WorldWideScience

Sample records for climate time series

  1. Formulating and testing a method for perturbing precipitation time series to reflect anticipated climatic changes

    DEFF Research Database (Denmark)

    Sørup, Hjalte Jomo Danielsen; Georgiadis, Stylianos; Gregersen, Ida Bülow

    2017-01-01

    Urban water infrastructure has very long planning horizons, and planning is thus very dependent on reliable estimates of the impacts of climate change. Many urban water systems are designed using time series with a high temporal resolution. To assess the impact of climate change on these systems......, similarly high-resolution precipitation time series for future climate are necessary. Climate models cannot at their current resolutions provide these time series at the relevant scales. Known methods for stochastic downscaling of climate change to urban hydrological scales have known shortcomings...... in constructing realistic climate-changed precipitation time series at the sub-hourly scale. In the present study we present a deterministic methodology to perturb historical precipitation time series at the minute scale to reflect non-linear expectations to climate change. The methodology shows good skill...

  2. Multi-Scale Entropy Analysis as a Method for Time-Series Analysis of Climate Data

    Directory of Open Access Journals (Sweden)

    Heiko Balzter

    2015-03-01

    Full Text Available Evidence is mounting that the temporal dynamics of the climate system are changing at the same time as the average global temperature is increasing due to multiple climate forcings. A large number of extreme weather events such as prolonged cold spells, heatwaves, droughts and floods have been recorded around the world in the past 10 years. Such changes in the temporal scaling behaviour of climate time-series data can be difficult to detect. While there are easy and direct ways of analysing climate data by calculating the means and variances for different levels of temporal aggregation, these methods can miss more subtle changes in their dynamics. This paper describes multi-scale entropy (MSE analysis as a tool to study climate time-series data and to identify temporal scales of variability and their change over time in climate time-series. MSE estimates the sample entropy of the time-series after coarse-graining at different temporal scales. An application of MSE to Central European, variance-adjusted, mean monthly air temperature anomalies (CRUTEM4v is provided. The results show that the temporal scales of the current climate (1960–2014 are different from the long-term average (1850–1960. For temporal scale factors longer than 12 months, the sample entropy increased markedly compared to the long-term record. Such an increase can be explained by systems theory with greater complexity in the regional temperature data. From 1961 the patterns of monthly air temperatures are less regular at time-scales greater than 12 months than in the earlier time period. This finding suggests that, at these inter-annual time scales, the temperature variability has become less predictable than in the past. It is possible that climate system feedbacks are expressed in altered temporal scales of the European temperature time-series data. A comparison with the variance and Shannon entropy shows that MSE analysis can provide additional information on the

  3. Interglacial climate dynamics and advanced time series analysis

    Science.gov (United States)

    Mudelsee, Manfred; Bermejo, Miguel; Köhler, Peter; Lohmann, Gerrit

    2013-04-01

    Studying the climate dynamics of past interglacials (IGs) helps to better assess the anthropogenically influenced dynamics of the current IG, the Holocene. We select the IG portions from the EPICA Dome C ice core archive, which covers the past 800 ka, to apply methods of statistical time series analysis (Mudelsee 2010). The analysed variables are deuterium/H (indicating temperature) (Jouzel et al. 2007), greenhouse gases (Siegenthaler et al. 2005, Loulergue et al. 2008, L¨ü thi et al. 2008) and a model-co-derived climate radiative forcing (Köhler et al. 2010). We select additionally high-resolution sea-surface-temperature records from the marine sedimentary archive. The first statistical method, persistence time estimation (Mudelsee 2002) lets us infer the 'climate memory' property of IGs. Second, linear regression informs about long-term climate trends during IGs. Third, ramp function regression (Mudelsee 2000) is adapted to look on abrupt climate changes during IGs. We compare the Holocene with previous IGs in terms of these mathematical approaches, interprete results in a climate context, assess uncertainties and the requirements to data from old IGs for yielding results of 'acceptable' accuracy. This work receives financial support from the Deutsche Forschungsgemeinschaft (Project ClimSens within the DFG Research Priority Program INTERDYNAMIK) and the European Commission (Marie Curie Initial Training Network LINC, No. 289447, within the 7th Framework Programme). References Jouzel J, Masson-Delmotte V, Cattani O, Dreyfus G, Falourd S, Hoffmann G, Minster B, Nouet J, Barnola JM, Chappellaz J, Fischer H, Gallet JC, Johnsen S, Leuenberger M, Loulergue L, Luethi D, Oerter H, Parrenin F, Raisbeck G, Raynaud D, Schilt A, Schwander J, Selmo E, Souchez R, Spahni R, Stauffer B, Steffensen JP, Stenni B, Stocker TF, Tison JL, Werner M, Wolff EW (2007) Orbital and millennial Antarctic climate variability over the past 800,000 years. Science 317:793. Köhler P, Bintanja R

  4. Long time series

    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...

  5. Modeling climate change impacts on combined sewer overflow using synthetic precipitation time series.

    Science.gov (United States)

    Bendel, David; Beck, Ferdinand; Dittmer, Ulrich

    2013-01-01

    In the presented study climate change impacts on combined sewer overflows (CSOs) in Baden-Wuerttemberg, Southern Germany, were assessed based on continuous long-term rainfall-runoff simulations. As input data, synthetic rainfall time series were used. The applied precipitation generator NiedSim-Klima accounts for climate change effects on precipitation patterns. Time series for the past (1961-1990) and future (2041-2050) were generated for various locations. Comparing the simulated CSO activity of both periods we observe significantly higher overflow frequencies for the future. Changes in overflow volume and overflow duration depend on the type of overflow structure. Both values will increase at simple CSO structures that merely divide the flow, whereas they will decrease when the CSO structure is combined with a storage tank. However, there is a wide variation between the results of different precipitation time series (representative for different locations).

  6. Time-series analysis of climatologic measurements: a method to distinguish future climatic changes

    International Nuclear Information System (INIS)

    Duband, D.

    1992-01-01

    Time-series analysis of climatic parameters as air temperature, rivers flow rate, lakes or seas level is an indispensable basis to detect a possible significant climatic change. These observations, when they are carefully analyzed and criticized, constitute the necessary reference for testing and validation numerical climatic models which try to simulate the physical and dynamical process of the ocean-atmosphere couple, taking continents into account. 32 refs., 13 figs

  7. Forecasting malaria cases using climatic factors in delhi, India: a time series analysis.

    Science.gov (United States)

    Kumar, Varun; Mangal, Abha; Panesar, Sanjeet; Yadav, Geeta; Talwar, Richa; Raut, Deepak; Singh, Saudan

    2014-01-01

    Background. Malaria still remains a public health problem in developing countries and changing environmental and climatic factors pose the biggest challenge in fighting against the scourge of malaria. Therefore, the study was designed to forecast malaria cases using climatic factors as predictors in Delhi, India. Methods. The total number of monthly cases of malaria slide positives occurring from January 2006 to December 2013 was taken from the register maintained at the malaria clinic at Rural Health Training Centre (RHTC), Najafgarh, Delhi. Climatic data of monthly mean rainfall, relative humidity, and mean maximum temperature were taken from Regional Meteorological Centre, Delhi. Expert modeler of SPSS ver. 21 was used for analyzing the time series data. Results. Autoregressive integrated moving average, ARIMA (0,1,1) (0,1,0)(12), was the best fit model and it could explain 72.5% variability in the time series data. Rainfall (P value = 0.004) and relative humidity (P value = 0.001) were found to be significant predictors for malaria transmission in the study area. Seasonal adjusted factor (SAF) for malaria cases shows peak during the months of August and September. Conclusion. ARIMA models of time series analysis is a simple and reliable tool for producing reliable forecasts for malaria in Delhi, India.

  8. Extracting Leading Nonlinear Modes of Changing Climate From Global SST Time Series

    Science.gov (United States)

    Mukhin, D.; Gavrilov, A.; Loskutov, E. M.; Feigin, A. M.; Kurths, J.

    2017-12-01

    Data-driven modeling of climate requires adequate principal variables extracted from observed high-dimensional data. For constructing such variables it is needed to find spatial-temporal patterns explaining a substantial part of the variability and comprising all dynamically related time series from the data. The difficulties of this task rise from the nonlinearity and non-stationarity of the climate dynamical system. The nonlinearity leads to insufficiency of linear methods of data decomposition for separating different processes entangled in the observed time series. On the other hand, various forcings, both anthropogenic and natural, make the dynamics non-stationary, and we should be able to describe the response of the system to such forcings in order to separate the modes explaining the internal variability. The method we present is aimed to overcome both these problems. The method is based on the Nonlinear Dynamical Mode (NDM) decomposition [1,2], but takes into account external forcing signals. An each mode depends on hidden, unknown a priori, time series which, together with external forcing time series, are mapped onto data space. Finding both the hidden signals and the mapping allows us to study the evolution of the modes' structure in changing external conditions and to compare the roles of the internal variability and forcing in the observed behavior. The method is used for extracting of the principal modes of SST variability on inter-annual and multidecadal time scales accounting the external forcings such as CO2, variations of the solar activity and volcanic activity. The structure of the revealed teleconnection patterns as well as their forecast under different CO2 emission scenarios are discussed.[1] Mukhin, D., Gavrilov, A., Feigin, A., Loskutov, E., & Kurths, J. (2015). Principal nonlinear dynamical modes of climate variability. Scientific Reports, 5, 15510. [2] Gavrilov, A., Mukhin, D., Loskutov, E., Volodin, E., Feigin, A., & Kurths, J. (2016

  9. Regression and regression analysis time series prediction modeling on climate data of quetta, pakistan

    International Nuclear Information System (INIS)

    Jafri, Y.Z.; Kamal, L.

    2007-01-01

    Various statistical techniques was used on five-year data from 1998-2002 of average humidity, rainfall, maximum and minimum temperatures, respectively. The relationships to regression analysis time series (RATS) were developed for determining the overall trend of these climate parameters on the basis of which forecast models can be corrected and modified. We computed the coefficient of determination as a measure of goodness of fit, to our polynomial regression analysis time series (PRATS). The correlation to multiple linear regression (MLR) and multiple linear regression analysis time series (MLRATS) were also developed for deciphering the interdependence of weather parameters. Spearman's rand correlation and Goldfeld-Quandt test were used to check the uniformity or non-uniformity of variances in our fit to polynomial regression (PR). The Breusch-Pagan test was applied to MLR and MLRATS, respectively which yielded homoscedasticity. We also employed Bartlett's test for homogeneity of variances on a five-year data of rainfall and humidity, respectively which showed that the variances in rainfall data were not homogenous while in case of humidity, were homogenous. Our results on regression and regression analysis time series show the best fit to prediction modeling on climatic data of Quetta, Pakistan. (author)

  10. A unified nonlinear stochastic time series analysis for climate science.

    Science.gov (United States)

    Moon, Woosok; Wettlaufer, John S

    2017-03-13

    Earth's orbit and axial tilt imprint a strong seasonal cycle on climatological data. Climate variability is typically viewed in terms of fluctuations in the seasonal cycle induced by higher frequency processes. We can interpret this as a competition between the orbitally enforced monthly stability and the fluctuations/noise induced by weather. Here we introduce a new time-series method that determines these contributions from monthly-averaged data. We find that the spatio-temporal distribution of the monthly stability and the magnitude of the noise reveal key fingerprints of several important climate phenomena, including the evolution of the Arctic sea ice cover, the El Nio Southern Oscillation (ENSO), the Atlantic Nio and the Indian Dipole Mode. In analogy with the classical destabilising influence of the ice-albedo feedback on summertime sea ice, we find that during some time interval of the season a destabilising process operates in all of these climate phenomena. The interaction between the destabilisation and the accumulation of noise, which we term the memory effect, underlies phase locking to the seasonal cycle and the statistical nature of seasonal predictability.

  11. Describing temporal variability of the mean Estonian precipitation series in climate time scale

    Science.gov (United States)

    Post, P.; Kärner, O.

    2009-04-01

    Applicability of the random walk type models to represent the temporal variability of various atmospheric temperature series has been successfully demonstrated recently (e.g. Kärner, 2002). Main problem in the temperature modeling is connected to the scale break in the generally self similar air temperature anomaly series (Kärner, 2005). The break separates short-range strong non-stationarity from nearly stationary longer range variability region. This is an indication of the fact that several geophysical time series show a short-range non-stationary behaviour and a stationary behaviour in longer range (Davis et al., 1996). In order to model series like that the choice of time step appears to be crucial. To characterize the long-range variability we can neglect the short-range non-stationary fluctuations, provided that we are able to model properly the long-range tendencies. The structure function (Monin and Yaglom, 1975) was used to determine an approximate segregation line between the short and the long scale in terms of modeling. The longer scale can be called climate one, because such models are applicable in scales over some decades. In order to get rid of the short-range fluctuations in daily series the variability can be examined using sufficiently long time step. In the present paper, we show that the same philosophy is useful to find a model to represent a climate-scale temporal variability of the Estonian daily mean precipitation amount series over 45 years (1961-2005). Temporal variability of the obtained daily time series is examined by means of an autoregressive and integrated moving average (ARIMA) family model of the type (0,1,1). This model is applicable for daily precipitation simulating if to select an appropriate time step that enables us to neglet the short-range non-stationary fluctuations. A considerably longer time step than one day (30 days) is used in the current paper to model the precipitation time series variability. Each ARIMA (0

  12. On the Use of Running Trends as Summary Statistics for Univariate Time Series and Time Series Association

    OpenAIRE

    Trottini, Mario; Vigo, Isabel; Belda, Santiago

    2015-01-01

    Given a time series, running trends analysis (RTA) involves evaluating least squares trends over overlapping time windows of L consecutive time points, with overlap by all but one observation. This produces a new series called the “running trends series,” which is used as summary statistics of the original series for further analysis. In recent years, RTA has been widely used in climate applied research as summary statistics for time series and time series association. There is no doubt that ...

  13. Aerosol Climate Time Series in ESA Aerosol_cci

    Science.gov (United States)

    Popp, Thomas; de Leeuw, Gerrit; Pinnock, Simon

    2016-04-01

    Within the ESA Climate Change Initiative (CCI) Aerosol_cci (2010 - 2017) conducts intensive work to improve algorithms for the retrieval of aerosol information from European sensors. Meanwhile, full mission time series of 2 GCOS-required aerosol parameters are completely validated and released: Aerosol Optical Depth (AOD) from dual view ATSR-2 / AATSR radiometers (3 algorithms, 1995 - 2012), and stratospheric extinction profiles from star occultation GOMOS spectrometer (2002 - 2012). Additionally, a 35-year multi-sensor time series of the qualitative Absorbing Aerosol Index (AAI) together with sensitivity information and an AAI model simulator is available. Complementary aerosol properties requested by GCOS are in a "round robin" phase, where various algorithms are inter-compared: fine mode AOD, mineral dust AOD (from the thermal IASI spectrometer, but also from ATSR instruments and the POLDER sensor), absorption information and aerosol layer height. As a quasi-reference for validation in few selected regions with sparse ground-based observations the multi-pixel GRASP algorithm for the POLDER instrument is used. Validation of first dataset versions (vs. AERONET, MAN) and inter-comparison to other satellite datasets (MODIS, MISR, SeaWIFS) proved the high quality of the available datasets comparable to other satellite retrievals and revealed needs for algorithm improvement (for example for higher AOD values) which were taken into account for a reprocessing. The datasets contain pixel level uncertainty estimates which were also validated and improved in the reprocessing. For the three ATSR algorithms the use of an ensemble method was tested. The paper will summarize and discuss the status of dataset reprocessing and validation. The focus will be on the ATSR, GOMOS and IASI datasets. Pixel level uncertainties validation will be summarized and discussed including unknown components and their potential usefulness and limitations. Opportunities for time series extension

  14. Separation of spatial-temporal patterns ('climatic modes') by combined analysis of really measured and generated numerically vector time series

    Science.gov (United States)

    Feigin, A. M.; Mukhin, D.; Volodin, E. M.; Gavrilov, A.; Loskutov, E. M.

    2013-12-01

    The new method of decomposition of the Earth's climate system into well separated spatial-temporal patterns ('climatic modes') is discussed. The method is based on: (i) generalization of the MSSA (Multichannel Singular Spectral Analysis) [1] for expanding vector (space-distributed) time series in basis of spatial-temporal empirical orthogonal functions (STEOF), which makes allowance delayed correlations of the processes recorded in spatially separated points; (ii) expanding both real SST data, and longer by several times SST data generated numerically, in STEOF basis; (iii) use of the numerically produced STEOF basis for exclusion of 'too slow' (and thus not represented correctly) processes from real data. The application of the method allows by means of vector time series generated numerically by the INM RAS Coupled Climate Model [2] to separate from real SST anomalies data [3] two climatic modes possessing by noticeably different time scales: 3-5 and 9-11 years. Relations of separated modes to ENSO and PDO are investigated. Possible applications of spatial-temporal climatic patterns concept to prognosis of climate system evolution is discussed. 1. Ghil, M., R. M. Allen, M. D. Dettinger, K. Ide, D. Kondrashov, et al. (2002) "Advanced spectral methods for climatic time series", Rev. Geophys. 40(1), 3.1-3.41. 2. http://83.149.207.89/GCM_DATA_PLOTTING/GCM_INM_DATA_XY_en.htm 3. http://iridl.ldeo.columbia.edu/SOURCES/.KAPLAN/.EXTENDED/.v2/.ssta/

  15. Aerosol Climate Time Series Evaluation In ESA Aerosol_cci

    Science.gov (United States)

    Popp, T.; de Leeuw, G.; Pinnock, S.

    2015-12-01

    Within the ESA Climate Change Initiative (CCI) Aerosol_cci (2010 - 2017) conducts intensive work to improve algorithms for the retrieval of aerosol information from European sensors. By the end of 2015 full mission time series of 2 GCOS-required aerosol parameters are completely validated and released: Aerosol Optical Depth (AOD) from dual view ATSR-2 / AATSR radiometers (3 algorithms, 1995 - 2012), and stratospheric extinction profiles from star occultation GOMOS spectrometer (2002 - 2012). Additionally, a 35-year multi-sensor time series of the qualitative Absorbing Aerosol Index (AAI) together with sensitivity information and an AAI model simulator is available. Complementary aerosol properties requested by GCOS are in a "round robin" phase, where various algorithms are inter-compared: fine mode AOD, mineral dust AOD (from the thermal IASI spectrometer), absorption information and aerosol layer height. As a quasi-reference for validation in few selected regions with sparse ground-based observations the multi-pixel GRASP algorithm for the POLDER instrument is used. Validation of first dataset versions (vs. AERONET, MAN) and inter-comparison to other satellite datasets (MODIS, MISR, SeaWIFS) proved the high quality of the available datasets comparable to other satellite retrievals and revealed needs for algorithm improvement (for example for higher AOD values) which were taken into account for a reprocessing. The datasets contain pixel level uncertainty estimates which are also validated. The paper will summarize and discuss the results of major reprocessing and validation conducted in 2015. The focus will be on the ATSR, GOMOS and IASI datasets. Pixel level uncertainties validation will be summarized and discussed including unknown components and their potential usefulness and limitations. Opportunities for time series extension with successor instruments of the Sentinel family will be described and the complementarity of the different satellite aerosol products

  16. Constructing the reduced dynamical models of interannual climate variability from spatial-distributed time series

    Science.gov (United States)

    Mukhin, Dmitry; Gavrilov, Andrey; Loskutov, Evgeny; Feigin, Alexander

    2016-04-01

    We suggest a method for empirical forecast of climate dynamics basing on the reconstruction of reduced dynamical models in a form of random dynamical systems [1,2] derived from observational time series. The construction of proper embedding - the set of variables determining the phase space the model works in - is no doubt the most important step in such a modeling, but this task is non-trivial due to huge dimension of time series of typical climatic fields. Actually, an appropriate expansion of observational time series is needed yielding the number of principal components considered as phase variables, which are to be efficient for the construction of low-dimensional evolution operator. We emphasize two main features the reduced models should have for capturing the main dynamical properties of the system: (i) taking into account time-lagged teleconnections in the atmosphere-ocean system and (ii) reflecting the nonlinear nature of these teleconnections. In accordance to these principles, in this report we present the methodology which includes the combination of a new way for the construction of an embedding by the spatio-temporal data expansion and nonlinear model construction on the basis of artificial neural networks. The methodology is aplied to NCEP/NCAR reanalysis data including fields of sea level pressure, geopotential height, and wind speed, covering Northern Hemisphere. Its efficiency for the interannual forecast of various climate phenomena including ENSO, PDO, NAO and strong blocking event condition over the mid latitudes, is demonstrated. Also, we investigate the ability of the models to reproduce and predict the evolution of qualitative features of the dynamics, such as spectral peaks, critical transitions and statistics of extremes. This research was supported by the Government of the Russian Federation (Agreement No. 14.Z50.31.0033 with the Institute of Applied Physics RAS) [1] Y. I. Molkov, E. M. Loskutov, D. N. Mukhin, and A. M. Feigin, "Random

  17. Speleothem Mg-isotope time-series data from different climate belts

    Science.gov (United States)

    Riechelmann, S.; Buhl, D.; Richter, D. K.; Schröder-Ritzrau, A.; Riechelmann, D. F. C.; Niedermayr, A.; Vonhof, H. B.; Wassenburg, J.; Immenhauser, A.

    2012-04-01

    Speleothem Mg-isotope time-series data from different climate belts Sylvia Riechelmann (1), Dieter Buhl(1), Detlev K. Richter (1), Andrea Schröder-Ritzrau (2), Dana F.C. Riechelmann (3), Andrea Niedermayr (1), Hubert B. Vonhof (4) , Jasper Wassenburg (1), Adrian Immenhauser (1) (1) Ruhr-University Bochum, Institute for Geology, Mineralogy and Geophysics, Universitätsstraße 150, D-44801 Bochum, Germany (2) Heidelberg Academy of Sciences, Im Neuenheimer Feld 229, D-69120 Heidelberg, Germany (3) Johannes Gutenberg-University Mainz, Institute of Geography, Johann-Joachim-Becher-Weg 21, D-55128 Mainz, Germany (4) Faculty of Earth and Life Sciences, Vrije Universiteit Amsterdam, De Boelelaan 1085, 1081 HV, Amsterdam, The Netherlands The Magnesium isotope proxy in Earth surface research is still underexplored. Recently, field and laboratory experiments have shed light on the complex suite of processes affecting Mg isotope fractionation in continental weathering systems. Magnesium-isotope fractionation in speleothems depends on a series of factors including biogenic activity and composition of soils, mineralogy of hostrock, changes in silicate versus carbonate weathering ratios, water residence time in the soil and hostrock and disequilibrium factors such as the precipitation rate of calcite in speleothems. Furthermore, the silicate (here mainly Mg-bearing clays) versus carbonate weathering ratio depends on air temperature and rainfall amount, also influencing the soil biogenic activity. It must be emphasized that carbonate weathering is generally dominant, but under increasingly warm and more arid climate conditions, silicate weathering rates increase and release 26Mg-enriched isotopes to the soil water. Furthermore, as shown in laboratory experiments, increasing calcite precipitation rates lead to elevated delta26Mg ratios and vice versa. Here, data from six stalagmite time-series Mg-isotope records (Thermo Fisher Scientific Neptune MC-ICP-MS) are shown. Stalagmites

  18. Climate Prediction Center (CPC) Global Precipitation Time Series

    Data.gov (United States)

    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...

  19. Climate Prediction Center (CPC) Global Temperature Time Series

    Data.gov (United States)

    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...

  20. A Systematic Comparison of Vertical GPS Time Series Calculated by Five Processing Centers for Detecting Climatic-Induced Crustal Movements

    Science.gov (United States)

    Setti Junior, P. D. T.; Wdowinski, S.

    2016-12-01

    Vertical crustal movements, as observed by continuous GPS measurements, are sensitive to load changes induced by atmospheric and hydrological processes, as lake level fluctuations, ice melt, groundwater depletion, or drought. These movements are often dominated by a seasonal signal but also by year-to-year changes, which reflect a long-term climatic signal. Recently, we developed a new technique that extracts the climatic signal by removing the seasonal signal from vertical GPS time series (Wdowinski et al., 2016). However, the method's results, which are the climatic signals, are very sensitive to the quality of the time series and the choice of reference frame (RF). In this study, we conduct a systematic comparison between eight vertical GPS time series calculated by five processing centers and evaluate their suitability to extract the climatic signal. We use the solutions produced by Central Washington University (CWU), New Mexico Institute of Technology (NMT), Nevada Geodetic Laboratory (NGL), Scripps Orbit and Permanent Array Center (SOPAC) and Jet Propulsion Laboratory (JPL), as well as combined solution calculated by the Plate Boundary Observatory (PBO) and GPS Explorer. We use the solutions constrained in the IGS08 RF and in the case of NGL, we also use the NA12 solutions. Three of the processing centers, CWU, NGL and JPL use the GIPSY software, whereas the other two, NMT and SOPAC, use GAMIT. Both combined solutions integrate between GIPSY and GAMIT solutions. We conducted our comparative analysis in two study areas, one in western US taking advantage of the two decades long time series of the Basin and Range network, and the other in eastern U.S. and Canada (Washington DC area, Newfoundland, and Ottawa area). Preliminary results suggest that the three GIPSY solutions (CWU, NGL and JPL) are more consistent between one another compared with the GAMIT solutions. The GIPSY solutions also yield climatic signal that is more consistent with regional climatic

  1. Assessing the Impact of Climate Variability on Cropland Productivity in the Canadian Prairies Using Time Series MODIS FAPAR

    OpenAIRE

    Taifeng Dong; Jiangui Liu; Jiali Shang; Budong Qian; Ted Huffman; Yinsuo Zhang; Catherine Champagne; Bahram Daneshfar

    2016-01-01

    Cropland productivity is impacted by climate. Knowledge on spatial-temporal patterns of the impacts at the regional scale is extremely important for improving crop management under limiting climatic factors. The aim of this study was to investigate the effects of climate variability on cropland productivity in the Canadian Prairies between 2000 and 2013 based on time series of MODIS (Moderate Resolution Imaging Spectroradiometer) FAPAR (Fraction of Absorbed Photosynthetically Active Radiation...

  2. A likelihood-based time series modeling approach for application in dendrochronology to examine the growth-climate relations and forest disturbance history

    Science.gov (United States)

    A time series intervention analysis (TSIA) of dendrochronological data to infer the tree growth-climate-disturbance relations and forest disturbance history is described. Maximum likelihood is used to estimate the parameters of a structural time series model with components for ...

  3. Assessing the Impact of Climate Variability on Cropland Productivity in the Canadian Prairies Using Time Series MODIS FAPAR

    Directory of Open Access Journals (Sweden)

    Taifeng Dong

    2016-03-01

    Full Text Available Cropland productivity is impacted by climate. Knowledge on spatial-temporal patterns of the impacts at the regional scale is extremely important for improving crop management under limiting climatic factors. The aim of this study was to investigate the effects of climate variability on cropland productivity in the Canadian Prairies between 2000 and 2013 based on time series of MODIS (Moderate Resolution Imaging Spectroradiometer FAPAR (Fraction of Absorbed Photosynthetically Active Radiation product. Key phenological metrics, including the start (SOS and end of growing season (EOS, and the cumulative FAPAR (CFAPAR during the growing season (between SOS and EOS, were extracted and calculated from the FAPAR time series with the Parametric Double Hyperbolic Tangent (PDHT method. The Mann-Kendall test was employed to assess the trends of cropland productivity and climatic variables, and partial correlation analysis was conducted to explore the potential links between climate variability and cropland productivity. An assessment using crop yield statistical data showed that CFAPAR can be taken as a surrogate of cropland productivity in the Canadian Prairies. Cropland productivity showed an increasing trend in most areas of Canadian Prairies, in general, during the period from 2000 to 2013. Interannual variability in cropland productivity on the Canadian Prairies was influenced positively by rainfall variation and negatively by mean air temperature.

