Visibility Graph Based Time Series Analysis.
Stephen, Mutua; Gu, Changgui; Yang, Huijie
2015-01-01
Network based time series analysis has made considerable achievements in the recent years. By mapping mono/multivariate time series into networks, one can investigate both it's microscopic and macroscopic behaviors. However, most proposed approaches lead to the construction of static networks consequently providing limited information on evolutionary behaviors. In the present paper we propose a method called visibility graph based time series analysis, in which series segments are mapped to visibility graphs as being descriptions of the corresponding states and the successively occurring states are linked. This procedure converts a time series to a temporal network and at the same time a network of networks. Findings from empirical records for stock markets in USA (S&P500 and Nasdaq) and artificial series generated by means of fractional Gaussian motions show that the method can provide us rich information benefiting short-term and long-term predictions. Theoretically, we propose a method to investigate time series from the viewpoint of network of networks.
Time Series Based for Online Signature Verification
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I Ketut Gede Darma Putra
2013-11-01
Full Text Available Signature verification system is to match the tested signature with a claimed signature. This paper proposes time series based for feature extraction method and dynamic time warping for match method. The system made by process of testing 900 signatures belong to 50 participants, 3 signatures for reference and 5 signatures from original user, simple imposters and trained imposters for signatures test. The final result system was tested with 50 participants with 3 references. This test obtained that system accuracy without imposters is 90,44897959% at threshold 44 with rejection errors (FNMR is 5,2% and acceptance errors (FMR is 4,35102%, when with imposters system accuracy is 80,1361% at threshold 27 with error rejection (FNMR is 15,6% and acceptance errors (average FMR is 4,263946%, with details as follows: acceptance errors is 0,391837%, acceptance errors simple imposters is 3,2% and acceptance errors trained imposters is 9,2%.
Drunk driving detection based on classification of multivariate time series.
Li, Zhenlong; Jin, Xue; Zhao, Xiaohua
2015-09-01
This paper addresses the problem of detecting drunk driving based on classification of multivariate time series. First, driving performance measures were collected from a test in a driving simulator located in the Traffic Research Center, Beijing University of Technology. Lateral position and steering angle were used to detect drunk driving. Second, multivariate time series analysis was performed to extract the features. A piecewise linear representation was used to represent multivariate time series. A bottom-up algorithm was then employed to separate multivariate time series. The slope and time interval of each segment were extracted as the features for classification. Third, a support vector machine classifier was used to classify driver's state into two classes (normal or drunk) according to the extracted features. The proposed approach achieved an accuracy of 80.0%. Drunk driving detection based on the analysis of multivariate time series is feasible and effective. The approach has implications for drunk driving detection. Copyright © 2015 Elsevier Ltd and National Safety Council. All rights reserved.
A window-based time series feature extraction method.
Katircioglu-Öztürk, Deniz; Güvenir, H Altay; Ravens, Ursula; Baykal, Nazife
2017-10-01
This study proposes a robust similarity score-based time series feature extraction method that is termed as Window-based Time series Feature ExtraCtion (WTC). Specifically, WTC generates domain-interpretable results and involves significantly low computational complexity thereby rendering itself useful for densely sampled and populated time series datasets. In this study, WTC is applied to a proprietary action potential (AP) time series dataset on human cardiomyocytes and three precordial leads from a publicly available electrocardiogram (ECG) dataset. This is followed by comparing WTC in terms of predictive accuracy and computational complexity with shapelet transform and fast shapelet transform (which constitutes an accelerated variant of the shapelet transform). The results indicate that WTC achieves a slightly higher classification performance with significantly lower execution time when compared to its shapelet-based alternatives. With respect to its interpretable features, WTC has a potential to enable medical experts to explore definitive common trends in novel datasets. Copyright © 2017 Elsevier Ltd. All rights reserved.
Time Series Prediction based on Hybrid Neural Networks
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S. A. Yarushev
2016-01-01
Full Text Available In this paper, we suggest to use hybrid approach to time series forecasting problem. In first part of paper, we create a literature review of time series forecasting methods based on hybrid neural networks and neuro-fuzzy approaches. Hybrid neural networks especially effective for specific types of applications such as forecasting or classification problem, in contrast to traditional monolithic neural networks. These classes of problems include problems with different characteristics in different modules. The main part of paper create a detailed overview of hybrid networks benefits, its architectures and performance under traditional neural networks. Hybrid neural networks models for time series forecasting are discussed in the paper. Experiments with modular neural networks are given.
Satellite Image Time Series Decomposition Based on EEMD
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Yun-long Kong
2015-11-01
Full Text Available Satellite Image Time Series (SITS have recently been of great interest due to the emerging remote sensing capabilities for Earth observation. Trend and seasonal components are two crucial elements of SITS. In this paper, a novel framework of SITS decomposition based on Ensemble Empirical Mode Decomposition (EEMD is proposed. EEMD is achieved by sifting an ensemble of adaptive orthogonal components called Intrinsic Mode Functions (IMFs. EEMD is noise-assisted and overcomes the drawback of mode mixing in conventional Empirical Mode Decomposition (EMD. Inspired by these advantages, the aim of this work is to employ EEMD to decompose SITS into IMFs and to choose relevant IMFs for the separation of seasonal and trend components. In a series of simulations, IMFs extracted by EEMD achieved a clear representation with physical meaning. The experimental results of 16-day compositions of Moderate Resolution Imaging Spectroradiometer (MODIS, Normalized Difference Vegetation Index (NDVI, and Global Environment Monitoring Index (GEMI time series with disturbance illustrated the effectiveness and stability of the proposed approach to monitoring tasks, such as applications for the detection of abrupt changes.
Time series forecasting based on deep extreme learning machine
Guo, Xuqi; Pang, Y.; Yan, Gaowei; Qiao, Tiezhu; Yang, Guang-Hong; Yang, Dan
2017-01-01
Multi-layer Artificial Neural Networks (ANN) has caught widespread attention as a new method for time series forecasting due to the ability of approximating any nonlinear function. In this paper, a new local time series prediction model is established with the nearest neighbor domain theory, in
Time series inversion of spectra from ground-based radiometers
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O. M. Christensen
2013-07-01
Full Text Available Retrieving time series of atmospheric constituents from ground-based spectrometers often requires different temporal averaging depending on the altitude region in focus. This can lead to several datasets existing for one instrument, which complicates validation and comparisons between instruments. This paper puts forth a possible solution by incorporating the temporal domain into the maximum a posteriori (MAP retrieval algorithm. The state vector is increased to include measurements spanning a time period, and the temporal correlations between the true atmospheric states are explicitly specified in the a priori uncertainty matrix. This allows the MAP method to effectively select the best temporal smoothing for each altitude, removing the need for several datasets to cover different altitudes. The method is compared to traditional averaging of spectra using a simulated retrieval of water vapour in the mesosphere. The simulations show that the method offers a significant advantage compared to the traditional method, extending the sensitivity an additional 10 km upwards without reducing the temporal resolution at lower altitudes. The method is also tested on the Onsala Space Observatory (OSO water vapour microwave radiometer confirming the advantages found in the simulation. Additionally, it is shown how the method can interpolate data in time and provide diagnostic values to evaluate the interpolated data.
Grammar-based feature generation for time-series prediction
De Silva, Anthony Mihirana
2015-01-01
This book proposes a novel approach for time-series prediction using machine learning techniques with automatic feature generation. Application of machine learning techniques to predict time-series continues to attract considerable attention due to the difficulty of the prediction problems compounded by the non-linear and non-stationary nature of the real world time-series. The performance of machine learning techniques, among other things, depends on suitable engineering of features. This book proposes a systematic way for generating suitable features using context-free grammar. A number of feature selection criteria are investigated and a hybrid feature generation and selection algorithm using grammatical evolution is proposed. The book contains graphical illustrations to explain the feature generation process. The proposed approaches are demonstrated by predicting the closing price of major stock market indices, peak electricity load and net hourly foreign exchange client trade volume. The proposed method ...
Patch-Based Forest Change Detection from Landsat Time Series
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M. Joseph Hughes
2017-05-01
Full Text Available In the species-rich and structurally complex forests of the Eastern United States, disturbance events are often partial and therefore difficult to detect using remote sensing methods. Here we present a set of new algorithms, collectively called Vegetation Regeneration and Disturbance Estimates through Time (VeRDET, which employ a novel patch-based approach to detect periods of vegetation disturbance, stability, and growth from the historical Landsat image records. VeRDET generates a yearly clear-sky composite from satellite imagery, calculates a spectral vegetation index for each pixel in that composite, spatially segments the vegetation index image into patches, temporally divides the time series into differently sloped segments, and then labels those segments as disturbed, stable, or regenerating. Segmentation at both the spatial and temporal steps are performed using total variation regularization, an algorithm originally designed for signal denoising. This study explores VeRDET’s effectiveness in detecting forest change using four vegetation indices and two parameters controlling the spatial and temporal scales of segmentation within a calibration region. We then evaluate algorithm effectiveness within a 386,000 km2 area in the Eastern United States where VeRDET has overall error of 23% and omission error across disturbances ranging from 22% to 78% depending on agent.
Chaos Time Series Prediction Based on Membrane Optimization Algorithms
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Meng Li
2015-01-01
Full Text Available This paper puts forward a prediction model based on membrane computing optimization algorithm for chaos time series; the model optimizes simultaneously the parameters of phase space reconstruction (τ,m and least squares support vector machine (LS-SVM (γ,σ by using membrane computing optimization algorithm. It is an important basis for spectrum management to predict accurately the change trend of parameters in the electromagnetic environment, which can help decision makers to adopt an optimal action. Then, the model presented in this paper is used to forecast band occupancy rate of frequency modulation (FM broadcasting band and interphone band. To show the applicability and superiority of the proposed model, this paper will compare the forecast model presented in it with conventional similar models. The experimental results show that whether single-step prediction or multistep prediction, the proposed model performs best based on three error measures, namely, normalized mean square error (NMSE, root mean square error (RMSE, and mean absolute percentage error (MAPE.
Mackenzie River Delta morphological change based on Landsat time series
Vesakoski, Jenni-Mari; Alho, Petteri; Gustafsson, David; Arheimer, Berit; Isberg, Kristina
2015-04-01
Arctic rivers are sensitive and yet quite unexplored river systems to which the climate change will impact on. Research has not focused in detail on the fluvial geomorphology of the Arctic rivers mainly due to the remoteness and wideness of the watersheds, problems with data availability and difficult accessibility. Nowadays wide collaborative spatial databases in hydrology as well as extensive remote sensing datasets over the Arctic are available and they enable improved investigation of the Arctic watersheds. Thereby, it is also important to develop and improve methods that enable detecting the fluvio-morphological processes based on the available data. Furthermore, it is essential to reconstruct and improve the understanding of the past fluvial processes in order to better understand prevailing and future fluvial processes. In this study we sum up the fluvial geomorphological change in the Mackenzie River Delta during the last ~30 years. The Mackenzie River Delta (~13 000 km2) is situated in the North Western Territories, Canada where the Mackenzie River enters to the Beaufort Sea, Arctic Ocean near the city of Inuvik. Mackenzie River Delta is lake-rich, productive ecosystem and ecologically sensitive environment. Research objective is achieved through two sub-objectives: 1) Interpretation of the deltaic river channel planform change by applying Landsat time series. 2) Definition of the variables that have impacted the most on detected changes by applying statistics and long hydrological time series derived from Arctic-HYPE model (HYdrologic Predictions for Environment) developed by Swedish Meteorological and Hydrological Institute. According to our satellite interpretation, field observations and statistical analyses, notable spatio-temporal changes have occurred in the morphology of the river channel and delta during the past 30 years. For example, the channels have been developing in braiding and sinuosity. In addition, various linkages between the studied
Financial time series analysis based on information categorization method
Tian, Qiang; Shang, Pengjian; Feng, Guochen
2014-12-01
The paper mainly applies the information categorization method to analyze the financial time series. The method is used to examine the similarity of different sequences by calculating the distances between them. We apply this method to quantify the similarity of different stock markets. And we report the results of similarity in US and Chinese stock markets in periods 1991-1998 (before the Asian currency crisis), 1999-2006 (after the Asian currency crisis and before the global financial crisis), and 2007-2013 (during and after global financial crisis) by using this method. The results show the difference of similarity between different stock markets in different time periods and the similarity of the two stock markets become larger after these two crises. Also we acquire the results of similarity of 10 stock indices in three areas; it means the method can distinguish different areas' markets from the phylogenetic trees. The results show that we can get satisfactory information from financial markets by this method. The information categorization method can not only be used in physiologic time series, but also in financial time series.
Trend analysis using non-stationary time series clustering based on the finite element method
Gorji Sefidmazgi, M.; Sayemuzzaman, M.; Homaifar, A.; Jha, M. K.; Liess, S.
2014-01-01
In order to analyze low-frequency variability of climate, it is useful to model the climatic time series with multiple linear trends and locate the times of significant changes. In this paper, we have used non-stationary time series clustering to find change points in the trends. Clustering in a multi-dimensional non-stationary time series is challenging, since the problem is mathematically ill-posed. Clustering based on the finite element method (FEM) is one of the methods ...
Multiscale multifractal multiproperty analysis of financial time series based on Rényi entropy
Yujun, Yang; Jianping, Li; Yimei, Yang
This paper introduces a multiscale multifractal multiproperty analysis based on Rényi entropy (3MPAR) method to analyze short-range and long-range characteristics of financial time series, and then applies this method to the five time series of five properties in four stock indices. Combining the two analysis techniques of Rényi entropy and multifractal detrended fluctuation analysis (MFDFA), the 3MPAR method focuses on the curves of Rényi entropy and generalized Hurst exponent of five properties of four stock time series, which allows us to study more universal and subtle fluctuation characteristics of financial time series. By analyzing the curves of the Rényi entropy and the profiles of the logarithm distribution of MFDFA of five properties of four stock indices, the 3MPAR method shows some fluctuation characteristics of the financial time series and the stock markets. Then, it also shows a richer information of the financial time series by comparing the profile of five properties of four stock indices. In this paper, we not only focus on the multifractality of time series but also the fluctuation characteristics of the financial time series and subtle differences in the time series of different properties. We find that financial time series is far more complex than reported in some research works using one property of time series.
Multi-scale anomaly detection algorithm based on infrequent pattern of time series
Chen, Xiao-Yun; Zhan, Yan-Yan
2008-04-01
In this paper, we propose two anomaly detection algorithms PAV and MPAV on time series. The first basic idea of this paper defines that the anomaly pattern is the most infrequent time series pattern, which is the lowest support pattern. The second basic idea of this paper is that PAV detects directly anomalies in the original time series, and MPAV algorithm extraction anomaly in the wavelet approximation coefficient of the time series. For complexity analyses, as the wavelet transform have the functions to compress data, filter noise, and maintain the basic form of time series, the MPAV algorithm, while maintaining the accuracy of the algorithm improves the efficiency. As PAV and MPAV algorithms are simple and easy to realize without training, this proposed multi-scale anomaly detection algorithm based on infrequent pattern of time series can therefore be proved to be very useful for computer science applications.
SEM Based CARMA Time Series Modeling for Arbitrary N.
Oud, Johan H L; Voelkle, Manuel C; Driver, Charles C
2018-01-01
This article explains in detail the state space specification and estimation of first and higher-order autoregressive moving-average models in continuous time (CARMA) in an extended structural equation modeling (SEM) context for N = 1 as well as N > 1. To illustrate the approach, simulations will be presented in which a single panel model (T = 41 time points) is estimated for a sample of N = 1,000 individuals as well as for samples of N = 100 and N = 50 individuals, followed by estimating 100 separate models for each of the one-hundred N = 1 cases in the N = 100 sample. Furthermore, we will demonstrate how to test the difference between the full panel model and each N = 1 model by means of a subject-group-reproducibility test. Finally, the proposed analyses will be applied in an empirical example, in which the relationships between mood at work and mood at home are studied in a sample of N = 55 women. All analyses are carried out by ctsem, an R-package for continuous time modeling, interfacing to OpenMx.
Predicting chaotic time series
International Nuclear Information System (INIS)
Farmer, J.D.; Sidorowich, J.J.
1987-01-01
We present a forecasting technique for chaotic data. After embedding a time series in a state space using delay coordinates, we ''learn'' the induced nonlinear mapping using local approximation. This allows us to make short-term predictions of the future behavior of a time series, using information based only on past values. We present an error estimate for this technique, and demonstrate its effectiveness by applying it to several examples, including data from the Mackey-Glass delay differential equation, Rayleigh-Benard convection, and Taylor-Couette flow
pdc: An R Package for Complexity-Based Clustering of Time Series
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Andreas M. Brandmaier
2015-10-01
Full Text Available Permutation distribution clustering is a complexity-based approach to clustering time series. The dissimilarity of time series is formalized as the squared Hellinger distance between the permutation distribution of embedded time series. The resulting distance measure has linear time complexity, is invariant to phase and monotonic transformations, and robust to outliers. A probabilistic interpretation allows the determination of the number of significantly different clusters. An entropy-based heuristic relieves the user of the need to choose the parameters of the underlying time-delayed embedding manually and, thus, makes it possible to regard the approach as parameter-free. This approach is illustrated with examples on empirical data.
Trend analysis using non-stationary time series clustering based on the finite element method
Gorji Sefidmazgi, M.; Sayemuzzaman, M.; Homaifar, A.; Jha, M. K.; Liess, S.
2014-05-01
In order to analyze low-frequency variability of climate, it is useful to model the climatic time series with multiple linear trends and locate the times of significant changes. In this paper, we have used non-stationary time series clustering to find change points in the trends. Clustering in a multi-dimensional non-stationary time series is challenging, since the problem is mathematically ill-posed. Clustering based on the finite element method (FEM) is one of the methods that can analyze multidimensional time series. One important attribute of this method is that it is not dependent on any statistical assumption and does not need local stationarity in the time series. In this paper, it is shown how the FEM-clustering method can be used to locate change points in the trend of temperature time series from in situ observations. This method is applied to the temperature time series of North Carolina (NC) and the results represent region-specific climate variability despite higher frequency harmonics in climatic time series. Next, we investigated the relationship between the climatic indices with the clusters/trends detected based on this clustering method. It appears that the natural variability of climate change in NC during 1950-2009 can be explained mostly by AMO and solar activity.
An Adaptive Density-Based Time Series Clustering Algorithm: A Case Study on Rainfall Patterns
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Xiaomi Wang
2016-11-01
Full Text Available Current time series clustering algorithms fail to effectively mine clustering distribution characteristics of time series data without sufficient prior knowledge. Furthermore, these algorithms fail to simultaneously consider the spatial attributes, non-spatial time series attribute values, and non-spatial time series attribute trends. This paper proposes an adaptive density-based time series clustering (DTSC algorithm that simultaneously considers the three above-mentioned attributes to relieve these limitations. In this algorithm, the Delaunay triangulation is first utilized in combination with particle swarm optimization (PSO to adaptively obtain objects with similar spatial attributes. An improved density-based clustering strategy is then adopted to detect clusters with similar non-spatial time series attribute values and time series attribute trends. The effectiveness and efficiency of the DTSC algorithm are validated by experiments on simulated datasets and real applications. The results indicate that the proposed DTSC algorithm effectively detects time series clusters with arbitrary shapes and similar attributes and densities while considering noises.
A prediction method based on wavelet transform and multiple models fusion for chaotic time series
International Nuclear Information System (INIS)
Zhongda, Tian; Shujiang, Li; Yanhong, Wang; Yi, Sha
2017-01-01
In order to improve the prediction accuracy of chaotic time series, a prediction method based on wavelet transform and multiple models fusion is proposed. The chaotic time series is decomposed and reconstructed by wavelet transform, and approximate components and detail components are obtained. According to different characteristics of each component, least squares support vector machine (LSSVM) is used as predictive model for approximation components. At the same time, an improved free search algorithm is utilized for predictive model parameters optimization. Auto regressive integrated moving average model (ARIMA) is used as predictive model for detail components. The multiple prediction model predictive values are fusion by Gauss–Markov algorithm, the error variance of predicted results after fusion is less than the single model, the prediction accuracy is improved. The simulation results are compared through two typical chaotic time series include Lorenz time series and Mackey–Glass time series. The simulation results show that the prediction method in this paper has a better prediction.
Estimating Reliability of Disturbances in Satellite Time Series Data Based on Statistical Analysis
Zhou, Z.-G.; Tang, P.; Zhou, M.
2016-06-01
Normally, the status of land cover is inherently dynamic and changing continuously on temporal scale. However, disturbances or abnormal changes of land cover — caused by such as forest fire, flood, deforestation, and plant diseases — occur worldwide at unknown times and locations. Timely detection and characterization of these disturbances is of importance for land cover monitoring. Recently, many time-series-analysis methods have been developed for near real-time or online disturbance detection, using satellite image time series. However, the detection results were only labelled with "Change/ No change" by most of the present methods, while few methods focus on estimating reliability (or confidence level) of the detected disturbances in image time series. To this end, this paper propose a statistical analysis method for estimating reliability of disturbances in new available remote sensing image time series, through analysis of full temporal information laid in time series data. The method consists of three main steps. (1) Segmenting and modelling of historical time series data based on Breaks for Additive Seasonal and Trend (BFAST). (2) Forecasting and detecting disturbances in new time series data. (3) Estimating reliability of each detected disturbance using statistical analysis based on Confidence Interval (CI) and Confidence Levels (CL). The method was validated by estimating reliability of disturbance regions caused by a recent severe flooding occurred around the border of Russia and China. Results demonstrated that the method can estimate reliability of disturbances detected in satellite image with estimation error less than 5% and overall accuracy up to 90%.
Permutation entropy analysis based on Gini-Simpson index for financial time series
Jiang, Jun; Shang, Pengjian; Zhang, Zuoquan; Li, Xuemei
2017-11-01
In this paper, a new coefficient is proposed with the objective of quantifying the level of complexity for financial time series. For researching complexity measures from the view of entropy, we propose a new permutation entropy based on Gini-Simpson index (GPE). Logistic map is applied to simulate time series to show the accuracy of the GPE method, and expound the extreme robustness of our GPE by the results of simulated time series. Meanwhile, we compare the effect of the different order of GPE. And then we employ it to US and European and Chinese stock markets in order to reveal the inner mechanism hidden in the original financial time series. After comparison of these results of stock indexes, it can be concluded that the relevance of different stock markets are obvious. To study the complexity features and properties of financial time series, it can provide valuable information for understanding the inner mechanism of financial markets.
A novel water quality data analysis framework based on time-series data mining.
Deng, Weihui; Wang, Guoyin
2017-07-01
The rapid development of time-series data mining provides an emerging method for water resource management research. In this paper, based on the time-series data mining methodology, we propose a novel and general analysis framework for water quality time-series data. It consists of two parts: implementation components and common tasks of time-series data mining in water quality data. In the first part, we propose to granulate the time series into several two-dimensional normal clouds and calculate the similarities in the granulated level. On the basis of the similarity matrix, the similarity search, anomaly detection, and pattern discovery tasks in the water quality time-series instance dataset can be easily implemented in the second part. We present a case study of this analysis framework on weekly Dissolve Oxygen time-series data collected from five monitoring stations on the upper reaches of Yangtze River, China. It discovered the relationship of water quality in the mainstream and tributary as well as the main changing patterns of DO. The experimental results show that the proposed analysis framework is a feasible and efficient method to mine the hidden and valuable knowledge from water quality historical time-series data. Copyright © 2017 Elsevier Ltd. All rights reserved.
A time-series approach for clustering farms based on slaughterhouse health aberration data
Hulsegge, Ina; Greef, de K.H.; Hulsegge, Ina
2018-01-01
A large amount of data is collected routinely in meat inspection in pig slaughterhouses. A time series clustering approach is presented and applied that groups farms based on similar statistical characteristics of meat inspection data over time. A three step characteristic-based clustering approach
A robust anomaly based change detection method for time-series remote sensing images
Shoujing, Yin; Qiao, Wang; Chuanqing, Wu; Xiaoling, Chen; Wandong, Ma; Huiqin, Mao
2014-03-01
Time-series remote sensing images record changes happening on the earth surface, which include not only abnormal changes like human activities and emergencies (e.g. fire, drought, insect pest etc.), but also changes caused by vegetation phenology and climate changes. Yet, challenges occur in analyzing global environment changes and even the internal forces. This paper proposes a robust Anomaly Based Change Detection method (ABCD) for time-series images analysis by detecting abnormal points in data sets, which do not need to follow a normal distribution. With ABCD we can detect when and where changes occur, which is the prerequisite condition of global change studies. ABCD was tested initially with 10-day SPOT VGT NDVI (Normalized Difference Vegetation Index) times series tracking land cover type changes, seasonality and noise, then validated to real data in a large area in Jiangxi, south of China. Initial results show that ABCD can precisely detect spatial and temporal changes from long time series images rapidly.
A robust anomaly based change detection method for time-series remote sensing images
International Nuclear Information System (INIS)
Shoujing, Yin; Qiao, Wang; Chuanqing, Wu; Wandong, Ma; Huiqin, Mao; Xiaoling, Chen
2014-01-01
Time-series remote sensing images record changes happening on the earth surface, which include not only abnormal changes like human activities and emergencies (e.g. fire, drought, insect pest etc.), but also changes caused by vegetation phenology and climate changes. Yet, challenges occur in analyzing global environment changes and even the internal forces. This paper proposes a robust Anomaly Based Change Detection method (ABCD) for time-series images analysis by detecting abnormal points in data sets, which do not need to follow a normal distribution. With ABCD we can detect when and where changes occur, which is the prerequisite condition of global change studies. ABCD was tested initially with 10-day SPOT VGT NDVI (Normalized Difference Vegetation Index) times series tracking land cover type changes, seasonality and noise, then validated to real data in a large area in Jiangxi, south of China. Initial results show that ABCD can precisely detect spatial and temporal changes from long time series images rapidly
A Gaussian Process Based Online Change Detection Algorithm for Monitoring Periodic Time Series
Energy Technology Data Exchange (ETDEWEB)
Chandola, Varun [ORNL; Vatsavai, Raju [ORNL
2011-01-01
Online time series change detection is a critical component of many monitoring systems, such as space and air-borne remote sensing instruments, cardiac monitors, and network traffic profilers, which continuously analyze observations recorded by sensors. Data collected by such sensors typically has a periodic (seasonal) component. Most existing time series change detection methods are not directly applicable to handle such data, either because they are not designed to handle periodic time series or because they cannot operate in an online mode. We propose an online change detection algorithm which can handle periodic time series. The algorithm uses a Gaussian process based non-parametric time series prediction model and monitors the difference between the predictions and actual observations within a statistically principled control chart framework to identify changes. A key challenge in using Gaussian process in an online mode is the need to solve a large system of equations involving the associated covariance matrix which grows with every time step. The proposed algorithm exploits the special structure of the covariance matrix and can analyze a time series of length T in O(T^2) time while maintaining a O(T) memory footprint, compared to O(T^4) time and O(T^2) memory requirement of standard matrix manipulation methods. We experimentally demonstrate the superiority of the proposed algorithm over several existing time series change detection algorithms on a set of synthetic and real time series. Finally, we illustrate the effectiveness of the proposed algorithm for identifying land use land cover changes using Normalized Difference Vegetation Index (NDVI) data collected for an agricultural region in Iowa state, USA. Our algorithm is able to detect different types of changes in a NDVI validation data set (with ~80% accuracy) which occur due to crop type changes as well as disruptive changes (e.g., natural disasters).
Real-time GPS Satellite Clock Error Prediction Based On No-stationary Time Series Model
Wang, Q.; Xu, G.; Wang, F.
2009-04-01
Analysis Centers of the IGS provide precise satellite ephemeris for GPS data post-processing. The accuracy of orbit products is better than 5cm, and that of the satellite clock errors (SCE) approaches 0.1ns (igscb.jpl.nasa.gov), which can meet with the requirements of precise point positioning (PPP). Due to the 13 day-latency of the IGS final products, only the broadcast ephemeris and IGS ultra rapid products (predicted) are applicable for real time PPP (RT-PPP). Therefore, development of an approach to estimate high precise GPS SCE in real time is of particular importance for RT-PPP. Many studies have been carried out for forecasting the corrections using models, such as Linear Model (LM), Quadratic Polynomial Model (QPM), Quadratic Polynomial Model with Cyclic corrected Terms (QPM+CT), Grey Model (GM) and Kalman Filter Model (KFM), etc. However, the precisions of these models are generally in nanosecond level. The purpose of this study is to develop a method using which SCE forecasting for RT-PPP can be reached with a precision of sub-nanosecond. Analysis of the last 8 years IGS SCE data shown that predicted precision depend on the stability of the individual satellite clock. The clocks of the most recent GPS satellites (BLOCK IIR and BLOCK IIR-M) are more stable than that of the former GPS satellites (BLOCK IIA). For the stable satellite clock, the next 6 hours SCE can be easily predict with LM. The residuals of unstable satellite clocks are periodic ones with noise components. Dominant periods of residuals are found by using Fourier Transform and Spectrum Analysis. For the rest part of the residuals, an auto-regression model is used to determine their systematic trends. Summarized from this study, a no-stationary time series model can be proposed to predict GPS SCE in real time. This prediction model includes: linear term, cyclic corrected terms and auto-regression term, which are used to represent SCE trend, cyclic parts and rest of the errors, respectively
ESTIMATING RELIABILITY OF DISTURBANCES IN SATELLITE TIME SERIES DATA BASED ON STATISTICAL ANALYSIS
Directory of Open Access Journals (Sweden)
Z.-G. Zhou
2016-06-01
Full Text Available Normally, the status of land cover is inherently dynamic and changing continuously on temporal scale. However, disturbances or abnormal changes of land cover — caused by such as forest fire, flood, deforestation, and plant diseases — occur worldwide at unknown times and locations. Timely detection and characterization of these disturbances is of importance for land cover monitoring. Recently, many time-series-analysis methods have been developed for near real-time or online disturbance detection, using satellite image time series. However, the detection results were only labelled with “Change/ No change” by most of the present methods, while few methods focus on estimating reliability (or confidence level of the detected disturbances in image time series. To this end, this paper propose a statistical analysis method for estimating reliability of disturbances in new available remote sensing image time series, through analysis of full temporal information laid in time series data. The method consists of three main steps. (1 Segmenting and modelling of historical time series data based on Breaks for Additive Seasonal and Trend (BFAST. (2 Forecasting and detecting disturbances in new time series data. (3 Estimating reliability of each detected disturbance using statistical analysis based on Confidence Interval (CI and Confidence Levels (CL. The method was validated by estimating reliability of disturbance regions caused by a recent severe flooding occurred around the border of Russia and China. Results demonstrated that the method can estimate reliability of disturbances detected in satellite image with estimation error less than 5% and overall accuracy up to 90%.
Hayashi, Hideaki; Shibanoki, Taro; Shima, Keisuke; Kurita, Yuichi; Tsuji, Toshio
2015-12-01
This paper proposes a probabilistic neural network (NN) developed on the basis of time-series discriminant component analysis (TSDCA) that can be used to classify high-dimensional time-series patterns. TSDCA involves the compression of high-dimensional time series into a lower dimensional space using a set of orthogonal transformations and the calculation of posterior probabilities based on a continuous-density hidden Markov model with a Gaussian mixture model expressed in the reduced-dimensional space. The analysis can be incorporated into an NN, which is named a time-series discriminant component network (TSDCN), so that parameters of dimensionality reduction and classification can be obtained simultaneously as network coefficients according to a backpropagation through time-based learning algorithm with the Lagrange multiplier method. The TSDCN is considered to enable high-accuracy classification of high-dimensional time-series patterns and to reduce the computation time taken for network training. The validity of the TSDCN is demonstrated for high-dimensional artificial data and electroencephalogram signals in the experiments conducted during the study.
Biomedical time series clustering based on non-negative sparse coding and probabilistic topic model.
Wang, Jin; Liu, Ping; F H She, Mary; Nahavandi, Saeid; Kouzani, Abbas
2013-09-01
Biomedical time series clustering that groups a set of unlabelled temporal signals according to their underlying similarity is very useful for biomedical records management and analysis such as biosignals archiving and diagnosis. In this paper, a new framework for clustering of long-term biomedical time series such as electrocardiography (ECG) and electroencephalography (EEG) signals is proposed. Specifically, local segments extracted from the time series are projected as a combination of a small number of basis elements in a trained dictionary by non-negative sparse coding. A Bag-of-Words (BoW) representation is then constructed by summing up all the sparse coefficients of local segments in a time series. Based on the BoW representation, a probabilistic topic model that was originally developed for text document analysis is extended to discover the underlying similarity of a collection of time series. The underlying similarity of biomedical time series is well captured attributing to the statistic nature of the probabilistic topic model. Experiments on three datasets constructed from publicly available EEG and ECG signals demonstrates that the proposed approach achieves better accuracy than existing state-of-the-art methods, and is insensitive to model parameters such as length of local segments and dictionary size. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.
Energy-Based Wavelet De-Noising of Hydrologic Time Series
Sang, Yan-Fang; Liu, Changming; Wang, Zhonggen; Wen, Jun; Shang, Lunyu
2014-01-01
De-noising is a substantial issue in hydrologic time series analysis, but it is a difficult task due to the defect of methods. In this paper an energy-based wavelet de-noising method was proposed. It is to remove noise by comparing energy distribution of series with the background energy distribution, which is established from Monte-Carlo test. Differing from wavelet threshold de-noising (WTD) method with the basis of wavelet coefficient thresholding, the proposed method is based on energy distribution of series. It can distinguish noise from deterministic components in series, and uncertainty of de-noising result can be quantitatively estimated using proper confidence interval, but WTD method cannot do this. Analysis of both synthetic and observed series verified the comparable power of the proposed method and WTD, but de-noising process by the former is more easily operable. The results also indicate the influences of three key factors (wavelet choice, decomposition level choice and noise content) on wavelet de-noising. Wavelet should be carefully chosen when using the proposed method. The suitable decomposition level for wavelet de-noising should correspond to series' deterministic sub-signal which has the smallest temporal scale. If too much noise is included in a series, accurate de-noising result cannot be obtained by the proposed method or WTD, but the series would show pure random but not autocorrelation characters, so de-noising is no longer needed. PMID:25360533
Multifractal analysis of visibility graph-based Ito-related connectivity time series.
Czechowski, Zbigniew; Lovallo, Michele; Telesca, Luciano
2016-02-01
In this study, we investigate multifractal properties of connectivity time series resulting from the visibility graph applied to normally distributed time series generated by the Ito equations with multiplicative power-law noise. We show that multifractality of the connectivity time series (i.e., the series of numbers of links outgoing any node) increases with the exponent of the power-law noise. The multifractality of the connectivity time series could be due to the width of connectivity degree distribution that can be related to the exit time of the associated Ito time series. Furthermore, the connectivity time series are characterized by persistence, although the original Ito time series are random; this is due to the procedure of visibility graph that, connecting the values of the time series, generates persistence but destroys most of the nonlinear correlations. Moreover, the visibility graph is sensitive for detecting wide "depressions" in input time series.
Research on power grid loss prediction model based on Granger causality property of time series
Energy Technology Data Exchange (ETDEWEB)
Wang, J. [North China Electric Power Univ., Beijing (China); State Grid Corp., Beijing (China); Yan, W.P.; Yuan, J. [North China Electric Power Univ., Beijing (China); Xu, H.M.; Wang, X.L. [State Grid Information and Telecommunications Corp., Beijing (China)
2009-03-11
This paper described a method of predicting power transmission line losses using the Granger causality property of time series. The stable property of the time series was investigated using unit root tests. The Granger causality relationship between line losses and other variables was then determined. Granger-caused time series were then used to create the following 3 prediction models: (1) a model based on line loss binomials that used electricity sales to predict variables, (2) a model that considered both power sales and grid capacity, and (3) a model based on autoregressive distributed lag (ARDL) approaches that incorporated both power sales and the square of power sales as variables. A case study of data from China's electric power grid between 1980 and 2008 was used to evaluate model performance. Results of the study showed that the model error rates ranged between 2.7 and 3.9 percent. 6 refs., 3 tabs., 1 fig.
Fluctuation complexity of agent-based financial time series model by stochastic Potts system
Hong, Weijia; Wang, Jun
2015-03-01
Financial market is a complex evolved dynamic system with high volatilities and noises, and the modeling and analyzing of financial time series are regarded as the rather challenging tasks in financial research. In this work, by applying the Potts dynamic system, a random agent-based financial time series model is developed in an attempt to uncover the empirical laws in finance, where the Potts model is introduced to imitate the trading interactions among the investing agents. Based on the computer simulation in conjunction with the statistical analysis and the nonlinear analysis, we present numerical research to investigate the fluctuation behaviors of the proposed time series model. Furthermore, in order to get a robust conclusion, we consider the daily returns of Shanghai Composite Index and Shenzhen Component Index, and the comparison analysis of return behaviors between the simulation data and the actual data is exhibited.
DEFF Research Database (Denmark)
Moskowitz, Tobias J.; Ooi, Yao Hua; Heje Pedersen, Lasse
2012-01-01
We document significant “time series momentum” in equity index, currency, commodity, and bond futures for each of the 58 liquid instruments we consider. We find persistence in returns for one to 12 months that partially reverses over longer horizons, consistent with sentiment theories of initial...... under-reaction and delayed over-reaction. A diversified portfolio of time series momentum strategies across all asset classes delivers substantial abnormal returns with little exposure to standard asset pricing factors and performs best during extreme markets. Examining the trading activities...... of speculators and hedgers, we find that speculators profit from time series momentum at the expense of hedgers....
National Research Council Canada - National Science Library
Adler, Robert
1997-01-01
We describe how to take a stable, ARMA, time series through the various stages of model identification, parameter estimation, and diagnostic checking, and accompany the discussion with a goodly number...
Multivariate Time Series Search
National Aeronautics and Space Administration — Multivariate Time-Series (MTS) are ubiquitous, and are generated in areas as disparate as sensor recordings in aerospace systems, music and video streams, medical...
DEFF Research Database (Denmark)
Hisdal, H.; Holmqvist, E.; Hyvärinen, V.
Awareness that emission of greenhouse gases will raise the global temperature and change the climate has led to studies trying to identify such changes in long-term climate and hydrologic time series. This report, written by the......Awareness that emission of greenhouse gases will raise the global temperature and change the climate has led to studies trying to identify such changes in long-term climate and hydrologic time series. This report, written by the...
New prediction of chaotic time series based on local Lyapunov exponent
International Nuclear Information System (INIS)
Zhang Yong
2013-01-01
A new method of predicting chaotic time series is presented based on a local Lyapunov exponent, by quantitatively measuring the exponential rate of separation or attraction of two infinitely close trajectories in state space. After reconstructing state space from one-dimensional chaotic time series, neighboring multiple-state vectors of the predicting point are selected to deduce the prediction formula by using the definition of the local Lyapunov exponent. Numerical simulations are carried out to test its effectiveness and verify its higher precision over two older methods. The effects of the number of referential state vectors and added noise on forecasting accuracy are also studied numerically. (general)
Analysis of financial time series using multiscale entropy based on skewness and kurtosis
Xu, Meng; Shang, Pengjian
2018-01-01
There is a great interest in studying dynamic characteristics of the financial time series of the daily stock closing price in different regions. Multi-scale entropy (MSE) is effective, mainly in quantifying the complexity of time series on different time scales. This paper applies a new method for financial stability from the perspective of MSE based on skewness and kurtosis. To better understand the superior coarse-graining method for the different kinds of stock indexes, we take into account the developmental characteristics of the three continents of Asia, North America and European stock markets. We study the volatility of different financial time series in addition to analyze the similarities and differences of coarsening time series from the perspective of skewness and kurtosis. A kind of corresponding relationship between the entropy value of stock sequences and the degree of stability of financial markets, were observed. The three stocks which have particular characteristics in the eight piece of stock sequences were discussed, finding the fact that it matches the result of applying the MSE method to showing results on a graph. A comparative study is conducted to simulate over synthetic and real world data. Results show that the modified method is more effective to the change of dynamics and has more valuable information. The result is obtained at the same time, finding the results of skewness and kurtosis discrimination is obvious, but also more stable.
International Nuclear Information System (INIS)
Gao Zhong-Ke; Hu Li-Dan; Jin Ning-De
2013-01-01
We generate a directed weighted complex network by a method based on Markov transition probability to represent an experimental two-phase flow. We first systematically carry out gas—liquid two-phase flow experiments for measuring the time series of flow signals. Then we construct directed weighted complex networks from various time series in terms of a network generation method based on Markov transition probability. We find that the generated network inherits the main features of the time series in the network structure. In particular, the networks from time series with different dynamics exhibit distinct topological properties. Finally, we construct two-phase flow directed weighted networks from experimental signals and associate the dynamic behavior of gas-liquid two-phase flow with the topological statistics of the generated networks. The results suggest that the topological statistics of two-phase flow networks allow quantitative characterization of the dynamic flow behavior in the transitions among different gas—liquid flow patterns. (general)
DEFF Research Database (Denmark)
Fischer, Paul; Hilbert, Astrid
2012-01-01
We introduce a platform which supplies an easy-to-handle, interactive, extendable, and fast analysis tool for time series analysis. In contrast to other software suits like Maple, Matlab, or R, which use a command-line-like interface and where the user has to memorize/look-up the appropriate...... commands, our application is select-and-click-driven. It allows to derive many different sequences of deviations for a given time series and to visualize them in different ways in order to judge their expressive power and to reuse the procedure found. For many transformations or model-ts, the user may...... choose between manual and automated parameter selection. The user can dene new transformations and add them to the system. The application contains efficient implementations of advanced and recent techniques for time series analysis including techniques related to extreme value analysis and filtering...
Woodward, Wayne A; Elliott, Alan C
2011-01-01
""There is scarcely a standard technique that the reader will find left out … this book is highly recommended for those requiring a ready introduction to applicable methods in time series and serves as a useful resource for pedagogical purposes.""-International Statistical Review (2014), 82""Current time series theory for practice is well summarized in this book.""-Emmanuel Parzen, Texas A&M University""What an extraordinary range of topics covered, all very insightfully. I like [the authors'] innovations very much, such as the AR factor table.""-David Findley, U.S. Census Bureau (retired)""…
Madsen, Henrik
2007-01-01
""In this book the author gives a detailed account of estimation, identification methodologies for univariate and multivariate stationary time-series models. The interesting aspect of this introductory book is that it contains several real data sets and the author made an effort to explain and motivate the methodology with real data. … this introductory book will be interesting and useful not only to undergraduate students in the UK universities but also to statisticians who are keen to learn time-series techniques and keen to apply them. I have no hesitation in recommending the book.""-Journa
A Method for Oscillation Errors Restriction of SINS Based on Forecasted Time Series
Directory of Open Access Journals (Sweden)
Lin Zhao
2015-07-01
Full Text Available Continuity, real-time, and accuracy are the key technical indexes of evaluating comprehensive performance of a strapdown inertial navigation system (SINS. However, Schuler, Foucault, and Earth periodic oscillation errors significantly cut down the real-time accuracy of SINS. A method for oscillation error restriction of SINS based on forecasted time series is proposed by analyzing the characteristics of periodic oscillation errors. The innovative method gains multiple sets of navigation solutions with different phase delays in virtue of the forecasted time series acquired through the measurement data of the inertial measurement unit (IMU. With the help of curve-fitting based on least square method, the forecasted time series is obtained while distinguishing and removing small angular motion interference in the process of initial alignment. Finally, the periodic oscillation errors are restricted on account of the principle of eliminating the periodic oscillation signal with a half-wave delay by mean value. Simulation and test results show that the method has good performance in restricting the Schuler, Foucault, and Earth oscillation errors of SINS.
A Python-based interface to examine motions in time series of solar images
Campos-Rozo, J. I.; Vargas Domínguez, S.
2017-10-01
Python is considered to be a mature programming language, besides of being widely accepted as an engaging option for scientific analysis in multiple areas, as will be presented in this work for the particular case of solar physics research. SunPy is an open-source library based on Python that has been recently developed to furnish software tools to solar data analysis and visualization. In this work we present a graphical user interface (GUI) based on Python and Qt to effectively compute proper motions for the analysis of time series of solar data. This user-friendly computing interface, that is intended to be incorporated to the Sunpy library, uses a local correlation tracking technique and some extra tools that allows the selection of different parameters to calculate, vizualize and analyze vector velocity fields of solar data, i.e. time series of solar filtergrams and magnetograms.
Intuitionistic Fuzzy Time Series Forecasting Model Based on Intuitionistic Fuzzy Reasoning
Directory of Open Access Journals (Sweden)
Ya’nan Wang
2016-01-01
Full Text Available Fuzzy sets theory cannot describe the data comprehensively, which has greatly limited the objectivity of fuzzy time series in uncertain data forecasting. In this regard, an intuitionistic fuzzy time series forecasting model is built. In the new model, a fuzzy clustering algorithm is used to divide the universe of discourse into unequal intervals, and a more objective technique for ascertaining the membership function and nonmembership function of the intuitionistic fuzzy set is proposed. On these bases, forecast rules based on intuitionistic fuzzy approximate reasoning are established. At last, contrast experiments on the enrollments of the University of Alabama and the Taiwan Stock Exchange Capitalization Weighted Stock Index are carried out. The results show that the new model has a clear advantage of improving the forecast accuracy.
Clustering of financial time series
D'Urso, Pierpaolo; Cappelli, Carmela; Di Lallo, Dario; Massari, Riccardo
2013-05-01
This paper addresses the topic of classifying financial time series in a fuzzy framework proposing two fuzzy clustering models both based on GARCH models. In general clustering of financial time series, due to their peculiar features, needs the definition of suitable distance measures. At this aim, the first fuzzy clustering model exploits the autoregressive representation of GARCH models and employs, in the framework of a partitioning around medoids algorithm, the classical autoregressive metric. The second fuzzy clustering model, also based on partitioning around medoids algorithm, uses the Caiado distance, a Mahalanobis-like distance, based on estimated GARCH parameters and covariances that takes into account the information about the volatility structure of time series. In order to illustrate the merits of the proposed fuzzy approaches an application to the problem of classifying 29 time series of Euro exchange rates against international currencies is presented and discussed, also comparing the fuzzy models with their crisp version.
Zhang, Jian; Yang, Xiao-hua; Chen, Xiao-juan
2015-01-01
Due to nonlinear and multiscale characteristics of temperature time series, a new model called wavelet network model based on multiple criteria decision making (WNMCDM) has been proposed, which combines the advantage of wavelet analysis, multiple criteria decision making, and artificial neural network. One case for forecasting extreme monthly maximum temperature of Miyun Reservoir has been conducted to examine the performance of WNMCDM model. Compared with nearest neighbor bootstrapping regr...
Power Forecasting of Combined Heating and Cooling Systems Based on Chaotic Time Series
Directory of Open Access Journals (Sweden)
Liu Hai
2015-01-01
Full Text Available Theoretic analysis shows that the output power of the distributed generation system is nonlinear and chaotic. And it is coupled with the microenvironment meteorological data. Chaos is an inherent property of nonlinear dynamic system. A predicator of the output power of the distributed generation system is to establish a nonlinear model of the dynamic system based on real time series in the reconstructed phase space. Firstly, chaos should be detected and quantified for the intensive studies of nonlinear systems. If the largest Lyapunov exponent is positive, the dynamical system must be chaotic. Then, the embedding dimension and the delay time are chosen based on the improved C-C method. The attractor of chaotic power time series can be reconstructed based on the embedding dimension and delay time in the phase space. By now, the neural network can be trained based on the training samples, which are observed from the distributed generation system. The neural network model will approximate the curve of output power adequately. Experimental results show that the maximum power point of the distributed generation system will be predicted based on the meteorological data. The system can be controlled effectively based on the prediction.
Ma, Huanfei; Leng, Siyang; Tao, Chenyang; Ying, Xiong; Kurths, Jürgen; Lai, Ying-Cheng; Lin, Wei
2017-07-01
Data-based and model-free accurate identification of intrinsic time delays and directional interactions is an extremely challenging problem in complex dynamical systems and their networks reconstruction. A model-free method with new scores is proposed to be generally capable of detecting single, multiple, and distributed time delays. The method is applicable not only to mutually interacting dynamical variables but also to self-interacting variables in a time-delayed feedback loop. Validation of the method is carried out using physical, biological, and ecological models and real data sets. Especially, applying the method to air pollution data and hospital admission records of cardiovascular diseases in Hong Kong reveals the major air pollutants as a cause of the diseases and, more importantly, it uncovers a hidden time delay (about 30-40 days) in the causal influence that previous studies failed to detect. The proposed method is expected to be universally applicable to ascertaining and quantifying subtle interactions (e.g., causation) in complex systems arising from a broad range of disciplines.
International Nuclear Information System (INIS)
Chai, Soo H.; Lim, Joon S.
2016-01-01
This study presents a forecasting model of cyclical fluctuations of the economy based on the time delay coordinate embedding method. The model uses a neuro-fuzzy network called neural network with weighted fuzzy membership functions (NEWFM). The preprocessed time series of the leading composite index using the time delay coordinate embedding method are used as input data to the NEWFM to forecast the business cycle. A comparative study is conducted using other methods based on wavelet transform and Principal Component Analysis for the performance comparison. The forecasting results are tested using a linear regression analysis to compare the approximation of the input data against the target class, gross domestic product (GDP). The chaos based model captures nonlinear dynamics and interactions within the system, which other two models ignore. The test results demonstrated that chaos based method significantly improved the prediction capability, thereby demonstrating superior performance to the other methods.
Berti, Matteo; Corsini, Alessandro; Franceschini, Silvia; Iannacone, Jean Pascal
2013-04-01
The application of space borne synthetic aperture radar interferometry has progressed, over the last two decades, from the pioneer use of single interferograms for analyzing changes on the earth's surface to the development of advanced multi-interferogram techniques to analyze any sort of natural phenomena which involves movements of the ground. The success of multi-interferograms techniques in the analysis of natural hazards such as landslides and subsidence is widely documented in the scientific literature and demonstrated by the consensus among the end-users. Despite the great potential of this technique, radar interpretation of slope movements is generally based on the sole analysis of average displacement velocities, while the information embraced in multi interferogram time series is often overlooked if not completely neglected. The underuse of PS time series is probably due to the detrimental effect of residual atmospheric errors, which make the PS time series characterized by erratic, irregular fluctuations often difficult to interpret, and also to the difficulty of performing a visual, supervised analysis of the time series for a large dataset. In this work is we present a procedure for automatic classification of PS time series based on a series of statistical characterization tests. The procedure allows to classify the time series into six distinctive target trends (0=uncorrelated; 1=linear; 2=quadratic; 3=bilinear; 4=discontinuous without constant velocity; 5=discontinuous with change in velocity) and retrieve for each trend a series of descriptive parameters which can be efficiently used to characterize the temporal changes of ground motion. The classification algorithms were developed and tested using an ENVISAT datasets available in the frame of EPRS-E project (Extraordinary Plan of Environmental Remote Sensing) of the Italian Ministry of Environment (track "Modena", Northern Apennines). This dataset was generated using standard processing, then the
Burned area detection based on Landsat time series in savannas of southern Burkina Faso
Liu, Jinxiu; Heiskanen, Janne; Maeda, Eduardo Eiji; Pellikka, Petri K. E.
2018-02-01
West African savannas are subject to regular fires, which have impacts on vegetation structure, biodiversity and carbon balance. An efficient and accurate mapping of burned area associated with seasonal fires can greatly benefit decision making in land management. Since coarse resolution burned area products cannot meet the accuracy needed for fire management and climate modelling at local scales, the medium resolution Landsat data is a promising alternative for local scale studies. In this study, we developed an algorithm for continuous monitoring of annual burned areas using Landsat time series. The algorithm is based on burned pixel detection using harmonic model fitting with Landsat time series and breakpoint identification in the time series data. This approach was tested in a savanna area in southern Burkina Faso using 281 images acquired between October 2000 and April 2016. An overall accuracy of 79.2% was obtained with balanced omission and commission errors. This represents a significant improvement in comparison with MODIS burned area product (67.6%), which had more omission errors than commission errors, indicating underestimation of the total burned area. By observing the spatial distribution of burned areas, we found that the Landsat based method misclassified cropland and cloud shadows as burned areas due to the similar spectral response, and MODIS burned area product omitted small and fragmented burned areas. The proposed algorithm is flexible and robust against decreased data availability caused by clouds and Landsat 7 missing lines, therefore having a high potential for being applied in other landscapes in future studies.
A Novel Damage Detection Algorithm using Time-Series Analysis-Based Blind Source Separation
Directory of Open Access Journals (Sweden)
A. Sadhu
2013-01-01
Full Text Available In this paper, a novel damage detection algorithm is developed based on blind source separation in conjunction with time-series analysis. Blind source separation (BSS, is a powerful signal processing tool that is used to identify the modal responses and mode shapes of a vibrating structure using only the knowledge of responses. In the proposed method, BSS is first employed to estimate the modal response using the vibration measurements. Time-series analysis is then performed to characterize the mono-component modal responses and successively the resulting time-series models are utilized for one-step ahead prediction of the modal response. With the occurrence of newer measurements containing the signature of damaged system, a variance-based damage index is used to identify the damage instant. Once the damage instant is identified, the damaged and undamaged modal parameters of the system are estimated in an adaptive fashion. The proposed method solves classical damage detection issues including the identification of damage instant, location as well as the severity of damage. The proposed damage detection algorithm is verified using extensive numerical simulations followed by the full scale study of UCLA Factor building using the measured responses under Parkfield earthquake.
A graph-based approach to detect spatiotemporal dynamics in satellite image time series
Guttler, Fabio; Ienco, Dino; Nin, Jordi; Teisseire, Maguelonne; Poncelet, Pascal
2017-08-01
Enhancing the frequency of satellite acquisitions represents a key issue for Earth Observation community nowadays. Repeated observations are crucial for monitoring purposes, particularly when intra-annual process should be taken into account. Time series of images constitute a valuable source of information in these cases. The goal of this paper is to propose a new methodological framework to automatically detect and extract spatiotemporal information from satellite image time series (SITS). Existing methods dealing with such kind of data are usually classification-oriented and cannot provide information about evolutions and temporal behaviors. In this paper we propose a graph-based strategy that combines object-based image analysis (OBIA) with data mining techniques. Image objects computed at each individual timestamp are connected across the time series and generates a set of evolution graphs. Each evolution graph is associated to a particular area within the study site and stores information about its temporal evolution. Such information can be deeply explored at the evolution graph scale or used to compare the graphs and supply a general picture at the study site scale. We validated our framework on two study sites located in the South of France and involving different types of natural, semi-natural and agricultural areas. The results obtained from a Landsat SITS support the quality of the methodological approach and illustrate how the framework can be employed to extract and characterize spatiotemporal dynamics.
Detrended fluctuation analysis based on higher-order moments of financial time series
Teng, Yue; Shang, Pengjian
2018-01-01
In this paper, a generalized method of detrended fluctuation analysis (DFA) is proposed as a new measure to assess the complexity of a complex dynamical system such as stock market. We extend DFA and local scaling DFA to higher moments such as skewness and kurtosis (labeled SMDFA and KMDFA), so as to investigate the volatility scaling property of financial time series. Simulations are conducted over synthetic and financial data for providing the comparative study. We further report the results of volatility behaviors in three American countries, three Chinese and three European stock markets by using DFA and LSDFA method based on higher moments. They demonstrate the dynamics behaviors of time series in different aspects, which can quantify the changes of complexity for stock market data and provide us with more meaningful information than single exponent. And the results reveal some higher moments volatility and higher moments multiscale volatility details that cannot be obtained using the traditional DFA method.
Wavelet-Based Multi-Scale Entropy Analysis of Complex Rainfall Time Series
Directory of Open Access Journals (Sweden)
Chien-Ming Chou
2011-01-01
Full Text Available This paper presents a novel framework to determine the number of resolution levels in the application of a wavelet transformation to a rainfall time series. The rainfall time series are decomposed using the à trous wavelet transform. Then, multi-scale entropy (MSE analysis that helps to elucidate some hidden characteristics of the original rainfall time series is applied to the decomposed rainfall time series. The analysis shows that the Mann-Kendall (MK rank correlation test of MSE curves of residuals at various resolution levels could determine the number of resolution levels in the wavelet decomposition. The complexity of rainfall time series at four stations on a multi-scale is compared. The results reveal that the suggested number of resolution levels can be obtained using MSE analysis and MK test. The complexity of rainfall time series at various locations can also be analyzed to provide a reference for water resource planning and application.
Research on PM2.5 time series characteristics based on data mining technology
Zhao, Lifang; Jia, Jin
2018-02-01
With the development of data mining technology and the establishment of environmental air quality database, it is necessary to discover the potential correlations and rules by digging the massive environmental air quality information and analyzing the air pollution process. In this paper, we have presented a sequential pattern mining method based on the air quality data and pattern association technology to analyze the PM2.5 time series characteristics. Utilizing the real-time monitoring data of urban air quality in China, the time series rule and variation properties of PM2.5 under different pollution levels are extracted and analyzed. The analysis results show that the time sequence features of the PM2.5 concentration is directly affected by the alteration of the pollution degree. The longest time that PM2.5 remained stable is about 24 hours. As the pollution degree gets severer, the instability time and step ascending time gradually changes from 12-24 hours to 3 hours. The presented method is helpful for the controlling and forecasting of the air quality while saving the measuring costs, which is of great significance for the government regulation and public prevention of the air pollution.
