Tesis sobre el tema "Motion noise"

Thesis (M.Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2003.
Includes bibliographical references (p. 41-42).
by Andrew David Copeland.
M.Eng.

The Royal National Lifeboat Institution (RNLI) is the charity that aims to save lives at sea. The RNLI D-class is a five metre inflatable lifeboat that is used near the shore in waves and surf. Anecdotal evidence indicates that the D-class has improved performance due to its unique, flexible, fabric structure, and this flexibility is highly likely to affect the vibrations generated by the D-class. The boat motion is experienced by the on-board crew, and the air and water borne noise are heard by the on-board crew and the wildlife. This thesis aims to measure these two types of vibration, predict the perception of these vibrations and measure the effects of hydroelasticity on both the vibration and perception. Three aspects of hydroelasticity were identified within the D-class: hydroelastic slamming, hydroelastic planing surfaces and global hydroelasticity. This gives a new perspective with which to view the effects of hydroelasticity. A four stage full-scale holistic hydroelastic experiment was performed with each stage aiming to trigger one aspect at a time. The four stages were: static tests, flat water trials, drop tests and wave trials. The D-class was fitted with 52 sensors to measure the boat motion, engine thrust, sponson and keel pressures, deck hinge angles, deck panel deflections and the fabric hull deformation. The static trials measured the shape of the D-class under only buoyancy and weight forces. The flat water trials measured the effect of a hydroelastic planing surface on the forward speed and investigated a phenomenon termed the pulsing motion. The drop tests were performed at full-scale and quasi-2D, and they measured the effect of hydroelastic slamming on the peak acceleration and predicted the Whole Body Vibration (WBV). The open-water wave trials investigated the global hydroelasticity. The static tests showed that the shape of the D-class was more dependent on the keel pressure than the sponson pressure. The flat water trials proved that a flexible planing surface decreases the forward speed by 0.44 knots. The pulsing motion surprisingly exhibited the highest forward speed and it is hypothesised that the structure achieved an unstable equilibrium position of minimal potential energy. The full-scale and quasi-2D drop tests demonstrated that hydroelasticity can affect the peak accelerations and WBV, but the trend was inverted when the drop height was varied from 0.5 m to 1 m. It is believed that the keel is the dominant component during the flat water trials and drop tests, and this is coupled with the fabric hull. No statistical difference was found in the wave trials results but this was explained through the drop test results. The predicted WBV from the wave trials does emphasises the need for a new WBV reduction strategy and incorporating an element of hydroelasticity along with other reduction methods could make a significant impact on the WBV. The airborne noise of the D-class was measured using ISO 14509. The airborne noise was above the limits set out by the European directive 2003/44/EC. A method was developed to measure the water borne noise of small High Speed Craft (HSC) in shallow waters. The water borne noise propagation was modelled using an Image source Transmission Loss (ImTL) model. The perception of the air and water borne noise by a harbour seal was predicted and it showed that the D-class is unlikely to cause damage to the auditory system at one metre but will definitely be audible to the seal at 20 m. The horizontal and vertical transmission loss through a shallow water channel was investigated.

Animating trees in wind has long been a problem in computer graphics. Progress on this problem is important for both visual effects and biomechanics and may inform future work on two-way coupling between turbulent flows and deformable objects. Synthetic turbulence added to a coarse fluid simulation has been used to produce convincing animations of turbulent flows, but only considers one-way coupling between fluid and solid. We produce accurate animations of tree motion by creating a two-way coupling between synthetic turbulence and semipermeable proxy geometry. The resulting animations exhibit global wind sheltering effects and branch tips have motion paths which match paths collected from branch tips using motion capture.

[Truncated abstract] The subject of fan noise generating mechanisms and its control has been studied intensively over the past few decades as a result of the ever-increasing demand for more powerful fans. A unique feature of fan noise is that it consists of high-level discrete frequency noise related to the blade passing frequency, and low-level broadband noise due mostly to turbulent airflow around the fan. Of the two types of fan noise, the discrete frequency noise is the more psychologically annoying component. Past research into fan noise has shown that the discrete frequency fan noise are dipole in nature and are caused predominantly by the fluctuating lift acting on the surfaces of the fan blades. Based on this, several theoretical models have been established to correlate these fluctuating lift forces to the far-field sound pressure. However, one general assumption in these models is that the fan blades are assumed rigid, and the consequence of such an assumption is that it is unclear if the far-field sound pressure is caused solely by the aerodynamic lift force, or whether the blade vibration also plays a substantial role in the generation of the far-field fan noise. One of the goal of this thesis was thus to experimentally quantify the contribution of blade vibration to far-field fan noise and it was found that blade vibration, whilst coherent with the far-field fan noise, did not contribute significantly. Aside of this, several experiments aimed at filling knowledge gaps in the understanding of fan noise characteristics were also be conducted, in particular, to understand the relationship between far-field sound pressure level to blade lengths as well as the number of blades on the fan. The experiments showed that for fans with many blades, the dependency of the far-field sound pressure on blade length is stronger than fans with less blades. Furthermore, dipole measurements showed that the dipole characteristics of fan noise does not occur only at the discrete frequencies, but also within a range of broadband frequencies, implying that the source for both discrete and broadband is the same. The second section of this thesis deals with the study of vortex shedding and its active control. When a circular cylinder (or any object) is placed in a flow within a specified Reynolds number range, flow separation and periodical wake motion is formed behind the cylinder, which is known as vortex shedding. It has been found in previous research that this wake motion is affected by acoustic field imposed on it via loudspeakers. This suggests that there is a strong acoustic-vortex relationship. However, little of this relationship is understood as conventional methods of studying vortex centre around the use of hot-wire anemometry, which effectively measures the velocity fluctuation in the flow. This thesis is the first in using a microphone to study the acoustic characteristic of the vortex wake, and experimental results shows that the two parallel shear layers of the wake carry the strongest pressure signals at the vortex shedding frequency, whilst the entrapped region between the layers carries the strongest pressure signals at the first harmonic.

Thesis (M.S. in Electrical Engineering)--Naval Postgraduate School, March 2004.
Thesis advisor(s): Murali Tummala, Roberto Cristi. Includes bibliographical references (p. 127-129). Also available online.