  4. Implementation of a Time Series Analysis for the Assessment of the Role of Climate Variability in a Post-Disturbance Savanna System

    Science.gov (United States)

    Gibbes, C.; Southworth, J.; Waylen, P. R.

    2013-05-01

    How do climate variability and climate change influence vegetation cover and vegetation change in savannas? A landscape scale investigation of the effect of changes in precipitation on vegetation is undertaken through the employment of a time series analysis. The multi-national study region is located within the Kavango-Zambezi region, and is delineated by the Okavango, Kwando, and Zambezi watersheds. A mean-variance time-series analysis quantifies vegetation dynamics and characterizes vegetation response to climate. The spatially explicit approach used to quantify the persistence of vegetation productivity permits the extraction of information regarding long term climate-landscape dynamics. Results show a pattern of reduced mean annual precipitation and increased precipitation variability across key social and ecological areas within the study region. Despite decreased mean annual precipitation since the mid to late 1970's vegetation trends predominantly indicate increasing biomass. The limited areas which have diminished vegetative cover relate to specific vegetation types, and are associated with declines in precipitation variability. Results indicate that in addition to short term changes in vegetation cover, long term trends in productive biomass are apparent, relate to spatial differences in precipitation variability, and potentially represent shifts vegetation composition. This work highlights the importance of time-series analyses for examining climate-vegetation linkages in a spatially explicit manner within a highly vulnerable region of the world.

  5. Trend analysis using non-stationary time series clustering based on the finite element method

    Science.gov (United States)

    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.

  6. Identification of tidal and climatic influences within domestic radon time-series from Northamptonshire, UK

    International Nuclear Information System (INIS)

    Groves-Kirkby, C.J.; Denman, A.R.; Crockett, R.G.M.; Phillips, P.S.; Gillmore, G.K.

    2006-01-01

    Analysis of data from extended radon concentration time-series obtained from domestic and public-sector premises in the vicinity of Northampton, UK, and elsewhere, confirms that, in addition to the generally recognised climatic influences, 'Earth Tides' and 'Ocean Tidal Loading' drive periodic radon liberation via geophysically driven groundwater level variations. Regression and cross-correlation with environmental parameters showed some degree of association between radon concentration and mean temperature and rainfall. Fourier analysis of radon time-series identified periodicities of the order of 23.9 h (luni-solar diurnal, K 1 ), 24.0 h (solar day, S 1 ), 168 h (1 week) and 661.3 h (lunar month, M m ), while cross-correlation with tidal strength demonstrated periodicity of the order of 14 days (lunar-solar fortnight, M f ). These results suggest that astronomical influences, including tides, play a part in controlling radon release from the soil

  7. Potential Biases in the Estimation of the Delay Time in Multivariate Time Series: An application to Climate Data and Functional Networks

    Science.gov (United States)

    Martin, E.; Davidsen, J.; Complexity Science Group

    2011-12-01

    Measuring cross-correlations is of vital importance to science in general and is a key ingredient in functional networks, which are being widely applied to geophysical systems. A functional network is a collection of nodes (e.g. global positions), and two nodes are connected by a link if their joint behaviour satisfies some criteria. In most cases each node is associated with a time series, and a link is created between two nodes if their time series have a cross-correlation that is deemed significant. However, the spatial distance between nodes and the resolution of the time series, Δ t, can mean that it is unphysical for a signal to propagate from one node to another within a time Δ t. One way to account for this is to measure the cross-correlation at a number of different time lags and use the time delay for which it is a maximum. Here we show that this method is biased for a large class of time series that are common to geophysical systems, namely long-range correlated time series. These are time series which show persistence, for example, a warm day is more likely to be followed by another warm day than a cold one. If one randomly generates two series which each have long-range correlations, the naive assumption is that the maximum cross-correlation between them is equally likely to be found at every time lag. However, the cross-correlation between the series is more likely to be a maximum at the largest and smallest (in this work we allow time lags to be negative) time lags measured. This is a systematic effect which can, and should, be corrected for when judging if a correlation is significant. Whereas the traditional null model is that each time lag is equally likely to give the maximum cross-correlation, our work provides a more correct null model for this class of systems. We apply this to climate data, as well as go on to discuss other potential issues when measuring cross-correlations in this context.

  8. Prewhitening of hydroclimatic time series? Implications for inferred change and variability across time scales

    Science.gov (United States)

    Razavi, Saman; Vogel, Richard

    2018-02-01

    Prewhitening, the process of eliminating or reducing short-term stochastic persistence to enable detection of deterministic change, has been extensively applied to time series analysis of a range of geophysical variables. Despite the controversy around its utility, methodologies for prewhitening time series continue to be a critical feature of a variety of analyses including: trend detection of hydroclimatic variables and reconstruction of climate and/or hydrology through proxy records such as tree rings. With a focus on the latter, this paper presents a generalized approach to exploring the impact of a wide range of stochastic structures of short- and long-term persistence on the variability of hydroclimatic time series. Through this approach, we examine the impact of prewhitening on the inferred variability of time series across time scales. We document how a focus on prewhitened, residual time series can be misleading, as it can drastically distort (or remove) the structure of variability across time scales. Through examples with actual data, we show how such loss of information in prewhitened time series of tree rings (so-called "residual chronologies") can lead to the underestimation of extreme conditions in climate and hydrology, particularly droughts, reconstructed for centuries preceding the historical period.

  9. Analysis of rainfall and temperature time series to detect long-term climatic trends and variability over semi-arid Botswana

    Science.gov (United States)

    Byakatonda, Jimmy; Parida, B. P.; Kenabatho, Piet K.; Moalafhi, D. B.

    2018-03-01

    Arid and semi-arid environments have been identified with locations prone to impacts of climate variability and change. Investigating long-term trends is one way of tracing climate change impacts. This study investigates variability through annual and seasonal meteorological time series. Possible inhomogeneities and years of intervention are analysed using four absolute homogeneity tests. Trends in the climatic variables were determined using Mann-Kendall and Sen's Slope estimator statistics. Association of El Niño Southern Oscillation (ENSO) with local climate is also investigated through multivariate analysis. Results from the study show that rainfall time series are fully homogeneous with 78.6 and 50% of the stations for maximum and minimum temperature, respectively, showing homogeneity. Trends also indicate a general decrease of 5.8, 7.4 and 18.1% in annual, summer and winter rainfall, respectively. Warming trends are observed in annual and winter temperature at 0.3 and 1.5% for maximum temperature and 1.7 and 6.5% for minimum temperature, respectively. Rainfall reported a positive correlation with Southern Oscillation Index (SOI) and at the same time negative association with Sea Surface Temperatures (SSTs). Strong relationships between SSTs and maximum temperature are observed during the El Niño and La Niña years. These study findings could facilitate planning and management of agricultural and water resources in Botswana.

  10. Correlation and multifractality in climatological time series

    International Nuclear Information System (INIS)

    Pedron, I T

    2010-01-01

    Climate can be described by statistical analysis of mean values of atmospheric variables over a period. It is possible to detect correlations in climatological time series and to classify its behavior. In this work the Hurst exponent, which can characterize correlation and persistence in time series, is obtained by using the Detrended Fluctuation Analysis (DFA) method. Data series of temperature, precipitation, humidity, solar radiation, wind speed, maximum squall, atmospheric pressure and randomic series are studied. Furthermore, the multifractality of such series is analyzed applying the Multifractal Detrended Fluctuation Analysis (MF-DFA) method. The results indicate presence of correlation (persistent character) in all climatological series and multifractality as well. A larger set of data, and longer, could provide better results indicating the universality of the exponents.

  11. Millennial-scale climate variations recorded in Early Pliocene colour reflectance time series from the lacustrine Ptolemais Basin (NW Greece)

    Science.gov (United States)

    Steenbrink, J.; Kloosterboer-van Hoeve, M. L.; Hilgen, F. J.

    2003-03-01

    Quaternary climate proxy records show compelling evidence for climate variability on time scales of a few thousand years. The causes for these millennial-scale or sub-Milankovitch cycles are still poorly understood, not least due to the complex feedback mechanisms of large ice sheets during the Quaternary. We present evidence of millennial-scale climate variability in Early Pliocene lacustrine sediments from the intramontane Ptolemais Basin in northwestern Greece. The sediments are well exposed in a series of open-pit lignite mines and exhibit a distinct millennial-scale sedimentary cyclicity of alternating lignites and lacustrine marl beds that resulted from precession-induced variations in climate. The higher-frequency, millennial-scale cyclicity is particularly prominent within the grey-coloured marl segment of individual cycles. A stratigraphic interval of ˜115 ka, covering five precession-induced sedimentary cycles, was studied in nine parallel sections from two open-pit lignite mines located several km apart. High-resolution colour reflectance records were used to quantify the within-cycle variability and to determine its lateral continuity. Much of the within-cycle variability could be correlated between the parallel sections, even in fine detail, which suggests that these changes reflect basin-wide variations in environmental conditions related to (regional) climate fluctuations. Interbedded volcanic ash beds demonstrate the synchronicity of these fluctuations and spectral analysis of the reflectance time series shows a significant concentration of within-cycle variability at periods of ˜11, ˜5.5 and ˜2 ka. The occurrence of variability at such time scales at times before the intensification of the Northern Hemisphere glaciation suggests that they cannot solely have resulted from internal ice-sheet dynamics. Possible candidates include harmonics or combination tones of the main orbital cycles, variations in solar output or periodic motions of the Earth

  12. Climatic and ecological drivers of euphausiid community structure vary spatially in the Barents Sea: relationships from a long time series (1952-2009

    Directory of Open Access Journals (Sweden)

    Emma Lvovna Orlova

    2015-01-01

    Full Text Available Euphausiids play an important role in transferring energy from ephemeral primary producers to fish, seabirds, and marine mammals in the Barents Sea ecosystem. Climatic impacts have been suggested to occur at all levels of the Barents Sea food-web, but adequate exploration of these phenomena on ecologically relevant spatial scales has not been integrated sufficiently. We used a time-series of euphausiid abundance data spanning 58 years, one of the longest biological time-series in the Arctic, to explore qualitative and quantitative relationships among climate, euphausiids, and their predators, and how these parameters vary spatially in the Barents Sea. We detected four main hydrographic regions, each with distinct patterns of interannual variability in euphausiid abundance and community structure. Assemblages varied primarily in the relative abundance of Thysanoessa inermis versus T. raschii, or T. inermis versus T. longicaudata and Meganyctiphanes norvegica. Climate proxies and the abundance of capelin or cod explained 30-60% of the variability in euphausiid abundance in each region. Climate also influenced patterns of variability in euphausiid community structure, but correlations were generally weaker. Advection of boreal euphausiid taxa from the Norwegian Sea is clearly more prominent in warmer years than in colder years, and interacts with seasonal fish migrations to help explain spatial differences in primary drivers of euphausiid community structure. Non-linear effects of predators were common, and must be considered more carefully if a mechanistic understanding of the ecosystem is to be achieved. Quantitative relationships among euphausiid abundance, climate proxies, and predator stock-sizes derived from these time series are valuable for ecological models being used to predict impacts of climate change on the Barents Sea ecosystem, and how the system should be managed.

  13. Homogenising time series: beliefs, dogmas and facts

    Science.gov (United States)

    Domonkos, P.

    2011-06-01

    In the recent decades various homogenisation methods have been developed, but the real effects of their application on time series are still not known sufficiently. The ongoing COST action HOME (COST ES0601) is devoted to reveal the real impacts of homogenisation methods more detailed and with higher confidence than earlier. As a part of the COST activity, a benchmark dataset was built whose characteristics approach well the characteristics of real networks of observed time series. This dataset offers much better opportunity than ever before to test the wide variety of homogenisation methods, and analyse the real effects of selected theoretical recommendations. Empirical results show that real observed time series usually include several inhomogeneities of different sizes. Small inhomogeneities often have similar statistical characteristics than natural changes caused by climatic variability, thus the pure application of the classic theory that change-points of observed time series can be found and corrected one-by-one is impossible. However, after homogenisation the linear trends, seasonal changes and long-term fluctuations of time series are usually much closer to the reality than in raw time series. Some problems around detecting multiple structures of inhomogeneities, as well as that of time series comparisons within homogenisation procedures are discussed briefly in the study.

  14. Phenological Characterization of Desert Sky Island Vegetation Communities with Remotely Sensed and Climate Time Series Data

    Directory of Open Access Journals (Sweden)

    Stuart E. Marsh

    2010-01-01

    Full Text Available Climate change and variability are expected to impact the synchronicity and interactions between the Sonoran Desert and the forested sky islands which represent steep biological and environmental gradients. The main objectives were to examine how well satellite greenness time series data and derived phenological metrics (e.g., season start, peak greenness can characterize specific vegetation communities across an elevation gradient, and to examine the interactions between climate and phenological metrics for each vegetation community. We found that representative vegetation types (11, varying between desert scrub, mesquite, grassland, mixed oak, juniper and pine, often had unique seasonal and interannual phenological trajectories and spatial patterns. Satellite derived land surface phenometrics (11 for each of the vegetation communities along the cline showed numerous distinct significant relationships in response to temperature (4 and precipitation (7 metrics. Satellite-derived sky island vegetation phenology can help assess and monitor vegetation dynamics and provide unique indicators of climate variability and patterns of change.

  15. Ichthyoplankton Time Series: A Potential Ocean Observing Network to Provide Indicators of Climate Impacts on Fish Communities along the West Coast of North America

    Science.gov (United States)

    Koslow, J. A.; Brodeur, R.; Duffy-Anderson, J. T.; Perry, I.; jimenez Rosenberg, S.; Aceves, G.

    2016-02-01

    Ichthyoplankton time series available from the Bering Sea, Gulf of Alaska and California Current (Oregon to Baja California) provide a potential ocean observing network to assess climate impacts on fish communities along the west coast of North America. Larval fish abundance reflects spawning stock biomass, so these data sets provide indicators of the status of a broad range of exploited and unexploited fish populations. Analyses to date have focused on individual time series, which generally exhibit significant change in relation to climate. Off California, a suite of 24 midwater fish taxa have declined > 60%, correlated with declining midwater oxygen concentrations, and overall larval fish abundance has declined 72% since 1969, a trend based on the decline of predominantly cool-water affinity taxa in response to warming ocean temperatures. Off Oregon, there were dramatic differences in community structure and abundance of larval fishes between warm and cool ocean conditions. Midwater deoxygenation and warming sea surface temperature trends are predicted to continue as a result of global climate change. US, Canadian, and Mexican fishery scientists are now collaborating in a virtual ocean observing network to synthesize available ichthyoplankton time series and compare patterns of change in relation to climate. This will provide regional indicators of populations and groups of taxa sensitive to warming, deoxygenation and potentially other stressors, establish the relevant scales of coherence among sub-regions and across Large Marine Ecosystems, and provide the basis for predicting future climate change impacts on these ecosystems.

  16. Trend analysis using non-stationary time series clustering based on the finite element method

    OpenAIRE

    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 ...

  17. Long Series of GNSS Integrated Precipitable Water as a Climate Change Indicator

    Directory of Open Access Journals (Sweden)

    Kruczyk Michał

    2015-12-01

    Full Text Available This paper investigates information potential contained in tropospheric delay product for selected International GNSS Service (IGS stations in climatologic research. Long time series of daily averaged Integrated Precipitable Water (IPW can serve as climate indicator. The seasonal model of IPW change has been adjusted to the multi-year series (by the least square method. Author applied two modes: sinusoidal and composite (two or more oscillations. Even simple sinusoidal seasonal model (of daily IPW values series clearly represents diversity of world climates. Residuals in periods from 10 up to 17 years are searched for some long-term IPW trend – self-evident climate change indicator. Results are ambiguous: for some stations or periods IPW trends are quite clear, the following years (or the other station not visible. Method of fitting linear trend to IPW series does not influence considerably the value of linear trend. The results are mostly influenced by series length, completeness and data (e.g. meteorological quality. The longer and more homogenous IPW series, the better chance to estimate the magnitude of climatologic IPW changes.

  18. The Timeseries Toolbox - A Web Application to Enable Accessible, Reproducible Time Series Analysis

    Science.gov (United States)

    Veatch, W.; Friedman, D.; Baker, B.; Mueller, C.

    2017-12-01

    The vast majority of data analyzed by climate researchers are repeated observations of physical process or time series data. This data lends itself of a common set of statistical techniques and models designed to determine trends and variability (e.g., seasonality) of these repeated observations. Often, these same techniques and models can be applied to a wide variety of different time series data. The Timeseries Toolbox is a web application designed to standardize and streamline these common approaches to time series analysis and modeling with particular attention to hydrologic time series used in climate preparedness and resilience planning and design by the U. S. Army Corps of Engineers. The application performs much of the pre-processing of time series data necessary for more complex techniques (e.g. interpolation, aggregation). With this tool, users can upload any dataset that conforms to a standard template and immediately begin applying these techniques to analyze their time series data.

  19. It's time for a crisper image of the Face of the Earth: Landsat and climate time series for massive land cover & climate change mapping at detailed resolution.

    Science.gov (United States)

    Pons, Xavier; Miquel, Ninyerola; Oscar, González-Guerrero; Cristina, Cea; Pere, Serra; Alaitz, Zabala; Lluís, Pesquer; Ivette, Serral; Joan, Masó; Cristina, Domingo; Maria, Serra Josep; Jordi, Cristóbal; Chris, Hain; Martha, Anderson; Juanjo, Vidal

    2014-05-01

    Combining climate dynamics and land cover at a relative coarse resolution allows a very interesting approach to global studies, because in many cases these studies are based on a quite high temporal resolution, but they may be limited in large areas like the Mediterranean. However, the current availability of long time series of Landsat imagery and spatially detailed surface climate models allow thinking on global databases improving the results of mapping in areas with a complex history of landscape dynamics, characterized by fragmentation, or areas where relief creates intricate climate patterns that can be hardly monitored or modeled at coarse spatial resolutions. DinaCliVe (supported by the Spanish Government and ERDF, and by the Catalan Government, under grants CGL2012-33927 and SGR2009-1511) is the name of the project that aims analyzing land cover and land use dynamics as well as vegetation stress, with a particular emphasis on droughts, and the role that climate variation may have had in such phenomena. To meet this objective is proposed to design a massive database from long time series of Landsat land cover products (grouped in quinquennia) and monthly climate records (in situ climate data) for the Iberian Peninsula (582,000 km2). The whole area encompasses 47 Landsat WRS2 scenes (Landsat 4 to 8 missions, from path 197 to 202 and from rows 30 to 34), and 52 Landsat WRS1 scenes (for the previous Landsat missions, 212 to 221 and 30 to 34). Therefore, a mean of 49.5 Landsat scenes, 8 quinquennia per scene and a about 6 dates per quinquennium , from 1975 to present, produces around 2376 sets resulting in 30 m x 30 m spatial resolution maps. Each set is composed by highly coherent geometric and radiometric multispectral and multitemporal (to account for phenology) imagery as well as vegetation and wetness indexes, and several derived topographic information (about 10 Tbyte of data). Furthermore, on the basis on a previous work: the Digital Climatic Atlas of

  20. Analysis of rainfall and temperature time series to detect long-term ...

    Indian Academy of Sciences (India)

    67

    ABSTRACT. Arid and semiarid environments have been identified with locations prone to impacts of climate variability and change. Investigating long term trends is one way of tracing climate change impacts. This study investigates variability through annual and seasonal meteorological time series. Possible ...

  1. Changes in time series of some climate elements in Estonia in early spring

    International Nuclear Information System (INIS)

    Russak, Viivi

    1999-01-01

    Systematic changes in some climate elements have become evident in Estonia during the latest decades; the greatest changes have been observed in March. Two possible causes may have led to the observed warming: changes in general atmospheric circulation and in radiation budget. Due to small solar evaluation and shortness of day the role of solar radiation in air temperature formation is not considerable in March. The absence of any significant trend in the time series of net long wave radiation in March seems to be caused by simultaneous and opposite influence of changes in downward and upward infrared radiation fluxes on temperature conditions near ground. In other seasons a significant increase in greenhouse effect has been established. Therefore, the changes in general atmospheric circulation should be considered the main reason of warming, while the role of solar radiation and greenhouse effect is not considerable in March

  2. Multi-scale approach to Euro-Atlantic climatic cycles based on phenological time series, air temperatures and circulation indexes.

    Science.gov (United States)

    Mariani, Luigi; Zavatti, Franco

    2017-09-01

    The spectral periods in North Atlantic Oscillation (NAO), Atlantic Multidecadal Oscillation (AMO) and El Nino Southern Oscillation (ENSO) were analyzed and has been verified how they imprint a time series of European temperature anomalies (ETA), two European temperature time series and some phenological series (dates of cherry flowering and grapevine harvest). Such work had as reference scenario the linear causal chain MCTP (Macroscale Circulation→Temperature→Phenology of crops) that links oceanic and atmospheric circulation to surface air temperature which in its turn determines the earliness of appearance of phenological phases of plants. Results show that in the three segments of the MCTP causal chain are present cycles with the following central period in years (the % of the 12 analyzed time series interested by these cycles are in brackets): 65 (58%), 24 (58%), 20.5 (58%), 13.5 (50%), 11.5 (58%), 7.7 (75%), 5.5 (58%), 4.1 (58%), 3 (50%), 2.4 (67%). A comparison with short term spectral peaks of the four El Niño regions (nino1+2, nino3, nino3.4 and nino4) show that 10 of the 12 series are imprinted by periods around 2.3-2.4yr while 50-58% of the series are imprinted by El Niño periods of 4-4.2, 3.8-3.9, 3-3.1years. The analysis highlights the links among physical and biological variables of the climate system at scales that range from macro to microscale whose knowledge is crucial to reach a suitable understanding of the ecosystem behavior. The spectral analysis was also applied to a time series of spring - summer precipitation in order to evaluate the presence of peaks common with other 12 selected series with result substantially negative which brings us to rule out the existence of a linear causal chain MCPP (Macroscale Circulation→Precipitation→Phenology). Copyright © 2017 Elsevier B.V. All rights reserved.

  3. Return periods of losses associated with European windstorm series in a changing climate

    International Nuclear Information System (INIS)

    Karremann, Melanie K; Pinto, Joaquim G; Reyers, Mark; Klawa, Matthias

    2014-01-01

    Possible future changes of clustering and return periods (RPs) of European storm series with high potential losses are quantified. Historical storm series are identified using 40 winters of reanalysis. Time series of top events (1, 2 or 5 year return levels (RLs)) are used to assess RPs of storm series both empirically and theoretically. Additionally, 800 winters of general circulation model simulations for present (1960–2000) and future (2060–2100) climate conditions are investigated. Clustering is identified for most countries, and estimated RPs are similar for reanalysis and present day simulations. Future changes of RPs are estimated for fixed RLs and fixed loss index thresholds. For the former, shorter RPs are found for Western Europe, but changes are small and spatially heterogeneous. For the latter, which combines the effects of clustering and event ranking shifts, shorter RPs are found everywhere except for Mediterranean countries. These changes are generally not statistically significant between recent and future climate. However, the RPs for the fixed loss index approach are mostly beyond the range of pre-industrial natural climate variability. This is not true for fixed RLs. The quantification of losses associated with storm series permits a more adequate windstorm risk assessment in a changing climate. (letter)

  4. Forecasting daily meteorological time series using ARIMA and regression models

    Science.gov (United States)

    Murat, Małgorzata; Malinowska, Iwona; Gos, Magdalena; Krzyszczak, Jaromir

    2018-04-01

    The daily air temperature and precipitation time series recorded between January 1, 1980 and December 31, 2010 in four European sites (Jokioinen, Dikopshof, Lleida and Lublin) from different climatic zones were modeled and forecasted. In our forecasting we used the methods of the Box-Jenkins and Holt- Winters seasonal auto regressive integrated moving-average, the autoregressive integrated moving-average with external regressors in the form of Fourier terms and the time series regression, including trend and seasonality components methodology with R software. It was demonstrated that obtained models are able to capture the dynamics of the time series data and to produce sensible forecasts.

  5. Complexity analysis of the turbulent environmental fluid flow time series

    Science.gov (United States)

    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.

  6. Trend Estimation and Regression Analysis in Climatological Time Series: An Application of Structural Time Series Models and the Kalman Filter.

    Science.gov (United States)

    Visser, H.; Molenaar, J.

    1995-05-01

    The detection of trends in climatological data has become central to the discussion on climate change due to the enhanced greenhouse effect. To prove detection, a method is needed (i) to make inferences on significant rises or declines in trends, (ii) to take into account natural variability in climate series, and (iii) to compare output from GCMs with the trends in observed climate data. To meet these requirements, flexible mathematical tools are needed. A structural time series model is proposed with which a stochastic trend, a deterministic trend, and regression coefficients can be estimated simultaneously. The stochastic trend component is described using the class of ARIMA models. The regression component is assumed to be linear. However, the regression coefficients corresponding with the explanatory variables may be time dependent to validate this assumption. The mathematical technique used to estimate this trend-regression model is the Kaiman filter. The main features of the filter are discussed.Examples of trend estimation are given using annual mean temperatures at a single station in the Netherlands (1706-1990) and annual mean temperatures at Northern Hemisphere land stations (1851-1990). The inclusion of explanatory variables is shown by regressing the latter temperature series on four variables: Southern Oscillation index (SOI), volcanic dust index (VDI), sunspot numbers (SSN), and a simulated temperature signal, induced by increasing greenhouse gases (GHG). In all analyses, the influence of SSN on global temperatures is found to be negligible. The correlations between temperatures and SOI and VDI appear to be negative. For SOI, this correlation is significant, but for VDI it is not, probably because of a lack of volcanic eruptions during the sample period. The relation between temperatures and GHG is positive, which is in agreement with the hypothesis of a warming climate because of increasing levels of greenhouse gases. The prediction performance of

  7. Time series analysis and its applications with R examples

    CERN Document Server

    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...

  8. Bringing a Global Issue Closer to Home: The OSU Climate Change Webinar Series

    Science.gov (United States)

    Jentes Banicki, J.; Dierkes, C.

    2012-12-01

    to share climate research and response projects with a diverse group of individuals. For webinar attendees, real-time and recorded webinars provide access to current research data and the ability to interact with like-minded colleagues working to mitigate and adapt to regional impacts of climate change. This presentation will provide an overview of this ongoing project, as well as the available online climate resources and webinar survey results from the series.

  9. Handbook of Time Series Analysis Recent Theoretical Developments and Applications

    CERN Document Server

    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

  10. Interview series focuses on IDRC-funded research on climate ...

    International Development Research Centre (IDRC) Digital Library (Canada)

    In Conversation is a series of interviews and videos of research partners working on climate change adaptation projects in Africa, Asia, and Latin America and the Caribbean, funded through IDRC's Climate Change and Water program.

  11. Analysis of forecasting malaria case with climatic factors as predictor in Mandailing Natal Regency: a time series study

    Science.gov (United States)

    Aulia, D.; Ayu, S. F.; Matondang, A.

    2018-01-01

    Malaria is the most contagious global concern. As a public health problem with outbreaks, affect the quality of life and economy, also could lead to death. Therefore, this research is to forecast malaria cases with climatic factors as predictors in Mandailing Natal Regency. The total number of positive malaria cases on January 2008 to December 2016 were taken from health department of Mandailing Natal Regency. Climates data such as rainfall, humidity, and temperature were taken from Center of Statistic Department of Mandailing Natal Regency. E-views ver. 9 is used to analyze this study. Autoregressive integrated average, ARIMA (0,1,1) (1,0,0)12 is the best model to explain the 67,2% variability data in time series study. Rainfall (P value = 0.0005), temperature (P value = 0,0029) and humidity (P value = 0.0001) are significant predictors for malaria transmission. Seasonal adjusted factor (SAF) in November and March shows peak for malaria cases.