International Nuclear Information System (INIS)
Munoz-Diosdado, A
2005-01-01
We analyzed databases with gait time series of adults and persons with Parkinson, Huntington and amyotrophic lateral sclerosis (ALS) diseases. We obtained the staircase graphs of accumulated events that can be bounded by a straight line whose slope can be used to distinguish between gait time series from healthy and ill persons. The global Hurst exponent of these series do not show tendencies, we intend that this is because some gait time series have monofractal behavior and others have multifractal behavior so they cannot be characterized with a single Hurst exponent. We calculated the multifractal spectra, obtained the spectra width and found that the spectra of the healthy young persons are almost monofractal. The spectra of ill persons are wider than the spectra of healthy persons. In opposition to the interbeat time series where the pathology implies loss of multifractality, in the gait time series the multifractal behavior emerges with the pathology. Data were collected from healthy and ill subjects as they walked in a roughly circular path and they have sensors in both feet, so we have one time series for the left foot and other for the right foot. First, we analyzed these time series separately, and then we compared both results, with direct comparison and with a cross correlation analysis. We tried to find differences in both time series that can be used as indicators of equilibrium problems
An advection-based model to increase the temporal resolution of PIV time series.
Scarano, Fulvio; Moore, Peter
A numerical implementation of the advection equation is proposed to increase the temporal resolution of PIV time series. The method is based on the principle that velocity fluctuations are transported passively, similar to Taylor's hypothesis of frozen turbulence . In the present work, the advection model is extended to unsteady three-dimensional flows. The main objective of the method is that of lowering the requirement on the PIV repetition rate from the Eulerian frequency toward the Lagrangian one. The local trajectory of the fluid parcel is obtained by forward projection of the instantaneous velocity at the preceding time instant and backward projection from the subsequent time step. The trajectories are approximated by the instantaneous streamlines, which yields accurate results when the amplitude of velocity fluctuations is small with respect to the convective motion. The verification is performed with two experiments conducted at temporal resolutions significantly higher than that dictated by Nyquist criterion. The flow past the trailing edge of a NACA0012 airfoil closely approximates frozen turbulence , where the largest ratio between the Lagrangian and Eulerian temporal scales is expected. An order of magnitude reduction of the needed acquisition frequency is demonstrated by the velocity spectra of super-sampled series. The application to three-dimensional data is made with time-resolved tomographic PIV measurements of a transitional jet. Here, the 3D advection equation is implemented to estimate the fluid trajectories. The reduction in the minimum sampling rate by the use of super-sampling in this case is less, due to the fact that vortices occurring in the jet shear layer are not well approximated by sole advection at large time separation. Both cases reveal that the current requirements for time-resolved PIV experiments can be revised when information is poured from space to time . An additional favorable effect is observed by the analysis in the
Item Anomaly Detection Based on Dynamic Partition for Time Series in Recommender Systems.
Gao, Min; Tian, Renli; Wen, Junhao; Xiong, Qingyu; Ling, Bin; Yang, Linda
2015-01-01
In recent years, recommender systems have become an effective method to process information overload. However, recommendation technology still suffers from many problems. One of the problems is shilling attacks-attackers inject spam user profiles to disturb the list of recommendation items. There are two characteristics of all types of shilling attacks: 1) Item abnormality: The rating of target items is always maximum or minimum; and 2) Attack promptness: It takes only a very short period time to inject attack profiles. Some papers have proposed item anomaly detection methods based on these two characteristics, but their detection rate, false alarm rate, and universality need to be further improved. To solve these problems, this paper proposes an item anomaly detection method based on dynamic partitioning for time series. This method first dynamically partitions item-rating time series based on important points. Then, we use chi square distribution (χ2) to detect abnormal intervals. The experimental results on MovieLens 100K and 1M indicate that this approach has a high detection rate and a low false alarm rate and is stable toward different attack models and filler sizes.
Item Anomaly Detection Based on Dynamic Partition for Time Series in Recommender Systems
Gao, Min; Tian, Renli; Wen, Junhao; Xiong, Qingyu; Ling, Bin; Yang, Linda
2015-01-01
In recent years, recommender systems have become an effective method to process information overload. However, recommendation technology still suffers from many problems. One of the problems is shilling attacks-attackers inject spam user profiles to disturb the list of recommendation items. There are two characteristics of all types of shilling attacks: 1) Item abnormality: The rating of target items is always maximum or minimum; and 2) Attack promptness: It takes only a very short period time to inject attack profiles. Some papers have proposed item anomaly detection methods based on these two characteristics, but their detection rate, false alarm rate, and universality need to be further improved. To solve these problems, this paper proposes an item anomaly detection method based on dynamic partitioning for time series. This method first dynamically partitions item-rating time series based on important points. Then, we use chi square distribution (χ2) to detect abnormal intervals. The experimental results on MovieLens 100K and 1M indicate that this approach has a high detection rate and a low false alarm rate and is stable toward different attack models and filler sizes. PMID:26267477
A SPIRAL-BASED DOWNSCALING METHOD FOR GENERATING 30 M TIME SERIES IMAGE DATA
Directory of Open Access Journals (Sweden)
B. Liu
2017-09-01
Full Text Available The spatial detail and updating frequency of land cover data are important factors influencing land surface dynamic monitoring applications in high spatial resolution scale. However, the fragmentized patches and seasonal variable of some land cover types (e. g. small crop field, wetland make it labor-intensive and difficult in the generation of land cover data. Utilizing the high spatial resolution multi-temporal image data is a possible solution. Unfortunately, the spatial and temporal resolution of available remote sensing data like Landsat or MODIS datasets can hardly satisfy the minimum mapping unit and frequency of current land cover mapping / updating at the same time. The generation of high resolution time series may be a compromise to cover the shortage in land cover updating process. One of popular way is to downscale multi-temporal MODIS data with other high spatial resolution auxiliary data like Landsat. But the usual manner of downscaling pixel based on a window may lead to the underdetermined problem in heterogeneous area, result in the uncertainty of some high spatial resolution pixels. Therefore, the downscaled multi-temporal data can hardly reach high spatial resolution as Landsat data. A spiral based method was introduced to downscale low spatial and high temporal resolution image data to high spatial and high temporal resolution image data. By the way of searching the similar pixels around the adjacent region based on the spiral, the pixel set was made up in the adjacent region pixel by pixel. The underdetermined problem is prevented to a large extent from solving the linear system when adopting the pixel set constructed. With the help of ordinary least squares, the method inverted the endmember values of linear system. The high spatial resolution image was reconstructed on the basis of high spatial resolution class map and the endmember values band by band. Then, the high spatial resolution time series was formed with these
Are we in a bubble? A simple time-series-based diagnostic
Ph.H.B.F. Franses (Philip Hans)
2013-01-01
textabstractTime series with bubble-like patterns display an unbalance between growth and acceleration, in the sense that growth in the upswing is “too fast” and then there is a collapse. In fact, such time series show periods where both the first differences (1-L) and the second differences (1-L)2
Multi-step-prediction of chaotic time series based on co-evolutionary recurrent neural network
International Nuclear Information System (INIS)
Ma Qianli; Zheng Qilun; Peng Hong; Qin Jiangwei; Zhong Tanwei
2008-01-01
This paper proposes a co-evolutionary recurrent neural network (CERNN) for the multi-step-prediction of chaotic time series, it estimates the proper parameters of phase space reconstruction and optimizes the structure of recurrent neural networks by co-evolutionary strategy. The searching space was separated into two subspaces and the individuals are trained in a parallel computational procedure. It can dynamically combine the embedding method with the capability of recurrent neural network to incorporate past experience due to internal recurrence. The effectiveness of CERNN is evaluated by using three benchmark chaotic time series data sets: the Lorenz series, Mackey-Glass series and real-world sun spot series. The simulation results show that CERNN improves the performances of multi-step-prediction of chaotic time series
Advanced data extraction infrastructure: Web based system for management of time series data
International Nuclear Information System (INIS)
Chilingaryan, S; Beglarian, A; Kopmann, A; Voecking, S
2010-01-01
During operation of high energy physics experiments a big amount of slow control data is recorded. It is necessary to examine all collected data checking the integrity and validity of measurements. With growing maturity of AJAX technologies it becomes possible to construct sophisticated interfaces using web technologies only. Our solution for handling time series, generally slow control data, has a modular architecture: backend system for data analysis and preparation, a web service interface for data access and a fast AJAX web display. In order to provide fast interactive access the time series are aggregated over time slices of few predefined lengths. The aggregated values are stored in the temporary caching database and, then, are used to create generalizing data plots. These plots may include indication of data quality and are generated within few hundreds of milliseconds even if very high data rates are involved. The extensible export subsystem provides data in multiple formats including CSV, Excel, ROOT, and TDMS. The search engine can be used to find periods of time where indications of selected sensors are falling into the specified ranges. Utilization of the caching database allows performing most of such lookups within a second. Based on this functionality a web interface facilitating fast (Google-maps style) navigation through the data has been implemented. The solution is at the moment used by several slow control systems at Test Facility for Fusion Magnets (TOSKA) and Karlsruhe Tritium Neutrino (KATRIN).
Advanced data extraction infrastructure: Web based system for management of time series data
Chilingaryan, S.; Beglarian, A.; Kopmann, A.; Vöcking, S.
2010-04-01
During operation of high energy physics experiments a big amount of slow control data is recorded. It is necessary to examine all collected data checking the integrity and validity of measurements. With growing maturity of AJAX technologies it becomes possible to construct sophisticated interfaces using web technologies only. Our solution for handling time series, generally slow control data, has a modular architecture: backend system for data analysis and preparation, a web service interface for data access and a fast AJAX web display. In order to provide fast interactive access the time series are aggregated over time slices of few predefined lengths. The aggregated values are stored in the temporary caching database and, then, are used to create generalizing data plots. These plots may include indication of data quality and are generated within few hundreds of milliseconds even if very high data rates are involved. The extensible export subsystem provides data in multiple formats including CSV, Excel, ROOT, and TDMS. The search engine can be used to find periods of time where indications of selected sensors are falling into the specified ranges. Utilization of the caching database allows performing most of such lookups within a second. Based on this functionality a web interface facilitating fast (Google-maps style) navigation through the data has been implemented. The solution is at the moment used by several slow control systems at Test Facility for Fusion Magnets (TOSKA) and Karlsruhe Tritium Neutrino (KATRIN).
[Winter wheat area estimation with MODIS-NDVI time series based on parcel].
Li, Le; Zhang, Jin-shui; Zhu, Wen-quan; Hu, Tan-gao; Hou, Dong
2011-05-01
Several attributes of MODIS (moderate resolution imaging spectrometer) data, especially the short temporal intervals and the global coverage, provide an extremely efficient way to map cropland and monitor its seasonal change. However, the reliability of their measurement results is challenged because of the limited spatial resolution. The parcel data has clear geo-location and obvious boundary information of cropland. Also, the spectral differences and the complexity of mixed pixels are weak in parcels. All of these make that area estimation based on parcels presents more advantage than on pixels. In the present study, winter wheat area estimation based on MODIS-NDVI time series has been performed with the support of cultivated land parcel in Tongzhou, Beijing. In order to extract the regional winter wheat acreage, multiple regression methods were used to simulate the stable regression relationship between MODIS-NDVI time series data and TM samples in parcels. Through this way, the consistency of the extraction results from MODIS and TM can stably reach up to 96% when the amount of samples accounts for 15% of the whole area. The results shows that the use of parcel data can effectively improve the error in recognition results in MODIS-NDVI based multi-series data caused by the low spatial resolution. Therefore, with combination of moderate and low resolution data, the winter wheat area estimation became available in large-scale region which lacks completed medium resolution images or has images covered with clouds. Meanwhile, it carried out the preliminary experiments for other crop area estimation.
Luo, Yi; Zhang, Tao; Li, Xiao-song
2016-05-01
To explore the application of fuzzy time series model based on fuzzy c-means clustering in forecasting monthly incidence of Hepatitis E in mainland China. Apredictive model (fuzzy time series method based on fuzzy c-means clustering) was developed using Hepatitis E incidence data in mainland China between January 2004 and July 2014. The incidence datafrom August 2014 to November 2014 were used to test the fitness of the predictive model. The forecasting results were compared with those resulted from traditional fuzzy time series models. The fuzzy time series model based on fuzzy c-means clustering had 0.001 1 mean squared error (MSE) of fitting and 6.977 5 x 10⁻⁴ MSE of forecasting, compared with 0.0017 and 0.0014 from the traditional forecasting model. The results indicate that the fuzzy time series model based on fuzzy c-means clustering has a better performance in forecasting incidence of Hepatitis E.
Directory of Open Access Journals (Sweden)
Parneet Paul
2013-02-01
Full Text Available The computer modelling and simulation of wastewater treatment plant and their specific technologies, such as membrane bioreactors (MBRs, are becoming increasingly useful to consultant engineers when designing, upgrading, retrofitting, operating and controlling these plant. This research uses traditional phenomenological mechanistic models based on MBR filtration and biochemical processes to measure the effectiveness of alternative and novel time series models based upon input–output system identification methods. Both model types are calibrated and validated using similar plant layouts and data sets derived for this purpose. Results prove that although both approaches have their advantages, they also have specific disadvantages as well. In conclusion, the MBR plant designer and/or operator who wishes to use good quality, calibrated models to gain a better understanding of their process, should carefully consider which model type is selected based upon on what their initial modelling objectives are. Each situation usually proves unique.
A Time-Series Water Level Forecasting Model Based on Imputation and Variable Selection Method
Directory of Open Access Journals (Sweden)
Jun-He Yang
2017-01-01
Full Text Available Reservoirs are important for households and impact the national economy. This paper proposed a time-series forecasting model based on estimating a missing value followed by variable selection to forecast the reservoir’s water level. This study collected data from the Taiwan Shimen Reservoir as well as daily atmospheric data from 2008 to 2015. The two datasets are concatenated into an integrated dataset based on ordering of the data as a research dataset. The proposed time-series forecasting model summarily has three foci. First, this study uses five imputation methods to directly delete the missing value. Second, we identified the key variable via factor analysis and then deleted the unimportant variables sequentially via the variable selection method. Finally, the proposed model uses a Random Forest to build the forecasting model of the reservoir’s water level. This was done to compare with the listing method under the forecasting error. These experimental results indicate that the Random Forest forecasting model when applied to variable selection with full variables has better forecasting performance than the listing model. In addition, this experiment shows that the proposed variable selection can help determine five forecast methods used here to improve the forecasting capability.
International Nuclear Information System (INIS)
Vajna, Szabolcs; Kertész, János; Tóth, Bálint
2013-01-01
Many human-related activities show power-law decaying interevent time distribution with exponents usually varying between 1 and 2. We study a simple task-queuing model, which produces bursty time series due to the non-trivial dynamics of the task list. The model is characterized by a priority distribution as an input parameter, which describes the choice procedure from the list. We give exact results on the asymptotic behaviour of the model and we show that the interevent time distribution is power-law decaying for any kind of input distributions that remain normalizable in the infinite list limit, with exponents tunable between 1 and 2. The model satisfies a scaling law between the exponents of interevent time distribution (β) and autocorrelation function (α): α + β = 2. This law is general for renewal processes with power-law decaying interevent time distribution. We conclude that slowly decaying autocorrelation function indicates long-range dependence only if the scaling law is violated. (paper)
Directory of Open Access Journals (Sweden)
Wei Chao-Chun
2008-08-01
Full Text Available Abstract Background The status of a disease can be reflected by specific transcriptional profiles resulting from the induction or repression activity of a number of genes. Here, we proposed a time-dependent diagnostic model to predict the treatment effects of interferon and ribavirin to HCV infected patients by using time series microarray gene expression profiles of a published study. Methods In the published study, 33 African-American (AA and 36 Caucasian American (CA patients with chronic HCV genotype 1 infection received pegylated interferon and ribavirin therapy for 28 days. HG-U133A GeneChip containing 22283 probes was used to analyze the global gene expression in peripheral blood mononuclear cells (PBMC of all the patients on day 0 (pretreatment, 1, 2, 7, 14, and 28. According to the decrease of HCV RNA levels on day 28, two categories of responses were defined: good and poor. A voting method based on Student's t test, Wilcoxon test, empirical Bayes test and significance analysis of microarray was used to identify differentially expressed genes. A time-dependent diagnostic model based on C4.5 decision tree was constructed to predict the treatment outcome. This model not only utilized the gene expression profiles before the treatment, but also during the treatment. Leave-one-out cross validation was used to evaluate the performance of the model. Results The model could correctly predict all Caucasian American patients' treatment effects at very early time point. The prediction accuracy of African-American patients achieved 85.7%. In addition, thirty potential biomarkers which may play important roles in response to interferon and ribavirin were identified. Conclusion Our method provides a way of using time series gene expression profiling to predict the treatment effect of pegylated interferon and ribavirin therapy on HCV infected patients. Similar experimental and bioinformatical strategies may be used to improve treatment decisions for
Energy Technology Data Exchange (ETDEWEB)
Zunino, Luciano, E-mail: lucianoz@ciop.unlp.edu.ar [Centro de Investigaciones Ópticas (CONICET La Plata – CIC), C.C. 3, 1897 Gonnet (Argentina); Departamento de Ciencias Básicas, Facultad de Ingeniería, Universidad Nacional de La Plata (UNLP), 1900 La Plata (Argentina); Olivares, Felipe, E-mail: olivaresfe@gmail.com [Instituto de Física, Pontificia Universidad Católica de Valparaíso (PUCV), 23-40025 Valparaíso (Chile); Scholkmann, Felix, E-mail: Felix.Scholkmann@gmail.com [Research Office for Complex Physical and Biological Systems (ROCoS), Mutschellenstr. 179, 8038 Zurich (Switzerland); Biomedical Optics Research Laboratory, Department of Neonatology, University Hospital Zurich, University of Zurich, 8091 Zurich (Switzerland); Rosso, Osvaldo A., E-mail: oarosso@gmail.com [Instituto de Física, Universidade Federal de Alagoas (UFAL), BR 104 Norte km 97, 57072-970, Maceió, Alagoas (Brazil); Instituto Tecnológico de Buenos Aires (ITBA) and CONICET, C1106ACD, Av. Eduardo Madero 399, Ciudad Autónoma de Buenos Aires (Argentina); Complex Systems Group, Facultad de Ingeniería y Ciencias Aplicadas, Universidad de los Andes, Av. Mons. Álvaro del Portillo 12.455, Las Condes, Santiago (Chile)
2017-06-15
A symbolic encoding scheme, based on the ordinal relation between the amplitude of neighboring values of a given data sequence, should be implemented before estimating the permutation entropy. Consequently, equalities in the analyzed signal, i.e. repeated equal values, deserve special attention and treatment. In this work, we carefully study the effect that the presence of equalities has on permutation entropy estimated values when these ties are symbolized, as it is commonly done, according to their order of appearance. On the one hand, the analysis of computer-generated time series is initially developed to understand the incidence of repeated values on permutation entropy estimations in controlled scenarios. The presence of temporal correlations is erroneously concluded when true pseudorandom time series with low amplitude resolutions are considered. On the other hand, the analysis of real-world data is included to illustrate how the presence of a significant number of equal values can give rise to false conclusions regarding the underlying temporal structures in practical contexts. - Highlights: • Impact of repeated values in a signal when estimating permutation entropy is studied. • Numerical and experimental tests are included for characterizing this limitation. • Non-negligible temporal correlations can be spuriously concluded by repeated values. • Data digitized with low amplitude resolutions could be especially affected. • Analysis with shuffled realizations can help to overcome this limitation.
A Virtual Machine Migration Strategy Based on Time Series Workload Prediction Using Cloud Model
Directory of Open Access Journals (Sweden)
Yanbing Liu
2014-01-01
Full Text Available Aimed at resolving the issues of the imbalance of resources and workloads at data centers and the overhead together with the high cost of virtual machine (VM migrations, this paper proposes a new VM migration strategy which is based on the cloud model time series workload prediction algorithm. By setting the upper and lower workload bounds for host machines, forecasting the tendency of their subsequent workloads by creating a workload time series using the cloud model, and stipulating a general VM migration criterion workload-aware migration (WAM, the proposed strategy selects a source host machine, a destination host machine, and a VM on the source host machine carrying out the task of the VM migration. Experimental results and analyses show, through comparison with other peer research works, that the proposed method can effectively avoid VM migrations caused by momentary peak workload values, significantly lower the number of VM migrations, and dynamically reach and maintain a resource and workload balance for virtual machines promoting an improved utilization of resources in the entire data center.
MULTI BAND INSAR ANALYSIS OF SUBSIDENCE DEVELOPMENT BASED ON THE LONG PERIOD TIME SERIES
Directory of Open Access Journals (Sweden)
F. C. Çomut
2015-12-01
Full Text Available The SAR Interferometry (InSAR application has shown great potential in monitoring of land terrain changes and in detection of land deformations such as subsidence. Longer time analysis can lead to understand longer trends and changes. Using different bands of SAR satellite (C- from ERS 1-2 and Envisat, L- from ALOS over the study area, we achieve knowledge of movements in long-term and evaluation of its dynamic changes within observed period of time. Results from InSAR processing fit with the position changes in vertical direction based on GPS network established over the basin as an effective geodetic network. Time series (StaMPS PS+SB of several points over Çumra County in eastern part of Konya City show a general trend of the deformation that is expected to be approximately between -13 to -17 mm/year. Northern part of Karaman is affected by faster subsidence, borders of the subsidence trough were identified from Envisat. Presenting InSAR results together with GIS information about locations and time of occurrence of sudden subsidence, urban/industrial growth in time and climate changes helps in better understanding of the situation. This way, the impact of natural and man-made changes will be shown for urban planning thanks to InSAR and GIS comparisons with hydrogeological modeling. In this study we present results of differential and multitemporal InSAR series using different bands and GIS conjunction associated with seasonal and temporal groundwater level changes in Konya Closed Basin.
Multi Band Insar Analysis of Subsidence Development Based on the Long Period Time Series
Çomut, F. C.; Ustun, A.; Lazecky, M.; Aref, M. M.
2015-12-01
The SAR Interferometry (InSAR) application has shown great potential in monitoring of land terrain changes and in detection of land deformations such as subsidence. Longer time analysis can lead to understand longer trends and changes. Using different bands of SAR satellite (C- from ERS 1-2 and Envisat, L- from ALOS) over the study area, we achieve knowledge of movements in long-term and evaluation of its dynamic changes within observed period of time. Results from InSAR processing fit with the position changes in vertical direction based on GPS network established over the basin as an effective geodetic network. Time series (StaMPS PS+SB) of several points over Çumra County in eastern part of Konya City show a general trend of the deformation that is expected to be approximately between -13 to -17 mm/year. Northern part of Karaman is affected by faster subsidence, borders of the subsidence trough were identified from Envisat. Presenting InSAR results together with GIS information about locations and time of occurrence of sudden subsidence, urban/industrial growth in time and climate changes helps in better understanding of the situation. This way, the impact of natural and man-made changes will be shown for urban planning thanks to InSAR and GIS comparisons with hydrogeological modeling. In this study we present results of differential and multitemporal InSAR series using different bands and GIS conjunction associated with seasonal and temporal groundwater level changes in Konya Closed Basin.
Cost-Sensitive Convolution based Neural Networks for Imbalanced Time-Series Classification
Geng, Yue; Luo, Xinyu
2018-01-01
Some deep convolutional neural networks were proposed for time-series classification and class imbalanced problems. However, those models performed degraded and even failed to recognize the minority class of an imbalanced temporal sequences dataset. Minority samples would bring troubles for temporal deep learning classifiers due to the equal treatments of majority and minority class. Until recently, there were few works applying deep learning on imbalanced time-series classification (ITSC) ta...
Nakada, Tomohiro; Takadama, Keiki; Watanabe, Shigeyoshi
This paper proposes the classification method using Bayesian analytical method to classify the time series data in the international emissions trading market depend on the agent-based simulation and compares the case with Discrete Fourier transform analytical method. The purpose demonstrates the analytical methods mapping time series data such as market price. These analytical methods have revealed the following results: (1) the classification methods indicate the distance of mapping from the time series data, it is easier the understanding and inference than time series data; (2) these methods can analyze the uncertain time series data using the distance via agent-based simulation including stationary process and non-stationary process; and (3) Bayesian analytical method can show the 1% difference description of the emission reduction targets of agent.
Introduction to Time Series Modeling
Kitagawa, Genshiro
2010-01-01
In time series modeling, the behavior of a certain phenomenon is expressed in relation to the past values of itself and other covariates. Since many important phenomena in statistical analysis are actually time series and the identification of conditional distribution of the phenomenon is an essential part of the statistical modeling, it is very important and useful to learn fundamental methods of time series modeling. Illustrating how to build models for time series using basic methods, "Introduction to Time Series Modeling" covers numerous time series models and the various tools f
Global Population Density Grid Time Series Estimates
National Aeronautics and Space Administration — Global Population Density Grid Time Series Estimates provide a back-cast time series of population density grids based on the year 2000 population grid from SEDAC's...
Global Population Count Grid Time Series Estimates
National Aeronautics and Space Administration — Global Population Count Grid Time Series Estimates provide a back-cast time series of population grids based on the year 2000 population grid from SEDAC's Global...
Benchmarking of energy time series
Energy Technology Data Exchange (ETDEWEB)
Williamson, M.A.
1990-04-01
Benchmarking consists of the adjustment of time series data from one source in order to achieve agreement with similar data from a second source. The data from the latter source are referred to as the benchmark(s), and often differ in that they are observed at a lower frequency, represent a higher level of temporal aggregation, and/or are considered to be of greater accuracy. This report provides an extensive survey of benchmarking procedures which have appeared in the statistical literature, and reviews specific benchmarking procedures currently used by the Energy Information Administration (EIA). The literature survey includes a technical summary of the major benchmarking methods and their statistical properties. Factors influencing the choice and application of particular techniques are described and the impact of benchmark accuracy is discussed. EIA applications and procedures are reviewed and evaluated for residential natural gas deliveries series and coal production series. It is found that the current method of adjusting the natural gas series is consistent with the behavior of the series and the methods used in obtaining the initial data. As a result, no change is recommended. For the coal production series, a staged approach based on a first differencing technique is recommended over the current procedure. A comparison of the adjustments produced by the two methods is made for the 1987 Indiana coal production series. 32 refs., 5 figs., 1 tab.
FPGA-Based Stochastic Echo State Networks for Time-Series Forecasting
Directory of Open Access Journals (Sweden)
Miquel L. Alomar
2016-01-01
Full Text Available Hardware implementation of artificial neural networks (ANNs allows exploiting the inherent parallelism of these systems. Nevertheless, they require a large amount of resources in terms of area and power dissipation. Recently, Reservoir Computing (RC has arisen as a strategic technique to design recurrent neural networks (RNNs with simple learning capabilities. In this work, we show a new approach to implement RC systems with digital gates. The proposed method is based on the use of probabilistic computing concepts to reduce the hardware required to implement different arithmetic operations. The result is the development of a highly functional system with low hardware resources. The presented methodology is applied to chaotic time-series forecasting.
Asymmetric asynchrony of financial time series based on asymmetric multiscale cross-sample entropy
Yin, Yi; Shang, Pengjian
2015-03-01
The paper proposes the asymmetric multiscale cross-sample entropy (AMCSE) method and applies it to analyze the financial time series of US, Chinese, and European stock markets. The asynchronies of these time series in USA, China, and Europe all decrease (the correlations increase) with the increase in scale which declares that taking into account bigger time scale to study these financial time series is capable of revealing the intrinsic relations between these stock markets. Meanwhile, we find that there is a crossover between the upwards and the downwards in these AMCSE results, which indicates that when the scale reach a certain value, the asynchronies of the upwards and the downwards for these stock markets are equal and symmetric. But for the other scales, the asynchronies of the upwards and the downwards are different from each other indicating the necessity and importance of multiscale analysis for revealing the most comprehensive information of stock markets. The series with a positive trend have a higher decreasing pace on asynchrony than those with a negative trend, while the asynchrony between the series with a positive or negative trend is lower than that between the original series. Moreover, it is noticeable that there are some small abnormal rises at some abnormal scales. We find that the asynchronies are the highest at scales smaller than 2 when investigating the time series of stock markets with a negative trend. The existences of asymmetries declare the inaccuracy and weakness of multiscale cross-sample entropy, while by comparing the asymmetries of US, Chinese, and European markets, similar conclusions can be drawn and we acquire that the asymmetries of Chinese markets are the smallest and the asymmetries of European markets are the biggest. Thus, it is of great value and benefit to investigate the series with different trends using AMCSE method.
GPS Position Time Series @ JPL
Owen, Susan; Moore, Angelyn; Kedar, Sharon; Liu, Zhen; Webb, Frank; Heflin, Mike; Desai, Shailen
2013-01-01
Different flavors of GPS time series analysis at JPL - Use same GPS Precise Point Positioning Analysis raw time series - Variations in time series analysis/post-processing driven by different users. center dot JPL Global Time Series/Velocities - researchers studying reference frame, combining with VLBI/SLR/DORIS center dot JPL/SOPAC Combined Time Series/Velocities - crustal deformation for tectonic, volcanic, ground water studies center dot ARIA Time Series/Coseismic Data Products - Hazard monitoring and response focused center dot ARIA data system designed to integrate GPS and InSAR - GPS tropospheric delay used for correcting InSAR - Caltech's GIANT time series analysis uses GPS to correct orbital errors in InSAR - Zhen Liu's talking tomorrow on InSAR Time Series analysis
Spatiotemporal Mining of Time-Series Remote Sensing Images Based on Sequential Pattern Mining
Liu, H. C.; He, G. J.; Zhang, X. M.; Jiang, W.; Ling, S. G.
2015-07-01
With the continuous development of satellite techniques, it is now possible to acquire a regular series of images concerning a given geographical zone with both high accuracy and low cost. Research on how best to effectively process huge volumes of observational data obtained on different dates for a specific geographical zone, and to exploit the valuable information regarding land cover contained in these images has received increasing interest from the remote sensing community. In contrast to traditional land cover change measures using pair-wise comparisons that emphasize the compositional or configurational changes between dates, this research focuses on the analysis of the temporal sequence of land cover dynamics, which refers to the succession of land cover types for a given area over more than two observational periods. Using a time series of classified Landsat images, ranging from 2006 to 2011, a sequential pattern mining method was extended to this spatiotemporal context to extract sets of connected pixels sharing similar temporal evolutions. The resultant sequential patterns could be selected (or not) based on the range of support values. These selected patterns were used to explore the spatial compositions and temporal evolutions of land cover change within the study region. Experimental results showed that continuous patterns that represent consistent land cover over time appeared as quite homogeneous zones, which agreed with our domain knowledge. Discontinuous patterns that represent land cover change trajectories were dominated by the transition from vegetation to bare land, especially during 2009-2010. This approach quantified land cover changes in terms of the percentage area affected and mapped the spatial distribution of these changes. Sequential pattern mining has been used for string mining or itemset mining in transactions analysis. The expected novel significance of this study is the generalization of the application of the sequential pattern
A time-series approach for clustering farms based on slaughterhouse health aberration data.
Hulsegge, B; de Greef, K H
2018-05-01
A large amount of data is collected routinely in meat inspection in pig slaughterhouses. A time series clustering approach is presented and applied that groups farms based on similar statistical characteristics of meat inspection data over time. A three step characteristic-based clustering approach was used from the idea that the data contain more info than the incidence figures. A stratified subset containing 511,645 pigs was derived as a study set from 3.5 years of meat inspection data. The monthly averages of incidence of pleuritis and of pneumonia of 44 Dutch farms (delivering 5149 batches to 2 pig slaughterhouses) were subjected to 1) derivation of farm level data characteristics 2) factor analysis and 3) clustering into groups of farms. The characteristic-based clustering was able to cluster farms for both lung aberrations. Three groups of data characteristics were informative, describing incidence, time pattern and degree of autocorrelation. The consistency of clustering similar farms was confirmed by repetition of the analysis in a larger dataset. The robustness of the clustering was tested on a substantially extended dataset. This confirmed the earlier results, three data distribution aspects make up the majority of distinction between groups of farms and in these groups (clusters) the majority of the farms was allocated comparable to the earlier allocation (75% and 62% for pleuritis and pneumonia, respectively). The difference between pleuritis and pneumonia in their seasonal dependency was confirmed, supporting the biological relevance of the clustering. Comparison of the identified clusters of statistically comparable farms can be used to detect farm level risk factors causing the health aberrations beyond comparison on disease incidence and trend alone. Copyright © 2018 Elsevier B.V. All rights reserved.
Fard, Mahtab J; Pandya, Abhilash K; Chinnam, Ratna B; Klein, Michael D; Ellis, R Darin
2017-09-01
Robotic-assisted surgery allows surgeons to perform many types of complex operations with greater precision than is possible with conventional surgery. Despite these advantages, in current systems, a surgeon should communicate with the device directly and manually. To allow the robot to adjust parameters such as camera position, the system needs to know automatically what task the surgeon is performing. A distance-based time series classification framework has been developed which measures dynamic time warping distance between temporal trajectory data of robot arms and classifies surgical tasks and gestures using a k-nearest neighbor algorithm. Results on real robotic surgery data show that the proposed framework outperformed state-of-the-art methods by up to 9% across three tasks and by 8% across gestures. The proposed framework is robust and accurate. Therefore, it can be used to develop adaptive control systems that will be more responsive to surgeons' needs by identifying next movements of the surgeon. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.
A population based time series analysis of asthma hospitalisations in Ontario, Canada: 1988 to 2000
Directory of Open Access Journals (Sweden)
Upshur Ross EG
2001-08-01
Full Text Available Abstract Background Asthma is a common yet incompletely understood health problem associated with a high morbidity burden. A wide variety of seasonally variable environmental stimuli such as viruses and air pollution are believed to influence asthma morbidity. This study set out to examine the seasonal patterns of asthma hospitalisations in relation to age and gender for the province of Ontario over a period of 12 years. Methods A retrospective, population-based study design was used to assess temporal patterns in hospitalisations for asthma from April 1, 1988 to March 31, 2000. Approximately 14 million residents of Ontario eligible for universal healthcare coverage during this time were included for analysis. Time series analyses were conducted on monthly aggregations of hospitalisations. Results There is strong evidence of an autumn peak and summer trough seasonal pattern occurring every year over the 12-year period (Fisher-Kappa (FK = 23.93, p > 0.01; Bartlett Kolmogorov Smirnov (BKS = 0.459, p Conclusions A clear and consistent seasonal pattern was observed in this study for asthma hospitalisations. These findings have important implications for the development of effective management and prevention strategies.
Directory of Open Access Journals (Sweden)
Mihailović Dragutin T.
2015-01-01
Full Text Available We propose novel metrics based on the Kolmogorov complexity for use in complex system behavior studies and time series analysis. We consider the origins of the Kolmogorov complexity and discuss its physical meaning. To get better insights into the nature of complex systems and time series analysis we introduce three novel measures based on the Kolmogorov complexity: (i the Kolmogorov complexity spectrum, (ii the Kolmogorov complexity spectrum highest value and (iii the overall Kolmogorov complexity. The characteristics of these measures have been tested using a generalized logistic equation. Finally, the proposed measures have been applied to different time series originating from: a model output (the biochemical substance exchange in a multi-cell system, four different geophysical phenomena (dynamics of: river flow, long term precipitation, indoor 222Rn concentration and UV radiation dose and the economy (stock price dynamics. The results obtained offer deeper insights into the complexity of system dynamics and time series analysis with the proposed complexity measures.
Mihailović, Dragutin T.; Mimić, Gordan; Nikolić-Djorić, Emilija; Arsenić, Ilija
2015-01-01
We propose novel metrics based on the Kolmogorov complexity for use in complex system behavior studies and time series analysis. We consider the origins of the Kolmogorov complexity and discuss its physical meaning. To get better insights into the nature of complex systems and time series analysis we introduce three novel measures based on the Kolmogorov complexity: (i) the Kolmogorov complexity spectrum, (ii) the Kolmogorov complexity spectrum highest value and (iii) the overall Kolmogorov complexity. The characteristics of these measures have been tested using a generalized logistic equation. Finally, the proposed measures have been applied to different time series originating from: a model output (the biochemical substance exchange in a multi-cell system), four different geophysical phenomena (dynamics of: river flow, long term precipitation, indoor 222Rn concentration and UV radiation dose) and the economy (stock price dynamics). The results obtained offer deeper insights into the complexity of system dynamics and time series analysis with the proposed complexity measures.
Modeling the impact of forecast-based regime switches on macroeconomic time series
K. Bel (Koen); R. Paap (Richard)
2013-01-01
textabstractForecasts of key macroeconomic variables may lead to policy changes of governments, central banks and other economic agents. Policy changes in turn lead to structural changes in macroeconomic time series models. To describe this phenomenon we introduce a logistic smooth transition
A Seasonal Time-Series Model Based on Gene Expression Programming for Predicting Financial Distress
Directory of Open Access Journals (Sweden)
Ching-Hsue Cheng
2018-01-01
Full Text Available The issue of financial distress prediction plays an important and challenging research topic in the financial field. Currently, there have been many methods for predicting firm bankruptcy and financial crisis, including the artificial intelligence and the traditional statistical methods, and the past studies have shown that the prediction result of the artificial intelligence method is better than the traditional statistical method. Financial statements are quarterly reports; hence, the financial crisis of companies is seasonal time-series data, and the attribute data affecting the financial distress of companies is nonlinear and nonstationary time-series data with fluctuations. Therefore, this study employed the nonlinear attribute selection method to build a nonlinear financial distress prediction model: that is, this paper proposed a novel seasonal time-series gene expression programming model for predicting the financial distress of companies. The proposed model has several advantages including the following: (i the proposed model is different from the previous models lacking the concept of time series; (ii the proposed integrated attribute selection method can find the core attributes and reduce high dimensional data; and (iii the proposed model can generate the rules and mathematical formulas of financial distress for providing references to the investors and decision makers. The result shows that the proposed method is better than the listing classifiers under three criteria; hence, the proposed model has competitive advantages in predicting the financial distress of companies.
Time Series Analysis and Forecasting by Example
Bisgaard, Soren
2011-01-01
An intuition-based approach enables you to master time series analysis with ease Time Series Analysis and Forecasting by Example provides the fundamental techniques in time series analysis using various examples. By introducing necessary theory through examples that showcase the discussed topics, the authors successfully help readers develop an intuitive understanding of seemingly complicated time series models and their implications. The book presents methodologies for time series analysis in a simplified, example-based approach. Using graphics, the authors discuss each presented example in
Dash, Y.; Mishra, S. K.; Panigrahi, B. K.
2017-12-01
Prediction of northeast/post monsoon rainfall which occur during October, November and December (OND) over Indian peninsula is a challenging task due to the dynamic nature of uncertain chaotic climate. It is imperative to elucidate this issue by examining performance of different machine leaning (ML) approaches. The prime objective of this research is to compare between a) statistical prediction using historical rainfall observations and global atmosphere-ocean predictors like Sea Surface Temperature (SST) and Sea Level Pressure (SLP) and b) empirical prediction based on a time series analysis of past rainfall data without using any other predictors. Initially, ML techniques have been applied on SST and SLP data (1948-2014) obtained from NCEP/NCAR reanalysis monthly mean provided by the NOAA ESRL PSD. Later, this study investigated the applicability of ML methods using OND rainfall time series for 1948-2014 and forecasted up to 2018. The predicted values of aforementioned methods were verified using observed time series data collected from Indian Institute of Tropical Meteorology and the result revealed good performance of ML algorithms with minimal error scores. Thus, it is found that both statistical and empirical methods are useful for long range climatic projections.
Huang, Xuan; An, Haizhong; Gao, Xiangyun; Hao, Xiaoqing; Liu, Pengpeng
2015-06-01
This study introduces an approach to study the multiscale transmission characteristics of the correlation modes between bivariate time series. The correlation between the bivariate time series fluctuates over time. The transmission among the correlation modes exhibits a multiscale phenomenon, which provides richer information. To investigate the multiscale transmission of the correlation modes, this paper describes a hybrid model integrating wavelet analysis and complex network theory to decompose and reconstruct the original bivariate time series into sequences in a joint time-frequency domain and defined the correlation modes at each time-frequency domain. We chose the crude oil spot and futures prices as the sample data. The empirical results indicate that the main duration of volatility (32-64 days) for the strongly positive correlation between the crude oil spot price and the futures price provides more useful information for investors. Moreover, the weighted degree, weighted indegree and weighted outdegree of the correlation modes follow power-law distributions. The correlation fluctuation strengthens the extent of persistence over the long term, whereas persistence weakens over the short and medium term. The primary correlation modes dominating the transmission process and the major intermediary modes in the transmission process are clustered both in the short and long term.
Interactive Web-based Visualization of Atomic Position-time Series Data
Thapa, S.; Karki, B. B.
2017-12-01
Extracting and interpreting the information contained in large sets of time-varying three dimensional positional data for the constituent atoms of simulated material is a challenging task. We have recently implemented a web-based visualization system to analyze the position-time series data extracted from the local or remote hosts. It involves a pre-processing step for data reduction, which involves skipping uninteresting parts of the data uniformly (at full atomic configuration level) or non-uniformly (at atomic species level or individual atom level). Atomic configuration snapshot is rendered using the ball-stick representation and can be animated by rendering successive configurations. The entire atomic dynamics can be captured as the trajectories by rendering the atomic positions at all time steps together as points. The trajectories can be manipulated at both species and atomic levels so that we can focus on one or more trajectories of interest, and can be also superimposed with the instantaneous atomic structure. The implementation was done using WebGL and Three.js for graphical rendering, HTML5 and Javascript for GUI, and Elasticsearch and JSON for data storage and retrieval within the Grails Framework. We have applied our visualization system to the simulation datatsets for proton-bearing forsterite (Mg2SiO4) - an abundant mineral of Earths upper mantle. Visualization reveals that protons (hydrogen ions) incorporated as interstitials are much more mobile than protons substituting the host Mg and Si cation sites. The proton diffusion appears to be anisotropic with high mobility along the x-direction, showing limited discrete jumps in other two directions.
Wavelet based correlation coefficient of time series of Saudi Meteorological Data
International Nuclear Information System (INIS)
Rehman, S.; Siddiqi, A.H.
2009-01-01
In this paper, wavelet concepts are used to study a correlation between pairs of time series of meteorological parameters such as pressure, temperature, rainfall, relative humidity and wind speed. The study utilized the daily average values of meteorological parameters of nine meteorological stations of Saudi Arabia located at different strategic locations. The data used in this study cover a period of 16 years between 1990 and 2005. Besides obtaining wavelet spectra, we also computed the wavelet correlation coefficients between two same parameters from two different locations and show that strong correlation or strong anti-correlation depends on scale. The cross-correlation coefficients of meteorological parameters between two stations were also calculated using statistical function. For coastal to costal pair of stations, pressure time series was found to be strongly correlated. In general, the temperature data were found to be strongly correlated for all pairs of stations and the rainfall data the least.
Long-term Soil Moisture Time Series Analyses based on Active Microwave Backscatter Measurements
Wagner, W.; Reimer, C.; Bauer-Marschallinger, B.; Enenkel, M.; Hahn, S.; Melzer, T.; Naeimi, V.; Paulik, C.; Dorigo, W.
2015-04-01
Active microwave sensors operating at lower microwave frequencies in the range from 1 to 10 GHz provide backscatter measurements that are sensitive to the moisture content of the soil. Thanks to a series of European C-band (5.3 GHz) scatterometers, which were first flown on board of the European Remote Sensing satellites ERS-1 and ERS-2, and later on board of MetOp-A and MetOp -B, we are now in the possession of a long-term soil moisture time series starting in 1991. The creation of globally consistent long-term soil moisture time series is a challenging task. The TU-Wien soil moisture algorithm is adopted to tackle these challenges. In this paper we present two methodologies that were developed to ensure radiometric stability of the European C-band scatterometers. The objective of sensor intra-calibration is to monitor and correct for radiometric instabilities within one scatterometer mission, while sensor inter-calibration aims to remove radiometric differences across several missions. In addition, a novel vegetation modelling approach is presented that enables the estimation of vegetation parameters for each day across several years to account for yearly to longer-term changes in vegetation phenology and land cover.
Stochastic Simulation and Forecast of Hydrologic Time Series Based on Probabilistic Chaos Expansion
Li, Z.; Ghaith, M.
2017-12-01
Hydrological processes are characterized by many complex features, such as nonlinearity, dynamics and uncertainty. How to quantify and address such complexities and uncertainties has been a challenging task for water engineers and managers for decades. To support robust uncertainty analysis, an innovative approach for the stochastic simulation and forecast of hydrologic time series is developed is this study. Probabilistic Chaos Expansions (PCEs) are established through probabilistic collocation to tackle uncertainties associated with the parameters of traditional hydrological models. The uncertainties are quantified in model outputs as Hermite polynomials with regard to standard normal random variables. Sequentially, multivariate analysis techniques are used to analyze the complex nonlinear relationships between meteorological inputs (e.g., temperature, precipitation, evapotranspiration, etc.) and the coefficients of the Hermite polynomials. With the established relationships between model inputs and PCE coefficients, forecasts of hydrologic time series can be generated and the uncertainties in the future time series can be further tackled. The proposed approach is demonstrated using a case study in China and is compared to a traditional stochastic simulation technique, the Markov-Chain Monte-Carlo (MCMC) method. Results show that the proposed approach can serve as a reliable proxy to complicated hydrological models. It can provide probabilistic forecasting in a more computationally efficient manner, compared to the traditional MCMC method. This work provides technical support for addressing uncertainties associated with hydrological modeling and for enhancing the reliability of hydrological modeling results. Applications of the developed approach can be extended to many other complicated geophysical and environmental modeling systems to support the associated uncertainty quantification and risk analysis.
Directory of Open Access Journals (Sweden)
Francisco Javier Duque-Pintor
2016-09-01
Full Text Available The occurrence of outliers in real-world phenomena is quite usual. If these anomalous data are not properly treated, unreliable models can be generated. Many approaches in the literature are focused on a posteriori detection of outliers. However, a new methodology to a priori predict the occurrence of such data is proposed here. Thus, the main goal of this work is to predict the occurrence of outliers in time series, by using, for the first time, imbalanced classification techniques. In this sense, the problem of forecasting outlying data has been transformed into a binary classification problem, in which the positive class represents the occurrence of outliers. Given that the number of outliers is much lower than the number of common values, the resultant classification problem is imbalanced. To create training and test sets, robust statistical methods have been used to detect outliers in both sets. Once the outliers have been detected, the instances of the dataset are labeled accordingly. Namely, if any of the samples composing the next instance are detected as an outlier, the label is set to one. As a study case, the methodology has been tested on electricity demand time series in the Spanish electricity market, in which most of the outliers were properly forecast.
Time Series Model of Wind Speed for Multi Wind Turbines based on Mixed Copula
Directory of Open Access Journals (Sweden)
Nie Dan
2016-01-01
Full Text Available Because wind power is intermittent, random and so on, large scale grid will directly affect the safe and stable operation of power grid. In order to make a quantitative study on the characteristics of the wind speed of wind turbine, the wind speed time series model of the multi wind turbine generator is constructed by using the mixed Copula-ARMA function in this paper, and a numerical example is also given. The research results show that the model can effectively predict the wind speed, ensure the efficient operation of the wind turbine, and provide theoretical basis for the stability of wind power grid connected operation.
A Time Series Forecasting Method
Directory of Open Access Journals (Sweden)
Wang Zhao-Yu
2017-01-01
Full Text Available This paper proposes a novel time series forecasting method based on a weighted self-constructing clustering technique. The weighted self-constructing clustering processes all the data patterns incrementally. If a data pattern is not similar enough to an existing cluster, it forms a new cluster of its own. However, if a data pattern is similar enough to an existing cluster, it is removed from the cluster it currently belongs to and added to the most similar cluster. During the clustering process, weights are learned for each cluster. Given a series of time-stamped data up to time t, we divide it into a set of training patterns. By using the weighted self-constructing clustering, the training patterns are grouped into a set of clusters. To estimate the value at time t + 1, we find the k nearest neighbors of the input pattern and use these k neighbors to decide the estimation. Experimental results are shown to demonstrate the effectiveness of the proposed approach.
Complex dynamic behaviors of oriented percolation-based financial time series and Hang Seng index
International Nuclear Information System (INIS)
Niu, Hongli; Wang, Jun
2013-01-01
Highlights: • We develop a financial time series model by two-dimensional oriented percolation system. • We investigate the statistical behaviors of returns for HSI and the financial model by chaos-exploring methods. • We forecast the phase point of reconstructed phase space by RBF neural network. -- Abstract: We develop a financial price model by the two-dimensional oriented (directed) percolation system. The oriented percolation model is a directed variant of ordinary (isotropic) percolation, and it is applied to describe the fluctuations of stock prices. In this work, we assume that the price fluctuations result from the participants’ investment attitudes toward the market, and we investigate the information spreading among the traders and the corresponding effect on the price fluctuations. We study the complex dynamic behaviors of return time series of the model by using the multiaspect chaos-exploring methods. And we also explore the corresponding behaviors of the actual market index (Hang Seng Index) for comparison. Further, we introduce the radial basic function (RBF) neural network to train and forecast the phase point of reconstructed phase space
Wavelet-based multifractal analysis on a time series of solar activity and PDO climate index
Maruyama, Fumio; Kai, Kenji; Morimoto, Hiroshi
2017-09-01
There is increasing interest in finding the relation between solar activity and climate change. In general, fractal properties may be observed in the time series of the dynamics of complex systems, such as solar activity and climate. This study investigates the relations among solar activity, geomagnetic activity, and climatic regime shift by performing a multifractal analysis. To investigate the change in multifractality, we apply a wavelet transform to time series. The change in fractality of the sunspot number (SSN) correlates closely with that of the solar polar field strength. For the SSN and solar polar field strength, a weak multifractality or monofractality is present at the maximum SSN, minimum SSN, and maximum solar polar field strength. A strong multifractality is present two years before the maximum SSN. The climatic regime shift occurs when the SSN increases and the disturbance of the geomagnetic activity is large. At the climatic regime shift, the changes in the fractality of the Pacific Decadal Oscillation (PDO) index and changes in that of the solar activity indices corresponded with each other. From the fractals point of view, we clarify the relations among solar activity, geomagnetic activity, and climatic regime shift. The formation of the magnetic field of the sunspots is correlated with the solar polar field strength. The solar activity seems to influence the climatic regime shift. These findings will contribute to investigating the relation between solar activity and climate change.
Directory of Open Access Journals (Sweden)
Rui Xue
2015-01-01
Full Text Available Although bus passenger demand prediction has attracted increased attention during recent years, limited research has been conducted in the context of short-term passenger demand forecasting. This paper proposes an interactive multiple model (IMM filter algorithm-based model to predict short-term passenger demand. After aggregated in 15 min interval, passenger demand data collected from a busy bus route over four months were used to generate time series. Considering that passenger demand exhibits various characteristics in different time scales, three time series were developed, named weekly, daily, and 15 min time series. After the correlation, periodicity, and stationarity analyses, time series models were constructed. Particularly, the heteroscedasticity of time series was explored to achieve better prediction performance. Finally, IMM filter algorithm was applied to combine individual forecasting models with dynamically predicted passenger demand for next interval. Different error indices were adopted for the analyses of individual and hybrid models. The performance comparison indicates that hybrid model forecasts are superior to individual ones in accuracy. Findings of this study are of theoretical and practical significance in bus scheduling.
Event-sequence time series analysis in ground-based gamma-ray astronomy
International Nuclear Information System (INIS)
Barres de Almeida, U.; Chadwick, P.; Daniel, M.; Nolan, S.; McComb, L.
2008-01-01
The recent, extreme episodes of variability detected from Blazars by the leading atmospheric Cerenkov experiments motivate the development and application of specialized statistical techniques that enable the study of this rich data set to its furthest extent. The identification of the shortest variability timescales supported by the data and the actual variability structure observed in the light curves of these sources are some of the fundamental aspects being studied, that answers can bring new developments on the understanding of the physics of these objects and on the mechanisms of production of VHE gamma-rays in the Universe. Some of our efforts in studying the time variability of VHE sources involve the application of dynamic programming algorithms to the problem of detecting change-points in a Poisson sequence. In this particular paper we concentrate on the more primary issue of the applicability of counting statistics to the analysis of time-series on VHE gamma-ray astronomy.
Retrieval of aerosol optical depth over land based on a time series technique using MSG/SEVIRI data
Mei, L.; Xue, Y.; Leeuw, G. de; Holzer-Popp, T.; Guang, J.; Li, Y.; Yang, L.; Xu, H.; Xu, X.; Li, C.; Wang, Y.; Wu, C.; Hou, T.; He, X.; Liu, J.; Dong, J.; Chen, Z.
2012-01-01
A novel approach for the joint retrieval of aerosol optical depth (AOD) and aerosol type, using Meteosat Second Generation-Spinning Enhanced Visible and Infrared Imagers (MSG/SEVIRI) observations in two solar channels, is presented. The retrieval is based on a Time Series (TS) technique, which makes
Durbin, J.; Koopman, S.J.M.
1998-01-01
The analysis of non-Gaussian time series using state space models is considered from both classical and Bayesian perspectives. The treatment in both cases is based on simulation using importance sampling and antithetic variables; Monte Carlo Markov chain methods are not employed. Non-Gaussian
Forecasting Cryptocurrencies Financial Time Series
DEFF Research Database (Denmark)
Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco
2018-01-01
This paper studies the predictability of cryptocurrencies time series. We compare several alternative univariate and multivariate models in point and density forecasting of four of the most capitalized series: Bitcoin, Litecoin, Ripple and Ethereum. We apply a set of crypto–predictors and rely...
Models for dependent time series
Tunnicliffe Wilson, Granville; Haywood, John
2015-01-01
Models for Dependent Time Series addresses the issues that arise and the methodology that can be applied when the dependence between time series is described and modeled. Whether you work in the economic, physical, or life sciences, the book shows you how to draw meaningful, applicable, and statistically valid conclusions from multivariate (or vector) time series data.The first four chapters discuss the two main pillars of the subject that have been developed over the last 60 years: vector autoregressive modeling and multivariate spectral analysis. These chapters provide the foundational mater
Time series with tailored nonlinearities
Räth, C.; Laut, I.
2015-10-01
It is demonstrated how to generate time series with tailored nonlinearities by inducing well-defined constraints on the Fourier phases. Correlations between the phase information of adjacent phases and (static and dynamic) measures of nonlinearities are established and their origin is explained. By applying a set of simple constraints on the phases of an originally linear and uncorrelated Gaussian time series, the observed scaling behavior of the intensity distribution of empirical time series can be reproduced. The power law character of the intensity distributions being typical for, e.g., turbulence and financial data can thus be explained in terms of phase correlations.
Blonski, Slawomir; Peterson, Craig
2006-01-01
Observations of icebergs are identified as one of the requirements for the GEOSS (Global Earth Observation System of Systems) in the area of reducing loss of life and property from natural and human-induced disasters. However, iceberg observations are not included among targets in the GEOSS 10-Year Implementation Plan, and thus there is an unfulfilled need for iceberg detection and tracking in the near future. Large Antarctic icebergs have been tracked by the National Ice Center and by the academic community using a variety of satellite sensors including both passive and active microwave imagers, such as SSM/I (Special Sensor Microwave/Imager) deployed on the DMSP (Defense Meteorological Satellite Program) spacecraft. Improvements provided in recent years by NASA and non-NASA satellite radars, scatterometers, and radiometers resulted in an increased number of observed icebergs and even prompted a question: Is The Number of Antarctic Icebergs Really Increasing? [D.G. Long, J. Ballantyne, and C. Bertoia, Eos, Transactions of the American Geophysical Union 83 (42): 469 & 474, 15 October 2002]. AMSR-E (Advanced Microwave Scanning Radiometer for the Earth Observing System) represents an improvement over SSM/I, its predecessor. AMSR-E has more measurement channels and higher spatial resolution than SSM/I. For example, the instantaneous field of view of the AMSR-E s 89-GHz channels is 6 km by 4 km versus 16 km by 14 km for SSM/I s comparable 85-GHz channels. AMSR-E, deployed on the Aqua satellite, scans across a 1450-km swath and provides brightness temperature measurements with nearglobal coverage every one or two days. In polar regions, overlapping swaths generate coverage up to multiple times per day and allow for creation of image time series with high temporal resolution. Despite these advantages, only incidental usage of AMSR-E data for iceberg tracking has been reported so far, none in an operational environment. Therefore, an experiment was undertaken in the RPC
Blonski, S.; Peterson, C. A.