Vortex motion plays an important role in the transport properties of high Tc superconductors. In the presence of a sufficiently large applied current vortices will drift creating an ohmic resistance in the material, while defects in the material will tend to inhibit their motion. Some types of material defects are more effective at pinning then others, and therefore, above the depinning threshold, may effect the motion of vortices differently. To investigate their motion, voltage noise generated by moving vortices is studied for different material defect types using a nonequilibrium Metropolis Monte Carlo simulation. The current-voltage (I-V) characteristics obtained from the simulation for various vortex densities and defect types show features similar to those obtained in experiments. The power spectra generated for point and columnar disorder are then compared for increasing vortex density. Above, but near the depinning threshold, broadband noise associated with plastic vortex flow is observed for columnar defects at low vortex densities, while for higher densities a triangular lattice is obtained along with a washboard signal and higher harmonics. For point defects a washboard signal with higher harmonics is always observed in the region investigated. These results suggest that power spectra for both point and columnar defects are qualitatively similar for higher vortex densities (larger magnetic fields). A second comparison is made by observing, on the one hand, the power spectra for finite linear defects increasing in length and, on the other hand, increasing point defect strength. Power spectra and structure factor results are very similar for these results as well. Both show a trend from an ordered to a disordered system with a washboard peak first increasing and then decreasing in power with increasing pinning efficiency. For both defect types the power spectrum is eventually dominated by broadband noise indicating the approach to the pinned glassy phases.
Ph. D.

This dissertation presents algorithms for restoring some of the major corruptions observed in archived film or video material. The two principal problems of impulsive distortion (Dirt and Sparkle or Blotches) and noise degradation are considered. There is also an algorithm for suppressing the inter-line jitter common in images decoded from noisy video signals. In the case of noise reduction and Blotch removal the thesis considers image sequences to be three dimensional signals involving evolution of features in time and space. This is necessary if any process presented is to show an improvement over standard two-dimensional techniques. It is important to recognize that consideration of image sequences must involve an appreciation of the problems incurred by the motion of objects in the scene. The most obvious implication is that due to motion, useful three dimensional processing does not necessarily proceed in a direction 'orthogonal' to the image frames. Therefore, attention is given to discussing motion estimation as it is used for image sequence processing. Some discussion is given to image sequence models and the 3D Autoregressive model is investigated. A multiresolution BM scheme is used for motion estimation throughout the major part of the thesis. Impulsive noise removal in image processing has been traditionally achieved by the use of median filter structures. A new three dimensional multilevel median structure is presented in this work with the additional use of a detector which limits the distortion caused by the filters . This technique is found to be extremely effective in practice and is an alternative to the traditional global median operation. The new median filter is shown to be superior to those previously presented with respect to the ability to reject the kind of distortion found in practice. A model based technique using the 3D AR model is also developed for detecting and removing Blotches. This technique achieves better fidelity at the expense of heavier computational load. Motion compensated 3D IIR and FIR Wiener filters are investigated with respect to their ability to reject noise in an image sequence. They are compared to several algorithms previously presented which are purely temporal in nature. The filters presented are found to be effective and compare favourably to the other algorithms. The 3D filtering process is superior to the purely temporal process as expected. The algorithm that is presented for suppressing inter-line jitter uses a 2D AR model to estimate and correct the relative displacements between the lines. The output image is much more satisfactory to the observer although in a severe case some drift of image features is to be expected. A suggestion for removing this drift is presented in the conclusions. There are several remaining problems in moving video. In particular, line scratches and picture shake/roll. Line scratches cannot be detected successfully by the detectors presented and so cannot be removed efficiently. Suppressing shake and roll involves compensating the entire frame for motion and there is a need to separate global from local motion. These difficulties provide ample opportunity for further research.

The objective of the thesis is to study some properties and applications of stochastic equations driven by a fractional Brownian motion with Hurst parameter H. I n particular, we study the continuity with respect to H of the heat and wave multiplicative and additive stochastic partial differential equations driven by a noise which is white in the time variable and behaves like a fractional Brownian motion in the space variable. Morevoer, we study an analogous problem for a class of one-dimensional stochastic differential equations driven by a fractional noise, in the setting of rough paths theory. On the side of applications, we define and evaluate a stochastic model with the objective of forecasting the future electricity prices in the italian market. This model includes as the main stochastic component an equation driven by a fractional Brownian motion, plus a jump component which shows self-exciting properties, namely a Hawkes process.

Over the past decade, there has been an increasing interest in the real-time monitoring of ambulatory vital signs such as heart rate (HR) and arterial blood oxygen saturation (SpO2) using wearable medical sensors during field operations. These measurements can convey valuable information regarding the state of health and allow first responders and front-line medics to better monitor and prioritize medical intervention of military combatants, firefighters, miners and mountaineers in case of medical emergencies. However, the primary challenge encountered when using these sensors in a non-clinical environment has been the presence of persistent motion artifacts (MA) embedded in the acquired physiological signal. These artifacts are caused by the random displacement of the sensor from the skin and lead to erroneous output readings. Several signal processing techniques, such as time and frequency domain segmentation, signal reconstruction techniques and adaptive noise cancellation (ANC), have been previously developed in an offline environment to address MA in photoplethysmography (PPG) with varying degrees of success. However, the performance of these algorithms in a spasmodic noise environment usually associated with basic day to day ambulatory activities has still not been fully investigated. Therefore, the focus of this research has been to develop novel MA algorithms to combat the effects of these artifacts. The specific aim of this thesis was to design two novel motion artifact (MA) algorithms using a combination of higher order statistical tools namely Kurtosis (K) for classifying 10 s PPG data segments, as either ‘clean’ or ‘corrupt’ and then extracting the aforementioned vital parameters. To overcome the effects of MA, the first algorithm (termed ‘MNA’) processes these ‘corrupt’ PPG data segments by identifying abnormal amplitudes changes. The second algorithm (termed ‘MNAC’), filters these ‘corrupt’ data segments using a 16th order normalized least mean square (NLMS) ANC filter and then extracts HR and SpO2.

One of the major goals of this thesis is to investigate the extent to which correspondence noise, (i.e., the false pairing of dots in adjacent frames) limits motion detection performance in random dot kinematograms (RDKs). The performance measures of interest are Dmax and Dmin i.e., the largest and smallest inter-frame dot displacement, respectively, for which motion can be reliably detected. Dmax and threshold coherence (i.e., the smallest proportion of dots that must be moved between frames for motion to be reliably detected) in RDKs are known to be affected by false pairing or correspondence noise. Here the roles of correspondence noise and receptive field geometry in limiting performance are investigated. The range of Dmax observed in the literature is consistent with the current information-limit based interpretation. Dmin is interpreted in the light of correspondence noise and under-sampling. Based on the psychophysical experiments performed in the early parts of the dissertation, a model for correspondence noise based on the principle of receptive field scaling is developed for Dmax. Model simulations provide a good account of psychophysically estimated Dmax over a range of stimulus parameters, showing that correspondence noise and receptive field geometry have a major influence on displacement thresholds.