  12. Applying ARIMA model for annual volume time series of the Magdalena River

    OpenAIRE

    Gloria Amaris; Humberto Ávila; Thomas Guerrero

    2017-01-01

    Context: Climate change effects, human interventions, and river characteristics are factors that increase the risk on the population and the water resources. However, negative impacts such as flooding, and river droughts may be previously identified using appropriate numerical tools. Objectives: The annual volume (Millions of m3/year) time series of the Magdalena River was analyzed by an ARIMA model, using the historical time series of the Calamar station (Instituto de Hidrología, Meteoro...

  13. Measurements of spatial population synchrony: influence of time series transformations.

    Science.gov (United States)

    Chevalier, Mathieu; Laffaille, Pascal; Ferdy, Jean-Baptiste; Grenouillet, Gaël

    2015-09-01

    Two mechanisms have been proposed to explain spatial population synchrony: dispersal among populations, and the spatial correlation of density-independent factors (the "Moran effect"). To identify which of these two mechanisms is driving spatial population synchrony, time series transformations (TSTs) of abundance data have been used to remove the signature of one mechanism, and highlight the effect of the other. However, several issues with TSTs remain, and to date no consensus has emerged about how population time series should be handled in synchrony studies. Here, by using 3131 time series involving 34 fish species found in French rivers, we computed several metrics commonly used in synchrony studies to determine whether a large-scale climatic factor (temperature) influenced fish population dynamics at the regional scale, and to test the effect of three commonly used TSTs (detrending, prewhitening and a combination of both) on these metrics. We also tested whether the influence of TSTs on time series and population synchrony levels was related to the features of the time series using both empirical and simulated time series. For several species, and regardless of the TST used, we evidenced a Moran effect on freshwater fish populations. However, these results were globally biased downward by TSTs which reduced our ability to detect significant signals. Depending on the species and the features of the time series, we found that TSTs could lead to contradictory results, regardless of the metric considered. Finally, we suggest guidelines on how population time series should be processed in synchrony studies.

  14. Drought Forecasting Using Adaptive Neuro-Fuzzy Inference Systems (ANFIS, Drought Time Series and Climate Indices For Next Coming Year, (Case Study: Zahedan

    Directory of Open Access Journals (Sweden)

    Hossein Hosseinpour Niknam

    2012-07-01

    Full Text Available In this research in order to forecast drought for the next coming year in Zahedan, using previous Standardized Precipitation Index (SPI data and 19 other climate indices were used.  For this purpose Adaptive Neuro-Fuzzy Inference System (ANFIS was applied to build the predicting model and SPI drought index for drought quantity.  At first calculating correlation approach for analysis between droughts and climate indices was used and the most suitable indices were selected. In the next stage drought prediction for period of 12 months was done. Different combinations among input variables in ANFIS models were entered. SPI drought index was the output of the model.  The results showed that just using time series like the previous year drought SPI index in forecasting the 12 month drought was effective. However among all climate indices that were used, Nino4 showed the most suitable results.

  15. GPS Position Time Series @ JPL

    Science.gov (United States)

    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

  16. Time series analysis time series analysis methods and applications

    CERN Document Server

    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...

  17. Effects of dating errors on nonparametric trend analyses of speleothem time series

    Directory of Open Access Journals (Sweden)

    M. Mudelsee

    2012-10-01

    Full Text Available A fundamental problem in paleoclimatology is to take fully into account the various error sources when examining proxy records with quantitative methods of statistical time series analysis. Records from dated climate archives such as speleothems add extra uncertainty from the age determination to the other sources that consist in measurement and proxy errors. This paper examines three stalagmite time series of oxygen isotopic composition (δ18O from two caves in western Germany, the series AH-1 from the Atta Cave and the series Bu1 and Bu4 from the Bunker Cave. These records carry regional information about past changes in winter precipitation and temperature. U/Th and radiocarbon dating reveals that they cover the later part of the Holocene, the past 8.6 thousand years (ka. We analyse centennial- to millennial-scale climate trends by means of nonparametric Gasser–Müller kernel regression. Error bands around fitted trend curves are determined by combining (1 block bootstrap resampling to preserve noise properties (shape, autocorrelation of the δ18O residuals and (2 timescale simulations (models StalAge and iscam. The timescale error influences on centennial- to millennial-scale trend estimation are not excessively large. We find a "mid-Holocene climate double-swing", from warm to cold to warm winter conditions (6.5 ka to 6.0 ka to 5.1 ka, with warm–cold amplitudes of around 0.5‰ δ18O; this finding is documented by all three records with high confidence. We also quantify the Medieval Warm Period (MWP, the Little Ice Age (LIA and the current warmth. Our analyses cannot unequivocally support the conclusion that current regional winter climate is warmer than that during the MWP.

  18. Highly comparative time-series analysis: the empirical structure of time series and their methods.

    Science.gov (United States)

    Fulcher, Ben D; Little, Max A; Jones, Nick S

    2013-06-06

    The process of collecting and organizing sets of observations represents a common theme throughout the history of science. However, despite the ubiquity of scientists measuring, recording and analysing the dynamics of different processes, an extensive organization of scientific time-series data and analysis methods has never been performed. Addressing this, annotated collections of over 35 000 real-world and model-generated time series, and over 9000 time-series analysis algorithms are analysed in this work. We introduce reduced representations of both time series, in terms of their properties measured by diverse scientific methods, and of time-series analysis methods, in terms of their behaviour on empirical time series, and use them to organize these interdisciplinary resources. This new approach to comparing across diverse scientific data and methods allows us to organize time-series datasets automatically according to their properties, retrieve alternatives to particular analysis methods developed in other scientific disciplines and automate the selection of useful methods for time-series classification and regression tasks. The broad scientific utility of these tools is demonstrated on datasets of electroencephalograms, self-affine time series, heartbeat intervals, speech signals and others, in each case contributing novel analysis techniques to the existing literature. Highly comparative techniques that compare across an interdisciplinary literature can thus be used to guide more focused research in time-series analysis for applications across the scientific disciplines.

  19. Climatic factors and community - associated methicillin-resistant Staphylococcus aureus skin and soft-tissue infections - a time-series analysis study.

    Science.gov (United States)

    Sahoo, Krushna Chandra; Sahoo, Soumyakanta; Marrone, Gaetano; Pathak, Ashish; Lundborg, Cecilia Stålsby; Tamhankar, Ashok J

    2014-08-29

    Skin and soft tissue infections caused by Staphylococcus aureus (SA-SSTIs) including methicillin-resistant Staphylococcus aureus (MRSA) have experienced a significant surge all over the world. Changing climatic factors are affecting the global burden of dermatological infections and there is a lack of information on the association between climatic factors and MRSA infections. Therefore, association of temperature and relative humidity (RH) with occurrence of SA-SSTIs (n = 387) and also MRSA (n = 251) was monitored for 18 months in the outpatient clinic at a tertiary care hospital located in Bhubaneswar, Odisha, India. The Kirby-Bauer disk diffusion method was used for antibiotic susceptibility testing. Time-series analysis was used to investigate the potential association of climatic factors (weekly averages of maximum temperature, minimum temperature and RH) with weekly incidence of SA-SSTIs and MRSA infections. The analysis showed that a combination of weekly average maximum temperature above 33 °C coinciding with weekly average RH ranging between 55% and 78%, is most favorable for the occurrence of SA-SSTIs and MRSA and within these parameters, each unit increase in occurrence of MRSA was associated with increase in weekly average maximum temperature of 1.7 °C (p = 0.044) and weekly average RH increase of 10% (p = 0.097).

  20. Use of a Principal Components Analysis for the Generation of Daily Time Series.

    Science.gov (United States)

    Dreveton, Christine; Guillou, Yann

    2004-07-01

    A new approach for generating daily time series is considered in response to the weather-derivatives market. This approach consists of performing a principal components analysis to create independent variables, the values of which are then generated separately with a random process. Weather derivatives are financial or insurance products that give companies the opportunity to cover themselves against adverse climate conditions. The aim of a generator is to provide a wider range of feasible situations to be used in an assessment of risk. Generation of a temperature time series is required by insurers or bankers for pricing weather options. The provision of conditional probabilities and a good representation of the interannual variance are the main challenges of a generator when used for weather derivatives. The generator was developed according to this new approach using a principal components analysis and was applied to the daily average temperature time series of the Paris-Montsouris station in France. The observed dataset was homogenized and the trend was removed to represent correctly the present climate. The results obtained with the generator show that it represents correctly the interannual variance of the observed climate; this is the main result of the work, because one of the main discrepancies of other generators is their inability to represent accurately the observed interannual climate variance—this discrepancy is not acceptable for an application to weather derivatives. The generator was also tested to calculate conditional probabilities: for example, the knowledge of the aggregated value of heating degree-days in the middle of the heating season allows one to estimate the probability if reaching a threshold at the end of the heating season. This represents the main application of a climate generator for use with weather derivatives.

  1. Similarity estimators for irregular and age uncertain time series

    Science.gov (United States)

    Rehfeld, K.; Kurths, J.

    2013-09-01

    Paleoclimate time series are often irregularly sampled and age uncertain, which is an important technical challenge to overcome for successful reconstruction of past climate variability and dynamics. Visual comparison and interpolation-based linear correlation approaches have been used to infer dependencies from such proxy time series. While the first is subjective, not measurable and not suitable for the comparison of many datasets at a time, the latter introduces interpolation bias, and both face difficulties if the underlying dependencies are nonlinear. In this paper we investigate similarity estimators that could be suitable for the quantitative investigation of dependencies in irregular and age uncertain time series. We compare the Gaussian-kernel based cross correlation (gXCF, Rehfeld et al., 2011) and mutual information (gMI, Rehfeld et al., 2013) against their interpolation-based counterparts and the new event synchronization function (ESF). We test the efficiency of the methods in estimating coupling strength and coupling lag numerically, using ensembles of synthetic stalagmites with short, autocorrelated, linear and nonlinearly coupled proxy time series, and in the application to real stalagmite time series. In the linear test case coupling strength increases are identified consistently for all estimators, while in the nonlinear test case the correlation-based approaches fail. The lag at which the time series are coupled is identified correctly as the maximum of the similarity functions in around 60-55% (in the linear case) to 53-42% (for the nonlinear processes) of the cases when the dating of the synthetic stalagmite is perfectly precise. If the age uncertainty increases beyond 5% of the time series length, however, the true coupling lag is not identified more often than the others for which the similarity function was estimated. Age uncertainty contributes up to half of the uncertainty in the similarity estimation process. Time series irregularity

  2. Similarity estimators for irregular and age-uncertain time series

    Science.gov (United States)

    Rehfeld, K.; Kurths, J.

    2014-01-01

    Paleoclimate time series are often irregularly sampled and age uncertain, which is an important technical challenge to overcome for successful reconstruction of past climate variability and dynamics. Visual comparison and interpolation-based linear correlation approaches have been used to infer dependencies from such proxy time series. While the first is subjective, not measurable and not suitable for the comparison of many data sets at a time, the latter introduces interpolation bias, and both face difficulties if the underlying dependencies are nonlinear. In this paper we investigate similarity estimators that could be suitable for the quantitative investigation of dependencies in irregular and age-uncertain time series. We compare the Gaussian-kernel-based cross-correlation (gXCF, Rehfeld et al., 2011) and mutual information (gMI, Rehfeld et al., 2013) against their interpolation-based counterparts and the new event synchronization function (ESF). We test the efficiency of the methods in estimating coupling strength and coupling lag numerically, using ensembles of synthetic stalagmites with short, autocorrelated, linear and nonlinearly coupled proxy time series, and in the application to real stalagmite time series. In the linear test case, coupling strength increases are identified consistently for all estimators, while in the nonlinear test case the correlation-based approaches fail. The lag at which the time series are coupled is identified correctly as the maximum of the similarity functions in around 60-55% (in the linear case) to 53-42% (for the nonlinear processes) of the cases when the dating of the synthetic stalagmite is perfectly precise. If the age uncertainty increases beyond 5% of the time series length, however, the true coupling lag is not identified more often than the others for which the similarity function was estimated. Age uncertainty contributes up to half of the uncertainty in the similarity estimation process. Time series irregularity

  3. Introduction to Time Series Modeling

    CERN Document Server

    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

  4. Forecasting non-stationary diarrhea, acute respiratory infection, and malaria time-series in Niono, Mali.

    Science.gov (United States)

    Medina, Daniel C; Findley, Sally E; Guindo, Boubacar; Doumbia, Seydou

    2007-11-21

    Much of the developing world, particularly sub-Saharan Africa, exhibits high levels of morbidity and mortality associated with diarrhea, acute respiratory infection, and malaria. With the increasing awareness that the aforementioned infectious diseases impose an enormous burden on developing countries, public health programs therein could benefit from parsimonious general-purpose forecasting methods to enhance infectious disease intervention. Unfortunately, these disease time-series often i) suffer from non-stationarity; ii) exhibit large inter-annual plus seasonal fluctuations; and, iii) require disease-specific tailoring of forecasting methods. In this longitudinal retrospective (01/1996-06/2004) investigation, diarrhea, acute respiratory infection of the lower tract, and malaria consultation time-series are fitted with a general-purpose econometric method, namely the multiplicative Holt-Winters, to produce contemporaneous on-line forecasts for the district of Niono, Mali. This method accommodates seasonal, as well as inter-annual, fluctuations and produces reasonably accurate median 2- and 3-month horizon forecasts for these non-stationary time-series, i.e., 92% of the 24 time-series forecasts generated (2 forecast horizons, 3 diseases, and 4 age categories = 24 time-series forecasts) have mean absolute percentage errors circa 25%. The multiplicative Holt-Winters forecasting method: i) performs well across diseases with dramatically distinct transmission modes and hence it is a strong general-purpose forecasting method candidate for non-stationary epidemiological time-series; ii) obliquely captures prior non-linear interactions between climate and the aforementioned disease dynamics thus, obviating the need for more complex disease-specific climate-based parametric forecasting methods in the district of Niono; furthermore, iii) readily decomposes time-series into seasonal components thereby potentially assisting with programming of public health interventions

  5. HOMPRA Europe - A gridded precipitation data set from European homogenized time series

    Science.gov (United States)

    Rustemeier, Elke; Kapala, Alice; Meyer-Christoffer, Anja; Finger, Peter; Schneider, Udo; Venema, Victor; Ziese, Markus; Simmer, Clemens; Becker, Andreas

    2017-04-01

    Reliable monitoring data are essential for robust analyses of climate variability and, in particular, long-term trends. In this regard, a gridded, homogenized data set of monthly precipitation totals - HOMPRA Europe (HOMogenized PRecipitation Analysis of European in-situ data)- is presented. The data base consists of 5373 homogenized monthly time series, a carefully selected subset held by the Global Precipitation Climatology Centre (GPCC). The chosen series cover the period 1951-2005 and contain less than 10% missing values. Due to the large number of data, an automatic algorithm had to be developed for the homogenization of these precipitation series. In principal, the algorithm is based on three steps: * Selection of overlapping station networks in the same precipitation regime, based on rank correlation and Ward's method of minimal variance. Since the underlying time series should be as homogeneous as possible, the station selection is carried out by deterministic first derivation in order to reduce artificial influences. * The natural variability and trends were temporally removed by means of highly correlated neighboring time series to detect artificial break-points in the annual totals. This ensures that only artificial changes can be detected. The method is based on the algorithm of Caussinus and Mestre (2004). * In the last step, the detected breaks are corrected monthly by means of a multiple linear regression (Mestre, 2003). Due to the automation of the homogenization, the validation of the algorithm is essential. Therefore, the method was tested on artificial data sets. Additionally the sensitivity of the method was tested by varying the neighborhood series. If available in digitized form, the station history was also used to search for systematic errors in the jump detection. Finally, the actual HOMPRA Europe product is produced by interpolation of the homogenized series onto a 1° grid using one of the interpolation schems operationally at GPCC

  6. A Time Series of Mean Global Sea Surface Temperature from the Along-Track Scanning Radiometers

    Science.gov (United States)

    Veal, Karen L.; Corlett, Gary; Remedios, John; Llewellyn-Jones, David

    2010-12-01

    A climate data set requires a long time series of consistently processed data with suitably long periods of overlap of different instruments which allows characterization of any inter-instrument biases. The data obtained from ESA's three Along-Track Scanning Radiometers (ATSRs) together comprise an 18 year record of SST with overlap periods of at least 6 months. The data from all three ATSRs has been consistently processed. These factors together with the stability of the instruments and the precision of the derived SST makes this data set eminently suitable for the construction of a time series of SST that complies with many of the GCOS requirements for a climate data set. A time series of global and regional average SST anomalies has been constructed from the ATSR version 2 data set. An analysis of the overlap periods of successive instruments was used to remove intra-series biases and align the series to a common reference. An ATSR climatology has been developed and has been used to calculate the SST anomalies. The ATSR-1 time series and the AATSR time series have been aligned to ATSR-2. The largest adjustment is ~0.2 K between ATSR-2 and AATSR which is suspected to be due to a shift of the 12 μm filter function for AATSR. An uncertainty of 0.06 K is assigned to the relative anomaly record that is derived from the dual three-channel night-time data. A relative uncertainty of 0.07 K is assigned to the dual night-time two-channel record, except in the ATSR-1 period (1994-1996) where it is larger.

  7. The International Satellite Cloud Climatology Project H-Series climate data record product

    Science.gov (United States)

    Young, Alisa H.; Knapp, Kenneth R.; Inamdar, Anand; Hankins, William; Rossow, William B.

    2018-03-01

    This paper describes the new global long-term International Satellite Cloud Climatology Project (ISCCP) H-series climate data record (CDR). The H-series data contain a suite of level 2 and 3 products for monitoring the distribution and variation of cloud and surface properties to better understand the effects of clouds on climate, the radiation budget, and the global hydrologic cycle. This product is currently available for public use and is derived from both geostationary and polar-orbiting satellite imaging radiometers with common visible and infrared (IR) channels. The H-series data currently span July 1983 to December 2009 with plans for continued production to extend the record to the present with regular updates. The H-series data are the longest combined geostationary and polar orbiter satellite-based CDR of cloud properties. Access to the data is provided in network common data form (netCDF) and archived by NOAA's National Centers for Environmental Information (NCEI) under the satellite Climate Data Record Program (https://doi.org/10.7289/V5QZ281S" target="_blank">https://doi.org/10.7289/V5QZ281S). The basic characteristics, history, and evolution of the dataset are presented herein with particular emphasis on and discussion of product changes between the H-series and the widely used predecessor D-series product which also spans from July 1983 through December 2009. Key refinements included in the ISCCP H-series CDR are based on improved quality control measures, modified ancillary inputs, higher spatial resolution input and output products, calibration refinements, and updated documentation and metadata to bring the H-series product into compliance with existing standards for climate data records.

  8. Event-based stochastic point rainfall resampling for statistical replication and climate projection of historical rainfall series

    DEFF Research Database (Denmark)

    Thorndahl, Søren; Korup Andersen, Aske; Larsen, Anders Badsberg

    2017-01-01

    Continuous and long rainfall series are a necessity in rural and urban hydrology for analysis and design purposes. Local historical point rainfall series often cover several decades, which makes it possible to estimate rainfall means at different timescales, and to assess return periods of extreme...... includes climate changes projected to a specific future period. This paper presents a framework for resampling of historical point rainfall series in order to generate synthetic rainfall series, which has the same statistical properties as an original series. Using a number of key target predictions...... for the future climate, such as winter and summer precipitation, and representation of extreme events, the resampled historical series are projected to represent rainfall properties in a future climate. Climate-projected rainfall series are simulated by brute force randomization of model parameters, which leads...

  9. International Work-Conference on Time Series

    CERN Document Server

    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...

  10. Climate Forcing Datasets for Agricultural Modeling: Merged Products for Gap-Filling and Historical Climate Series Estimation

    Science.gov (United States)

    Ruane, Alex C.; Goldberg, Richard; Chryssanthacopoulos, James

    2014-01-01

    The AgMERRA and AgCFSR climate forcing datasets provide daily, high-resolution, continuous, meteorological series over the 1980-2010 period designed for applications examining the agricultural impacts of climate variability and climate change. These datasets combine daily resolution data from retrospective analyses (the Modern-Era Retrospective Analysis for Research and Applications, MERRA, and the Climate Forecast System Reanalysis, CFSR) with in situ and remotely-sensed observational datasets for temperature, precipitation, and solar radiation, leading to substantial reductions in bias in comparison to a network of 2324 agricultural-region stations from the Hadley Integrated Surface Dataset (HadISD). Results compare favorably against the original reanalyses as well as the leading climate forcing datasets (Princeton, WFD, WFD-EI, and GRASP), and AgMERRA distinguishes itself with substantially improved representation of daily precipitation distributions and extreme events owing to its use of the MERRA-Land dataset. These datasets also peg relative humidity to the maximum temperature time of day, allowing for more accurate representation of the diurnal cycle of near-surface moisture in agricultural models. AgMERRA and AgCFSR enable a number of ongoing investigations in the Agricultural Model Intercomparison and Improvement Project (AgMIP) and related research networks, and may be used to fill gaps in historical observations as well as a basis for the generation of future climate scenarios.

  11. Inhomogeneities detection in annual precipitation time series in Portugal using direct sequential simulation

    Science.gov (United States)

    Caineta, Júlio; Ribeiro, Sara; Costa, Ana Cristina; Henriques, Roberto; Soares, Amílcar

    2014-05-01

    Climate data homogenisation is of major importance in monitoring climate change, the validation of weather forecasting, general circulation and regional atmospheric models, modelling of erosion, drought monitoring, among other studies of hydrological and environmental impacts. This happens because non-climate factors can cause time series discontinuities which may hide the true climatic signal and patterns, thus potentially bias the conclusions of those studies. In the last two decades, many methods have been developed to identify and remove these inhomogeneities. One of those is based on geostatistical simulation (DSS - direct sequential simulation), where local probability density functions (pdf) are calculated at candidate monitoring stations, using spatial and temporal neighbouring observations, and then are used for detection of inhomogeneities. This approach has been previously applied to detect inhomogeneities in four precipitation series (wet day count) from a network with 66 monitoring stations located in the southern region of Portugal (1980-2001). This study revealed promising results and the potential advantages of geostatistical techniques for inhomogeneities detection in climate time series. This work extends the case study presented before and investigates the application of the geostatistical stochastic approach to ten precipitation series that were previously classified as inhomogeneous by one of six absolute homogeneity tests (Mann-Kendall test, Wald-Wolfowitz runs test, Von Neumann ratio test, Standard normal homogeneity test (SNHT) for a single break, Pettit test, and Buishand range test). Moreover, a sensibility analysis is implemented to investigate the number of simulated realisations that should be used to accurately infer the local pdfs. Accordingly, the number of simulations per iteration is increased from 50 to 500, which resulted in a more representative local pdf. A set of default and recommended settings is provided, which will help

  12. ALBEDO PATTERN RECOGNITION AND TIME-SERIES ANALYSES IN MALAYSIA

    Directory of Open Access Journals (Sweden)

    S. A. Salleh

    2012-07-01

    Full Text Available Pattern recognition and time-series analyses will enable one to evaluate and generate predictions of specific phenomena. The albedo pattern and time-series analyses are very much useful especially in relation to climate condition monitoring. This study is conducted to seek for Malaysia albedo pattern changes. The pattern recognition and changes will be useful for variety of environmental and climate monitoring researches such as carbon budgeting and aerosol mapping. The 10 years (2000–2009 MODIS satellite images were used for the analyses and interpretation. These images were being processed using ERDAS Imagine remote sensing software, ArcGIS 9.3, the 6S code for atmospherical calibration and several MODIS tools (MRT, HDF2GIS, Albedo tools. There are several methods for time-series analyses were explored, this paper demonstrates trends and seasonal time-series analyses using converted HDF format MODIS MCD43A3 albedo land product. The results revealed significance changes of albedo percentages over the past 10 years and the pattern with regards to Malaysia's nebulosity index (NI and aerosol optical depth (AOD. There is noticeable trend can be identified with regards to its maximum and minimum value of the albedo. The rise and fall of the line graph show a similar trend with regards to its daily observation. The different can be identified in term of the value or percentage of rises and falls of albedo. Thus, it can be concludes that the temporal behavior of land surface albedo in Malaysia have a uniform behaviours and effects with regards to the local monsoons. However, although the average albedo shows linear trend with nebulosity index, the pattern changes of albedo with respects to the nebulosity index indicates that there are external factors that implicates the albedo values, as the sky conditions and its diffusion plotted does not have uniform trend over the years, especially when the trend of 5 years interval is examined, 2000 shows high

  13. Statistical Analysis of Categorical Time Series of Atmospheric Elementary Circulation Mechanisms - Dzerdzeevski Classification for the Northern Hemisphere.

    Science.gov (United States)

    Brenčič, Mihael

    2016-01-01

    Northern hemisphere elementary circulation mechanisms, defined with the Dzerdzeevski classification and published on a daily basis from 1899-2012, are analysed with statistical methods as continuous categorical time series. Classification consists of 41 elementary circulation mechanisms (ECM), which are assigned to calendar days. Empirical marginal probabilities of each ECM were determined. Seasonality and the periodicity effect were investigated with moving dispersion filters and randomisation procedure on the ECM categories as well as with the time analyses of the ECM mode. The time series were determined as being non-stationary with strong time-dependent trends. During the investigated period, periodicity interchanges with periods when no seasonality is present. In the time series structure, the strongest division is visible at the milestone of 1986, showing that the atmospheric circulation pattern reflected in the ECM has significantly changed. This change is result of the change in the frequency of ECM categories; before 1986, the appearance of ECM was more diverse, and afterwards fewer ECMs appear. The statistical approach applied to the categorical climatic time series opens up new potential insight into climate variability and change studies that have to be performed in the future.

  14. From Networks to Time Series

    Science.gov (United States)

    Shimada, Yutaka; Ikeguchi, Tohru; Shigehara, Takaomi

    2012-10-01

    In this Letter, we propose a framework to transform a complex network to a time series. The transformation from complex networks to time series is realized by the classical multidimensional scaling. Applying the transformation method to a model proposed by Watts and Strogatz [Nature (London) 393, 440 (1998)], we show that ring lattices are transformed to periodic time series, small-world networks to noisy periodic time series, and random networks to random time series. We also show that these relationships are analytically held by using the circulant-matrix theory and the perturbation theory of linear operators. The results are generalized to several high-dimensional lattices.

  15. A robust anomaly based change detection method for time-series remote sensing images

    Science.gov (United States)

    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.

  16. A global evaluation of harmonic analysis of time series under distrinct gap conditions

    NARCIS (Netherlands)

    Zhou, J.; Hu, G.; Menenti, M.

    2013-01-01

    Reconstruction of time series of satellite image data to obtain continuous, consistent and accurate data for downstream applications is playing a crucial role in remote sensing applications such as vegetation dynamics, land cover changes, land-atmosphere interactions and climate changes. Among the

  17. Modeling 100,000-year climate fluctuations in pre-Pleistocene time series

    Science.gov (United States)

    Crowley, Thomas J.; Kim, Kwang-Yul; Mengel, John G.; Short, David A.