2006-12-01
Observations of icebergs are identified as one of the requirements for the GEOSS (Global Earth Observation System of Systems) in the area of reducing loss of life and property from natural and human-induced disasters. However, iceberg observations are not included among targets in the GEOSS 10-Year Implementation Plan, and thus there is an unfulfilled need for iceberg detection and tracking in the near future. Large Antarctic icebergs have been tracked by the National Ice Center and by the academic community using a variety of satellite sensors including both passive and active microwave imagers, such as SSM/I (Special Sensor Microwave/Imager) deployed on the DMSP (Defense Meteorological Satellite Program) spacecraft. Improvements provided in recent years by NASA and non-NASA satellite radars, scatterometers, and radiometers resulted in an increased number of observed icebergs and even prompted a question: `Is The Number of Antarctic Icebergs Really Increasing?' [D.G. Long, J. Ballantyne, and C. Bertoia, Eos, AGU Transactions 83(42):469&474, 15 October 2002]. AMSR-E (Advanced Microwave Scanning Radiometer for the Earth Observing System) represents an improvement over SSM/I, its predecessor. AMSR-E has more measurement channels and higher spatial resolution than SSM/I. For example, the instantaneous field of view of the AMSR-E's 89-GHz channels is 6 km by 4 km versus 16 km by 14 km for SSM/I's comparable 85-GHz channels. AMSR-E, deployed on the Aqua satellite, scans across a 1450-km swath and provides brightness temperature measurements with near-global coverage every one or two days. In polar regions, overlapping swaths generate coverage up to multiple times per day and allow for creation of image time series with high temporal resolution. Despite these advantages, only incidental usage of AMSR-E data for iceberg tracking has been reported so far, none in an operational environment. Therefore, an experiment was undertaken in the RPC (Rapid Prototyping Capability
Investigation on Law and Economics Based on Complex Network and Time Series Analysis
Yang, Jian; Qu, Zhao; Chang, Hui
2015-01-01
The research focuses on the cooperative relationship and the strategy tendency among three mutually interactive parties in financing: small enterprises, commercial banks and micro-credit companies. Complex network theory and time series analysis were applied to figure out the quantitative evidence. Moreover, this paper built up a fundamental model describing the particular interaction among them through evolutionary game. Combining the results of data analysis and current situation, it is justifiable to put forward reasonable legislative recommendations for regulations on lending activities among small enterprises, commercial banks and micro-credit companies. The approach in this research provides a framework for constructing mathematical models and applying econometrics and evolutionary game in the issue of corporation financing. PMID:26076460
Investigation on Law and Economics Based on Complex Network and Time Series Analysis.
Yang, Jian; Qu, Zhao; Chang, Hui
2015-01-01
The research focuses on the cooperative relationship and the strategy tendency among three mutually interactive parties in financing: small enterprises, commercial banks and micro-credit companies. Complex network theory and time series analysis were applied to figure out the quantitative evidence. Moreover, this paper built up a fundamental model describing the particular interaction among them through evolutionary game. Combining the results of data analysis and current situation, it is justifiable to put forward reasonable legislative recommendations for regulations on lending activities among small enterprises, commercial banks and micro-credit companies. The approach in this research provides a framework for constructing mathematical models and applying econometrics and evolutionary game in the issue of corporation financing.
Investigation on Law and Economics Based on Complex Network and Time Series Analysis.
Directory of Open Access Journals (Sweden)
Jian Yang
Full Text Available The research focuses on the cooperative relationship and the strategy tendency among three mutually interactive parties in financing: small enterprises, commercial banks and micro-credit companies. Complex network theory and time series analysis were applied to figure out the quantitative evidence. Moreover, this paper built up a fundamental model describing the particular interaction among them through evolutionary game. Combining the results of data analysis and current situation, it is justifiable to put forward reasonable legislative recommendations for regulations on lending activities among small enterprises, commercial banks and micro-credit companies. The approach in this research provides a framework for constructing mathematical models and applying econometrics and evolutionary game in the issue of corporation financing.
Monitoring rubber plantation expansion using Landsat data time series and a Shapelet-based approach
Ye, Su; Rogan, John; Sangermano, Florencia
2018-02-01
The expansion of tree plantations in tropical forests for commercial rubber cultivation threatens biodiversity which may affect ecosystem services, and hinders ecosystem productivity, causing net carbon emission. Numerous studies refer to the challenge of reliably distinguishing rubber plantations from natural forest, using satellite data, due to their similar spectral signatures, even when phenology is incorporated into an analysis. This study presents a novel approach for monitoring the establishment and expansion of rubber plantations in Seima Protection Forest (SPF), Cambodia (1995-2015), by detecting and analyzing the 'shapelet' structure in a Landsat-NDVI time series. This paper introduces a new classification procedure consisting of two steps: (1) an exhaustive-searching algorithm to detect shapelets that represent a period for relatively low NDVI values within an image time series; and (2) a t-test used to determine if NDVI values of detected shapelets are significantly different than their non-shapelet trend, thereby indicating the presence of rubber plantations. Using this approach, historical rubber plantation events were mapped over the twenty-year timespan. The shapelet algorithm produced two types of information: (1) year of rubber plantation establishment; and (2) pre-conversion land-cover type (i.e., agriculture, or natural forest). The overall accuracy of the rubber plantation map for the year of 2015 was 89%. The multi-temporal map products reveal that more than half of the rubber planting activity (57%) took place in 2010 and 2011, following the granting of numerous rubber concessions two years prior. Seventy-three percent of the rubber plantations were converted from natural forest and twenty-three percent were established on non-forest land-cover. The shapelet approach developed here can be used reliably to improve our understanding of the expansion of rubber production beyond Seima Protection Forest of Cambodia, and likely elsewhere in the
Time series analysis time series analysis methods and applications
Rao, Tata Subba; Rao, C R
2012-01-01
The field of statistics not only affects all areas of scientific activity, but also many other matters such as public policy. It is branching rapidly into so many different subjects that a series of handbooks is the only way of comprehensively presenting the various aspects of statistical methodology, applications, and recent developments. The Handbook of Statistics is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with Volume 30 dealing with time series. The series is addressed to the entire community of statisticians and scientists in various disciplines who use statistical methodology in their work. At the same time, special emphasis is placed on applications-oriented techniques, with the applied statistician in mind as the primary audience. Comprehensively presents the various aspects of statistical methodology Discusses a wide variety of diverse applications and recent developments Contributors are internationally renowened experts in their respect...
Permutation entropy analysis of financial time series based on Hill's diversity number
Zhang, Yali; Shang, Pengjian
2017-12-01
In this paper the permutation entropy based on Hill's diversity number (Nn,r) is introduced as a new way to assess the complexity of a complex dynamical system such as stock market. We test the performance of this method with simulated data. Results show that Nn,r with appropriate parameters is more sensitive to the change of system and describes the trends of complex systems clearly. In addition, we research the stock closing price series from different data that consist of six indices: three US stock indices and three Chinese stock indices during different periods, Nn,r can quantify the changes of complexity for stock market data. Moreover, we get richer information from Nn,r, and obtain some properties about the differences between the US and Chinese stock indices.
Short-term pollution forecasts based on linear and nonlinear methods of time series analysis
Russo, A.; Trigo, R. M.
2012-04-01
Urban air pollution is a complex mixture of toxic components, which may induce acute and chronic responses from sensitive groups, such as children and people with previous heart and respiratory insufficiencies. However, air pollution, presents a highly chaotic and non-linear behavior. In this work we analyzed several pollutants time series recorded in the urban area of Lisbon (Portugal) for the 2002-2006 period. Linear and nonlinear methods were applied in order to assess NO2, PM10 and O3 main trends and fluctuations and finally, to produce daily forecasts of the referred pollutants. Here we evaluate the potential of linear and non-linear neural networks (NN) to produce short-term forecasts, and also the contribution of meteorological variables (daily mean temperature, radiation, wind speed and direction, boundary layer height, humidity) to pollutants dispersion. Additionally, we assess the role of large-scale circulation patterns, usually referred as Weather types (WT) (from the ERA40/ECMWF and ECMWF SLP database) towards the occurrence of critical pollution events identified previously. The presence and importance of trends and fluctuation is addressed by means of two modelling approaches: (1) raw data modelling; (2) residuals modelling (after the removal of the trends from the original data). The relative importance of two periodic components, the weekly and the monthly cycles, is addressed. For the three pollutants, the approach based on the removal of the weekly cycle presents the best results, comparatively to the removal of the monthly cycle or to the use of the raw data. The best predictors are chosen independently for each monitoring station and pollutant through an objective procedure (backward stepwise regression). The analysis reveals that the most significant variables in predicting NO2 concentration are several NO2 measures, wind direction and speed and global radiation, while for O3 correspond to several O3 measures, O3 precursors and WT
Laib, Mohamed; Telesca, Luciano; Kanevski, Mikhail
2018-02-01
In this paper, we study the periodic fluctuations of connectivity density time series of a wind speed-monitoring network in Switzerland. By using the correlogram-based robust periodogram annual periodic oscillations were found in the correlation-based network. The intensity of such annual periodic oscillations is larger for lower correlation thresholds and smaller for higher. The annual periodicity in the connectivity density seems reasonably consistent with the seasonal meteo-climatic cycle.
Directory of Open Access Journals (Sweden)
David Frantz
2016-03-01
Full Text Available Spatio-temporal information on process-based forest loss is essential for a wide range of applications. Despite remote sensing being the only feasible means of monitoring forest change at regional or greater scales, there is no retrospectively available remote sensor that meets the demand of monitoring forests with the required spatial detail and guaranteed high temporal frequency. As an alternative, we employed the Spatial and Temporal Adaptive Reflectance Fusion Model (STARFM to produce a dense synthetic time series by fusing Landsat and Moderate Resolution Imaging Spectroradiometer (MODIS nadir Bidirectional Reflectance Distribution Function (BRDF adjusted reflectance. Forest loss was detected by applying a multi-temporal disturbance detection approach implementing a Disturbance Index-based detection strategy. The detection thresholds were permutated with random numbers for the normal distribution in order to generate a multi-dimensional threshold confidence area. As a result, a more robust parameterization and a spatially more coherent detection could be achieved. (i The original Landsat time series; (ii synthetic time series; and a (iii combined hybrid approach were used to identify the timing and extent of disturbances. The identified clearings in the Landsat detection were verified using an annual woodland clearing dataset from Queensland’s Statewide Landcover and Trees Study. Disturbances caused by stand-replacing events were successfully identified. The increased temporal resolution of the synthetic time series indicated promising additional information on disturbance timing. The results of the hybrid detection unified the benefits of both approaches, i.e., the spatial quality and general accuracy of the Landsat detection and the increased temporal information of synthetic time series. Results indicated that a temporal improvement in the detection of the disturbance date could be achieved relative to the irregularly spaced Landsat
Directory of Open Access Journals (Sweden)
Hao Yu
2018-01-01
Full Text Available This study introduces a data-driven modeling strategy for smart grid power quality (PQ coupling assessment based on time series pattern matching to quantify the influence of single and integrated disturbance among nodes in different pollution patterns. Periodic and random PQ patterns are constructed by using multidimensional frequency-domain decomposition for all disturbances. A multidimensional piecewise linear representation based on local extreme points is proposed to extract the patterns features of single and integrated disturbance in consideration of disturbance variation trend and severity. A feature distance of pattern (FDP is developed to implement pattern matching on univariate PQ time series (UPQTS and multivariate PQ time series (MPQTS to quantify the influence of single and integrated disturbance among nodes in the pollution patterns. Case studies on a 14-bus distribution system are performed and analyzed; the accuracy and applicability of the FDP in the smart grid PQ coupling assessment are verified by comparing with other time series pattern matching methods.
Harris, T.; Schafer, R.; Hulslander, D.; O'Connor, A. S.; Wolfe, J.
2014-12-01
With the increasing diversity and long temporal record of satellite-based Earth imagery, we have new opportunities to better understand and predict Earth surface processes and activities. Satellite-based imagery is an increasingly important resource for analyzing changes in vegetation and land use, as well as monitoring the evolution of hazards and environmental conditions. A key requirement for exploitation of this imagery is visualization and extraction of multimodal data over space and time. Analysis of this imagery requires four primary components: 1) Assignment of acquisition time, spatial reference, and parameter descriptions, 2) Preprocessing including radiometric calibration, generation of derived parameters such as NDVI, and normalization to a common spatial grid, 3) Cataloging and access for discovering and extracting data through space, parameter, and time, and 4) Visualization techniques including animation, parameter-time, space-time, and space-frequency plots. Using ENVI, we will demonstrate how Landsat, MODIS, and Suomi NPP VIIRS data products can be prepared and visualized for exploring the evolution of processes and activities. Visual animation through a temporal stack of imagery is used to quickly understand trends in urban growth, vegetation, and land use. After exploring the temporal stack of images, spatio-temporal and periodic relationships are visualized using space-time and space-frequency representations of the data. Satellite-based imagery is a primary source of data for understanding global changes over time. To understand processes and activities, it is now increasingly important for data exploitation tools such as ENVI to easily extract data from multiple satellite-based sensors and visualize this multimodal data in both space and time.
Modeling Financial Time Series Based on a Market Microstructure Model with Leverage Effect
Directory of Open Access Journals (Sweden)
Yanhui Xi
2016-01-01
Full Text Available The basic market microstructure model specifies that the price/return innovation and the volatility innovation are independent Gaussian white noise processes. However, the financial leverage effect has been found to be statistically significant in many financial time series. In this paper, a novel market microstructure model with leverage effects is proposed. The model specification assumed a negative correlation in the errors between the price/return innovation and the volatility innovation. With the new representations, a theoretical explanation of leverage effect is provided. Simulated data and daily stock market indices (Shanghai composite index, Shenzhen component index, and Standard and Poor’s 500 Composite index via Bayesian Markov Chain Monte Carlo (MCMC method are used to estimate the leverage market microstructure model. The results verify the effectiveness of the model and its estimation approach proposed in the paper and also indicate that the stock markets have strong leverage effects. Compared with the classical leverage stochastic volatility (SV model in terms of DIC (Deviance Information Criterion, the leverage market microstructure model fits the data better.
Stochastic models for time series
Doukhan, Paul
2018-01-01
This book presents essential tools for modelling non-linear time series. The first part of the book describes the main standard tools of probability and statistics that directly apply to the time series context to obtain a wide range of modelling possibilities. Functional estimation and bootstrap are discussed, and stationarity is reviewed. The second part describes a number of tools from Gaussian chaos and proposes a tour of linear time series models. It goes on to address nonlinearity from polynomial or chaotic models for which explicit expansions are available, then turns to Markov and non-Markov linear models and discusses Bernoulli shifts time series models. Finally, the volume focuses on the limit theory, starting with the ergodic theorem, which is seen as the first step for statistics of time series. It defines the distributional range to obtain generic tools for limit theory under long or short-range dependences (LRD/SRD) and explains examples of LRD behaviours. More general techniques (central limit ...
Ward-Garrison, Christian; Markstrom, Steven L.; Hay, Lauren E.
2009-01-01
The U.S. Geological Survey Downsizer is a computer application that selects, downloads, verifies, and formats station-based time-series data for environmental-resource models, particularly the Precipitation-Runoff Modeling System. Downsizer implements the client-server software architecture. The client presents a map-based, graphical user interface that is intuitive to modelers; the server provides streamflow and climate time-series data from over 40,000 measurement stations across the United States. This report is the Downsizer user's manual and provides (1) an overview of the software design, (2) installation instructions, (3) a description of the graphical user interface, (4) a description of selected output files, and (5) troubleshooting information.
Applied time series analysis and innovative computing
Ao, Sio-Iong
2010-01-01
This text is a systematic, state-of-the-art introduction to the use of innovative computing paradigms as an investigative tool for applications in time series analysis. It includes frontier case studies based on recent research.
Time Series UAV Image-Based Point Clouds for Landslide Progression Evaluation Applications.
Al-Rawabdeh, Abdulla; Moussa, Adel; Foroutan, Marzieh; El-Sheimy, Naser; Habib, Ayman
2017-10-18
Landslides are major and constantly changing threats to urban landscapes and infrastructure. It is essential to detect and capture landslide changes regularly. Traditional methods for monitoring landslides are time-consuming, costly, dangerous, and the quality and quantity of the data is sometimes unable to meet the necessary requirements of geotechnical projects. This motivates the development of more automatic and efficient remote sensing approaches for landslide progression evaluation. Automatic change detection involving low-altitude unmanned aerial vehicle image-based point clouds, although proven, is relatively unexplored, and little research has been done in terms of accounting for volumetric changes. In this study, a methodology for automatically deriving change displacement rates, in a horizontal direction based on comparisons between extracted landslide scarps from multiple time periods, has been developed. Compared with the iterative closest projected point (ICPP) registration method, the developed method takes full advantage of automated geometric measuring, leading to fast processing. The proposed approach easily processes a large number of images from different epochs and enables the creation of registered image-based point clouds without the use of extensive ground control point information or further processing such as interpretation and image correlation. The produced results are promising for use in the field of landslide research.
Marufuzzaman, M; Reaz, M B I; Ali, M A M; Rahman, L F
2015-01-01
The goal of smart homes is to create an intelligent environment adapting the inhabitants need and assisting the person who needs special care and safety in their daily life. This can be reached by collecting the ADL (activities of daily living) data and further analysis within existing computing elements. In this research, a very recent algorithm named sequence prediction via enhanced episode discovery (SPEED) is modified and in order to improve accuracy time component is included. The modified SPEED or M-SPEED is a sequence prediction algorithm, which modified the previous SPEED algorithm by using time duration of appliance's ON-OFF states to decide the next state. M-SPEED discovered periodic episodes of inhabitant behavior, trained it with learned episodes, and made decisions based on the obtained knowledge. The results showed that M-SPEED achieves 96.8% prediction accuracy, which is better than other time prediction algorithms like PUBS, ALZ with temporal rules and the previous SPEED. Since human behavior shows natural temporal patterns, duration times can be used to predict future events more accurately. This inhabitant activity prediction system will certainly improve the smart homes by ensuring safety and better care for elderly and handicapped people.
Underwater Noise Modeling and Direction-Finding Based on Heteroscedastic Time Series
Directory of Open Access Journals (Sweden)
Kamarei Mahmoud
2007-01-01
Full Text Available We propose a new method for practical non-Gaussian and nonstationary underwater noise modeling. This model is very useful for passive sonar in shallow waters. In this application, measurement of additive noise in natural environment and exhibits shows that noise can sometimes be significantly non-Gaussian and a time-varying feature especially in the variance. Therefore, signal processing algorithms such as direction-finding that is optimized for Gaussian noise may degrade significantly in this environment. Generalized autoregressive conditional heteroscedasticity (GARCH models are suitable for heavy tailed PDFs and time-varying variances of stochastic process. We use a more realistic GARCH-based noise model in the maximum-likelihood approach for the estimation of direction-of-arrivals (DOAs of impinging sources onto a linear array, and demonstrate using measured noise that this approach is feasible for the additive noise and direction finding in an underwater environment.
DEFF Research Database (Denmark)
Nielsen, Allan Aasbjerg; Conradsen, Knut; Skriver, Henning
2017-01-01
Based on an omnibus likelihood ratio test statistic for the equality of several variance-covariance matrices following the complex Wishart distribution and a factorization of this test statistic with associated p-values, change analysis in a time series of multilook polarimetric SAR data...... in the covariance matrix representation is carried out. The omnibus test statistic and its factorization detect if and when change occurs. Using airborne EMISAR and spaceborne RADARSAT-2 data this paper focuses on change detection based on the p-values, on visualization of change at pixel as well as segment level......, and on computer software....
The Potential of Time Series Based Earth Observation for the Monitoring of Large River Deltas
Kuenzer, C.; Leinenkugel, P.; Huth, J.; Ottinger, M.; Renaud, F.; Foufoula-Georgiou, E.; Vo Khac, T.; Trinh Thi, L.; Dech, S.; Koch, P.; Le Tissier, M.
2015-12-01
Although river deltas only contribute 5% to the overall land surface, nearly six hundred million people live in these complex social-ecological environments, which combine a variety of appealing locational advantages. In many countries deltas provide the major national contribution to agricultural and industrial production. At the same time these already very dynamic environments are exposed to a variety of threats, including the disturbance and replacement of valuable ecosystems, increasing water, soil, and air pollution, human induced land subsidence, sea level rise, as well upstream developments impacting water and sediment supplies. A constant monitoring of delta systems is thus of utmost relevance for understanding past and current land surface change and anticipating possible future developments. We present the potential of Earth Observation based analyses and derived novel information products that can play a key role in this context. Along with the current trend of opening up numerous satellite data archives go increasing capabilities to explore big data. Whereas in past decades remote sensing data were analysed based on the spectral-reflectance-defined 'finger print' of individual surfaces, we mainly exploit the 'temporal fingerprints' of our land surface in novel pathways of data analyses at differing spatial-, and temporally-dense scales. Following our results on an Earth Observation based characterization of large deltas globally, we present in depth results from the Mekong Delta in Vietnam, the Yellow River Delta in China, the Niger Delta in Nigeria, as well as additional deltas, focussing on the assessment of river delta flood and inundation dynamics, river delta coastline dynamics, delta morphology dynamics including the quantification of erosion and accretion processes, river delta land use change and trends, as well as the monitoring of compliance to environmental regulations.
Lenoir, Guillaume; Crucifix, Michel
2018-03-01
Geophysical time series are sometimes sampled irregularly along the time axis. The situation is particularly frequent in palaeoclimatology. Yet, there is so far no general framework for handling the continuous wavelet transform when the time sampling is irregular. Here we provide such a framework. To this end, we define the scalogram as the continuous-wavelet-transform equivalent of the extended Lomb-Scargle periodogram defined in Part 1 of this study (Lenoir and Crucifix, 2018). The signal being analysed is modelled as the sum of a locally periodic component in the time-frequency plane, a polynomial trend, and a background noise. The mother wavelet adopted here is the Morlet wavelet classically used in geophysical applications. The background noise model is a stationary Gaussian continuous autoregressive-moving-average (CARMA) process, which is more general than the traditional Gaussian white and red noise processes. The scalogram is smoothed by averaging over neighbouring times in order to reduce its variance. The Shannon-Nyquist exclusion zone is however defined as the area corrupted by local aliasing issues. The local amplitude in the time-frequency plane is then estimated with least-squares methods. We also derive an approximate formula linking the squared amplitude and the scalogram. Based on this property, we define a new analysis tool: the weighted smoothed scalogram, which we recommend for most analyses. The estimated signal amplitude also gives access to band and ridge filtering. Finally, we design a test of significance for the weighted smoothed scalogram against the stationary Gaussian CARMA background noise, and provide algorithms for computing confidence levels, either analytically or with Monte Carlo Markov chain methods. All the analysis tools presented in this article are available to the reader in the Python package WAVEPAL.
Toledo, B A; Chian, A C-L; Rempel, E L; Miranda, R A; Muñoz, P R; Valdivia, J A
2013-02-01
We study general multifractal properties of tidal gauge and long-wave time series which show a well defined transition between two states, as is the case of sea level when a tsunami arrives. We adopt a method based on discrete wavelets, called wavelet leaders, which has been successfully used in a wide range of applications from image analysis to biomedical signals. First, we analyze an empirical time series of tidal gauge from the tsunami event of 27 February 2010 in Chile. Then, we study a numerical solution of the driven-damped regularized long-wave equation (RLWE) which displays on-off intermittency. Both time series are characterized by a sudden change between two sharply distinct dynamical states. Our analysis suggests a correspondence between the pre- and post-tsunami states (ocean background) and the on state in the RLWE, and also between the tsunami state (disturbed ocean) and the off state in the RLWE. A qualitative similarity in their singularity spectra is observed, and since the RLWE is used to model shallow water dynamics, this result could imply an underlying dynamical similarity.
Simulating multivariate time series using flocking
Schruben, Lee W.; Singham, Dashi I.
2010-01-01
Refereed Conference Paper Notions from agent based modeling (ABM) can be used to simulate multivariate time series. An example is given using the ABM concept of flocking, which models the behaviors of birds (called boids) in a flock. A multivariate time series is mapped into the coordinates of a bounded orthotope. This represents the flight path of a boid. Other boids are generated that flock around this data boid. The coordinates of these new boids are mapped back to simulate replicates o...
Directory of Open Access Journals (Sweden)
Norbert A. Agana
2018-02-01
Full Text Available Drought is a stochastic natural feature that arises due to intense and persistent shortage of precipitation. Its impact is mostly manifested as agricultural and hydrological droughts following an initial meteorological phenomenon. Drought prediction is essential because it can aid in the preparedness and impact-related management of its effects. This study considers the drought forecasting problem by developing a hybrid predictive model using a denoised empirical mode decomposition (EMD and a deep belief network (DBN. The proposed method first decomposes the data into several intrinsic mode functions (IMFs using EMD, and a reconstruction of the original data is obtained by considering only relevant IMFs. Detrended fluctuation analysis (DFA was applied to each IMF to determine the threshold for robust denoising performance. Based on their scaling exponents, irrelevant intrinsic mode functions are identified and suppressed. The proposed method was applied to predict different time scale drought indices across the Colorado River basin using a standardized streamflow index (SSI as the drought index. The results obtained using the proposed method was compared with standard methods such as multilayer perceptron (MLP and support vector regression (SVR. The proposed hybrid model showed improvement in prediction accuracy, especially for multi-step ahead predictions.
International Nuclear Information System (INIS)
Chou, Jui-Sheng; Ngo, Ngoc-Tri
2016-01-01
Highlights: • This study develops a novel time-series sliding window forecast system. • The system integrates metaheuristics, machine learning and time-series models. • Site experiment of smart grid infrastructure is installed to retrieve real-time data. • The proposed system accurately predicts energy consumption in residential buildings. • The forecasting system can help users minimize their electricity usage. - Abstract: Smart grids are a promising solution to the rapidly growing power demand because they can considerably increase building energy efficiency. This study developed a novel time-series sliding window metaheuristic optimization-based machine learning system for predicting real-time building energy consumption data collected by a smart grid. The proposed system integrates a seasonal autoregressive integrated moving average (SARIMA) model and metaheuristic firefly algorithm-based least squares support vector regression (MetaFA-LSSVR) model. Specifically, the proposed system fits the SARIMA model to linear data components in the first stage, and the MetaFA-LSSVR model captures nonlinear data components in the second stage. Real-time data retrieved from an experimental smart grid installed in a building were used to evaluate the efficacy and effectiveness of the proposed system. A k-week sliding window approach is proposed for employing historical data as input for the novel time-series forecasting system. The prediction system yielded high and reliable accuracy rates in 1-day-ahead predictions of building energy consumption, with a total error rate of 1.181% and mean absolute error of 0.026 kW h. Notably, the system demonstrates an improved accuracy rate in the range of 36.8–113.2% relative to those of the linear forecasting model (i.e., SARIMA) and nonlinear forecasting models (i.e., LSSVR and MetaFA-LSSVR). Therefore, end users can further apply the forecasted information to enhance efficiency of energy usage in their buildings, especially
Directory of Open Access Journals (Sweden)
Beatriz Bellón
2017-06-01
Full Text Available In response to the need for generic remote sensing tools to support large-scale agricultural monitoring, we present a new approach for regional-scale mapping of agricultural land-use systems (ALUS based on object-based Normalized Difference Vegetation Index (NDVI time series analysis. The approach consists of two main steps. First, to obtain relatively homogeneous land units in terms of phenological patterns, a principal component analysis (PCA is applied to an annual MODIS NDVI time series, and an automatic segmentation is performed on the resulting high-order principal component images. Second, the resulting land units are classified into the crop agriculture domain or the livestock domain based on their land-cover characteristics. The crop agriculture domain land units are further classified into different cropping systems based on the correspondence of their NDVI temporal profiles with the phenological patterns associated with the cropping systems of the study area. A map of the main ALUS of the Brazilian state of Tocantins was produced for the 2013–2014 growing season with the new approach, and a significant coherence was observed between the spatial distribution of the cropping systems in the final ALUS map and in a reference map extracted from the official agricultural statistics of the Brazilian Institute of Geography and Statistics (IBGE. This study shows the potential of remote sensing techniques to provide valuable baseline spatial information for supporting agricultural monitoring and for large-scale land-use systems analysis.
Element analysis: a wavelet-based method for analysing time-localized events in noisy time series
2017-01-01
A method is derived for the quantitative analysis of signals that are composed of superpositions of isolated, time-localized ‘events’. Here, these events are taken to be well represented as rescaled and phase-rotated versions of generalized Morse wavelets, a broad family of continuous analytic functions. Analysing a signal composed of replicates of such a function using another Morse wavelet allows one to directly estimate the properties of events from the values of the wavelet transform at its own maxima. The distribution of events in general power-law noise is determined in order to establish significance based on an expected false detection rate. Finally, an expression for an event’s ‘region of influence’ within the wavelet transform permits the formation of a criterion for rejecting spurious maxima due to numerical artefacts or other unsuitable events. Signals can then be reconstructed based on a small number of isolated points on the time/scale plane. This method, termed element analysis, is applied to the identification of long-lived eddy structures in ocean currents as observed by along-track measurements of sea surface elevation from satellite altimetry. PMID:28484325
Urbanization and Income Inequality in Post-Reform China: A Causal Analysis Based on Time Series Data
Chen, Guo; Glasmeier, Amy K.; Zhang, Min; Shao, Yang
2016-01-01
This paper investigates the potential causal relationship(s) between China’s urbanization and income inequality since the start of the economic reform. Based on the economic theory of urbanization and income distribution, we analyze the annual time series of China’s urbanization rate and Gini index from 1978 to 2014. The results show that urbanization has an immediate alleviating effect on income inequality, as indicated by the negative relationship between the two time series at the same year (lag = 0). However, urbanization also seems to have a lagged aggravating effect on income inequality, as indicated by positive relationship between urbanization and the Gini index series at lag 1. Although the link between urbanization and income inequality is not surprising, the lagged aggravating effect of urbanization on the Gini index challenges the popular belief that urbanization in post-reform China generally helps reduce income inequality. At deeper levels, our results suggest an urgent need to focus on the social dimension of urbanization as China transitions to the next stage of modernization. Comprehensive social reforms must be prioritized to avoid a long-term economic dichotomy and permanent social segregation. PMID:27433966
Wang, Jun; Zhou, Bi-hua; Zhou, Shu-dao; Sheng, Zheng
2015-01-01
The paper proposes a novel function expression method to forecast chaotic time series, using an improved genetic-simulated annealing (IGSA) algorithm to establish the optimum function expression that describes the behavior of time series. In order to deal with the weakness associated with the genetic algorithm, the proposed algorithm incorporates the simulated annealing operation which has the strong local search ability into the genetic algorithm to enhance the performance of optimization; besides, the fitness function and genetic operators are also improved. Finally, the method is applied to the chaotic time series of Quadratic and Rossler maps for validation. The effect of noise in the chaotic time series is also studied numerically. The numerical results verify that the method can forecast chaotic time series with high precision and effectiveness, and the forecasting precision with certain noise is also satisfactory. It can be concluded that the IGSA algorithm is energy-efficient and superior.
Time averaging, ageing and delay analysis of financial time series
Cherstvy, Andrey G.; Vinod, Deepak; Aghion, Erez; Chechkin, Aleksei V.; Metzler, Ralf
2017-06-01
We introduce three strategies for the analysis of financial time series based on time averaged observables. These comprise the time averaged mean squared displacement (MSD) as well as the ageing and delay time methods for varying fractions of the financial time series. We explore these concepts via statistical analysis of historic time series for several Dow Jones Industrial indices for the period from the 1960s to 2015. Remarkably, we discover a simple universal law for the delay time averaged MSD. The observed features of the financial time series dynamics agree well with our analytical results for the time averaged measurables for geometric Brownian motion, underlying the famed Black-Scholes-Merton model. The concepts we promote here are shown to be useful for financial data analysis and enable one to unveil new universal features of stock market dynamics.
Effect of an evidence-based website on healthcare usage: an interrupted time-series study.
Spoelman, W.A.; Bonten, T.N.; Waal, M.W.M. de; Drenthen, T.; Smeele, I.J.M.; Nielen, M.M.; Chavannes, N.
2016-01-01
Objectives: Healthcare costs and usage are rising. Evidence-based online health information may reduce healthcare usage, but the evidence is scarce. The objective of this study was to determine whether the release of a nationwide evidence-based health website was associated with a reduction in
International Nuclear Information System (INIS)
Homma, Takashi; Akimoto, Keigo; Tomoda, Toshimasa
2012-01-01
This study estimates global time-series consumption-based GHG emissions by region from 1990 to 2005, including both CO 2 and non-CO 2 GHG emissions. Estimations are conducted for the whole economy and for two specific sectors: manufacturing and agriculture. Especially in the agricultural sector, it is important to include non-CO 2 GHG emissions because these are the major emissions present. In most of the regions examined, the improvements in GHG intensities achieved in the manufacturing sector are larger than those in the agricultural sector. Compared with developing regions, most developed regions have consistently larger per-capita consumption-based GHG emissions over the whole economy, as well as higher production-based emissions. In the manufacturing sector, differences calculated by subtracting production-based emissions from consumption-based GHG emissions are determined by the regional economic level while, in the agricultural sector, they are dependent on regional production structures that are determined by international trade competitiveness. In the manufacturing sector, these differences are consistently and increasingly positive for the U.S., EU15 and Japan but negative for developing regions. In the agricultural sector, the differences calculated for the major agricultural importers like Japan and the EU15 are consistently positive while those of exporters like the U.S., Australia and New Zealand are consistently negative. - Highlights: ► We evaluate global time-series production-based and consumption-based GHG emissions. ► We focus on both CO 2 and non-CO 2 GHG emissions, broken down by region and by sector. ► Including non-CO 2 GHG emissions is important in agricultural sector. ► In agriculture, differences in accountings are dependent on production structures. ► In manufacturing sector, differences in accountings are determined by economic level.
MULTI BAND INSAR ANALYSIS OF SUBSIDENCE DEVELOPMENT BASED ON THE LONG PERIOD TIME SERIES
Çomut, F. C.; Ustun, A.; Lazecky, M.; Aref, M. M.
2015-01-01
The SAR Interferometry (InSAR) application has shown great potential in monitoring of land terrain changes and in detection of land deformations such as subsidence. Longer time analysis can lead to understand longer trends and changes. Using different bands of SAR satellite (C- from ERS 1-2 and Envisat, L- from ALOS) over the study area, we achieve knowledge of movements in long-term and evaluation of its dynamic changes within observed period of time. Results from InSAR processing fit with t...
ARIMA-Based Time Series Model of Stochastic Wind Power Generation
DEFF Research Database (Denmark)
Chen, Peiyuan; Pedersen, Troels; Bak-Jensen, Birgitte
2010-01-01
This paper proposes a stochastic wind power model based on an autoregressive integrated moving average (ARIMA) process. The model takes into account the nonstationarity and physical limits of stochastic wind power generation. The model is constructed based on wind power measurement of one year from...... the Nysted offshore wind farm in Denmark. The proposed limited-ARIMA (LARIMA) model introduces a limiter and characterizes the stochastic wind power generation by mean level, temporal correlation and driving noise. The model is validated against the measurement in terms of temporal correlation...... and probability distribution. The LARIMA model outperforms a first-order transition matrix based discrete Markov model in terms of temporal correlation, probability distribution and model parameter number. The proposed LARIMA model is further extended to include the monthly variation of the stochastic wind power...
International Work-Conference on Time Series
Pomares, Héctor; Valenzuela, Olga
2017-01-01
This volume of selected and peer-reviewed contributions on the latest developments in time series analysis and forecasting updates the reader on topics such as analysis of irregularly sampled time series, multi-scale analysis of univariate and multivariate time series, linear and non-linear time series models, advanced time series forecasting methods, applications in time series analysis and forecasting, advanced methods and online learning in time series and high-dimensional and complex/big data time series. The contributions were originally presented at the International Work-Conference on Time Series, ITISE 2016, held in Granada, Spain, June 27-29, 2016. The series of ITISE conferences provides a forum for scientists, engineers, educators and students to discuss the latest ideas and implementations in the foundations, theory, models and applications in the field of time series analysis and forecasting. It focuses on interdisciplinary and multidisciplinary rese arch encompassing the disciplines of comput...
Introduction to time series analysis and forecasting
Montgomery, Douglas C; Kulahci, Murat
2008-01-01
An accessible introduction to the most current thinking in and practicality of forecasting techniques in the context of time-oriented data. Analyzing time-oriented data and forecasting are among the most important problems that analysts face across many fields, ranging from finance and economics to production operations and the natural sciences. As a result, there is a widespread need for large groups of people in a variety of fields to understand the basic concepts of time series analysis and forecasting. Introduction to Time Series Analysis and Forecasting presents the time series analysis branch of applied statistics as the underlying methodology for developing practical forecasts, and it also bridges the gap between theory and practice by equipping readers with the tools needed to analyze time-oriented data and construct useful, short- to medium-term, statistically based forecasts.
Discretization of time series data.
Dimitrova, Elena S; Licona, M Paola Vera; McGee, John; Laubenbacher, Reinhard
2010-06-01
An increasing number of algorithms for biochemical network inference from experimental data require discrete data as input. For example, dynamic Bayesian network methods and methods that use the framework of finite dynamical systems, such as Boolean networks, all take discrete input. Experimental data, however, are typically continuous and represented by computer floating point numbers. The translation from continuous to discrete data is crucial in preserving the variable dependencies and thus has a significant impact on the performance of the network inference algorithms. We compare the performance of two such algorithms that use discrete data using several different discretization algorithms. One of the inference methods uses a dynamic Bayesian network framework, the other-a time-and state-discrete dynamical system framework. The discretization algorithms are quantile, interval discretization, and a new algorithm introduced in this article, SSD. SSD is especially designed for short time series data and is capable of determining the optimal number of discretization states. The experiments show that both inference methods perform better with SSD than with the other methods. In addition, SSD is demonstrated to preserve the dynamic features of the time series, as well as to be robust to noise in the experimental data. A C++ implementation of SSD is available from the authors at http://polymath.vbi.vt.edu/discretization .
Directory of Open Access Journals (Sweden)
Jun Yang
2014-01-01
Full Text Available To improve the CNC machine tools precision, a thermal error modeling for the motorized spindle was proposed based on time series analysis, considering the length of cutting tools and thermal declined angles, and the real-time error compensation was implemented. A five-point method was applied to measure radial thermal declinations and axial expansion of the spindle with eddy current sensors, solving the problem that the three-point measurement cannot obtain the radial thermal angle errors. Then the stationarity of the thermal error sequences was determined by the Augmented Dickey-Fuller Test Algorithm, and the autocorrelation/partial autocorrelation function was applied to identify the model pattern. By combining both Yule-Walker equations and information criteria, the order and parameters of the models were solved effectively, which improved the prediction accuracy and generalization ability. The results indicated that the prediction accuracy of the time series model could reach up to 90%. In addition, the axial maximum error decreased from 39.6 μm to 7 μm after error compensation, and the machining accuracy was improved by 89.7%. Moreover, the X/Y-direction accuracy can reach up to 77.4% and 86%, respectively, which demonstrated that the proposed methods of measurement, modeling, and compensation were effective.
Nonlinear Time Series Analysis via Neural Networks
Volná, Eva; Janošek, Michal; Kocian, Václav; Kotyrba, Martin
This article deals with a time series analysis based on neural networks in order to make an effective forex market [Moore and Roche, J. Int. Econ. 58, 387-411 (2002)] pattern recognition. Our goal is to find and recognize important patterns which repeatedly appear in the market history to adapt our trading system behaviour based on them.
Hooper, Richard; Zaslavsky, Ilya; Parodi, Antonio; Gochis, David; Jha, Shantenu; Whitenack, Thomas; Valentine, David; Caumont, Olivier; Dekic, Ljiljana; Ivkovic, Marija; Molini, Luca; Bedrina, Tatiana; Gijsbers, Peter J. A.; de Rooij, Erik; Rebora, Nicola
2013-04-01
To enable a plug-and-play infrastructure, the European DRIHM (Distributed Research Infrastructure for Hydro-Meteorology) project aims to develop a comprehensive data publication and sharing system presenting uniform standards-based data discovery and access interfaces for hydrometeorological data collected by DRIHM partners in several European countries. This is a challenging task due to heterogeneity in types of data being collected and organized for modeling, and different semantic and structural conventions adopted by different data publishers. To meet this goal, the DRIHM project, and its DRIHM2US extension, collaborates with the recently funded US SCIHM (Standards-based Cyberinfrastructure for HydroMeteorology) project to develop a data sharing infrastructure for time series information. We report initial results of the application of the data integrating technologies developed by the NSF-funded CUAHSI HIS (Consortium of Universities for the Advancement of Hydrologic Data, Inc., Hydrologic Information System) project, to information collected within DRIHM. The CUAHSI HIS system has been widely used in the US; it provides access to about a hundred water data collections that can be queried via uniform web services. The DRIHM partners initially implementing the system, include the CIMA Research Foundation (Italy), the French National Center for Scientific Research (CNRS), and the Republic Hydrometeorological Service of Serbia. The collected time series information was ingested into CUAHSI Observations Data Model databases, and water data services were created for each of the partners. At the time of writing, the water data services include SOAP and REST endpoints that provide access to the time series in WaterML 1 and WaterML 2.0 formats. The former encoding, developed by CUAHSI HIS, has been adopted by a number of federal agencies and research groups in the US, while the latter, created by an international group of experts under the aegis of the Hydrology
Research on time series data prediction based on clustering algorithm - A case study of Yuebao
Lu, Xu; Zhao, Tianzhong
2017-08-01
Forecasting is the prerequisite for making scientific decisions, it is based on the past information of the research on the phenomenon, and combined with some of the factors affecting this phenomenon, then using scientific methods to forecast the development trend of the future, it is an important way for people to know the world. This is particularly important in the prediction of financial data, because proper financial data forecasts can provide a great deal of help to financial institutions in their strategic implementation, strategic alignment and risk control. However, the current forecasts of financial data generally use the method of forecast of overall data, which lack of consideration of customer behavior and other factors in the financial data forecasting process, and they are important factors influencing the change of financial data. Based on this situation, this paper analyzed the data of Yuebao, and according to the user's attributes and the operating characteristics, this paper classified 567 users of Yuebao, and made further predicted the data of Yuebao for every class of users, the results showed that the forecasting model in this paper can meet the demand of forecasting.
Mutual Information-Based Inputs Selection for Electric Load Time Series Forecasting
Directory of Open Access Journals (Sweden)
Nenad Floranović
2013-02-01
Full Text Available Providing accurate load forecast to electric utility corporations is essential in order to reduce their operational costs and increase profits. Hence, training set selection is an important preprocessing step which has to be considered in practice in order to increase the accuracy of load forecasts. The usage of mutual information (MI has been recently proposed in regression tasks, mostly for feature selection and for identifying the real instances from training sets that contains noise and outliers. This paper proposes a methodology for the training set selection in a least squares support vector machines (LS-SVMs load forecasting model. A new application of the concept of MI is presented for the selection of a training set based on MI computation between initial training set instances and testing set instances. Accordingly, several LS-SVMs models have been trained, based on the proposed methodology, for hourly prediction of electric load for one day ahead. The results obtained from a real-world data set indicate that the proposed method increases the accuracy of load forecasting as well as reduces the size of the initial training set needed for model training.
Soeryana, E.; Fadhlina, N.; Sukono; Rusyaman, E.; Supian, S.
2017-01-01
Investments in stocks investors are also faced with the issue of risk, due to daily price of stock also fluctuate. For minimize the level of risk, investors usually forming an investment portfolio. Establishment of a portfolio consisting of several stocks are intended to get the optimal composition of the investment portfolio. This paper discussed about optimizing investment portfolio of Mean-Variance to stocks by using mean and volatility is not constant based on logarithmic utility function. Non constant mean analysed using models Autoregressive Moving Average (ARMA), while non constant volatility models are analysed using the Generalized Autoregressive Conditional heteroscedastic (GARCH). Optimization process is performed by using the Lagrangian multiplier technique. As a numerical illustration, the method is used to analyse some Islamic stocks in Indonesia. The expected result is to get the proportion of investment in each Islamic stock analysed.
Passenger Flow Forecasting Research for Airport Terminal Based on SARIMA Time Series Model
Li, Ziyu; Bi, Jun; Li, Zhiyin
2017-12-01
Based on the data of practical operating of Kunming Changshui International Airport during2016, this paper proposes Seasonal Autoregressive Integrated Moving Average (SARIMA) model to predict the passenger flow. This article not only considers the non-stationary and autocorrelation of the sequence, but also considers the daily periodicity of the sequence. The prediction results can accurately describe the change trend of airport passenger flow and provide scientific decision support for the optimal allocation of airport resources and optimization of departure process. The result shows that this model is applicable to the short-term prediction of airport terminal departure passenger traffic and the average error ranges from 1% to 3%. The difference between the predicted and the true values of passenger traffic flow is quite small, which indicates that the model has fairly good passenger traffic flow prediction ability.
Fukaya, Keiichi; Kawamori, Ai; Osada, Yutaka; Kitazawa, Masumi; Ishiguro, Makio
2017-09-20
Women's basal body temperature (BBT) shows a periodic pattern that associates with menstrual cycle. Although this fact suggests a possibility that daily BBT time series can be useful for estimating the underlying phase state as well as for predicting the length of current menstrual cycle, little attention has been paid to model BBT time series. In this study, we propose a state-space model that involves the menstrual phase as a latent state variable to explain the daily fluctuation of BBT and the menstruation cycle length. Conditional distributions of the phase are obtained by using sequential Bayesian filtering techniques. A predictive distribution of the next menstruation day can be derived based on this conditional distribution and the model, leading to a novel statistical framework that provides a sequentially updated prediction for upcoming menstruation day. We applied this framework to a real data set of women's BBT and menstruation days and compared prediction accuracy of the proposed method with that of previous methods, showing that the proposed method generally provides a better prediction. Because BBT can be obtained with relatively small cost and effort, the proposed method can be useful for women's health management. Potential extensions of this framework as the basis of modeling and predicting events that are associated with the menstrual cycles are discussed. © 2017 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd. © 2017 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.
Directory of Open Access Journals (Sweden)
Patrícia Ramos
2016-11-01
Full Text Available In this work, a cross-validation procedure is used to identify an appropriate Autoregressive Integrated Moving Average model and an appropriate state space model for a time series. A minimum size for the training set is specified. The procedure is based on one-step forecasts and uses different training sets, each containing one more observation than the previous one. All possible state space models and all ARIMA models where the orders are allowed to range reasonably are fitted considering raw data and log-transformed data with regular differencing (up to second order differences and, if the time series is seasonal, seasonal differencing (up to first order differences. The value of root mean squared error for each model is calculated averaging the one-step forecasts obtained. The model which has the lowest root mean squared error value and passes the Ljung–Box test using all of the available data with a reasonable significance level is selected among all the ARIMA and state space models considered. The procedure is exemplified in this paper with a case study of retail sales of different categories of women’s footwear from a Portuguese retailer, and its accuracy is compared with three reliable forecasting approaches. The results show that our procedure consistently forecasts more accurately than the other approaches and the improvements in the accuracy are significant.
TimeSeer: Scagnostics for high-dimensional time series.
Dang, Tuan Nhon; Anand, Anushka; Wilkinson, Leland
2013-03-01
We introduce a method (Scagnostic time series) and an application (TimeSeer) for organizing multivariate time series and for guiding interactive exploration through high-dimensional data. The method is based on nine characterizations of the 2D distributions of orthogonal pairwise projections on a set of points in multidimensional euclidean space. These characterizations include measures, such as, density, skewness, shape, outliers, and texture. Working directly with these Scagnostic measures, we can locate anomalous or interesting subseries for further analysis. Our application is designed to handle the types of doubly multivariate data series that are often found in security, financial, social, and other sectors.
Tokinaga, Shozo; Ikeda, Yoshikazu
In investments, it is not easy to identify traders'behavior from stock prices, and agent systems may help us. This paper deals with discriminant analyses of stock prices using multifractality of time series generated via multi-agent systems and interpolation based on Wavelet Transforms. We assume five types of agents where a part of agents prefer forecast equations or production rules. Then, it is shown that the time series of artificial stock price reveals as a multifractal time series whose features are defined by the Hausedorff dimension D(h). As a result, we see the relationship between the reliability (reproducibility) of multifractality and D(h) under sufficient number of time series data. However, generally we need sufficient samples to estimate D(h), then we use interpolations of multifractal times series based on the Wavelet Transform.
Directory of Open Access Journals (Sweden)
Ibgtc Bowala
2017-06-01
Full Text Available With the rapid growth of financial markets, analyzers are paying more attention on predictions. Stock data are time series data, with huge amounts. Feasible solution for handling the increasing amount of data is to use a cluster for parallel processing, and Hadoop parallel computing platform is a typical representative. There are various statistical models for forecasting time series data, but accurate clusters are a pre-requirement. Clustering analysis for time series data is one of the main methods for mining time series data for many other analysis processes. However, general clustering algorithms cannot perform clustering for time series data because series data has a special structure and a high dimensionality has highly co-related values due to high noise level. A novel model for time series clustering is presented using BIRCH, based on piecewise SVD, leading to a novel dimension reduction approach. Highly co-related features are handled using SVD with a novel approach for dimensionality reduction in order to keep co-related behavior optimal and then use BIRCH for clustering. The algorithm is a novel model that can handle massive time series data. Finally, this new model is successfully applied to real stock time series data of Yahoo finance with satisfactory results.
Directory of Open Access Journals (Sweden)
Dan Siegal-Gaskins
2009-08-01
Full Text Available In both prokaryotic and eukaryotic cells, gene expression is regulated across the cell cycle to ensure "just-in-time" assembly of select cellular structures and molecular machines. However, present in all time-series gene expression measurements is variability that arises from both systematic error in the cell synchrony process and variance in the timing of cell division at the level of the single cell. Thus, gene or protein expression data collected from a population of synchronized cells is an inaccurate measure of what occurs in the average single-cell across a cell cycle. Here, we present a general computational method to extract "single-cell"-like information from population-level time-series expression data. This method removes the effects of 1 variance in growth rate and 2 variance in the physiological and developmental state of the cell. Moreover, this method represents an advance in the deconvolution of molecular expression data in its flexibility, minimal assumptions, and the use of a cross-validation analysis to determine the appropriate level of regularization. Applying our deconvolution algorithm to cell cycle gene expression data from the dimorphic bacterium Caulobacter crescentus, we recovered critical features of cell cycle regulation in essential genes, including ctrA and ftsZ, that were obscured in population-based measurements. In doing so, we highlight the problem with using population data alone to decipher cellular regulatory mechanisms and demonstrate how our deconvolution algorithm can be applied to produce a more realistic picture of temporal regulation in a cell.
International Nuclear Information System (INIS)
Guo, Zhenhai; Chi, Dezhong; Wu, Jie; Zhang, Wenyu
2014-01-01
Highlights: • Impact of meteorological factors on wind speed forecasting is taken into account. • Forecasted wind speed results are corrected by the associated rules. • Forecasting accuracy is improved by the new wind speed forecasting strategy. • Robust of the proposed model is validated by data sampled from different sites. - Abstract: Wind energy has been the fastest growing renewable energy resource in recent years. Because of the intermittent nature of wind, wind power is a fluctuating source of electrical energy. Therefore, to minimize the impact of wind power on the electrical grid, accurate and reliable wind power forecasting is mandatory. In this paper, a new wind speed forecasting approach based on based on the chaotic time series modelling technique and the Apriori algorithm has been developed. The new approach consists of four procedures: (I) Clustering by using the k-means clustering approach; (II) Employing the Apriori algorithm to discover the association rules; (III) Forecasting the wind speed according to the chaotic time series forecasting model; and (IV) Correcting the forecasted wind speed data using the associated rules discovered previously. This procedure has been verified by 31-day-ahead daily average wind speed forecasting case studies, which employed the wind speed and other meteorological data collected from four meteorological stations located in the Hexi Corridor area of China. The results of these case studies reveal that the chaotic forecasting model can efficiently improve the accuracy of the wind speed forecasting, and the Apriori algorithm can effectively discover the association rules between the wind speed and other meteorological factors. In addition, the correction results demonstrate that the association rules discovered by the Apriori algorithm have powerful capacities in handling the forecasted wind speed values correction when the forecasted values do not match the classification discovered by the association rules
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Shohag Barman
Full Text Available Inferring a gene regulatory network from time-series gene expression data in systems biology is a challenging problem. Many methods have been suggested, most of which have a scalability limitation due to the combinatorial cost of searching a regulatory set of genes. In addition, they have focused on the accurate inference of a network structure only. Therefore, there is a pressing need to develop a network inference method to search regulatory genes efficiently and to predict the network dynamics accurately.In this study, we employed a Boolean network model with a restricted update rule scheme to capture coarse-grained dynamics, and propose a novel mutual information-based Boolean network inference (MIBNI method. Given time-series gene expression data as an input, the method first identifies a set of initial regulatory genes using mutual information-based feature selection, and then improves the dynamics prediction accuracy by iteratively swapping a pair of genes between sets of the selected regulatory genes and the other genes. Through extensive simulations with artificial datasets, MIBNI showed consistently better performance than six well-known existing methods, REVEAL, Best-Fit, RelNet, CST, CLR, and BIBN in terms of both structural and dynamics prediction accuracy. We further tested the proposed method with two real gene expression datasets for an Escherichia coli gene regulatory network and a fission yeast cell cycle network, and also observed better results using MIBNI compared to the six other methods.Taken together, MIBNI is a promising tool for predicting both the structure and the dynamics of a gene regulatory network.
On clustering fMRI time series
DEFF Research Database (Denmark)
Goutte, Cyril; Toft, Peter Aundal; Rostrup, E.
1999-01-01
Analysis of fMRI time series is often performed by extracting one or more parameters for the individual voxels. Methods based, e.g., on various statistical tests are then used to yield parameters corresponding to probability of activation or activation strength. However, these methods do not indi...
Forecasting with nonlinear time series models
DEFF Research Database (Denmark)
Kock, Anders Bredahl; Teräsvirta, Timo
applied to economic fore- casting problems, is briefly highlighted. A number of large published studies comparing macroeconomic forecasts obtained using different time series models are discussed, and the paper also contains a small simulation study comparing recursive and direct forecasts in a partic......In this paper, nonlinear models are restricted to mean nonlinear parametric models. Several such models popular in time series econo- metrics are presented and some of their properties discussed. This in- cludes two models based on universal approximators: the Kolmogorov- Gabor polynomial model...
O'Brien, Kelly K; Bayoumi, Ahmed M; Solomon, Patricia; Tang, Ada; Murzin, Kate; Chan Carusone, Soo; Zobeiry, Mehdi; Nayar, Ayesha; Davis, Aileen M
2016-10-20
Our aim was to evaluate a community-based exercise (CBE) intervention with the goal of reducing disability and enhancing health for community-dwelling people living with HIV (PLWH). We will use a mixed-methods implementation science study design, including a prospective longitudinal interrupted time series study, to evaluate a CBE intervention with PLWH in Toronto, Canada. We will recruit PLWH who consider themselves medically stable and safe to participate in exercise. In the baseline phase (0-8 months), participants will be monitored bimonthly. In the intervention phase (8-14 months), participants will take part in a 24-week CBE intervention that includes aerobic, resistance, balance and flexibility exercise at the YMCA 3 times per week, with weekly supervision by a fitness instructor, and monthly educational sessions. In the follow-up phase (14-22 months), participants will be encouraged to continue to engage in unsupervised exercise 3 times per week. Quantitative assessment: We will assess cardiopulmonary fitness, strength, weight, body composition and flexibility outcomes followed by the administration of self-reported questionnaires to assess disability and contextual factor outcomes (coping, mastery, stigma, social support) bimonthly. We will use time series regression analysis to determine the level and trend of outcomes across each phase in relation to the intervention. Qualitative assessment: We will conduct a series of face-to-face interviews with a subsample of participants and recreation providers at initiation, midpoint and completion of the 24-week CBE intervention. We will explore experiences and anticipated benefits with exercise, perceived impact of CBE for PLWH and the strengths and challenges of implementing a CBE intervention. Interviews will be audio recorded and analysed thematically. Protocol approved by the University of Toronto HIV/AIDS Research Ethics Board. Knowledge translation will occur with stakeholders in the form of
Mihailovic, D T; Udovičić, V; Krmar, M; Arsenić, I
2014-02-01
We have suggested a complexity measure based method for studying the dependence of measured (222)Rn concentration time series on indoor air temperature and humidity. This method is based on the Kolmogorov complexity (KL). We have introduced (i) the sequence of the KL, (ii) the Kolmogorov complexity highest value in the sequence (KLM) and (iii) the KL of the product of time series. The noticed loss of the KLM complexity of (222)Rn concentration time series can be attributed to the indoor air humidity that keeps the radon daughters in air. © 2013 Published by Elsevier Ltd.
A Course in Time Series Analysis
Peña, Daniel; Tsay, Ruey S
2011-01-01
New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The authors begin with basic concepts in univariate time series, providing an up-to-date presentation of ARIMA models, including the Kalman filter, outlier analysis, automatic methods for building ARIMA models, a
Climate Prediction Center (CPC) Global Temperature Time Series
National Oceanic and Atmospheric Administration, Department of Commerce — The global temperature time series provides time series charts using station based observations of daily temperature. These charts provide information about the...
Dzierma, Y.; Wehrmann, H.
