos.R21-EB020347 and R01-NS095334.
文摘We have recently introduced a new technique,coherent hemodynamics spectroscopy(CHS),which aims at characterizing a specic kind of tissue hemodynamics that feature a high level of covariation with a given physiological quantity.In this study,we carry out a detailed analysis of the signicance of coherence and phase synchronization between oscillations of arterial blood pressure(ABP)and total hemoglobin concentration([Hbt]),measured with near-infrared spectroscopy(NIRS)during a typical protocol for CHS,based on a cyclic thigh cuffocclusion and release.Even though CHS is based on a linear time invariant model between ABP(input)and NIRS measurands(outputs),for practical reasons in a typical CHS protocol,we inducenite“groups”of ABP oscillations,in which each group is characterized by a different frequency.For this reason,ABP(input)and NIRS measurands(output)are not stationary processes,and we have used wavelet coherence and phase synchronization index(PSI),as a metric of coherence and phase synchronization,respectively.PSI was calculated by using both the wavelet cross spectrum and the Hilbert transform.We have also used linear coherence(which requires stationary process)for comparison with wavelet coherence.Themethod of surrogate data is used tond critical values for the signicance of covariation between ABP and[Hbt].Because we have found similar critical values for wavelet coherence and PSI by usingve of the most used methods of surrogate data,we propose to use the data-independent Gaussian random numbers(GRNs),for CHS.By using wavelet coherence and wavelet cross spectrum,and GRNs as surrogate data,we have found the same results for the signicance of coherence and phase synchronization between ABP and[Hbt]:on a total set of 20 periods of cuffoscillations,we have found 17 coherent oscillations and 17 phase synchronous oscillations.Phase synchronization assessed with Hilbert transform yielded similar results with 14 phase synchronous oscillations.Linear coherence and wavelet coherence overall yielded similar number of signicant values.We discuss possible reasons for this result.Despite the similarity of linear and wavelet coherence,we argue that wavelet coherence is preferable,especially if one wants to use baseline spontaneous oscillations,in which phase locking and coherence between signals might be only temporary.
基金This project was supported by National"985"Engineering of China .
文摘In chaotic cryptosysterns, using （very） high dimensional chaotic attractors for encrypting a given message maybe can improve the privacy of chaotic encoding. A kind of hyperchaotic systems are studied by using some classical methods. The results show that for improving the security of the chaotic cryptosystems, besides the high dimension, the sub-Nyquist sampling interval （SI） is also necessary. Then, we verify this result using the methods of time series analysis.
文摘The propeller singing is such a complex fluid-structure coupling phenomenon that needs to study intensively. In this paper, the stationarity of propeller singing signal is tested by the recurrence plot technique. According to surrogate data, the singing time series has nonlinearity character. And the nonlinearity of time series is not caused by the static nonlinear measurement function but the intrinsic character itself based on further research. The results provide an objective basis for analyzing the propeller singing signal with the nonlinear time series technique
文摘Unlike the Brock,Dechert,and Scheinkman(BDS)test,the Surrogate Data method is not only able to provide a nonlinearity test for exchange rates,but also distinguish whether the nonlinear features come from the economic system itself.Our analysis gives some evidence on the presence of nonlinear dependency of five emerging markets' exchange rates by using BDS test.Furthermore,we present evidence in existence of intrinsic and deterministic nonlinearity in the five exchange rates using the Surrogate Data method,comparing the original data and surrogate data and rejecting the null hypothesis in confidence coefficient 95%.The results provide the basis for the analyses of the chaotic properties of exchange rate time series and their future nonlinear forecasting.
基金the Key Projects of the China National Fund for Social Science(No.09AJY003)the Humanities and Social Sciences Project of Ministry of Education(No.2009JYJR037)
文摘This paper presents some empirical evidences on the presence of nonlinearity of exchange rates of six emerging markets by using Brock-Dechert-Scheinkman(BDS)test and Volterra-Wiener-Korenberg(VWK)model,respectively.The nonlinear dependences are found in the exchange rates of six emerging markets.Furthermore,this paper applies the VWK model with surrogate data method to detect if their nonlinear dependences are deterministic or not.The results show that the above exchange rates are deterministic and nonlinear time series.These imply that the exchange rate markets do not conform to the requirements of the random walk hypothesis.Therefore,the nonlinear dynamic model should be used to analyze the exchange rates.
文摘Applications of a constitutive framework providing compound complexity analysis and indexing of coarse-grained self-similar time series representing behavioural data are presented. A notion of behavioural entropy and hysteresis is introduced as two different forms of compound measures. These measures provide clinically applicable complexity analysis of behavioural patterns yielding scalar characterisation of time-varying behaviours registered over an extended period of time. The behavioural data are obtained using body attached sensors providing non-invasive readings of heart rate, skin blood perfusion, blood oxygenation, skin temperature, movement and steps frequency. The results using compound measures of behavioural patterns of fifteen healthy individuals are presented. The application of the compound measures is shown to correlate with complexity analysis. The correlation is demonstrated using two healthy subjects compared against a control group. This indicates a possibility to use these measures in place of fractional dimensions to provide a finer characterisation of behavioural patterns observed using sensory data acquired over a long period of time.
基金supported by the National Natural Science Foundation of China NSFC under Grant No.10972192
文摘In the paper, two nonlinear parameter estimation methods based on chaotic theory, surrogate data method and Lyapunov exponents, are used to distinguish the difference of non-stationary signals. After brief introducting of the corresponding algorithms, two typical different non-stationary signals with different nonlinear constraining boundaries are taken to be compared by using the above two methods respectively. The obtained results demonstrate that the apparently similar signals are distinguished effectively in a quantitative way by applying above nonlinear chaotic analyses.
基金supported by the National Natural Science Foundation of China(Grant No.60375003)the Chinese Aviation Foundation(Grant No.03153059).
文摘An information theory method is proposed to test the. Granger causality and contemporaneous conditional independence in Granger causality graph models. In the graphs, the vertex set denotes the component series of the multivariate time series, and the directed edges denote causal dependence, while the undirected edges reflect the instantaneous dependence. The presence of the edges is measured by a statistics based on conditional mutual information and tested by a permutation procedure. Furthermore, for the existed relations, a statistics based on the difference between general conditional mutual information and linear conditional mutual information is proposed to test the nonlinearity. The significance of the nonlinear test statistics is determined by a bootstrap method based on surrogate data. We investigate the finite sample behavior of the procedure through simulation time series with different dependence structures, including linear and nonlinear relations.