    1992-01-01

    A number of pre-Pleistocene climate records exhibit significant fluctuations at the 100,000-year (100-ky) eccentricity period, before the time of such fluctuations in global ice volume. The origin of these fluctuations has been obscure. Results reported here from a modeling study suggest that such a response can occur over low-altitude land areas involved in monsoon fluctuations. The twice yearly passage of the sun across the equator and the seasonal timing of perihelion interact to increase both 100-ky and 400-ky power in the modeled temperature field. The magnitude of the temperature response is sufficiently large to leave an imprint on the geologic record, and simulated fluctuations resemble those found in records of Triassic lake levels.

  18. RECONSTRUCTION OF PRECIPITATION SERIES AND ANALYSIS OF CLIMATE CHANGE OVER PAST 500 YEARS IN NORTHERN CHINA

    Institute of Scientific and Technical Information of China (English)

    RONG Yan-shu; TU Qi-pu

    2005-01-01

    It is important and necessary to get a much longer precipitation series in order to research features of drought/flood and climate change.Based on dryness and wetness grades series of 18 stations in Northern China of 533 years from 1470 to 2002, the Moving Cumulative Frequency Method (MCFM) was developed, moving average precipitation series from 1499 to 2002 were reconstructed by testing three kinds of average precipitation, and the features of climate change and dry and wet periods were researched by using reconstructed precipitation series in the present paper.The results showed that there were good relationship between the reconstructed precipitation series and the observation precipitation series since 1954 and their relative root-mean-square error were below 1.89%, that the relation between reconstructed series and the dryness and wetness grades series were nonlinear and this nonlinear relation implied that reconstructed series were reliable and could became foundation data for researching evolution of the drought and flood.Analysis of climate change upon reconstructed precipitation series revealed that although drought intensity of recent dry period from middle 1970s of 20th century until early 21st century was not the strongest in historical climate of Northern China, intensity and duration of wet period was a great deal decreasing and shortening respectively, climate evolve to aridification situation in Northern China.

  19. Identification of Extreme Events Under Climate Change Conditions Over Europe and The Northwest-atlantic Region: Spatial Patterns and Time Series Characteristics

    Science.gov (United States)

    Leckebusch, G.; Ulbrich, U.; Speth, P.

    In the context of climate change and the resulting possible impacts on socio-economic conditions for human activities it seems that due to a changed occurrence of extreme events more severe consequences have to be expected than from changes in the mean climate. These extreme events like floods, excessive heats and droughts or windstorms possess impacts on human social and economic life in different categories such as forestry, agriculture, energy use, tourism and the reinsurance business. Reinsurances are affected by nearly 70% of all insured damages over Europe in the case of wind- storms. Especially the December 1999 French windstorms caused damages about 10 billion. A new EU-founded project (MICE = Modelling the Impact of Climate Ex- tremes) will focus on these impacts caused by changed occurrences of extreme events over Europe. Based upon the output of general circulation models as well as regional climate models, investigations are carried out with regard to time series characteristics as well as the spatial patterns of extremes under climate changed conditions. After the definition of specific thresholds for climate extremes, in this talk we will focus on the results of the analysis for the different data sets (HadCM3 and CGCMII GCM's and RCM's, re-analyses, observations) with regard to windstorm events. At first the results of model outputs are validated against re-analyses and observations. Especially a comparison of the stormtrack (2.5 to 8 day bandpass filtered 500 hPa geopotential height), cyclone track, cyclone frequency and intensity is presented. Highly relevant to damages is the extreme wind near the ground level, so the 10 m wind speed will be investigated additionally. of special interest to possible impacts is the changed spatial occurrence of windspeed maxima under 2xCO2-induced climate change.

  20. Duality between Time Series and Networks

    Science.gov (United States)

    Campanharo, Andriana S. L. O.; Sirer, M. Irmak; Malmgren, R. Dean; Ramos, Fernando M.; Amaral, Luís A. Nunes.

    2011-01-01

    Studying the interaction between a system's components and the temporal evolution of the system are two common ways to uncover and characterize its internal workings. Recently, several maps from a time series to a network have been proposed with the intent of using network metrics to characterize time series. Although these maps demonstrate that different time series result in networks with distinct topological properties, it remains unclear how these topological properties relate to the original time series. Here, we propose a map from a time series to a network with an approximate inverse operation, making it possible to use network statistics to characterize time series and time series statistics to characterize networks. As a proof of concept, we generate an ensemble of time series ranging from periodic to random and confirm that application of the proposed map retains much of the information encoded in the original time series (or networks) after application of the map (or its inverse). Our results suggest that network analysis can be used to distinguish different dynamic regimes in time series and, perhaps more importantly, time series analysis can provide a powerful set of tools that augment the traditional network analysis toolkit to quantify networks in new and useful ways. PMID:21858093

  1. Extreme Drought-induced Trend Changes in MODIS EVI Time Series in Yunnan, China

    International Nuclear Information System (INIS)

    Huang, Kaicheng; Zhou, Tao; Zhao, Xiang

    2014-01-01

    Extreme climatic events triggered by global climate change are expected to increase significantly hence research into vegetation response is crucial to evaluate environmental risk. Yunnan province, locating in southwest China, experienced an extreme drought event (from autumn of 2009 to spring of 2010), with the lowest percentage rainfall anomaly and the longest non-rain days in the past 50 years. This study aimed to explore the characteristics and differences in the response to drought of four land cover types in Yunnan province, including forest, grassland, shrub, and cropland during the period 2001-2011. We used remote sensing data, MODIS-derived EVI (Enhanced Vegetation Index) to study the vegetation responses to this extreme drought event. The EVI time series were decomposed into trend, seasonal and remainder components using BFAST (Breaks For Additive Seasonal and Trend) which accounts for seasonality and enables the detection of trend changes within the time series. The preliminary results showed that: (1) BFAST proved to be capable of detecting drought-induced trend changes in EVI time series. (2) Changes in the trend component over time consisted of both gradual and abrupt changes. (3) Different spatial patterns were found for abrupt and gradual changes. (4) Cropland exhibited an abrupt change, due to its sensitivity to severe drought, while the forest seemed least affected by the extreme drought

  2. A Course in Time Series Analysis

    CERN Document Server

    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

  3. Estimation of vegetation cover resilience from satellite time series

    Directory of Open Access Journals (Sweden)

    T. Simoniello

    2008-07-01

    Full Text Available Resilience is a fundamental concept for understanding vegetation as a dynamic component of the climate system. It expresses the ability of ecosystems to tolerate disturbances and to recover their initial state. Recovery times are basic parameters of the vegetation's response to forcing and, therefore, are essential for describing realistic vegetation within dynamical models. Healthy vegetation tends to rapidly recover from shock and to persist in growth and expansion. On the contrary, climatic and anthropic stress can reduce resilience thus favouring persistent decrease in vegetation activity.

    In order to characterize resilience, we analyzed the time series 1982–2003 of 8 km GIMMS AVHRR-NDVI maps of the Italian territory. Persistence probability of negative and positive trends was estimated according to the vegetation cover class, altitude, and climate. Generally, mean recovery times from negative trends were shorter than those estimated for positive trends, as expected for vegetation of healthy status. Some signatures of inefficient resilience were found in high-level mountainous areas and in the Mediterranean sub-tropical ones. This analysis was refined by aggregating pixels according to phenology. This multitemporal clustering synthesized information on vegetation cover, climate, and orography rather well. The consequent persistence estimations confirmed and detailed hints obtained from the previous analyses. Under the same climatic regime, different vegetation resilience levels were found. In particular, within the Mediterranean sub-tropical climate, clustering was able to identify features with different persistence levels in areas that are liable to different levels of anthropic pressure. Moreover, it was capable of enhancing reduced vegetation resilience also in the southern areas under Warm Temperate sub-continental climate. The general consistency of the obtained results showed that, with the help of suited analysis

  4. Kolmogorov Space in Time Series Data

    OpenAIRE

    Kanjamapornkul, K.; Pinčák, R.

    2016-01-01

    We provide the proof that the space of time series data is a Kolmogorov space with $T_{0}$-separation axiom using the loop space of time series data. In our approach we define a cyclic coordinate of intrinsic time scale of time series data after empirical mode decomposition. A spinor field of time series data comes from the rotation of data around price and time axis by defining a new extradimension to time series data. We show that there exist hidden eight dimensions in Kolmogorov space for ...

  5. Climatic Factors and Community — Associated Methicillin-Resistant Staphylococcus aureus Skin and Soft-Tissue Infections — A Time-Series Analysis Study

    Directory of Open Access Journals (Sweden)

    Krushna Chandra Sahoo

    2014-08-01

    Full Text Available Skin and soft tissue infections caused by Staphylococcus aureus (SA-SSTIs including methicillin-resistant Staphylococcus aureus (MRSA have experienced a significant surge all over the world. Changing climatic factors are affecting the global burden of dermatological infections and there is a lack of information on the association between climatic factors and MRSA infections. Therefore, association of temperature and relative humidity (RH with occurrence of SA-SSTIs (n = 387 and also MRSA (n = 251 was monitored for 18 months in the outpatient clinic at a tertiary care hospital located in Bhubaneswar, Odisha, India. The Kirby-Bauer disk diffusion method was used for antibiotic susceptibility testing. Time-series analysis was used to investigate the potential association of climatic factors (weekly averages of maximum temperature, minimum temperature and RH with weekly incidence of SA-SSTIs and MRSA infections. The analysis showed that a combination of weekly average maximum temperature above 33 °C coinciding with weekly average RH ranging between 55% and 78%, is most favorable for the occurrence of SA-SSTIs and MRSA and within these parameters, each unit increase in occurrence of MRSA was associated with increase in weekly average maximum temperature of 1.7 °C (p = 0.044 and weekly average RH increase of 10% (p = 0.097.

  6. Multiple Indicator Stationary Time Series Models.

    Science.gov (United States)

    Sivo, Stephen A.

    2001-01-01

    Discusses the propriety and practical advantages of specifying multivariate time series models in the context of structural equation modeling for time series and longitudinal panel data. For time series data, the multiple indicator model specification improves on classical time series analysis. For panel data, the multiple indicator model…

  7. Time Series Momentum

    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...

  8. International Work-Conference on Time Series

    CERN Document Server

    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.

  9. Multivariate stochastic analysis for Monthly hydrological time series at Cuyahoga River Basin

    Science.gov (United States)

    zhang, L.

    2011-12-01

    Copula has become a very powerful statistic and stochastic methodology in case of the multivariate analysis in Environmental and Water resources Engineering. In recent years, the popular one-parameter Archimedean copulas, e.g. Gumbel-Houggard copula, Cook-Johnson copula, Frank copula, the meta-elliptical copula, e.g. Gaussian Copula, Student-T copula, etc. have been applied in multivariate hydrological analyses, e.g. multivariate rainfall (rainfall intensity, duration and depth), flood (peak discharge, duration and volume), and drought analyses (drought length, mean and minimum SPI values, and drought mean areal extent). Copula has also been applied in the flood frequency analysis at the confluences of river systems by taking into account the dependence among upstream gauge stations rather than by using the hydrological routing technique. In most of the studies above, the annual time series have been considered as stationary signal which the time series have been assumed as independent identically distributed (i.i.d.) random variables. But in reality, hydrological time series, especially the daily and monthly hydrological time series, cannot be considered as i.i.d. random variables due to the periodicity existed in the data structure. Also, the stationary assumption is also under question due to the Climate Change and Land Use and Land Cover (LULC) change in the fast years. To this end, it is necessary to revaluate the classic approach for the study of hydrological time series by relaxing the stationary assumption by the use of nonstationary approach. Also as to the study of the dependence structure for the hydrological time series, the assumption of same type of univariate distribution also needs to be relaxed by adopting the copula theory. In this paper, the univariate monthly hydrological time series will be studied through the nonstationary time series analysis approach. The dependence structure of the multivariate monthly hydrological time series will be

  10. Stochastic models for time series

    CERN Document Server

    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 ...

  11. Coupling mammalian demography to climate through satellite time series of plant phenology

    Science.gov (United States)

    Stoner, D.; Sexton, J. O.; Nagol, J. R.; Ironside, K.; Choate, D.; Longshore, K.; Edwards, T., Jr.

    2016-12-01

    The seasonality of plant productivity governs the demography of primary and secondary consumers, and in arid ecosystems primary production is constrained by water availability. We relate the behavior, demography, and spatial distribution of large mammalian herbivores and their principal predator to remotely sensed indices of climate and vegetation across the western United States from 2000-2014. Terrain and plant community composition moderate the effects of climatological drought on primary productivity, resulting in spatial variation in ecosystem susceptibility to water stress. Herbivores track these patterns through habitat selection during key periods such as birthing and migration. Across a broad climatological gradient, timing of the start of growing season explains 75% of the variation in herbivore birth timing and 56% of the variation in neonatal survival rates. Initiation of autumn migration corresponds with the end of the growing season. Although indirectly coupled to primary production, carnivore home range size and population density are strongly correlated with plant productivity and growing-season length. Satellite measures of green reflectance during the peak of the growing season explain over 84% of the variation in carnivore home range size and 59% of the variation in density. Climate projections for the western United States predict warming temperatures and shifts in the timing and form of precipitation. Our analyses suggest that increased climatological variability will contribute to fluctuations in the composition and phenology of plant communities. These changes will propagate through consumer trophic levels, manifesting as increased home range area, shifts in the timing of migration, and greater volatility in large mammal populations. Combined with expansion and amplification of human land uses, these changes will likely have economic implications stemming from increased human-wildlife conflict and loss of ecosystem services.

  12. Graphical Data Analysis on the Circle: Wrap-Around Time Series Plots for (Interrupted) Time Series Designs.

    Science.gov (United States)

    Rodgers, Joseph Lee; Beasley, William Howard; Schuelke, Matthew

    2014-01-01

    Many data structures, particularly time series data, are naturally seasonal, cyclical, or otherwise circular. Past graphical methods for time series have focused on linear plots. In this article, we move graphical analysis onto the circle. We focus on 2 particular methods, one old and one new. Rose diagrams are circular histograms and can be produced in several different forms using the RRose software system. In addition, we propose, develop, illustrate, and provide software support for a new circular graphical method, called Wrap-Around Time Series Plots (WATS Plots), which is a graphical method useful to support time series analyses in general but in particular in relation to interrupted time series designs. We illustrate the use of WATS Plots with an interrupted time series design evaluating the effect of the Oklahoma City bombing on birthrates in Oklahoma County during the 10 years surrounding the bombing of the Murrah Building in Oklahoma City. We compare WATS Plots with linear time series representations and overlay them with smoothing and error bands. Each method is shown to have advantages in relation to the other; in our example, the WATS Plots more clearly show the existence and effect size of the fertility differential.

  13. Forecasting the Reference Evapotranspiration Using Time Series Model

    Directory of Open Access Journals (Sweden)

    H. Zare Abyaneh

    2016-10-01

    Full Text Available Introduction: Reference evapotranspiration is one of the most important factors in irrigation timing and field management. Moreover, reference evapotranspiration forecasting can play a vital role in future developments. Therefore in this study, the seasonal autoregressive integrated moving average (ARIMA model was used to forecast the reference evapotranspiration time series in the Esfahan, Semnan, Shiraz, Kerman, and Yazd synoptic stations. Materials and Methods: In the present study in all stations (characteristics of the synoptic stations are given in Table 1, the meteorological data, including mean, maximum and minimum air temperature, relative humidity, dry-and wet-bulb temperature, dew-point temperature, wind speed, precipitation, air vapor pressure and sunshine hours were collected from the Islamic Republic of Iran Meteorological Organization (IRIMO for the 41 years from 1965 to 2005. The FAO Penman-Monteith equation was used to calculate the monthly reference evapotranspiration in the five synoptic stations and the evapotranspiration time series were formed. The unit root test was used to identify whether the time series was stationary, then using the Box-Jenkins method, seasonal ARIMA models were applied to the sample data. Table 1. The geographical location and climate conditions of the synoptic stations Station\tGeographical location\tAltitude (m\tMean air temperature (°C\tMean precipitation (mm\tClimate, according to the De Martonne index classification Longitude (E\tLatitude (N Annual\tMin. and Max. Esfahan\t51° 40'\t32° 37'\t1550.4\t16.36\t9.4-23.3\t122\tArid Semnan\t53° 33'\t35° 35'\t1130.8\t18.0\t12.4-23.8\t140\tArid Shiraz\t52° 36'\t29° 32'\t1484\t18.0\t10.2-25.9\t324\tSemi-arid Kerman\t56° 58'\t30° 15'\t1753.8\t15.6\t6.7-24.6\t142\tArid Yazd\t54° 17'\t31° 54'\t1237.2\t19.2\t11.8-26.0\t61\tArid Results and Discussion: The monthly meteorological data were used as input for the Ref-ET software and monthly reference

  14. Bridging long proxy data time series and instrumental observation in the Virtual Institute of Integrated Climate and Landscape Evolution Analyses - ICLEA

    Science.gov (United States)

    Schwab, Markus J.; Brauer, Achim; Błaszkiewicz, Mirosław; Raab, Thomas; Wilmking, Martin

    2015-04-01

    Understanding causes and effects of present-day climate change on landscapes and the human habitat faces two main challenges, (i) too short time series of instrumental observation that do not cover the full range of variability since mechanisms of climate change and landscape evolution work on different time scales, which often not susceptible to human perception, and, (ii) distinct regional differences due to the location with respect to oceanic/continental climatic influences, the geological underground, and the history and intensity of anthropogenic land-use. Both challenges are central for the ICLEA research strategy and demand a high degree of interdisciplinary. In particular, the need to link observations and measurements of ongoing changes with information from the past taken from natural archives requires joint work of scientists with very different time perspectives. On the one hand, scientists that work at geological time scales of thousands and more years and, on the other hand, those observing and investigating recent processes at short time scales. The GFZ, Greifswald University and the Brandenburg University of Technology together with their partner the Polish Academy of Sciences strive for focusing their research capacities and expertise in ICLEA. ICLEA offers young researchers an interdisciplinary and structured education and promote their early independence through coaching and mentoring. Postdoctoral rotation positions at the ICLEA partner institutions ensure mobility of young researchers and promote dissemination of information and expertise between disciplines. Training, Research and Analytical workshops between research partners of the ICLEA virtual institute are another important measure to qualify young researchers. The long-term mission of the Virtual Institute is to provide a substantiated data basis for sustained environmental maintenance based on a profound process understanding at all relevant time scales. Aim is to explore processes of

  15. Time Series with Long Memory

    OpenAIRE

    西埜, 晴久

    2004-01-01

    The paper investigates an application of long-memory processes to economic time series. We show properties of long-memory processes, which are motivated to model a long-memory phenomenon in economic time series. An FARIMA model is described as an example of long-memory model in statistical terms. The paper explains basic limit theorems and estimation methods for long-memory processes in order to apply long-memory models to economic time series.

  16. Visibility Graph Based Time Series Analysis.

    Science.gov (United States)

    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.

  17. Visibility Graph Based Time Series Analysis.

    Directory of Open Access Journals (Sweden)

    Mutua Stephen

    Full Text Available 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.

  18. The Earth Observation Monitor - Automated monitoring and alerting for spatial time-series data based on OGC web services

    Science.gov (United States)

    Eberle, J.; Hüttich, C.; Schmullius, C.

    2014-12-01

    Spatial time series data are freely available around the globe from earth observation satellites and meteorological stations for many years until now. They provide useful and important information to detect ongoing changes of the environment; but for end-users it is often too complex to extract this information out of the original time series datasets. This issue led to the development of the Earth Observation Monitor (EOM), an operational framework and research project to provide simple access, analysis and monitoring tools for global spatial time series data. A multi-source data processing middleware in the backend is linked to MODIS data from Land Processes Distributed Archive Center (LP DAAC) and Google Earth Engine as well as daily climate station data from NOAA National Climatic Data Center. OGC Web Processing Services are used to integrate datasets from linked data providers or external OGC-compliant interfaces to the EOM. Users can either use the web portal (webEOM) or the mobile application (mobileEOM) to execute these processing services and to retrieve the requested data for a given point or polygon in userfriendly file formats (CSV, GeoTiff). Beside providing just data access tools, users can also do further time series analyses like trend calculations, breakpoint detections or the derivation of phenological parameters from vegetation time series data. Furthermore data from climate stations can be aggregated over a given time interval. Calculated results can be visualized in the client and downloaded for offline usage. Automated monitoring and alerting of the time series data integrated by the user is provided by an OGC Sensor Observation Service with a coupled OGC Web Notification Service. Users can decide which datasets and parameters are monitored with a given filter expression (e.g., precipitation value higher than x millimeter per day, occurrence of a MODIS Fire point, detection of a time series anomaly). Datasets integrated in the SOS service are

  19. Online Time Series Analysis of Land Products over Asia Monsoon Region via Giovanni

    Science.gov (United States)

    Shen, Suhung; Leptoukh, Gregory G.; Gerasimov, Irina

    2011-01-01

    Time series analysis is critical to the study of land cover/land use changes and climate. Time series studies at local-to-regional scales require higher spatial resolution, such as 1km or less, data. MODIS land products of 250m to 1km resolution enable such studies. However, such MODIS land data files are distributed in 10ox10o tiles, due to large data volumes. Conducting a time series study requires downloading all tiles that include the study area for the time period of interest, and mosaicking the tiles spatially. This can be an extremely time-consuming process. In support of the Monsoon Asia Integrated Regional Study (MAIRS) program, NASA GES DISC (Goddard Earth Sciences Data and Information Services Center) has processed MODIS land products at 1 km resolution over the Asia monsoon region (0o-60oN, 60o-150oE) with a common data structure and format. The processed data have been integrated into the Giovanni system (Goddard Interactive Online Visualization ANd aNalysis Infrastructure) that enables users to explore, analyze, and download data over an area and time period of interest easily. Currently, the following regional MODIS land products are available in Giovanni: 8-day 1km land surface temperature and active fire, monthly 1km vegetation index, and yearly 0.05o, 500m land cover types. More data will be added in the near future. By combining atmospheric and oceanic data products in the Giovanni system, it is possible to do further analyses of environmental and climate changes associated with the land, ocean, and atmosphere. This presentation demonstrates exploring land products in the Giovanni system with sample case scenarios.

  20. Network structure of multivariate time series.

    Science.gov (United States)

    Lacasa, Lucas; Nicosia, Vincenzo; Latora, Vito

    2015-10-21

    Our understanding of a variety of phenomena in physics, biology and economics crucially depends on the analysis of multivariate time series. While a wide range tools and techniques for time series analysis already exist, the increasing availability of massive data structures calls for new approaches for multidimensional signal processing. We present here a non-parametric method to analyse multivariate time series, based on the mapping of a multidimensional time series into a multilayer network, which allows to extract information on a high dimensional dynamical system through the analysis of the structure of the associated multiplex network. The method is simple to implement, general, scalable, does not require ad hoc phase space partitioning, and is thus suitable for the analysis of large, heterogeneous and non-stationary time series. We show that simple structural descriptors of the associated multiplex networks allow to extract and quantify nontrivial properties of coupled chaotic maps, including the transition between different dynamical phases and the onset of various types of synchronization. As a concrete example we then study financial time series, showing that a multiplex network analysis can efficiently discriminate crises from periods of financial stability, where standard methods based on time-series symbolization often fail.

  1. What marketing scholars should know about time series analysis : time series applications in marketing

    NARCIS (Netherlands)

    Horváth, Csilla; Kornelis, Marcel; Leeflang, Peter S.H.

    2002-01-01

    In this review, we give a comprehensive summary of time series techniques in marketing, and discuss a variety of time series analysis (TSA) techniques and models. We classify them in the sets (i) univariate TSA, (ii) multivariate TSA, and (iii) multiple TSA. We provide relevant marketing

  2. Data mining in time series databases

    CERN Document Server

    Kandel, Abraham; Bunke, Horst

    2004-01-01

    Adding the time dimension to real-world databases produces Time SeriesDatabases (TSDB) and introduces new aspects and difficulties to datamining and knowledge discovery. This book covers the state-of-the-artmethodology for mining time series databases. The novel data miningmethods presented in the book include techniques for efficientsegmentation, indexing, and classification of noisy and dynamic timeseries. A graph-based method for anomaly detection in time series isdescribed and the book also studies the implications of a novel andpotentially useful representation of time series as strings. Theproblem of detecting changes in data mining models that are inducedfrom temporal databases is additionally discussed.

  3. Models for dependent time series

    CERN Document Server

    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

  4. The ESA GOME-Evolution "Climate" water vapor product: a homogenized time series of H2O columns from GOME, SCIAMACHY, and GOME-2

    Science.gov (United States)

    Beirle, Steffen; Lampel, Johannes; Wang, Yang; Mies, Kornelia; Dörner, Steffen; Grossi, Margherita; Loyola, Diego; Dehn, Angelika; Danielczok, Anja; Schröder, Marc; Wagner, Thomas

    2018-03-01

    We present time series of the global distribution of water vapor columns over more than 2 decades based on measurements from the satellite instruments GOME, SCIAMACHY, and GOME-2 in the red spectral range. A particular focus is the consistency amongst the different sensors to avoid jumps from one instrument to another. This is reached by applying robust and simple retrieval settings consistently. Potentially systematic effects due to differences in ground pixel size are avoided by merging SCIAMACHY and GOME-2 observations to GOME spatial resolution, which also allows for a consistent treatment of cloud effects. In addition, the GOME-2 swath is reduced to that of GOME and SCIAMACHY to have consistent viewing geometries.Remaining systematic differences between the different sensors are investigated during overlap periods and are corrected for in the homogenized time series. The resulting Climate product v2.2 (https://doi.org/10.1594/WDCC/GOME-EVL_water_vapor_clim_v2.2" target="_blank">https://doi.org/10.1594/WDCC/GOME-EVL_water_vapor_clim_v2.2) allows the study of the temporal evolution of water vapor over the last 20 years on a global scale.

  5. Visual time series analysis

    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...

  6. Assessing homogeneity and climate variability of temperature and precipitation series in the capitals of northeastern Brazil

    Science.gov (United States)

    Hänsel, Stephanie; Medeiros, Deusdedit; Matschullat, Jörg; Silva, Isamara; Petta, Reinaldo

    2016-03-01

    A 51-year dataset (1961 to 2011) from nine meteorological stations in the capitals of northeastern Brazil (NEB), with daily data of precipitation totals and of mean, minimum and maximum temperatures, was statistically analyzed for data homogeneity and for signals of climate variability. The hypothesis was explored that a connection exists between inhomogeneities of the time series and the meteorological systems influencing the region. Results of the homogeneity analysis depend on the selected test variable, the test algorithm and the chosen significance level; all more or less subjective choices. Most of the temperature series was classified as "suspect", while most of the precipitation series was categorized as "useful". Displaying and visually checking the time series demonstrates the power of expertise and may allow for a deeper data analysis. Consistent changes in the seasonality of temperature and precipitation emerge over NEB despite manifold breaks in the temperature series. Both series appear to be coupled. The intra-annual temperature and precipitation ranges have increased, along with an intensified seasonal cycle. Temperature mainly increased during DJF, MAM and SON, with decreases in JJA being related to wetter conditions and more frequent heavy precipitation events. Drought conditions mostly increased in SON and DJF, depending on the timing of the local dry season.

  7. A Review of Subsequence Time Series Clustering

    Directory of Open Access Journals (Sweden)

    Seyedjamal Zolhavarieh

    2014-01-01

    Full Text Available 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.

  8. A review of subsequence time series clustering.

    Science.gov (United States)

    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.

  9. A Review of Subsequence Time Series Clustering

    Science.gov (United States)

    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. PMID:25140332

  10. Analysis of Heavy-Tailed Time Series

    DEFF Research Database (Denmark)

    Xie, Xiaolei

    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...... 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...