2010-03-01
Forecasting volcanic activity has long been an aim of applied volcanology with regard to mitigating consequences of volcanic eruptions. Effective disaster management requires both information on expected physical eruption behaviour such as types and magnitudes of eruptions as typical for the individual volcano, usually reconstructed from deposits of past eruptions, and the likelihood that a new eruption will occur within a given time. Here we apply a statistical procedure to provide a probability estimate for future eruptions based on eruption time series, and discuss the limitations of this approach. The statistical investigation encompasses a series of young volcanoes of the Chilean Southern Volcanic Zone. Most of the volcanoes considered have been active in historical times, in addition to several volcanoes with a longer eruption record from Late-Pleistocene to Holocene. Furthermore, eruption rates of neighbouring volcanoes are compared with the aim to reveal possible regional relations, potentially resulting from local to medium-scale tectonic dynamics. One special focus is directed to the two currently most active volcanoes of South America, Llaima and Villarrica, whose eruption records comprise about 50 historical eruptions over the past centuries. These two front volcanoes are considered together with Lanín Volcano, situated in the back-arc of Villarrica, for which the analysis is based on eight eruptions in the past 10 ka. For Llaima and Villarrica, affirmed tests for independence of the repose times between successive eruptions permit to assume Poisson processes; which is hampered for Lanín because of the more limited availability of documented eruptions. The assumption of stationarity reaches varying degrees of confidence depending on the time interval considered, ameliorating towards the more recent and hence probably more complete eruption record. With these pre-requisites of the time series, several distribution functions are fit and the goodness of
Guarnaccia, Claudio; Quartieri, Joseph; Tepedino, Carmine
2017-06-01
The dangerous effect of noise on human health is well known. Both the auditory and non-auditory effects are largely documented in literature, and represent an important hazard in human activities. Particular care is devoted to road traffic noise, since it is growing according to the growth of residential, industrial and commercial areas. For these reasons, it is important to develop effective models able to predict the noise in a certain area. In this paper, a hybrid predictive model is presented. The model is based on the mixing of two different approach: the Time Series Analysis (TSA) and the Artificial Neural Network (ANN). The TSA model is based on the evaluation of trend and seasonality in the data, while the ANN model is based on the capacity of the network to "learn" the behavior of the data. The mixed approach will consist in the evaluation of noise levels by means of TSA and, once the differences (residuals) between TSA estimations and observed data have been calculated, in the training of a ANN on the residuals. This hybrid model will exploit interesting features and results, with a significant variation related to the number of steps forward in the prediction. It will be shown that the best results, in terms of prediction, are achieved predicting one step ahead in the future. Anyway, a 7 days prediction can be performed, with a slightly greater error, but offering a larger range of prediction, with respect to the single day ahead predictive model.
Building Chaotic Model From Incomplete Time Series
Siek, Michael; Solomatine, Dimitri
2010-05-01
This paper presents a number of novel techniques for building a predictive chaotic model from incomplete time series. A predictive chaotic model is built by reconstructing the time-delayed phase space from observed time series and the prediction is made by a global model or adaptive local models based on the dynamical neighbors found in the reconstructed phase space. In general, the building of any data-driven models depends on the completeness and quality of the data itself. However, the completeness of the data availability can not always be guaranteed since the measurement or data transmission is intermittently not working properly due to some reasons. We propose two main solutions dealing with incomplete time series: using imputing and non-imputing methods. For imputing methods, we utilized the interpolation methods (weighted sum of linear interpolations, Bayesian principle component analysis and cubic spline interpolation) and predictive models (neural network, kernel machine, chaotic model) for estimating the missing values. After imputing the missing values, the phase space reconstruction and chaotic model prediction are executed as a standard procedure. For non-imputing methods, we reconstructed the time-delayed phase space from observed time series with missing values. This reconstruction results in non-continuous trajectories. However, the local model prediction can still be made from the other dynamical neighbors reconstructed from non-missing values. We implemented and tested these methods to construct a chaotic model for predicting storm surges at Hoek van Holland as the entrance of Rotterdam Port. The hourly surge time series is available for duration of 1990-1996. For measuring the performance of the proposed methods, a synthetic time series with missing values generated by a particular random variable to the original (complete) time series is utilized. There exist two main performance measures used in this work: (1) error measures between the actual
A Kalman Filter-Based Method to Generate Continuous Time Series of Medium-Resolution NDVI Images
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Fernando Sedano
2014-12-01
Full Text Available A data assimilation method to produce complete temporal sequences of synthetic medium-resolution images is presented. The method implements a Kalman filter recursive algorithm that integrates medium and moderate resolution imagery. To demonstrate the approach, time series of 30-m spatial resolution NDVI images at 16-day time steps were generated using Landsat NDVI images and MODIS NDVI products at four sites with different ecosystems and land cover-land use dynamics. The results show that the time series of synthetic NDVI images captured seasonal land surface dynamics and maintained the spatial structure of the landscape at higher spatial resolution. The time series of synthetic medium-resolution NDVI images were validated within a Monte Carlo simulation framework. Normalized residuals decreased as the number of available observations increased, ranging from 0.2 to below 0.1. Residuals were also significantly lower for time series of synthetic NDVI images generated at combined recursion (smoothing than individually at forward and backward recursions (filtering. Conversely, the uncertainties of the synthetic images also decreased when the number of available observations increased and combined recursions were implemented.
Introduction to time series and forecasting
Brockwell, Peter J
2016-01-01
This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space mod...
Dinh, Michael M; Green, Timothy C; Bein, Kendall J; Lo, Serigne; Jones, Aaron; Johnson, Terence
2015-08-01
The objective was to evaluate the impact of an ED clinical redesign project that involved team-based care and early senior assessment on hospital performance. This was an interrupted time series analysis performed using daily hospital performance data 6 months before and 8 months after the implementation of the clinical redesign intervention that involved Emergency Consultant-led team-based care, redistribution of ED beds and implementation of a senior nursing coordination roles in the ED. The primary outcome was the daily National Emergency Access Target (NEAT) performance (proportion of total daily ED presentations that were admitted to an inpatient ward or discharged from ED within 4 h of arrival). Secondary outcomes were daily ALOS in ED, inpatient Clinical Emergency Response System (CERS) calls and hospital mortality. Autoregressive Integrated Moving Average analysis was used to model NEAT performance. Hospital mortality was modelled using negative binomial regression. After adjusting for patient volume, inpatient admissions, ambulance, hospital occupancy, weekends ED Consultant numbers, weekends and underlying trends, there was a 17% improvement in NEAT associated with the post-intervention period (95% CI 12, 19% P performance with no evidence of an increase in clinical deterioration on inpatient wards and evidence for an improvement in hospital mortality. © 2015 Australasian College for Emergency Medicine and Australasian Society for Emergency Medicine.
Sebok, Eva; Engesgaard, Peter; Duque, Carlos
2017-08-24
This study presented the monitoring and quantification of streambed sedimentation and scour in a stream with dynamically changing streambed based on measured phase and amplitude of the diurnal signal of sediment temperature time series. With the applied method, changes in streambed elevation were estimated on a sub-daily scale with 2-h intervals without continuous maintenance of the measurement system, thus making both high temporal resolution and long-term monitoring of streambed elevations possible. Estimates of streambed elevation showed that during base flow conditions streambed elevation fluctuates by 2-3 cm. Following high stream stages, scouring of 2-5 cm can be observed even at areas with low stream flow and weak currents. Our results demonstrate that weather variability can induce significant changes in the stream water and consequently sediment temperatures influencing the diurnal temperature signal in such an extent that the sediment thickness between paired temperature sensors were overestimated by up to 8 cm. These observations have significant consequences on the design of vertical sensor spacing in high-flux environments and in climates with reduced diurnal variations in air temperature.
Directory of Open Access Journals (Sweden)
Kai Wang
2016-01-01
Full Text Available Health is vital to every human being. To further improve its already respectable medical technology, the medical community is transitioning towards a proactive approach which anticipates and mitigates risks before getting ill. This approach requires measuring the physiological signals of human and analyzes these data at regular intervals. In this paper, we present a novel approach to apply deep learning in physiological signals analysis that allows doctor to identify latent risks. However, extracting high level information from physiological time-series data is a hard problem faced by the machine learning communities. Therefore, in this approach, we apply model based on convolutional neural network that can automatically learn features from raw physiological signals in an unsupervised manner and then based on the learned features use multivariate Gauss distribution anomaly detection method to detect anomaly data. Our experiment is shown to have a significant performance in physiological signals anomaly detection. So it is a promising tool for doctor to identify early signs of illness even if the criteria are unknown a priori.
Borckardt, Jeffrey J.; Nash, Michael R.; Murphy, Martin D.; Moore, Mark; Shaw, Darlene; O'Neil, Patrick
2008-01-01
Both researchers and practitioners need to know more about how laboratory treatment protocols translate to real-world practice settings and how clinical innovations can be systematically tested and communicated to a skeptical scientific community. The single-case time-series study is well suited to opening a productive discourse between practice…
Directory of Open Access Journals (Sweden)
Abror Abror
2014-01-01
Full Text Available Indonesia located in tropic area consists of wet season and dry season. However, in last few years, in river discharge in dry season is very little, but in contrary, in wet season, frequency of flood increases with sharp peak and increasingly great water elevation. The increased flood discharge may occur due to change in land use or change in rainfall characteristic. Both matters should get clarity. Therefore, a research should be done to analyze rainfall characteristic, land use and flood discharge in some watershed area (DAS quantitatively from time series data. The research was conducted in DAS Gintung in Parakankidang, DAS Gung in Danawarih, DAS Rambut in Cipero, DAS Kemiri in Sidapurna and DAS Comal in Nambo, located in Tegal Regency and Pemalang Regency in Central Java Province. This research activity consisted of three main steps: input, DAS system and output. Input is DAS determination and selection and searching secondary data. DAS system is early secondary data processing consisting of rainfall analysis, HSS GAMA I parameter, land type analysis and DAS land use. Output is final processing step that consisting of calculation of Tadashi Tanimoto, USSCS effective rainfall, flood discharge, ARIMA analysis, result analysis and conclusion. Analytical calculation of ARIMA Box-Jenkins time series used software Number Cruncher Statistical Systems and Power Analysis Sample Size (NCSS-PASS version 2000, which result in time series characteristic in form of time series pattern, mean square errors (MSE, root mean square ( RMS, autocorrelation of residual and trend. Result of this research indicates that composite CN and flood discharge is proportional that means when composite CN trend increase then flood discharge trend also increase and vice versa. Meanwhile, decrease of rainfall trend is not always followed with decrease in flood discharge trend. The main cause of flood discharge characteristic is DAS management characteristic, not change in
A review of subsequence time series clustering.
Zolhavarieh, Seyedjamal; Aghabozorgi, Saeed; Teh, Ying Wah
2014-01-01
Clustering of subsequence time series remains an open issue in time series clustering. Subsequence time series clustering is used in different fields, such as e-commerce, outlier detection, speech recognition, biological systems, DNA recognition, and text mining. One of the useful fields in the domain of subsequence time series clustering is pattern recognition. To improve this field, a sequence of time series data is used. This paper reviews some definitions and backgrounds related to subsequence time series clustering. The categorization of the literature reviews is divided into three groups: preproof, interproof, and postproof period. Moreover, various state-of-the-art approaches in performing subsequence time series clustering are discussed under each of the following categories. The strengths and weaknesses of the employed methods are evaluated as potential issues for future studies.
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Chih-Chieh Young
2015-01-01
Full Text Available Accurate prediction of water level fluctuation is important in lake management due to its significant impacts in various aspects. This study utilizes four model approaches to predict water levels in the Yuan-Yang Lake (YYL in Taiwan: a three-dimensional hydrodynamic model, an artificial neural network (ANN model (back propagation neural network, BPNN, a time series forecasting (autoregressive moving average with exogenous inputs, ARMAX model, and a combined hydrodynamic and ANN model. Particularly, the black-box ANN model and physically based hydrodynamic model are coupled to more accurately predict water level fluctuation. Hourly water level data (a total of 7296 observations was collected for model calibration (training and validation. Three statistical indicators (mean absolute error, root mean square error, and coefficient of correlation were adopted to evaluate model performances. Overall, the results demonstrate that the hydrodynamic model can satisfactorily predict hourly water level changes during the calibration stage but not for the validation stage. The ANN and ARMAX models better predict the water level than the hydrodynamic model does. Meanwhile, the results from an ANN model are superior to those by the ARMAX model in both training and validation phases. The novel proposed concept using a three-dimensional hydrodynamic model in conjunction with an ANN model has clearly shown the improved prediction accuracy for the water level fluctuation.
Setiawan, Suhartono, Ahmad, Imam Safawi; Rahmawati, Noorgam Ika
2015-12-01
Bank Indonesia (BI) as the central bank of Republic Indonesiahas a single overarching objective to establish and maintain rupiah stability. This objective could be achieved by monitoring traffic of inflow and outflow money currency. Inflow and outflow are related to stock and distribution of money currency around Indonesia territory. It will effect of economic activities. Economic activities of Indonesia,as one of Moslem country, absolutely related to Islamic Calendar (lunar calendar), that different with Gregorian calendar. This research aims to forecast the inflow and outflow money currency of Representative Office (RO) of BI Semarang Central Java region. The results of the analysis shows that the characteristics of inflow and outflow money currency influenced by the effects of the calendar variations, that is the day of Eid al-Fitr (moslem holyday) as well as seasonal patterns. In addition, the period of a certain week during Eid al-Fitr also affect the increase of inflow and outflow money currency. The best model based on the value of the smallestRoot Mean Square Error (RMSE) for inflow data is ARIMA model. While the best model for predicting the outflow data in RO of BI Semarang is ARIMAX model or Time Series Regression, because both of them have the same model. The results forecast in a period of 2015 shows an increase of inflow money currency happened in August, while the increase in outflow money currency happened in July.
Directory of Open Access Journals (Sweden)
Luca Faes
2017-01-01
Full Text Available The most common approach to assess the dynamical complexity of a time series across multiple temporal scales makes use of the multiscale entropy (MSE and refined MSE (RMSE measures. In spite of their popularity, MSE and RMSE lack an analytical framework allowing their calculation for known dynamic processes and cannot be reliably computed over short time series. To overcome these limitations, we propose a method to assess RMSE for autoregressive (AR stochastic processes. The method makes use of linear state-space (SS models to provide the multiscale parametric representation of an AR process observed at different time scales and exploits the SS parameters to quantify analytically the complexity of the process. The resulting linear MSE (LMSE measure is first tested in simulations, both theoretically to relate the multiscale complexity of AR processes to their dynamical properties and over short process realizations to assess its computational reliability in comparison with RMSE. Then, it is applied to the time series of heart period, arterial pressure, and respiration measured for healthy subjects monitored in resting conditions and during physiological stress. This application to short-term cardiovascular variability documents that LMSE can describe better than RMSE the activity of physiological mechanisms producing biological oscillations at different temporal scales.
Flood Mapping and Flood Dynamics of the Mekong Delta: ENVISAT-ASAR-WSM Based Time Series Analyses
Directory of Open Access Journals (Sweden)
Stefan Dech
2013-02-01
Full Text Available Satellite remote sensing is a valuable tool for monitoring flooding. Microwave sensors are especially appropriate instruments, as they allow the differentiation of inundated from non-inundated areas, regardless of levels of solar illumination or frequency of cloud cover in regions experiencing substantial rainy seasons. In the current study we present the longest synthetic aperture radar-based time series of flood and inundation information derived for the Mekong Delta that has been analyzed for this region so far. We employed overall 60 Envisat ASAR Wide Swath Mode data sets at a spatial resolution of 150 meters acquired during the years 2007–2011 to facilitate a thorough understanding of the flood regime in the Mekong Delta. The Mekong Delta in southern Vietnam comprises 13 provinces and is home to 18 million inhabitants. Extreme dry seasons from late December to May and wet seasons from June to December characterize people’s rural life. In this study, we show which areas of the delta are frequently affected by floods and which regions remain dry all year round. Furthermore, we present which areas are flooded at which frequency and elucidate the patterns of flood progression over the course of the rainy season. In this context, we also examine the impact of dykes on floodwater emergence and assess the relationship between retrieved flood occurrence patterns and land use. In addition, the advantages and shortcomings of ENVISAT ASAR-WSM based flood mapping are discussed. The results contribute to a comprehensive understanding of Mekong Delta flood dynamics in an environment where the flow regime is influenced by the Mekong River, overland water-flow, anthropogenic floodwater control, as well as the tides.
Morteza Hatami; Mitra Mohammadi Mohammadi; Reza Esmaeli; Mandana Mohammadi
2017-01-01
Epidemiological studies conducted in the past two decades indicate that air pollution causes increase in cardiovascular, breathing and chronic bronchitis disorders and even causes cardiovascular mortality. Therefore, the aim of this study was to investigate the relationship between meteorological parameters, air pollution and cardiovascular mortality in the city of Mashhad in 2014 by a time series model. Data on mortality from cardiovascular disease, meteorological parameters and air pollutio...
Cenozoic climate changes: A review based on time series analysis of marine benthic d18O records
Mudelsee, Manfred; Bickert, T.; Lear, Caroline H.; Lohmann, Gerrit
2014-01-01
The climate during the Cenozoic era changed in several steps from ice-free poles and warm conditions to ice-covered poles and cold conditions. Since the 1950s, a body of information on ice volume and temperature changes has been built up predominantly on the basis of measurements of the oxygen isotopic composition of shells of benthic foraminifera collected from marine sediment cores. The statistical methodology of time series analysis has also evolved, allowing more information to be extract...
Cenozoic climate changes: A review based on time series analysis of marine benthic δ18O records
Mudelsee, Manfred; Bickert, Torsten; Lear, Caroline Helen; lohmann, Gerrit
2014-01-01
The climate during the Cenozoic era changed in several steps from ice-free poles and warm conditions to ice-covered poles and cold conditions. Since the 1950s, a body of information on ice-volume and temperature changes has been built up predominantly on the basis of measurements of the oxygen isotopic composition of shells of benthic foraminifera collected from marine sediment cores. The statistical methodology of time series analysis has also evolved, allowing more information to be extract...
Effective Feature Preprocessing for Time Series Forecasting
DEFF Research Database (Denmark)
Zhao, Junhua; Dong, Zhaoyang; Xu, Zhao
2006-01-01
Time series forecasting is an important area in data mining research. Feature preprocessing techniques have significant influence on forecasting accuracy, therefore are essential in a forecasting model. Although several feature preprocessing techniques have been applied in time series forecasting...... performance in time series forecasting. It is demonstrated in our experiment that, effective feature preprocessing can significantly enhance forecasting accuracy. This research can be a useful guidance for researchers on effectively selecting feature preprocessing techniques and integrating them with time...
International Nuclear Information System (INIS)
Zhang Yu; Sprecher, Alicia J.; Zhao Zongxi; Jiang, Jack J.
2011-01-01
Highlights: → The VWK method effectively detects the nonlinearity of a discrete map. → The method describes the chaotic time series of a biomechanical vocal fold model. → Nonlinearity in laryngeal pathology is detected from short and noisy time series. - Abstract: In this paper, we apply the Volterra-Wiener-Korenberg (VWK) model method to detect nonlinearity in disordered voice productions. The VWK method effectively describes the nonlinearity of a third-order nonlinear map. It allows for the analysis of short and noisy data sets. The extracted VWK model parameters show an agreement with the original nonlinear map parameters. Furthermore, the VWK mode method is applied to successfully assess the nonlinearity of a biomechanical voice production model simulating irregular vibratory dynamics of vocal folds with a unilateral vocal polyp. Finally, we show the clinical applicability of this nonlinear detection method to analyze the electroglottographic data generated by 14 patients with vocal nodules or polyps. The VWK model method shows potential in describing the nonlinearity inherent in disordered voice productions from short and noisy time series that are common in the clinical setting.
Directory of Open Access Journals (Sweden)
Hailang Qiao
2016-02-01
Full Text Available Eucalyptus, a short-rotation plantation, has been expanding rapidly in southeast China in recent years owing to its short growth cycle and high yield of wood. Effective identification of eucalyptus, therefore, is important for monitoring land use changes and investigating environmental quality. For this article, we used remote sensing images over 15 years (one per year with a 30-m spatial resolution, including Landsat 5 thematic mapper images, Landsat 7-enhanced thematic mapper images, and HJ 1A/1B images. These data were used to construct a 15-year Normalized Difference Vegetation Index (NDVI time series for several cities in Guangdong Province, China. Eucalyptus reference NDVI time series sub-sequences were acquired, including one-year-long and two-year-long growing periods, using invested eucalyptus samples in the study region. In order to compensate for the discontinuity of the NDVI time series that is a consequence of the relatively coarse temporal resolution, we developed an inverted triangle area methodology. Using this methodology, the images were classified on the basis of the matching degree of the NDVI time series and two reference NDVI time series sub-sequences during the growing period of the eucalyptus rotations. Three additional methodologies (Bounding Envelope, City Block, and Standardized Euclidian Distance were also tested and used as a comparison group. Threshold coefficients for the algorithms were adjusted using commission–omission error criteria. The results show that the triangle area methodology out-performed the other methodologies in classifying eucalyptus plantations. Threshold coefficients and an optimal discriminant function were determined using a mosaic photograph that had been taken by an unmanned aerial vehicle platform. Good stability was found as we performed further validation using multiple-year data from the high-resolution Gaofen Satellite 1 (GF-1 observations of larger regions. Eucalyptus planting dates
International Work-Conference on Time Series
Pomares, Héctor
2016-01-01
This volume presents selected peer-reviewed contributions from The International Work-Conference on Time Series, ITISE 2015, held in Granada, Spain, July 1-3, 2015. It discusses topics in time series analysis and forecasting, advanced methods and online learning in time series, high-dimensional and complex/big data time series as well as forecasting in real problems. The International Work-Conferences on Time Series (ITISE) provide a forum for scientists, engineers, educators and students to discuss the latest ideas and implementations in the foundations, theory, models and applications in the field of time series analysis and forecasting. It focuses on interdisciplinary and multidisciplinary research encompassing the disciplines of computer science, mathematics, statistics and econometrics.
Forecasting autoregressive time series under changing persistence
DEFF Research Database (Denmark)
Kruse, Robinson
Changing persistence in time series models means that a structural change from nonstationarity to stationarity or vice versa occurs over time. Such a change has important implications for forecasting, as negligence may lead to inaccurate model predictions. This paper derives generally applicable...... recommendations, no matter whether a change in persistence occurs or not. Seven different forecasting strategies based on a biasedcorrected estimator are compared by means of a large-scale Monte Carlo study. The results for decreasing and increasing persistence are highly asymmetric and new to the literature. Its...
Trend Filtering Techniques for Time Series Analysis
López Arias, Daniel
2016-01-01
Time series can be found almost everywhere in our lives and because of this being capable of analysing them is an important task. Most of the time series we can think of are quite noisy, being this one of the main problems to extract information from them. In this work we use Trend Filtering techniques to try to remove this noise from a series and understand the underlying trend of the series, that gives us information about the behaviour of the series aside from the particular...
Directory of Open Access Journals (Sweden)
Emmihenna Jääskeläinen
2017-10-01
Full Text Available Atmospheric effects, especially aerosols, are a significant source of uncertainty for optical remote sensing of surface parameters, such as albedo. Also to achieve a homogeneous surface albedo time series, the atmospheric correction has to be homogeneous. However, a global homogeneous aerosol optical depth (AOD time series covering several decades did not previously exist. Therefore, we have constructed an AOD time series 1982–2014 using aerosol index (AI data from the satellite measurements of the Total Ozone Mapping Spectrometer (TOMS and the Ozone Monitoring Instrument (OMI, together with the Solar zenith angle and land use classification data. It is used as input for the Simplified Method for Atmospheric Correction (SMAC algorithm when processing the surface albedo time series CLARA-A2 SAL (the Surface ALbedo from the Satellite Application Facility on Climate Monitoring project cLoud, Albedo and RAdiation data record, the second release. The surface reflectance simulations using the SMAC algorithm for different sets of satellite-based AOD data show that the aerosol-effect correction using the constructed TOMS/OMI based AOD data is comparable to using other satellite-based AOD data available for a shorter time range. Moreover, using the constructed TOMS/OMI based AOD as input for the atmospheric correction typically produces surface reflectance [-20]values closer to those obtained using in situ AOD values than when using other satellite-based AOD data.
Analysis of Heavy-Tailed Time Series
DEFF Research Database (Denmark)
Xie, Xiaolei
and expressed in terms of the parameters of the dependence structure, among others. Furthermore, we study an importance sampling method for estimating rare-event probabilities of multivariate heavy-tailed time series generated by matrix recursion. We show that the proposed algorithm is efficient in the sense......This thesis is about analysis of heavy-tailed time series. We discuss tail properties of real-world equity return series and investigate the possibility that a single tail index is shared by all return series of actively traded equities in a market. Conditions for this hypothesis to be true...... are identified. We study the eigenvalues and eigenvectors of sample covariance and sample auto-covariance matrices of multivariate heavy-tailed time series, and particularly for time series with very high dimensions. Asymptotic approximations of the eigenvalues and eigenvectors of such matrices are found...
The foundations of modern time series analysis
Mills, Terence C
2011-01-01
This book develops the analysis of Time Series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication in 1970, showing how these methods laid the foundations for the modern techniques of Time Series analysis that are in use today.
Lag space estimation in time series modelling
DEFF Research Database (Denmark)
Goutte, Cyril
1997-01-01
The purpose of this article is to investigate some techniques for finding the relevant lag-space, i.e. input information, for time series modelling. This is an important aspect of time series modelling, as it conditions the design of the model through the regressor vector a.k.a. the input layer...
TIME SERIES ANALYSIS USING A UNIQUE MODEL OF TRANSFORMATION
Directory of Open Access Journals (Sweden)
Goran Klepac
2007-12-01
Full Text Available REFII1 model is an authorial mathematical model for time series data mining. The main purpose of that model is to automate time series analysis, through a unique transformation model of time series. An advantage of this approach of time series analysis is the linkage of different methods for time series analysis, linking traditional data mining tools in time series, and constructing new algorithms for analyzing time series. It is worth mentioning that REFII model is not a closed system, which means that we have a finite set of methods. At first, this is a model for transformation of values of time series, which prepares data used by different sets of methods based on the same model of transformation in a domain of problem space. REFII model gives a new approach in time series analysis based on a unique model of transformation, which is a base for all kind of time series analysis. The advantage of REFII model is its possible application in many different areas such as finance, medicine, voice recognition, face recognition and text mining.
MODELLING OF ORDINAL TIME SERIES BY PROPORTIONAL ODDS MODEL
Directory of Open Access Journals (Sweden)
Serpil AKTAŞ ALTUNAY
2013-06-01
Full Text Available Categorical time series data with random time dependent covariates often arise when the variable categories are assigned as categorical. There are several other models that have been proposed in the literature for the analysis of categorical time series. For example, Markov chain models, integer autoregressive processes, discrete ARMA models can be utilized for modeling of categorical time series. In general, the choice of model depends on the measurement of study variables: nominal, ordinal and interval. However, regression theory is successful approach for categorical time series which is based on generalized linear models and partial likelihood inference. One of the models for ordinal time series in regression theory is proportional odds model. In this study, proportional odds model approach to ordinal categorical time series is investigated based on a real air pollution data set and the results are discussed.
T. DeJonge (Tineke); R. Veenhoven (Ruut); W.M. Kalmijn (Wim); L.R. Arends (Lidia)
2016-01-01
textabstractSurvey research on subjective wellbeing in The Netherlands started in the early 1970s. The time series happiness and life satisfaction that have emerged since then are unfortunately based on slightly different survey items of which one part uses verbal response scales and another part
Time-frequency analysis of econometric time series
Corinaldi, Sharif; Cohen, Leon
2007-06-01
We review the basic concepts of time-frequency analysis which are methods that indicate not only that which frequencies in a time series but also when they existed. A number of examples are given to illustrate the possible use of these methods to econometric series. The methods are applied to the Beveridge Wheat Price Series.
Cenozoic climate changes: A review based on time series analysis of marine benthic δ18O records
Mudelsee, Manfred; Bickert, Torsten; Lear, Caroline H.; Lohmann, Gerrit
2014-09-01
The climate during the Cenozoic era changed in several steps from ice-free poles and warm conditions to ice-covered poles and cold conditions. Since the 1950s, a body of information on ice volume and temperature changes has been built up predominantly on the basis of measurements of the oxygen isotopic composition of shells of benthic foraminifera collected from marine sediment cores. The statistical methodology of time series analysis has also evolved, allowing more information to be extracted from these records. Here we provide a comprehensive view of Cenozoic climate evolution by means of a coherent and systematic application of time series analytical tools to each record from a compilation spanning the interval from 4 to 61 Myr ago. We quantitatively describe several prominent features of the oxygen isotope record, taking into account the various sources of uncertainty (including measurement, proxy noise, and dating errors). The estimated transition times and amplitudes allow us to assess causal climatological-tectonic influences on the following known features of the Cenozoic oxygen isotopic record: Paleocene-Eocene Thermal Maximum, Eocene-Oligocene Transition, Oligocene-Miocene Boundary, and the Middle Miocene Climate Optimum. We further describe and causally interpret the following features: Paleocene-Eocene warming trend, the two-step, long-term Eocene cooling, and the changes within the most recent interval (Miocene-Pliocene). We review the scope and methods of constructing Cenozoic stacks of benthic oxygen isotope records and present two new latitudinal stacks, which capture besides global ice volume also bottom water temperatures at low (less than 30°) and high latitudes. This review concludes with an identification of future directions for data collection, statistical method development, and climate modeling.
Analysis of JET ELMy time series
International Nuclear Information System (INIS)
Zvejnieks, G.; Kuzovkov, V.N.
2005-01-01
Full text: Achievement of the planned operational regime in the next generation tokamaks (such as ITER) still faces principal problems. One of the main challenges is obtaining the control of edge localized modes (ELMs), which should lead to both long plasma pulse times and reasonable divertor life time. In order to control ELMs the hypothesis was proposed by Degeling [1] that ELMs exhibit features of chaotic dynamics and thus a standard chaos control methods might be applicable. However, our findings which are based on the nonlinear autoregressive (NAR) model contradict this hypothesis for JET ELMy time-series. In turn, it means that ELM behavior is of a relaxation or random type. These conclusions coincide with our previous results obtained for ASDEX Upgrade time series [2]. [1] A.W. Degeling, Y.R. Martin, P.E. Bak, J. B.Lister, and X. Llobet, Plasma Phys. Control. Fusion 43, 1671 (2001). [2] G. Zvejnieks, V.N. Kuzovkov, O. Dumbrajs, A.W. Degeling, W. Suttrop, H. Urano, and H. Zohm, Physics of Plasmas 11, 5658 (2004)
Entropic Analysis of Electromyography Time Series
Kaufman, Miron; Sung, Paul
2005-03-01
We are in the process of assessing the effectiveness of fractal and entropic measures for the diagnostic of low back pain from surface electromyography (EMG) time series. Surface electromyography (EMG) is used to assess patients with low back pain. In a typical EMG measurement, the voltage is measured every millisecond. We observed back muscle fatiguing during one minute, which results in a time series with 60,000 entries. We characterize the complexity of time series by computing the Shannon entropy time dependence. The analysis of the time series from different relevant muscles from healthy and low back pain (LBP) individuals provides evidence that the level of variability of back muscle activities is much larger for healthy individuals than for individuals with LBP. In general the time dependence of the entropy shows a crossover from a diffusive regime to a regime characterized by long time correlations (self organization) at about 0.01s.
Efficient Algorithms for Segmentation of Item-Set Time Series
Chundi, Parvathi; Rosenkrantz, Daniel J.
We propose a special type of time series, which we call an item-set time series, to facilitate the temporal analysis of software version histories, email logs, stock market data, etc. In an item-set time series, each observed data value is a set of discrete items. We formalize the concept of an item-set time series and present efficient algorithms for segmenting a given item-set time series. Segmentation of a time series partitions the time series into a sequence of segments where each segment is constructed by combining consecutive time points of the time series. Each segment is associated with an item set that is computed from the item sets of the time points in that segment, using a function which we call a measure function. We then define a concept called the segment difference, which measures the difference between the item set of a segment and the item sets of the time points in that segment. The segment difference values are required to construct an optimal segmentation of the time series. We describe novel and efficient algorithms to compute segment difference values for each of the measure functions described in the paper. We outline a dynamic programming based scheme to construct an optimal segmentation of the given item-set time series. We use the item-set time series segmentation techniques to analyze the temporal content of three different data sets—Enron email, stock market data, and a synthetic data set. The experimental results show that an optimal segmentation of item-set time series data captures much more temporal content than a segmentation constructed based on the number of time points in each segment, without examining the item set data at the time points, and can be used to analyze different types of temporal data.
Directory of Open Access Journals (Sweden)
Lukas Falat
2014-01-01
Full Text Available In this paper, authors apply feed-forward artificial neural network (ANN of RBF type into the process of modelling and forecasting the future value of USD/CAD time series. Authors test the customized version of the RBF and add the evolutionary approach into it. They also combine the standard algorithm for adapting weights in neural network with an unsupervised clustering algorithm called K-means. Finally, authors suggest the new hybrid model as a combination of a standard ANN and a moving average for error modeling that is used to enhance the outputs of the network using the error part of the original RBF. Using high-frequency data, they examine the ability to forecast exchange rate values for the horizon of one day. To determine the forecasting efficiency, authors perform the comparative out-of-sample analysis of the suggested hybrid model with statistical models and the standard neural network.
Directory of Open Access Journals (Sweden)
Morteza Hatami
2017-10-01
Full Text Available Epidemiological studies conducted in the past two decades indicate that air pollution causes increase in cardiovascular, breathing and chronic bronchitis disorders and even causes cardiovascular mortality. Therefore, the aim of this study was to investigate the relationship between meteorological parameters, air pollution and cardiovascular mortality in the city of Mashhad in 2014 by a time series model. Data on mortality from cardiovascular disease, meteorological parameters and air pollution in 2014 were gathered from Paradises organization, meteorology organization and pollutant monitoring center, respectively. Then the relationship between these parameters was analyzed using correlation coefficient, generalized linear regression, time series models and comparison of means. The results of the study showed that the highest rate of cardiovascular mortality related to Sulfur dioxide, nitrogen dioxide and then PM2.5. So that each unit increase in SO2, NO2 and PM2.5 pollutants adds to the rate of cardiovascular mortality by 22.5, 2.9 and 0.69, respectively. Pressure, wind speed and rainfall have a significant association with mortality. So that each unit decrease in pressure and wind speed, increases the rate of cardiovascular mortality by 2.79 and 15.77, respectively. It was also found that in the case of one-unit increase in rainfall, the possibility of mortality from the mentioned disease goes up by 3.8 units. It was also found that one-year increase of the age increases the mortality caused by these diseases up to 0.57 percent. Furthermore, the highest rate of cardiovascular mortality related to cold periods of the year. Therefore, considering the growing trend of air pollution and its health effects on human health, performing actions and effective solutions is important in the field of controlling and reducing air pollution in Iranian metropolis including Mashhad.
Directory of Open Access Journals (Sweden)
Huibo Meng
2012-03-01
Full Text Available The turbulent flow in a Kenics Static Mixer (KSM was intensified under the mutual-coupling effect between the twisted leaves and the tube-wall. In order to understand the intrinsic features of turbulent flow in KSM, the Hilbert-Huang Transform based on Empirical Mode Decomposition were first introduced to describe the time-frequency features of the pressure fluctuation. The Hilbert spectra of pressure fluctuation time series were quantitatively evaluated under different Reynolds numbers, and different radial and axial positions, respectively. The experimental results showed that: the fluctuation frequencies of pressure signals in a KSM were mainly distributed below 40 Hz, and more than 68% of the energy of signals is concentrated within 10 Hz. Compared with the other IMFs, the pressure component of C6 in the range of 7.82~15.63 Hz has the maximum fluctuation energy ratio. As the flow rate increases, the energy of fluctuation of fluid micelles and the proportion of low-frequency energy increases. The pressure fluctuation with higher energy ratio of low frequency (0~10 Hz had lower amplitudes at r/R=0.3 because of the core of forced vortex. Nevertheless, the effect of the free vortex was that the pressure fluctuation with lower energy ratio of low frequency had higher amplitudes at r/R=0.8. The higher amplitudes of pressure fluctuation at cross sections of CS3 (z=420 mm and CS5 (z=620 mm proved that the transitions between the adjacent mixing element had better mixing performance.
Lenoir, Guillaume; Crucifix, Michel
2018-03-01
We develop a general framework for the frequency analysis of irregularly sampled time series. It is based on the Lomb-Scargle periodogram, but extended to algebraic operators accounting for the presence of a polynomial trend in the model for the data, in addition to a periodic component and a background noise. Special care is devoted to the correlation between the trend and the periodic component. This new periodogram is then cast into the Welch overlapping segment averaging (WOSA) method in order to reduce its variance. We also design a test of significance for the WOSA periodogram, against the background noise. The model for the background noise is a stationary Gaussian continuous autoregressive-moving-average (CARMA) process, more general than the classical Gaussian white or red noise processes. CARMA parameters are estimated following a Bayesian framework. We provide algorithms that compute the confidence levels for the WOSA periodogram and fully take into account the uncertainty in the CARMA noise parameters. Alternatively, a theory using point estimates of CARMA parameters provides analytical confidence levels for the WOSA periodogram, which are more accurate than Markov chain Monte Carlo (MCMC) confidence levels and, below some threshold for the number of data points, less costly in computing time. We then estimate the amplitude of the periodic component with least-squares methods, and derive an approximate proportionality between the squared amplitude and the periodogram. This proportionality leads to a new extension for the periodogram: the weighted WOSA periodogram, which we recommend for most frequency analyses with irregularly sampled data. The estimated signal amplitude also permits filtering in a frequency band. Our results generalise and unify methods developed in the fields of geosciences, engineering, astronomy and astrophysics. They also constitute the starting point for an extension to the continuous wavelet transform developed in a companion
Track Irregularity Time Series Analysis and Trend Forecasting
Jia Chaolong; Xu Weixiang; Wang Futian; Wang Hanning
2012-01-01
The combination of linear and nonlinear methods is widely used in the prediction of time series data. This paper analyzes track irregularity time series data by using gray incidence degree models and methods of data transformation, trying to find the connotative relationship between the time series data. In this paper, GM (1,1) is based on first-order, single variable linear differential equations; after an adaptive improvement and error correction, it is used to predict the long-term changin...
Modeling Time Series Data for Supervised Learning
Baydogan, Mustafa Gokce
2012-01-01
Temporal data are increasingly prevalent and important in analytics. Time series (TS) data are chronological sequences of observations and an important class of temporal data. Fields such as medicine, finance, learning science and multimedia naturally generate TS data. Each series provide a high-dimensional data vector that challenges the learning…
Time series modeling, computation, and inference
Prado, Raquel
2010-01-01
The authors systematically develop a state-of-the-art analysis and modeling of time series. … this book is well organized and well written. The authors present various statistical models for engineers to solve problems in time series analysis. Readers no doubt will learn state-of-the-art techniques from this book.-Hsun-Hsien Chang, Computing Reviews, March 2012My favorite chapters were on dynamic linear models and vector AR and vector ARMA models.-William Seaver, Technometrics, August 2011… a very modern entry to the field of time-series modelling, with a rich reference list of the current lit
Methods comparison by time series analysis
International Nuclear Information System (INIS)
Giovino, J.
1986-01-01
One role of the U.S. Environmental Protection Agency (EPA) is that of monitor for laboratories under contract to perform chemical analyses. In general this program involves periodic analyses and reporting of unknown radionuclides in water. This radiochemistry data for the years 1980-1984, has been summarized. It represents several radionuclides and various methods used by numerous laboratories. Any series of measurements taken at successive time points is a time series, and is thus candidate for time series analysis. The purpose of such an analysis is to see what changes take place over time in the event being observed, to see if the performance is better or worse than it was expected to be, and to predict future behavior. To illustrate the step-by-step process of a time series analysis, the radionuclide /sup 226/Ra was selected. The available data were generated by two methods; total radium alpha and /sup 222/Rn emanation. The results of analysis are presented
Data Mining Smart Energy Time Series
Directory of Open Access Journals (Sweden)
Janina POPEANGA
2015-07-01
Full Text Available With the advent of smart metering technology the amount of energy data will increase significantly and utilities industry will have to face another big challenge - to find relationships within time-series data and even more - to analyze such huge numbers of time series to find useful patterns and trends with fast or even real-time response. This study makes a small review of the literature in the field, trying to demonstrate how essential is the application of data mining techniques in the time series to make the best use of this large quantity of data, despite all the difficulties. Also, the most important Time Series Data Mining techniques are presented, highlighting their applicability in the energy domain.
Time series prediction: statistical and neural techniques
Zahirniak, Daniel R.; DeSimio, Martin P.
1996-03-01
In this paper we compare the performance of nonlinear neural network techniques to those of linear filtering techniques in the prediction of time series. Specifically, we compare the results of using the nonlinear systems, known as multilayer perceptron and radial basis function neural networks, with the results obtained using the conventional linear Wiener filter, Kalman filter and Widrow-Hoff adaptive filter in predicting future values of stationary and non- stationary time series. Our results indicate the performance of each type of system is heavily dependent upon the form of the time series being predicted and the size of the system used. In particular, the linear filters perform adequately for linear or near linear processes while the nonlinear systems perform better for nonlinear processes. Since the linear systems take much less time to be developed, they should be tried prior to using the nonlinear systems when the linearity properties of the time series process are unknown.
Automated time series forecasting for biosurveillance.
Burkom, Howard S; Murphy, Sean Patrick; Shmueli, Galit
2007-09-30
For robust detection performance, traditional control chart monitoring for biosurveillance is based on input data free of trends, day-of-week effects, and other systematic behaviour. Time series forecasting methods may be used to remove this behaviour by subtracting forecasts from observations to form residuals for algorithmic input. We describe three forecast methods and compare their predictive accuracy on each of 16 authentic syndromic data streams. The methods are (1) a non-adaptive regression model using a long historical baseline, (2) an adaptive regression model with a shorter, sliding baseline, and (3) the Holt-Winters method for generalized exponential smoothing. Criteria for comparing the forecasts were the root-mean-square error, the median absolute per cent error (MedAPE), and the median absolute deviation. The median-based criteria showed best overall performance for the Holt-Winters method. The MedAPE measures over the 16 test series averaged 16.5, 11.6, and 9.7 for the non-adaptive regression, adaptive regression, and Holt-Winters methods, respectively. The non-adaptive regression forecasts were degraded by changes in the data behaviour in the fixed baseline period used to compute model coefficients. The mean-based criterion was less conclusive because of the effects of poor forecasts on a small number of calendar holidays. The Holt-Winters method was also most effective at removing serial autocorrelation, with most 1-day-lag autocorrelation coefficients below 0.15. The forecast methods were compared without tuning them to the behaviour of individual series. We achieved improved predictions with such tuning of the Holt-Winters method, but practical use of such improvements for routine surveillance will require reliable data classification methods.
Directory of Open Access Journals (Sweden)
Farshad Fathian
2017-02-01
Full Text Available Introduction: Time series models are one of the most important tools for investigating and modeling hydrological processes in order to solve problems related to water resources management. Many hydrological time series shows nonstationary and nonlinear behaviors. One of the important hydrological modeling tasks is determining the existence of nonstationarity and the way through which we can access the stationarity accordingly. On the other hand, streamflow processes are usually considered as nonlinear mechanisms while in many studies linear time series models are used to model streamflow time series. However, it is not clear what kind of nonlinearity is acting underlying the streamflowprocesses and how intensive it is. Materials and Methods: Streamflow time series of 6 hydro-gauge stations located in the upstream basin rivers of ZarrinehRoud dam (located in the southern part of Urmia Lake basin have been considered to investigate stationarity and nonlinearity. All data series used here to startfrom January 1, 1997, and end on December 31, 2011. In this study, stationarity is tested by ADF and KPSS tests and nonlinearity is tested by BDS, Keenan and TLRT tests. The stationarity test is carried out with two methods. Thefirst one method is the augmented Dickey-Fuller (ADF unit root test first proposed by Dickey and Fuller (1979 and modified by Said and Dickey (1984, which examinsthe presence of unit roots in time series.The second onemethod is KPSS test, proposed by Kwiatkowski et al. (1992, which examinesthestationarity around a deterministic trend (trend stationarity and the stationarity around a fixed level (level stationarity. The BDS test (Brock et al., 1996 is a nonparametric method for testing the serial independence and nonlinear structure in time series based on the correlation integral of the series. The null hypothesis is the time series sample comes from an independent identically distributed (i.i.d. process. The alternative hypothesis
Liu, Chen-Chung; Yang, Chih-Chao
2010-09-01
Dusk and dawn are usually the most beautiful moments of the day, and are almost always too short for busy people nowadays to witness their coming. In this work, an efficient strategy for simulating a dusk scene of an outdoor scene image taken at other times before the sunset is presented. The strategy is a hybrid approach combining the piece-wise multiple regression (PMR) of data, discrete cosine transformation (DCT), and a look-up table algorithm. The process begins using a series of color-block images taken in the afternoon of a day. The best fitting functions of PMR for these color block images exist on separate planes (red, green, and blue) in the DCT domain individually. The reference databases of the DCT coefficients varying with respect to time are then established according to the best fitting functions of PMR. Finally, the dusk scene of an outdoor scene taken in the afternoon is synthesized by querying the reference database. The experiment results show that the presented algorithm can precisely simulate the desired dusk scene from a scene image taken in the afternoon.
Measuring multiscaling in financial time-series
International Nuclear Information System (INIS)
Buonocore, R.J.; Aste, T.; Di Matteo, T.
2016-01-01
We discuss the origin of multiscaling in financial time-series and investigate how to best quantify it. Our methodology consists in separating the different sources of measured multifractality by analyzing the multi/uni-scaling behavior of synthetic time-series with known properties. We use the results from the synthetic time-series to interpret the measure of multifractality of real log-returns time-series. The main finding is that the aggregation horizon of the returns can introduce a strong bias effect on the measure of multifractality. This effect can become especially important when returns distributions have power law tails with exponents in the range (2, 5). We discuss the right aggregation horizon to mitigate this bias.
Detecting nonlinear structure in time series
International Nuclear Information System (INIS)
Theiler, J.
1991-01-01
We describe an approach for evaluating the statistical significance of evidence for nonlinearity in a time series. The formal application of our method requires the careful statement of a null hypothesis which characterizes a candidate linear process, the generation of an ensemble of ''surrogate'' data sets which are similar to the original time series but consistent with the null hypothesis, and the computation of a discriminating statistic for the original and for each of the surrogate data sets. The idea is to test the original time series against the null hypothesis by checking whether the discriminating statistic computed for the original time series differs significantly from the statistics computed for each of the surrogate sets. While some data sets very cleanly exhibit low-dimensional chaos, there are many cases where the evidence is sketchy and difficult to evaluate. We hope to provide a framework within which such claims of nonlinearity can be evaluated. 5 refs., 4 figs
Dimensionality reduction for time series data
Vidaurre, Diego; Rezek, Iead; Harrison, Samuel L.; Smith, Stephen S.; Woolrich, Mark
2014-01-01
Despite the fact that they do not consider the temporal nature of data, classic dimensionality reduction techniques, such as PCA, are widely applied to time series data. In this paper, we introduce a factor decomposition specific for time series that builds upon the Bayesian multivariate autoregressive model and hence evades the assumption that data points are mutually independent. The key is to find a low-rank estimation of the autoregressive matrices. As in the probabilistic version of othe...
DROP: Dimensionality Reduction Optimization for Time Series
Suri, Sahaana; Bailis, Peter
2017-01-01
Dimensionality reduction is critical in analyzing increasingly high-volume, high-dimensional time series. In this paper, we revisit a now-classic study of time series dimensionality reduction operators and find that for a given quality constraint, Principal Component Analysis (PCA) uncovers representations that are over 2x smaller than those obtained via alternative techniques favored in the literature. However, as classically implemented via Singular Value Decomposition (SVD), PCA is incredi...
Boosting Nonlinear Additive Autoregressive Time Series
Shafik, Nivien; Tutz, Gerhard
2007-01-01
Within the last years several methods for the analysis of nonlinear autoregressive time series have been proposed. As in linear autoregressive models main problems are model identification, estimation and prediction. A boosting method is proposed that performs model identification and estimation simultaneously within the framework of nonlinear autoregressive time series. The method allows to select influential terms from a large numbers of potential lags and exogenous variables. The influence...
Two-fractal overlap time series: Earthquakes and market crashes
Indian Academy of Sciences (India)
velocity over the other and time series of stock prices. An anticipation method for some of the crashes have been proposed here, based on these observations. Keywords. Cantor set; time series; earthquake; market crash. PACS Nos 05.00; 02.50.-r; 64.60; 89.65.Gh; 95.75.Wx. 1. Introduction. Capturing dynamical patterns of ...
Two-fractal overlap time series: Earthquakes and market crashes
Indian Academy of Sciences (India)
We find prominent similarities in the features of the time series for the (model earthquakes or) overlap of two Cantor sets when one set moves with uniform relative velocity over the other and time series of stock prices. An anticipation method for some of the crashes have been proposed here, based on these observations.
Time series prediction of apple scab using meteorological ...
African Journals Online (AJOL)
A new prediction model for the early warning of apple scab is proposed in this study. The method is based on artificial intelligence and time series prediction. The infection period of apple scab was evaluated as the time series prediction model instead of summation of wetness duration. Also, the relations of different ...
International Nuclear Information System (INIS)
Conte, Elio; Federici, Antonio; Zbilut, Joseph P.
2009-01-01
It is known that R-R time series calculated from a recorded ECG, are strongly correlated to sympathetic and vagal regulation of the sinus pacemaker activity. In human physiology it is a crucial question to estimate such components with accuracy. Fourier analysis dominates still to day the data analysis efforts of such data ignoring that FFT is valid under some crucial restrictions that results largely violated in R-R time series data as linearity and stationarity. In order to go over such approach, we introduce a new method, called CZF. It is based on variogram analysis. It is aimed from a profound link with Recurrence Quantification Analysis that is a basic tool for investigation of non linear and non stationary time series. Therefore, a relevant feature of the method is that it finally may be applied also in cases of non linear and non stationary time series analysis. In addition, the method enables also to analyze the fractal variance function, the Generalized Fractal Dimension and, finally, the relative probability density function of the data. The CZF gives very satisfactory results. In the present paper it has been applied to direct experimental cases of normal subjects, patients with hypertension before and after therapy and in children under some different conditions of experimentation.
Miranian, A; Abdollahzade, M
2013-02-01
Local modeling approaches, owing to their ability to model different operating regimes of nonlinear systems and processes by independent local models, seem appealing for modeling, identification, and prediction applications. In this paper, we propose a local neuro-fuzzy (LNF) approach based on the least-squares support vector machines (LSSVMs). The proposed LNF approach employs LSSVMs, which are powerful in modeling and predicting time series, as local models and uses hierarchical binary tree (HBT) learning algorithm for fast and efficient estimation of its parameters. The HBT algorithm heuristically partitions the input space into smaller subdomains by axis-orthogonal splits. In each partitioning, the validity functions automatically form a unity partition and therefore normalization side effects, e.g., reactivation, are prevented. Integration of LSSVMs into the LNF network as local models, along with the HBT learning algorithm, yield a high-performance approach for modeling and prediction of complex nonlinear time series. The proposed approach is applied to modeling and predictions of different nonlinear and chaotic real-world and hand-designed systems and time series. Analysis of the prediction results and comparisons with recent and old studies demonstrate the promising performance of the proposed LNF approach with the HBT learning algorithm for modeling and prediction of nonlinear and chaotic systems and time series.
Directory of Open Access Journals (Sweden)
S. Wu
2017-10-01
Full Text Available The ocean carbon cycle has a significant influence on global climate, and is commonly evaluated using time-series satellite-derived CO2 flux data. Location-aware and globe-based visualization is an important technique for analyzing and presenting the evolution of climate change. To achieve realistic simulation of the spatiotemporal dynamics of ocean carbon, a cloud-driven digital earth platform is developed to support the interactive analysis and display of multi-geospatial data, and an original visualization method based on our digital earth is proposed to demonstrate the spatiotemporal variations of carbon sinks and sources using time-series satellite data. Specifically, a volume rendering technique using half-angle slicing and particle system is implemented to dynamically display the released or absorbed CO2 gas. To enable location-aware visualization within the virtual globe, we present a 3D particlemapping algorithm to render particle-slicing textures onto geospace. In addition, a GPU-based interpolation framework using CUDA during real-time rendering is designed to obtain smooth effects in both spatial and temporal dimensions. To demonstrate the capabilities of the proposed method, a series of satellite data is applied to simulate the air-sea carbon cycle in the China Sea. The results show that the suggested strategies provide realistic simulation effects and acceptable interactive performance on the digital earth.
Efficient Approximate OLAP Querying Over Time Series
DEFF Research Database (Denmark)
Perera, Kasun Baruhupolage Don Kasun Sanjeewa; Hahmann, Martin; Lehner, Wolfgang
2016-01-01
The ongoing trend for data gathering not only produces larger volumes of data, but also increases the variety of recorded data types. Out of these, especially time series, e.g. various sensor readings, have attracted attention in the domains of business intelligence and decision making. As OLAP...... queries play a major role in these domains, it is desirable to also execute them on time series data. While this is not a problem on the conceptual level, it can become a bottleneck with regards to query run-time. In general, processing OLAP queries gets more computationally intensive as the volume...... are either costly or require continuous maintenance. In this paper we propose an approach for approximate OLAP querying of time series that offers constant latency and is maintenance-free. To achieve this, we identify similarities between aggregation cuboids and propose algorithms that eliminate...
Introduction to time series analysis and forecasting
Montgomery, Douglas C; Kulahci, Murat
2015-01-01
Praise for the First Edition ""…[t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics."" -MAA Reviews Thoroughly updated throughout, Introduction to Time Series Analysis and Forecasting, Second Edition presents the underlying theories of time series analysis that are needed to analyze time-oriented data and construct real-world short- to medium-term statistical forecasts. Authored by highly-experienced academics and professionals in engineering statistics, the Second Edition features discussions on both
A Dynamic Fuzzy Cluster Algorithm for Time Series
Directory of Open Access Journals (Sweden)
Min Ji
2013-01-01
clustering time series by introducing the definition of key point and improving FCM algorithm. The proposed algorithm works by determining those time series whose class labels are vague and further partitions them into different clusters over time. The main advantage of this approach compared with other existing algorithms is that the property of some time series belonging to different clusters over time can be partially revealed. Results from simulation-based experiments on geographical data demonstrate the excellent performance and the desired results have been obtained. The proposed algorithm can be applied to solve other clustering problems in data mining.
Fisher information framework for time series modeling
Venkatesan, R. C.; Plastino, A.
2017-08-01
A robust prediction model invoking the Takens embedding theorem, whose working hypothesis is obtained via an inference procedure based on the minimum Fisher information principle, is presented. The coefficients of the ansatz, central to the working hypothesis satisfy a time independent Schrödinger-like equation in a vector setting. The inference of (i) the probability density function of the coefficients of the working hypothesis and (ii) the establishing of constraint driven pseudo-inverse condition for the modeling phase of the prediction scheme, is made, for the case of normal distributions, with the aid of the quantum mechanical virial theorem. The well-known reciprocity relations and the associated Legendre transform structure for the Fisher information measure (FIM, hereafter)-based model in a vector setting (with least square constraints) are self-consistently derived. These relations are demonstrated to yield an intriguing form of the FIM for the modeling phase, which defines the working hypothesis, solely in terms of the observed data. Cases for prediction employing time series' obtained from the: (i) the Mackey-Glass delay-differential equation, (ii) one ECG signal from the MIT-Beth Israel Deaconess Hospital (MIT-BIH) cardiac arrhythmia database, and (iii) one ECG signal from the Creighton University ventricular tachyarrhythmia database. The ECG samples were obtained from the Physionet online repository. These examples demonstrate the efficiency of the prediction model. Numerical examples for exemplary cases are provided.
Patel, Ameera X; Bullmore, Edward T
2016-11-15
Connectome mapping using techniques such as functional magnetic resonance imaging (fMRI) has become a focus of systems neuroscience. There remain many statistical challenges in analysis of functional connectivity and network architecture from BOLD fMRI multivariate time series. One key statistic for any time series is its (effective) degrees of freedom, df, which will generally be less than the number of time points (or nominal degrees of freedom, N). If we know the df, then probabilistic inference on other fMRI statistics, such as the correlation between two voxel or regional time series, is feasible. However, we currently lack good estimators of df in fMRI time series, especially after the degrees of freedom of the "raw" data have been modified substantially by denoising algorithms for head movement. Here, we used a wavelet-based method both to denoise fMRI data and to estimate the (effective) df of the denoised process. We show that seed voxel correlations corrected for locally variable df could be tested for false positive connectivity with better control over Type I error and greater specificity of anatomical mapping than probabilistic connectivity maps using the nominal degrees of freedom. We also show that wavelet despiked statistics can be used to estimate all pairwise correlations between a set of regional nodes, assign a P value to each edge, and then iteratively add edges to the graph in order of increasing P. These probabilistically thresholded graphs are likely more robust to regional variation in head movement effects than comparable graphs constructed by thresholding correlations. Finally, we show that time-windowed estimates of df can be used for probabilistic connectivity testing or dynamic network analysis so that apparent changes in the functional connectome are appropriately corrected for the effects of transient noise bursts. Wavelet despiking is both an algorithm for fMRI time series denoising and an estimator of the (effective) df of denoised
Layered Ensemble Architecture for Time Series Forecasting.