One of the major goals of this thesis is to investigate the extent to which correspondence noise, (i.e., the false pairing of dots in adjacent frames) limits motion detection performance in random dot kinematograms (RDKs). The performance measures of interest are Dmax and Dmin i.e., the largest and smallest inter-frame dot displacement, respectively, for which motion can be reliably detected. Dmax and threshold coherence (i.e., the smallest proportion of dots that must be moved between frames for motion to be reliably detected) in RDKs are known to be affected by false pairing or correspondence noise. Here the roles of correspondence noise and receptive field geometry in limiting performance are investigated. The range of Dmax observed in the literature is consistent with the current information-limit based interpretation. Dmin is interpreted in the light of correspondence noise and under-sampling. Based on the psychophysical experiments performed in the early parts of the dissertation, a model for correspondence noise based on the principle of receptive field scaling is developed for Dmax. Model simulations provide a good account of psychophysically estimated Dmax over a range of stimulus parameters, showing that correspondence noise and receptive field geometry have a major influence on displacement thresholds.

As an extension of the geometric Brownian motion, a geometric fractional Brownian motion (GFBM) is considered as a stock-price model. The modeled GFBM is compared with empirical Chinese stock prices. Comparisons are performed by considering logarithmic-return densities, autocovariance functions, spectral densities and trajectories. Since logarithmic-return densities of GFBM stock prices are Gaussian and empirical stock logarithmic-returns typically are far from Gaussian, a GFBM model may not be the most suitable stock price model.

Computed tomography perfusion (CTP) imaging provides vital decision-support for physicians in the diagnosis and treatment planning for acute ischaemic stroke. Serial three-dimensional frames collected over 1-2 minutes during the transit of contrast agent enables visualisation of the integrity of the cerebral vasculature and underpins quantitative haemodynamic modelling to characterise stroke lesions. Notwithstanding the value of CTP imaging for stroke management, there are two areas of fundamental limitation: the increased likelihood of motion-induced corruption of the serial (4D) data compared to conventional 3D neuroimaging CT scans that complete within seconds, and the noise-limiting radiation exposure to patients to ensure that robust haemodynamic modelling can be performed. The overarching aim of this thesis was to develop methods to address these key limitations in CTP imaging, thereby improving the accuracy of image-based stroke analysis and long-term outcomes for patients. Our starting point was to characterise the prevalence, severity, temporal behaviour and dependencies of head movement during CTP imaging studies, and to quantify its clinical impact. Based on this understanding, a predictive model was established to identify patient-specific risk factors for motion. The model implicated stroke severity quantified by the National Institutes of Health Stroke Scale (NIHSS), patient age and time from stroke onset to imaging as the most important factors, all of which can be used pre-emptively to mitigate motion risk in CTP imaging. The results also showed that the accuracy of image interpretation and treatment decision making can potentially be improved for at least a fifth of CTP studies by developing retrospective intra-frame motion correction methods to augment conventional inter-frame motion correction. Although motion correction is well-recognised as an important pre-requisite to haemodynamic modelling in CTP image analysis, only inter-frame alignment is used and the impact of intra-frame corruption caused by continuous motion is ignored. We investigated the Intel RealSense D415 depth sensor, a compact, markerless and consumer-grade optical motion tracking device, for potential use in providing rapid and accurate pose estimates for continuous motion in CTP imaging. Suitability of the device was characterised with respect to thermal stability and jitter, static and dynamic six degree-of-freedom pose accuracy, and adaptability to the clinical setting. A conservative pose accuracy estimate for robotically controlled phantom motion was < 2 mm and < 1°, and for volunteer motion inside a clinical CT scanner was < 3 mm and < 1°. The device therefore shows promise for CTP motion correction but would likely need to be used in a multi-Intel D415 sensor configuration, or used to augment data-driven methods. To simultaneously reduce the radiation dose and the likelihood of motion during a CTP acquisition, we attempted to reduce the scan duration by reducing the number of frames acquired. This was achieved using a novel application of a stochastic adversarial video prediction approach trained to predict late CTP image frames from early frames, thereby avoiding the truncation of the wash-out phase of contrast agent transit. Using this approach to predict the last 18 CTP frames resulted in bolus shape characteristics deviating by < 4 ± 4% compared to the ground-truth. Average volumetric error of the hypo-perfused region was overestimated by 28.36 mL (22%) and the corresponding spatial agreement was 83% (mean dice coefficient). The results showed that predicting the last 18 frames can preserve the majority of clinical content of the images while simultaneously reducing the scan duration and radiation dose by 65% and 54.5%, respectively. The final strategy developed in this thesis was a radiation dose reduction method based on using a 3D generative adversarial network (GAN) to synthesise normal-dose CTP images from low-dose images. The method incorporated pre-processing aimed at leveraging the full spatio-temporal (4D) information of CTP data within a 3D GAN architecture. The quality of GAN-denoised images was assessed via image quality metrics, expert quality rating, and the preservation of the lesion characteristics. The results showed that prioritising temporal information in adapting 4D CTP data to the 3D GAN model resulted in better restoration of tissue haemodynamic information. The average lesion volumetric error reduced significantly by 18 - 29% and dice coefficient improved significantly by 15 - 22% at 50% and 25% of normal radiation dose using the GAN model. In summary, this thesis reports novel quantitative methods to improve our patient-specific understanding of the impact and dependencies of head motion during CTP imaging, the potential use of practical consumer-grade motion tracking devices for comprehensive motion-corrected CTP imaging, and two state-of-the-art deep learning-based approaches for radiation dose reduction in CTP imaging. The proposed methods lay the foundation for improved image-based stroke analysis and optimised CTP imaging workup and radiation dose, thereby providing more robust decision-support for physicians to improve patient outcomes.

In recent years, the field of Fractional Brownian motion, Fractional Gaussian noise and long-range dependent processes has gained growing interest. Fractional Brownian motion is of great interest for example in telecommunications, hydrology and the generation of artificial landscapes. In fact, Fractional Brownian motion is a basic continuous process through which we show that it is neither a semimartingale nor a Markov process. In this work, we will focus on the path properties of Fractional Brownian motion and will try to check the absence of the property of a semimartingale. The concept of volatility will be dealt with in this work as a phenomenon in finance. Moreover, some statistical method like R/S analysis will be presented. By using these statistical tools we examine the volatility of shares and we demonstrate empirically that there are in fact shares which exhibit a fractal structure different from that of Brownian motion.