  11. Adaptive time-variant models for fuzzy-time-series forecasting.

    Science.gov (United States)

    Wong, Wai-Keung; Bai, Enjian; Chu, Alice Wai-Ching

    2010-12-01

    A fuzzy time series has been applied to the prediction of enrollment, temperature, stock indices, and other domains. Related studies mainly focus on three factors, namely, the partition of discourse, the content of forecasting rules, and the methods of defuzzification, all of which greatly influence the prediction accuracy of forecasting models. These studies use fixed analysis window sizes for forecasting. In this paper, an adaptive time-variant fuzzy-time-series forecasting model (ATVF) is proposed to improve forecasting accuracy. The proposed model automatically adapts the analysis window size of fuzzy time series based on the prediction accuracy in the training phase and uses heuristic rules to generate forecasting values in the testing phase. The performance of the ATVF model is tested using both simulated and actual time series including the enrollments at the University of Alabama, Tuscaloosa, and the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX). The experiment results show that the proposed ATVF model achieves a significant improvement in forecasting accuracy as compared to other fuzzy-time-series forecasting models.

  12. Time Series Analysis and Forecasting by Example

    CERN Document Server

    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

  13. Time series with tailored nonlinearities

    Science.gov (United States)

    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.

  14. Applying Markov Chains for NDVI Time Series Forecasting of Latvian Regions

    Directory of Open Access Journals (Sweden)

    Stepchenko Arthur

    2015-12-01

    Full Text Available Time series of earth observation based estimates of vegetation inform about variations in vegetation at the scale of Latvia. A vegetation index is an indicator that describes the amount of chlorophyll (the green mass and shows the relative density and health of vegetation. NDVI index is an important variable for vegetation forecasting and management of various problems, such as climate change monitoring, energy usage monitoring, managing the consumption of natural resources, agricultural productivity monitoring, drought monitoring and forest fire detection. In this paper, we make a one-step-ahead prediction of 7-daily time series of NDVI index using Markov chains. The choice of a Markov chain is due to the fact that a Markov chain is a sequence of random variables where each variable is located in some state. And a Markov chain contains probabilities of moving from one state to other.

  15. Tuning the Voices of a Choir: Detecting Ecological Gradients in Time-Series Populations.

    Directory of Open Access Journals (Sweden)

    Allan Buras

    Full Text Available This paper introduces a new approach-the Principal Component Gradient Analysis (PCGA-to detect ecological gradients in time-series populations, i.e. several time-series originating from different individuals of a population. Detection of ecological gradients is of particular importance when dealing with time-series from heterogeneous populations which express differing trends. PCGA makes use of polar coordinates of loadings from the first two axes obtained by principal component analysis (PCA to define groups of similar trends. Based on the mean inter-series correlation (rbar the gain of increasing a common underlying signal by PCGA groups is quantified using Monte Carlo Simulations. In terms of validation PCGA is compared to three other existing approaches. Focusing on dendrochronological examples, PCGA is shown to correctly determine population gradients and in particular cases to be advantageous over other considered methods. Furthermore, PCGA groups in each example allowed for enhancing the strength of a common underlying signal and comparably well as hierarchical cluster analysis. Our results indicate that PCGA potentially allows for a better understanding of mechanisms causing time-series population gradients as well as objectively enhancing the performance of climate transfer functions in dendroclimatology. While our examples highlight the relevance of PCGA to the field of dendrochronology, we believe that also other disciplines working with data of comparable structure may benefit from PCGA.

  16. Tuning the Voices of a Choir: Detecting Ecological Gradients in Time-Series Populations.

    Science.gov (United States)

    Buras, Allan; van der Maaten-Theunissen, Marieke; van der Maaten, Ernst; Ahlgrimm, Svenja; Hermann, Philipp; Simard, Sonia; Heinrich, Ingo; Helle, Gerd; Unterseher, Martin; Schnittler, Martin; Eusemann, Pascal; Wilmking, Martin

    2016-01-01

    This paper introduces a new approach-the Principal Component Gradient Analysis (PCGA)-to detect ecological gradients in time-series populations, i.e. several time-series originating from different individuals of a population. Detection of ecological gradients is of particular importance when dealing with time-series from heterogeneous populations which express differing trends. PCGA makes use of polar coordinates of loadings from the first two axes obtained by principal component analysis (PCA) to define groups of similar trends. Based on the mean inter-series correlation (rbar) the gain of increasing a common underlying signal by PCGA groups is quantified using Monte Carlo Simulations. In terms of validation PCGA is compared to three other existing approaches. Focusing on dendrochronological examples, PCGA is shown to correctly determine population gradients and in particular cases to be advantageous over other considered methods. Furthermore, PCGA groups in each example allowed for enhancing the strength of a common underlying signal and comparably well as hierarchical cluster analysis. Our results indicate that PCGA potentially allows for a better understanding of mechanisms causing time-series population gradients as well as objectively enhancing the performance of climate transfer functions in dendroclimatology. While our examples highlight the relevance of PCGA to the field of dendrochronology, we believe that also other disciplines working with data of comparable structure may benefit from PCGA.

  17. Clustering of financial time series

    Science.gov (United States)

    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.

  18. Aerosol climate time series from ESA Aerosol_cci (Invited)

    Science.gov (United States)

    Holzer-Popp, T.

    2013-12-01

    developed further, to evaluate the datasets and their regional and seasonal merits. The validation showed that most datasets have improved significantly and in particular PARASOL (ocean only) provides excellent results. The metrics for AATSR (land and ocean) datasets are similar to those of MODIS and MISR, with AATSR better in some land regions and less good in some others (ocean). However, AATSR coverage is smaller than that of MODIS due to swath width. The MERIS dataset provides better coverage than AATSR but has lower quality (especially over land) than the other datasets. Also the synergetic AATSR/SCIAMACHY dataset has lower quality. The evaluation of the pixel uncertainties shows first good results but also reveals that more work needs to be done to provide comprehensive information for data assimilation. Users (MACC/ECMWF, AEROCOM) confirmed the relevance of this additional information and encouraged Aerosol_cci to release the current uncertainties. The paper will summarize and discuss the results of three year work in Aerosol_cci, extract the lessons learned and conclude with an outlook to the work proposed for the next three years. In this second phase a cyclic effort of algorithm evolution, dataset generation, validation and assessment will be applied to produce and further improve complete time series from all sensors under investigation, new sensors will be added (e.g. IASI), and preparation for the Sentinel missions will be made.

  19. NASA Climate Days: Promoting Climate Literacy One Ambassador and One Event at a Time

    Science.gov (United States)

    Weir, H. M.; Lewis, P. M.; Chambers, L. H.; Millham, R. A.; Richardson, A.

    2012-12-01

    presentations from the training, along with downloadable Climate Day Kit materials. Utilizing informal educators from museums, aquariums, libraries and other similar venues allow the hard-to-understand, sometimes-controversial, topic of climate change to be presented to the public in tailored events that suit an individual community's needs. Included in the process of scheduling and executing these climate events, the Ambassadors participate in virtual conferences to discuss progress, to ensure proper evaluation and to allow ample time for questions from the trainers and scientists. This ensures an accurate stream of information from the scientist to the public in a fashion that can be understood and digested by the layperson, helping them to make better-informed decisions about societal issues related to global climate change. Through a series of local Climate Day events, it is hoped that the public will have the opportunity to have first hand experience with the topic of climate change, leaving with a better understanding of its scientific basis. Outcome: This paper will summarize the various methods and strategies used in the Climate Day training events. A discussion of methods that work and those that do not for informal education will help provide a better understanding of the challenges faced in educating the public on such a controversial and hard-to-understand topic.

  20. Speleothem stable isotope records for east-central Europe: resampling sedimentary proxy records to obtain evenly spaced time series with spectral guidance

    Science.gov (United States)

    Gábor Hatvani, István; Kern, Zoltán; Leél-Őssy, Szabolcs; Demény, Attila

    2018-01-01

    Uneven spacing is a common feature of sedimentary paleoclimate records, in many cases causing difficulties in the application of classical statistical and time series methods. Although special statistical tools do exist to assess unevenly spaced data directly, the transformation of such data into a temporally equidistant time series which may then be examined using commonly employed statistical tools remains, however, an unachieved goal. The present paper, therefore, introduces an approach to obtain evenly spaced time series (using cubic spline fitting) from unevenly spaced speleothem records with the application of a spectral guidance to avoid the spectral bias caused by interpolation and retain the original spectral characteristics of the data. The methodology was applied to stable carbon and oxygen isotope records derived from two stalagmites from the Baradla Cave (NE Hungary) dating back to the late 18th century. To show the benefit of the equally spaced records to climate studies, their coherence with climate parameters is explored using wavelet transform coherence and discussed. The obtained equally spaced time series are available at PANGAEA.875917" target="_blank">https://doi.org/10.1594/PANGAEA.875917.

  1. 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.

  2. 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

  3. 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.

  4. Time averaging, ageing and delay analysis of financial time series

    Science.gov (United States)

    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.

  5. Applied time series analysis

    CERN Document Server

    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)""…

  6. A large set of potential past, present and future hydro-meteorological time series for the UK

    Science.gov (United States)

    Guillod, Benoit P.; Jones, Richard G.; Dadson, Simon J.; Coxon, Gemma; Bussi, Gianbattista; Freer, James; Kay, Alison L.; Massey, Neil R.; Sparrow, Sarah N.; Wallom, David C. H.; Allen, Myles R.; Hall, Jim W.

    2018-01-01

    Hydro-meteorological extremes such as drought and heavy precipitation can have large impacts on society and the economy. With potentially increasing risks associated with such events due to climate change, properly assessing the associated impacts and uncertainties is critical for adequate adaptation. However, the application of risk-based approaches often requires large sets of extreme events, which are not commonly available. Here, we present such a large set of hydro-meteorological time series for recent past and future conditions for the United Kingdom based on weather@home 2, a modelling framework consisting of a global climate model (GCM) driven by observed or projected sea surface temperature (SST) and sea ice which is downscaled to 25 km over the European domain by a regional climate model (RCM). Sets of 100 time series are generated for each of (i) a historical baseline (1900-2006), (ii) five near-future scenarios (2020-2049) and (iii) five far-future scenarios (2070-2099). The five scenarios in each future time slice all follow the Representative Concentration Pathway 8.5 (RCP8.5) and sample the range of sea surface temperature and sea ice changes from CMIP5 (Coupled Model Intercomparison Project Phase 5) models. Validation of the historical baseline highlights good performance for temperature and potential evaporation, but substantial seasonal biases in mean precipitation, which are corrected using a linear approach. For extremes in low precipitation over a long accumulation period ( > 3 months) and shorter-duration high precipitation (1-30 days), the time series generally represents past statistics well. Future projections show small precipitation increases in winter but large decreases in summer on average, leading to an overall drying, consistently with the most recent UK Climate Projections (UKCP09) but larger in magnitude than the latter. Both drought and high-precipitation events are projected to increase in frequency and intensity in most regions

  7. Entropic Analysis of Electromyography Time Series

    Science.gov (United States)

    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.

  8. Modeling Climate Responses to Spectral Solar Forcing on Centennial and Decadal Time Scales

    Science.gov (United States)

    Wen, G.; Cahalan, R.; Rind, D.; Jonas, J.; Pilewskie, P.; Harder, J.

    2012-01-01

    We report a series of experiments to explore clima responses to two types of solar spectral forcing on decadal and centennial time scales - one based on prior reconstructions, and another implied by recent observations from the SORCE (Solar Radiation and Climate Experiment) SIM (Spectral 1rradiance Monitor). We apply these forcings to the Goddard Institute for Space Studies (GISS) Global/Middle Atmosphere Model (GCMAM). that couples atmosphere with ocean, and has a model top near the mesopause, allowing us to examine the full response to the two solar forcing scenarios. We show different climate responses to the two solar forCing scenarios on decadal time scales and also trends on centennial time scales. Differences between solar maximum and solar minimum conditions are highlighted, including impacts of the time lagged reSponse of the lower atmosphere and ocean. This contrasts with studies that assume separate equilibrium conditions at solar maximum and minimum. We discuss model feedback mechanisms involved in the solar forced climate variations.

  9. Climate regime shifts in paleoclimate time series from the Yucatán Peninsula: from the Preclassic to Classic period

    Science.gov (United States)

    Polanco Martínez, Josue M.; Medina-Elizalde, Martin; Burns, Stephen J.; Jiang, Xiuyang; Shen, Chuan-Chou

    2015-04-01

    It has been widely accepted by the paleoclimate and archaeology communities that extreme climate events (especially droughts) and past climate change played an important role in the cultural changes that occurred in at least some parts of the Maya Lowlands, from the Pre-Classic (2000 BC to 250 AD) to Post-Classic periods (1000 to 1521 AD) [1, 2]. In particular, a large number of studies suggest that the decline of the Maya civilization in the Terminal Classic Period was greatly influenced by prolonged severe drought events that probably triggered significant societal disruptions [1, 3, 4, 5]. Going further on these issues, the aim of this work is to detect climate regime shifts in several paleoclimate time series from the Yucatán Peninsula (México) that have been used as rainfall proxies [3, 5, 6, 7]. In order to extract information from the paleoclimate data studied, we have used a change point method [8] as implemented in the R package strucchange, as well as the RAMFIT method [9]. The preliminary results show for all the records analysed a prominent regime shift between 400 to 200 BCE (from a noticeable increase to a remarkable fall in precipitation), which is strongest in the recently obtained stalagmite (Itzamna) delta18-O precipitation record [7]. References [1] Gunn, J. D., Matheny, R. T., Folan, W. J., 2002. Climate-change studies in the Maya area. Ancient Mesoamerica, 13(01), 79-84. [2] Yaeger, J., Hodell, D. A., 2008. The collapse of Maya civilization: assessing the interaction of culture, climate, and environment. El Niño, Catastrophism, and Culture Change in Ancient America, 197-251. [3] Hodell, D. A., Curtis, J. H., Brenner, M., 1995. Possible role of climate in the collapse of Classic Maya civilization. Nature, 375(6530), 391-394. [4] Aimers, J., Hodell, D., 2011. Societal collapse: Drought and the Maya. Nature 479(7371), 44-45 (2011). [5] Medina-Elizalde, M., Rohling, E. J., 2012. Collapse of Classic Maya civilization related to modest reduction

  10. Intercomparison of Satellite Derived Gravity Time Series with Inferred Gravity Time Series from TOPEX/POSEIDON Sea Surface Heights and Climatological Model Output

    Science.gov (United States)

    Cox, C.; Au, A.; Klosko, S.; Chao, B.; Smith, David E. (Technical Monitor)

    2001-01-01

    The upcoming GRACE mission promises to open a window on details of the global mass budget that will have remarkable clarity, but it will not directly answer the question of what the state of the Earth's mass budget is over the critical last quarter of the 20th century. To address that problem we must draw upon existing technologies such as SLR, DORIS, and GPS, and climate modeling runs in order to improve our understanding. Analysis of long-period geopotential changes based on SLR and DORIS tracking has shown that addition of post 1996 satellite tracking data has a significant impact on the recovered zonal rates and long-period tides. Interannual effects such as those causing the post 1996 anomalies must be better characterized before refined estimates of the decadal period changes in the geopotential can be derived from the historical database of satellite tracking. A possible cause of this anomaly is variations in ocean mass distribution, perhaps associated with the recent large El Nino/La Nina. In this study, a low-degree spherical harmonic gravity time series derived from satellite tracking is compared with a TOPEX/POSEIDON-derived sea surface height time series. Corrections for atmospheric mass effects, continental hydrology, snowfall accumulation, and ocean steric model predictions will be considered.

  11. Quantifying memory in complex physiological time-series.

    Science.gov (United States)

    Shirazi, Amir H; Raoufy, Mohammad R; Ebadi, Haleh; De Rui, Michele; Schiff, Sami; Mazloom, Roham; Hajizadeh, Sohrab; Gharibzadeh, Shahriar; Dehpour, Ahmad R; Amodio, Piero; Jafari, G Reza; Montagnese, Sara; Mani, Ali R

    2013-01-01

    In a time-series, memory is a statistical feature that lasts for a period of time and distinguishes the time-series from a random, or memory-less, process. In the present study, the concept of "memory length" was used to define the time period, or scale over which rare events within a physiological time-series do not appear randomly. The method is based on inverse statistical analysis and provides empiric evidence that rare fluctuations in cardio-respiratory time-series are 'forgotten' quickly in healthy subjects while the memory for such events is significantly prolonged in pathological conditions such as asthma (respiratory time-series) and liver cirrhosis (heart-beat time-series). The memory length was significantly higher in patients with uncontrolled asthma compared to healthy volunteers. Likewise, it was significantly higher in patients with decompensated cirrhosis compared to those with compensated cirrhosis and healthy volunteers. We also observed that the cardio-respiratory system has simple low order dynamics and short memory around its average, and high order dynamics around rare fluctuations.

  12. 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...... series forecasting models....

  13. ARIMA representation for daily solar irradiance and surface air temperature time series

    Science.gov (United States)

    Kärner, Olavi

    2009-06-01

    Autoregressive integrated moving average (ARIMA) models are used to compare long-range temporal variability of the total solar irradiance (TSI) at the top of the atmosphere (TOA) and surface air temperature series. The comparison shows that one and the same type of the model is applicable to represent the TSI and air temperature series. In terms of the model type surface air temperature imitates closely that for the TSI. This may mean that currently no other forcing to the climate system is capable to change the random walk type variability established by the varying activity of the rotating Sun. The result should inspire more detailed examination of the dependence of various climate series on short-range fluctuations of TSI.

  14. Assessment of the Impact of Climate Change on Drought Characteristics in the Hwanghae Plain, North Korea Using Time Series SPI and SPEI: 1981–2100

    Directory of Open Access Journals (Sweden)

    Sang-Hyun Lee

    2017-08-01

    Full Text Available North Korea is a food-deficit nation in which climate change could have a significant impact on drought. We analyzed drought characteristics in the Hwanghae Plain, North Korea using both the multiple timescales of the standardized precipitation index (SPI and the standardized precipitation evapotranspiration index (SPEI from 1981 to 2100. The probability of non-exceedance for a one-month SPEI below −1.0 was only 1.1% in the spring season of 1995 but increased to 24.4% in 2085. The SPEI for a ten-year return period varied from −0.6 to −0.9 in 1995 and decreased to −1.18 in 2025. The results indicate that severe drought is more likely to occur in future as a result of climate change. The seasonal drought conditions were also significantly influenced by climate change. The largest decrease in the SPEI occurred in late spring and early summer, both of which are important for rice growth. Drought characteristics include severity, duration, and intensity. Therefore, we applied the time series of SPIs and SPEIs to the runs theory and found that the drought intensity identified by one-month SPEIs in 1995 was at a level of 1.21, which reached 1.39 in 2085, implying that climate change will intensify drought in the future.

  15. Satellite time-series data for vegetation phenology detection and environmental assessment in Southeast Asia

    Science.gov (United States)

    Suepa, Tanita

    The relationship between temporal and spatial data is considered the major advantage of remote sensing in research related to biophysical characteristics. With temporally formatted remote sensing products, it is possible to monitor environmental changes as well as global climate change through time and space by analyzing vegetation phenology. Although a number of different methods have been developed to determine the seasonal cycle using time series of vegetation indices, these methods were not designed to explore and monitor changes and trends of vegetation phenology in Southeast Asia (SEA). SEA is adversely affected by impacts of climate change, which causes considerable environmental problems, and the increase in agricultural land conversion and intensification also adds to those problems. Consequently, exploring and monitoring phenological change and environmental impacts are necessary for a better understanding of the ecosystem dynamics and environmental change in this region. This research aimed to investigate inter-annual variability of vegetation phenology and rainfall seasonality, analyze the possible drivers of phenological changes from both climatic and anthropogenic factors, assess the environmental impacts in agricultural areas, and develop an enhanced visualization method for phenological information dissemination. In this research, spatio-temporal patterns of vegetation phenology were analyzed by using MODIS-EVI time series data over the period of 2001-2010. Rainfall seasonality was derived from TRMM daily rainfall rate. Additionally, this research assessed environmental impacts of GHG emissions by using the environmental model (DNDC) to quantify emissions from rice fields in Thailand. Furthermore, a web mapping application was developed to present the output of phenological and environmental analysis with interactive functions. The results revealed that satellite time-series data provided a great opportunity to study regional vegetation variability

  16. Transportation system resilience, extreme weather and climate change : a thought leadership series

    Science.gov (United States)

    2014-09-01

    This report summarizes key findings from the Transportation System Resilience, Extreme Weather and Climate Change thought leadership series held at Volpe, the National Transportation Systems Center from fall 2013 to spring 2014.

  17. Statistical criteria for characterizing irradiance time series.

    Energy Technology Data Exchange (ETDEWEB)

    Stein, Joshua S.; Ellis, Abraham; Hansen, Clifford W.

    2010-10-01

    We propose and examine several statistical criteria for characterizing time series of solar irradiance. Time series of irradiance are used in analyses that seek to quantify the performance of photovoltaic (PV) power systems over time. Time series of irradiance are either measured or are simulated using models. Simulations of irradiance are often calibrated to or generated from statistics for observed irradiance and simulations are validated by comparing the simulation output to the observed irradiance. Criteria used in this comparison should derive from the context of the analyses in which the simulated irradiance is to be used. We examine three statistics that characterize time series and their use as criteria for comparing time series. We demonstrate these statistics using observed irradiance data recorded in August 2007 in Las Vegas, Nevada, and in June 2009 in Albuquerque, New Mexico.

  18. Ocean time-series near Bermuda: Hydrostation S and the US JGOFS Bermuda Atlantic time-series study

    Science.gov (United States)

    Michaels, Anthony F.; Knap, Anthony H.

    1992-01-01

    Bermuda is the site of two ocean time-series programs. At Hydrostation S, the ongoing biweekly profiles of temperature, salinity and oxygen now span 37 years. This is one of the longest open-ocean time-series data sets and provides a view of decadal scale variability in ocean processes. In 1988, the U.S. JGOFS Bermuda Atlantic Time-series Study began a wide range of measurements at a frequency of 14-18 cruises each year to understand temporal variability in ocean biogeochemistry. On each cruise, the data range from chemical analyses of discrete water samples to data from electronic packages of hydrographic and optics sensors. In addition, a range of biological and geochemical rate measurements are conducted that integrate over time-periods of minutes to days. This sampling strategy yields a reasonable resolution of the major seasonal patterns and of decadal scale variability. The Sargasso Sea also has a variety of episodic production events on scales of days to weeks and these are only poorly resolved. In addition, there is a substantial amount of mesoscale variability in this region and some of the perceived temporal patterns are caused by the intersection of the biweekly sampling with the natural spatial variability. In the Bermuda time-series programs, we have added a series of additional cruises to begin to assess these other sources of variation and their impacts on the interpretation of the main time-series record. However, the adequate resolution of higher frequency temporal patterns will probably require the introduction of new sampling strategies and some emerging technologies such as biogeochemical moorings and autonomous underwater vehicles.

  19. Single-Index Additive Vector Autoregressive Time Series Models

    KAUST Repository

    LI, YEHUA

    2009-09-01

    We study a new class of nonlinear autoregressive models for vector time series, where the current vector depends on single-indexes defined on the past lags and the effects of different lags have an additive form. A sufficient condition is provided for stationarity of such models. We also study estimation of the proposed model using P-splines, hypothesis testing, asymptotics, selection of the order of the autoregression and of the smoothing parameters and nonlinear forecasting. We perform simulation experiments to evaluate our model in various settings. We illustrate our methodology on a climate data set and show that our model provides more accurate yearly forecasts of the El Niño phenomenon, the unusual warming of water in the Pacific Ocean. © 2009 Board of the Foundation of the Scandinavian Journal of Statistics.

  20. Methods for assessment of climate variability and climate changes in different time-space scales

    International Nuclear Information System (INIS)

    Lobanov, V.; Lobanova, H.

    2004-01-01

    Main problem of hydrology and design support for water projects connects with modern climate change and its impact on hydrological characteristics as observed as well as designed. There are three main stages of this problem: - how to extract a climate variability and climate change from complex hydrological records; - how to assess the contribution of climate change and its significance for the point and area; - how to use the detected climate change for computation of design hydrological characteristics. Design hydrological characteristic is the main generalized information, which is used for water management and design support. First step of a research is a choice of hydrological characteristic, which can be as a traditional one (annual runoff for assessment of water resources, maxima, minima runoff, etc) as well as a new one, which characterizes an intra-annual function or intra-annual runoff distribution. For this aim a linear model has been developed which has two coefficients connected with an amplitude and level (initial conditions) of seasonal function and one parameter, which characterizes an intensity of synoptic and macro-synoptic fluctuations inside a year. Effective statistical methods have been developed for a separation of climate variability and climate change and extraction of homogeneous components of three time scales from observed long-term time series: intra annual, decadal and centural. The first two are connected with climate variability and the last (centural) with climate change. Efficiency of new methods of decomposition and smoothing has been estimated by stochastic modeling and well as on the synthetic examples. For an assessment of contribution and statistical significance of modern climate change components statistical criteria and methods have been used. Next step has been connected with a generalization of the results of detected climate changes over the area and spatial modeling. For determination of homogeneous region with the same

  1. Multivariate Time Series Decomposition into Oscillation Components.

    Science.gov (United States)

    Matsuda, Takeru; Komaki, Fumiyasu

    2017-08-01

    Many time series are considered to be a superposition of several oscillation components. We have proposed a method for decomposing univariate time series into oscillation components and estimating their phases (Matsuda & Komaki, 2017 ). In this study, we extend that method to multivariate time series. We assume that several oscillators underlie the given multivariate time series and that each variable corresponds to a superposition of the projections of the oscillators. Thus, the oscillators superpose on each variable with amplitude and phase modulation. Based on this idea, we develop gaussian linear state-space models and use them to decompose the given multivariate time series. The model parameters are estimated from data using the empirical Bayes method, and the number of oscillators is determined using the Akaike information criterion. Therefore, the proposed method extracts underlying oscillators in a data-driven manner and enables investigation of phase dynamics in a given multivariate time series. Numerical results show the effectiveness of the proposed method. From monthly mean north-south sunspot number data, the proposed method reveals an interesting phase relationship.

  2. Climatic signals and frequencies in the Swedish Time Scale, River Aangermanaelven, Central Sweden

    Energy Technology Data Exchange (ETDEWEB)

    Sander, Mikkel

    2003-03-01

    Any future climate variation forced by human activities will be superimposed on the background of natural climate variation. Therefore, before interpreting the present climate and addressing future climate scenarios some knowledge of past climate is necessary. This thesis offers a rare glimpse into a long record of fluvial activity in Central Sweden and illuminates some of the possible forcing agent behind past (and future) discharge variation. Along the Swedish East Coast varved deposits of sand silt and clay couplets make up a chronology, which extend from the present into the Late Glacial. This chronology is known as the Swedish Time Scale (STS) and the c. 8000 varves were deposited in River Aangermanaelven, Central Sweden. Of these varves, the last c. 2000 years are considered secure in terms of coherent chronology and internal thickness variation. A 2000 year long geometric mean varve thickness series was calculated to account for the internal thickness variation, which is postulated to form a proxy for fluvial sediment transport. Geometric mean varve thickness was compared to observed maximum daily annual discharge Qmax (1909-1971 AD) and the relationship expressed in a power equation. Thus, a reconstruction of past discharge for the last 2000 years could be produced. Extreme reconstructed discharge events were shown to be reasonable, considering the range of the observed discharge. Observed Qmax normally occurs during the snow melt flood. Thus it is reasonable to attribute the variation in reconstructed Qmax to the snow melt flood and, therefore, to melt water generation. Accumulated observed winter precipitation data from eleven meteorological stations from within and in the vicinity of the Aangermanaelven catchment were compared to Qmax. Nine time series shared variation with Qmax and were complied into an average accumulated winter precipitation series. This series shares c. 40% of its variation with Qmax (observed and reconstructed) and it is reasonable

  3. Forecasting Enrollments with Fuzzy Time Series.

    Science.gov (United States)

    Song, Qiang; Chissom, Brad S.