Rahman, Md Mustafizur; Islam, Md Monirul; Murase, Kazuyuki; Yao, Xin
2016-01-01
Time series forecasting (TSF) has been widely used in many application areas such as science, engineering, and finance. The phenomena generating time series are usually unknown and information available for forecasting is only limited to the past values of the series. It is, therefore, necessary to use an appropriate number of past values, termed lag, for forecasting. This paper proposes a layered ensemble architecture (LEA) for TSF problems. Our LEA consists of two layers, each of which uses an ensemble of multilayer perceptron (MLP) networks. While the first ensemble layer tries to find an appropriate lag, the second ensemble layer employs the obtained lag for forecasting. Unlike most previous work on TSF, the proposed architecture considers both accuracy and diversity of the individual networks in constructing an ensemble. LEA trains different networks in the ensemble by using different training sets with an aim of maintaining diversity among the networks. However, it uses the appropriate lag and combines the best trained networks to construct the ensemble. This indicates LEAs emphasis on accuracy of the networks. The proposed architecture has been tested extensively on time series data of neural network (NN)3 and NN5 competitions. It has also been tested on several standard benchmark time series data. In terms of forecasting accuracy, our experimental results have revealed clearly that LEA is better than other ensemble and nonensemble methods.
Time series clustering in large data sets
Directory of Open Access Journals (Sweden)
Jiří Fejfar
2011-01-01
Full Text Available The clustering of time series is a widely researched area. There are many methods for dealing with this task. We are actually using the Self-organizing map (SOM with the unsupervised learning algorithm for clustering of time series. After the first experiment (Fejfar, Weinlichová, Šťastný, 2009 it seems that the whole concept of the clustering algorithm is correct but that we have to perform time series clustering on much larger dataset to obtain more accurate results and to find the correlation between configured parameters and results more precisely. The second requirement arose in a need for a well-defined evaluation of results. It seems useful to use sound recordings as instances of time series again. There are many recordings to use in digital libraries, many interesting features and patterns can be found in this area. We are searching for recordings with the similar development of information density in this experiment. It can be used for musical form investigation, cover songs detection and many others applications.The objective of the presented paper is to compare clustering results made with different parameters of feature vectors and the SOM itself. We are describing time series in a simplistic way evaluating standard deviations for separated parts of recordings. The resulting feature vectors are clustered with the SOM in batch training mode with different topologies varying from few neurons to large maps.There are other algorithms discussed, usable for finding similarities between time series and finally conclusions for further research are presented. We also present an overview of the related actual literature and projects.
A Dimensionality Reduction Technique for Efficient Time Series Similarity Analysis
Wang, Qiang; Megalooikonomou, Vasileios
2008-01-01
We propose a dimensionality reduction technique for time series analysis that significantly improves the efficiency and accuracy of similarity searches. In contrast to piecewise constant approximation (PCA) techniques that approximate each time series with constant value segments, the proposed method--Piecewise Vector Quantized Approximation--uses the closest (based on a distance measure) codeword from a codebook of key-sequences to represent each segment. The new representation is symbolic and it allows for the application of text-based retrieval techniques into time series similarity analysis. Experiments on real and simulated datasets show that the proposed technique generally outperforms PCA techniques in clustering and similarity searches. PMID:18496587
A Dimensionality Reduction Technique for Efficient Time Series Similarity Analysis.
Wang, Qiang; Megalooikonomou, Vasileios
2008-03-01
We propose a dimensionality reduction technique for time series analysis that significantly improves the efficiency and accuracy of similarity searches. In contrast to piecewise constant approximation (PCA) techniques that approximate each time series with constant value segments, the proposed method--Piecewise Vector Quantized Approximation--uses the closest (based on a distance measure) codeword from a codebook of key-sequences to represent each segment. The new representation is symbolic and it allows for the application of text-based retrieval techniques into time series similarity analysis. Experiments on real and simulated datasets show that the proposed technique generally outperforms PCA techniques in clustering and similarity searches.
Time series modeling for syndromic surveillance
Directory of Open Access Journals (Sweden)
Mandl Kenneth D
2003-01-01
Full Text Available Abstract Background Emergency department (ED based syndromic surveillance systems identify abnormally high visit rates that may be an early signal of a bioterrorist attack. For example, an anthrax outbreak might first be detectable as an unusual increase in the number of patients reporting to the ED with respiratory symptoms. Reliably identifying these abnormal visit patterns requires a good understanding of the normal patterns of healthcare usage. Unfortunately, systematic methods for determining the expected number of (ED visits on a particular day have not yet been well established. We present here a generalized methodology for developing models of expected ED visit rates. Methods Using time-series methods, we developed robust models of ED utilization for the purpose of defining expected visit rates. The models were based on nearly a decade of historical data at a major metropolitan academic, tertiary care pediatric emergency department. The historical data were fit using trimmed-mean seasonal models, and additional models were fit with autoregressive integrated moving average (ARIMA residuals to account for recent trends in the data. The detection capabilities of the model were tested with simulated outbreaks. Results Models were built both for overall visits and for respiratory-related visits, classified according to the chief complaint recorded at the beginning of each visit. The mean absolute percentage error of the ARIMA models was 9.37% for overall visits and 27.54% for respiratory visits. A simple detection system based on the ARIMA model of overall visits was able to detect 7-day-long simulated outbreaks of 30 visits per day with 100% sensitivity and 97% specificity. Sensitivity decreased with outbreak size, dropping to 94% for outbreaks of 20 visits per day, and 57% for 10 visits per day, all while maintaining a 97% benchmark specificity. Conclusions Time series methods applied to historical ED utilization data are an important tool
Ai, Jinquan; Gao, Wei; Gao, Zhiqiang; Shi, Runhe; Zhang, Chao
2017-04-01
Spartina alterniflora is an aggressive invasive plant species that replaces native species, changes the structure and function of the ecosystem across coastal wetlands in China, and is thus a major conservation concern. Mapping the spread of its invasion is a necessary first step for the implementation of effective ecological management strategies. The performance of a phenology-based approach for S. alterniflora mapping is explored in the coastal wetland of the Yangtze Estuary using a time series of GaoFen satellite no. 1 wide field of view camera (GF-1 WFV) imagery. First, a time series of the normalized difference vegetation index (NDVI) was constructed to evaluate the phenology of S. alterniflora. Two phenological stages (the senescence stage from November to mid-December and the green-up stage from late April to May) were determined as important for S. alterniflora detection in the study area based on NDVI temporal profiles, spectral reflectance curves of S. alterniflora and its coexistent species, and field surveys. Three phenology feature sets representing three major phenology-based detection strategies were then compared to map S. alterniflora: (1) the single-date imagery acquired within the optimal phenological window, (2) the multitemporal imagery, including four images from the two important phenological windows, and (3) the monthly NDVI time series imagery. Support vector machines and maximum likelihood classifiers were applied on each phenology feature set at different training sample sizes. For all phenology feature sets, the overall results were produced consistently with high mapping accuracies under sufficient training samples sizes, although significantly improved classification accuracies (10%) were obtained when the monthly NDVI time series imagery was employed. The optimal single-date imagery had the lowest accuracies of all detection strategies. The multitemporal analysis demonstrated little reduction in the overall accuracy compared with the
Complex dynamic in ecological time series
Peter Turchin; Andrew D. Taylor
1992-01-01
Although the possibility of complex dynamical behaviors-limit cycles, quasiperiodic oscillations, and aperiodic chaos-has been recognized theoretically, most ecologists are skeptical of their importance in nature. In this paper we develop a methodology for reconstructing endogenous (or deterministic) dynamics from ecological time series. Our method consists of fitting...
Lecture notes for Advanced Time Series Analysis
DEFF Research Database (Denmark)
Madsen, Henrik; Holst, Jan
1997-01-01
A first version of this notes was used at the lectures in Grenoble, and they are now extended and improved (together with Jan Holst), and used in Ph.D. courses on Advanced Time Series Analysis at IMM and at the Department of Mathematical Statistics, University of Lund, 1994, 1997, ...
Inferring interdependencies from short time series
Indian Academy of Sciences (India)
chance – a much weaker null hypothesis than when trying to ensure that the observed value of a test statis- .... for short time series and performs better than exist- ing methods. The details are discussed in the .... seen to perform well in a significant number of combi- nations, although without any discernible relation to the.
Argos: An Optimized Time-Series Photometer
Indian Academy of Sciences (India)
2016-01-27
Jan 27, 2016 ... We designed a prime focus CCD photometer, Argos, optimized for high speed time-series measurements of blue variables (Nather & Mukadam 2004) for the 2.1 m telescope at McDonald Observatory. Lack of any intervening optics between the primary mirror and the CCD makes the instrument highly ...
Markov Trends in Macroeconomic Time Series
R. Paap (Richard)
1997-01-01
textabstractMany macroeconomic time series are characterised by long periods of positive growth, expansion periods, and short periods of negative growth, recessions. A popular model to describe this phenomenon is the Markov trend, which is a stochastic segmented trend where the slope depends on the
Inferring interdependencies from short time series
Indian Academy of Sciences (India)
underlying structural difference in their overall economies, as well as their agricultural sectors. Keywords. Interdependence; correlation; inner composition alignment; time series ..... ables – sharing common properties within a climate zone – and socio-economic indicators, where informa- tion is aggregated only on a ...
Recent Advances in Energy Time Series Forecasting
Directory of Open Access Journals (Sweden)
Francisco Martínez-Álvarez
2017-06-01
Full Text Available This editorial summarizes the performance of the special issue entitled Energy Time Series Forecasting, which was published in MDPI’s Energies journal. The special issue took place in 2016 and accepted a total of 21 papers from twelve different countries. Electrical, solar, or wind energy forecasting were the most analyzed topics, introducing brand new methods with very sound results.
International Nuclear Information System (INIS)
Wu Xue-Dong; Liu Wei-Ting; Zhu Zhi-Yu; Wang Yao-Nan
2011-01-01
On the assumption that random interruptions in the observation process are modeled by a sequence of independent Bernoulli random variables, we firstly generalize two kinds of nonlinear filtering methods with random interruption failures in the observation based on the extended Kalman filtering (EKF) and the unscented Kalman filtering (UKF), which were shortened as GEKF and GUKF in this paper, respectively. Then the nonlinear filtering model is established by using the radial basis function neural network (RBFNN) prototypes and the network weights as state equation and the output of RBFNN to present the observation equation. Finally, we take the filtering problem under missing observed data as a special case of nonlinear filtering with random intermittent failures by setting each missing data to be zero without needing to pre-estimate the missing data, and use the GEKF-based RBFNN and the GUKF-based RBFNN to predict the ground radioactivity time series with missing data. Experimental results demonstrate that the prediction results of GUKF-based RBFNN accord well with the real ground radioactivity time series while the prediction results of GEKF-based RBFNN are divergent. (geophysics, astronomy, and astrophysics)
Effectiveness of Multivariate Time Series Classification Using Shapelets
Directory of Open Access Journals (Sweden)
A. P. Karpenko
2015-01-01
Full Text Available Typically, time series classifiers require signal pre-processing (filtering signals from noise and artifact removal, etc., enhancement of signal features (amplitude, frequency, spectrum, etc., classification of signal features in space using the classical techniques and classification algorithms of multivariate data. We consider a method of classifying time series, which does not require enhancement of the signal features. The method uses the shapelets of time series (time series shapelets i.e. small fragments of this series, which reflect properties of one of its classes most of all.Despite the significant number of publications on the theory and shapelet applications for classification of time series, the task to evaluate the effectiveness of this technique remains relevant. An objective of this publication is to study the effectiveness of a number of modifications of the original shapelet method as applied to the multivariate series classification that is a littlestudied problem. The paper presents the problem statement of multivariate time series classification using the shapelets and describes the shapelet–based basic method of binary classification, as well as various generalizations and proposed modification of the method. It also offers the software that implements a modified method and results of computational experiments confirming the effectiveness of the algorithmic and software solutions.The paper shows that the modified method and the software to use it allow us to reach the classification accuracy of about 85%, at best. The shapelet search time increases in proportion to input data dimension.
The Statistical Analysis of Time Series
Anderson, T W
2011-01-01
The Wiley Classics Library consists of selected books that have become recognized classics in their respective fields. With these new unabridged and inexpensive editions, Wiley hopes to extend the life of these important works by making them available to future generations of mathematicians and scientists. Currently available in the Series: T. W. Anderson Statistical Analysis of Time Series T. S. Arthanari & Yadolah Dodge Mathematical Programming in Statistics Emil Artin Geometric Algebra Norman T. J. Bailey The Elements of Stochastic Processes with Applications to the Natural Sciences George
Hurst exponents for short time series
Qi, Jingchao; Yang, Huijie
2011-12-01
A concept called balanced estimator of diffusion entropy is proposed to detect quantitatively scalings in short time series. The effectiveness is verified by detecting successfully scaling properties for a large number of artificial fractional Brownian motions. Calculations show that this method can give reliable scalings for short time series with length ˜102. It is also used to detect scalings in the Shanghai Stock Index, five stock catalogs, and a total of 134 stocks collected from the Shanghai Stock Exchange Market. The scaling exponent for each catalog is significantly larger compared with that for the stocks included in the catalog. Selecting a window with size 650, the evolution of scaling for the Shanghai Stock Index is obtained by the window's sliding along the series. Global patterns in the evolutionary process are captured from the smoothed evolutionary curve. By comparing the patterns with the important event list in the history of the considered stock market, the evolution of scaling is matched with the stock index series. We can find that the important events fit very well with global transitions of the scaling behaviors.
Mulas, M.; Petitta, M.; Brazanti, M.; Benedetti, E.; Corsini, A.; Iasio, C.
2012-04-01
The aim of this study is to estimate the influence of different forcing factors acting on instability phases of a slow alpine earthslide-earthflow, by means of the characteristics of decomposed deformations signals derived by displacement rates measured in its different sectors. In this work we analyze a slow landslide located ESE from Corvara in Badia, a famous tourist area in the Dolomites (NE Italy). Road, infrastructure, ski and other recreational facilities, isolated buildings close to the town of Corvara and finally an artificial reservoir for snow production are threatened and occasionally damaged by this mass movement. It flows from 2000m s.l. to 1500m s.l. where a paleo-landslide deposit is partially covered and re-activated. In the last 10 years the Province of Bolzano carried out discontinuous GPS surveys between 5 and 1 times per year to define the landslide's level of hazard. The landslide volume is resulted to be 30Mm3, extending downslope for approx. 3km, with displacement rates between few centimeters and slightly less than 10m per year. To analyze this area we used data from active radar sensors (SAR - Synthetic Aperture Radar). The SAR-based dataset consists in high resolution X-band SAR data from the Cosmo SkyMed (CSK) mission acquired every 8 days from August 2010 to September 2011. Part of the 38 CSK scenes contain the back-scattering signal from 17 artificial reflectors (AR) installed along the AOI and partially on existing GPS benchmarks for data validation and integration. The ARs back scattering signal has been elaborated in order to track their displacement from August 2010 to September 2011, in the lower zone of the landslide, as well as from March 2011 to September 2011 in the higher part, excluding the period when the snow was covering the surface. The signals have been analyzed with Fourier and wavelet methods to identify the different frequencies and nature of the components. T and Mann-Kendall tests have been used to assess the
Muss, J. D.; Aguilar-Amuchastegui, N.; Henebry, G. M.
2012-12-01
Studies have shown that forest structural heterogeneity is a key variable for estimating the diversity, richness, and community structure of forest species such as birds, butterflies, and dung beetles. These relationships are especially relevant in tropical forests when assessing the impacts of forest management plans on indicator groups and species. Typically, forest structure and biodiversity are evaluated using field surveys, which are expensive and spatially limited. An alternative is to use the growing archive of imagery to assess the impacts that disturbances (such as those caused by selective logging) have on habitats and biodiversity. But it can be difficult to capture subtle differences in the three-dimensional (3D) forest structure at the landscape scale that are important for modeling these relationships. We use a unique confluence of active and passive optical sensor data, field surveys of biodiversity, and stand management data to link metrics of spatial and spatio-temporal heterogeneity with key indicators of sustainable forest management. Field sites were selected from tropical forest stands along the Atlantic Slope of Costa Rica for which the management history was known and in which biodiversity surveys were conducted. The vertical dimension of forest structure was assessed by applying two shape-based metrics, the centroid (C) and radius of gyration (RG), to full waveform lidar data collected by the LVIS platform over central Costa Rica in 2005. We developed a map of the vertical structure of the forest by implementing a recursive function that used C and RG to identify major segments of each waveform. Differences in 3D structure were related to estimates of animal biodiversity, size and type of disturbance, and time since disturbance—critical measurements for achieving verifiable sustainable management and conservation of biodiversity in tropical forests. Moreover, the relationships found between 3D structure and biodiversity suggests that it
Directory of Open Access Journals (Sweden)
Yingtao Zhang
2016-02-01
Full Text Available Dengue is a re-emerging infectious disease of humans, rapidly growing from endemic areas to dengue-free regions due to favorable conditions. In recent decades, Guangzhou has again suffered from several big outbreaks of dengue; as have its neighboring cities. This study aims to examine the impact of dengue epidemics in Guangzhou, China, and to develop a predictive model for Zhongshan based on local weather conditions and Guangzhou dengue surveillance information.We obtained weekly dengue case data from 1st January, 2005 to 31st December, 2014 for Guangzhou and Zhongshan city from the Chinese National Disease Surveillance Reporting System. Meteorological data was collected from the Zhongshan Weather Bureau and demographic data was collected from the Zhongshan Statistical Bureau. A negative binomial regression model with a log link function was used to analyze the relationship between weekly dengue cases in Guangzhou and Zhongshan, controlling for meteorological factors. Cross-correlation functions were applied to identify the time lags of the effect of each weather factor on weekly dengue cases. Models were validated using receiver operating characteristic (ROC curves and k-fold cross-validation.Our results showed that weekly dengue cases in Zhongshan were significantly associated with dengue cases in Guangzhou after the treatment of a 5 weeks prior moving average (Relative Risk (RR = 2.016, 95% Confidence Interval (CI: 1.845-2.203, controlling for weather factors including minimum temperature, relative humidity, and rainfall. ROC curve analysis indicated our forecasting model performed well at different prediction thresholds, with 0.969 area under the receiver operating characteristic curve (AUC for a threshold of 3 cases per week, 0.957 AUC for a threshold of 2 cases per week, and 0.938 AUC for a threshold of 1 case per week. Models established during k-fold cross-validation also had considerable AUC (average 0.938-0.967. The sensitivity and
Inverse statistical approach in heartbeat time series
International Nuclear Information System (INIS)
Ebadi, H; Shirazi, A H; Mani, Ali R; Jafari, G R
2011-01-01
We present an investigation on heart cycle time series, using inverse statistical analysis, a concept borrowed from studying turbulence. Using this approach, we studied the distribution of the exit times needed to achieve a predefined level of heart rate alteration. Such analysis uncovers the most likely waiting time needed to reach a certain change in the rate of heart beat. This analysis showed a significant difference between the raw data and shuffled data, when the heart rate accelerates or decelerates to a rare event. We also report that inverse statistical analysis can distinguish between the electrocardiograms taken from healthy volunteers and patients with heart failure
Neteler, M.
2009-12-01
In complex terrain like the Central European Alps, meteorological stations and ground surveys are usually sparsely and/or irregularly distributed and often favor agricultural areas. The application of traditional geospatial interpolation methods in complex terrain remains challenging and difficult to optimize. An alternative data source is remote sensing: high temporal resolution satellite data are continuously gaining interest since these data are intrinsically spatialized: continuous field of observations is obtained with this tool instead of point data. The increasing data availability suggests using these time series as surrogate to certain measures from meteorological stations, especially for temperature and related derivatives. The Terra and Aqua satellites with the Moderate Resolution Imaging Spectroradiometer (MODIS) provide four Earth coverages per day at various resolutions. We analyzed 8 years (2000 to 2008) of daily land surface temperature (LST) data from MODIS in an area located in the Southern European Alps. A method was developed to reconstruct incomplete maps (cloud coverage, invalid pixels) based on image statistics and on a model that includes additional GIS layers. The original LST map resolution of 1000m could be improved to 200m in this process which renders the resulting LST maps applicable at regional scales. We propose the use of these reconstructed daily LST time series as surrogate to meteorological observations especially in the area of epidemiological modeling where data are typically aggregated to decadal indicators. From these daily LST map series, derivable indicators include: 1) temperatures minima, means and maxima for annual/monthly/decadal periods; 2) unusual hot summers;3) the calculation of growing degree days, and 4) spring temperature increase or autumnal temperature decrease. Since more than 8 years of MODIS LST data are available today, even preliminary gradients can be extracted to assess multi-annual temperature trends
Snippe, Evelien; Bos, Elisabeth H.; van der Ploeg, Karen M.; Sanderman, Robbert; Fleer, Joke; Schroevers, Maya J.
2015-01-01
Mindfulness and ruminative thinking have been shown to mediate the effects of mindfulness-based treatments on depressive symptoms. Yet, the dynamic interplay between these variables in daily life during mindfulness-based treatment has received little attention. The present study focuses on the
Nonlinear time series analysis with R
Huffaker, Ray; Rosa, Rodolfo
2017-01-01
In the process of data analysis, the investigator is often facing highly-volatile and random-appearing observed data. A vast body of literature shows that the assumption of underlying stochastic processes was not necessarily representing the nature of the processes under investigation and, when other tools were used, deterministic features emerged. Non Linear Time Series Analysis (NLTS) allows researchers to test whether observed volatility conceals systematic non linear behavior, and to rigorously characterize governing dynamics. Behavioral patterns detected by non linear time series analysis, along with scientific principles and other expert information, guide the specification of mechanistic models that serve to explain real-world behavior rather than merely reproducing it. Often there is a misconception regarding the complexity of the level of mathematics needed to understand and utilize the tools of NLTS (for instance Chaos theory). However, mathematics used in NLTS is much simpler than many other subjec...
COMPUTATION OF IMAGE SIMILARITY WITH TIME SERIES
Directory of Open Access Journals (Sweden)
V. Balamurugan
2011-11-01
Full Text Available Searching for similar sequence in large database is an important task in temporal data mining. Similarity search is concerned with efficiently locating subsequences or whole sequences in large archives of sequences. It is useful in typical data mining applications and it can be easily extended to image retrieval. In this work, time series similarity analysis that involves dimensionality reduction and clustering is adapted on digital images to find similarity between them. The dimensionality reduced time series is represented as clusters by the use of K-Means clustering and the similarity distance between two images is found by finding the distance between the signatures of their clusters. To quantify the extent of similarity between two sequences, Earth Mover’s Distance (EMD is used. From the experiments on different sets of images, it is found that this technique is well suited for measuring the subjective similarity between two images.
Visibility graphlet approach to chaotic time series
Energy Technology Data Exchange (ETDEWEB)
Mutua, Stephen [Business School, University of Shanghai for Science and Technology, Shanghai 200093 (China); Computer Science Department, Masinde Muliro University of Science and Technology, P.O. Box 190-50100, Kakamega (Kenya); Gu, Changgui, E-mail: gu-changgui@163.com, E-mail: hjyang@ustc.edu.cn; Yang, Huijie, E-mail: gu-changgui@163.com, E-mail: hjyang@ustc.edu.cn [Business School, University of Shanghai for Science and Technology, Shanghai 200093 (China)
2016-05-15
Many novel methods have been proposed for mapping time series into complex networks. Although some dynamical behaviors can be effectively captured by existing approaches, the preservation and tracking of the temporal behaviors of a chaotic system remains an open problem. In this work, we extended the visibility graphlet approach to investigate both discrete and continuous chaotic time series. We applied visibility graphlets to capture the reconstructed local states, so that each is treated as a node and tracked downstream to create a temporal chain link. Our empirical findings show that the approach accurately captures the dynamical properties of chaotic systems. Networks constructed from periodic dynamic phases all converge to regular networks and to unique network structures for each model in the chaotic zones. Furthermore, our results show that the characterization of chaotic and non-chaotic zones in the Lorenz system corresponds to the maximal Lyapunov exponent, thus providing a simple and straightforward way to analyze chaotic systems.
De Keersmaecker, Wanda; Lhermitte, Stef; Honnay, Olivier; Farifteh, Jamshid; Somers, Ben; Coppin, Pol
2014-07-01
Increasing frequency of extreme climate events is likely to impose increased stress on ecosystems and to jeopardize the services that ecosystems provide. Therefore, it is of major importance to assess the effects of extreme climate events on the temporal stability (i.e., the resistance, the resilience, and the variance) of ecosystem properties. Most time series of ecosystem properties are, however, affected by varying data characteristics, uncertainties, and noise, which complicate the comparison of ecosystem stability metrics (ESMs) between locations. Therefore, there is a strong need for a more comprehensive understanding regarding the reliability of stability metrics and how they can be used to compare ecosystem stability globally. The objective of this study was to evaluate the performance of temporal ESMs based on time series of the Moderate Resolution Imaging Spectroradiometer derived Normalized Difference Vegetation Index of 15 global land-cover types. We provide a framework (i) to assess the reliability of ESMs in function of data characteristics, uncertainties and noise and (ii) to integrate reliability estimates in future global ecosystem stability studies against climate disturbances. The performance of our framework was tested through (i) a global ecosystem comparison and (ii) an comparison of ecosystem stability in response to the 2003 drought. The results show the influence of data quality on the accuracy of ecosystem stability. White noise, biased noise, and trends have a stronger effect on the accuracy of stability metrics than the length of the time series, temporal resolution, or amount of missing values. Moreover, we demonstrate the importance of integrating reliability estimates to interpret stability metrics within confidence limits. Based on these confidence limits, other studies dealing with specific ecosystem types or locations can be put into context, and a more reliable assessment of ecosystem stability against environmental disturbances
Huesca, Margarita; Merino-de-Miguel, Silvia; Eklundh, Lars; Litago, Javier; Cicuéndez, Victor; Rodríguez-Rastrero, Manuel; Ustin, Susan L.; Palacios-Orueta, Alicia
2015-12-01
Remote sensing (RS) time series are an excellent operative source for information about the land surface across several scales and different levels of landscape heterogeneity. Ustin and Gamon (2010) proposed the new concept of "optical types" (OT), meaning "optically distinguishable functional types", as a way to better understand remote sensing signals related to the actual functional behavior of species that share common physiognomic forms but differ in functionality. Whereas the OT approach seems to be promising and consistent with ecological theory as a way to monitor vegetation derived from RS, it received little implementation. This work presents a method for implementing the OT concept for efficient monitoring of ecosystems based on RS time series. We propose relying on an ecosystem's repetitive pattern in the temporal domain (self-similarity) to assess its dynamics. Based on this approach, our main hypothesis is that distinct dynamics are intrinsic to a specific OT. Self-similarity level in the temporal domain within a broadleaf forest class was quantitatively assessed using the auto-correlation function (ACF), from statistical time series analysis. A vector comparison classification method, spectral angle mapper, and principal component analysis were used to identify general patterns related to forest dynamics. Phenological metrics derived from MODIS NDVI time series using the TIMESAT software, together with information from the National Forest Map were used to explain the different dynamics found. Results showed significant and highly stable self-similarity patterns in OTs that corresponded to forests under non-moisture-limited environments with an adaptation strategy based on a strong phenological synchrony with climate seasonality. These forests are characterized by dense closed canopy deciduous forests associated with high productivity and low biodiversity in terms of dominant species. Forests in transitional areas were associated with patterns of less
Directory of Open Access Journals (Sweden)
Huimin Liu
2018-04-01
Full Text Available Land Surface Temperature (LST is a critical component to understand the impact of urbanization on the urban thermal environment. Previous studies were inclined to apply only one snapshot to analyze the pattern and dynamics of LST without considering the non-stationarity in the temporal domain, or focus on the diurnal, seasonal, and annual pattern analysis of LST which has limited support for the understanding of how LST varies with the advancing of urbanization. This paper presents a workflow to extract the spatio-temporal pattern of LST through time series clustering by focusing on the LST of Wuhan, China, from 2002 to 2017 with a 3-year time interval with 8-day MODerate-resolution Imaging Spectroradiometer (MODIS satellite image products. The Latent pattern of LST (LLST generated by non-parametric Multi-Task Gaussian Process Modeling (MTGP and the Multi-Scale Shape Index (MSSI which characterizes the morphology of LLST are coupled for pattern recognition. Specifically, spatio-temporal patterns are discovered after the extraction of spatial patterns conducted by the incorporation of k -means and the Back-Propagation neural networks (BP-Net. The spatial patterns of the 6 years form a basic understanding about the corresponding temporal variances. For spatio-temporal pattern recognition, LLSTs and MSSIs of the 6 years are regarded as geo-referenced time series. Multiple algorithms including traditional k -means with Euclidean Distance (ED, shape-based k -means with the constrained Dynamic Time Warping ( c DTW distance measure, and the Dynamic Time Warping Barycenter Averaging (DBA centroid computation method ( k - c DBA and k -shape are applied. Ten external indexes are employed to evaluate the performance of the three algorithms and reveal k - c DBA as the optimal time series clustering algorithm for our study. The study area is divided into 17 geographical time series clusters which respectively illustrate heterogeneous temporal dynamics of LST
International Nuclear Information System (INIS)
Brauchler, Ralf; Mettier, Ralph; Schulte, Peter; Fuehrboeter, Jens Fred
2015-01-01
In the context of safe enclosure of nuclear waste in salt formations, one of the main challenges is potential water inflow into the excavations. In this context, the hydraulic relationship between the abandoned Asse I salt mine and the salt dissolution network at the base of the caprock of the Asse salt structure in northern Germany is characterized by utilizing time series analysis of water level changes. The data base comprises a time series of water level measurements over eight years with a temporal resolution of 15 minutes (in general) and up to 2 minutes for specific intervals. The water level measurements were collected in the shaft of the flooded mine, which is filled with ground rock salt until a depth of 140 m, and a deep well, which is screened in 240 m depth at the salt dissolution zone at the base of the caprock. The distance between the well and the shaft is several hundred meters. Since the beginning of the continuous observations in the 1970s, the shaft has shown periodically abrupt declines of the water level of several meters occurring in intervals of approx. 8 to 10 years. The time series analysis consists of trend, Fourier-, autocorrelation and cross-correlation analysis. The analysis showed that during times with small water level changes the measured water level in the well and the shaft are positively correlated whereas during the abrupt water level drops in the shaft, the measured water levels between the shaft and the well are negatively correlated. A potential explanation for this behavior is that during times with small changes, the measured water levels in the well and in the shaft are influenced by the same external events with similar response times. In contrast, during the abrupt water level decline events in the shaft, a negatively correlated pressure signal is induced in the well, which supports the assumption of a direct hydraulic connection between the shaft and the well via flooded excavations and the salt dissolution network
Markov Trends in Macroeconomic Time Series
Paap, Richard
1997-01-01
textabstractMany macroeconomic time series are characterised by long periods of positive growth, expansion periods, and short periods of negative growth, recessions. A popular model to describe this phenomenon is the Markov trend, which is a stochastic segmented trend where the slope depends on the value of an unobserved two-state first-order Markov process. The two slopes of the Markov trend describe the growth rates in the two phases of the business cycle. This thesis deals with a Bayesian ...
Buys – Ballot Estimates for time series decomposition | Iwueze ...
African Journals Online (AJOL)
An estimation procedure based on the Buys – Ballot (1847) table for time series decomposition is given in this paper. We give two alternative methods called the Chain Base Estimation and Fixed Base Estimation methods. Simulated examples are used to illustrate the methods, while comparing them with the least squares ...
Directory of Open Access Journals (Sweden)
Dongqing Peng
2016-11-01
Full Text Available Based on Time-Frequency (TF analysis and a-contrario theory, this paper presents a new approach for extraction of linear arranged power transmission tower series in Polarimetric Synthetic Aperture Radar (PolSAR images. Firstly, the PolSAR multidimensional information is analyzed using a linear TF decomposition approach. The stationarity of each pixel is assessed by testing the maximum likelihood ratio statistics of the coherency matrix. Then, based on the maximum likelihood log-ratio image, a Cell-Averaging Constant False Alarm Rate (CA-CFAR detector with Weibull clutter background and a post-processing operator is used to detect point-like targets in the image. Finally, a searching approach based on a-contrario theory is applied to extract the linear arranged targets from detected point-like targets. The experimental results on three sets of PolSAR data verify the effectiveness of this approach.
Adachi, Yasumoto; Makita, Kohei
2017-12-01
Echinococcus multilocularis is a parasite that causes highly pathogenic zoonoses and is maintained in foxes and rodents on Hokkaido Island, Japan. Detection of E. multilocularis infections in swine is epidemiologically important. In Hokkaido, administrative information is provided to swine producers based on the results of meat inspections. However, as the current criteria for providing administrative information often results in delays in providing information to producers, novel criteria are needed. Time series models were developed to monitor autocorrelations between data and lags using data collected from 84 producers at the Higashi-Mokoto Meat Inspection Center between April 2003 and November 2015. The two criteria were quantitatively compared using the sign test for the ability to rapidly detect farm-level outbreaks. Overall, the time series models based on an autoexponentially regressed zero-inflated negative binomial distribution with 60th percentile cumulative distribution function of the model detected outbreaks earlier more frequently than the current criteria (90.5%, 276/305, pdisadvantages of the current criteria to provide an earlier indication of increases in the rate of echinococcosis. Copyright © 2017 Elsevier B.V. All rights reserved.
Clinical and epidemiological round: Interrupted time series
Directory of Open Access Journals (Sweden)
León-Álvarez, Alba Luz
2017-07-01
Full Text Available In quasi-experimental research, it is commonly used the interrupted time series analysis, which measures the effect of an intervention from a specific time point. This technique integrates longitudinal data and allows to discover detailed trends before and after such intervention. It is considered an important tool to understand the patterns of change after any event, it is applicable in different disciplines and have a great potential to draw conclusions in research with long follow-up periods that require objective evaluation of interventions.
Choong, Miew Keen; Levy, David; Yan, Hong
2009-01-01
We propose a method to analyse the periodicities of gene expression profiles based on the spectral domain approach. Our spectral reconstruction method outperforms three other recently proposed methods, which do not require any prior knowledge. It is proven that an alternative method for studying cell-cycle regulation is possible even where very little prior knowledge is available. We also investigate the potential of combining signals with similar frequency components to form an overdetermined system of equations, and use least squares solution to estimate the spectral frequency. Results show that this new method is able to estimate the peak frequency more accurately.
Energy Technology Data Exchange (ETDEWEB)
Stackhouse, P. W., Jr.; Zhang, T.; Chandler, W. S.; Whitlock, C. H.; Hoell, J. M.; Westberg, D. J.; Perez, R.; Wilcox, S.
2008-01-01
In April, 2007, the National Solar Radiation Database (NSRDB) of the National Renewable Energy Laboratory was updated for the period from 1991 to 2005. NSRDB includes monthly averaged summary statistics from 221 Class I sites spanning the entire time period with least uncertainty. In 2008, the NASA GEWEX Surface Radiation Budget (SRB) project updated its satellite-derived solar surface irradiance to Release 3.0. This dataset spans July 1983 to June 2006 at a 1ox1o resolution. In this paper, we compare the NSRDB data monthly average summary statistics to NASA SRB data that has been validated favorably against the BSRN, SURFRAD, WRDC and GEBA datasets. The SRB-NSRDB comparison reveals reasonably good agreement of the two datasets.
Directory of Open Access Journals (Sweden)
Zeng An-Ping
2006-02-01
Full Text Available Abstract Background The increasing availability of time-series expression data opens up new possibilities to study functional linkages of genes. Present methods used to infer functional linkages between genes from expression data are mainly based on a point-to-point comparison. Change trends between consecutive time points in time-series data have been so far not well explored. Results In this work we present a new method based on extracting main features of the change trend and level of gene expression between consecutive time points. The method, termed as trend correlation (TC, includes two major steps: 1, calculating a maximal local alignment of change trend score by dynamic programming and a change trend correlation coefficient between the maximal matched change levels of each gene pair; 2, inferring relationships of gene pairs based on two statistical extraction procedures. The new method considers time shifts and inverted relationships in a similar way as the local clustering (LC method but the latter is merely based on a point-to-point comparison. The TC method is demonstrated with data from yeast cell cycle and compared with the LC method and the widely used Pearson correlation coefficient (PCC based clustering method. The biological significance of the gene pairs is examined with several large-scale yeast databases. Although the TC method predicts an overall lower number of gene pairs than the other two methods at a same p-value threshold, the additional number of gene pairs inferred by the TC method is considerable: e.g. 20.5% compared with the LC method and 49.6% with the PCC method for a p-value threshold of 2.7E-3. Moreover, the percentage of the inferred gene pairs consistent with databases by our method is generally higher than the LC method and similar to the PCC method. A significant number of the gene pairs only inferred by the TC method are process-identity or function-similarity pairs or have well-documented biological
Timing calibration and spectral cleaning of LOFAR time series data
Corstanje, A.; Buitink, S.; Enriquez, J. E.; Falcke, H.; Hörandel, J. R.; Krause, M.; Nelles, A.; Rachen, J. P.; Schellart, P.; Scholten, O.; ter Veen, S.; Thoudam, S.; Trinh, T. N. G.
2016-01-01
We describe a method for spectral cleaning and timing calibration of short time series data of the voltage in individual radio interferometer receivers. It makes use of phase differences in fast Fourier transform (FFT) spectra across antenna pairs. For strong, localized terrestrial sources these are stable over time, while being approximately uniform-random for a sum over many sources or for noise. Using only milliseconds-long datasets, the method finds the strongest interfering transmitters,...
Fractal fluctuations in cardiac time series
West, B. J.; Zhang, R.; Sanders, A. W.; Miniyar, S.; Zuckerman, J. H.; Levine, B. D.; Blomqvist, C. G. (Principal Investigator)
1999-01-01
Human heart rate, controlled by complex feedback mechanisms, is a vital index of systematic circulation. However, it has been shown that beat-to-beat values of heart rate fluctuate continually over a wide range of time scales. Herein we use the relative dispersion, the ratio of the standard deviation to the mean, to show, by systematically aggregating the data, that the correlation in the beat-to-beat cardiac time series is a modulated inverse power law. This scaling property indicates the existence of long-time memory in the underlying cardiac control process and supports the conclusion that heart rate variability is a temporal fractal. We argue that the cardiac control system has allometric properties that enable it to respond to a dynamical environment through scaling.
Period Estimation in Astronomical Time Series
Protopapas, Pavlos
2011-09-01
Detection of periodicity and period estimation in non-uniformly sampled time series data is frequently a goal in Astronomical data analysis. There are various problems faced: Firstly, data is sampled non-uniformly which makes it difficult to use simple Fourier transform for performing spectral analysis. Secondly, there are large gaps in data which makes it difficult to interpolate the signal for re-sampling. Finally, in data sets with smaller time periods the non-uniformity in sampling and noise in data pose even greater problems because of the lesser number of samples per period. In this talk we review existing methods and then we propose new approaches in determining periods. We first use correntropy (an alternative to autocorrelation) that encapsulates non-linear correlations using a spatio-temporal kernel to estimate accurately the time period of the data. The other uses periodic kernels in non-parametric Gaussian process. These new techniques are also used for identifying periodic signals.
Inferring causality from noisy time series data
DEFF Research Database (Denmark)
Mønster, Dan; Fusaroli, Riccardo; Tylén, Kristian
2016-01-01
Convergent Cross-Mapping (CCM) has shown high potential to perform causal inference in the absence of models. We assess the strengths and weaknesses of the method by varying coupling strength and noise levels in coupled logistic maps. We find that CCM fails to infer accurate coupling strength...... and even causality direction in synchronized time-series and in the presence of intermediate coupling. We find that the presence of noise deterministically reduces the level of cross-mapping fidelity, while the convergence rate exhibits higher levels of robustness. Finally, we propose that controlled noise...
Time Series Modeling for Structural Response Prediction
1988-11-14
results for 2nd mode. 69 5. 3DOF simulated data. 71 6. Experimental data. 72 7. Simulated data. 75 8. MPEM estimates for MDOF data with closely spaced...vector Ssteering matrix of residual time series 2DOF Two-degree-of-freedom 2LS Two-stage Least Squares Method 3DOF Three-degree-of-freedom x SUMMARY A...70 Table 5: 3DOF Simulated Data (fd= 1 ,10 ,25 ; C=.01,.0l,.0l; Amp=1,l,l; 256 pts, f,=2000 Hz) Algorithm grv noise higher mode grv, 4th mode, bias 40
Fourier analysis of time series an introduction
Bloomfield, Peter
2000-01-01
A new, revised edition of a yet unrivaled work on frequency domain analysis Long recognized for his unique focus on frequency domain methods for the analysis of time series data as well as for his applied, easy-to-understand approach, Peter Bloomfield brings his well-known 1976 work thoroughly up to date. With a minimum of mathematics and an engaging, highly rewarding style, Bloomfield provides in-depth discussions of harmonic regression, harmonic analysis, complex demodulation, and spectrum analysis. All methods are clearly illustrated using examples of specific data sets, while ample
Biogeochemistry from Gliders at the Hawaii Ocean Times-Series
Nicholson, D. P.; Barone, B.; Karl, D. M.
2016-02-01
At the Hawaii Ocean Time-series (HOT) autonomous, underwater gliders equipped with biogeochemical sensors observe the oceans for months at a time, sampling spatiotemporal scales missed by the ship-based programs. Over the last decade, glider data augmented by a foundation of time-series observations have shed light on biogeochemical dynamics occuring spatially at meso- and submesoscales and temporally on scales from diel to annual. We present insights gained from the synergy between glider observations, time-series measurements and remote sensing in the subtropical North Pacific. We focus on diel variability observed in dissolved oxygen and bio-optics and approaches to autonomously quantify net community production and gross primary production (GPP) as developed during the 2012 Hawaii Ocean Experiment - DYnamics of Light And Nutrients (HOE-DYLAN). Glider-based GPP measurements were extended to explore the relationship between GPP and mesoscale context over multiple years of Seaglider deployments.
On the plurality of times: disunified time and the A-series | Nefdt ...
African Journals Online (AJOL)
Then, I attempt to show that disunified time is a problem for a semantics based on the A-series since A-truthmakers are hard to come by in a universe of temporally disconnected time-series. Finally, I provide a novel argument showing that presentists should be particularly fearful of such a universe. South African Journal of ...
Time series analysis of temporal networks
Sikdar, Sandipan; Ganguly, Niloy; Mukherjee, Animesh
2016-01-01
A common but an important feature of all real-world networks is that they are temporal in nature, i.e., the network structure changes over time. Due to this dynamic nature, it becomes difficult to propose suitable growth models that can explain the various important characteristic properties of these networks. In fact, in many application oriented studies only knowing these properties is sufficient. For instance, if one wishes to launch a targeted attack on a network, this can be done even without the knowledge of the full network structure; rather an estimate of some of the properties is sufficient enough to launch the attack. We, in this paper show that even if the network structure at a future time point is not available one can still manage to estimate its properties. We propose a novel method to map a temporal network to a set of time series instances, analyze them and using a standard forecast model of time series, try to predict the properties of a temporal network at a later time instance. To our aim, we consider eight properties such as number of active nodes, average degree, clustering coefficient etc. and apply our prediction framework on them. We mainly focus on the temporal network of human face-to-face contacts and observe that it represents a stochastic process with memory that can be modeled as Auto-Regressive-Integrated-Moving-Average (ARIMA). We use cross validation techniques to find the percentage accuracy of our predictions. An important observation is that the frequency domain properties of the time series obtained from spectrogram analysis could be used to refine the prediction framework by identifying beforehand the cases where the error in prediction is likely to be high. This leads to an improvement of 7.96% (for error level ≤20%) in prediction accuracy on an average across all datasets. As an application we show how such prediction scheme can be used to launch targeted attacks on temporal networks. Contribution to the Topical Issue
Anomaly on Superspace of Time Series Data
Capozziello, Salvatore; Pincak, Richard; Kanjamapornkul, Kabin
2017-11-01
We apply the G-theory and anomaly of ghost and antighost fields in the theory of supersymmetry to study a superspace over time series data for the detection of hidden general supply and demand equilibrium in the financial market. We provide proof of the existence of a general equilibrium point over 14 extradimensions of the new G-theory compared with the M-theory of the 11 dimensions model of Edward Witten. We found that the process of coupling between nonequilibrium and equilibrium spinor fields of expectation ghost fields in the superspace of time series data induces an infinitely long exact sequence of cohomology from a short exact sequence of moduli state space model. If we assume that the financial market is separated into two topological spaces of supply and demand as the D-brane and anti-D-brane model, then we can use a cohomology group to compute the stability of the market as a stable point of the general equilibrium of the interaction between D-branes of the market. We obtain the result that the general equilibrium will exist if and only if the 14th Batalin-Vilkovisky cohomology group with the negative dimensions underlying 14 major hidden factors influencing the market is zero.
Correlation measure to detect time series distances, whence economy globalization
Miśkiewicz, Janusz; Ausloos, Marcel
2008-11-01
An instantaneous time series distance is defined through the equal time correlation coefficient. The idea is applied to the Gross Domestic Product (GDP) yearly increments of 21 rich countries between 1950 and 2005 in order to test the process of economic globalisation. Some data discussion is first presented to decide what (EKS, GK, or derived) GDP series should be studied. Distances are then calculated from the correlation coefficient values between pairs of series. The role of time averaging of the distances over finite size windows is discussed. Three network structures are next constructed based on the hierarchy of distances. It is shown that the mean distance between the most developed countries on several networks actually decreases in time, -which we consider as a proof of globalization. An empirical law is found for the evolution after 1990, similar to that found in flux creep. The optimal observation time window size is found ≃15 years.
Data imputation analysis for Cosmic Rays time series
Fernandes, R. C.; Lucio, P. S.; Fernandez, J. H.
2017-05-01
The occurrence of missing data concerning Galactic Cosmic Rays time series (GCR) is inevitable since loss of data is due to mechanical and human failure or technical problems and different periods of operation of GCR stations. The aim of this study was to perform multiple dataset imputation in order to depict the observational dataset. The study has used the monthly time series of GCR Climax (CLMX) and Roma (ROME) from 1960 to 2004 to simulate scenarios of 10%, 20%, 30%, 40%, 50%, 60%, 70%, 80% and 90% of missing data compared to observed ROME series, with 50 replicates. Then, the CLMX station as a proxy for allocation of these scenarios was used. Three different methods for monthly dataset imputation were selected: AMÉLIA II - runs the bootstrap Expectation Maximization algorithm, MICE - runs an algorithm via Multivariate Imputation by Chained Equations and MTSDI - an Expectation Maximization algorithm-based method for imputation of missing values in multivariate normal time series. The synthetic time series compared with the observed ROME series has also been evaluated using several skill measures as such as RMSE, NRMSE, Agreement Index, R, R2, F-test and t-test. The results showed that for CLMX and ROME, the R2 and R statistics were equal to 0.98 and 0.96, respectively. It was observed that increases in the number of gaps generate loss of quality of the time series. Data imputation was more efficient with MTSDI method, with negligible errors and best skill coefficients. The results suggest a limit of about 60% of missing data for imputation, for monthly averages, no more than this. It is noteworthy that CLMX, ROME and KIEL stations present no missing data in the target period. This methodology allowed reconstructing 43 time series.
A novel time series link prediction method: Learning automata approach
Moradabadi, Behnaz; Meybodi, Mohammad Reza
2017-09-01
Link prediction is a main social network challenge that uses the network structure to predict future links. The common link prediction approaches to predict hidden links use a static graph representation where a snapshot of the network is analyzed to find hidden or future links. For example, similarity metric based link predictions are a common traditional approach that calculates the similarity metric for each non-connected link and sort the links based on their similarity metrics and label the links with higher similarity scores as the future links. Because people activities in social networks are dynamic and uncertainty, and the structure of the networks changes over time, using deterministic graphs for modeling and analysis of the social network may not be appropriate. In the time-series link prediction problem, the time series link occurrences are used to predict the future links In this paper, we propose a new time series link prediction based on learning automata. In the proposed algorithm for each link that must be predicted there is one learning automaton and each learning automaton tries to predict the existence or non-existence of the corresponding link. To predict the link occurrence in time T, there is a chain consists of stages 1 through T - 1 and the learning automaton passes from these stages to learn the existence or non-existence of the corresponding link. Our preliminary link prediction experiments with co-authorship and email networks have provided satisfactory results when time series link occurrences are considered.
Time domain series system definition and gear set reliability modeling
International Nuclear Information System (INIS)
Xie, Liyang; Wu, Ningxiang; Qian, Wenxue
2016-01-01
Time-dependent multi-configuration is a typical feature for mechanical systems such as gear trains and chain drives. As a series system, a gear train is distinct from a traditional series system, such as a chain, in load transmission path, system-component relationship, system functioning manner, as well as time-dependent system configuration. Firstly, the present paper defines time-domain series system to which the traditional series system reliability model is not adequate. Then, system specific reliability modeling technique is proposed for gear sets, including component (tooth) and subsystem (tooth-pair) load history description, material priori/posterior strength expression, time-dependent and system specific load-strength interference analysis, as well as statistically dependent failure events treatment. Consequently, several system reliability models are developed for gear sets with different tooth numbers in the scenario of tooth root material ultimate tensile strength failure. The application of the models is discussed in the last part, and the differences between the system specific reliability model and the traditional series system reliability model are illustrated by virtue of several numerical examples. - Highlights: • A new type of series system, i.e. time-domain multi-configuration series system is defined, that is of great significance to reliability modeling. • Multi-level statistical analysis based reliability modeling method is presented for gear transmission system. • Several system specific reliability models are established for gear set reliability estimation. • The differences between the traditional series system reliability model and the new model are illustrated.
Reconstruction of ensembles of coupled time-delay systems from time series.
Sysoev, I V; Prokhorov, M D; Ponomarenko, V I; Bezruchko, B P
2014-06-01
We propose a method to recover from time series the parameters of coupled time-delay systems and the architecture of couplings between them. The method is based on a reconstruction of model delay-differential equations and estimation of statistical significance of couplings. It can be applied to networks composed of nonidentical nodes with an arbitrary number of unidirectional and bidirectional couplings. We test our method on chaotic and periodic time series produced by model equations of ensembles of diffusively coupled time-delay systems in the presence of noise, and apply it to experimental time series obtained from electronic oscillators with delayed feedback coupled by resistors.
Stochastic modeling of hourly rainfall times series in Campania (Italy)
Giorgio, M.; Greco, R.
2009-04-01
Occurrence of flowslides and floods in small catchments is uneasy to predict, since it is affected by a number of variables, such as mechanical and hydraulic soil properties, slope morphology, vegetation coverage, rainfall spatial and temporal variability. Consequently, landslide risk assessment procedures and early warning systems still rely on simple empirical models based on correlation between recorded rainfall data and observed landslides and/or river discharges. Effectiveness of such systems could be improved by reliable quantitative rainfall prediction, which can allow gaining larger lead-times. Analysis of on-site recorded rainfall height time series represents the most effective approach for a reliable prediction of local temporal evolution of rainfall. Hydrological time series analysis is a widely studied field in hydrology, often carried out by means of autoregressive models, such as AR, ARMA, ARX, ARMAX (e.g. Salas [1992]). Such models gave the best results when applied to the analysis of autocorrelated hydrological time series, like river flow or level time series. Conversely, they are not able to model the behaviour of intermittent time series, like point rainfall height series usually are, especially when recorded with short sampling time intervals. More useful for this issue are the so-called DRIP (Disaggregated Rectangular Intensity Pulse) and NSRP (Neymann-Scott Rectangular Pulse) model [Heneker et al., 2001; Cowpertwait et al., 2002], usually adopted to generate synthetic point rainfall series. In this paper, the DRIP model approach is adopted, in which the sequence of rain storms and dry intervals constituting the structure of rainfall time series is modeled as an alternating renewal process. Final aim of the study is to provide a useful tool to implement an early warning system for hydrogeological risk management. Model calibration has been carried out with hourly rainfall hieght data provided by the rain gauges of Campania Region civil
Normalizing the causality between time series
Liang, X. San
2015-08-01
Recently, a rigorous yet concise formula was derived to evaluate information flow, and hence the causality in a quantitative sense, between time series. To assess the importance of a resulting causality, it needs to be normalized. The normalization is achieved through distinguishing a Lyapunov exponent-like, one-dimensional phase-space stretching rate and a noise-to-signal ratio from the rate of information flow in the balance of the marginal entropy evolution of the flow recipient. It is verified with autoregressive models and applied to a real financial analysis problem. An unusually strong one-way causality is identified from IBM (International Business Machines Corporation) to GE (General Electric Company) in their early era, revealing to us an old story, which has almost faded into oblivion, about "Seven Dwarfs" competing with a giant for the mainframe computer market.
Palmprint Verification Using Time Series Method
Directory of Open Access Journals (Sweden)
A. A. Ketut Agung Cahyawan Wiranatha
2013-11-01
Full Text Available The use of biometrics as an automatic recognition system is growing rapidly in solving security problems, palmprint is one of biometric system which often used. This paper used two steps in center of mass moment method for region of interest (ROI segmentation and apply the time series method combined with block window method as feature representation. Normalized Euclidean Distance is used to measure the similarity degrees of two feature vectors of palmprint. System testing is done using 500 samples palms, with 4 samples as the reference image and the 6 samples as test images. Experiment results show that this system can achieve a high performance with success rate about 97.33% (FNMR=1.67%, FMR=1.00 %, T=0.036.
Learning and Prediction of Relational Time Series
2013-03-01
r S ub gr ap h Is om or ph is m (s ec ) Number of Constants in one situation Snort Dataset 1 & 2: Runtime over constant count Attention BFS 130...the scalability of the attention technique. 0 0.2 0.4 0.6 0.8 1 0 50 100 150 200 250 300 Ti m e pe r S ub gr ap h Is om or ph is m (s ec ) Number...φ, φ). Segment: A segment in the relational time-series r = p1p2…pn is comprised of the percept subsequence [ papa +1pa+2…pa+mpb) such that pa
Singh, A. K.; Toshniwal, D.
2017-12-01
The MODIS Joint Atmosphere product, MODATML2 and MYDATML2 L2/3 provided by LAADS DAAC (Level-1 and Atmosphere Archive & Distribution System Distributed Active Archive Center) re-sampled from medium resolution MODIS Terra /Aqua Satellites data at 5km scale, contains Cloud Reflectance, Cloud Top Temperature, Water Vapor, Aerosol Optical Depth/Thickness, Humidity data. These re-sampled data, when used for deriving climatic effects of aerosols (particularly in case of cooling effect) still exposes limitations in presence of uncertainty measures in atmospheric artifacts such as aerosol, cloud, cirrus cloud etc. The effect of uncertainty measures in these artifacts imposes an important challenge for estimation of aerosol effects, adequately affecting precise regional weather modeling and predictions: Forecasting and recommendation applications developed largely depend on these short-term local conditions (e.g. City/Locality based recommendations to citizens/farmers based on local weather models). Our approach inculcates artificial intelligence technique for representing heterogeneous data(satellite data along with air quality data from local weather stations (i.e. in situ data)) to learn, correct and predict aerosol effects in the presence of cloud and other atmospheric artifacts, defusing Spatio-temporal correlations and regressions. The Big Data process pipeline consisting correlation and regression techniques developed on Apache Spark platform can easily scale for large data sets including many tiles (scenes) and over widened time-scale. Keywords: Climatic Effects of Aerosols, Situation-Aware, Big Data, Apache Spark, MODIS Terra /Aqua, Time Series
Ouzemou, Jamal-eddine; El Harti, Abderrazak; EL Moujahid, Ali; Bouch, Naima; El Ouazzani, Rabii; Lhissou, Rachid; Bachaoui, El Mostafa
2015-10-01
Morocco is a primarily arid to semi-arid country. These climatic conditions make irrigation an imperative and inevitable technique. Especially, agriculture has a paramount importance for the national economy. Retrieving of crops and their location as well as their spatial extent is useful information for agricultural planning and better management of irrigation water resource. Remote sensing technology was often used in management and agricultural research. Indeed, it's allows crops extraction and mapping based on phenological characteristics, as well as yield estimation. The study area of this work is the Tadla irrigated perimeter which is characterized by heterogeneous areas and extremely small size fields. Our principal objectives are: (1) the delimitation of the major crops for a good water management, (2) the insulation of sugar beet parcels for modeling its yields. To achieve the traced goals, we have used Landsat-8 OLI (Operational Land Imager) data pan-sharpened to 15 m. Spectral Angle Mapper (SAM) and Support Vector Machine (SVM) classifications were applied to the Normalized Difference Vegetation Index (NDVI) time-series of 10 periods. Classifications were calculated for a site of more than 124000 ha. This site was divided into two parts: the first part for selecting, training datasets and the second one for validating the classification results. The SVM and SAM methods classified the principal crops with overall accuracies of 85.27% and 57.17% respectively, and kappa coefficient of 80% and 43% respectively. The study showed the potential of using time-series OLI NDVI data for mapping different crops in irrigated, heterogeneous and undersized parcels in arid and semi-arid environment.