The spatial and temporal parameters determining the duration of the jitter aftereffect (JAE) were examined. Experiment one showed the JAE is a luminance-based effect. Experiment two showed that element sizes 0.084 square (≈7 cpd) and temporal frequencies above 18 Hz were optimal. Experiment three showed that the JAE is dependent on the rate of change during adaptation, not the number of changes. Experiment four compared directional noise: linear, circular, and radial to adirectional dynamic random noise (DRN). Linear noise was better than circular or radial, but random noise was best. Experiment five tested horizontal and vertical oscillation of various peak-to-peak amplitudes, frequencies and velocities. Velocity had a significant effect on JAE duration; amplitude did not. Murakami and Cavanagh’s (1998) proposal that the region of least instantaneous motion becomes the new baseline for perceived zero motion was tested. A motion energy difference between regions is necessary for the JAE. A difference in motion directions between regions at the same energy level is not sufficient. The JAE required one region above 18 Hz, and one below it. Experiment six compared Brownian motion to DRN of identical energy levels. DRN always produced a stronger JAE. Contrast was tested and found to be effective only during adaptation. A dynamic theory where miniature eye movements facilitate relative motion perception was proposed to account for the JAE.
Thesis (PhD Doctorate)
Doctor of Philosophy in Clinical Psychology (PhD ClinPsych)
School of Applied Psychology
Griffith Health
Full Text

We approximate the solution of a quasilinear stochastic partial differential equa- tion driven by fractional Brownian motion B_H(t); H in (0,1), which was calculated via fractional White Noise calculus, see [5].

"A wireless wearable battery-operated pulse oximeter has been developed in our laboratory for field triage applications. The wearable pulse oximeter, which uses a forehead-mounted sensor to provide arterial oxygen saturation (SpO2) and heart rate (HR) information, would enable field medics to monitor vital physiological information following critical injuries, thereby helping to prioritize life saving medical interventions. This study was undertaken to investigate if accelerometry (ACC)-based adaptive noise cancellation (ANC) is effective in minimizing SpO2 and HR errors induced during jogging to simulate certain motion artifacts expected to occur in the field. Preliminary tests confirmed that processing the motion corrupted photoplethysmographic (PPG) signals by simple Least-Mean-Square (LMS) and Recursive Least-Squares (RLS) ANC algorithms can help to improve the signal-to-noise ratio of motion-corrupted PPG signals, thereby reducing SpO2 and HR errors during jogging. The study showed also that the degree of improvement depends on filter order. In addition, we found that it would be more feasible to implement an LMS adaptive filter within an embedded microcontroller environment since the LMS algorithm requires significantly less operations."