    The concept of fuzzy time series is introduced and used to forecast the enrollment of a university. Fuzzy time series, an aspect of fuzzy set theory, forecasts enrollment using a first-order time-invariant model. To evaluate the model, the conventional linear regression technique is applied and the predicted values obtained are compared to the…

  4. 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...

  5. Forecasting Cryptocurrencies Financial Time Series

    OpenAIRE

    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 on Dynamic Model Averaging to combine a large set of univariate Dynamic Linear Models and several multivariate Vector Autoregressive models with different forms of time variation. We find statistical si...

  6. Climate change. Climate in Medieval time.

    Science.gov (United States)

    Bradley, Raymond S; Hughes, Malcolm K; Diaz, Henry F

    2003-10-17

    Many papers have referred to a "Medieval Warm Period." But how well defined is climate in this period, and was it as warm as or warmer than it is today? In their Perspective, Bradley et al. review the evidence and conclude that although the High Medieval (1100 to 1200 A.D.) was warmer than subsequent centuries, it was not warmer than the late 20th century. Moreover, the warmest Medieval temperatures were not synchronous around the globe. Large changes in precipitation patterns are a particular characteristic of "High Medieval" time. The underlying mechanisms for such changes must be elucidated further to inform the ongoing debate on natural climate variability and anthropogenic climate change.

  7. Time series modeling, computation, and inference

    CERN Document Server

    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

  8. Time Series Analysis Forecasting and Control

    CERN Document Server

    Box, George E P; Reinsel, Gregory C

    2011-01-01

    A modernized new edition of one of the most trusted books on time series analysis. Since publication of the first edition in 1970, Time Series Analysis has served as one of the most influential and prominent works on the subject. This new edition maintains its balanced presentation of the tools for modeling and analyzing time series and also introduces the latest developments that have occurred n the field over the past decade through applications from areas such as business, finance, and engineering. The Fourth Edition provides a clearly written exploration of the key methods for building, cl

  9. Costationarity of Locally Stationary Time Series Using costat

    OpenAIRE

    Cardinali, Alessandro; Nason, Guy P.

    2013-01-01

    This article describes the R package costat. This package enables a user to (i) perform a test for time series stationarity; (ii) compute and plot time-localized autocovariances, and (iii) to determine and explore any costationary relationship between two locally stationary time series. Two locally stationary time series are said to be costationary if there exists two time-varying combination functions such that the linear combination of the two series with the functions produces another time...

  10. Wind Speed Prediction with Wavelet Time Series Based on Lorenz Disturbance

    Directory of Open Access Journals (Sweden)

    ZHANG, Y.

    2017-08-01

    Full Text Available Due to the sustainable and pollution-free characteristics, wind energy has been one of the fastest growing renewable energy sources. However, the intermittent and random fluctuation of wind speed presents many challenges for reliable wind power integration and normal operation of wind farm. Accurate wind speed prediction is the key to ensure the safe operation of power system and to develop wind energy resources. Therefore, this paper has presented a wavelet time series wind speed prediction model based on Lorenz disturbance. Therefore, in this paper, combined with the atmospheric dynamical system, a wavelet-time series improved wind speed prediction model based on Lorenz disturbance is proposed and the wind turbines of different climate types in Spain and China are used to simulate the disturbances of Lorenz equations with different initial values. The prediction results show that the improved model can effectively correct the preliminary prediction of wind speed, improving the prediction. In a word, the research work in this paper will be helpful to arrange the electric power dispatching plan and ensure the normal operation of the wind farm.

  11. 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

  12. Introduction to time series and forecasting

    CERN Document Server

    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...

  13. Separating different scales of motion in time series of meteorological variables

    International Nuclear Information System (INIS)

    Eskridge, R.E.; Rao, S.T.; Porter, P.S.

    1997-01-01

    In this study, four methods are evaluated for detecting and tracking changes in time series of climate variables. The PEST algorithm and the monthly anomaly technique are shown to have shortcomings, while the wavelet transform and Kolmogorov-Zurbenko (KZ) filter methods are shown to be capable of separating time scales with minimal errors. The behavior of the filters are examined by transfer functions. The KZ filter, anomaly technique, and PEST were also applied to temperature data to estimate long-term trends. The KZ filter provides estimates with about 10 times higher confidence than the other methods. Advantages of the KZ filter over the wavelet transform method are that it may be applied to datasets containing missing observations and is very easy to use. 10 refs., 8 figs., 1 tab

  14. A large set of potential past, present and future hydro-meteorological time series for the UK

    Directory of Open Access Journals (Sweden)

    B. P. Guillod

    2018-01-01

    Full Text Available Hydro-meteorological extremes such as drought and heavy precipitation can have large impacts on society and the economy. With potentially increasing risks associated with such events due to climate change, properly assessing the associated impacts and uncertainties is critical for adequate adaptation. However, the application of risk-based approaches often requires large sets of extreme events, which are not commonly available. Here, we present such a large set of hydro-meteorological time series for recent past and future conditions for the United Kingdom based on weather@home 2, a modelling framework consisting of a global climate model (GCM driven by observed or projected sea surface temperature (SST and sea ice which is downscaled to 25 km over the European domain by a regional climate model (RCM. Sets of 100 time series are generated for each of (i a historical baseline (1900–2006, (ii five near-future scenarios (2020–2049 and (iii five far-future scenarios (2070–2099. The five scenarios in each future time slice all follow the Representative Concentration Pathway 8.5 (RCP8.5 and sample the range of sea surface temperature and sea ice changes from CMIP5 (Coupled Model Intercomparison Project Phase 5 models. Validation of the historical baseline highlights good performance for temperature and potential evaporation, but substantial seasonal biases in mean precipitation, which are corrected using a linear approach. For extremes in low precipitation over a long accumulation period ( > 3 months and shorter-duration high precipitation (1–30 days, the time series generally represents past statistics well. Future projections show small precipitation increases in winter but large decreases in summer on average, leading to an overall drying, consistently with the most recent UK Climate Projections (UKCP09 but larger in magnitude than the latter. Both drought and high-precipitation events are projected to increase in frequency and

  15. River Flow Prediction for Future Climate Using Long Series of Multi-Site Synthetic Data and MIKE SHE Model

    Directory of Open Access Journals (Sweden)

    Kuchar Leszek

    2017-01-01

    Full Text Available A new simulation of daily flow for Kaczawa River, south-west Poland for extra long series of generated meteorological data (comparing to previous research and selected climate change scenarios are presented. The Representative Concentration Pathways (RCPs scenarios vs. SRES are introduced for simulations. The flow simulation in the river catchment is made using MIKE SHE hydrological model while the multisite data are generated by spatial weather generator SWGEN. Simulations are done for 2040 and 2060 while the simulations for the year 2000 are used as a background. The large number of new simulated series determined by the lead time, three climate change scenarios (RCP2.6 RCP4.5 and RCP6.0, and number of generated years (1000 for each case is equal to 7000 for a single station. Finally, Pdf function for flow is presented as well probability of exceedance of maximum flow.

  16. Rainfall Prediction of Indian Peninsula: Comparison of Time Series Based Approach and Predictor Based Approach using Machine Learning Techniques

    Science.gov (United States)

    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.

  17. 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.

  18. Frontiers in Time Series and Financial Econometrics

    OpenAIRE

    Ling, S.; McAleer, M.J.; Tong, H.

    2015-01-01

    __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 series analysis. The purpose of this special issue of the journal on “Frontiers in Time Series and Financial Econometrics” is to highlight several areas of research by leading academics in which novel methods have contrib...

  19. HydroClimATe: hydrologic and climatic analysis toolkit

    Science.gov (United States)

    Dickinson, Jesse; Hanson, Randall T.; Predmore, Steven K.

    2014-01-01

    The potential consequences of climate variability and climate change have been identified as major issues for the sustainability and availability of the worldwide water resources. Unlike global climate change, climate variability represents deviations from the long-term state of the climate over periods of a few years to several decades. Currently, rich hydrologic time-series data are available, but the combination of data preparation and statistical methods developed by the U.S. Geological Survey as part of the Groundwater Resources Program is relatively unavailable to hydrologists and engineers who could benefit from estimates of climate variability and its effects on periodic recharge and water-resource availability. This report documents HydroClimATe, a computer program for assessing the relations between variable climatic and hydrologic time-series data. HydroClimATe was developed for a Windows operating system. The software includes statistical tools for (1) time-series preprocessing, (2) spectral analysis, (3) spatial and temporal analysis, (4) correlation analysis, and (5) projections. The time-series preprocessing tools include spline fitting, standardization using a normal or gamma distribution, and transformation by a cumulative departure. The spectral analysis tools include discrete Fourier transform, maximum entropy method, and singular spectrum analysis. The spatial and temporal analysis tool is empirical orthogonal function analysis. The correlation analysis tools are linear regression and lag correlation. The projection tools include autoregressive time-series modeling and generation of many realizations. These tools are demonstrated in four examples that use stream-flow discharge data, groundwater-level records, gridded time series of precipitation data, and the Multivariate ENSO Index.

  20. Scale-dependent intrinsic entropies of complex time series.

    Science.gov (United States)

    Yeh, Jia-Rong; Peng, Chung-Kang; Huang, Norden E

    2016-04-13

    Multi-scale entropy (MSE) was developed as a measure of complexity for complex time series, and it has been applied widely in recent years. The MSE algorithm is based on the assumption that biological systems possess the ability to adapt and function in an ever-changing environment, and these systems need to operate across multiple temporal and spatial scales, such that their complexity is also multi-scale and hierarchical. Here, we present a systematic approach to apply the empirical mode decomposition algorithm, which can detrend time series on various time scales, prior to analysing a signal's complexity by measuring the irregularity of its dynamics on multiple time scales. Simulated time series of fractal Gaussian noise and human heartbeat time series were used to study the performance of this new approach. We show that our method can successfully quantify the fractal properties of the simulated time series and can accurately distinguish modulations in human heartbeat time series in health and disease. © 2016 The Author(s).

  1. Elements of nonlinear time series analysis and forecasting

    CERN Document Server

    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...

  2. An Energy-Based Similarity Measure for Time Series

    Directory of Open Access Journals (Sweden)

    Pierre Brunagel

    2007-11-01

    Full Text Available A new similarity measure, called SimilB, for time series analysis, based on the cross-ΨB-energy operator (2004, is introduced. ΨB is a nonlinear measure which quantifies the interaction between two time series. Compared to Euclidean distance (ED or the Pearson correlation coefficient (CC, SimilB includes the temporal information and relative changes of the time series using the first and second derivatives of the time series. SimilB is well suited for both nonstationary and stationary time series and particularly those presenting discontinuities. Some new properties of ΨB are presented. Particularly, we show that ΨB as similarity measure is robust to both scale and time shift. SimilB is illustrated with synthetic time series and an artificial dataset and compared to the CC and the ED measures.

  3. Detecting chaos in irregularly sampled time series.

    Science.gov (United States)

    Kulp, C W

    2013-09-01

    Recently, Wiebe and Virgin [Chaos 22, 013136 (2012)] developed an algorithm which detects chaos by analyzing a time series' power spectrum which is computed using the Discrete Fourier Transform (DFT). Their algorithm, like other time series characterization algorithms, requires that the time series be regularly sampled. Real-world data, however, are often irregularly sampled, thus, making the detection of chaotic behavior difficult or impossible with those methods. In this paper, a characterization algorithm is presented, which effectively detects chaos in irregularly sampled time series. The work presented here is a modification of Wiebe and Virgin's algorithm and uses the Lomb-Scargle Periodogram (LSP) to compute a series' power spectrum instead of the DFT. The DFT is not appropriate for irregularly sampled time series. However, the LSP is capable of computing the frequency content of irregularly sampled data. Furthermore, a new method of analyzing the power spectrum is developed, which can be useful for differentiating between chaotic and non-chaotic behavior. The new characterization algorithm is successfully applied to irregularly sampled data generated by a model as well as data consisting of observations of variable stars.

  4. Building Chaotic Model From Incomplete Time Series

    Science.gov (United States)

    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

  5. Multivariate Time Series Search

    Data.gov (United States)

    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...

  6. Analysing Stable Time Series

    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...

  7. Unified functional network and nonlinear time series analysis for complex systems science: The pyunicorn package

    Science.gov (United States)

    Donges, Jonathan; Heitzig, Jobst; Beronov, Boyan; Wiedermann, Marc; Runge, Jakob; Feng, Qing Yi; Tupikina, Liubov; Stolbova, Veronika; Donner, Reik; Marwan, Norbert; Dijkstra, Henk; Kurths, Jürgen

    2016-04-01

    We introduce the pyunicorn (Pythonic unified complex network and recurrence analysis toolbox) open source software package for applying and combining modern methods of data analysis and modeling from complex network theory and nonlinear time series analysis. pyunicorn is a fully object-oriented and easily parallelizable package written in the language Python. It allows for the construction of functional networks such as climate networks in climatology or functional brain networks in neuroscience representing the structure of statistical interrelationships in large data sets of time series and, subsequently, investigating this structure using advanced methods of complex network theory such as measures and models for spatial networks, networks of interacting networks, node-weighted statistics, or network surrogates. Additionally, pyunicorn provides insights into the nonlinear dynamics of complex systems as recorded in uni- and multivariate time series from a non-traditional perspective by means of recurrence quantification analysis, recurrence networks, visibility graphs, and construction of surrogate time series. The range of possible applications of the library is outlined, drawing on several examples mainly from the field of climatology. pyunicorn is available online at https://github.com/pik-copan/pyunicorn. Reference: J.F. Donges, J. Heitzig, B. Beronov, M. Wiedermann, J. Runge, Q.-Y. Feng, L. Tupikina, V. Stolbova, R.V. Donner, N. Marwan, H.A. Dijkstra, and J. Kurths, Unified functional network and nonlinear time series analysis for complex systems science: The pyunicorn package, Chaos 25, 113101 (2015), DOI: 10.1063/1.4934554, Preprint: arxiv.org:1507.01571 [physics.data-an].

  8. Neural Network Models for Time Series Forecasts

    OpenAIRE

    Tim Hill; Marcus O'Connor; William Remus

    1996-01-01

    Neural networks have been advocated as an alternative to traditional statistical forecasting methods. In the present experiment, time series forecasts produced by neural networks are compared with forecasts from six statistical time series methods generated in a major forecasting competition (Makridakis et al. [Makridakis, S., A. Anderson, R. Carbone, R. Fildes, M. Hibon, R. Lewandowski, J. Newton, E. Parzen, R. Winkler. 1982. The accuracy of extrapolation (time series) methods: Results of a ...

  9. Time Series Observations in the North Indian Ocean

    Digital Repository Service at National Institute of Oceanography (India)

    Shenoy, D.M.; Naik, H.; Kurian, S.; Naqvi, S.W.A.; Khare, N.

    Ocean and the ongoing time series study (Candolim Time Series; CaTS) off Goa. In addition, this article also focuses on the new time series initiative in the Arabian Sea and the Bay of Bengal under Sustained Indian Ocean Biogeochemistry and Ecosystem...

  10. Bayesian models of thermal and pluviometric time series in the Fucino plateau

    Directory of Open Access Journals (Sweden)

    Adriana Trabucco

    2011-09-01

    Full Text Available This work was developed within the Project Metodologie e sistemi integrati per la qualificazione di produzioni orticole del Fucino (Methodologies and integrated systems for the classification of horticultural products in the Fucino plateau, sponsored by the Italian Ministry of Education, University and Research, Strategic Projects, Law 448/97. Agro-system managing, especially if necessary to achieve high quality in speciality crops, requires knowledge of main features and intrinsic variability of climate. Statistical models may properly summarize the structure existing behind the observed variability, furthermore they may support the agronomic manager by providing the probability that meteorological events happen in a time window of interest. More than 30 years of daily values collected in four sites located on the Fucino plateau, Abruzzo region, Italy, were studied by fitting Bayesian generalized linear models to air temperature maximum /minimum and rainfall time series. Bayesian predictive distributions of climate variables supporting decision-making processes were calculated at different timescales, 5-days for temperatures and 10-days for rainfall, both to reduce computational efforts and to simplify statistical model assumptions. Technicians and field operators, even with limited statistical training, may exploit the model output by inspecting graphs and climatic profiles of the cultivated areas during decision-making processes. Realizations taken from predictive distributions may also be used as input for agro-ecological models (e.g. models of crop growth, water balance. Fitted models may be exploited to monitor climatic changes and to revise climatic profiles of interest areas, periodically updating the probability distributions of target climatic variables. For the sake of brevity, the description of results is limited to just one of the four sites, and results for all other sites are available as supplementary information.

  11. Geometric noise reduction for multivariate time series.

    Science.gov (United States)

    Mera, M Eugenia; Morán, Manuel

    2006-03-01

    We propose an algorithm for the reduction of observational noise in chaotic multivariate time series. The algorithm is based on a maximum likelihood criterion, and its goal is to reduce the mean distance of the points of the cleaned time series to the attractor. We give evidence of the convergence of the empirical measure associated with the cleaned time series to the underlying invariant measure, implying the possibility to predict the long run behavior of the true dynamics.

  12. BRITS: Bidirectional Recurrent Imputation for Time Series

    OpenAIRE

    Cao, Wei; Wang, Dong; Li, Jian; Zhou, Hao; Li, Lei; Li, Yitan

    2018-01-01

    Time series are widely used as signals in many classification/regression tasks. It is ubiquitous that time series contains many missing values. Given multiple correlated time series data, how to fill in missing values and to predict their class labels? Existing imputation methods often impose strong assumptions of the underlying data generating process, such as linear dynamics in the state space. In this paper, we propose BRITS, a novel method based on recurrent neural networks for missing va...

  13. Efficient Algorithms for Segmentation of Item-Set Time Series

    Science.gov (United States)

    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.

  14. Studies on time series applications in environmental sciences

    CERN Document Server

    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. .

  15. Global Population Density Grid Time Series Estimates

    Data.gov (United States)

    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...

  16. Prediction and Geometry of Chaotic Time Series

    National Research Council Canada - National Science Library

    Leonardi, Mary

    1997-01-01

    This thesis examines the topic of chaotic time series. An overview of chaos, dynamical systems, and traditional approaches to time series analysis is provided, followed by an examination of state space reconstruction...

  17. Sensor-Generated Time Series Events: A Definition Language

    Science.gov (United States)

    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.

  18. Time Series Forecasting with Missing Values

    Directory of Open Access Journals (Sweden)

    Shin-Fu Wu

    2015-11-01

    Full Text Available Time series prediction has become more popular in various kinds of applications such as weather prediction, control engineering, financial analysis, industrial monitoring, etc. To deal with real-world problems, we are often faced with missing values in the data due to sensor malfunctions or human errors. Traditionally, the missing values are simply omitted or replaced by means of imputation methods. However, omitting those missing values may cause temporal discontinuity. Imputation methods, on the other hand, may alter the original time series. In this study, we propose a novel forecasting method based on least squares support vector machine (LSSVM. We employ the input patterns with the temporal information which is defined as local time index (LTI. Time series data as well as local time indexes are fed to LSSVM for doing forecasting without imputation. We compare the forecasting performance of our method with other imputation methods. Experimental results show that the proposed method is promising and is worth further investigations.

  19. Reconstruction of ensembles of coupled time-delay systems from time series.

    Science.gov (United States)

    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.

  20. The analysis of time series: an introduction

    National Research Council Canada - National Science Library

    Chatfield, Christopher

    1989-01-01

    .... A variety of practical examples are given to support the theory. The book covers a wide range of time-series topics, including probability models for time series, Box-Jenkins forecasting, spectral analysis, linear systems and system identification...

  1. Tracking Large Area Mangrove Deforestation with Time-Series of High Fidelity MODIS Imagery

    Science.gov (United States)

    Rahman, A. F.; Dragoni, D.; Didan, K.

    2011-12-01

    Mangrove forests are important coastal ecosystems of the tropical and subtropical regions. These forests provide critical ecosystem services, fulfill important socio-economic and environmental functions, and support coastal livelihoods. But these forest are also among the most vulnerable ecosystems, both to anthropogenic disturbance and climate change. Yet, there exists no map or published study showing detailed spatiotemporal trends of mangrove deforestation at local to regional scales. There is an immediate need of producing such detailed maps to further study the drivers, impacts and feedbacks of anthropogenic and climate factors on mangrove deforestation, and to develop local and regional scale adaptation/mitigation strategies. In this study we use a time-series of high fidelity imagery from NASA's Moderate Resolution Imaging Spectroradiometer (MODIS) for tracking changes in the greenness of mangrove forests of Kalimantan Island of Indonesia. A novel method of filtering satellite data for cloud, aerosol, and view angle effects was used to produce high fidelity MODIS time-series images at 250-meter spatial resolution and three-month temporal resolution for the period of 2000-2010. Enhanced Vegetation Index 2 (EVI2), a measure of vegetation greenness, was calculated from these images for each pixel at each time interval. Temporal variations in the EVI2 of each pixel were tracked as a proxy to deforestaton of mangroves using the statistical method of change-point analysis. Results of these change detection were validated using Monte Carlo simulation, photographs from Google-Earth, finer spatial resolution images from Landsat satellite, and ground based GIS data.

  2. Climatic potential for passive cooling of buildings by night-time ventilation in Europe

    International Nuclear Information System (INIS)

    Artmann, N.; Manz, H.; Heiselberg, P.

    2007-01-01

    Due to an overall trend towards less heating and more cooling demands in buildings in many European countries over the last few decades, passive cooling by night-time ventilation is seen as a promising technique, particularly for commercial buildings in the moderate or cold climates of Central, Eastern and Northern Europe. The basic concept involves cooling the building structure overnight in order to provide a heat sink that is available during the occupancy period. In this study, the potential for passive cooling of buildings by night-time ventilation was evaluated by analysing climatic data, without considering any building-specific parameters. An approach for calculating degree-hours based on a variable building temperature - within a standardized range of thermal comfort - is presented and applied to climatic data of 259 stations all over Europe. The results show a high potential for night-time ventilative cooling over the whole of Northern Europe and still significant potential in Central, Eastern and even some regions of Southern Europe. However, due to the inherent stochastic properties of weather patterns, a series of warmer nights can occur at some locations, where passive cooling by night-time ventilation alone might not be sufficient to guarantee thermal comfort

  3. Time series modeling in traffic safety research.

    Science.gov (United States)

    Lavrenz, Steven M; Vlahogianni, Eleni I; Gkritza, Konstantina; Ke, Yue

    2018-08-01

    The use of statistical models for analyzing traffic safety (crash) data has been well-established. However, time series techniques have traditionally been underrepresented in the corresponding literature, due to challenges in data collection, along with a limited knowledge of proper methodology. In recent years, new types of high-resolution traffic safety data, especially in measuring driver behavior, have made time series modeling techniques an increasingly salient topic of study. Yet there remains a dearth of information to guide analysts in their use. This paper provides an overview of the state of the art in using time series models in traffic safety research, and discusses some of the fundamental techniques and considerations in classic time series modeling. It also presents ongoing and future opportunities for expanding the use of time series models, and explores newer modeling techniques, including computational intelligence models, which hold promise in effectively handling ever-larger data sets. The information contained herein is meant to guide safety researchers in understanding this broad area of transportation data analysis, and provide a framework for understanding safety trends that can influence policy-making. Copyright © 2017 Elsevier Ltd. All rights reserved.

  4. Combining satellite derived phenology with climate data for climate change impact assessment

    Science.gov (United States)

    Ivits, E.; Cherlet, M.; Tóth, G.; Sommer, S.; Mehl, W.; Vogt, J.; Micale, F.

    2012-05-01

    The projected influence of climate change on the timing and volume of phytomass production is expected to affect a number of ecosystem services. In order to develop coherent and locally effective adaptation and mitigation strategies, spatially explicit information on the observed changes is needed. Long-term variations of the vegetative growing season in different environmental zones of Europe for 1982-2006 have been derived by analysing time series of GIMMS NDVI data. The associations of phenologically homogenous spatial clusters to time series of temperature and precipitation data were evaluated. North-east Europe showed a trend to an earlier and longer growing season, particularly in the northern Baltic areas. Despite the earlier greening up large areas of Europe exhibited rather stable season length indicating the shift of the entire growing season to an earlier period. The northern Mediterranean displayed a growing season shift towards later dates while some agglomerations of earlier and shorter growing season were also seen. The correlation of phenological time series with climate data shows a cause-and-effect relationship over the semi natural areas consistent with results in literature. Managed ecosystems however appear to have heterogeneous change pattern with less or no correlation to climatic trends. Over these areas climatic trends seemed to overlap in a complex manner with more pronounced effects of local biophysical conditions and/or land management practices. Our results underline the importance of satellite derived phenological observations to explain local nonconformities to climatic trends for climate change impact assessment.

  5. Detection of bifurcations in noisy coupled systems from multiple time series

    International Nuclear Information System (INIS)

    Williamson, Mark S.; Lenton, Timothy M.

    2015-01-01

    We generalize a method of detecting an approaching bifurcation in a time series of a noisy system from the special case of one dynamical variable to multiple dynamical variables. For a system described by a stochastic differential equation consisting of an autonomous deterministic part with one dynamical variable and an additive white noise term, small perturbations away from the system's fixed point will decay slower the closer the system is to a bifurcation. This phenomenon is known as critical slowing down and all such systems exhibit this decay-type behaviour. However, when the deterministic part has multiple coupled dynamical variables, the possible dynamics can be much richer, exhibiting oscillatory and chaotic behaviour. In our generalization to the multi-variable case, we find additional indicators to decay rate, such as frequency of oscillation. In the case of approaching a homoclinic bifurcation, there is no change in decay rate but there is a decrease in frequency of oscillations. The expanded method therefore adds extra tools to help detect and classify approaching bifurcations given multiple time series, where the underlying dynamics are not fully known. Our generalisation also allows bifurcation detection to be applied spatially if one treats each spatial location as a new dynamical variable. One may then determine the unstable spatial mode(s). This is also something that has not been possible with the single variable method. The method is applicable to any set of time series regardless of its origin, but may be particularly useful when anticipating abrupt changes in the multi-dimensional climate system

  6. Detection of bifurcations in noisy coupled systems from multiple time series

    Science.gov (United States)

    Williamson, Mark S.; Lenton, Timothy M.

    2015-03-01

    We generalize a method of detecting an approaching bifurcation in a time series of a noisy system from the special case of one dynamical variable to multiple dynamical variables. For a system described by a stochastic differential equation consisting of an autonomous deterministic part with one dynamical variable and an additive white noise term, small perturbations away from the system's fixed point will decay slower the closer the system is to a bifurcation. This phenomenon is known as critical slowing down and all such systems exhibit this decay-type behaviour. However, when the deterministic part has multiple coupled dynamical variables, the possible dynamics can be much richer, exhibiting oscillatory and chaotic behaviour. In our generalization to the multi-variable case, we find additional indicators to decay rate, such as frequency of oscillation. In the case of approaching a homoclinic bifurcation, there is no change in decay rate but there is a decrease in frequency of oscillations. The expanded method therefore adds extra tools to help detect and classify approaching bifurcations given multiple time series, where the underlying dynamics are not fully known. Our generalisation also allows bifurcation detection to be applied spatially if one treats each spatial location as a new dynamical variable. One may then determine the unstable spatial mode(s). This is also something that has not been possible with the single variable method. The method is applicable to any set of time series regardless of its origin, but may be particularly useful when anticipating abrupt changes in the multi-dimensional climate system.