Duveiller, G.; Lopez-Lozano, R.
2013-12-01
Global agricultural monitoring requires satellite Earth Observation systems that maximize the observation revisit frequency over the largest possible geographical coverage. Such compromise has thus far resulted in using a spatial resolution that is often coarser than desired. As a consequence, for many agricultural landscapes across the world, crop status can only be inferred from a mixed signal of the landscape (with a pixel size typically close to 1 km), composed of reflectance from neighbouring fields with potentially different crops, variable phenological behaviours and distinct management practices. MODIS has been providing, since 2000, a higher spatial resolution (~250m) that is closer to the size of individual fields in many agro-ecological landscapes. However, the challenge for operational crop specific monitoring remains to identify in time where a given crop has been sown during the current growing season. An innovative use of MODIS daily data is proposed for crop identification based on the stability of the multi-angular signal. MODIS is a whiskbroom sensor with a large swath. For any given place, consecutive MODIS observations are made with considerably different viewing angles according to the daily change in orbit. Consequently, the footprint of the observation varies considerably, thereby sampling the vicinity around the centre of the grid cell in which the time series is ultimately recorded in. If the consecutive observations that have sampled the vicinity provide similar NDVI values (for which BRDF effects are reduced), the resulting temporal signal is relatively stable. This stability indicated that the signal comes from a spatially homogeneous surface, such as a single large field covered by the same crop with similar agro-management practices. If the resulting temporal signal is noisy, it is probable that the consecutive daily observations have sampled different land uses, thus contaminating the signal. Such time series can therefore be
Segmentation of Nonstationary Time Series with Geometric Clustering
DEFF Research Database (Denmark)
Bocharov, Alexei; Thiesson, Bo
2013-01-01
We introduce a non-parametric method for segmentation in regimeswitching time-series models. The approach is based on spectral clustering of target-regressor tuples and derives a switching regression tree, where regime switches are modeled by oblique splits. Such models can be learned efficiently...
Time Series Data Visualization in World Wide Telescope
Fay, J.
WorldWide Telescope provides a rich set of timer series visualization for both archival and real time data. WWT consists of both interactive desktop tools for interactive immersive visualization and HTML5 web based controls that can be utilized in customized web pages. WWT supports a range of display options including full dome, power walls, stereo and virtual reality headsets.
Financial Intermediation and the Nigerian Economy: A Time Series ...
African Journals Online (AJOL)
This paper examines the level of development of financial intermediation and how it impacts on economic growth of Nigeria. Using a time series data covering a period of 40 years (1970 –2009) and employing the econometric tool of Ordinary Least Squares (OLS) and cointegration analysis based on Engle Granger ...
Stochastic generation of hourly wind speed time series
International Nuclear Information System (INIS)
Shamshad, A.; Wan Mohd Ali Wan Hussin; Bawadi, M.A.; Mohd Sanusi, S.A.
2006-01-01
In the present study hourly wind speed data of Kuala Terengganu in Peninsular Malaysia are simulated by using transition matrix approach of Markovian process. The wind speed time series is divided into various states based on certain criteria. The next wind speed states are selected based on the previous states. The cumulative probability transition matrix has been formed in which each row ends with 1. Using the uniform random numbers between 0 and 1, a series of future states is generated. These states have been converted to the corresponding wind speed values using another uniform random number generator. The accuracy of the model has been determined by comparing the statistical characteristics such as average, standard deviation, root mean square error, probability density function and autocorrelation function of the generated data to those of the original data. The generated wind speed time series data is capable to preserve the wind speed characteristics of the observed data
Testing for intracycle determinism in pseudoperiodic time series.
Coelho, Mara C S; Mendes, Eduardo M A M; Aguirre, Luis A
2008-06-01
A determinism test is proposed based on the well-known method of the surrogate data. Assuming predictability to be a signature of determinism, the proposed method checks for intracycle (e.g., short-term) determinism in the pseudoperiodic time series for which standard methods of surrogate analysis do not apply. The approach presented is composed of two steps. First, the data are preprocessed to reduce the effects of seasonal and trend components. Second, standard tests of surrogate analysis can then be used. The determinism test is applied to simulated and experimental pseudoperiodic time series and the results show the applicability of the proposed test.
Energy Technology Data Exchange (ETDEWEB)
Gill, Gary A. [Pacific Northwest National Lab. (PNNL), Sequim, WA (United States). Marine Sciences Lab.; Kuo, Li-Jung [Pacific Northwest National Lab. (PNNL), Sequim, WA (United States). Marine Sciences Lab.; Strivens, Jonathan E. [Pacific Northwest National Lab. (PNNL), Sequim, WA (United States). Marine Sciences Lab.; Wood, Jordana R. [Pacific Northwest National Lab. (PNNL), Sequim, WA (United States). Marine Sciences Lab.; Schlafer, Nicholas J. [Pacific Northwest National Lab. (PNNL), Sequim, WA (United States). Marine Sciences Lab.; Janke, Christopher J. [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States); Das, Sadananda [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States); Mayes, Richard [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States); Saito, Tomonori [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States); Brown, Suree S. [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States); Tsouris, Constantinos [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States); Tsouris, Costas [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States); Wai, Chien M. [Univ. of Idaho, Moscow, ID (United States); LCW Supercritical Technologies, Seattle, WA (United States); Pan, Horng-Bin [Univ. of Idaho, Moscow, ID (United States)
2016-09-29
The Pacific Northwest National Laboratory (PNNL) has been conducting marine testing of uranium adsorbent materials for the Fuel Resources Program, Department of Energy, Office of Nuclear Energy (DOE-NE) beginning in FY 2012. The marine testing program is being conducted at PNNL’s Marine Sciences Laboratory (MSL), located at Sequim Bay, along the coast of Washington. One of the main efforts of the marine testing program is the determination of adsorption capacity and adsorption kinetics for uranium and selected other elements (e.g. vanadium, iron, copper, nickel, and zinc) for adsorbent materials provided primarily by Oak Ridge National Laboratory (ORNL), but also includes other Fuel Resources Program participants. This report summarizes the major marine testing results that have been obtained to date using time series sampling for 42 to 56 days using either flow-through column or recirculating flume exposures. The major results are highlighted in this report, and the full data sets are appended as a series of Excel spreadsheet files. Over the four year period (2012-2016) that marine testing of amidoxime-based polymeric adsorbents was conducted at PNNL’s Marine Science Laboratory, there has been a steady progression of improvement in the 56-day adsorbent capacity from 3.30 g U/kg adsorbent for the ORNL 38H adsorbent to the current best performing adsorbent prepared by a collaboration between the University of Tennessee and ORNL to produce the adsorbent SB12-8, which has an adsorption capacity of 6.56 g U/kg adsorbent. This nearly doubling of the adsorption capacity in four years is a significant advancement in amidoxime-based adsorbent technology and a significant achievement for the Uranium from Seawater program. The achievements are evident when compared to the several decades of work conducted by the Japanese scientists beginning in the 1980’s (Kim et al., 2013). The best adsorbent capacity reported by the Japanese scientists was 3.2 g U/kg adsorbent for a
Appropriate Algorithms for Nonlinear Time Series Analysis in Psychology
Scheier, Christian; Tschacher, Wolfgang
Chaos theory has a strong appeal for psychology because it allows for the investigation of the dynamics and nonlinearity of psychological systems. Consequently, chaos-theoretic concepts and methods have recently gained increasing attention among psychologists and positive claims for chaos have been published in nearly every field of psychology. Less attention, however, has been paid to the appropriateness of chaos-theoretic algorithms for psychological time series. An appropriate algorithm can deal with short, noisy data sets and yields `objective' results. In the present paper it is argued that most of the classical nonlinear techniques don't satisfy these constraints and thus are not appropriate for psychological data. A methodological approach is introduced that is based on nonlinear forecasting and the method of surrogate data. In artificial data sets and empirical time series we can show that this methodology reliably assesses nonlinearity and chaos in time series even if they are short and contaminated by noise.
Track Irregularity Time Series Analysis and Trend Forecasting
Directory of Open Access Journals (Sweden)
Jia Chaolong
2012-01-01
Full Text Available The combination of linear and nonlinear methods is widely used in the prediction of time series data. This paper analyzes track irregularity time series data by using gray incidence degree models and methods of data transformation, trying to find the connotative relationship between the time series data. In this paper, GM (1,1 is based on first-order, single variable linear differential equations; after an adaptive improvement and error correction, it is used to predict the long-term changing trend of track irregularity at a fixed measuring point; the stochastic linear AR, Kalman filtering model, and artificial neural network model are applied to predict the short-term changing trend of track irregularity at unit section. Both long-term and short-term changes prove that the model is effective and can achieve the expected accuracy.
Semi-autonomous remote sensing time series generation tool
Babu, Dinesh Kumar; Kaufmann, Christof; Schmidt, Marco; Dhams, Thorsten; Conrad, Christopher
2017-10-01
High spatial and temporal resolution data is vital for crop monitoring and phenology change detection. Due to the lack of satellite architecture and frequent cloud cover issues, availability of daily high spatial data is still far from reality. Remote sensing time series generation of high spatial and temporal data by data fusion seems to be a practical alternative. However, it is not an easy process, since it involves multiple steps and also requires multiple tools. In this paper, a framework of Geo Information System (GIS) based tool is presented for semi-autonomous time series generation. This tool will eliminate the difficulties by automating all the steps and enable the users to generate synthetic time series data with ease. Firstly, all the steps required for the time series generation process are identified and grouped into blocks based on their functionalities. Later two main frameworks are created, one to perform all the pre-processing steps on various satellite data and the other one to perform data fusion to generate time series. The two frameworks can be used individually to perform specific tasks or they could be combined to perform both the processes in one go. This tool can handle most of the known geo data formats currently available which makes it a generic tool for time series generation of various remote sensing satellite data. This tool is developed as a common platform with good interface which provides lot of functionalities to enable further development of more remote sensing applications. A detailed description on the capabilities and the advantages of the frameworks are given in this paper.
Singha, Mrinal; Wu, Bingfang; Zhang, Miao
2016-12-22
Accurate and timely mapping of paddy rice is vital for food security and environmental sustainability. This study evaluates the utility of temporal features extracted from coarse resolution data for object-based paddy rice classification of fine resolution data. The coarse resolution vegetation index data is first fused with the fine resolution data to generate the time series fine resolution data. Temporal features are extracted from the fused data and added with the multi-spectral data to improve the classification accuracy. Temporal features provided the crop growth information, while multi-spectral data provided the pattern variation of paddy rice. The achieved overall classification accuracy and kappa coefficient were 84.37% and 0.68, respectively. The results indicate that the use of temporal features improved the overall classification accuracy of a single-date multi-spectral image by 18.75% from 65.62% to 84.37%. The minimum sensitivity (MS) of the paddy rice classification has also been improved. The comparison showed that the mapped paddy area was analogous to the agricultural statistics at the district level. This work also highlighted the importance of feature selection to achieve higher classification accuracies. These results demonstrate the potential of the combined use of temporal and spectral features for accurate paddy rice classification.
Directory of Open Access Journals (Sweden)
James Lee
2017-02-01
Full Text Available The increasing professionalism of sports persons and desire of consumers to imitate this has led to an increased metrification of sport. This has been driven in no small part by the widespread availability of comparatively cheap assessment technologies and, more recently, wearable technologies. Historically, whilst these have produced large data sets, often only the most rudimentary analysis has taken place (Wisbey et al in: “Quantifying movement demands of AFL football using GPS tracking”. This paucity of analysis is due in no small part to the challenges of analysing large sets of data that are often from disparate data sources to glean useful key performance indicators, which has been a largely a labour intensive process. This paper presents a framework that can be cloud based for the gathering, storing and algorithmic interpretation of large and inhomogeneous time series data sets. The framework is architecture based and technology agnostic in the data sources it can gather, and presents a model for multi set analysis for inter- and intra- devices and individual subject matter. A sample implementation demonstrates the utility of the framework for sports performance data collected from distributed inertial sensors in the sport of swimming.
Leite, Argentina; Paula Rocha, Ana; Eduarda Silva, Maria
2013-06-01
Heart Rate Variability (HRV) series exhibit long memory and time-varying conditional variance. This work considers the Fractionally Integrated AutoRegressive Moving Average (ARFIMA) models with Generalized AutoRegressive Conditional Heteroscedastic (GARCH) errors. ARFIMA-GARCH models may be used to capture and remove long memory and estimate the conditional volatility in 24 h HRV recordings. The ARFIMA-GARCH approach is applied to fifteen long term HRV series available at Physionet, leading to the discrimination among normal individuals, heart failure patients, and patients with atrial fibrillation.
Climate Prediction Center (CPC) Global Precipitation Time Series
National Oceanic and Atmospheric Administration, Department of Commerce — The global precipitation time series provides time series charts showing observations of daily precipitation as well as accumulated precipitation compared to normal...
A multidisciplinary database for geophysical time series management
Montalto, P.; Aliotta, M.; Cassisi, C.; Prestifilippo, M.; Cannata, A.
2013-12-01
The variables collected by a sensor network constitute a heterogeneous data source that needs to be properly organized in order to be used in research and geophysical monitoring. With the time series term we refer to a set of observations of a given phenomenon acquired sequentially in time. When the time intervals are equally spaced one speaks of period or sampling frequency. Our work describes in detail a possible methodology for storage and management of time series using a specific data structure. We designed a framework, hereinafter called TSDSystem (Time Series Database System), in order to acquire time series from different data sources and standardize them within a relational database. The operation of standardization provides the ability to perform operations, such as query and visualization, of many measures synchronizing them using a common time scale. The proposed architecture follows a multiple layer paradigm (Loaders layer, Database layer and Business Logic layer). Each layer is specialized in performing particular operations for the reorganization and archiving of data from different sources such as ASCII, Excel, ODBC (Open DataBase Connectivity), file accessible from the Internet (web pages, XML). In particular, the loader layer performs a security check of the working status of each running software through an heartbeat system, in order to automate the discovery of acquisition issues and other warning conditions. Although our system has to manage huge amounts of data, performance is guaranteed by using a smart partitioning table strategy, that keeps balanced the percentage of data stored in each database table. TSDSystem also contains modules for the visualization of acquired data, that provide the possibility to query different time series on a specified time range, or follow the realtime signal acquisition, according to a data access policy from the users.
Volterra Series Based Distortion Effect
DEFF Research Database (Denmark)
Agerkvist, Finn T.
2010-01-01
A large part of the characteristic sound of the electric guitar comes from nonlinearities in the signal path. Such nonlinearities may come from the input- or output-stage of the amplier, which is often equipped with vacuum tubes or a dedicated distortion pedal. In this paper the Volterra series...... expansion for non linear systems is investigated with respect to generating good distortion. The Volterra series allows for unlimited adjustment of the level and frequency dependency of each distortion component. Subjectively relevant ways of linking the dierent orders are discussed....
Koopman Operator Framework for Time Series Modeling and Analysis
Surana, Amit
2018-01-01
We propose an interdisciplinary framework for time series classification, forecasting, and anomaly detection by combining concepts from Koopman operator theory, machine learning, and linear systems and control theory. At the core of this framework is nonlinear dynamic generative modeling of time series using the Koopman operator which is an infinite-dimensional but linear operator. Rather than working with the underlying nonlinear model, we propose two simpler linear representations or model forms based on Koopman spectral properties. We show that these model forms are invariants of the generative model and can be readily identified directly from data using techniques for computing Koopman spectral properties without requiring the explicit knowledge of the generative model. We also introduce different notions of distances on the space of such model forms which is essential for model comparison/clustering. We employ the space of Koopman model forms equipped with distance in conjunction with classical machine learning techniques to develop a framework for automatic feature generation for time series classification. The forecasting/anomaly detection framework is based on using Koopman model forms along with classical linear systems and control approaches. We demonstrate the proposed framework for human activity classification, and for time series forecasting/anomaly detection in power grid application.
Zhang, Ning; Magland, Jeremy F; Song, Hee Kwon; Wehrli, Felix W
2015-04-01
To develop a registration-based autofocusing (RAF) motion correction technique for high-resolution trabecular bone (TB) imaging and to evaluate its performance on in vivo MR data. The technique combines serial registration with a previously developed motion correction technique - autofocusing - for automatic correction of subject movement degradation of MR images acquired in longitudinal studies. The method was tested on in vivo images of the distal radius to measure improvements in serial reproducibility of parameters in 12 women (ages 50-75 years), and to compare with the navigator echo-based correction and autofocusing. Furthermore, the technique's ability to optimize the sensitivity to detect simulated bone loss was ascertained. The new technique yielded superior reproducibility of image-derived structural and mechanical parameters. Average coefficient of variation across all parameters improved by 12.5%, 27.0%, 33.5%, and 37.0%, respectively, following correction by navigator echoes, autofocusing, and the RAF technique (without and with correction for rotational motion); average intra-class correlation coefficient increased by 1.2%, 2.2%, 2.8%, and 3.2%, respectively. Furthermore, simulated bone loss (5%) was well recovered independent of the choice of reference image (4.71% or 4.86% with respect to using either the original or the image subjected to bone loss) in the time series. The data suggest that our technique simultaneously corrects for intra-scan motion corruption while improving inter-scan registration. Furthermore, the technique is not biased by small changes in bone architecture between time-points. © 2014 Wiley Periodicals, Inc.
Gao, Xiangyun; An, Haizhong; Fang, Wei; Huang, Xuan; Li, Huajiao; Zhong, Weiqiong; Ding, Yinghui
2014-07-01
The linear regression parameters between two time series can be different under different lengths of observation period. If we study the whole period by the sliding window of a short period, the change of the linear regression parameters is a process of dynamic transmission over time. We tackle fundamental research that presents a simple and efficient computational scheme: a linear regression patterns transmission algorithm, which transforms linear regression patterns into directed and weighted networks. The linear regression patterns (nodes) are defined by the combination of intervals of the linear regression parameters and the results of the significance testing under different sizes of the sliding window. The transmissions between adjacent patterns are defined as edges, and the weights of the edges are the frequency of the transmissions. The major patterns, the distance, and the medium in the process of the transmission can be captured. The statistical results of weighted out-degree and betweenness centrality are mapped on timelines, which shows the features of the distribution of the results. Many measurements in different areas that involve two related time series variables could take advantage of this algorithm to characterize the dynamic relationships between the time series from a new perspective.
Volterra Series Based Distortion Effect
DEFF Research Database (Denmark)
Agerkvist, Finn T.
2010-01-01
A large part of the characteristic sound of the electric guitar comes from nonlinearities in the signal path. Such nonlinearities may come from the input- or output-stage of the amplier, which is often equipped with vacuum tubes or a dedicated distortion pedal. In this paper the Volterra series e...
Amacher, Jessica; Neuer, Susanne; Lomas, Michael
2013-09-01
We used denaturing gradient gel electrophoresis (DGGE) to examine the protist and cyanobacterial communities in the euphotic zone (0-120 m) and in corresponding 150 m particle interceptor traps at the Bermuda Atlantic Time-series Study (BATS) in a two-year monthly time-series from May 2008 to April 2010. Dinoflagellates were the most commonly detected taxa in both water column and trap samples throughout the time series. Diatom sequences were found only eight times in the water column, and only four times in trap material. Small-sized eukaryotic taxa, including the prasinophyte genera Ostreococcus, Micromonas, and Bathycoccus, were present in trap samples, as were the cyanobacteria Prochlorococcus and Synechococcus. Synechococcus was usually overrepresented in trap material, whereas Prochlorococcus was underrepresented compared to the water column. Both seasonal and temporal variability affected patterns of ribosomal DNA found in sediment traps. The two years of this study were quite different hydrographically, with higher storm activity and the passing of a cyclonic eddy causing unusually deep mixing in winter 2010. This was reflected in the DGGE fingerprints of the water column, which showed greater phylotype richness of eukaryotes and a lesser richness of cyanobacteria in winter of 2010 compared with the winter of 2009. Increases in eukaryotic richness could be traced to increased diversity of prasinophytes and prymnesiophytes. The decrease in cyanobacterial richness was in turn reflected in the trap composition, but the increase in eukaryotes was not, indicating a disproportionate contribution of certain taxa to sinking particle flux.
Directory of Open Access Journals (Sweden)
Yu-Pin Liao
2017-11-01
Full Text Available In the past few decades, demand forecasting has become relatively difficult due to rapid changes in the global environment. This research illustrates the use of the make-to-stock (MTS production strategy in order to explain how forecasting plays an essential role in business management. The linear mixed-effect (LME model has been extensively developed and is widely applied in various fields. However, no study has used the LME model for business forecasting. We suggest that the LME model be used as a tool for prediction and to overcome environment complexity. The data analysis is based on real data in an international display company, where the company needs accurate demand forecasting before adopting a MTS strategy. The forecasting result from the LME model is compared to the commonly used approaches, including the regression model, autoregressive model, times series model, and exponential smoothing model, with the results revealing that prediction performance provided by the LME model is more stable than using the other methods. Furthermore, product types in the data are regarded as a random effect in the LME model, hence demands of all types can be predicted simultaneously using a single LME model. However, some approaches require splitting the data into different type categories, and then predicting the type demand by establishing a model for each type. This feature also demonstrates the practicability of the LME model in real business operations.
Directory of Open Access Journals (Sweden)
Gabriela Llanet Siles
2015-05-01
Full Text Available In this study deformation processes in northern Zona Metropolitana del Valle de Mexico (ZMVM are evaluated by means of advanced multi-temporal interferometry. ERS and ENVISAT time series, covering approximately an 11-year period (between 1999 and 2010, were produced showing mainly linear subsidence behaviour for almost the entire area under study, but increasing rates that reach up to 285 mm/yr. Important non-linear deformation was identified in certain areas, presumably suggesting interaction between subsidence and other processes. Thus, a methodology for identification of probable fracturing zones based on discrimination and modelling of the non-linear (quadratic function component is presented. This component was mapped and temporal subsidence evolution profiles were constructed across areas where notable acceleration (maximum of 8 mm/yr2 or deceleration (maximum of −9 mm/yr2 is found. This methodology enables location of potential soil fractures that could impact relevant infrastructure such as the Tunel Emisor Oriente (TEO (along the structure rates exceed 200 mm/yr. Additionally, subsidence behaviour during wet and dry seasons is tackled in partially urbanized areas. This paper provides useful information for geological risk assessment in the area.
The complexity of carbon flux time series in Europe
Lange, Holger; Sippel, Sebastian
2014-05-01
Observed geophysical time series usually exhibit pronounced variability, part of which is process-related and deterministic ("signal"), another part is due to random fluctuations ("noise"). To discern these two sources for fluctuations is notoriously difficult using conventional analysis methods, unless sophisticated model assumptions are made. Here, we present an almost parameter-free innovative approach with the potential to draw a distinction between deterministic processes and structured noise, based on ordinal pattern statistics. The method determines one measure for the information content of time series (Shannon entropy) and two complexity measures, one based on global properties of the order pattern distribution (Jensen-Shannon complexity) and one based on local (derivative) properties (Fisher information or complexity). Each time series gets classified via its location in an entropy-complexity plane; using this representation, the method draws a qualitative distinction between different types of natural processes. As a case study, we investigate Gross Primary Productivity (GPP) and respiration which are key variables in terrestrial ecosystems quantifying carbon allocation and biomass growth of vegetation. Changes in GPP and ecosystem respiration can be induced by land use change, environmental disasters or extreme events, and changing climate. Numerous attempts to quantify these variables on larger spatial scales exist. Here, we investigate gridded time series at monthly resolution for the European continent either based on upscaled measurements ("observations") or modelled with two different process-based terrestrial ecosystem models ("simulations"). The complexity analysis is either visualized as maps of Europe showing "hotspots" of complexity for GPP and respiration, or used to provide a detailed observations-simulations and model-model comparison. Values found for information and complexity will be compared to known artificial reference processes
Multiple imputation for time series data with Amelia package.
Zhang, Zhongheng
2016-02-01
Time series data are common in medical researches. Many laboratory variables or study endpoints could be measured repeatedly over time. Multiple imputation (MI) without considering time trend of a variable may cause it to be unreliable. The article illustrates how to perform MI by using Amelia package in a clinical scenario. Amelia package is powerful in that it allows for MI for time series data. External information on the variable of interest can also be incorporated by using prior or bound argument. Such information may be based on previous published observations, academic consensus, and personal experience. Diagnostics of imputation model can be performed by examining the distributions of imputed and observed values, or by using over-imputation technique.
Directory of Open Access Journals (Sweden)
G. Lenoir
2018-03-01
Full Text Available We develop a general framework for the frequency analysis of irregularly sampled time series. It is based on the Lomb–Scargle periodogram, but extended to algebraic operators accounting for the presence of a polynomial trend in the model for the data, in addition to a periodic component and a background noise. Special care is devoted to the correlation between the trend and the periodic component. This new periodogram is then cast into the Welch overlapping segment averaging (WOSA method in order to reduce its variance. We also design a test of significance for the WOSA periodogram, against the background noise. The model for the background noise is a stationary Gaussian continuous autoregressive-moving-average (CARMA process, more general than the classical Gaussian white or red noise processes. CARMA parameters are estimated following a Bayesian framework. We provide algorithms that compute the confidence levels for the WOSA periodogram and fully take into account the uncertainty in the CARMA noise parameters. Alternatively, a theory using point estimates of CARMA parameters provides analytical confidence levels for the WOSA periodogram, which are more accurate than Markov chain Monte Carlo (MCMC confidence levels and, below some threshold for the number of data points, less costly in computing time. We then estimate the amplitude of the periodic component with least-squares methods, and derive an approximate proportionality between the squared amplitude and the periodogram. This proportionality leads to a new extension for the periodogram: the weighted WOSA periodogram, which we recommend for most frequency analyses with irregularly sampled data. The estimated signal amplitude also permits filtering in a frequency band. Our results generalise and unify methods developed in the fields of geosciences, engineering, astronomy and astrophysics. They also constitute the starting point for an extension to the continuous wavelet transform developed
Reyes, J. C.; Vernon, F. L.; Newman, R. L.; Steidl, J. H.
2010-12-01
The Waveform Server is an interactive web-based interface to multi-station, multi-sensor and multi-channel high-density time-series data stored in Center for Seismic Studies (CSS) 3.0 schema relational databases (Newman et al., 2009). In the last twelve months, based on expanded specifications and current user feedback, both the server-side infrastructure and client-side interface have been extensively rewritten. The Python Twisted server-side code-base has been fundamentally modified to now present waveform data stored in cluster-based databases using a multi-threaded architecture, in addition to supporting the pre-existing single database model. This allows interactive web-based access to high-density (broadband @ 40Hz to strong motion @ 200Hz) waveform data that can span multiple years; the common lifetime of broadband seismic networks. The client-side interface expands on it's use of simple JSON-based AJAX queries to now incorporate a variety of User Interface (UI) improvements including standardized calendars for defining time ranges, applying on-the-fly data calibration to display SI-unit data, and increased rendering speed. This presentation will outline the various cyber infrastructure challenges we have faced while developing this application, the use-cases currently in existence, and the limitations of web-based application development.
Complexity analysis of the turbulent environmental fluid flow time series
Mihailović, D. T.; Nikolić-Đorić, E.; Drešković, N.; Mimić, G.
2014-02-01
We have used the Kolmogorov complexities, sample and permutation entropies to quantify the randomness degree in river flow time series of two mountain rivers in Bosnia and Herzegovina, representing the turbulent environmental fluid, for the period 1926-1990. In particular, we have examined the monthly river flow time series from two rivers (the Miljacka and the Bosnia) in the mountain part of their flow and then calculated the Kolmogorov complexity (KL) based on the Lempel-Ziv Algorithm (LZA) (lower-KLL and upper-KLU), sample entropy (SE) and permutation entropy (PE) values for each time series. The results indicate that the KLL, KLU, SE and PE values in two rivers are close to each other regardless of the amplitude differences in their monthly flow rates. We have illustrated the changes in mountain river flow complexity by experiments using (i) the data set for the Bosnia River and (ii) anticipated human activities and projected climate changes. We have explored the sensitivity of considered measures in dependence on the length of time series. In addition, we have divided the period 1926-1990 into three subintervals: (a) 1926-1945, (b) 1946-1965, (c) 1966-1990, and calculated the KLL, KLU, SE, PE values for the various time series in these subintervals. It is found that during the period 1946-1965, there is a decrease in their complexities, and corresponding changes in the SE and PE, in comparison to the period 1926-1990. This complexity loss may be primarily attributed to (i) human interventions, after the Second World War, on these two rivers because of their use for water consumption and (ii) climate change in recent times.
Hidden Markov Models for Time Series An Introduction Using R
Zucchini, Walter
2009-01-01
Illustrates the flexibility of HMMs as general-purpose models for time series data. This work presents an overview of HMMs for analyzing time series data, from continuous-valued, circular, and multivariate series to binary data, bounded and unbounded counts and categorical observations.
Perception of acoustically presented time series with varied intervals.
Wackermann, Jiří; Pacer, Jakob; Wittmann, Marc
2014-03-01
Data from three experiments on serial perception of temporal intervals in the supra-second domain are reported. Sequences of short acoustic signals ("pips") separated by periods of silence were presented to the observers. Two types of time series, geometric or alternating, were used, where the modulus 1+δ of the inter-pip series and the base duration Tb (range from 1.1 to 6s) were varied as independent parameters. The observers had to judge whether the series were accelerating, decelerating, or uniform (3 paradigm), or to distinguish regular from irregular sequences (2 paradigm). "Intervals of subjective uniformity" (isus) were obtained by fitting Gaussian psychometric functions to individual subjects' responses. Progression towards longer base durations (Tb=4.4 or 6s) shifts the isus towards negative δs, i.e., accelerating series. This finding is compatible with the phenomenon of "subjective shortening" of past temporal intervals, which is naturally accounted for by the lossy integration model of internal time representation. The opposite effect observed for short durations (Tb=1.1 or 1.5s) remains unexplained by the lossy integration model, and presents a challenge for further research. © 2013 Elsevier B.V. All rights reserved.
Multi-Scale Dissemination of Time Series Data
DEFF Research Database (Denmark)
Guo, Qingsong; Zhou, Yongluan; Su, Li
2013-01-01
In this paper, we consider the problem of continuous dissemination of time series data, such as sensor measurements, to a large number of subscribers. These subscribers fall into multiple subscription levels, where each subscription level is specified by the bandwidth constraint of a subscriber......, which is an abstract indicator for both the physical limits and the amount of data that the subscriber would like to handle. To handle this problem, we propose a system framework for multi-scale time series data dissemination that employs a typical tree-based dissemination network and existing time...... to optimize the average accuracies of the data received by all subscribers within the dissemination network. Finally, we have conducted extensive experiments to study the performance of the algorithms....
Estimating density dependence from time series of population age structure.
Lande, Russell; Engen, Steinar; Saether, Bernt-Erik; Coulson, Tim
2006-07-01
Population fluctuations are caused by demographic and environmental stochasticity, time lags due to life history, and density dependence. We model a general life history allowing density dependence within and among age or stage classes in a population undergoing small or moderate fluctuations around a stable equilibrium. We develop a method for estimating the overall strength of density dependence measured by the rate of return toward equilibrium, and we also consider a simplified population description and forecasting using the density-dependent reproductive value. This generality comes at the cost of requiring a time series of the population age or stage structure instead of a univariate time series of adult or total population size. The method is illustrated by analyzing the dynamics of a fully censused population of red deer (Cervus elaphus) based on annual fluctuations of age structure through 21 years.
An entropic approach to the analysis of time series
Scafetta, Nicola
Statistical analysis of time series. With compelling arguments we show that the Diffusion Entropy Analysis (DEA) is the only method of the literature of the Science of Complexity that correctly determines the scaling hidden within a time series reflecting a Complex Process. The time series is thought of as a source of fluctuations, and the DEA is based on the Shannon entropy of the diffusion process generated by these fluctuations. All traditional methods of scaling analysis, instead, are based on the variance of this diffusion process. The variance methods detect the real scaling only if the Gaussian assumption holds true. We call H the scaling exponent detected by the variance methods and delta the real scaling exponent. If the time series is characterized by Fractional Brownian Motion, we have H = delta and the scaling can be safely determined, in this case, by using the variance methods. If, on the contrary, the time series is characterized, for example, by Levy statistics, H ≠ delta and the variance methods cannot be used to detect the true scaling. Levy walk yields the relation delta = 1/(3 - 2H). In the case of Levy flights, the variance diverges and the exponent H cannot be determined, whereas the scaling delta exists and can be established by using the DEA. Therefore, only the joint use of two different scaling analysis methods, the variance scaling analysis and the DEA, can assess the real nature, Gauss or Levy or something else, of a time series. Moreover, the DEA determines the information content, under the form of Shannon entropy, or of any other convenient entropic indicator, at each time step of the process that, given a sufficiently large number of data, is expected to become diffusion with scaling. This makes it possible to study the regime of transition from dynamics to thermodynamics, non-stationary regimes, and the saturation regime as well. First of all, the efficiency of the DEA is proved with theoretical arguments and with numerical work
Classification of time series patterns from complex dynamic systems
Energy Technology Data Exchange (ETDEWEB)
Schryver, J.C.; Rao, N.
1998-07-01
An increasing availability of high-performance computing and data storage media at decreasing cost is making possible the proliferation of large-scale numerical databases and data warehouses. Numeric warehousing enterprises on the order of hundreds of gigabytes to terabytes are a reality in many fields such as finance, retail sales, process systems monitoring, biomedical monitoring, surveillance and transportation. Large-scale databases are becoming more accessible to larger user communities through the internet, web-based applications and database connectivity. Consequently, most researchers now have access to a variety of massive datasets. This trend will probably only continue to grow over the next several years. Unfortunately, the availability of integrated tools to explore, analyze and understand the data warehoused in these archives is lagging far behind the ability to gain access to the same data. In particular, locating and identifying patterns of interest in numerical time series data is an increasingly important problem for which there are few available techniques. Temporal pattern recognition poses many interesting problems in classification, segmentation, prediction, diagnosis and anomaly detection. This research focuses on the problem of classification or characterization of numerical time series data. Highway vehicles and their drivers are examples of complex dynamic systems (CDS) which are being used by transportation agencies for field testing to generate large-scale time series datasets. Tools for effective analysis of numerical time series in databases generated by highway vehicle systems are not yet available, or have not been adapted to the target problem domain. However, analysis tools from similar domains may be adapted to the problem of classification of numerical time series data.
Vyhnalek, Brian; Zurcher, Ulrich; O'Dwyer, Rebecca; Kaufman, Miron
2009-10-01
A wide range of heart rate irregularities have been reported in small studies of patients with temporal lobe epilepsy [TLE]. We hypothesize that patients with TLE display cardiac dysautonomia in either a subclinical or clinical manner. In a small study, we have retrospectively identified (2003-8) two groups of patients from the epilepsy monitoring unit [EMU] at the Cleveland Clinic. No patients were diagnosed with cardiovascular morbidities. The control group consisted of patients with confirmed pseudoseizures and the experimental group had confirmed right temporal lobe epilepsy through a seizure free outcome after temporal lobectomy. We quantified the heart rate variability using the approximate entropy [ApEn]. We found similar values of the ApEn in all three states of consciousness (awake, sleep, and proceeding seizure onset). In the TLE group, there is some evidence for greater variability in the awake than in either the sleep or proceeding seizure onset. Here we present results for mathematically-generated time series: the heart rate fluctuations ξ follow the γ statistics i.e., p(ξ)=γ-1(k) ξ^k exp(-ξ). This probability function has well-known properties and its Shannon entropy can be expressed in terms of the γ-function. The parameter k allows us to generate a family of heart rate time series with different statistics. The ApEn calculated for the generated time series for different values of k mimic the properties found for the TLE and pseudoseizure group. Our results suggest that the ApEn is an effective tool to probe differences in statistics of heart rate fluctuations.
Time-series prediction and applications a machine intelligence approach
Konar, Amit
2017-01-01
This book presents machine learning and type-2 fuzzy sets for the prediction of time-series with a particular focus on business forecasting applications. It also proposes new uncertainty management techniques in an economic time-series using type-2 fuzzy sets for prediction of the time-series at a given time point from its preceding value in fluctuating business environments. It employs machine learning to determine repetitively occurring similar structural patterns in the time-series and uses stochastic automaton to predict the most probabilistic structure at a given partition of the time-series. Such predictions help in determining probabilistic moves in a stock index time-series Primarily written for graduate students and researchers in computer science, the book is equally useful for researchers/professionals in business intelligence and stock index prediction. A background of undergraduate level mathematics is presumed, although not mandatory, for most of the sections. Exercises with tips are provided at...
Clustering Multivariate Time Series Using Hidden Markov Models
Directory of Open Access Journals (Sweden)
Shima Ghassempour
2014-03-01
Full Text Available In this paper we describe an algorithm for clustering multivariate time series with variables taking both categorical and continuous values. Time series of this type are frequent in health care, where they represent the health trajectories of individuals. The problem is challenging because categorical variables make it difficult to define a meaningful distance between trajectories. We propose an approach based on Hidden Markov Models (HMMs, where we first map each trajectory into an HMM, then define a suitable distance between HMMs and finally proceed to cluster the HMMs with a method based on a distance matrix. We test our approach on a simulated, but realistic, data set of 1,255 trajectories of individuals of age 45 and over, on a synthetic validation set with known clustering structure, and on a smaller set of 268 trajectories extracted from the longitudinal Health and Retirement Survey. The proposed method can be implemented quite simply using standard packages in R and Matlab and may be a good candidate for solving the difficult problem of clustering multivariate time series with categorical variables using tools that do not require advanced statistic knowledge, and therefore are accessible to a wide range of researchers.
Learning restricted Boolean network model by time-series data.
Ouyang, Hongjia; Fang, Jie; Shen, Liangzhong; Dougherty, Edward R; Liu, Wenbin
2014-01-01
Restricted Boolean networks are simplified Boolean networks that are required for either negative or positive regulations between genes. Higa et al. (BMC Proc 5:S5, 2011) proposed a three-rule algorithm to infer a restricted Boolean network from time-series data. However, the algorithm suffers from a major drawback, namely, it is very sensitive to noise. In this paper, we systematically analyze the regulatory relationships between genes based on the state switch of the target gene and propose an algorithm with which restricted Boolean networks may be inferred from time-series data. We compare the proposed algorithm with the three-rule algorithm and the best-fit algorithm based on both synthetic networks and a well-studied budding yeast cell cycle network. The performance of the algorithms is evaluated by three distance metrics: the normalized-edge Hamming distance [Formula: see text], the normalized Hamming distance of state transition [Formula: see text], and the steady-state distribution distance μ (ssd). Results show that the proposed algorithm outperforms the others according to both [Formula: see text] and [Formula: see text], whereas its performance according to μ (ssd) is intermediate between best-fit and the three-rule algorithms. Thus, our new algorithm is more appropriate for inferring interactions between genes from time-series data.
Coastline detection with time series of SAR images
Ao, Dongyang; Dumitru, Octavian; Schwarz, Gottfried; Datcu, Mihai
2017-10-01
For maritime remote sensing, coastline detection is a vital task. With continuous coastline detection results from satellite image time series, the actual shoreline, the sea level, and environmental parameters can be observed to support coastal management and disaster warning. Established coastline detection methods are often based on SAR images and wellknown image processing approaches. These methods involve a lot of complicated data processing, which is a big challenge for remote sensing time series. Additionally, a number of SAR satellites operating with polarimetric capabilities have been launched in recent years, and many investigations of target characteristics in radar polarization have been performed. In this paper, a fast and efficient coastline detection method is proposed which comprises three steps. First, we calculate a modified correlation coefficient of two SAR images of different polarization. This coefficient differs from the traditional computation where normalization is needed. Through this modified approach, the separation between sea and land becomes more prominent. Second, we set a histogram-based threshold to distinguish between sea and land within the given image. The histogram is derived from the statistical distribution of the polarized SAR image pixel amplitudes. Third, we extract continuous coastlines using a Canny image edge detector that is rather immune to speckle noise. Finally, the individual coastlines derived from time series of .SAR images can be checked for changes.
Deviations from uniform power law scaling in nonstationary time series
Viswanathan, G. M.; Peng, C. K.; Stanley, H. E.; Goldberger, A. L.
1997-01-01
A classic problem in physics is the analysis of highly nonstationary time series that typically exhibit long-range correlations. Here we test the hypothesis that the scaling properties of the dynamics of healthy physiological systems are more stable than those of pathological systems by studying beat-to-beat fluctuations in the human heart rate. We develop techniques based on the Fano factor and Allan factor functions, as well as on detrended fluctuation analysis, for quantifying deviations from uniform power-law scaling in nonstationary time series. By analyzing extremely long data sets of up to N = 10(5) beats for 11 healthy subjects, we find that the fluctuations in the heart rate scale approximately uniformly over several temporal orders of magnitude. By contrast, we find that in data sets of comparable length for 14 subjects with heart disease, the fluctuations grow erratically, indicating a loss of scaling stability.
Vector bilinear autoregressive time series model and its superiority ...
African Journals Online (AJOL)
In this research, a vector bilinear autoregressive time series model was proposed and used to model three revenue series (X1, X2, X3) . The “orders” of the three series were identified on the basis of the distribution of autocorrelation and partial autocorrelation functions and were used to construct the vector bilinear models.
Analysis of Nonstationary Time Series for Biological Rhythms Research.
Leise, Tanya L
2017-06-01
This article is part of a Journal of Biological Rhythms series exploring analysis and statistics topics relevant to researchers in biological rhythms and sleep research. The goal is to provide an overview of the most common issues that arise in the analysis and interpretation of data in these fields. In this article on time series analysis for biological rhythms, we describe some methods for assessing the rhythmic properties of time series, including tests of whether a time series is indeed rhythmic. Because biological rhythms can exhibit significant fluctuations in their period, phase, and amplitude, their analysis may require methods appropriate for nonstationary time series, such as wavelet transforms, which can measure how these rhythmic parameters change over time. We illustrate these methods using simulated and real time series.
Extracting the relevant delays in time series modelling
DEFF Research Database (Denmark)
Goutte, Cyril
1997-01-01
selection, and more precisely stepwise forward selection. The method is compared to other forward selection schemes, as well as to a nonparametric tests aimed at estimating the embedding dimension of time series. The final application extends these results to the efficient estimation of FIR filters on some......In this contribution, we suggest a convenient way to use generalisation error to extract the relevant delays from a time-varying process, i.e. the delays that lead to the best prediction performance. We design a generalisation-based algorithm that takes its inspiration from traditional variable...
SaaS Platform for Time Series Data Handling
Directory of Open Access Journals (Sweden)
Oplachko Ekaterina
2018-01-01
Full Text Available The paper is devoted to the description of MathBrain, a cloud-based resource, which works as a “Software as a Service” model. It is designed to maximize the efficiency of the current technology and to provide a tool for time series data handling. The resource provides access to the following analysis methods: direct and inverse Fourier transforms, Principal component analysis and Independent component analysis decompositions, quantitative analysis, magnetoencephalography inverse problem solution in a single dipole model based on multichannel spectral data.
SaaS Platform for Time Series Data Handling
Oplachko, Ekaterina; Rykunov, Stanislav; Ustinin, Mikhail
2018-02-01
The paper is devoted to the description of MathBrain, a cloud-based resource, which works as a "Software as a Service" model. It is designed to maximize the efficiency of the current technology and to provide a tool for time series data handling. The resource provides access to the following analysis methods: direct and inverse Fourier transforms, Principal component analysis and Independent component analysis decompositions, quantitative analysis, magnetoencephalography inverse problem solution in a single dipole model based on multichannel spectral data.
Topological data analysis of financial time series: Landscapes of crashes
Gidea, Marian; Katz, Yuri
2018-02-01
We explore the evolution of daily returns of four major US stock market indices during the technology crash of 2000, and the financial crisis of 2007-2009. Our methodology is based on topological data analysis (TDA). We use persistence homology to detect and quantify topological patterns that appear in multidimensional time series. Using a sliding window, we extract time-dependent point cloud data sets, to which we associate a topological space. We detect transient loops that appear in this space, and we measure their persistence. This is encoded in real-valued functions referred to as a 'persistence landscapes'. We quantify the temporal changes in persistence landscapes via their Lp-norms. We test this procedure on multidimensional time series generated by various non-linear and non-equilibrium models. We find that, in the vicinity of financial meltdowns, the Lp-norms exhibit strong growth prior to the primary peak, which ascends during a crash. Remarkably, the average spectral density at low frequencies of the time series of Lp-norms of the persistence landscapes demonstrates a strong rising trend for 250 trading days prior to either dotcom crash on 03/10/2000, or to the Lehman bankruptcy on 09/15/2008. Our study suggests that TDA provides a new type of econometric analysis, which complements the standard statistical measures. The method can be used to detect early warning signals of imminent market crashes. We believe that this approach can be used beyond the analysis of financial time series presented here.
A Comparative Analysis of Short Time Series Processing Methods
Kiršners, A; Borisovs, A
2012-01-01
This article analyzes the traditional time series processing methods that are used to perform the task of short time series analysis in demand forecasting. The main aim of this paper is to scrutinize the ability of these methods to be used when analyzing short time series. The analyzed methods include exponential smoothing, exponential smoothing with the development trend and moving average method. The paper gives the description of the structure and main operating princi...
Bag-of-Temporal-SIFT-Words for Time Series Classification
Bailly , Adeline; Malinowski , Simon; Tavenard , Romain; Guyet , Thomas; Chapel , Laetitia
2015-01-01
International audience; Time series classification is an application of particular interest with the increase of data to monitor. Classical techniques for time series classification rely on point-to-point distances. Recently, Bag-of-Words approaches have been used in this context. Words are quantized versions of simple features extracted from sliding windows. The SIFT framework has proved efficient for image classification. In this paper, we design a time series classification scheme that bui...
“TIME SERIES WORKSHOP” OBSERVATIONS DATA PROCESSING TOOL
Shapovalova, L. L
2017-01-01
The new tool for mathematical and visual processing of time series is reresented. The program ”Time Series WorkShop” (TSW) is specialized for processing visual observations of variable stars. An open structure of the allows to apply any old and new mathematical methods for searching any parameters of variability. The program also allows to visualize the time series and any calculation results (periodograms, histograms, light curves and their smoothing curves) in a camera-ready form. The foll...
Capturing Structure Implicitly from Time-Series having Limited Data
Emaasit, Daniel; Johnson, Matthew
2018-01-01
Scientific fields such as insider-threat detection and highway-safety planning often lack sufficient amounts of time-series data to estimate statistical models for the purpose of scientific discovery. Moreover, the available limited data are quite noisy. This presents a major challenge when estimating time-series models that are robust to overfitting and have well-calibrated uncertainty estimates. Most of the current literature in these fields involve visualizing the time-series for noticeabl...
Application of Time Series Analysis in Determination of Lag Time in Jahanbin Basin
Directory of Open Access Journals (Sweden)
Seied Yahya Mirzaee
2005-11-01
One of the important issues that have significant role in study of hydrology of basin is determination of lag time. Lag time has significant role in hydrological studies. Quantity of rainfall related lag time depends on several factors, such as permeability, vegetation cover, catchments slope, rainfall intensity, storm duration and type of rain. Determination of lag time is important parameter in many projects such as dam design and also water resource studies. Lag time of basin could be calculated using various methods. One of these methods is time series analysis of spectral density. The analysis is based on fouries series. The time series is approximated with Sinuous and Cosines functions. In this method harmonically significant quantities with individual frequencies are presented. Spectral density under multiple time series could be used to obtain basin lag time for annual runoff and short-term rainfall fluctuation. A long lag time could be due to snowmelt as well as melting ice due to rainfalls in freezing days. In this research the lag time of Jahanbin basin has been determined using spectral density method. The catchments is subjected to both rainfall and snowfall. For short term rainfall fluctuation with a return period 2, 3, 4 months, the lag times were found 0.18, 0.5 and 0.083 month, respectively.
An, Yang; Sun, Mei; Gao, Cuixia; Han, Dun; Li, Xiuming
2018-02-01
This paper studies the influence of Brent oil price fluctuations on the stock prices of China's two distinct blocks, namely, the petrochemical block and the electric equipment and new energy block, applying the Shannon entropy of information theory. The co-movement trend of crude oil price and stock prices is divided into different fluctuation patterns with the coarse-graining method. Then, the bivariate time series network model is established for the two blocks stock in five different periods. By joint analysis of the network-oriented metrics, the key modes and underlying evolutionary mechanisms were identified. The results show that the both networks have different fluctuation characteristics in different periods. Their co-movement patterns are clustered in some key modes and conversion intermediaries. The study not only reveals the lag effect of crude oil price fluctuations on the stock in Chinese industry blocks but also verifies the necessity of research on special periods, and suggests that the government should use different energy policies to stabilize market volatility in different periods. A new way is provided to study the unidirectional influence between multiple variables or complex time series.
The sample autocorrelation function of non-linear time series
Basrak, Bojan
2000-01-01
When studying a real-life time series, it is frequently reasonable to assume, possibly after a suitable transformation, that the data come from a stationary time series (Xt). This means that the finite-dimensional distributions of this sequence are invariant under shifts of time. Various stationary
Mathematical foundations of time series analysis a concise introduction
Beran, Jan
2017-01-01
This book provides a concise introduction to the mathematical foundations of time series analysis, with an emphasis on mathematical clarity. The text is reduced to the essential logical core, mostly using the symbolic language of mathematics, thus enabling readers to very quickly grasp the essential reasoning behind time series analysis. It appeals to anybody wanting to understand time series in a precise, mathematical manner. It is suitable for graduate courses in time series analysis but is equally useful as a reference work for students and researchers alike.
Time series analysis in the social sciences the fundamentals
Shin, Youseop
2017-01-01
Times Series Analysis in the Social Sciences is a practical and highly readable introduction written exclusively for students and researchers whose mathematical background is limited to basic algebra. The book focuses on fundamental elements of time series analysis that social scientists need to understand so they can employ time series analysis for their research and practice. Through step-by-step explanations and using monthly violent crime rates as case studies, this book explains univariate time series from the preliminary visual analysis through the modeling of seasonality, trends, and re
Stochastic time series analysis of hydrology data for water resources
Sathish, S.; Khadar Babu, S. K.
2017-11-01
The prediction to current publication of stochastic time series analysis in hydrology and seasonal stage. The different statistical tests for predicting the hydrology time series on Thomas-Fiering model. The hydrology time series of flood flow have accept a great deal of consideration worldwide. The concentration of stochastic process areas of time series analysis method are expanding with develop concerns about seasonal periods and global warming. The recent trend by the researchers for testing seasonal periods in the hydrologic flowseries using stochastic process on Thomas-Fiering model. The present article proposed to predict the seasonal periods in hydrology using Thomas-Fiering model.
Reconstruction of network topology using status-time-series data
Pandey, Pradumn Kumar; Badarla, Venkataramana
2018-01-01
Uncovering the heterogeneous connection pattern of a networked system from the available status-time-series (STS) data of a dynamical process on the network is of great interest in network science and known as a reverse engineering problem. Dynamical processes on a network are affected by the structure of the network. The dependency between the diffusion dynamics and structure of the network can be utilized to retrieve the connection pattern from the diffusion data. Information of the network structure can help to devise the control of dynamics on the network. In this paper, we consider the problem of network reconstruction from the available status-time-series (STS) data using matrix analysis. The proposed method of network reconstruction from the STS data is tested successfully under susceptible-infected-susceptible (SIS) diffusion dynamics on real-world and computer-generated benchmark networks. High accuracy and efficiency of the proposed reconstruction procedure from the status-time-series data define the novelty of the method. Our proposed method outperforms compressed sensing theory (CST) based method of network reconstruction using STS data. Further, the same procedure of network reconstruction is applied to the weighted networks. The ordering of the edges in the weighted networks is identified with high accuracy.
Time series analysis for psychological research: examining and forecasting change
Jebb, Andrew T.; Tay, Louis; Wang, Wei; Huang, Qiming
2015-01-01
Psychological research has increasingly recognized the importance of integrating temporal dynamics into its theories, and innovations in longitudinal designs and analyses have allowed such theories to be formalized and tested. However, psychological researchers may be relatively unequipped to analyze such data, given its many characteristics and the general complexities involved in longitudinal modeling. The current paper introduces time series analysis to psychological research, an analytic domain that has been essential for understanding and predicting the behavior of variables across many diverse fields. First, the characteristics of time series data are discussed. Second, different time series modeling techniques are surveyed that can address various topics of interest to psychological researchers, including describing the pattern of change in a variable, modeling seasonal effects, assessing the immediate and long-term impact of a salient event, and forecasting future values. To illustrate these methods, an illustrative example based on online job search behavior is used throughout the paper, and a software tutorial in R for these analyses is provided in the Supplementary Materials. PMID:26106341
Cross-sample entropy of foreign exchange time series
Liu, Li-Zhi; Qian, Xi-Yuan; Lu, Heng-Yao
2010-11-01
The correlation of foreign exchange rates in currency markets is investigated based on the empirical data of DKK/USD, NOK/USD, CAD/USD, JPY/USD, KRW/USD, SGD/USD, THB/USD and TWD/USD for a period from 1995 to 2002. Cross-SampEn (cross-sample entropy) method is used to compare the returns of every two exchange rate time series to assess their degree of asynchrony. The calculation method of confidence interval of SampEn is extended and applied to cross-SampEn. The cross-SampEn and its confidence interval for every two of the exchange rate time series in periods 1995-1998 (before the Asian currency crisis) and 1999-2002 (after the Asian currency crisis) are calculated. The results show that the cross-SampEn of every two of these exchange rates becomes higher after the Asian currency crisis, indicating a higher asynchrony between the exchange rates. Especially for Singapore, Thailand and Taiwan, the cross-SampEn values after the Asian currency crisis are significantly higher than those before the Asian currency crisis. Comparison with the correlation coefficient shows that cross-SampEn is superior to describe the correlation between time series.
Interpretable Early Classification of Multivariate Time Series
Ghalwash, Mohamed F.
2013-01-01
Recent advances in technology have led to an explosion in data collection over time rather than in a single snapshot. For example, microarray technology allows us to measure gene expression levels in different conditions over time. Such temporal data grants the opportunity for data miners to develop algorithms to address domain-related problems,…
Identification of neutral biochemical network models from time series data
Directory of Open Access Journals (Sweden)
Maia Marco
2009-05-01
Full Text Available Abstract Background The major difficulty in modeling biological systems from multivariate time series is the identification of parameter sets that endow a model with dynamical behaviors sufficiently similar to the experimental data. Directly related to this parameter estimation issue is the task of identifying the structure and regulation of ill-characterized systems. Both tasks are simplified if the mathematical model is canonical, i.e., if it is constructed according to strict guidelines. Results In this report, we propose a method for the identification of admissible parameter sets of canonical S-systems from biological time series. The method is based on a Monte Carlo process that is combined with an improved version of our previous parameter optimization algorithm. The method maps the parameter space into the network space, which characterizes the connectivity among components, by creating an ensemble of decoupled S-system models that imitate the dynamical behavior of the time series with sufficient accuracy. The concept of sloppiness is revisited in the context of these S-system models with an exploration not only of different parameter sets that produce similar dynamical behaviors but also different network topologies that yield dynamical similarity. Conclusion The proposed parameter estimation methodology was applied to actual time series data from the glycolytic pathway of the bacterium Lactococcus lactis and led to ensembles of models with different network topologies. In parallel, the parameter optimization algorithm was applied to the same dynamical data upon imposing a pre-specified network topology derived from prior biological knowledge, and the results from both strategies were compared. The results suggest that the proposed method may serve as a powerful exploration tool for testing hypotheses and the design of new experiments.
Identification of neutral biochemical network models from time series data.
Vilela, Marco; Vinga, Susana; Maia, Marco A Grivet Mattoso; Voit, Eberhard O; Almeida, Jonas S
2009-05-05
The major difficulty in modeling biological systems from multivariate time series is the identification of parameter sets that endow a model with dynamical behaviors sufficiently similar to the experimental data. Directly related to this parameter estimation issue is the task of identifying the structure and regulation of ill-characterized systems. Both tasks are simplified if the mathematical model is canonical, i.e., if it is constructed according to strict guidelines. In this report, we propose a method for the identification of admissible parameter sets of canonical S-systems from biological time series. The method is based on a Monte Carlo process that is combined with an improved version of our previous parameter optimization algorithm. The method maps the parameter space into the network space, which characterizes the connectivity among components, by creating an ensemble of decoupled S-system models that imitate the dynamical behavior of the time series with sufficient accuracy. The concept of sloppiness is revisited in the context of these S-system models with an exploration not only of different parameter sets that produce similar dynamical behaviors but also different network topologies that yield dynamical similarity. The proposed parameter estimation methodology was applied to actual time series data from the glycolytic pathway of the bacterium Lactococcus lactis and led to ensembles of models with different network topologies. In parallel, the parameter optimization algorithm was applied to the same dynamical data upon imposing a pre-specified network topology derived from prior biological knowledge, and the results from both strategies were compared. The results suggest that the proposed method may serve as a powerful exploration tool for testing hypotheses and the design of new experiments.