Transcranial random noise stimulation (tRNS) is a recent neuro-modulation technique whose effects at both behavioural and neural level are still debated. In the first experiment the well-known phenomenon of motion aftereffect (MAE) was exploited in order to investigate the effects of high- versus low-frequency tRNS on motion adaptation and recovery. 36 Participants were asked to evaluate the MAE duration following the exposure of a circular rotating and expanding grating for 30 seconds, while being stimulated with either Sham or tRNS across different blocks. Different groups were administered with either high- or low-frequency tRNS. Stimulation sites were bilateral V5/MT, early visual areas or frontal areas. Results demonstrated that, whereas no effects on MAE duration were produced by stimulation of early visual areas or frontal areas, high-frequency tRNS over area V5/MT caused a significant decrease in MAE duration whereas low-frequency tRNS (over the same area) caused a significant corresponding increase in MAE duration. These data indicate that high- versus low-frequency tRNS has opposite effects on the unbalance, created by adaptation, between neurons tuned to opposite motion directions, and thus on neuronal excitability. Following repeated practice on a visual task, perceptual learning (PL) produces a long lasting improvement of visual functions such as an increase of visual acuity (VA) and contrast sensitivity (CS) both in participants with amblyopia and refractive defects. This improvement has been observed with contrast detection tasks in the presence of lateral masking (contrast detection of a central Gabor stimulus flanked by two high contrast Gabors), known to bring about an increase of lateral interactions between detectors in early cortical pathways. Improvement has also been revealed in the absence of flankers in healthy individuals and those with amblyopia. In the second experiment, a single Gabor PL regime (in the absence of lateral masking) was investigated in a group of participants with mild myopia. This study seeks to understand whether a perceptual training regime really needs to be based on lateral interactions in cases where poor vision is not due to cortical dysfunctions, such as in myopia. 10 participants with mild myopia (max -2D) were recruited. The participants carried out an 8-week behavioural training using a single Gabor PL paradigm, completing a total of 24 sessions. Results indicate that training using a single Gabor protocol results in a VA improvement of 0.16 logMAR. The present study supports the idea that, in the absence of cortical deficits, such as in myopia, some sort of compensatory mechanism can take place at the cortical level by means of PL, resulting in more effective processing of the received blurred input. However, with respect to training based on lateral masking, here we found that improvement of visual functions was smaller and limited to VA. This might suggest that trainings based on lateral masking, able to modify the strength of facilitatory and inhibitory lateral interactions, could be more effective for an optimal recovery of blurred vision. It has recently been suggested how PL can be boosted by concurrent high-frequency tRNS (hf-tRNS). It has also been shown how PL can generalize and produce an improvement of visual functions in participants with mild refractive defects. By using three different groups of participants, with 10 participants in each group (single-blind study), the third experiment tested the efficacy of a short (8 sessions) single Gabor contrast-detection training with concurrent hf-tRNS in comparison with the same training combined with Sham stimulation or hf-tRNS with no concurrent training, in improving VA and CS of individuals with uncorrected mild myopia. Results show that a short training with a contrast detection task is able to improve VA and CS only if coupled with hf-tRNS, whereas no effect on VA and marginal effects on CS are seen with the sole administration of hf-tRNS. The results support the idea that, by boosting the rate of PL via the modulation of neuronal plasticity, hf-tRNS can be successfully used to reduce the duration of perceptual trainings while, at the same time, increasing their efficacy in producing PL and generalization to improved VA and CS in individuals with uncorrected mild myopia. A final experiment extended the aforementioned results onto patients with a cortical visual deficit. Amblyopia is a visual disorder due to an abnormal pattern of functional connectivity of the visual cortex and characterized by several visual deficits of spatial vision including impairments of VA and of the contrast sensitivity function (CSF). Despite being a developmental disorder caused by reduced visual stimulation during early life (critical period), several studies have shown that extensive visual perceptual training can improve VA and CS in people with amblyopia even in adulthood. In this study, a much shorter perceptual training regime was assessed with respect to the standard PL trainings, in association with hf-tRNS in comparison to the perceptual training combined with Sham stimulation, whether it was able to improve visual functions in a group of adult participants with amblyopia. Results demonstrated that, in comparison with previous studies where a large number sessions with a similar training regime were used, here just eight sessions of training in contrast detection under lateral masking conditions combined with hf-tRNS, were able to substantially improve VA and CS in adults with amblyopia. In conclusion, this thesis investigates the use and efficacy of tRNS with and without PL on visual cortical excitability and plasticity, in the context of visual functioning.
La stimolazione transcranica a rumore casuale (transcranial random noise stimulation - tRNS) è una tecnica neuromodulatoria recente i cui effetti a livello comportamentale e neurale sono ancora dibattuti. Con il primo esperimento è stato utilizzato l’effetto postumo di movimento, denominato altresì motion aftereffect (MAE), per indagare gli effetti della tRNS ad alta e a bassa frequenza sull’adattamento al movimento e sul suo recupero. A trentasei partecipanti è stato chiesto di valutare la durata del MAE evocato dalla visione di un reticolo con movimento di rotazione ed espansione per 20 secondi, contemporaneamente alla tRNS o ad una stimolazione fittizia (Sham), somministrate in diversi blocchi. A gruppi di partecipanti diversi è stata somministrata la tRNS ad alta o a bassa frequenza. I siti di stimolazione potevano essere l’area V5/MT bilateralmente, le cortecce visive precoci o le aree frontali. I risultati hanno mostrato che, mentre non è stata trovata nessuna variazione con la stimolazione delle aree visive precoci o delle aree frontali, la tRNS ad alta frequenza sull’area V5/MT ha determinato una riduzione significativa della durata del MAE mentre la tRNS a bassa frequenza (sulla stessa area V5/MT) ha provocato un corrispondente incremento della durata del MAE. Questi dati indicano che la tRNS ad alta e a bassa frequenza hanno effetti opposti sullo squilibrio, creato dall’adattamento, tra neuroni che rispondono a direzioni di movimento opposte, e quindi effetti opposti sull’eccitabilità neuronale. Questi dati indicano che la tRNS ad alta e a bassa frequenza ha effetti opposti sullo squilibrio, creato dall’adattamento, tra neuroni che rispondono a direzioni di movimento opposte, e quindi effetti opposti sull’eccitabilità neuronale. Attraverso un training ripetuto con un determinato compito visivo, l’apprendimento percettivo (perceptual learning – PL) produce un miglioramento duraturo di funzioni visive quali un incremento dell’acuità visiva (AV) e della sensibilità al contrasto (SC) in partecipanti con ambliopia o con difetti refrattivi. Tale miglioramento è stato osservato attraverso l’utilizzo di un training di detezione di contrasto in presenza di flankers (mascheramento laterale), che permette di ottenere un potenziamento delle interazioni laterali tra detettori ai primi livelli di elaborazione visiva corticale. Un simile miglioramento è stato osservato anche in assenza di flankers, sia in partecipanti sani che in partecipanti con ambliopia. Nel secondo studio è stato investigato l’effetto di un training con Gabor singoli (in assenza quindi di mascheramento laterale) in un gruppo di partecipanti con miopia lieve. Con questo studio si è cercato di capire se, per ottenere un miglioramento delle funzioni visive, un training percettivo debba essere necessariamente basato sulle interazioni laterali nel caso in cui una visione sfocata sia dovuta a una disfunzione non corticale come la miopia. 10 partecipanti con miopia lieve (sino a -2D) hanno partecipato ad un training comportamentale di 8 settimane (per un totale di 24 sessioni) utilizzando un compito di detezione di contrasto di Gabor singoli. I risultati mostrano un miglioramento in AV, in assenza di correzione ottica, di 0.16 LogMAR, suggerendo che, pur in assenza di deficit corticali, un meccanismo di compensazione possa aver luogo a livello corticale attraverso il PL, ottenendo perciò un’elaborazione più efficace dall’immagine sfocata in ingresso. Tuttavia, rispetto al training basato sul mascheramento laterale, in questo studio abbiamo trovato un miglioramento delle funzioni visive più contenuto e limitato alla AV. Questo può suggerire come il training basato sul mascheramento laterale, capace di modificare la forza delle interazioni laterali facilitatorie e inibitorie, possa essere più efficace per un recupero ottimale della visione sfocata. E’ stato suggerito di recente come il PL possa essere potenziato dalla contemporanea somministrazione di tRNS ad alta frequenza. D’altro canto, è stato anche mostrato come il PL possa generalizzare e causare un miglioramento delle funzioni visive in partecipanti con difetti refrattivi lievi. Utilizzando tre diversi gruppi di partecipanti con 10 partecipanti per gruppo (disegno sperimentale in cieco), con il terzo esperimento si è voluto testare l’efficacia di un breve (8 sessioni) training di detezione di contrasto con Gabor singoli, con contemporanea somministrazione di tRNS ad alta frequenza, confrontata con lo stesso training con contemporanea somministrazione di stimolazione fittizia (Sham), e con tRNS ad alta frequenza in assenza di training comportamentale, nel miglioramento di AV e SC di partecipanti con miopia lieve non corretta. I risultati mostrano che un breve training di detezione di contrasto è in grado di migliorare AV e SC solo se unito a contemporanea tRNS ad alta frequenza, mentre nessun sostanziale miglioramento è stato osservato con la sola somministrazione della tRNS. Questi risultati supportano l’idea che, potenziando la velocità del PL attraverso la modulazione della plasticità neurale, la tRNS ad alta frequenza può essere utilizzata con successo per ridurre la durata dei training percettivi, aumentando allo stesso tempo l’efficacia nel produrre PL e generalizzazione (miglioramento di AV e SC) in individui con miopia lieve non corretta. Un ultimo esperimento ha permesso di estendere i summenzionati risultati su pazienti con deficit visivo di natura corticale. L’ambliopia è un disturbo visivo dovuto ad un pattern di connettività funzionale abnormale della corteccia visiva, caratterizzato da diversi deficit in visione spaziale tra cui in AV e in SC. Pur essendo un disturbo dello sviluppo causato da stimolazione visiva ridotta o alterata durante l’infanzia (periodo critico), diversi studi hanno mostrato come training percettivi visivi possano migliorare AV e SC in individui con ambliopia anche in età adulta. In questo studio, è stata valutata l’efficacia di un training percettivo molto più breve rispetto alle durate standard (associato alla tRNS ad alta frequenza rispetto allo stesso training unito a stimolazione Sham), nel miglioramento delle funzioni visive di un gruppo di partecipanti adulti con ambliopia. I risultati hanno mostrato che 8 sessioni di training di detezione di contrasto con mascheramento laterale, unito a tRNS ad alta frequenza, permettono un sostanziale miglioramento di AV e SC in partecipanti adulti con amblyopia. In conclusione, in questo elaborato si è voluto testare l’efficacia della tRNS con e senza PL sull’eccitabilità e la plasticità della corteccia visiva, nel contesto dei meccanismi delle funzioni visive.