  7. Detection of bifurcations in noisy coupled systems from multiple time series

    Energy Technology Data Exchange (ETDEWEB)

    Williamson, Mark S., E-mail: m.s.williamson@exeter.ac.uk; Lenton, Timothy M. [Earth System Science Group, College of Life and Environmental Sciences, University of Exeter, Laver Building, North Park Road, Exeter EX4 4QE (United Kingdom)

    2015-03-15

    We generalize a method of detecting an approaching bifurcation in a time series of a noisy system from the special case of one dynamical variable to multiple dynamical variables. For a system described by a stochastic differential equation consisting of an autonomous deterministic part with one dynamical variable and an additive white noise term, small perturbations away from the system's fixed point will decay slower the closer the system is to a bifurcation. This phenomenon is known as critical slowing down and all such systems exhibit this decay-type behaviour. However, when the deterministic part has multiple coupled dynamical variables, the possible dynamics can be much richer, exhibiting oscillatory and chaotic behaviour. In our generalization to the multi-variable case, we find additional indicators to decay rate, such as frequency of oscillation. In the case of approaching a homoclinic bifurcation, there is no change in decay rate but there is a decrease in frequency of oscillations. The expanded method therefore adds extra tools to help detect and classify approaching bifurcations given multiple time series, where the underlying dynamics are not fully known. Our generalisation also allows bifurcation detection to be applied spatially if one treats each spatial location as a new dynamical variable. One may then determine the unstable spatial mode(s). This is also something that has not been possible with the single variable method. The method is applicable to any set of time series regardless of its origin, but may be particularly useful when anticipating abrupt changes in the multi-dimensional climate system.

  8. Applying the 0-1 test on the analysis of climate and weather data ...

    African Journals Online (AJOL)

    Hydrological and climate data are presented through time series. Chaos Theory offers excellent results in analyzing and forecasting time series. This theory analyzes chaotic parameters to study the behavior of time series, detect chaos and to make the related predictions. Due to the nature of climate data in the time series of ...

  9. Time series prediction: statistical and neural techniques

    Science.gov (United States)

    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.

  10. 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.

  11. Time-series-analysis techniques applied to nuclear-material accounting

    International Nuclear Information System (INIS)

    Pike, D.H.; Morrison, G.W.; Downing, D.J.

    1982-05-01

    This document is designed to introduce the reader to the applications of Time Series Analysis techniques to Nuclear Material Accountability data. Time series analysis techniques are designed to extract information from a collection of random variables ordered by time by seeking to identify any trends, patterns, or other structure in the series. Since nuclear material accountability data is a time series, one can extract more information using time series analysis techniques than by using other statistical techniques. Specifically, the objective of this document is to examine the applicability of time series analysis techniques to enhance loss detection of special nuclear materials. An introductory section examines the current industry approach which utilizes inventory differences. The error structure of inventory differences is presented. Time series analysis techniques discussed include the Shewhart Control Chart, the Cumulative Summation of Inventory Differences Statistics (CUSUM) and the Kalman Filter and Linear Smoother

  12. Clinical and epidemiological rounds. Time series

    Directory of Open Access Journals (Sweden)

    León-Álvarez, Alba Luz

    2016-07-01

    Full Text Available Analysis of time series is a technique that implicates the study of individuals or groups observed in successive moments in time. This type of analysis allows the study of potential causal relationships between different variables that change over time and relate to each other. It is the most important technique to make inferences about the future, predicting, on the basis or what has happened in the past and it is applied in different disciplines of knowledge. Here we discuss different components of time series, the analysis technique and specific examples in health research.

  13. Detecting relationships between the interannual variability in climate records and ecological time series using a multivariate statistical approach - four case studies for the North Sea region

    Energy Technology Data Exchange (ETDEWEB)

    Heyen, H. [GKSS-Forschungszentrum Geesthacht GmbH (Germany). Inst. fuer Gewaesserphysik

    1998-12-31

    A multivariate statistical approach is presented that allows a systematic search for relationships between the interannual variability in climate records and ecological time series. Statistical models are built between climatological predictor fields and the variables of interest. Relationships are sought on different temporal scales and for different seasons and time lags. The possibilities and limitations of this approach are discussed in four case studies dealing with salinity in the German Bight, abundance of zooplankton at Helgoland Roads, macrofauna communities off Norderney and the arrival of migratory birds on Helgoland. (orig.) [Deutsch] Ein statistisches, multivariates Modell wird vorgestellt, das eine systematische Suche nach potentiellen Zusammenhaengen zwischen Variabilitaet in Klima- und oekologischen Zeitserien erlaubt. Anhand von vier Anwendungsbeispielen wird der Klimaeinfluss auf den Salzgehalt in der Deutschen Bucht, Zooplankton vor Helgoland, Makrofauna vor Norderney, und die Ankunft von Zugvoegeln auf Helgoland untersucht. (orig.)

  14. Integer-valued time series

    NARCIS (Netherlands)

    van den Akker, R.

    2007-01-01

    This thesis adresses statistical problems in econometrics. The first part contributes statistical methodology for nonnegative integer-valued time series. The second part of this thesis discusses semiparametric estimation in copula models and develops semiparametric lower bounds for a large class of

  15. Robust Forecasting of Non-Stationary Time Series

    NARCIS (Netherlands)

    Croux, C.; Fried, R.; Gijbels, I.; Mahieu, K.

    2010-01-01

    This paper proposes a robust forecasting method for non-stationary time series. The time series is modelled using non-parametric heteroscedastic regression, and fitted by a localized MM-estimator, combining high robustness and large efficiency. The proposed method is shown to produce reliable

  16. Recent Structural Change in Remote Sensing Data Time Series Linked to Farm Management in Horn of Africa (1999-2009)

    Science.gov (United States)

    Crisci, A.; Vignaroli, P.; Genesio, L.; Grasso, V.; Bacci, M.; Tarchiani, V.; Capecchi, V.

    2011-01-01

    Food security in East Africa region essentially depends on the stability of rain-fed crops farming, which renders its society vulnerable to climatic fluctuations. These ones in Africa are most widely and directly related to rainfall. In this study, the relation between recent spatial rainfall variability and vegetation dynamics has been investigated for East Africa territories. Satellite raster products SPOT-4 Vegetation 1 km resolution (Saint, 1995) and RFE (rainfall estimates) from Famine Early Warning Systems Network (FEWS NET) are used. The survey is carried out at administrative level scale using 10-day summaries extracted from raster data for each spatial area unit thanks to specific polygonal layers. Time series covers two different periods: 1996-2009 for rainfall estimates and 1999-2009 for NDVI. The first step of the analysis has been to build for each administrative unit a coherent set of data, along the time series, suitable to be processed with state-of-art statistical tools. The analysis is based on the assumption that every structural break in vegetation dynamics could be caused by two alternative/complementary causes, namely: (i) modifications in crop farming systems (adaptation strategy) related to eventual break-shift in rainfall regime and/or (ii) other socio-economic factors. BFAST (Verbesselt et al, 2010) R package are employed to lead a comprehensive breakpoint analysis on 10-day RFE (spatial mean and standard deviation) and 10-day NDVI ones (spatial mean, mode and standard deviation). The cross-viewing of the years where significant breaks have occurred, throughout opportune GIS layering, provides an explorative interpretation of spatial climate/vegetation dynamics in the whole area. Moreover, the spatial and temporal pattern of ecosystem dynamics in response to climatic variability has been investigated using wavelet coherency by SOWAS R package (Maraun, 2007). The wavelet coherency (WCOH) is a normalized time and scale resolved measure for

  17. Evaluation of the effects of climate and man intervention on ground waters and their dependent ecosystems using time series analysis

    Science.gov (United States)

    Gemitzi, Alexandra; Stefanopoulos, Kyriakos

    2011-06-01

    SummaryGroundwaters and their dependent ecosystems are affected both by the meteorological conditions as well as from human interventions, mainly in the form of groundwater abstractions for irrigation needs. This work aims at investigating the quantitative effects of meteorological conditions and man intervention on groundwater resources and their dependent ecosystems. Various seasonal Auto-Regressive Integrated Moving Average (ARIMA) models with external predictor variables were used in order to model the influence of meteorological conditions and man intervention on the groundwater level time series. Initially, a seasonal ARIMA model that simulates the abstraction time series using as external predictor variable temperature ( T) was prepared. Thereafter, seasonal ARIMA models were developed in order to simulate groundwater level time series in 8 monitoring locations, using the appropriate predictor variables determined for each individual case. The spatial component was introduced through the use of Geographical Information Systems (GIS). Application of the proposed methodology took place in the Neon Sidirochorion alluvial aquifer (Northern Greece), for which a 7-year long time series (i.e., 2003-2010) of piezometric and groundwater abstraction data exists. According to the developed ARIMA models, three distinct groups of groundwater level time series exist; the first one proves to be dependent only on the meteorological parameters, the second group demonstrates a mixed dependence both on meteorological conditions and on human intervention, whereas the third group shows a clear influence from man intervention. Moreover, there is evidence that groundwater abstraction has affected an important protected ecosystem.

  18. Characterizing time series via complexity-entropy curves

    Science.gov (United States)

    Ribeiro, Haroldo V.; Jauregui, Max; Zunino, Luciano; Lenzi, Ervin K.

    2017-06-01

    The search for patterns in time series is a very common task when dealing with complex systems. This is usually accomplished by employing a complexity measure such as entropies and fractal dimensions. However, such measures usually only capture a single aspect of the system dynamics. Here, we propose a family of complexity measures for time series based on a generalization of the complexity-entropy causality plane. By replacing the Shannon entropy by a monoparametric entropy (Tsallis q entropy) and after considering the proper generalization of the statistical complexity (q complexity), we build up a parametric curve (the q -complexity-entropy curve) that is used for characterizing and classifying time series. Based on simple exact results and numerical simulations of stochastic processes, we show that these curves can distinguish among different long-range, short-range, and oscillating correlated behaviors. Also, we verify that simulated chaotic and stochastic time series can be distinguished based on whether these curves are open or closed. We further test this technique in experimental scenarios related to chaotic laser intensity, stock price, sunspot, and geomagnetic dynamics, confirming its usefulness. Finally, we prove that these curves enhance the automatic classification of time series with long-range correlations and interbeat intervals of healthy subjects and patients with heart disease.

  19. Downsizer - A Graphical User Interface-Based Application for Browsing, Acquiring, and Formatting Time-Series Data for Hydrologic Modeling

    Science.gov (United States)

    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.

  20. Complex network approach to fractional time series

    Energy Technology Data Exchange (ETDEWEB)

    Manshour, Pouya [Physics Department, Persian Gulf University, Bushehr 75169 (Iran, Islamic Republic of)

    2015-10-15

    In order to extract correlation information inherited in stochastic time series, the visibility graph algorithm has been recently proposed, by which a time series can be mapped onto a complex network. We demonstrate that the visibility algorithm is not an appropriate one to study the correlation aspects of a time series. We then employ the horizontal visibility algorithm, as a much simpler one, to map fractional processes onto complex networks. The degree distributions are shown to have parabolic exponential forms with Hurst dependent fitting parameter. Further, we take into account other topological properties such as maximum eigenvalue of the adjacency matrix and the degree assortativity, and show that such topological quantities can also be used to predict the Hurst exponent, with an exception for anti-persistent fractional Gaussian noises. To solve this problem, we take into account the Spearman correlation coefficient between nodes' degrees and their corresponding data values in the original time series.

  1. Introduction to time series analysis and forecasting

    CERN Document Server

    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.

  2. Incremental fuzzy C medoids clustering of time series data using dynamic time warping distance.

    Science.gov (United States)

    Liu, Yongli; Chen, Jingli; Wu, Shuai; Liu, Zhizhong; Chao, Hao

    2018-01-01

    Clustering time series data is of great significance since it could extract meaningful statistics and other characteristics. Especially in biomedical engineering, outstanding clustering algorithms for time series may help improve the health level of people. Considering data scale and time shifts of time series, in this paper, we introduce two incremental fuzzy clustering algorithms based on a Dynamic Time Warping (DTW) distance. For recruiting Single-Pass and Online patterns, our algorithms could handle large-scale time series data by splitting it into a set of chunks which are processed sequentially. Besides, our algorithms select DTW to measure distance of pair-wise time series and encourage higher clustering accuracy because DTW could determine an optimal match between any two time series by stretching or compressing segments of temporal data. Our new algorithms are compared to some existing prominent incremental fuzzy clustering algorithms on 12 benchmark time series datasets. The experimental results show that the proposed approaches could yield high quality clusters and were better than all the competitors in terms of clustering accuracy.

  3. Incremental fuzzy C medoids clustering of time series data using dynamic time warping distance

    Science.gov (United States)

    Chen, Jingli; Wu, Shuai; Liu, Zhizhong; Chao, Hao

    2018-01-01

    Clustering time series data is of great significance since it could extract meaningful statistics and other characteristics. Especially in biomedical engineering, outstanding clustering algorithms for time series may help improve the health level of people. Considering data scale and time shifts of time series, in this paper, we introduce two incremental fuzzy clustering algorithms based on a Dynamic Time Warping (DTW) distance. For recruiting Single-Pass and Online patterns, our algorithms could handle large-scale time series data by splitting it into a set of chunks which are processed sequentially. Besides, our algorithms select DTW to measure distance of pair-wise time series and encourage higher clustering accuracy because DTW could determine an optimal match between any two time series by stretching or compressing segments of temporal data. Our new algorithms are compared to some existing prominent incremental fuzzy clustering algorithms on 12 benchmark time series datasets. The experimental results show that the proposed approaches could yield high quality clusters and were better than all the competitors in terms of clustering accuracy. PMID:29795600

  4. The foundations of modern time series analysis

    CERN Document Server

    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.

  5. 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.

  6. Transmission of linear regression patterns between time series: from relationship in time series to complex networks.

    Science.gov (United States)

    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.

  7. 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...

  8. Unevenly spaced time series analysis: Case study using calcimetry data from BV-1 and BV-2 boreholesin Ljubljansko barje (central Slovenia

    Directory of Open Access Journals (Sweden)

    Mihael Brenčič

    2009-12-01

    Full Text Available Statistical analyses of calcimetric data from boreholes BV-1 (north of PodpeČ and BV-2 (south of ^rna vas on Ljubljansko barje in central Slovenia are given. The original data are represented as unevenly spaced time series that are translated into evenly spaced time series. To calculate the interpolation weighted influence function,amodel based on the power correlated influence is defined.Parameters electionisper formed basedon the maximum entropy principle. In the reconstructed time series, autocorrelation and Fourier power spectrum analyses are performed. In both time series, a transition from white noise to red noise was detected. Such behaviour can be describedby a Lorentz process. Red noise is the result of a stochastic process with long-term memory. This effect can be seen predominantly in the autocorrelation function of borehole BV-1. In the calcimetric time series of borehole BV-2, periodicity with a period between 10.0 m and 12.5 m was also detected. We suppose that this period reflects climatic fluctuations during the Quaternary Period.

  9. Time-series prediction and applications a machine intelligence approach

    CERN Document Server

    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...

  10. 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.

  11. Time series modelling of global mean temperature for managerial decision-making.

    Science.gov (United States)

    Romilly, Peter

    2005-07-01

    Climate change has important implications for business and economic activity. Effective management of climate change impacts will depend on the availability of accurate and cost-effective forecasts. This paper uses univariate time series techniques to model the properties of a global mean temperature dataset in order to develop a parsimonious forecasting model for managerial decision-making over the short-term horizon. Although the model is estimated on global temperature data, the methodology could also be applied to temperature data at more localised levels. The statistical techniques include seasonal and non-seasonal unit root testing with and without structural breaks, as well as ARIMA and GARCH modelling. A forecasting evaluation shows that the chosen model performs well against rival models. The estimation results confirm the findings of a number of previous studies, namely that global mean temperatures increased significantly throughout the 20th century. The use of GARCH modelling also shows the presence of volatility clustering in the temperature data, and a positive association between volatility and global mean temperature.

  12. State-space forecasting of Schistosoma haematobium time-series in Niono, Mali.

    Science.gov (United States)

    Medina, Daniel C; Findley, Sally E; Doumbia, Seydou

    2008-08-13

    Much of the developing world, particularly sub-Saharan Africa, exhibits high levels of morbidity and mortality associated with infectious diseases. The incidence of Schistosoma sp.-which are neglected tropical diseases exposing and infecting more than 500 and 200 million individuals in 77 countries, respectively-is rising because of 1) numerous irrigation and hydro-electric projects, 2) steady shifts from nomadic to sedentary existence, and 3) ineffective control programs. Notwithstanding the colossal scope of these parasitic infections, less than 0.5% of Schistosoma sp. investigations have attempted to predict their spatial and or temporal distributions. Undoubtedly, public health programs in developing countries could benefit from parsimonious forecasting and early warning systems to enhance management of these parasitic diseases. In this longitudinal retrospective (01/1996-06/2004) investigation, the Schistosoma haematobium time-series for the district of Niono, Mali, was fitted with general-purpose exponential smoothing methods to generate contemporaneous on-line forecasts. These methods, which are encapsulated within a state-space framework, accommodate seasonal and inter-annual time-series fluctuations. Mean absolute percentage error values were circa 25% for 1- to 5-month horizon forecasts. The exponential smoothing state-space framework employed herein produced reasonably accurate forecasts for this time-series, which reflects the incidence of S. haematobium-induced terminal hematuria. It obliquely captured prior non-linear interactions between disease dynamics and exogenous covariates (e.g., climate, irrigation, and public health interventions), thus obviating the need for more complex forecasting methods in the district of Niono, Mali. Therefore, this framework could assist with managing and assessing S. haematobium transmission and intervention impact, respectively, in this district and potentially elsewhere in the Sahel.

  13. Stochastic nature of series of waiting times

    Science.gov (United States)

    Anvari, Mehrnaz; Aghamohammadi, Cina; Dashti-Naserabadi, H.; Salehi, E.; Behjat, E.; Qorbani, M.; Khazaei Nezhad, M.; Zirak, M.; Hadjihosseini, Ali; Peinke, Joachim; Tabar, M. Reza Rahimi

    2013-06-01

    Although fluctuations in the waiting time series have been studied for a long time, some important issues such as its long-range memory and its stochastic features in the presence of nonstationarity have so far remained unstudied. Here we find that the “waiting times” series for a given increment level have long-range correlations with Hurst exponents belonging to the interval 1/2time distribution. We find that the logarithmic difference of waiting times series has a short-range correlation, and then we study its stochastic nature using the Markovian method and determine the corresponding Kramers-Moyal coefficients. As an example, we analyze the velocity fluctuations in high Reynolds number turbulence and determine the level dependence of Markov time scales, as well as the drift and diffusion coefficients. We show that the waiting time distributions exhibit power law tails, and we were able to model the distribution with a continuous time random walk.

  14. 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...... of data grows. This is a particular problem when querying time series data, which generally contains multiple measures recorded at fine time granularities. Usually, this issue is addressed either by scaling up hardware or by employing workload based query optimization techniques. However, these solutions...

  15. 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.

  16. Impact of Sensor Degradation on the MODIS NDVI Time Series

    Science.gov (United States)

    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.

  17. A novel weight determination method for time series data aggregation

    Science.gov (United States)

    Xu, Paiheng; Zhang, Rong; Deng, Yong

    2017-09-01

    Aggregation in time series is of great importance in time series smoothing, predicting and other time series analysis process, which makes it crucial to address the weights in times series correctly and reasonably. In this paper, a novel method to obtain the weights in time series is proposed, in which we adopt induced ordered weighted aggregation (IOWA) operator and visibility graph averaging (VGA) operator and linearly combine the weights separately generated by the two operator. The IOWA operator is introduced to the weight determination of time series, through which the time decay factor is taken into consideration. The VGA operator is able to generate weights with respect to the degree distribution in the visibility graph constructed from the corresponding time series, which reflects the relative importance of vertices in time series. The proposed method is applied to two practical datasets to illustrate its merits. The aggregation of Construction Cost Index (CCI) demonstrates the ability of proposed method to smooth time series, while the aggregation of The Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) illustrate how proposed method maintain the variation tendency of original data.

  18. AIRS-Observed Interrelationships of Anomaly Time-Series of Moist Process-Related Parameters and Inferred Feedback Values on Various Spatial Scales

    Science.gov (United States)

    Molnar, Gyula I.; Susskind, Joel; Iredell, Lena

    2011-01-01

    In the beginning, a good measure of a GMCs performance was their ability to simulate the observed mean seasonal cycle. That is, a reasonable simulation of the means (i.e., small biases) and standard deviations of TODAY?S climate would suffice. Here, we argue that coupled GCM (CG CM for short) simulations of FUTURE climates should be evaluated in much more detail, both spatially and temporally. Arguably, it is not the bias, but rather the reliability of the model-generated anomaly time-series, even down to the [C]GCM grid-scale, which really matter. This statement is underlined by the social need to address potential REGIONAL climate variability, and climate drifts/changes in a manner suitable for policy decisions.

  19. Mackenzie River Delta morphological change based on Landsat time series

    Science.gov (United States)

    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

  20. Foundations of Sequence-to-Sequence Modeling for Time Series

    OpenAIRE

    Kuznetsov, Vitaly; Mariet, Zelda

    2018-01-01

    The availability of large amounts of time series data, paired with the performance of deep-learning algorithms on a broad class of problems, has recently led to significant interest in the use of sequence-to-sequence models for time series forecasting. We provide the first theoretical analysis of this time series forecasting framework. We include a comparison of sequence-to-sequence modeling to classical time series models, and as such our theory can serve as a quantitative guide for practiti...

  1. A Statistical Method to Predict Flow Permanence in Dryland Streams from Time Series of Stream Temperature

    Directory of Open Access Journals (Sweden)

    Ivan Arismendi

    2017-12-01

    Full Text Available Intermittent and ephemeral streams represent more than half of the length of the global river network. Dryland freshwater ecosystems are especially vulnerable to changes in human-related water uses as well as shifts in terrestrial climates. Yet, the description and quantification of patterns of flow permanence in these systems is challenging mostly due to difficulties in instrumentation. Here, we took advantage of existing stream temperature datasets in dryland streams in the northwest Great Basin desert, USA, to extract critical information on climate-sensitive patterns of flow permanence. We used a signal detection technique, Hidden Markov Models (HMMs, to extract information from daily time series of stream temperature to diagnose patterns of stream drying. Specifically, we applied HMMs to time series of daily standard deviation (SD of stream temperature (i.e., dry stream channels typically display highly variable daily temperature records compared to wet stream channels between April and August (2015–2016. We used information from paired stream and air temperature data loggers as well as co-located stream temperature data loggers with electrical resistors as confirmatory sources of the timing of stream drying. We expanded our approach to an entire stream network to illustrate the utility of the method to detect patterns of flow permanence over a broader spatial extent. We successfully identified and separated signals characteristic of wet and dry stream conditions and their shifts over time. Most of our study sites within the entire stream network exhibited a single state over the entire season (80%, but a portion of them showed one or more shifts among states (17%. We provide recommendations to use this approach based on a series of simple steps. Our findings illustrate a successful method that can be used to rigorously quantify flow permanence regimes in streams using existing records of stream temperature.

  2. A statistical method to predict flow permanence in dryland streams from time series of stream temperature

    Science.gov (United States)

    Arismendi, Ivan; Dunham, Jason B.; Heck, Michael; Schultz, Luke; Hockman-Wert, David

    2017-01-01

    Intermittent and ephemeral streams represent more than half of the length of the global river network. Dryland freshwater ecosystems are especially vulnerable to changes in human-related water uses as well as shifts in terrestrial climates. Yet, the description and quantification of patterns of flow permanence in these systems is challenging mostly due to difficulties in instrumentation. Here, we took advantage of existing stream temperature datasets in dryland streams in the northwest Great Basin desert, USA, to extract critical information on climate-sensitive patterns of flow permanence. We used a signal detection technique, Hidden Markov Models (HMMs), to extract information from daily time series of stream temperature to diagnose patterns of stream drying. Specifically, we applied HMMs to time series of daily standard deviation (SD) of stream temperature (i.e., dry stream channels typically display highly variable daily temperature records compared to wet stream channels) between April and August (2015–2016). We used information from paired stream and air temperature data loggers as well as co-located stream temperature data loggers with electrical resistors as confirmatory sources of the timing of stream drying. We expanded our approach to an entire stream network to illustrate the utility of the method to detect patterns of flow permanence over a broader spatial extent. We successfully identified and separated signals characteristic of wet and dry stream conditions and their shifts over time. Most of our study sites within the entire stream network exhibited a single state over the entire season (80%), but a portion of them showed one or more shifts among states (17%). We provide recommendations to use this approach based on a series of simple steps. Our findings illustrate a successful method that can be used to rigorously quantify flow permanence regimes in streams using existing records of stream temperature.

  3. Homogenization of long instrumental temperature and precipitation series over the Spanish Northern Coast

    Science.gov (United States)

    Sigro, J.; Brunet, M.; Aguilar, E.; Stoll, H.; Jimenez, M.

    2009-04-01

    The Spanish-funded research project Rapid Climate Changes in the Iberian Peninsula (IP) Based on Proxy Calibration, Long Term Instrumental Series and High Resolution Analyses of Terrestrial and Marine Records (CALIBRE: ref. CGL2006-13327-C04/CLI) has as main objective to analyse climate dynamics during periods of rapid climate change by means of developing high-resolution paleoclimate proxy records from marine and terrestrial (lakes and caves) deposits over the IP and calibrating them with long-term and high-quality instrumental climate time series. Under CALIBRE, the coordinated project Developing and Enhancing a Climate Instrumental Dataset for Calibrating Climate Proxy Data and Analysing Low-Frequency Climate Variability over the Iberian Peninsula (CLICAL: CGL2006-13327-C04-03/CLI) is devoted to the development of homogenised climate records and sub-regional time series which can be confidently used in the calibration of the lacustrine, marine and speleothem time series generated under CALIBRE. Here we present the procedures followed in order to homogenise a dataset of maximum and minimum temperature and precipitation data on a monthly basis over the Spanish northern coast. The dataset is composed of thirty (twenty) precipitation (temperature) long monthly records. The data are quality controlled following the procedures recommended by Aguilar et al. (2003) and tested for homogeneity and adjusted by following the approach adopted by Brunet et al. (2008). Sub-regional time series of precipitation, maximum and minimum temperatures for the period 1853-2007 have been generated by averaging monthly anomalies and then adding back the base-period mean, according to the method of Jones and Hulme (1996). Also, a method to adjust the variance bias present in regional time series associated over time with varying sample size has been applied (Osborn et al., 1997). The results of this homogenisation exercise and the development of the associated sub-regional time series

  4. Recurrent Neural Network Applications for Astronomical Time Series

    Science.gov (United States)

    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.

  5. CLASSIFICATION OF CROPLANDS THROUGH FUSION OF OPTICAL AND SAR TIME SERIES DATA

    Directory of Open Access Journals (Sweden)

    S. Park

    2016-06-01

    Full Text Available Many satellite sensors including Landsat series have been extensively used for land cover classification. Studies have been conducted to mitigate classification problems associated with the use of single data (e.g., such as cloud contamination through multi-sensor data fusion and the use of time series data. This study investigated two areas with different environment and climate conditions: one in South Korea and the other in US. Cropland classification was conducted by using multi-temporal Landsat 5, Radarsat-1 and digital elevation models (DEM based on two machine learning approaches (i.e., random forest and support vector machines. Seven classification scenarios were examined and evaluated through accuracy assessment. Results show that SVM produced the best performance (overall accuracy of 93.87% when using all temporal and spectral data as input variables. Normalized Difference Water Index (NDWI, SAR backscattering, and Normalized Difference Vegetation Index (NDVI were identified as more contributing variables than the others for cropland classification.