Statistical Inference Methods for Sparse Biological Time Series Data
Directory of Open Access Journals (Sweden)
Voit Eberhard O
2011-04-01
Full Text Available Abstract Background Comparing metabolic profiles under different biological perturbations has become a powerful approach to investigating the functioning of cells. The profiles can be taken as single snapshots of a system, but more information is gained if they are measured longitudinally over time. The results are short time series consisting of relatively sparse data that cannot be analyzed effectively with standard time series techniques, such as autocorrelation and frequency domain methods. In this work, we study longitudinal time series profiles of glucose consumption in the yeast Saccharomyces cerevisiae under different temperatures and preconditioning regimens, which we obtained with methods of in vivo nuclear magnetic resonance (NMR spectroscopy. For the statistical analysis we first fit several nonlinear mixed effect regression models to the longitudinal profiles and then used an ANOVA likelihood ratio method in order to test for significant differences between the profiles. Results The proposed methods are capable of distinguishing metabolic time trends resulting from different treatments and associate significance levels to these differences. Among several nonlinear mixed-effects regression models tested, a three-parameter logistic function represents the data with highest accuracy. ANOVA and likelihood ratio tests suggest that there are significant differences between the glucose consumption rate profiles for cells that had been--or had not been--preconditioned by heat during growth. Furthermore, pair-wise t-tests reveal significant differences in the longitudinal profiles for glucose consumption rates between optimal conditions and heat stress, optimal and recovery conditions, and heat stress and recovery conditions (p-values Conclusion We have developed a nonlinear mixed effects model that is appropriate for the analysis of sparse metabolic and physiological time profiles. The model permits sound statistical inference procedures
Studies on time series applications in environmental sciences
Bărbulescu, Alina
2016-01-01
Time series analysis and modelling represent a large study field, implying the approach from the perspective of the time and frequency, with applications in different domains. Modelling hydro-meteorological time series is difficult due to the characteristics of these series, as long range dependence, spatial dependence, the correlation with other series. Continuous spatial data plays an important role in planning, risk assessment and decision making in environmental management. In this context, in this book we present various statistical tests and modelling techniques used for time series analysis, as well as applications to hydro-meteorological series from Dobrogea, a region situated in the south-eastern part of Romania, less studied till now. Part of the results are accompanied by their R code. .
Centrality measures in temporal networks with time series analysis
Huang, Qiangjuan; Zhao, Chengli; Zhang, Xue; Wang, Xiaojie; Yi, Dongyun
2017-05-01
The study of identifying important nodes in networks has a wide application in different fields. However, the current researches are mostly based on static or aggregated networks. Recently, the increasing attention to networks with time-varying structure promotes the study of node centrality in temporal networks. In this paper, we define a supra-evolution matrix to depict the temporal network structure. With using of the time series analysis, the relationships between different time layers can be learned automatically. Based on the special form of the supra-evolution matrix, the eigenvector centrality calculating problem is turned into the calculation of eigenvectors of several low-dimensional matrices through iteration, which effectively reduces the computational complexity. Experiments are carried out on two real-world temporal networks, Enron email communication network and DBLP co-authorship network, the results of which show that our method is more efficient at discovering the important nodes than the common aggregating method.
Detecting and characterising ramp events in wind power time series
International Nuclear Information System (INIS)
Gallego, Cristóbal; Cuerva, Álvaro; Costa, Alexandre
2014-01-01
In order to implement accurate models for wind power ramp forecasting, ramps need to be previously characterised. This issue has been typically addressed by performing binary ramp/non-ramp classifications based on ad-hoc assessed thresholds. However, recent works question this approach. This paper presents the ramp function, an innovative wavelet- based tool which detects and characterises ramp events in wind power time series. The underlying idea is to assess a continuous index related to the ramp intensity at each time step, which is obtained by considering large power output gradients evaluated under different time scales (up to typical ramp durations). The ramp function overcomes some of the drawbacks shown by the aforementioned binary classification and permits forecasters to easily reveal specific features of the ramp behaviour observed at a wind farm. As an example, the daily profile of the ramp-up and ramp-down intensities are obtained for the case of a wind farm located in Spain
Assessing Local Turbulence Strength from a Time Series
Directory of Open Access Journals (Sweden)
Mayer Humi
2010-01-01
Full Text Available We study the possible link between “local turbulence strength” in a flow which is represented by a finite time series and a “chaotic invariant”, namely, the leading Lyaponuv exponent that characterizes this series. To validate a conjecture about this link, we analyze several time series of measurements taken by a plane flying at constant height in the upper troposphere. For each of these time series we estimate the leading Lyaponuv exponent which we then correlate with the structure constants for the temperature. In addition, we introduce a quantitative technique to educe the scale contents of the flow and a methodology to validate its spectrum.
Useful Pattern Mining on Time Series
DEFF Research Database (Denmark)
Goumatianos, Nikitas; Christou, Ioannis T; Lindgren, Peter
2013-01-01
% or higher increase (or, alternatively, decrease) in a chosen property of the stock (e.g. close-value) within a given time-window (e.g. 5 days). Initial results from a first prototype implementation of the architecture show that after training on a large set of stocks, the system is capable of finding...
Seasonality of Tuberculosis in Delhi, India: A Time Series Analysis
Directory of Open Access Journals (Sweden)
Varun Kumar
2014-01-01
Full Text Available Background. It is highly cost effective to detect a seasonal trend in tuberculosis in order to optimize disease control and intervention. Although seasonal variation of tuberculosis has been reported from different parts of the world, no definite and consistent pattern has been observed. Therefore, the study was designed to find the seasonal variation of tuberculosis in Delhi, India. Methods. Retrospective record based study was undertaken in a Directly Observed Treatment Short course (DOTS centre located in the south district of Delhi. Six-year data from January 2007 to December 2012 was analyzed. Expert modeler of SPSS ver. 21 software was used to fit the best suitable model for the time series data. Results. Autocorrelation function (ACF and partial autocorrelation function (PACF at lag 12 show significant peak suggesting seasonal component of the TB series. Seasonal adjusted factor (SAF showed peak seasonal variation from March to May. Univariate model by expert modeler in the SPSS showed that Winter’s multiplicative model could best predict the time series data with 69.8% variability. The forecast shows declining trend with seasonality. Conclusion. A seasonal pattern and declining trend with variable amplitudes of fluctuation were observed in the incidence of tuberculosis.
Seasonality of tuberculosis in delhi, India: a time series analysis.
Kumar, Varun; Singh, Abhay; Adhikary, Mrinmoy; Daral, Shailaja; Khokhar, Anita; Singh, Saudan
2014-01-01
Background. It is highly cost effective to detect a seasonal trend in tuberculosis in order to optimize disease control and intervention. Although seasonal variation of tuberculosis has been reported from different parts of the world, no definite and consistent pattern has been observed. Therefore, the study was designed to find the seasonal variation of tuberculosis in Delhi, India. Methods. Retrospective record based study was undertaken in a Directly Observed Treatment Short course (DOTS) centre located in the south district of Delhi. Six-year data from January 2007 to December 2012 was analyzed. Expert modeler of SPSS ver. 21 software was used to fit the best suitable model for the time series data. Results. Autocorrelation function (ACF) and partial autocorrelation function (PACF) at lag 12 show significant peak suggesting seasonal component of the TB series. Seasonal adjusted factor (SAF) showed peak seasonal variation from March to May. Univariate model by expert modeler in the SPSS showed that Winter's multiplicative model could best predict the time series data with 69.8% variability. The forecast shows declining trend with seasonality. Conclusion. A seasonal pattern and declining trend with variable amplitudes of fluctuation were observed in the incidence of tuberculosis.
Mapping Brazilian savanna vegetation gradients with Landsat time series
Schwieder, Marcel; Leitão, Pedro J.; da Cunha Bustamante, Mercedes Maria; Ferreira, Laerte Guimarães; Rabe, Andreas; Hostert, Patrick
2016-10-01
Global change has tremendous impacts on savanna systems around the world. Processes related to climate change or agricultural expansion threaten the ecosystem's state, function and the services it provides. A prominent example is the Brazilian Cerrado that has an extent of around 2 million km2 and features high biodiversity with many endemic species. It is characterized by landscape patterns from open grasslands to dense forests, defining a heterogeneous gradient in vegetation structure throughout the biome. While it is undisputed that the Cerrado provides a multitude of valuable ecosystem services, it is exposed to changes, e.g. through large scale land conversions or climatic changes. Monitoring of the Cerrado is thus urgently needed to assess the state of the system as well as to analyze and further understand ecosystem responses and adaptations to ongoing changes. Therefore we explored the potential of dense Landsat time series to derive phenological information for mapping vegetation gradients in the Cerrado. Frequent data gaps, e.g. due to cloud contamination, impose a serious challenge for such time series analyses. We synthetically filled data gaps based on Radial Basis Function convolution filters to derive continuous pixel-wise temporal profiles capable of representing Land Surface Phenology (LSP). Derived phenological parameters revealed differences in the seasonal cycle between the main Cerrado physiognomies and could thus be used to calibrate a Support Vector Classification model to map their spatial distribution. Our results show that it is possible to map the main spatial patterns of the observed physiognomies based on their phenological differences, whereat inaccuracies occurred especially between similar classes and data-scarce areas. The outcome emphasizes the need for remote sensing based time series analyses at fine scales. Mapping heterogeneous ecosystems such as savannas requires spatial detail, as well as the ability to derive important
Assessing Coupling Dynamics from an Ensemble of Time Series
Directory of Open Access Journals (Sweden)
Germán Gómez-Herrero
2015-04-01
Full Text Available Finding interdependency relations between time series provides valuable knowledge about the processes that generated the signals. Information theory sets a natural framework for important classes of statistical dependencies. However, a reliable estimation from information-theoretic functionals is hampered when the dependency to be assessed is brief or evolves in time. Here, we show that these limitations can be partly alleviated when we have access to an ensemble of independent repetitions of the time series. In particular, we gear a data-efficient estimator of probability densities to make use of the full structure of trial-based measures. By doing so, we can obtain time-resolved estimates for a family of entropy combinations (including mutual information, transfer entropy and their conditional counterparts, which are more accurate than the simple average of individual estimates over trials. We show with simulated and real data generated by coupled electronic circuits that the proposed approach allows one to recover the time-resolved dynamics of the coupling between different subsystems.
forecasting with nonlinear time series model: a monte-carlo
African Journals Online (AJOL)
PUBLICATIONS1
erated recursively up to any step greater than one. For nonlinear time series model, point forecast for step one can be done easily like in the linear case but forecast for a step greater than or equal to ..... London. Franses, P. H. (1998). Time series models for business and Economic forecasting, Cam- bridge University press.
Transition Icons for Time-Series Visualization and Exploratory Analysis.
Nickerson, Paul V; Baharloo, Raheleh; Wanigatunga, Amal A; Manini, Todd M; Tighe, Patrick J; Rashidi, Parisa
2018-03-01
The modern healthcare landscape has seen the rapid emergence of techniques and devices that temporally monitor and record physiological signals. The prevalence of time-series data within the healthcare field necessitates the development of methods that can analyze the data in order to draw meaningful conclusions. Time-series behavior is notoriously difficult to intuitively understand due to its intrinsic high-dimensionality, which is compounded in the case of analyzing groups of time series collected from different patients. Our framework, which we call transition icons, renders common patterns in a visual format useful for understanding the shared behavior within groups of time series. Transition icons are adept at detecting and displaying subtle differences and similarities, e.g., between measurements taken from patients receiving different treatment strategies or stratified by demographics. We introduce various methods that collectively allow for exploratory analysis of groups of time series, while being free of distribution assumptions and including simple heuristics for parameter determination. Our technique extracts discrete transition patterns from symbolic aggregate approXimation representations, and compiles transition frequencies into a bag of patterns constructed for each group. These transition frequencies are normalized and aligned in icon form to intuitively display the underlying patterns. We demonstrate the transition icon technique for two time-series datasets-postoperative pain scores, and hip-worn accelerometer activity counts. We believe transition icons can be an important tool for researchers approaching time-series data, as they give rich and intuitive information about collective time-series behaviors.
Time series analyses of mean monthly rainfall for drought ...
African Journals Online (AJOL)
This paper analyses the time series characteristics of rainfall data for Sokoto metropolis for 40 years with a view to understanding drought management. Data for this study was obtained from the Nigeria Metrological Agency (NIMET), Sokoto Airport; Sokoto. The data was subjected to time series tests (trend, cycle, seasonal ...
Critical values for unit root tests in seasonal time series
Ph.H.B.F. Franses (Philip Hans); B. Hobijn (Bart)
1997-01-01
textabstractIn this paper, we present tables with critical values for a variety of tests for seasonal and non-seasonal unit roots in seasonal time series. We consider (extensions of) the Hylleberg et al. and Osborn et al. test procedures. These extensions concern time series with increasing seasonal
Time Series Econometrics for the 21st Century
Hansen, Bruce E.
2017-01-01
The field of econometrics largely started with time series analysis because many early datasets were time-series macroeconomic data. As the field developed, more cross-sectional and longitudinal datasets were collected, which today dominate the majority of academic empirical research. In nonacademic (private sector, central bank, and governmental)…
461 TIME SERIES ANALYSES OF MEAN MONTHLY RAINFALL ...
African Journals Online (AJOL)
Osondu
Abstract. This paper analyses the time series characteristics of rainfall data for Sokoto metropolis for 40 years with a view to understanding drought management. Data for this study was obtained from the. Nigeria Metrological Agency (NIMET), Sokoto Airport; Sokoto. The data was subjected to time series tests (trend, cycle ...
Time series modelling of overflow structures
DEFF Research Database (Denmark)
Carstensen, J.; Harremoës, P.
1997-01-01
The dynamics of a storage pipe is examined using a grey-box model based on on-line measured data. The grey-box modelling approach uses a combination of physically-based and empirical terms in the model formulation. The model provides an on-line state estimate of the overflows, pumping capacities...... to the overflow structures. The capacity of a pump draining the storage pipe has been estimated for two rain events, revealing that the pump was malfunctioning during the first rain event. The grey-box modelling approach is applicable for automated on-line surveillance and control. (C) 1997 IAWQ. Published...
Ensemble Deep Learning for Biomedical Time Series Classification.
Jin, Lin-Peng; Dong, Jun
2016-01-01
Ensemble learning has been proved to improve the generalization ability effectively in both theory and practice. In this paper, we briefly outline the current status of research on it first. Then, a new deep neural network-based ensemble method that integrates filtering views, local views, distorted views, explicit training, implicit training, subview prediction, and Simple Average is proposed for biomedical time series classification. Finally, we validate its effectiveness on the Chinese Cardiovascular Disease Database containing a large number of electrocardiogram recordings. The experimental results show that the proposed method has certain advantages compared to some well-known ensemble methods, such as Bagging and AdaBoost .
Ensemble Deep Learning for Biomedical Time Series Classification
Directory of Open Access Journals (Sweden)
Lin-peng Jin
2016-01-01
Full Text Available Ensemble learning has been proved to improve the generalization ability effectively in both theory and practice. In this paper, we briefly outline the current status of research on it first. Then, a new deep neural network-based ensemble method that integrates filtering views, local views, distorted views, explicit training, implicit training, subview prediction, and Simple Average is proposed for biomedical time series classification. Finally, we validate its effectiveness on the Chinese Cardiovascular Disease Database containing a large number of electrocardiogram recordings. The experimental results show that the proposed method has certain advantages compared to some well-known ensemble methods, such as Bagging and AdaBoost.
Time-variant power spectral analysis of heart-rate time series by ...
Indian Academy of Sciences (India)
From this observation we conclude that during acute myocardial infarction, the anterior wall MI has stimulated sympathetic activity, while the acute inferior wall MI has stimulated parasympathetic activity. Results obtained from ARMA-based analysis of heart-rate time series signals are capable of complementing the clinical ...
Frontiers in Time Series and Financial Econometrics : An overview
S. Ling (Shiqing); M.J. McAleer (Michael); H. Tong (Howell)
2015-01-01
markdownabstract__Abstract__ Two of the fastest growing frontiers in econometrics and quantitative finance are time series and financial econometrics. Significant theoretical contributions to financial econometrics have been made by experts in statistics, econometrics, mathematics, and time
Frontiers in Time Series and Financial Econometrics: An Overview
S. Ling (Shiqing); M.J. McAleer (Michael); H. Tong (Howell)
2015-01-01
markdownabstract__Abstract__ Two of the fastest growing frontiers in econometrics and quantitative finance are time series and financial econometrics. Significant theoretical contributions to financial econometrics have been made by experts in statistics, econometrics, mathematics, and time
Period Estimation in Astronomical Time Series Using Slotted Correntropy
Huijse, Pablo; Estévez, Pablo A.; Zegers, Pablo; Príncipe, José; Protopapas, Pavlos
2011-01-01
In this letter, we propose a method for period estimation in light curves from periodic variable stars using correntropy. Light curves are astronomical time series of stellar brightness over time, and are characterized as being noisy and unevenly sampled. We propose to use slotted time lags in order to estimate correntropy directly from irregularly sampled time series. A new information theoretic metric is proposed for discriminating among the peaks of the correntropy spectral density. The sl...
Time series sightability modeling of animal populations.
Directory of Open Access Journals (Sweden)
Althea A ArchMiller
Full Text Available Logistic regression models-or "sightability models"-fit to detection/non-detection data from marked individuals are often used to adjust for visibility bias in later detection-only surveys, with population abundance estimated using a modified Horvitz-Thompson (mHT estimator. More recently, a model-based alternative for analyzing combined detection/non-detection and detection-only data was developed. This approach seemed promising, since it resulted in similar estimates as the mHT when applied to data from moose (Alces alces surveys in Minnesota. More importantly, it provided a framework for developing flexible models for analyzing multiyear detection-only survey data in combination with detection/non-detection data. During initial attempts to extend the model-based approach to multiple years of detection-only data, we found that estimates of detection probabilities and population abundance were sensitive to the amount of detection-only data included in the combined (detection/non-detection and detection-only analysis. Subsequently, we developed a robust hierarchical modeling approach where sightability model parameters are informed only by the detection/non-detection data, and we used this approach to fit a fixed-effects model (FE model with year-specific parameters and a temporally-smoothed model (TS model that shares information across years via random effects and a temporal spline. The abundance estimates from the TS model were more precise, with decreased interannual variability relative to the FE model and mHT abundance estimates, illustrating the potential benefits from model-based approaches that allow information to be shared across years.
Time series sightability modeling of animal populations
ArchMiller, Althea A.; Dorazio, Robert; St. Clair, Katherine; Fieberg, John R.
2018-01-01
Logistic regression models—or “sightability models”—fit to detection/non-detection data from marked individuals are often used to adjust for visibility bias in later detection-only surveys, with population abundance estimated using a modified Horvitz-Thompson (mHT) estimator. More recently, a model-based alternative for analyzing combined detection/non-detection and detection-only data was developed. This approach seemed promising, since it resulted in similar estimates as the mHT when applied to data from moose (Alces alces) surveys in Minnesota. More importantly, it provided a framework for developing flexible models for analyzing multiyear detection-only survey data in combination with detection/non-detection data. During initial attempts to extend the model-based approach to multiple years of detection-only data, we found that estimates of detection probabilities and population abundance were sensitive to the amount of detection-only data included in the combined (detection/non-detection and detection-only) analysis. Subsequently, we developed a robust hierarchical modeling approach where sightability model parameters are informed only by the detection/non-detection data, and we used this approach to fit a fixed-effects model (FE model) with year-specific parameters and a temporally-smoothed model (TS model) that shares information across years via random effects and a temporal spline. The abundance estimates from the TS model were more precise, with decreased interannual variability relative to the FE model and mHT abundance estimates, illustrating the potential benefits from model-based approaches that allow information to be shared across years.
Using SAR satellite data time series for regional glacier mapping
Directory of Open Access Journals (Sweden)
S. H. Winsvold
2018-03-01
Full Text Available With dense SAR satellite data time series it is possible to map surface and subsurface glacier properties that vary in time. On Sentinel-1A and RADARSAT-2 backscatter time series images over mainland Norway and Svalbard, we outline how to map glaciers using descriptive methods. We present five application scenarios. The first shows potential for tracking transient snow lines with SAR backscatter time series and correlates with both optical satellite images (Sentinel-2A and Landsat 8 and equilibrium line altitudes derived from in situ surface mass balance data. In the second application scenario, time series representation of glacier facies corresponding to SAR glacier zones shows potential for a more accurate delineation of the zones and how they change in time. The third application scenario investigates the firn evolution using dense SAR backscatter time series together with a coupled energy balance and multilayer firn model. We find strong correlation between backscatter signals with both the modeled firn air content and modeled wetness in the firn. In the fourth application scenario, we highlight how winter rain events can be detected in SAR time series, revealing important information about the area extent of internal accumulation. In the last application scenario, averaged summer SAR images were found to have potential in assisting the process of mapping glaciers outlines, especially in the presence of seasonal snow. Altogether we present examples of how to map glaciers and to further understand glaciological processes using the existing and future massive amount of multi-sensor time series data.
Using SAR satellite data time series for regional glacier mapping
Winsvold, Solveig H.; Kääb, Andreas; Nuth, Christopher; Andreassen, Liss M.; van Pelt, Ward J. J.; Schellenberger, Thomas
2018-03-01
With dense SAR satellite data time series it is possible to map surface and subsurface glacier properties that vary in time. On Sentinel-1A and RADARSAT-2 backscatter time series images over mainland Norway and Svalbard, we outline how to map glaciers using descriptive methods. We present five application scenarios. The first shows potential for tracking transient snow lines with SAR backscatter time series and correlates with both optical satellite images (Sentinel-2A and Landsat 8) and equilibrium line altitudes derived from in situ surface mass balance data. In the second application scenario, time series representation of glacier facies corresponding to SAR glacier zones shows potential for a more accurate delineation of the zones and how they change in time. The third application scenario investigates the firn evolution using dense SAR backscatter time series together with a coupled energy balance and multilayer firn model. We find strong correlation between backscatter signals with both the modeled firn air content and modeled wetness in the firn. In the fourth application scenario, we highlight how winter rain events can be detected in SAR time series, revealing important information about the area extent of internal accumulation. In the last application scenario, averaged summer SAR images were found to have potential in assisting the process of mapping glaciers outlines, especially in the presence of seasonal snow. Altogether we present examples of how to map glaciers and to further understand glaciological processes using the existing and future massive amount of multi-sensor time series data.
Time series analysis of the behavior of brazilian natural rubber
Directory of Open Access Journals (Sweden)
Antônio Donizette de Oliveira
2009-03-01
Full Text Available The natural rubber is a non-wood product obtained of the coagulation of some lattices of forest species, being Hevea brasiliensis the main one. Native from the Amazon Region, this species was already known by the Indians before the discovery of America. The natural rubber became a product globally valued due to its multiple applications in the economy, being its almost perfect substitute the synthetic rubber derived from the petroleum. Similarly to what happens with other countless products the forecast of future prices of the natural rubber has been object of many studies. The use of models of forecast of univariate timeseries stands out as the more accurate and useful to reduce the uncertainty in the economic decision making process. This studyanalyzed the historical series of prices of the Brazilian natural rubber (R$/kg, in the Jan/99 - Jun/2006 period, in order tocharacterize the rubber price behavior in the domestic market; estimated a model for the time series of monthly natural rubberprices; and foresaw the domestic prices of the natural rubber, in the Jul/2006 - Jun/2007 period, based on the estimated models.The studied models were the ones belonging to the ARIMA family. The main results were: the domestic market of the natural rubberis expanding due to the growth of the world economy; among the adjusted models, the ARIMA (1,1,1 model provided the bestadjustment of the time series of prices of the natural rubber (R$/kg; the prognosis accomplished for the series supplied statistically adequate fittings.
Gómez-Extremera, Manuel; Carpena, Pedro; Ivanov, Plamen Ch; Bernaola-Galván, Pedro A
2016-04-01
We systematically study the scaling properties of the magnitude and sign of the fluctuations in correlated time series, which is a simple and useful approach to distinguish between systems with different dynamical properties but the same linear correlations. First, we decompose artificial long-range power-law linearly correlated time series into magnitude and sign series derived from the consecutive increments in the original series, and we study their correlation properties. We find analytical expressions for the correlation exponent of the sign series as a function of the exponent of the original series. Such expressions are necessary for modeling surrogate time series with desired scaling properties. Next, we study linear and nonlinear correlation properties of series composed as products of independent magnitude and sign series. These surrogate series can be considered as a zero-order approximation to the analysis of the coupling of magnitude and sign in real data, a problem still open in many fields. We find analytical results for the scaling behavior of the composed series as a function of the correlation exponents of the magnitude and sign series used in the composition, and we determine the ranges of magnitude and sign correlation exponents leading to either single scaling or to crossover behaviors. Finally, we obtain how the linear and nonlinear properties of the composed series depend on the correlation exponents of their magnitude and sign series. Based on this information we propose a method to generate surrogate series with controlled correlation exponent and multifractal spectrum.
Automated analysis of brachial ultrasound time series
Liang, Weidong; Browning, Roger L.; Lauer, Ronald M.; Sonka, Milan
1998-07-01
Atherosclerosis begins in childhood with the accumulation of lipid in the intima of arteries to form fatty streaks, advances through adult life when occlusive vascular disease may result in coronary heart disease, stroke and peripheral vascular disease. Non-invasive B-mode ultrasound has been found useful in studying risk factors in the symptom-free population. Large amount of data is acquired from continuous imaging of the vessels in a large study population. A high quality brachial vessel diameter measurement method is necessary such that accurate diameters can be measured consistently in all frames in a sequence, across different observers. Though human expert has the advantage over automated computer methods in recognizing noise during diameter measurement, manual measurement suffers from inter- and intra-observer variability. It is also time-consuming. An automated measurement method is presented in this paper which utilizes quality assurance approaches to adapt to specific image features, to recognize and minimize the noise effect. Experimental results showed the method's potential for clinical usage in the epidemiological studies.
Sensor-Generated Time Series Events: A Definition Language
Directory of Open Access Journals (Sweden)
Juan Pazos
2012-08-01
Full Text Available There are now a great many domains where information is recorded by sensors over a limited time period or on a permanent basis. This data flow leads to sequences of data known as time series. In many domains, like seismography or medicine, time series analysis focuses on particular regions of interest, known as events, whereas the remainder of the time series contains hardly any useful information. In these domains, there is a need for mechanisms to identify and locate such events. In this paper, we propose an events definition language that is general enough to be used to easily and naturally define events in time series recorded by sensors in any domain. The proposed language has been applied to the definition of time series events generated within the branch of medicine dealing with balance-related functions in human beings. A device, called posturograph, is used to study balance-related functions. The platform has four sensors that record the pressure intensity being exerted on the platform, generating four interrelated time series. As opposed to the existing ad hoc proposals, the results confirm that the proposed language is valid, that is generally applicable and accurate, for identifying the events contained in the time series.
Sensor-Generated Time Series Events: A Definition Language
Anguera, Aurea; Lara, Juan A.; Lizcano, David; Martínez, Maria Aurora; Pazos, Juan
2012-01-01
There are now a great many domains where information is recorded by sensors over a limited time period or on a permanent basis. This data flow leads to sequences of data known as time series. In many domains, like seismography or medicine, time series analysis focuses on particular regions of interest, known as events, whereas the remainder of the time series contains hardly any useful information. In these domains, there is a need for mechanisms to identify and locate such events. In this paper, we propose an events definition language that is general enough to be used to easily and naturally define events in time series recorded by sensors in any domain. The proposed language has been applied to the definition of time series events generated within the branch of medicine dealing with balance-related functions in human beings. A device, called posturograph, is used to study balance-related functions. The platform has four sensors that record the pressure intensity being exerted on the platform, generating four interrelated time series. As opposed to the existing ad hoc proposals, the results confirm that the proposed language is valid, that is generally applicable and accurate, for identifying the events contained in the time series.
Time Series Evaluation of Portal Monitor Data
International Nuclear Information System (INIS)
Robinson, Sean M.; Bender, Sarah E.; Lopresti, Charles A.; Woodring, Mitchell L.
2008-01-01
Radiation portal monitors screen cargo and personal vehicle traffic at international border crossings to detect and interdict illicit sources which may be present in the commerce stream. One difficulty faced by RPM systems is the prospect of false alarms, or undesired alarms due to background fluctuation, or Naturally-Occurring Radioactive Material (NORM) sources in the commerce stream. In general, NORM alarms represent a significant fraction of the nuisance alarms at international border crossings, particularly with Polyvinyl-Toluene (PVT) RPM detectors, which have only very weak spectral differentiation capability. With PVT detectors, the majority of detected photon events fall within the Compton continuum of the material, allowing for very little spectral information to be preserved (1). Previous work has shown that these detectors can be used for limited spectroscopy, utilizing around 8 spectral bins to further differentiate some NORM and other nuisance sources (2). NaI based systems achieve much more detailed spectral resolution from each measurement of a source, but still combine all measurements over a vehicle's occupancy in order to arrive at a spectrum to be analyzed
Fractal dimension of wind speed time series
International Nuclear Information System (INIS)
Chang, Tian-Pau; Ko, Hong-Hsi; Liu, Feng-Jiao; Chen, Pai-Hsun; Chang, Ying-Pin; Liang, Ying-Hsin; Jang, Horng-Yuan; Lin, Tsung-Chi; Chen, Yi-Hwa
2012-01-01
Highlights: ► Fractal dimension of wind speeds in Taiwan is studied considering climate factors. ► Relevant algorithms for the calculation of fractal dimension are presented graphically. ► Fractal dimension reveals negative correlation with mean wind speed. ► Fractal dimension is not lower even wind distribution is well described by Weibull pdf. - Abstract: The fluctuation of wind speed within a specific time period affects a lot the energy conversion rate of wind turbine. In this paper, the concept of fractal dimension in chaos theory is applied to investigate wind speed characterizations; numerical algorithms for the calculation of the fractal dimension are presented graphically. Wind data selected is observed at three wind farms experiencing different climatic conditions from 2006 to 2008 in Taiwan, where wind speed distribution can be properly classified to high wind season from October to March and low wind season from April to September. The variations of fractal dimensions among different wind farms are analyzed from the viewpoint of climatic conditions. The results show that the wind speeds studied are characterized by medium to high values of fractal dimension; the annual dimension values lie between 1.61 and 1.66. Because of monsoon factor, the fluctuation of wind speed during high wind months is not as significant as that during low wind months; the value of fractal dimension reveals negative correlation with that of mean wind speed, irrespective of wind farm considered. For a location where the wind distribution is well described by Weibull function, its fractal dimension is not necessarily lower. These findings are useful to wind analysis.
DEM time series of an agricultural watershed
Pineux, Nathalie; Lisein, Jonathan; Swerts, Gilles; Degré, Aurore
2014-05-01
In agricultural landscape soil surface evolves notably due to erosion and deposition phenomenon. Even if most of the field data come from plot scale studies, the watershed scale seems to be more appropriate to understand them. Currently, small unmanned aircraft systems and images treatments are improving. In this way, 3D models are built from multiple covering shots. When techniques for large areas would be to expensive for a watershed level study or techniques for small areas would be too time consumer, the unmanned aerial system seems to be a promising solution to quantify the erosion and deposition patterns. The increasing technical improvements in this growth field allow us to obtain a really good quality of data and a very high spatial resolution with a high Z accuracy. In the center of Belgium, we equipped an agricultural watershed of 124 ha. For three years (2011-2013), we have been monitoring weather (including rainfall erosivity using a spectropluviograph), discharge at three different locations, sediment in runoff water, and watershed microtopography through unmanned airborne imagery (Gatewing X100). We also collected all available historical data to try to capture the "long-term" changes in watershed morphology during the last decades: old topography maps, soil historical descriptions, etc. An erosion model (LANDSOIL) is also used to assess the evolution of the relief. Short-term evolution of the surface are now observed through flights done at 200m height. The pictures are taken with a side overlap equal to 80%. To precisely georeference the DEM produced, ground control points are placed on the study site and surveyed using a Leica GPS1200 (accuracy of 1cm for x and y coordinates and 1.5cm for the z coordinate). Flights are done each year in December to have an as bare as possible ground surface. Specific treatments are developed to counteract vegetation effect because it is know as key sources of error in the DEM produced by small unmanned aircraft
Database for Hydrological Time Series of Inland Waters (DAHITI)
Schwatke, Christian; Dettmering, Denise
2016-04-01
Satellite altimetry was designed for ocean applications. However, since some years, satellite altimetry is also used over inland water to estimate water level time series of lakes, rivers and wetlands. The resulting water level time series can help to understand the water cycle of system earth and makes altimetry to a very useful instrument for hydrological applications. In this poster, we introduce the "Database for Hydrological Time Series of Inland Waters" (DAHITI). Currently, the database contains about 350 water level time series of lakes, reservoirs, rivers, and wetlands which are freely available after a short registration process via http://dahiti.dgfi.tum.de. In this poster, we introduce the product of DAHITI and the functionality of the DAHITI web service. Furthermore, selected examples of inland water targets are presented in detail. DAHITI provides time series of water level heights of inland water bodies and their formal errors . These time series are available within the period of 1992-2015 and have varying temporal resolutions depending on the data coverage of the investigated water body. The accuracies of the water level time series depend mainly on the extent of the investigated water body and the quality of the altimeter measurements. Hereby, an external validation with in-situ data reveals RMS differences between 5 cm and 40 cm for lakes and 10 cm and 140 cm for rivers, respectively.
Time series clustering analysis of health-promoting behavior
Yang, Chi-Ta; Hung, Yu-Shiang; Deng, Guang-Feng
2013-10-01
Health promotion must be emphasized to achieve the World Health Organization goal of health for all. Since the global population is aging rapidly, ComCare elder health-promoting service was developed by the Taiwan Institute for Information Industry in 2011. Based on the Pender health promotion model, ComCare service offers five categories of health-promoting functions to address the everyday needs of seniors: nutrition management, social support, exercise management, health responsibility, stress management. To assess the overall ComCare service and to improve understanding of the health-promoting behavior of elders, this study analyzed health-promoting behavioral data automatically collected by the ComCare monitoring system. In the 30638 session records collected for 249 elders from January, 2012 to March, 2013, behavior patterns were identified by fuzzy c-mean time series clustering algorithm combined with autocorrelation-based representation schemes. The analysis showed that time series data for elder health-promoting behavior can be classified into four different clusters. Each type reveals different health-promoting needs, frequencies, function numbers and behaviors. The data analysis result can assist policymakers, health-care providers, and experts in medicine, public health, nursing and psychology and has been provided to Taiwan National Health Insurance Administration to assess the elder health-promoting behavior.
Estimation of dynamic flux profiles from metabolic time series data
Directory of Open Access Journals (Sweden)
Chou I-Chun
2012-07-01
Full Text Available Abstract Background Advances in modern high-throughput techniques of molecular biology have enabled top-down approaches for the estimation of parameter values in metabolic systems, based on time series data. Special among them is the recent method of dynamic flux estimation (DFE, which uses such data not only for parameter estimation but also for the identification of functional forms of the processes governing a metabolic system. DFE furthermore provides diagnostic tools for the evaluation of model validity and of the quality of a model fit beyond residual errors. Unfortunately, DFE works only when the data are more or less complete and the system contains as many independent fluxes as metabolites. These drawbacks may be ameliorated with other types of estimation and information. However, such supplementations incur their own limitations. In particular, assumptions must be made regarding the functional forms of some processes and detailed kinetic information must be available, in addition to the time series data. Results The authors propose here a systematic approach that supplements DFE and overcomes some of its shortcomings. Like DFE, the approach is model-free and requires only minimal assumptions. If sufficient time series data are available, the approach allows the determination of a subset of fluxes that enables the subsequent applicability of DFE to the rest of the flux system. The authors demonstrate the procedure with three artificial pathway systems exhibiting distinct characteristics and with actual data of the trehalose pathway in Saccharomyces cerevisiae. Conclusions The results demonstrate that the proposed method successfully complements DFE under various situations and without a priori assumptions regarding the model representation. The proposed method also permits an examination of whether at all, to what degree, or within what range the available time series data can be validly represented in a particular functional format of
United States Forest Disturbance Trends Observed Using Landsat Time Series
Masek, Jeffrey G.; Goward, Samuel N.; Kennedy, Robert E.; Cohen, Warren B.; Moisen, Gretchen G.; Schleeweis, Karen; Huang, Chengquan
2013-01-01
Disturbance events strongly affect the composition, structure, and function of forest ecosystems; however, existing U.S. land management inventories were not designed to monitor disturbance. To begin addressing this gap, the North American Forest Dynamics (NAFD) project has examined a geographic sample of 50 Landsat satellite image time series to assess trends in forest disturbance across the conterminous United States for 1985-2005. The geographic sample design used a probability-based scheme to encompass major forest types and maximize geographic dispersion. For each sample location disturbance was identified in the Landsat series using the Vegetation Change Tracker (VCT) algorithm. The NAFD analysis indicates that, on average, 2.77 Mha/yr of forests were disturbed annually, representing 1.09%/yr of US forestland. These satellite-based national disturbance rates estimates tend to be lower than those derived from land management inventories, reflecting both methodological and definitional differences. In particular the VCT approach used with a biennial time step has limited sensitivity to low-intensity disturbances. Unlike prior satellite studies, our biennial forest disturbance rates vary by nearly a factor of two between high and low years. High western US disturbance rates were associated with active fire years and insect activity, while variability in the east is more strongly related to harvest rates in managed forests. We note that generating a geographic sample based on representing forest type and variability may be problematic since the spatial pattern of disturbance does not necessarily correlate with forest type. We also find that the prevalence of diffuse, non-stand clearing disturbance in US forests makes the application of a biennial geographic sample problematic. Future satellite-based studies of disturbance at regional and national scales should focus on wall-to-wall analyses with annual time step for improved accuracy.
vector bilinear autoregressive time series model and its superiority ...
African Journals Online (AJOL)
In this research, a vector bilinear autoregressive time series model was proposed and used to model three revenue series(. )t ... showed that vector bilinear autoregressive (BIVAR) models provide better estimates than the long embraced linear models. ... order moving average (MA) polynomials on backward shift operator B ...
Conditional time series forecasting with convolutional neural networks
A. Borovykh (Anastasia); S.M. Bohte (Sander); C.W. Oosterlee (Cornelis)
2017-01-01
textabstractForecasting financial time series using past observations has been a significant topic of interest. While temporal relationships in the data exist, they are difficult to analyze and predict accurately due to the non-linear trends and noise present in the series. We propose to learn these
Multivariate time series analysis with R and financial applications
Tsay, Ruey S
2013-01-01
Since the publication of his first book, Analysis of Financial Time Series, Ruey Tsay has become one of the most influential and prominent experts on the topic of time series. Different from the traditional and oftentimes complex approach to multivariate (MV) time series, this sequel book emphasizes structural specification, which results in simplified parsimonious VARMA modeling and, hence, eases comprehension. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-worl
Directory of Open Access Journals (Sweden)
S. Liu
2018-04-01
Full Text Available Vegetation plays a leading role in ecosystems. Plant communities are the main components of ecosystems. Green plants in ecosystems are the primary producers, and they provide the living organic matter for the survival of other organisms. The dynamics of most landscapes are driven by both natural processes and human activities. In this study, the growing season GIMMS NDVI3g and climatic data were used to analyse the vegetation trends and drivers in Beijing-Tianjin-Hebei region from 1982 to 2013. Result shows that, the vegetation in Beijing-Tianjin-Hebei region shows overall restoration and partial degradation trend. The significant restoration region accounts for 61.5 % of Beijing-Tianjin-Hebei region, while the significant degradation region accounts for 2.1 %. The dominant climatic factor for time series NDVI were analyzed using the multi-linear regression model. Vegetation growth in 17.9 % of Beijing-Tianjin-Hebei region is dominated by temperature, 35.5 % is dominated by precipitation, and 11.68 % is dominated by solar radiance. Human activities play important role for vegetation restoration in Beijing-Tianjin-Hebei Region, where the large scale forest restoration programs are the main human activities, such as the three-north shelterbelt construction project, Beijing-Tianjin-Hebei sandstorm source control project and grain for green projects.
Characterizing interdependencies of multiple time series theory and applications
Hosoya, Yuzo; Takimoto, Taro; Kinoshita, Ryo
2017-01-01
This book introduces academic researchers and professionals to the basic concepts and methods for characterizing interdependencies of multiple time series in the frequency domain. Detecting causal directions between a pair of time series and the extent of their effects, as well as testing the non existence of a feedback relation between them, have constituted major focal points in multiple time series analysis since Granger introduced the celebrated definition of causality in view of prediction improvement. Causality analysis has since been widely applied in many disciplines. Although most analyses are conducted from the perspective of the time domain, a frequency domain method introduced in this book sheds new light on another aspect that disentangles the interdependencies between multiple time series in terms of long-term or short-term effects, quantitatively characterizing them. The frequency domain method includes the Granger noncausality test as a special case. Chapters 2 and 3 of the book introduce an i...
Scalable Prediction of Energy Consumption using Incremental Time Series Clustering
Energy Technology Data Exchange (ETDEWEB)
Simmhan, Yogesh; Noor, Muhammad Usman
2013-10-09
Time series datasets are a canonical form of high velocity Big Data, and often generated by pervasive sensors, such as found in smart infrastructure. Performing predictive analytics on time series data can be computationally complex, and requires approximation techniques. In this paper, we motivate this problem using a real application from the smart grid domain. We propose an incremental clustering technique, along with a novel affinity score for determining cluster similarity, which help reduce the prediction error for cumulative time series within a cluster. We evaluate this technique, along with optimizations, using real datasets from smart meters, totaling ~700,000 data points, and show the efficacy of our techniques in improving the prediction error of time series data within polynomial time.
Detecting structural breaks in time series via genetic algorithms
DEFF Research Database (Denmark)
Doerr, Benjamin; Fischer, Paul; Hilbert, Astrid
2016-01-01
Detecting structural breaks is an essential task for the statistical analysis of time series, for example, for fitting parametric models to it. In short, structural breaks are points in time at which the behaviour of the time series substantially changes. Typically, no solid background knowledge...... of the time series under consideration is available. Therefore, a black-box optimization approach is our method of choice for detecting structural breaks. We describe a genetic algorithm framework which easily adapts to a large number of statistical settings. To evaluate the usefulness of different crossover...... operator alone. Moreover, we present a specific fitness function which exploits the sparse structure of the break points and which can be evaluated particularly efficiently. The experiments on artificial and real-world time series show that the resulting algorithm detects break points with high precision...
Elements of nonlinear time series analysis and forecasting
De Gooijer, Jan G
2017-01-01
This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods. The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods. To make the book as user friendly as possible...
Fundamental State Space Time Series Models for JEPX Electricity Prices
Ofuji, Kenta; Kanemoto, Shigeru
Time series models are popular in attempts to model and forecast price dynamics in various markets. In this paper, we have formulated two state space models and tested them for its applicability to power price modeling and forecasting using JEPX (Japan Electric Power eXchange) data. The state space models generally have a high degree of flexibility with its time-dependent state transition matrix and system equation configurations. Based on empirical data analysis and past literatures, we used calculation assumptions to a) extract stochastic trend component to capture non-stationarity, and b) detect structural changes underlying in the market. The stepwise calculation algorithm followed that of Kalman Filter. We then evaluated the two models' forecasting capabilities, in comparison with ordinary AR (autoregressive) and ARCH (autoregressive conditional heteroskedasticity) models. By choosing proper explanatory variables, the latter state space model yielded as good a forecasting capability as that of the AR and the ARCH models for a short forecasting horizon.
Visualizing trends and clusters in ranked time-series data
Gousie, Michael B.; Grady, John; Branagan, Melissa
2013-12-01
There are many systems that provide visualizations for time-oriented data. Of those, few provide the means of finding patterns in time-series data in which rankings are also important. Fewer still have the fine granularity necessary to visually follow individual data points through time. We propose the Ranking Timeline, a novel visualization method for modestly-sized multivariate data sets that include the top ten rankings over time. The system includes two main visualization components: a ranking over time and a cluster analysis. The ranking visualization, loosely based on line plots, allows the user to track individual data points so as to facilitate comparisons within a given time frame. Glyphs represent additional attributes within the framework of the overall system. The user has control over many aspects of the visualization, including viewing a subset of the data and/or focusing on a desired time frame. The cluster analysis tool shows the relative importance of individual items in conjunction with a visualization showing the connection(s) to other, similar items, while maintaining the aforementioned glyphs and user interaction. The user controls the clustering according to a similarity threshold. The system has been implemented as a Web application, and has been tested with data showing the top ten actors/actresses from 1929-2010. The experiments have revealed patterns in the data heretofore not explored.
The Outlier Interval Detection Algorithms on Astronautical Time Series Data
Directory of Open Access Journals (Sweden)
Wei Hu
2013-01-01
Full Text Available The Outlier Interval Detection is a crucial technique to analyze spacecraft fault, locate exception, and implement intelligent fault diagnosis system. The paper proposes two OID algorithms on astronautical Time Series Data, that is, variance based OID (VOID and FFT and k nearest Neighbour based OID (FKOID. The VOID algorithm divides TSD into many intervals and measures each interval’s outlier score according to its variance. This algorithm can detect the outlier intervals with great fluctuation in the time domain. It is a simple and fast algorithm with less time complexity, but it ignores the frequency information. The FKOID algorithm extracts the frequency information of each interval by means of Fast Fourier Transform, so as to calculate the distances between frequency features, and adopts the KNN method to measure the outlier score according to the sum of distances between the interval’s frequency vector and the K nearest frequency vectors. It detects the outlier intervals in a refined way at an appropriate expense of the time and is valid to detect the outlier intervals in both frequency and time domains.
Predicting the Market Potential Using Time Series Analysis
Directory of Open Access Journals (Sweden)
Halmet Bradosti
2015-12-01
Full Text Available The aim of this analysis is to forecast a mini-market sales volume for the period of twelve months starting August 2015 to August 2016. The study is based on the monthly sales in Iraqi Dinar for a private local mini-market for the month of April 2014 to July 2015. As revealed on the graph and of course if the stagnant economic condition continues, the trend of future sales is down-warding. Based on time series analysis, the business may continue to operate and generate small revenues until August 2016. However, due to low sales volume, low profit margin and operating expenses, the revenues may not be adequate enough to produce positive net income and the business may not be able to operate afterward. The principal question rose from this is the forecasting sales in the region will be difficult where the business cycle so dynamic and revolutionary due to systematic risks and unforeseeable future.
Financial Time-series Analysis: a Brief Overview
Chakraborti, A.; Patriarca, M.; Santhanam, M. S.
Prices of commodities or assets produce what is called time-series. Different kinds of financial time-series have been recorded and studied for decades. Nowadays, all transactions on a financial market are recorded, leading to a huge amount of data available, either for free in the Internet or commercially. Financial time-series analysis is of great interest to practitioners as well as to theoreticians, for making inferences and predictions. Furthermore, the stochastic uncertainties inherent in financial time-series and the theory needed to deal with them make the subject especially interesting not only to economists, but also to statisticians and physicists [1]. While it would be a formidable task to make an exhaustive review on the topic, with this review we try to give a flavor of some of its aspects.
AFSC/ABL: Naknek sockeye salmon scale time series
National Oceanic and Atmospheric Administration, Department of Commerce — A time series of scale samples (1956 2002) collected from adult sockeye salmon returning to Naknek River were retrieved from the Alaska Department of Fish and Game....
AFSC/ABL: Ugashik sockeye salmon scale time series
National Oceanic and Atmospheric Administration, Department of Commerce — A time series of scale samples (1956 b?? 2002) collected from adult sockeye salmon returning to Ugashik River were retrieved from the Alaska Department of Fish and...
Fast and Flexible Multivariate Time Series Subsequence Search
National Aeronautics and Space Administration — Multivariate Time-Series (MTS) are ubiquitous, and are generated in areas as disparate as sensor recordings in aerospace systems, music and video streams, medical...
Unsupervised land cover change detection: meaningful sequential time series analysis
CSIR Research Space (South Africa)
Salmon, BP
2011-06-01
Full Text Available An automated land cover change detection method is proposed that uses coarse spatial resolution hyper-temporal earth observation satellite time series data. The study compared three different unsupervised clustering approaches that operate on short...
Blazejewska, Anna I; Bhat, Himanshu; Wald, Lawrence L; Polimeni, Jonathan R
2017-05-15
Temporal signal-to-noise ratio (tSNR) is a key metric for assessing the ability to detect brain activation in fMRI data. A recent study has shown substantial variation of tSNR between multiple runs of accelerated EPI acquisitions reconstructed with the GRAPPA method using protocols commonly used for fMRI experiments. Across-run changes in the location of high-tSNR regions could lead to misinterpretation of the observed brain activation patterns, reduced sensitivity of the fMRI studies, and biased results. We compared conventional EPI autocalibration (ACS) methods with the recently-introduced FLEET ACS method, measuring their tSNR variability, as well as spatial overlap and displacement of high-tSNR clusters across runs in datasets acquired from human subjects at 7T and 3T. FLEET ACS reconstructed data had higher tSNR levels, as previously reported, as well as better temporal consistency and larger overlap of the high-tSNR clusters across runs compared with reconstructions using conventional multi-shot (ms) EPI ACS data. tSNR variability across two different runs of the same protocol using ms-EPI ACS data was about two times larger than for the protocol using FLEET ACS for acceleration factors (R) 2 and 3, and one and half times larger for R=4. The level of across-run tSNR consistency for data reconstructed with FLEET ACS was similar to within-run tSNR consistency. The displacement of high-tSNR clusters across two runs (inter-cluster distance) decreased from ∼8mm in the time-series reconstructed using conventional ms-EPI ACS data to ∼4mm for images reconstructed using FLEET ACS. However, the performance gap between conventional ms-EPI ACS and FLEET ACS narrowed with increasing parallel imaging acceleration factor. Overall, the FLEET ACS method provides a simple solution to the problem of varying tSNR across runs, and therefore helps ensure that an assumption of fMRI analysis-that tSNR is largely consistent across runs-is met for accelerated acquisitions
Fusseis, F.; Schrank, C.; Liu, J.; Karrech, A.; Llana-Fúnez, S.; Xiao, X.; Regenauer-Lieb, K.
2011-10-01
We conducted an in-situ X-ray micro-computed tomography heating experiment at the Advanced Photon Source (USA) to dehydrate an unconfined 2.3 mm diameter cylinder of Volterra Gypsum. We used a purpose-built X-ray transparent furnace to heat the sample to 388 K for a total of 310 min to acquire a three-dimensional time-series tomography dataset comprising nine time steps. The voxel size of 2.2 μm3 proved sufficient to pinpoint reaction initiation and the organization of drainage architecture in space and time. We observed that dehydration commences across a narrow front, which propagates from the margins to the centre of the sample in more than four hours. The advance of this front can be fitted with a square-root function, implying that the initiation of the reaction in the sample can be described as a diffusion process. Novel parallelized computer codes allow quantifying the geometry of the porosity and the drainage architecture from the very large tomographic datasets (6.4 × 109 voxel each) in unprecedented detail. We determined position, volume, shape and orientation of each resolvable pore and tracked these properties over the duration of the experiment. We found that the pore-size distribution follows a power law. Pores tend to be anisotropic but rarely crack-shaped and have a preferred orientation, likely controlled by a pre-existing fabric in the sample. With on-going dehydration, pores coalesce into a single interconnected pore cluster that is connected to the surface of the sample cylinder and provides an effective drainage pathway. Our observations can be summarized in a model in which gypsum is stabilized by thermal expansion stresses and locally increased pore fluid pressures until the dehydration front approaches to within about 100 μm. Then, the internal stresses are released and dehydration happens efficiently, resulting in new pore space. Pressure release, the production of pores and the advance of the front are coupled in a feedback loop. We
Geomechanical time series and its singularity spectrum analysis
Czech Academy of Sciences Publication Activity Database
Lyubushin, Alexei A.; Kaláb, Zdeněk; Lednická, Markéta
2012-01-01
Roč. 47, č. 1 (2012), s. 69-77 ISSN 1217-8977 R&D Projects: GA ČR GA105/09/0089 Institutional research plan: CEZ:AV0Z30860518 Keywords : geomechanical time series * singularity spectrum * time series segmentation * laser distance meter Subject RIV: DC - Siesmology, Volcanology, Earth Structure Impact factor: 0.347, year: 2012 http://www.akademiai.com/content/88v4027758382225/fulltext.pdf
Signal Processing for Time-Series Functions on a Graph
2018-02-01
ARL-TR-8276• FEB 2018 US Army Research Laboratory Signal Processing for Time-Series Functions on a Graph by Humberto Muñoz-Barona, Jean Vettel, and...ARL-TR-8276• FEB 2018 US Army Research Laboratory Signal Processing for Time-Series Functions on a Graph by Humberto Muñoz-Barona Southern University...addison.w.bohannon.civ@mail.mil>. Previous research introduced signal processing on graphs, an approach to generalize signal processing tools such
Multiple Time Series Ising Model for Financial Market Simulations
International Nuclear Information System (INIS)
Takaishi, Tetsuya
2015-01-01
In this paper we propose an Ising model which simulates multiple financial time series. Our model introduces the interaction which couples to spins of other systems. Simulations from our model show that time series exhibit the volatility clustering that is often observed in the real financial markets. Furthermore we also find non-zero cross correlations between the volatilities from our model. Thus our model can simulate stock markets where volatilities of stocks are mutually correlated
Stacked Heterogeneous Neural Networks for Time Series Forecasting
Directory of Open Access Journals (Sweden)
Florin Leon
2010-01-01
Full Text Available A hybrid model for time series forecasting is proposed. It is a stacked neural network, containing one normal multilayer perceptron with bipolar sigmoid activation functions, and the other with an exponential activation function in the output layer. As shown by the case studies, the proposed stacked hybrid neural model performs well on a variety of benchmark time series. The combination of weights of the two stack components that leads to optimal performance is also studied.
Extracting Chaos Control Parameters from Time Series Analysis
Energy Technology Data Exchange (ETDEWEB)
Santos, R B B [Centro Universitario da FEI, Avenida Humberto de Alencar Castelo Branco 3972, 09850-901, Sao Bernardo do Campo, SP (Brazil); Graves, J C, E-mail: rsantos@fei.edu.br [Instituto Tecnologico de Aeronautica, Praca Marechal Eduardo Gomes 50, 12228-900, Sao Jose dos Campos, SP (Brazil)
2011-03-01
We present a simple method to analyze time series, and estimate the parameters needed to control chaos in dynamical systems. Application of the method to a system described by the logistic map is also shown. Analyzing only two 100-point time series, we achieved results within 2% of the analytical ones. With these estimates, we show that OGY control method successfully stabilized a period-1 unstable periodic orbit embedded in the chaotic attractor.
An innovation approach to non-Gaussian time series analysis
Ozaki, Tohru; Iino, Mitsunori
2001-01-01
The paper shows that the use of both types of random noise, white noise and Poisson noise, can be justified when using an innovations approach. The historical background for this is sketched, and then several methods of whitening dependent time series are outlined, including a mixture of Gaussian white noise and a compound Poisson process: this appears as a natural extension of the Gaussian white noise model for the prediction errors of a non-Gaussian time series. A stati...
SEASONAL AUTOREGRESSIVE INTEGRATED MOVING AVERAGE MODEL FOR PRECIPITATION TIME SERIES
Yan Wang; Meng Gao; Xinghua Chang; Xiyong Hou
2012-01-01
Predicting the trend of precipitation is a difficult task in meteorology and environmental sciences. Statistical approaches from time series analysis provide an alternative way for precipitation prediction. The ARIMA model incorporating seasonal characteristics, which is referred to as seasonal ARIMA model was presented. The time series data is the monthly precipitation data in Yantai, China and the period is from 1961 to 2011. The model was denoted as SARIMA (1, 0, 1) (0, 1, 1)12 in this stu...
Poonai, Naveen; Mehrotra, Shruti; Mamdani, Muhammad; Patmanidis, Anastasia; Miller, Michael; Sukhera, Javeed; Doan, Quynh
2018-01-22
Suicide-related emergency department (ED) visits by children are increasing in tandem with suicide-related Internet content. Following the announcement of Amanda Todd's suicide, her YouTube video received widespread views, providing an opportunity to explore this association. Our research question was: Among Ontario children age 11-17 years, was the release of Amanda Todd's YouTube video following her death announcement in October 2012 associated with an increase in average monthly ED visit rates for suicide-related diagnoses? We performed an interrupted time series analysis from April 2002 to December 2013, with the primary outcome as a composite of the average monthly rate of initial ED visits for suicidal ideation, intentional self-poisoning, and intentional self-harm. Secondary outcomes were average monthly rates of intensive care unit (ICU) admission and death resulting from the index visit. There was a statistically significant increase in the monthly ED visit rate for the composite outcome (p = 0.02) and death or ICU admission (p = 0.006) from April 2002 to December 2013. There was no significant change in ED visit rate for the composite outcome before and after the announcement of Amanda Todd's death, overall (119.8 versus 219.2 respectively, p = 0.5), among females (167.4 versus 316.8 respectively, p = 0.47) or among males (74.7 versus 116.9 respectively, p = 0.33). Ontario ED visits for suicide-related diagnoses in 11-17 year olds increased from 2002 to 2013. However, the increase from October 2012 to December 2013 could not be attributed to a highly publicized adolescent suicide. Our findings suggest that suicide-related Internet content is not associated with the increase in ED visits for suicidal behaviour.