Dans cette étude, nous avons mis l’accent sur la segmentation automatique des évènements dans le signal EMG utérin et l’identification ensuite des contractions parmi ces évènements en se référant aux données de l’expert. Notre base de données comprend des signaux EMG utérins de différentes semaines de gestation acquis grâce à une matrice de 4x4 électrodes. Par conséquent, notre travail a compris tout d’abord une application de la méthode de somme cumulé dynamique (DCS) en approche monodimensionnelle sur les signaux monopolaires afin d’obtenir une grande résolution spatiale des données. Suite aux résultats obtenus, notre étude a porté sur les signaux bipolaires afin d'augmenter le rapport signal/bruit (SNR) des EMG utérin. En fait, la méthode DCS a continué en y associant une série des techniques d’éliminations des fausses ruptures détectées, soit basée sur Fisher, soit sur le SNR d’une part, et en développant des méthodes de fusion de ces ruptures d’autre part : l’une automatique tandis que l’autre est basée sur le système de vote à la majorité pondérée où chaque canal est pondéré par un facteur lors de la fusion des instants de ruptures détectés. De plus, la méthode DCS est appliquée en approche multidimensionnelle, tout d’abord sur ces signaux bipolaires, ensuite sur leurs détails après décomposition en ondelettes. En fait, nous sommes intéressés à la sélection dynamique de ces détails dans les deux approches en utilisant une technique basée sur la distance Kullback Leibler. Enfin et dans le but d’identifier les contractions et de réduire le nombre des autres évènements détectés, un essai d’extraction des paramètres de ces évènements obtenus est présenté et validé
In this study , we have focused on the automatic segmentation of events in the uterine EMG signal and then on the identification of contractions among these events by referring to the expert's knowledge. Our database includes uterine EMG signals of different weeks of gestation acquired through a matrix of 4x4 electrodes. Therefore, our work has first included an application of the dynamic cumulative sum (DCS) method in a monodimensional approach on monopolar signals in order to obtain a high spatial resolution of the data. Based on the obtained results, our study has then focused on bipolar signals in order to increase the signal-to-noise ratio (SNR) of uterine EMGs. In fact, the DCS method has continued by associating first a series of techniques for the elimination of false detected ruptures either based on Fisher or on the SNR and by developing secondly two fusion methods of these ruptures : the firts one is automatic while the other one is based on the weighted majority voting system, where each channel is weighted by a factor when merging the instants of detected ruptures. In addition, the DCS method is applied in a multidimensional approach, first on the bipolar signals, then on their details after wavelet decomposition. Infact, we were interested in the dynamic selection of these details in both approaches by using a technique based on the Kullback Leibler ditance. Finally, in order to indentify the contractions and reduce the number of other detected events, an assay of parameters extraction of these obtained events has been presented and validated

The diploma thesis deals the cretion of the ECG signal and its potential morphology. A signal is generated using a program that is created in MATLAB. On the basis of these methods of describing the signal, was chosen method, based on the similarity of ECG with sinus respectively. triangular pattern. Generated by the program can draw the ECG signal by assignment of pulse rate, lenght of the signal, sampling rate and modifications of the waves and oscillations. One or more predefined noise can be added to the signal. Generated signal is possible to save to the format that supports program MATLAB.

Abstract The concept of resting state functional magnetic resonance imaging (fMRI) is built onto an original finding in 1995 that brain hemispheres present synchronous signal fluctuations with distinct patterns. fMRI measurements rely on blood oxygenation changes that indirectly mirror neural activity. Therefore, the origin of functional connectivity patterns, resting state networks (RSNs), has been a widely debated research question and numerous contributing factors have been identified. According to current understanding the fluctuations reflect maintenance of the system integrity in addition to spontaneous thought and action processes in the resting state. A popular method to study the functional connectivity in resting state fMRI is spatial independent component analysis (ICA) that decomposes signal sources into statistically independent components. The dichotomy of functional specialization versus functional integration has a correspondence in fMRI studies where RSNs play the integrative viewpoint of brain function. Although canonical large-scale RSNs are broadly distributed they also express modularity that can be accomplished by ICA with a high number of estimated components. The characteristics of high ICA dimensionality are broadly investigated in the thesis. An enduring issue in resting state research has been the confounding noise sources like motion and cardiorespiratory processes which may hamper the analysis. In this thesis the ability of ICA to separate these noise sources from the default mode network, a major RSN, is studied. Additionally, the suitability of ICA for full frequency spectrum analysis, a relatively rare setting in biosignal analysis, is investigated. The results of the thesis support the viewpoint of ICA as a robust analysis method for functional connectivity analysis. Cardiorespiratory and motion induced noise did not confound the functional connectivity analyses with ICA. High dimensional ICA provided better signal source separation, revealed the modular structure of the RSNs and pinpointed the specific aberrations in the autism spectrum disorder population. ICA was also found applicable for fully explorative analysis in both the spatial and temporal domains and indicated functional connectivity changes induced by transcranial bright light stimulation
Tiivistelmä Konsepti lepotilan tutkimisesta toiminnallisella magneettikuvauksella (engl. functional magnetic resonance imaging, fMRI) on rakentunut vuonna 1995 tehdylle löydökselle aivopuoliskojen välillä synkronisesta signaalivaihtelusta. Mittaukset perustuvat veren hapetuksen muutoksiin, jotka epäsuorasti heijastelevat hermostollista toimintaa. Tämän takia toiminnallisen kytkennällisyyden muodot, lepotilaverkostot, ovat olleet laajasti väitelty tutkimusaihe ja monia verkostoihin vaikuttavia tekijöitä onkin tunnistettu. Nykykäsityksen mukaan signaalivaihtelut lepotilassa heijastelevat järjestelmän yhtenäisyyden ylläpitoa spontaanin ajattelun ja toiminnan lisäksi. Suosittu menetelmä toiminnallisen kytkennällisyyden tutkimiseen lepotilan fMRI:ssä on spatiaalinen itsenäisten komponenttien analyysi (engl. independent component analysis, ICA), joka hajottaa signaalilähteet tilastollisesti itsenäisiin komponentteihin. Aivotoiminnan mallintamisessa kahtiajaolla toiminnalliseen erikoistumiseen ja toiminnalliseen integraatioon on vastaavuus fMRI-tutkimukseen, jossa lepotilaverkostot vastaavat toiminnallisen integraation näkökulmasta. Vaikka kanoniset lepotilaverkostot ovat laaja-alaisia, ne ovat toisaalta modulaarisia, jota voidaan tutkia tutkimalla korkean komponenttimäärän ICA-hajotelmaa. Korkea- dimensioisen ICA-hajotelman ominaisuuksia tutkitaan laajasti tässä väitöskirjassa. Kestoaihe lepotilatutkimuksessa on ollut analyysiä hankaloittavien kohinalähteiden kuten liikkeen ja kardiorespiratoristen prosessien vaikutus. Väitöskirjassa tutkitaan ICA:n kykyä erotella kohinalähteitä ’default mode’ -verkostosta, joka on merkittävin lepotilaverkosto. Lisäksi tutkitaan ICA:n soveltuvuutta täyden taajuuskaistan analysointiin, joka on verrattain harvinaista biosignaalien analyysissä. Väitöskirjan tulokset tukevat näkemystä ICA:n suorituskyvystä toiminnallisen kytkennällisyyden analyysissä. Kardiorespiratorinen ja liikkeestä lähtöisin oleva kohina ei häirinnyt merkittävästi ICA-tuloksia. Korkeadimensioinen ICA tarjosi paremman erottelun signaalilähteille, paljasti lepotilaverkostojen modulaarisen rakenteen ja määritti erityisen poikkeaman autismin kirjon oireyhtymän populaatiossa. ICA:n havaittiin olevan soveltuva täyseksploratiiviselle analyysille ajassa ja avaruudessa; tulos viittaa toiminnallisen kytkennällisyyden muutoksiin kallon läpäisevän kirkasvalostimulaation aikaansaamana