Directory of Open Access Journals (Sweden)
Muhammad Ali
2015-03-01
Full Text Available Leaf Area Index (LAI is an important variable for numerous processes in various disciplines of bio- and geosciences. In situ measurements are the most accurate source of LAI among the LAI measuring methods, but the in situ measurements have the limitation of being labor intensive and site specific. For spatial-explicit applications (from regional to continental scales, satellite remote sensing is a promising source for obtaining LAI with different spatial resolutions. However, satellite-derived LAI measurements using empirical models require calibration and validation with the in situ measurements. In this study, we attempted to validate a direct LAI retrieval method from remotely sensed images (RapidEye with in situ LAI (LAIdestr. Remote sensing LAI (LAIrapideye were derived using different vegetation indices, namely SAVI (Soil Adjusted Vegetation Index and NDVI (Normalized Difference Vegetation Index. Additionally, applicability of the newly available red-edge band (RE was also analyzed through Normalized Difference Red-Edge index (NDRE and Soil Adjusted Red-Edge index (SARE. The LAIrapideye obtained from vegetation indices with red-edge band showed better correlation with LAIdestr (r = 0.88 and Root Mean Square Devation, RMSD = 1.01 & 0.92. This study also investigated the need to apply radiometric/atmospheric correction methods to the time-series of RapidEye Level 3A data prior to LAI estimation. Analysis of the the RapidEye Level 3A data set showed that application of the radiometric/atmospheric correction did not improve correlation of the estimated LAI with in situ LAI.
Time Series Analysis of Insar Data: Methods and Trends
Osmanoglu, Batuhan; Sunar, Filiz; Wdowinski, Shimon; Cano-Cabral, Enrique
2015-01-01
Time series analysis of InSAR data has emerged as an important tool for monitoring and measuring the displacement of the Earth's surface. Changes in the Earth's surface can result from a wide range of phenomena such as earthquakes, volcanoes, landslides, variations in ground water levels, and changes in wetland water levels. Time series analysis is applied to interferometric phase measurements, which wrap around when the observed motion is larger than one-half of the radar wavelength. Thus, the spatio-temporal ''unwrapping" of phase observations is necessary to obtain physically meaningful results. Several different algorithms have been developed for time series analysis of InSAR data to solve for this ambiguity. These algorithms may employ different models for time series analysis, but they all generate a first-order deformation rate, which can be compared to each other. However, there is no single algorithm that can provide optimal results in all cases. Since time series analyses of InSAR data are used in a variety of applications with different characteristics, each algorithm possesses inherently unique strengths and weaknesses. In this review article, following a brief overview of InSAR technology, we discuss several algorithms developed for time series analysis of InSAR data using an example set of results for measuring subsidence rates in Mexico City.
Faes, Luca; Zhao, He; Chon, Ki H; Nollo, Giandomenico
2009-03-01
We propose a method to extend to time-varying (TV) systems the procedure for generating typical surrogate time series, in order to test the presence of nonlinear dynamics in potentially nonstationary signals. The method is based on fitting a TV autoregressive (AR) model to the original series and then regressing the model coefficients with random replacements of the model residuals to generate TV AR surrogate series. The proposed surrogate series were used in combination with a TV sample entropy (SE) discriminating statistic to assess nonlinearity in both simulated and experimental time series, in comparison with traditional time-invariant (TIV) surrogates combined with the TIV SE discriminating statistic. Analysis of simulated time series showed that using TIV surrogates, linear nonstationary time series may be erroneously regarded as nonlinear and weak TV nonlinearities may remain unrevealed, while the use of TV AR surrogates markedly increases the probability of a correct interpretation. Application to short (500 beats) heart rate variability (HRV) time series recorded at rest (R), after head-up tilt (T), and during paced breathing (PB) showed: 1) modifications of the SE statistic that were well interpretable with the known cardiovascular physiology; 2) significant contribution of nonlinear dynamics to HRV in all conditions, with significant increase during PB at 0.2 Hz respiration rate; and 3) a disagreement between TV AR surrogates and TIV surrogates in about a quarter of the series, suggesting that nonstationarity may affect HRV recordings and bias the outcome of the traditional surrogate-based nonlinearity test.
High-resolution (noble) gas time series for aquatic research
Popp, A. L.; Brennwald, M. S.; Weber, U.; Kipfer, R.
2017-12-01
We developed a portable mass spectrometer (miniRUEDI) for on-site quantification of gas concentrations (He, Ar, Kr, N2, O2, CO2, CH4, etc.) in terrestrial gases [1,2]. Using the gas-equilibrium membrane-inlet technique (GE-MIMS), the miniRUEDI for the first time also allows accurate on-site and long-term dissolved-gas analysis in water bodies. The miniRUEDI is designed for operation in the field and at remote locations, using battery power and ambient air as a calibration gas. In contrast to conventional sampling and subsequent lab analysis, the miniRUEDI provides real-time and continuous time series of gas concentrations with a time resolution of a few seconds.Such high-resolution time series and immediate data availability open up new opportunities for research in highly dynamic and heterogeneous environmental systems. In addition the combined analysis of inert and reactive gas species provides direct information on the linkages of physical and biogoechemical processes, such as the air/water gas exchange, excess air formation, O2 turnover, or N2 production by denitrification [1,3,4].We present the miniRUEDI instrument and discuss its use for environmental research based on recent applications of tracking gas dynamics related to rapid and short-term processes in aquatic systems. [1] Brennwald, M.S., Schmidt, M., Oser, J., and Kipfer, R. (2016). Environmental Science and Technology, 50(24):13455-13463, doi: 10.1021/acs.est.6b03669[2] Gasometrix GmbH, gasometrix.com[3] Mächler, L., Peter, S., Brennwald, M.S., and Kipfer, R. (2013). Excess air formation as a mechanism for delivering oxygen to groundwater. Water Resources Research, doi:10.1002/wrcr.20547[4] Mächler, L., Brennwald, M.S., and Kipfer, R. (2013). Argon Concentration Time-Series As a Tool to Study Gas Dynamics in the Hyporheic Zone. Environmental Science and Technology, doi: 10.1021/es305309b
Osada, Y.; Ohta, Y.; Demachi, T.; Kido, M.; Fujimoto, H.; Azuma, R.; Hino, R.
2013-12-01
Large interplate earthquake repeatedly occurred in Japan Trench. Recently, the detail crustal deformation revealed by the nation-wide inland GPS network called as GEONET by GSI. However, the maximum displacement region for interplate earthquake is mainly located offshore region. GPS/Acoustic seafloor geodetic observation (hereafter GPS/A) is quite important and useful for understanding of shallower part of the interplate coupling between subducting and overriding plates. We typically conduct GPS/A in specific ocean area based on repeated campaign style using research vessel or buoy. Therefore, we cannot monitor the temporal variation of seafloor crustal deformation in real time. The one of technical issue on real time observation is kinematic GPS analysis because kinematic GPS analysis based on reference and rover data. If the precise kinematic GPS analysis will be possible in the offshore region, it should be promising method for real time GPS/A with USV (Unmanned Surface Vehicle) and a moored buoy. We assessed stability, precision and accuracy of StarFireTM global satellites based augmentation system. We primarily tested for StarFire in the static condition. In order to assess coordinate precision and accuracy, we compared 1Hz StarFire time series and post-processed precise point positioning (PPP) 1Hz time series by GIPSY-OASIS II processing software Ver. 6.1.2 with three difference product types (ultra-rapid, rapid, and final orbits). We also used difference interval clock information (30 and 300 seconds) for the post-processed PPP processing. The standard deviation of real time StarFire time series is less than 30 mm (horizontal components) and 60 mm (vertical component) based on 1 month continuous processing. We also assessed noise spectrum of the estimated time series by StarFire and post-processed GIPSY PPP results. We found that the noise spectrum of StarFire time series is similar pattern with GIPSY-OASIS II processing result based on JPL rapid orbit
a novel two – factor high order fuzzy time series with applications to ...
African Journals Online (AJOL)
HOD
objectively with multiple – factor fuzzy time series, recurrent number of fuzzy relationships, and assigning weights to elements of fuzzy forecasting rules. In this paper, a novel two – factor high – order fuzzy time series forecasting method based on fuzzy C-means clustering and particle swarm optimization is proposed to ...
Combined Forecasts from Linear and Nonlinear Time Series Models
N. Terui (Nobuhiko); H.K. van Dijk (Herman)
1999-01-01
textabstractCombined forecasts from a linear and a nonlinear model are investigated for time series with possibly nonlinear characteristics. The forecasts are combined by a constant coefficient regression method as well as a time varying method. The time varying method allows for a locally
Combined forecasts from linear and nonlinear time series models
N. Terui (Nobuhiko); H.K. van Dijk (Herman)
1999-01-01
textabstractCombined forecasts from a linear and a nonlinear model are investigated for time series with possibly nonlinear characteristics. The forecasts are combined by a constant coefficient regression method as well as a time varying method. The time varying method allows for a locally
Period Estimation in Astronomical Time Series Using Slotted Correntropy
Huijse, Pablo; Estevez, Pablo A.; Zegers, Pablo; Principe, José C.; Protopapas, Pavlos
2011-06-01
In this letter, we propose a method for period estimation in light curves from periodic variable stars using correntropy. Light curves are astronomical time series of stellar brightness over time, and are characterized as being noisy and unevenly sampled. We propose to use slotted time lags in order to estimate correntropy directly from irregularly sampled time series. A new information theoretic metric is proposed for discriminating among the peaks of the correntropy spectral density. The slotted correntropy method outperformed slotted correlation, string length, VarTools (Lomb-Scargle periodogram and Analysis of Variance), and SigSpec applications on a set of light curves drawn from the MACHO survey.
Assimilation of LAI time-series in crop production models
Kooistra, Lammert; Rijk, Bert; Nannes, Louis
2014-05-01
Agriculture is worldwide a large consumer of freshwater, nutrients and land. Spatial explicit agricultural management activities (e.g., fertilization, irrigation) could significantly improve efficiency in resource use. In previous studies and operational applications, remote sensing has shown to be a powerful method for spatio-temporal monitoring of actual crop status. As a next step, yield forecasting by assimilating remote sensing based plant variables in crop production models would improve agricultural decision support both at the farm and field level. In this study we investigated the potential of remote sensing based Leaf Area Index (LAI) time-series assimilated in the crop production model LINTUL to improve yield forecasting at field level. The effect of assimilation method and amount of assimilated observations was evaluated. The LINTUL-3 crop production model was calibrated and validated for a potato crop on two experimental fields in the south of the Netherlands. A range of data sources (e.g., in-situ soil moisture and weather sensors, destructive crop measurements) was used for calibration of the model for the experimental field in 2010. LAI from cropscan field radiometer measurements and actual LAI measured with the LAI-2000 instrument were used as input for the LAI time-series. The LAI time-series were assimilated in the LINTUL model and validated for a second experimental field on which potatoes were grown in 2011. Yield in 2011 was simulated with an R2 of 0.82 when compared with field measured yield. Furthermore, we analysed the potential of assimilation of LAI into the LINTUL-3 model through the 'updating' assimilation technique. The deviation between measured and simulated yield decreased from 9371 kg/ha to 8729 kg/ha when assimilating weekly LAI measurements in the LINTUL model over the season of 2011. LINTUL-3 furthermore shows the main growth reducing factors, which are useful for farm decision support. The combination of crop models and sensor
Booth, Richard G; Allen, Britney N; Bray Jenkyn, Krista M; Li, Lihua; Shariff, Salimah Z
2018-04-06
Despite the uptake of mass media campaigns, their overall impact remains unclear. Since 2011, a Canadian telecommunications company has operated an annual, large-scale mental health advocacy campaign (Bell Let's Talk) focused on mental health awareness and stigma reduction. In February 2012, the campaign began to explicitly leverage the social media platform Twitter and incented participation from the public by promising donations of Can $0.05 for each interaction with a campaign-specific username (@Bell_LetsTalk). The intent of the study was to examine the impact of this 2012 campaign on youth outpatient mental health services in the province of Ontario, Canada. Monthly outpatient mental health visits (primary health care and psychiatric services) were obtained for the Ontario youth aged 10 to 24 years (approximately 5.66 million visits) from January 1, 2006 to December 31, 2015. Interrupted time series, autoregressive integrated moving average modeling was implemented to evaluate the impact of the campaign on rates of monthly outpatient mental health visits. A lagged intervention date of April 1, 2012 was selected to account for the delay required for a patient to schedule and attend a mental health-related physician visit. The inclusion of Twitter into the 2012 Bell Let's Talk campaign was temporally associated with an increase in outpatient mental health utilization for both males and females. Within primary health care environments, female adolescents aged 10 to 17 years experienced a monthly increase in the mental health visit rate from 10.2/1000 in April 2006 to 14.1/1000 in April 2015 (slope change of 0.094 following campaign, Pcampaign, Pcampaign (slope change of 0.005, P=.02; slope change of 0.003, P=.005, respectively). For young adults aged 18 to 24 years, females who used primary health care experienced the most significant increases in mental health visit rates from 26.5/1000 in April 2006 to 29.2/1000 in April 2015 (slope change of 0.17 following
Multiresolution analysis of Bursa Malaysia KLCI time series
Ismail, Mohd Tahir; Dghais, Amel Abdoullah Ahmed
2017-05-01
In general, a time series is simply a sequence of numbers collected at regular intervals over a period. Financial time series data processing is concerned with the theory and practice of processing asset price over time, such as currency, commodity data, and stock market data. The primary aim of this study is to understand the fundamental characteristics of selected financial time series by using the time as well as the frequency domain analysis. After that prediction can be executed for the desired system for in sample forecasting. In this study, multiresolution analysis which the assist of discrete wavelet transforms (DWT) and maximal overlap discrete wavelet transform (MODWT) will be used to pinpoint special characteristics of Bursa Malaysia KLCI (Kuala Lumpur Composite Index) daily closing prices and return values. In addition, further case study discussions include the modeling of Bursa Malaysia KLCI using linear ARIMA with wavelets to address how multiresolution approach improves fitting and forecasting results.
Time series Analysis of Integrateds Building System Variables
Georgiev, Tz.; Jonkov, T.; Yonchev, E.
2010-10-01
This article deals with time series analysis of indoor and outdoor variables of the integrated building system. The kernel of these systems is heating, ventilation and air conditioning (HVAC) problems. Important outdoor and indoor variables are: air temperature, global and diffuse radiations, wind speed and direction, temperature, relative humidity, mean radiant temperature, and so on. The aim of this article is TO select the structure and investigation of a linear auto—regressive (AR) and auto—regressive with external inputs (ARX) models. The investigation of obtained models is based on real—live data. All researches are derived in MATLAB environment. The further research will focus on synthesis of robust energy saving control algorithms.
Quantifying the Dynamical Complexity of Chaotic Time Series
Politi, Antonio
2017-04-01
A powerful approach is proposed for the characterization of chaotic signals. It is based on the combined use of two classes of indicators: (i) the probability of suitable symbolic sequences (obtained from the ordinal patterns of the corresponding time series); (ii) the width of the corresponding cylinder sets. This way, much information can be extracted and used to quantify the complexity of a given signal. As an example of the potentiality of the method, I introduce a modified permutation entropy which allows for quantitative estimates of the Kolmogorov-Sinai entropy in hyperchaotic models, where other methods would be unpractical. As a by-product, estimates of the fractal dimension of the underlying attractors are possible as well.
Indirect inference with time series observed with error
DEFF Research Database (Denmark)
Rossi, Eduardo; Santucci de Magistris, Paolo
estimation. We propose to solve this inconsistency by jointly estimating the nuisance and the structural parameters. Under standard assumptions, this estimator is consistent and asymptotically normal. A condition for the identification of ARMA plus noise is obtained. The proposed methodology is used......We analyze the properties of the indirect inference estimator when the observed series are contaminated by measurement error. We show that the indirect inference estimates are asymptotically biased when the nuisance parameters of the measurement error distribution are neglected in the indirect...... to estimate the parameters of continuous-time stochastic volatility models with auxiliary specifications based on realized volatility measures. Monte Carlo simulations shows the bias reduction of the indirect estimates obtained when the microstructure noise is explicitly modeled. Finally, an empirical...
Evaluation of Scaling Invariance Embedded in Short Time Series
Pan, Xue; Hou, Lei; Stephen, Mutua; Yang, Huijie; Zhu, Chenping
2014-01-01
Scaling invariance of time series has been making great contributions in diverse research fields. But how to evaluate scaling exponent from a real-world series is still an open problem. Finite length of time series may induce unacceptable fluctuation and bias to statistical quantities and consequent invalidation of currently used standard methods. In this paper a new concept called correlation-dependent balanced estimation of diffusion entropy is developed to evaluate scale-invariance in very short time series with length . Calculations with specified Hurst exponent values of show that by using the standard central moving average de-trending procedure this method can evaluate the scaling exponents for short time series with ignorable bias () and sharp confidential interval (standard deviation ). Considering the stride series from ten volunteers along an approximate oval path of a specified length, we observe that though the averages and deviations of scaling exponents are close, their evolutionary behaviors display rich patterns. It has potential use in analyzing physiological signals, detecting early warning signals, and so on. As an emphasis, the our core contribution is that by means of the proposed method one can estimate precisely shannon entropy from limited records. PMID:25549356
Self-affinity in the dengue fever time series
Azevedo, S. M.; Saba, H.; Miranda, J. G. V.; Filho, A. S. Nascimento; Moret, M. A.
2016-06-01
Dengue is a complex public health problem that is common in tropical and subtropical regions. This disease has risen substantially in the last three decades, and the physical symptoms depict the self-affine behavior of the occurrences of reported dengue cases in Bahia, Brazil. This study uses detrended fluctuation analysis (DFA) to verify the scale behavior in a time series of dengue cases and to evaluate the long-range correlations that are characterized by the power law α exponent for different cities in Bahia, Brazil. The scaling exponent (α) presents different long-range correlations, i.e. uncorrelated, anti-persistent, persistent and diffusive behaviors. The long-range correlations highlight the complex behavior of the time series of this disease. The findings show that there are two distinct types of scale behavior. In the first behavior, the time series presents a persistent α exponent for a one-month period. For large periods, the time series signal approaches subdiffusive behavior. The hypothesis of the long-range correlations in the time series of the occurrences of reported dengue cases was validated. The observed self-affinity is useful as a forecasting tool for future periods through extrapolation of the α exponent behavior. This complex system has a higher predictability in a relatively short time (approximately one month), and it suggests a new tool in epidemiological control strategies. However, predictions for large periods using DFA are hidden by the subdiffusive behavior.
Compounding approach for univariate time series with nonstationary variances
Schäfer, Rudi; Barkhofen, Sonja; Guhr, Thomas; Stöckmann, Hans-Jürgen; Kuhl, Ulrich
2015-12-01
A defining feature of nonstationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for long time horizons, however, averages over the time-dependent variances. To model the long-term statistical behavior, we compound the local distribution with the distribution of its parameters. Here, we consider two concrete, but diverse, examples of such nonstationary systems: the turbulent air flow of a fan and a time series of foreign exchange rates. Our main focus is to empirically determine the appropriate parameter distribution for the compounding approach. To this end, we extract the relevant time scales by decomposing the time signals into windows and determine the distribution function of the thus obtained local variances.
The Application of Bayesian Spectral Analysis in Photometric Time Series
Directory of Open Access Journals (Sweden)
saeideh latif
2017-11-01
Full Text Available The present paper introduces the Bayesian spectral analysis as a powerful and efficient method for spectral analysis of photometric time series. For this purpose, Bayesian spectral analysis has programmed in Matlab software for XZ Dra photometric time series which is non-uniform with large gaps and the power spectrum of this analysis has compared with the power spectrum which obtained from the Period04 software, which designed for statistical analysis of astronomical time series and used of artificial data for unify the time series. Although in the power spectrum of this software, the main spectral peak which represent the main frequency of XZ Dra variable star oscillations in the f = 2.09864 (day -1 is well known but false spectral peaks are also seen. Also, in this software it’s not clear how to generate the synthetic data. These false peaks have been removed in the power spectrum which obtained from the Bayesian analysis; also this spectral peak which is around the desired frequency has a shorter width and is more accurate. It should be noted that in Bayesian spectral analysis, it’s not require to unify the time series for obtaining a desired power spectrum. Moreover, the researcher also becomes aware of the exact calculation process.
Recurrent Neural Network Applications for Astronomical Time Series
Protopapas, Pavlos
2017-06-01
The benefits of good predictive models in astronomy lie in early event prediction systems and effective resource allocation. Current time series methods applicable to regular time series have not evolved to generalize for irregular time series. In this talk, I will describe two Recurrent Neural Network methods, Long Short-Term Memory (LSTM) and Echo State Networks (ESNs) for predicting irregular time series. Feature engineering along with a non-linear modeling proved to be an effective predictor. For noisy time series, the prediction is improved by training the network on error realizations using the error estimates from astronomical light curves. In addition to this, we propose a new neural network architecture to remove correlation from the residuals in order to improve prediction and compensate for the noisy data. Finally, I show how to set hyperparameters for a stable and performant solution correctly. In this work, we circumvent this obstacle by optimizing ESN hyperparameters using Bayesian optimization with Gaussian Process priors. This automates the tuning procedure, enabling users to employ the power of RNN without needing an in-depth understanding of the tuning procedure.
Using empirical mode decomposition to correlate paleoclimatic time-series
Directory of Open Access Journals (Sweden)
J. Solé
2007-01-01
Full Text Available Determination of the timing and duration of paleoclimatic events is a challenging task. Classical techniques for time-series analysis rely too strongly on having a constant sampling rate, which poorly adapts to the uneven time recording of paleoclimatic variables; new, more flexible methods issued from Non-Linear Physics are hence required. In this paper, we have used Huang's Empirical Mode Decomposition (EMD for the analysis of paleoclimatic series. We have studied three different time series of temperature proxies, characterizing oscillation patterns by using EMD. To measure the degree of temporal correlation of two variables, we have developed a method that relates couples of modes from different series by calculating the instantaneous phase differences among the associated modes. We observed that when two modes exhibited a constant phase difference, their frequencies were nearly equal to that of Milankovich cycles. Our results show that EMD is a good methodology not only for synchronization of different records but also for determination of the different local frequencies in each time series. Some of the obtained modes may be interpreted as the result of global forcing mechanisms.
Analysis and generation of groundwater concentration time series
Crăciun, Maria; Vamoş, Călin; Suciu, Nicolae
2018-01-01
Concentration time series are provided by simulated concentrations of a nonreactive solute transported in groundwater, integrated over the transverse direction of a two-dimensional computational domain and recorded at the plume center of mass. The analysis of a statistical ensemble of time series reveals subtle features that are not captured by the first two moments which characterize the approximate Gaussian distribution of the two-dimensional concentration fields. The concentration time series exhibit a complex preasymptotic behavior driven by a nonstationary trend and correlated fluctuations with time-variable amplitude. Time series with almost the same statistics are generated by successively adding to a time-dependent trend a sum of linear regression terms, accounting for correlations between fluctuations around the trend and their increments in time, and terms of an amplitude modulated autoregressive noise of order one with time-varying parameter. The algorithm generalizes mixing models used in probability density function approaches. The well-known interaction by exchange with the mean mixing model is a special case consisting of a linear regression with constant coefficients.
Continuous baseflow separation from time series of daily and ...
African Journals Online (AJOL)
Continuous baseflow separation procedures have been frequently used to differentiate total flows into the high-frequency, lowamplitude 'baseflow' component and the low-frequency, high-amplitude 'flood' flows. In the past, such procedures have normally been applied to streamflow time-series data with time steps of 1 day ...
Efficient use of correlation entropy for analysing time series data
Indian Academy of Sciences (India)
specific data sets. The technique uses the scalar time series to reconstruct the dy- namics in an embedding space of dimension M using delay coordinates scanned at a suitable time delay τ. But a major difficulty in implementing this procedure is that, the scaling region in the correlation sum for the computation of D2 and K2 ...
Sparse time series chain graphical models for reconstructing genetic networks
Abegaz, Fentaw; Wit, Ernst
We propose a sparse high-dimensional time series chain graphical model for reconstructing genetic networks from gene expression data parametrized by a precision matrix and autoregressive coefficient matrix. We consider the time steps as blocks or chains. The proposed approach explores patterns of
Tian, Lingwen; Liu, Xiangnan; Zhang, Biyao; Liu, Ming; Wu, Ling
2017-09-06
The use of remote sensing technology to diagnose heavy metal stress in crops is of great significance for environmental protection and food security. However, in the natural farmland ecosystem, various stressors could have a similar influence on crop growth, therefore making heavy metal stress difficult to identify accurately, so this is still not a well resolved scientific problem and a hot topic in the field of agricultural remote sensing. This study proposes a method that uses Ensemble Empirical Mode Decomposition (EEMD) to obtain the heavy metal stress signal features on a long time scale. The method operates based on the Leaf Area Index (LAI) simulated by the Enhanced World Food Studies (WOFOST) model, assimilated with remotely sensed data. The following results were obtained: (i) the use of EEMD was effective in the extraction of heavy metal stress signals by eliminating the intra-annual and annual components; (ii) LAI df (The first derivative of the sum of the interannual component and residual) can preferably reflect the stable feature responses to rice heavy metal stress. LAI df showed stability with an R² of greater than 0.9 in three growing stages, and the stability is optimal in June. This study combines the spectral characteristics of the stress effect with the time characteristics, and confirms the potential of long-term remotely sensed data for improving the accuracy of crop heavy metal stress identification.
Fractal analysis and nonlinear forecasting of indoor 222Rn time series
International Nuclear Information System (INIS)
Pausch, G.; Bossew, P.; Hofmann, W.; Steger, F.
1998-01-01
Fractal analyses of indoor 222 Rn time series were performed using different chaos theory based measurements such as time delay method, Hurst's rescaled range analysis, capacity (fractal) dimension, and Lyapunov exponent. For all time series we calculated only positive Lyapunov exponents which is a hint to chaos, while the Hurst exponents were well below 0.5, indicating antipersistent behaviour (past trends tend to reverse in the future). These time series were also analyzed with a nonlinear prediction method which allowed an estimation of the embedding dimensions with some restrictions, limiting the prediction to about three relative time steps. (orig.)
Time series analysis and its applications with R examples
Shumway, Robert H
2017-01-01
The fourth edition of this popular graduate textbook, like its predecessors, presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using nontrivial data illustrate solutions to problems such as discovering natural and anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and monitoring a nuclear test ban treaty. The book is designed as a textbook for graduate level students in the physical, biological, and social sciences and as a graduate level text in statistics. Some parts may also serve as an undergraduate introductory course. Theory and methodology are separated to allow presentations on different levels. In addition to coverage of classical methods of time series regression, ARIMA models, spectral analysis and state-space models, the text includes modern developments including categorical time series analysis, multivariate spectral methods, long memory series, nonli...
Hermosilla, Txomin; Wulder, Michael A.; White, Joanne C.; Coops, Nicholas C.; Hobart, Geordie W.
2017-12-01
The use of time series satellite data allows for the temporally dense, systematic, transparent, and synoptic capture of land dynamics over time. Subsequent to the opening of the Landsat archive, several time series approaches for characterizing landscape change have been developed, often representing a particular analytical time window. The information richness and widespread utility of these time series data have created a need to maintain the currency of time series information via the addition of new data, as it becomes available. When an existing time series is temporally extended, it is critical that previously generated change information remains consistent, thereby not altering reported change statistics or science outcomes based on that change information. In this research, we investigate the impacts and implications of adding additional years to an existing 29-year annual Landsat time series for forest change. To do so, we undertook a spatially explicit comparison of the 29 overlapping years of a time series representing 1984-2012, with a time series representing 1984-2016. Surface reflectance values, and presence, year, and type of change were compared. We found that the addition of years to extend the time series had minimal effect on the annual surface reflectance composites, with slight band-specific differences (r ≥ 0.1) in the final years of the original time series being updated. The area of stand replacing disturbances and determination of change year are virtually unchanged for the overlapping period between the two time-series products. Over the overlapping temporal period (1984-2012), the total area of change differs by 0.53%, equating to an annual difference in change area of 0.019%. Overall, the spatial and temporal agreement of the changes detected by both time series was 96%. Further, our findings suggest that the entire pre-existing historic time series does not need to be re-processed during the update process. Critically, given the time
Easily adaptable complexity measure for finite time series.
Ke, Da-Guan; Tong, Qin-Ye
2008-06-01
We present a complexity measure for any finite time series. This measure has invariance under any monotonic transformation of the time series, has a degree of robustness against noise, and has the adaptability of satisfying almost all the widely accepted but conflicting criteria for complexity measurements. Surprisingly, the measure is developed from Kolmogorov complexity, which is traditionally believed to represent only randomness and to satisfy one criterion to the exclusion of the others. For familiar iterative systems, our treatment may imply a heuristic approach to transforming symbolic dynamics into permutation dynamics and vice versa.
Handbook of Time Series Analysis Recent Theoretical Developments and Applications
Schelter, Björn; Timmer, Jens
2006-01-01
This handbook provides an up-to-date survey of current research topics and applications of time series analysis methods written by leading experts in their fields. It covers recent developments in univariate as well as bivariate and multivariate time series analysis techniques ranging from physics' to life sciences' applications. Each chapter comprises both methodological aspects and applications to real world complex systems, such as the human brain or Earth's climate. Covering an exceptionally broad spectrum of topics, beginners, experts and practitioners who seek to understand the latest de
Complex network approach for recurrence analysis of time series
Energy Technology Data Exchange (ETDEWEB)
Marwan, Norbert, E-mail: marwan@pik-potsdam.d [Potsdam Institute for Climate Impact Research, PO Box 601203, 14412 Potsdam (Germany); Donges, Jonathan F. [Potsdam Institute for Climate Impact Research, PO Box 601203, 14412 Potsdam (Germany)] [Department of Physics, Humboldt University Berlin, Newtonstr. 15, 12489 Berlin (Germany); Zou Yong [Potsdam Institute for Climate Impact Research, PO Box 601203, 14412 Potsdam (Germany); Donner, Reik V. [Potsdam Institute for Climate Impact Research, PO Box 601203, 14412 Potsdam (Germany)] [Institute for Transport and Economics, Dresden University of Technology, Andreas-Schubert-Str. 23, 01062 Dresden (Germany)] [Graduate School of Science, Osaka Prefecture University, 1-1 Gakuencho, Naka-ku, Sakai 599-8531 (Japan); Kurths, Juergen [Potsdam Institute for Climate Impact Research, PO Box 601203, 14412 Potsdam (Germany)] [Department of Physics, Humboldt University Berlin, Newtonstr. 15, 12489 Berlin (Germany)
2009-11-09
We propose a novel approach for analysing time series using complex network theory. We identify the recurrence matrix (calculated from time series) with the adjacency matrix of a complex network and apply measures for the characterisation of complex networks to this recurrence matrix. By using the logistic map, we illustrate the potential of these complex network measures for the detection of dynamical transitions. Finally, we apply the proposed approach to a marine palaeo-climate record and identify the subtle changes to the climate regime.
Deep Learning in Multiple Multistep Time Series Prediction
Zang, Chuanyun
2017-01-01
The project aims to research on combining deep learning specifically Long-Short Memory (LSTM) and basic statistics in multiple multistep time series prediction. LSTM can dive into all the pages and learn the general trends of variation in a large scope, while the well selected medians for each page can keep the special seasonality of different pages so that the future trend will not fluctuate too much from the reality. A recent Kaggle competition on 145K Web Traffic Time Series Forecasting [1...
Estimating the level of dynamical noise in time series by using fractal dimensions
Energy Technology Data Exchange (ETDEWEB)
Sase, Takumi, E-mail: sase@sat.t.u-tokyo.ac.jp [Graduate School of Information Science and Technology, The University of Tokyo, Tokyo 153-8505 (Japan); Ramírez, Jonatán Peña [CONACYT Research Fellow, Center for Scientific Research and Higher Education at Ensenada (CICESE), Carretera Ensenada-Tijuana No. 3918, Zona Playitas, C.P. 22860, Ensenada, Baja California (Mexico); Kitajo, Keiichi [BSI-Toyota Collaboration Center, RIKEN Brain Science Institute, Wako, Saitama 351-0198 (Japan); Aihara, Kazuyuki; Hirata, Yoshito [Graduate School of Information Science and Technology, The University of Tokyo, Tokyo 153-8505 (Japan); Institute of Industrial Science, The University of Tokyo, Tokyo 153-8505 (Japan)
2016-03-11
We present a method for estimating the dynamical noise level of a ‘short’ time series even if the dynamical system is unknown. The proposed method estimates the level of dynamical noise by calculating the fractal dimensions of the time series. Additionally, the method is applied to EEG data to demonstrate its possible effectiveness as an indicator of temporal changes in the level of dynamical noise. - Highlights: • A dynamical noise level estimator for time series is proposed. • The estimator does not need any information about the dynamics generating the time series. • The estimator is based on a novel definition of time series dimension (TSD). • It is demonstrated that there exists a monotonic relationship between the • TSD and the level of dynamical noise. • We apply the proposed method to human electroencephalographic data.
A methodology to filter time series: application to minute-by-minute electric load series
Directory of Open Access Journals (Sweden)
Mayte Suarez-Farinas
2004-12-01
Full Text Available In this article a methodology for filtering a time series is presented, with application to high frequency series such as the minute-by-minute electric load series. The goal of this approach is to detect and substitute the irregularities of the time series that can produce distortions on the modelling stage. Outlier values are detected through a dynamic linear model and the Bayes factor tool; missing values are then interpolated with a Smoothing Cubic Spline. The performance of the proposed approach is illustrated using real data and evaluated through a series of tests where the irregularities have been simulated.Neste artigo apresenta-se uma metodologia para a filtragem de séries temporais, com aplicação em séries de alta freqüência. Esta metodologia tem como objetivo detectar e substituir as irregularidades da série temporal que podem comprometer a etapa de modelagem. São detalhados o modelo linear dinâmico utilizado para detectar os valores outliers e o emprego do Fator de Bayes. Na interpolação de valores faltantes utiliza-se o Spline Cúbico Suavizado. O desempenho da metodologia proposta é avaliado a través de vários testes onde as irregularidade foram simuladas.
Hayashi, Hideaki; Shima, Keisuke; Shibanoki, Taro; Kurita, Yuichi; Tsuji, Toshio
2013-01-01
This paper outlines a probabilistic neural network developed on the basis of time-series discriminant component analysis (TSDCA) that can be used to classify high-dimensional time-series patterns. TSDCA involves the compression of high-dimensional time series into a lower-dimensional space using a set of orthogonal transformations and the calculation of posterior probabilities based on a continuous-density hidden Markov model that incorporates a Gaussian mixture model expressed in the reduced-dimensional space. The analysis can be incorporated into a neural network so that parameters can be obtained appropriately as network coefficients according to backpropagation-through-time-based training algorithm. The network is considered to enable high-accuracy classification of high-dimensional time-series patterns and to reduce the computation time taken for network training. In the experiments conducted during the study, the validity of the proposed network was demonstrated for EEG signals.
Rieder, H. E.; Staehelin, J.; Maeder, J. A.; Ribatet, M.; Davison, A. C.
2009-04-01
Various generations of satellites (e.g. TOMS, GOME, OMI) made spatial datasets of column ozone available to the scientific community. This study has a special focus on column ozone over the northern mid-latitudes. Tools from geostatistics and extreme value theory are applied to analyze variability, long-term trends and frequency distributions of extreme events in total ozone. In a recent case study (Rieder et al., 2009) new tools from extreme value theory (Coles, 2001; Ribatet, 2007) have been applied to the world's longest total ozone record from Arosa, Switzerland (e.g. Staehelin 1998a,b), in order to describe extreme events in low and high total ozone. Within the current study this analysis is extended to satellite datasets for the northern mid-latitudes. Further special emphasis is given on patterns and spatial correlations and the influence of changes in atmospheric dynamics (e.g. tropospheric and lower stratospheric pressure systems) on column ozone. References: Coles, S.: An Introduction to Statistical Modeling of Extreme Values, Springer Series in Statistics, ISBN:1852334592, Springer, Berlin, 2001. Ribatet, M.: POT: Modelling peaks over a threshold, R News, 7, 34-36, 2007. Rieder, H.E., Staehelin, J., Maeder, J.A., Ribatet, M., Stübi, R., Weihs, P., Holawe, F., Peter, T., and Davison, A.C.: From ozone mini holes and mini highs towards extreme value theory: New insights from extreme events and non stationarity, submitted to J. Geophys. Res., 2009. Staehelin, J., Kegel, R., and Harris, N. R.: Trend analysis of the homogenized total ozone series of Arosa (Switzerland), 1929-1996, J. Geophys. Res., 103(D7), 8389-8400, doi:10.1029/97JD03650, 1998a. Staehelin, J., Renaud, A., Bader, J., McPeters, R., Viatte, P., Hoegger, B., Bugnion, V., Giroud, M., and Schill, H.: Total ozone series at Arosa (Switzerland): Homogenization and data comparison, J. Geophys. Res., 103(D5), 5827-5842, doi:10.1029/97JD02402, 1998b.
Transformation-cost time-series method for analyzing irregularly sampled data
Ozken, Ibrahim; Eroglu, Deniz; Stemler, Thomas; Marwan, Norbert; Bagci, G. Baris; Kurths, Jürgen
2015-06-01
Irregular sampling of data sets is one of the challenges often encountered in time-series analysis, since traditional methods cannot be applied and the frequently used interpolation approach can corrupt the data and bias the subsequence analysis. Here we present the TrAnsformation-Cost Time-Series (TACTS) method, which allows us to analyze irregularly sampled data sets without degenerating the quality of the data set. Instead of using interpolation we consider time-series segments and determine how close they are to each other by determining the cost needed to transform one segment into the following one. Using a limited set of operations—with associated costs—to transform the time series segments, we determine a new time series, that is our transformation-cost time series. This cost time series is regularly sampled and can be analyzed using standard methods. While our main interest is the analysis of paleoclimate data, we develop our method using numerical examples like the logistic map and the Rössler oscillator. The numerical data allows us to test the stability of our method against noise and for different irregular samplings. In addition we provide guidance on how to choose the associated costs based on the time series at hand. The usefulness of the TACTS method is demonstrated using speleothem data from the Secret Cave in Borneo that is a good proxy for paleoclimatic variability in the monsoon activity around the maritime continent.
Directory of Open Access Journals (Sweden)
Sibbritt David
2010-01-01
Full Text Available Abstract Background Palliative care should be provided according to the individual needs of the patient, caregiver and family, so that the type and level of care provided, as well as the setting in which it is delivered, are dependent on the complexity and severity of individual needs, rather than prognosis or diagnosis 1. This paper presents a study designed to assess the feasibility and efficacy of an intervention to assist in the allocation of palliative care resources according to need, within the context of a population of people with advanced cancer. Methods/design People with advanced cancer and their caregivers completed bi-monthly telephone interviews over a period of up to 18 months to assess unmet needs, anxiety and depression, quality of life, satisfaction with care and service utilisation. The intervention, introduced after at least two baseline phone interviews, involved a training medical, nursing and allied health professionals at each recruitment site on the use of the Palliative Care Needs Assessment Guidelines and the Needs Assessment Tool: Progressive Disease - Cancer (NAT: PD-C; b health professionals completing the NAT: PD-C with participating patients approximately monthly for the rest of the study period. Changes in outcomes will be compared pre-and post-intervention. Discussion The study will determine whether the routine, systematic and regular use of the Guidelines and NAT: PD-C in a range of clinical settings is a feasible and effective strategy for facilitating the timely provision of needs based care. Trials registration ISRCTN21699701
Impact of Sensor Degradation on the MODIS NDVI Time Series
Wang, Dongdong; Morton, Douglas Christopher; Masek, Jeffrey; Wu, Aisheng; Nagol, Jyoteshwar; Xiong, Xiaoxiong; Levy, Robert; Vermote, Eric; Wolfe, Robert
2012-01-01
Time series of satellite data provide unparalleled information on the response of vegetation to climate variability. Detecting subtle changes in vegetation over time requires consistent satellite-based measurements. Here, the impact of sensor degradation on trend detection was evaluated using Collection 5 data from the Moderate Resolution Imaging Spectroradiometer (MODIS) sensors on the Terra and Aqua platforms. For Terra MODIS, the impact of blue band (Band 3, 470 nm) degradation on simulated surface reflectance was most pronounced at near-nadir view angles, leading to a 0.001-0.004 yr-1 decline in Normalized Difference Vegetation Index (NDVI) under a range of simulated aerosol conditions and surface types. Observed trends in MODIS NDVI over North America were consistentwith simulated results,with nearly a threefold difference in negative NDVI trends derived from Terra (17.4%) and Aqua (6.7%) MODIS sensors during 2002-2010. Planned adjustments to Terra MODIS calibration for Collection 6 data reprocessing will largely eliminate this negative bias in detection of NDVI trends.
Schröder, Anna Louise; Fryzlewicz, Piotr
2013-01-01
Low-frequency financial returns can be modelled as centered around piecewise-constant trend functions which change at certain points in time. We propose a new stochastic time series framework which captures this feature. The main ingredient of our model is a hierarchically-ordered oscillatory basis of simple piecewise-constant functions. It differs from the Fourier-like bases traditionally used in time series analysis in that it is determined by change-points, and hence needs to be estimated ...
Tempered fractional time series model for turbulence in geophysical flows
Meerschaert, Mark M.; Sabzikar, Farzad; Phanikumar, Mantha S.; Zeleke, Aklilu
2014-09-01
We propose a new time series model for velocity data in turbulent flows. The new model employs tempered fractional calculus to extend the classical 5/3 spectral model of Kolmogorov. Application to wind speed and water velocity in a large lake are presented, to demonstrate the practical utility of the model.
Tempered fractional time series model for turbulence in geophysical flows
International Nuclear Information System (INIS)
Meerschaert, Mark M; Sabzikar, Farzad; Phanikumar, Mantha S; Zeleke, Aklilu
2014-01-01
We propose a new time series model for velocity data in turbulent flows. The new model employs tempered fractional calculus to extend the classical 5/3 spectral model of Kolmogorov. Application to wind speed and water velocity in a large lake are presented, to demonstrate the practical utility of the model. (paper)
On the Application of Information in Time Series Analysis
Czech Academy of Sciences Publication Activity Database
Klán, Petr; Wilkie, J.; Ankenbrand, T.
1998-01-01
Roč. 8, č. 1 (1998), s. 39-49 ISSN 1210-0552 Grant - others:Fonds National Suisse de la Recherche Scientifique (XE) CP93:9630 Keywords : time series analysis * measurement and application of information Subject RIV: BA - General Mathematics
A Non-standard Empirical Likelihood for Time Series
DEFF Research Database (Denmark)
Nordman, Daniel J.; Bunzel, Helle; Lahiri, Soumendra N.
-standard asymptotics and requires a significantly different development compared to standard BEL. We establish the large-sample distribution of log-ratio statistics from the new BEL method for calibrating confidence regions for mean or smooth function parameters of time series. This limit law is not the usual chi...
Two-fractal overlap time series: Earthquakes and market crashes
Indian Academy of Sciences (India)
203–210. Two-fractal overlap time series: Earthquakes and market crashes. BIKAS K CHAKRABARTI1,2,∗, ARNAB CHATTERJEE1,3 and. PRATIP BHATTACHARYYA1,4. 1Theoretical Condensed Matter Physics Division and Centre for Applied Mathematics and. Computational Science, Saha Institute of Nuclear Physics, ...
Seasonal time series data imputation: Comparison between feed ...
African Journals Online (AJOL)
Specifically we examine how recursive and direct estimates from forward and backward learning Artificial Neural Networks (ANN) compares with seasonal ARIMA estimates and interpolation estimates of Additive outliers in seasonal ARIMA models. A comparison statistics is also proposed. Keywords: Time Series; Artificial ...
Detecting cognizable trends of gene expression in a time series ...
Indian Academy of Sciences (India)
Home; Journals; Journal of Genetics; Volume 95; Issue 3. Detecting cognizable trends of gene expression in a time series RNA-sequencing experiment: a bootstrap approach. SHATAKSHEE CHATTERJEE PARTHA P. MAJUMDER PRIYANKA PANDEY. RESEARCH ARTICLE Volume 95 Issue 3 September 2016 pp 587- ...
Time series analysis in astronomy: Limits and potentialities
DEFF Research Database (Denmark)
Vio, R.; Kristensen, N.R.; Madsen, Henrik
2005-01-01
In this paper we consider the problem of the limits concerning the physical information that can be extracted from the analysis of one or more time series ( light curves) typical of astrophysical objects. On the basis of theoretical considerations and numerical simulations, we show that with no a...
Forecasting with nonlinear time series model: A Monte-Carlo ...
African Journals Online (AJOL)
In this paper, we propose a new method of forecasting with nonlinear time series model using Monte-Carlo Bootstrap method. This new method gives better result in terms of forecast root mean squared error (RMSE) when compared with the traditional Bootstrap method and Monte-Carlo method of forecasting using a ...
Outlier detection algorithms for least squares time series regression
DEFF Research Database (Denmark)
Johansen, Søren; Nielsen, Bent
We review recent asymptotic results on some robust methods for multiple regression. The regressors include stationary and non-stationary time series as well as polynomial terms. The methods include the Huber-skip M-estimator, 1-step Huber-skip M-estimators, in particular the Impulse Indicator Sat...
a model for nonlinear innovation in time series
African Journals Online (AJOL)
DJFLEX
heteroscedastic errors are common in financial and econometric time series. The conditional variance may be specified as nonlinear autoregressive conditional heteroscedasticity ...... applied econometrics, 8, 31 – 49. Rao, C. R., 1973. Linear statistical inference and its applications, 2nd edition. New york: John Wiley.
Time series analysis in chaotic diode resonator circuit
Energy Technology Data Exchange (ETDEWEB)
Hanias, M.P. [TEI of Chalkis, GR 34400, Evia, Chalkis (Greece)] e-mail: mhanias@teihal.gr; Giannaris, G. [TEI of Chalkis, GR 34400, Evia, Chalkis (Greece); Spyridakis, A. [TEI of Chalkis, GR 34400, Evia, Chalkis (Greece); Rigas, A. [TEI of Chalkis, GR 34400, Evia, Chalkis (Greece)
2006-01-01
A diode resonator chaotic circuit is presented. Multisim is used to simulate the circuit and show the presence of chaos. Time series analysis performed by the method proposed by Grasberger and Procaccia. The correlation and minimum embedding dimension {nu} and m {sub min}, respectively, were calculated. Also the corresponding Kolmogorov entropy was calculated.
Time series analysis in chaotic diode resonator circuit
International Nuclear Information System (INIS)
Hanias, M.P.; Giannaris, G.; Spyridakis, A.; Rigas, A.
2006-01-01
A diode resonator chaotic circuit is presented. Multisim is used to simulate the circuit and show the presence of chaos. Time series analysis performed by the method proposed by Grasberger and Procaccia. The correlation and minimum embedding dimension ν and m min , respectively, were calculated. Also the corresponding Kolmogorov entropy was calculated
Notes on economic time series analysis system theoretic perspectives
Aoki, Masanao
1983-01-01
In seminars and graduate level courses I have had several opportunities to discuss modeling and analysis of time series with economists and economic graduate students during the past several years. These experiences made me aware of a gap between what economic graduate students are taught about vector-valued time series and what is available in recent system literature. Wishing to fill or narrow the gap that I suspect is more widely spread than my personal experiences indicate, I have written these notes to augment and reor ganize materials I have given in these courses and seminars. I have endeavored to present, in as much a self-contained way as practicable, a body of results and techniques in system theory that I judge to be relevant and useful to economists interested in using time series in their research. I have essentially acted as an intermediary and interpreter of system theoretic results and perspectives in time series by filtering out non-essential details, and presenting coherent accounts of wha...
Long-memory time series theory and methods
Palma, Wilfredo
2007-01-01
Wilfredo Palma, PhD, is Chairman and Professor of Statistics in the Department of Statistics at Pontificia Universidad Católica de Chile. Dr. Palma has published several refereed articles and has received over a dozen academic honors and awards. His research interests include time series analysis, prediction theory, state space systems, linear models, and econometrics.
RADON CONCENTRATION TIME SERIES MODELING AND APPLICATION DISCUSSION.
Stránský, V; Thinová, L
2017-11-01
In the year 2010 a continual radon measurement was established at Mladeč Caves in the Czech Republic using a continual radon monitor RADIM3A. In order to model radon time series in the years 2010-15, the Box-Jenkins Methodology, often used in econometrics, was applied. Because of the behavior of radon concentrations (RCs), a seasonal integrated, autoregressive moving averages model with exogenous variables (SARIMAX) has been chosen to model the measured time series. This model uses the time series seasonality, previously acquired values and delayed atmospheric parameters, to forecast RC. The developed model for RC time series is called regARIMA(5,1,3). Model residuals could be retrospectively compared with seismic evidence of local or global earthquakes, which occurred during the RCs measurement. This technique enables us to asses if continuously measured RC could serve an earthquake precursor. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.
Multivariate Time Series Analysis for Optimum Production Forecast ...
African Journals Online (AJOL)
... by 0.002579KG/Month. Finally, this work adds to the growing body of literature on data-driven production and inventory management by utilizing historical data in the development of useful forecasting mathematical model. Keywords: production model, inventory management, multivariate time series, production forecast ...
A Hybrid Joint Moment Ratio Test for Financial Time Series
P.A. Groenendijk (Patrick); A. Lucas (André); C.G. de Vries (Casper)
1998-01-01
textabstractWe advocate the use of absolute moment ratio statistics in conjunction with standard variance ratio statistics in order to disentangle linear dependence, non-linear dependence, and leptokurtosis in financial time series. Both statistics are computed for multiple return horizons
Detection of "noisy" chaos in a time series
DEFF Research Database (Denmark)
Chon, K H; Kanters, J K; Cohen, R J
1997-01-01
Time series from biological system often displays fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely "noise". The output from most biological systems is probably the result of both the...
Multivariate Time Series Analysis for Optimum Production Forecast ...
African Journals Online (AJOL)
FIRST LADY
on data-driven production and inventory management by utilizing historical data in the development of useful forecasting mathematical model. Keywords: production model, inventory management, multivariate time series, production forecast. Introduction. A large assortment of forecasting techniques has been developed ...
Growth And Export Expansion In Mauritius - A Time Series Analysis ...
African Journals Online (AJOL)
This paper analyses the empirical relationship between economic growth and export expansion in Mauritius as observed through time series data. Using Granger Causality tests, the short-run analysis results revealed that there is significant reciprocal causality between real export earnings (total, textiles and manufacturing) ...
Tests for nonlinearity in short stationary time series
International Nuclear Information System (INIS)
Chang, T.; Sauer, T.; Schiff, S.J.
1995-01-01
To compare direct tests for detecting determinism in chaotic time series, data from Henon, Lorenz, and Mackey--Glass equations were contaminated with various levels of additive colored noise. These data were analyzed with a variety of recently developed tests for determinism, and the results compared
forecasting with nonlinear time series model: a monte-carlo ...
African Journals Online (AJOL)
PUBLICATIONS1
with nonlinear time series model by comparing the RMSE with the traditional bootstrap and. Monte-Carlo method of forecasting. We use the logistic smooth transition autoregressive. (LSTAR) model as a case study. We first consider a linear model called the AR. (p) model of order p which satisfies the follow- ing linear ...
Time Series Factor Analysis with an Application to Measuring Money
Gilbert, Paul D.; Meijer, Erik
2005-01-01
Time series factor analysis (TSFA) and its associated statistical theory is developed. Unlike dynamic factor analysis (DFA), TSFA obviates the need for explicitly modeling the process dynamics of the underlying phenomena. It also differs from standard factor analysis (FA) in important respects: the
Seasonal time series forecasting: a comparative study of arima and ...
African Journals Online (AJOL)
This paper addresses the concerns of Faraway and Chatfield (1998) who questioned the forecasting ability of Artificial Neural Networks (ANN). In particular the paper compares the performance of Artificial Neural Networks (ANN) and ARIMA models in forecasting of seasonal (monthly) Time series. Using the Airline data ...
Time series prediction with simple recurrent neural networks ...
African Journals Online (AJOL)
Simple recurrent neural networks are widely used in time series prediction. Most researchers and application developers often choose arbitrarily between Elman or Jordan simple recurrent neural networks for their applications. A hybrid of the two called Elman-Jordan (or Multi-recurrent) neural network is also being used.
Multivariate time series modeling of selected childhood diseases in ...
African Journals Online (AJOL)
This paper is focused on modeling the five most prevalent childhood diseases in Akwa Ibom State using a multivariate approach to time series. An aggregate of 78,839 reported cases of malaria, upper respiratory tract infection (URTI), Pneumonia, anaemia and tetanus were extracted from five randomly selected hospitals in ...
Some problems in inference from time series of geophysical processes
Koutsoyiannis, Demetris
2010-05-01
Due to the complexity of geophysical processes, their modelling and the conducting of typical tasks, such as estimation, prediction and hypothesis testing, heavily rely on available data series and their statistical processing. The classical statistical approaches, which are often used in geophysical modelling, are based upon several simplifying assumptions, which are invalidated in natural processes. Central among these is the (usually tacit) time independence assumption which is regarded to simplify modelling and statistical testing at no substantial cost for the validity of results. Moreover, the perception of the general behaviour of the natural processes and the implied uncertainty is heavily affected by the classical statistical paradigm that is in common use. However, the study of natural behaviours reveals the dominance of change at a multitude of time scales, which in statistical terms is translated in strong time dependence, decaying very slowly with lag time. In its simplest form, this dependence, and equivalently the multi-scale change, can be described by a Hurst-Kolmogorov process using a single parameter additional to those of the marginal distribution. Remarkably, the Hurst-Kolmogorov stochastic dynamics results in much higher uncertainty in comparison to either nonstationary descriptions, or to typical stationary descriptions with independent random processes and common Markov-type processes. In addition, as far as typical statistical estimation is concerned, the Hurst-Kolmogorov dynamics implies dramatically higher intervals in the estimation of location statistical parameters (e.g., mean) and highly negative bias in the estimation of dispersion parameters (e.g., standard deviation), not to mention the bias and uncertainty in higher order moments. Surprisingly, all these differences are commonly unaccounted for in most studies of geophysical processes, which may result in inappropriate modelling, wrong inferences and false claims about the
Innovating patient care delivery: DSRIP's interrupted time series analysis paradigm.
Shenoy, Amrita G; Begley, Charles E; Revere, Lee; Linder, Stephen H; Daiger, Stephen P
2017-12-07
Adoption of Medicaid Section 1115 waiver is one of the many ways of innovating healthcare delivery system. The Delivery System Reform Incentive Payment (DSRIP) pool, one of the two funding pools of the waiver has four categories viz. infrastructure development, program innovation and redesign, quality improvement reporting and lastly, bringing about population health improvement. A metric of the fourth category, preventable hospitalization (PH) rate was analyzed in the context of eight conditions for two time periods, pre-reporting years (2010-2012) and post-reporting years (2013-2015) for two hospital cohorts, DSRIP participating and non-participating hospitals. The study explains how DSRIP impacted Preventable Hospitalization (PH) rates of eight conditions for both hospital cohorts within two time periods. Eight PH rates were regressed as the dependent variable with time, intervention and post-DSRIP Intervention as independent variables. PH rates of eight conditions were then consolidated into one rate for regressing with the above independent variables to evaluate overall impact of DSRIP. An interrupted time series regression was performed after accounting for auto-correlation, stationarity and seasonality in the dataset. In the individual regression model, PH rates showed statistically significant coefficients for seven out of eight conditions in DSRIP participating hospitals. In the combined regression model, the coefficient of the PH rate showed a statistically significant decrease with negative p-values for regression coefficients in DSRIP participating hospitals compared to positive/increased p-values for regression coefficients in DSRIP non-participating hospitals. Several macro- and micro-level factors may have likely contributed DSRIP hospitals outperforming DSRIP non-participating hospitals. Healthcare organization/provider collaboration, support from healthcare professionals, DSRIP's design, state reimbursement and coordination in care delivery methods
The Hierarchical Spectral Merger Algorithm: A New Time Series Clustering Procedure
Euán, Carolina
2018-04-12
We present a new method for time series clustering which we call the Hierarchical Spectral Merger (HSM) method. This procedure is based on the spectral theory of time series and identifies series that share similar oscillations or waveforms. The extent of similarity between a pair of time series is measured using the total variation distance between their estimated spectral densities. At each step of the algorithm, every time two clusters merge, a new spectral density is estimated using the whole information present in both clusters, which is representative of all the series in the new cluster. The method is implemented in an R package HSMClust. We present two applications of the HSM method, one to data coming from wave-height measurements in oceanography and the other to electroencefalogram (EEG) data.