This thesis describes and evaluates a number of algorithms for reducing fixed pattern noise in image sequences. Fixed pattern noise is the dominantnoise component for many infrared detector systems, perceived as a superimposed pattern that is approximately constant for all image frames.

Primarily, methods based on estimation of the movement between individual image frames are studied. Using scene-matching techniques, global motion between frames can be successfully registered with sub-pixel accuracy. This allows each scene pixel to be traced along a path of individual detector elements. Assuming a static scene, differences in pixel intensities are caused by fixed pattern noise that can be estimated and removed.

The algorithms have been tested by using real image data from existing infrared imaging systems with good results. The tests include both a two-dimensional focal plane array detector and a linear scanning one-dimensional detector, in different scene conditions.

Approved for public release, distribution is unlimited
Orthogonal frequency division multiplexing (OFDM) is being successfully used in numerous applications. It was chosen for IEEE 802.11a wireless local area network (WLAN) standard, and it is being considered for the fourthgeneration mobile communication systems. Along with its many attractive features, OFDM has some principal drawbacks. Sensitivity to frequency errors is the most dominant of these drawbacks. In this thesis, the frequency offset and phase noise effects on OFDM based communication systems are investigated under a variety of channel conditions covering both indoor and outdoor environments. The simulation performance results of the OFDM system for these channels are presented.
Lieutenant Junior Grade, Turkish Navy

Orientador: Milton Dias Junior
Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Mecânica
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Resumo: Absorvedores de Vibração Pendulares Centrífugos (ou CPVAs) são uma tecnologia criada em 1911, que trouxe excelentes resultados na redução de vibração torcional de muitos sistemas. Porém, sua aplicação em trens de potência automotivos para redução de vibração no virabrequim tornou-se inviável ao final da década de 1940 pela existência de dampers viscosos à base de silicone, uma solução mais barata e com performance similar em certas aplicações. Contudo, a vibração torcional transmitida a transmissões manuais ou automatizadas, em certas velocidades críticas, pode gerar ruído em níveis inaceitáveis, e as soluções atuais para a atenuação deste tipo de vibração, em algumas aplicações, são ou pouco efetivas, como o atrito em discos de embreagem, ou muito custosas, como volantes de dupla massa. Por isso, neste trabalho busca-se a aplicação de absorvedores de vibração pendulares em um disco de embreagem de um trem de potência automotivo equipado com uma transmissão automatizada para a redução de vibração torcional na transmissão, reduzindo possivelmente o ruído de rattle. Para este fim, primeiramente testes são realizados no veículo em estudo para o levantamento de dados torcionais do trem de potência, e em seguida, um modelo linear torcional é proposto, para que a dinâmica torcional do trem de potência seja representada. Em seguida, uma análise extensiva dos principais tipos de CPVA é realizada. São realizadas análises lineares e não lineares em modelos com parâmetros adimensionais de um e dois rotores com pêndulos centrífugos, e nas análises não lineares, o Método de Múltiplas Escalas é utilizado; um método mais robusto e preciso do que o método que vem sendo utilizado nos principais trabalhos nesta área. Além disso, as análises são feitas considerando-se que os pêndulos possuem trajetória genérica, e ênfase é dada às trajetórias clássicas: circular, cicloide e epiciclóide. Com base nestas análises, duas metodologias de projeto de pêndulos centrífugos são propostas. Além disso, um protótipo de disco de embreagem com pêndulo é proposto. Então, baseando-se nas limitações do projeto, simulações são feitas utilizando o modelo proposto para o trem de potência e o modelo não linear do pêndulo. As primeiras simulações são feitas obedecendo as limitações do projeto, que propiciam um pequeno raio de instalação do pêndulo e permitem que ele possua massa muito menor do que o valor ideal. Estas simulações mostram que, neste caso o pêndulo se torna instável e ineficaz. Nas simulações seguintes, as limitações de projeto são desprezadas e ambos os projetos de pêndulo são testados. Com maior inércia, o absorvedor pendular é capaz de reduzir substancialmente a vibração torcional na transmissão sem que seja necessário introduzir atrito no disco de embreagem. Contudo, pêndulos com maior inércia podem comprometer a vida útil dos sincronizadores da transmissão, e por isso estudos devem ser realizados para verificar este efeito colateral
Abstract: Centrifugal Pendulum Vibration Absorbers (or CPVAs) are a technology which dates back to 1911, and which has brought excellent results on the reduction of torsional vibrations in many systems. Its application in automotive powertrains for the reduction of vibration on the crankshaft became impracticable by the second half of the 1940s due to the existence of silicone based viscous dampers, a cheaper solution that had similar performance in many applications. However, torsional vibration transmitted to manual or semi-automatic gearboxes may cause unacceptable noise in some critical speeds, and the current solutions for the mitigation of this kind of vibration are, in some cases, either not effective, as torsional friction in clutch disks, or too expensive, as dual mass flywheels. For this reason, in this work, the use of centrifugal pendulum vibration absorbers on a clutch disk of a vehicle powertrain equipped with a semi-automatic gearbox is studied, aiming at reducing torsional vibration at the gearbox, leading to possible reduction of rattle noise. For this means, firstly tests are performed on the vehicle under investigation in order to obtain torsional data from its powertrain, and a linear torsional model of it is proposed next, so that the torsional dynamics of the powertrain can be represented. Then, an extensive analysis of the main types of CPVA are performed. Linear and nonlinear analyses are made in models with dimensionless parameters composed by one of two rotors and centrifugal pendulums. For the nonlinear analyses, the Method of Multiple Scales is used; a more robust and precise method than the one which has been used on the main literature in this area. Besides, the analyses are performed considering general-path pendulums and emphasis is given to the classical paths: circular, cycloid and epicycloid. Based on these analyses, two design techniques for CPVAs are proposed. Furthermore, a prototype of a clutch disk with pendulum absorbers is proposed. Then, based on project limitations, simulations are performed using the powertrain model and the nonlinear model of the CPVA. The first simulations are performed taking into consideration the project limitations, which allow a small radius for pinning the pendulum and also for a small mass of the pendulum bob, much lower than the ideal value. These simulations show that, in this case, the pendulum becomes unstable and ineffective. On the forthcoming simulations, project limitations are neglected and both pendulum design techniques are tested. With higher inertia, the pendulum absorbers are capable of providing a substantial reduction on the amplitude of vibration of the gearbox without the need for adding torsional friction to the clutch disk. However, pendulum bobs with high inertia may harm the service life of the gearbox¿s synchronizers, and further studies must be performed to evaluate this side effect
Doutorado
Mecanica dos Sólidos e Projeto Mecanico
Doutor em Engenharia Mecânica

Дослідження індукованого шумом руху становить фундаментальну проблему статистичної фізики. Згідно другого закону термодинаміки у рівноважному стані внутрішній шум не здатен викликати направлений рух частинок. При виведенні системи із стану рівноваги такий рух стає можливим (за умови порушення поступальної інваріантності у просторі або часі). Для вивчення подібних ефектів, як правило, у систему вносять елемент порушення симетрії періодичного потенціалу, який і задає напрямок руху частинок.

Image processing algorithms have developed rapidly in recent years. Imaging functions are becoming more common in electronic devices, demanding better image quality, and more robust image capture in challenging conditions. Increasingly more complicated algorithms are being developed in order to achieve better signal to noise characteristics, more accurate colours, and wider dynamic range, in order to approach the human visual system performance levels.

This thesis provides theoretical and practical solutions to two problems raised by digital photography of moving scenes, and infrared photography. Until recently photographing moving objects could only be done using short exposure times. Yet, two recent groundbreaking works have proposed two new designs of camera allowing arbitrary exposure times. The flutter shutter of Agrawal et al. creates an invertible motion blur by using a clever shutter technique to interrupt the photon flux during the exposure time according to a well chosen binary sequence. The motion-invariant photography of Levin et al. gets the same result by accelerating the camera at a constant rate. Both methods follow computational photography as a new paradigm. The conception of cameras is rethought to include sophisticated digital processing. This thesis proposes a method for evaluating the image quality of these new cameras. The leitmotiv of the analysis is the SNR (signal to noise ratio) of the image after deconvolution. It gives the efficiency of these new camera design in terms of image quality. The theory provides explicit formulas for the SNR. It raises two paradoxes of these cameras, and resolves them. It provides the underlying motion model of each flutter shutter, including patented ones. A shorter second part addresses the the main quality problem in infrared video imaging, the non-uniformity. This perturbation is a time-dependent noise caused by the infrared sensor, structured in columns. The conclusion of this work is that it is not only possible but also efficient and robust to perform the correction on a single image. This permits to ensure the absence of ''ghost artifacts'', a classic of the literature on the subject, coming from inadequate processing relative to the acquisition model.

Estimation of the self-similarity exponent has attracted growing interest in recent decades and became a research subject in various fields and disciplines. Real-world data exhibiting self-similar behavior and/or parametrized by self-similarity exponent (in particular Hurst exponent) have been collected in different fields ranging from finance and human sciencies to hydrologic and traffic networks. Such rich classes of possible applications obligates researchers to investigate qualitatively new methods for estimation of the self-similarity exponent as well as identification of long-range dependencies (or long memory). In this thesis I present the Bayesian estimation of the Hurst exponent. In contrast to previous methods, the Bayesian approach allows the possibility to calculate the point estimator and confidence intervals at the same time, bringing significant advantages in data-analysis as discussed in this thesis. Moreover, it is also applicable to short data and unevenly sampled data, thus broadening the range of systems where the estimation of the Hurst exponent is possible. Taking into account that one of the substantial classes of great interest in modeling is the class of Gaussian self-similar processes, this thesis considers the realizations of the processes of fractional Brownian motion and fractional Gaussian noise. Additionally, applications to real-world data, such as the data of water level of the Nile River and fixational eye movements are also discussed.
Die Abschätzung des Selbstähnlichkeitsexponenten hat in den letzten Jahr-zehnten an Aufmerksamkeit gewonnen und ist in vielen wissenschaftlichen Gebieten und Disziplinen zu einem intensiven Forschungsthema geworden. Reelle Daten, die selbsähnliches Verhalten zeigen und/oder durch den Selbstähnlichkeitsexponenten (insbesondere durch den Hurst-Exponenten) parametrisiert werden, wurden in verschiedenen Gebieten gesammelt, die von Finanzwissenschaften über Humanwissenschaften bis zu Netzwerken in der Hydrologie und dem Verkehr reichen. Diese reiche Anzahl an möglichen Anwendungen verlangt von Forschern, neue Methoden zu entwickeln, um den Selbstähnlichkeitsexponenten abzuschätzen, sowie großskalige Abhängigkeiten zu erkennen. In dieser Arbeit stelle ich die Bayessche Schätzung des Hurst-Exponenten vor. Im Unterschied zu früheren Methoden, erlaubt die Bayessche Herangehensweise die Berechnung von Punktschätzungen zusammen mit Konfidenzintervallen, was von bedeutendem Vorteil in der Datenanalyse ist, wie in der Arbeit diskutiert wird. Zudem ist diese Methode anwendbar auf kurze und unregelmäßig verteilte Datensätze, wodurch die Auswahl der möglichen Anwendung, wo der Hurst-Exponent geschätzt werden soll, stark erweitert wird. Unter Berücksichtigung der Tatsache, dass der Gauß'sche selbstähnliche Prozess von bedeutender Interesse in der Modellierung ist, werden in dieser Arbeit Realisierungen der Prozesse der fraktionalen Brown'schen Bewegung und des fraktionalen Gauß'schen Rauschens untersucht. Zusätzlich werden Anwendungen auf reelle Daten, wie Wasserstände des Nil und fixierte Augenbewegungen, diskutiert.