  6. Climate variations and salmonellosis in northwest Russia: a time-series analysis.

    Science.gov (United States)

    Grjibovski, A M; Bushueva, V; Boltenkov, V P; Buzinov, R V; Degteva, G N; Yurasova, E D; Nurse, J

    2013-02-01

    Associations between monthly counts of all laboratory-confirmed cases of salmonellosis in Arkhangelsk, northern Russia, from 1992 to 2008 and climatic variables with lags 0-2 were studied by three different models. We observed a linear association between the number of cases of salmonellosis and mean monthly temperature with a lag of 1 month across the whole range of temperatures. An increase of 1 °C was associated with a 2·04% [95% confidence interval (CI) 0·25-3·84], 1·84% (95% CI 0·06-3·63) and 2·32% (95% CI 0·38-4·27) increase in different models. Only one of the three models suggested an increase in the number of cases, by 0·24% (95% CI 0·02-0·46) with an increase in precipitation by 1 mm in the same month. Higher temperatures were associated with higher monthly counts of salmonellosis while the association with precipitation was less certain. The results may have implications for the future patterns of enteric infections in northern areas related to climate change.

  7. Glacier Volume Change Estimation Using Time Series of Improved Aster Dems

    Science.gov (United States)

    Girod, Luc; Nuth, Christopher; Kääb, Andreas

    2016-06-01

    Volume change data is critical to the understanding of glacier response to climate change. The Advanced Spaceborne Thermal Emission and Reflection Radiometer (ASTER) system embarked on the Terra (EOS AM-1) satellite has been a unique source of systematic stereoscopic images covering the whole globe at 15m resolution and at a consistent quality for over 15 years. While satellite stereo sensors with significantly improved radiometric and spatial resolution are available to date, the potential of ASTER data lies in its long consistent time series that is unrivaled, though not fully exploited for change analysis due to lack of data accuracy and precision. Here, we developed an improved method for ASTER DEM generation and implemented it in the open source photogrammetric library and software suite MicMac. The method relies on the computation of a rational polynomial coefficients (RPC) model and the detection and correction of cross-track sensor jitter in order to compute DEMs. ASTER data are strongly affected by attitude jitter, mainly of approximately 4 km and 30 km wavelength, and improving the generation of ASTER DEMs requires removal of this effect. Our sensor modeling does not require ground control points and allows thus potentially for the automatic processing of large data volumes. As a proof of concept, we chose a set of glaciers with reference DEMs available to assess the quality of our measurements. We use time series of ASTER scenes from which we extracted DEMs with a ground sampling distance of 15m. Our method directly measures and accounts for the cross-track component of jitter so that the resulting DEMs are not contaminated by this process. Since the along-track component of jitter has the same direction as the stereo parallaxes, the two cannot be separated and the elevations extracted are thus contaminated by along-track jitter. Initial tests reveal no clear relation between the cross-track and along-track components so that the latter seems not to be

  8. Transition Icons for Time-Series Visualization and Exploratory Analysis.

    Science.gov (United States)

    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.

  9. Multifractal analysis of visibility graph-based Ito-related connectivity time series.

    Science.gov (United States)

    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.

  10. Mathematical foundations of time series analysis a concise introduction

    CERN Document Server

    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.

  11. Time series analysis in the social sciences the fundamentals

    CERN Document Server

    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

  12. Data imputation analysis for Cosmic Rays time series

    Science.gov (United States)

    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.

  13. Algorithm for Compressing Time-Series Data

    Science.gov (United States)

    Hawkins, S. Edward, III; Darlington, Edward Hugo

    2012-01-01

    An algorithm based on Chebyshev polynomials effects lossy compression of time-series data or other one-dimensional data streams (e.g., spectral data) that are arranged in blocks for sequential transmission. The algorithm was developed for use in transmitting data from spacecraft scientific instruments to Earth stations. In spite of its lossy nature, the algorithm preserves the information needed for scientific analysis. The algorithm is computationally simple, yet compresses data streams by factors much greater than two. The algorithm is not restricted to spacecraft or scientific uses: it is applicable to time-series data in general. The algorithm can also be applied to general multidimensional data that have been converted to time-series data, a typical example being image data acquired by raster scanning. However, unlike most prior image-data-compression algorithms, this algorithm neither depends on nor exploits the two-dimensional spatial correlations that are generally present in images. In order to understand the essence of this compression algorithm, it is necessary to understand that the net effect of this algorithm and the associated decompression algorithm is to approximate the original stream of data as a sequence of finite series of Chebyshev polynomials. For the purpose of this algorithm, a block of data or interval of time for which a Chebyshev polynomial series is fitted to the original data is denoted a fitting interval. Chebyshev approximation has two properties that make it particularly effective for compressing serial data streams with minimal loss of scientific information: The errors associated with a Chebyshev approximation are nearly uniformly distributed over the fitting interval (this is known in the art as the "equal error property"); and the maximum deviations of the fitted Chebyshev polynomial from the original data have the smallest possible values (this is known in the art as the "min-max property").

  14. Modeling of Volatility with Non-linear Time Series Model

    OpenAIRE

    Kim Song Yon; Kim Mun Chol

    2013-01-01

    In this paper, non-linear time series models are used to describe volatility in financial time series data. To describe volatility, two of the non-linear time series are combined into form TAR (Threshold Auto-Regressive Model) with AARCH (Asymmetric Auto-Regressive Conditional Heteroskedasticity) error term and its parameter estimation is studied.

  15. Layered Ensemble Architecture for Time Series Forecasting.

    Science.gov (United States)

    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.

  16. Climate, the time for action

    International Nuclear Information System (INIS)

    Petit, Michel; Barlier, F.; Bauer, P.; Besancenot, J.P.; Boe, J.; Bonneville, A.; Boucher, O.; Boy, D.; Cazenave, A.; Combarnous, M.; Dandonneau, Y.; Decampsk, H.; Drobrinski, P.; Ducrocq, V.; Durand, B.; Fouquart, Y.; Gautier, C.; Geistdoerfer, P.; Grandjean, A.; Guillou, M.; Labeyrie, L.; Laval, K.; Le Cozannet, G.; Lefebvre, M.; Le Treut, H.; Masson-Delmotte, V.; Merle, J.; Ngo, C.; Pailleux, J.; Painter, J.; Pouyaud, B.; Salas y Melia, D.; Terray, L.; Vautard, R.; Voituriez, B.; Zaharia, R.; Tubiana, Laurence; Orsenna, Erik

    2015-01-01

    The objective of this collective book is to provide the public with elements of information showing that there is an actual risk that climate-related risk severely affects mankind during the next decades. A first part proposes a summary of the most recent works which place the problematic of climate change within its scientific context at different time and space scales. The second part describes the nature and properties of various greenhouse gases. The third part addresses the future evolution of some regional climates which are relevant for impact studies (possible evolutions during this century and beyond, associated uncertainties). The fourth part proposes a rather detailed presentation of possible consequences of local climate changes. The authors assess possible ecological consequences, analyse human and social risks and measures which could make these climate changes more bearable. The fifth part identifies actions to be performed to reduce carbon dioxide emissions in the atmosphere, and the possibility to correct modifications we have imposed to the planet climate. The last part analyses the evolution of world awareness of the climate issue

  17. [Modelling the effect of local climatic variability on dengue transmission in Medellin (Colombia) by means of time series analysis].

    Science.gov (United States)

    Rúa-Uribe, Guillermo L; Suárez-Acosta, Carolina; Chauca, José; Ventosilla, Palmira; Almanza, Rita

    2013-09-01

    Dengue fever is a major impact on public health vector-borne disease, and its transmission is influenced by entomological, sociocultural and economic factors. Additionally, climate variability plays an important role in the transmission dynamics. A large scientific consensus has indicated that the strong association between climatic variables and disease could be used to develop models to explain the incidence of the disease. To develop a model that provides a better understanding of dengue transmission dynamics in Medellin and predicts increases in the incidence of the disease. The incidence of dengue fever was used as dependent variable, and weekly climatic factors (maximum, mean and minimum temperature, relative humidity and precipitation) as independent variables. Expert Modeler was used to develop a model to better explain the behavior of the disease. Climatic variables with significant association to the dependent variable were selected through ARIMA models. The model explains 34% of observed variability. Precipitation was the climatic variable showing statistically significant association with the incidence of dengue fever, but with a 20 weeks delay. In Medellin, the transmission of dengue fever was influenced by climate variability, especially precipitation. The strong association dengue fever/precipitation allowed the construction of a model to help understand dengue transmission dynamics. This information will be useful to develop appropriate and timely strategies for dengue control.

  18. Jumps in GNSS coordinates time series, a simple and fast methodology to clean the data sets

    Science.gov (United States)

    Bruni, Sara; Zerbini, Susanna; Raicich, Fabio; Errico, Maddalena; Santi, Efisio

    2014-05-01

    GNSS coordinate time series often suffer from the presence of undesired offsets of different nature which may impair the reliable estimation of the long-period trend and that should be corrected in the original data sets. Examples of such discontinuities are those originated by earthquakes, monumentation problems, replacement/maintenance of the station equipment, change of the reference system and by a number of unforeseen events. We have developed an automated and fast data inspection procedure for estimating the time of occurrence and the magnitude of the jumps and for correcting the time series accordingly. These processing characteristics are important because many time series are now spanning almost two decades, and dense GNSS networks are becoming a reality. The procedure has been developed and tailored to GNSS data sets starting from the Sequential T-test Analysis of Regime Shifts (STARS) originally conceived by Rodionov (Geophys. Res. Lett., 31, L09204, 2004) in the context of climatic studies. This technique does not make any a priori assumption on the time of occurrence and on the magnitude of the discontinuities. A jump is detected and its magnitude estimated when, over two consecutive time windows of the same length, the mean value exhibits a statistically significant change. Three user-defined parameters are required: the cut-off length, L, representing the minimum time interval between two consecutive discontinuities, the significance level, p, of the exploited two-tailed Student t-test, and the Huber parameter, H, used to compute a weighted mean over the L-day intervals. The method has been tested on GPS coordinates time series of stations located in the southeastern Po Plain, in Italy. The series span more than 15 years and are affected by offsets of different nature. The methodology has proven to be effective, as confirmed by the comparison between the corrected GPS time series and those obtained by other co-located observation techniques such as

  19. Some implications of time series analysis for describing climatologic conditions and for forecasting. An illustrative case: Veracruz, Mexico

    Energy Technology Data Exchange (ETDEWEB)

    Gay, C.; Estrada, F.; Conde, C. [Centro de Ciencias de la Atmosfera, Universidad Nacional Autonoma de Mexico, Mexico, D.F. (Mexico)]. E:mail: feporrua@atmosfera.unam.mx

    2007-04-15

    The common practice of using 30-year sub-samples of climatological data for describing past, present and future conditions has been widely applied, in many cases without considering the properties of the time series analyzed. This paper shows that this practice can lead to an inefficient use of the information contained in the data and to an inaccurate characterization of present, and especially future, climatological conditions because parameters are time and sub-sample size dependent. Furthermore, this approach can lead to the detection of spurious changes in distribution parameters. The time series analysis of observed monthly temperature in Veracruz, Mexico, is used to illustrate the fact that these techniques permit to make a better description of the mean and variability of the series, which in turn allows (depending on the class of process) to restrain uncertainty of forecasts, and therefore provides a better estimation of present and future risk of observing values outside a given coping range. Results presented in this paper show that, although a significant trend is found in the temperatures, giving possible evidence of observed climate change in the region, there is no evidence to support changes in the variability of the series and therefore there is neither observed evidence to support that monthly temperature variability will increase (or decrease) in the future. That is, if climate change is already occurring, it has manifested itself as a change-in-the-mean of these processes and has not affected other moments of their distributions (homogeneous non-stationary processes). The Magicc-Scengen, a software useful for constructing climate change scenarios, uses 20-year sub-samples to estimate future climate variability. For comparison purposes, possible future probability density functions are constructed following two different approaches: one, using solely the Magicc-Scengen output, and another one using a combination of this information and the time

  20. A window-based time series feature extraction method.

    Science.gov (United States)

    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.

  1. Stable isotope time series and dentin increments elucidate Pleistocene proboscidean paleobiology

    Science.gov (United States)

    Fisher, Daniel; Rountrey, Adam; Smith, Kathlyn; Fox, David

    2010-05-01

    Investigations of stable isotope composition of mineralized tissues have added greatly to our knowledge of past climates and dietary behaviors of organisms, even when they are implemented through 'bulk sampling', in which a single assay yields a single, time-averaged value. Likewise, the practice of 'sclerochronology', which documents periodic structural increments comprising a growth record for accretionary tissues, offers insights into rates of growth and age data at a scale of temporal resolution permitted by the nature of structural increments. We combine both of these approaches to analyze dental tissues of late Pleistocene proboscideans. Tusk dentin typically preserves a record of accretionary growth consisting of histologically distinct increments on daily, approximately weekly, and yearly time scales. Working on polished transverse or longitudinal sections, we mill out a succession of temporally controlled dentin samples bounded by clear structural increments with a known position in the sequence of tusk growth. We further subject each sample (or an aliquot thereof) to multiple compositional analyses - most frequently to assess δ18O and δ13C of hydroxyapatite carbonate, and δ13C and δ15N of collagen. This yields, for each animal and each series of years investigated, a set of parallel compositional time series with a temporal resolution of 1-2 months (or finer if we need additional precision). Patterns in variation of thickness of periodic sub-annual increments yield insight into intra-annual and inter-annual variation of tusk growth rate. This is informative even by itself, but it is still more valuable when coupled with compositional time series. Further, the controls on different stable isotope systems are sufficiently different that the data ensemble yields 'much more than the sum of its parts.' By assessing how compositions and growth rates covary, we monitor with greater confidence changes in local climate, diet, behavior, and health status. We

  2. An interactive toolkit to extract phenological time series data from digital repeat photography

    Science.gov (United States)

    Seyednasrollah, B.; Milliman, T. E.; Hufkens, K.; Kosmala, M.; Richardson, A. D.

    2017-12-01

    Near-surface remote sensing and in situ photography are powerful tools to study how climate change and climate variability influence vegetation phenology and the associated seasonal rhythms of green-up and senescence. The rapidly-growing PhenoCam network has been using in situ digital repeat photography to study phenology in almost 500 locations around the world, with an emphasis on North America. However, extracting time series data from multiple years of half-hourly imagery - while each set of images may contain several regions of interest (ROI's), corresponding to different species or vegetation types - is not always straightforward. Large volumes of data require substantial processing time, and changes (either intentional or accidental) in camera field of view requires adjustment of ROI masks. Here, we introduce and present "DrawROI" as an interactive web-based application for imagery from PhenoCam. DrawROI can also be used offline, as a fully independent toolkit that significantly facilitates extraction of phenological data from any stack of digital repeat photography images. DrawROI provides a responsive environment for phenological scientists to interactively a) delineate ROIs, b) handle field of view (FOV) shifts, and c) extract and export time series data characterizing image color (i.e. red, green and blue channel digital numbers for the defined ROI). The application utilizes artificial intelligence and advanced machine learning techniques and gives user the opportunity to redraw new ROIs every time an FOV shift occurs. DrawROI also offers a quality control flag to indicate noisy data and images with low quality due to presence of foggy weather or snow conditions. The web-based application significantly accelerates the process of creating new ROIs and modifying pre-existing ROI in the PhenoCam database. The offline toolkit is presented as an open source R-package that can be used with similar datasets with time-lapse photography to obtain more data for

  3. Revising time series of the Elbe river discharge for flood frequency determination at gauge Dresden

    Directory of Open Access Journals (Sweden)

    S. Bartl

    2009-11-01

    Full Text Available The German research programme RIsk MAnagment of eXtreme flood events has accomplished the improvement of regional hazard assessment for the large rivers in Germany. Here we focused on the Elbe river at its gauge Dresden, which belongs to the oldest gauges in Europe with officially available daily discharge time series beginning on 1 January 1890. The project on the one hand aimed to extend and to revise the existing time series, and on the other hand to examine the variability of the Elbe river discharge conditions on a greater time scale. Therefore one major task were the historical searches and the examination of the retrieved documents and the contained information. After analysing this information the development of the river course and the discharge conditions were discussed. Using the provided knowledge, in an other subproject, a historical hydraulic model was established. Its results then again were used here. A further purpose was the determining of flood frequency based on all pre-processed data. The obtained knowledge about historical changes was also used to get an idea about possible future variations under climate change conditions. Especially variations in the runoff characteristic of the Elbe river over the course of the year were analysed. It succeeded to obtain a much longer discharge time series which contain fewer errors and uncertainties. Hence an optimized regional hazard assessment was realised.

  4. Revising time series of the Elbe river discharge for flood frequency determination at gauge Dresden

    Science.gov (United States)

    Bartl, S.; Schümberg, S.; Deutsch, M.

    2009-11-01

    The German research programme RIsk MAnagment of eXtreme flood events has accomplished the improvement of regional hazard assessment for the large rivers in Germany. Here we focused on the Elbe river at its gauge Dresden, which belongs to the oldest gauges in Europe with officially available daily discharge time series beginning on 1 January 1890. The project on the one hand aimed to extend and to revise the existing time series, and on the other hand to examine the variability of the Elbe river discharge conditions on a greater time scale. Therefore one major task were the historical searches and the examination of the retrieved documents and the contained information. After analysing this information the development of the river course and the discharge conditions were discussed. Using the provided knowledge, in an other subproject, a historical hydraulic model was established. Its results then again were used here. A further purpose was the determining of flood frequency based on all pre-processed data. The obtained knowledge about historical changes was also used to get an idea about possible future variations under climate change conditions. Especially variations in the runoff characteristic of the Elbe river over the course of the year were analysed. It succeeded to obtain a much longer discharge time series which contain fewer errors and uncertainties. Hence an optimized regional hazard assessment was realised.

  5. Normalization of time-series satellite reflectance data to a standard sun-target-sensor geometry using a semi-empirical model

    Science.gov (United States)

    Zhao, Yongguang; Li, Chuanrong; Ma, Lingling; Tang, Lingli; Wang, Ning; Zhou, Chuncheng; Qian, Yonggang

    2017-10-01

    Time series of satellite reflectance data have been widely used to characterize environmental phenomena, describe trends in vegetation dynamics and study climate change. However, several sensors with wide spatial coverage and high observation frequency are usually designed to have large field of view (FOV), which cause variations in the sun-targetsensor geometry in time-series reflectance data. In this study, on the basis of semiempirical kernel-driven BRDF model, a new semi-empirical model was proposed to normalize the sun-target-sensor geometry of remote sensing image. To evaluate the proposed model, bidirectional reflectance under different canopy growth conditions simulated by Discrete Anisotropic Radiative Transfer (DART) model were used. The semi-empirical model was first fitted by using all simulated bidirectional reflectance. Experimental result showed a good fit between the bidirectional reflectance estimated by the proposed model and the simulated value. Then, MODIS time-series reflectance data was normalized to a common sun-target-sensor geometry by the proposed model. The experimental results showed the proposed model yielded good fits between the observed and estimated values. The noise-like fluctuations in time-series reflectance data was also reduced after the sun-target-sensor normalization process.

  6. DTW-APPROACH FOR UNCORRELATED MULTIVARIATE TIME SERIES IMPUTATION

    OpenAIRE

    Phan , Thi-Thu-Hong; Poisson Caillault , Emilie; Bigand , André; Lefebvre , Alain

    2017-01-01

    International audience; Missing data are inevitable in almost domains of applied sciences. Data analysis with missing values can lead to a loss of efficiency and unreliable results, especially for large missing sub-sequence(s). Some well-known methods for multivariate time series imputation require high correlations between series or their features. In this paper , we propose an approach based on the shape-behaviour relation in low/un-correlated multivariate time series under an assumption of...

  7. Variable Selection in Time Series Forecasting Using Random Forests

    Directory of Open Access Journals (Sweden)

    Hristos Tyralis

    2017-10-01

    Full Text Available Time series forecasting using machine learning algorithms has gained popularity recently. Random forest is a machine learning algorithm implemented in time series forecasting; however, most of its forecasting properties have remained unexplored. Here we focus on assessing the performance of random forests in one-step forecasting using two large datasets of short time series with the aim to suggest an optimal set of predictor variables. Furthermore, we compare its performance to benchmarking methods. The first dataset is composed by 16,000 simulated time series from a variety of Autoregressive Fractionally Integrated Moving Average (ARFIMA models. The second dataset consists of 135 mean annual temperature time series. The highest predictive performance of RF is observed when using a low number of recent lagged predictor variables. This outcome could be useful in relevant future applications, with the prospect to achieve higher predictive accuracy.

  8. Periodic fluctuations in correlation-based connectivity density time series: Application to wind speed-monitoring network in Switzerland

    Science.gov (United States)

    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.

  9. Trend time-series modeling and forecasting with neural networks.

    Science.gov (United States)

    Qi, Min; Zhang, G Peter

    2008-05-01

    Despite its great importance, there has been no general consensus on how to model the trends in time-series data. Compared to traditional approaches, neural networks (NNs) have shown some promise in time-series forecasting. This paper investigates how to best model trend time series using NNs. Four different strategies (raw data, raw data with time index, detrending, and differencing) are used to model various trend patterns (linear, nonlinear, deterministic, stochastic, and breaking trend). We find that with NNs differencing often gives meritorious results regardless of the underlying data generating processes (DGPs). This finding is also confirmed by the real gross national product (GNP) series.

  10. 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...... from data, where clustering is used to propose one single split candidate at each split level. We use the class of ART time series models to serve as illustration, but because of the non-parametric nature of our segmentation approach, it readily generalizes to a wide range of time-series models that go...

  11. Non-parametric characterization of long-term rainfall time series

    Science.gov (United States)

    Tiwari, Harinarayan; Pandey, Brij Kishor

    2018-03-01

    The statistical study of rainfall time series is one of the approaches for efficient hydrological system design. Identifying, and characterizing long-term rainfall time series could aid in improving hydrological systems forecasting. In the present study, eventual statistics was applied for the long-term (1851-2006) rainfall time series under seven meteorological regions of India. Linear trend analysis was carried out using Mann-Kendall test for the observed rainfall series. The observed trend using the above-mentioned approach has been ascertained using the innovative trend analysis method. Innovative trend analysis has been found to be a strong tool to detect the general trend of rainfall time series. Sequential Mann-Kendall test has also been carried out to examine nonlinear trends of the series. The partial sum of cumulative deviation test is also found to be suitable to detect the nonlinear trend. Innovative trend analysis, sequential Mann-Kendall test and partial cumulative deviation test have potential to detect the general as well as nonlinear trend for the rainfall time series. Annual rainfall analysis suggests that the maximum changes in mean rainfall is 11.53% for West Peninsular India, whereas the maximum fall in mean rainfall is 7.8% for the North Mountainous Indian region. The innovative trend analysis method is also capable of finding the number of change point available in the time series. Additionally, we have performed von Neumann ratio test and cumulative deviation test to estimate the departure from homogeneity. Singular spectrum analysis has been applied in this study to evaluate the order of departure from homogeneity in the rainfall time series. Monsoon season (JS) of North Mountainous India and West Peninsular India zones has higher departure from homogeneity and singular spectrum analysis shows the results to be in coherence with the same.

  12. Parametric time series analysis of geoelectrical signals: an application to earthquake forecasting in Southern Italy

    Directory of Open Access Journals (Sweden)

    V. Tramutoli

    1996-06-01

    Full Text Available An autoregressive model was selected to describe geoelectrical time series. An objective technique was subsequently applied to analyze and discriminate values above (below an a priorifixed threshold possibly related to seismic events. A complete check of the model and the main guidelines to estimate the occurrence probability of extreme events are reported. A first application of the proposed technique is discussed through the analysis of the experimental data recorded by an automatic station located in Tito, a small town on the Apennine chain in Southern Italy. This region was hit by the November 1980 Irpinia-Basilicata earthquake and it is one of most active areas of the Mediterranean region. After a preliminary filtering procedure to reduce the influence of external parameters (i.e. the meteo-climatic effects, it was demonstrated that the geoelectrical residual time series are well described by means of a second order autoregressive model. Our findings outline a statistical methodology to evaluate the efficiency of electrical seismic precursors.

  13. Time Series Decomposition into Oscillation Components and Phase Estimation.

    Science.gov (United States)

    Matsuda, Takeru; Komaki, Fumiyasu

    2017-02-01

    Many time series are naturally considered as a superposition of several oscillation components. For example, electroencephalogram (EEG) time series include oscillation components such as alpha, beta, and gamma. We propose a method for decomposing time series into such oscillation components using state-space models. Based on the concept of random frequency modulation, gaussian linear state-space models for oscillation components are developed. In this model, the frequency of an oscillator fluctuates by noise. Time series decomposition is accomplished by this model like the Bayesian seasonal adjustment method. Since the model parameters are estimated from data by the empirical Bayes' method, the amplitudes and the frequencies of oscillation components are determined in a data-driven manner. Also, the appropriate number of oscillation components is determined with the Akaike information criterion (AIC). In this way, the proposed method provides a natural decomposition of the given time series into oscillation components. In neuroscience, the phase of neural time series plays an important role in neural information processing. The proposed method can be used to estimate the phase of each oscillation component and has several advantages over a conventional method based on the Hilbert transform. Thus, the proposed method enables an investigation of the phase dynamics of time series. Numerical results show that the proposed method succeeds in extracting intermittent oscillations like ripples and detecting the phase reset phenomena. We apply the proposed method to real data from various fields such as astronomy, ecology, tidology, and neuroscience.

  14. Evaluation of Reconstructed Remote Sensing Time Series Data

    Science.gov (United States)

    Rivera-Camacho, J.; Didan, K.; Barreto-munoz, A.; Yitayew, M.

    2011-12-01

    Vegetation phenology is the study of vegetation state, function and change over time and is directly linked to the carbon cycle and an integrative measure of climate change impacts. Field observations of phenology can address some questions associated with phenology and climate change, but they are not effective at estimating and understanding large scale change in biome seasonality. Synoptic remote sensing has emerged as a practical tool for studying the land surface vegetation over large spatial and temporal scales. However, the presence of clouds, noise, inadequate processing algorithms result in poor quality data that needs to be discarded. Discarded data is so prevalent sometimes that up to 80% of the spatial and temporal coverage is missing which inhibits the proper study of vegetation phenology. To improve these data records gap filling techniques are employed. The purpose is to accurately reconstruct the VI time series profile, while preserving as much of the original data to support accurate land surface vegetation characterization. Some methods use complex Fourier Transform (FT) functions, Gaussian fitting models, or Piecewise techniques, while others are based on simpler linear interpolation. The impact of these gap filling methods on the resulting record is yet to be fully explored and characterized. In this project, we devised a new hybrid gap filling technique based on finding the seasonally variable per-pixel optimum composite period and then filling the remaining gaps with a simple local interpolation using the Inverse Distance Weighting (IDW) approach. The method is further constrained by a moving window long term average to minimize the biases that may result from over- or under-fitting. This method was applied to a 30-year sensor independent Vegetation Index ESDR from AHRR and MODIS records. To understand the impact of this gap filling technique, we performed statistical analyses to determine the error and uncertainty associated with estimating

  15. Introduction to time series analysis and forecasting

    CERN Document Server

    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

  16. 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...

  17. Analysis of climatic variations in seasonal precipitation and temperature in Salamanca (Spain); Analisis de las variaciones climaticas en series estacionales de temperatura y precipitacion en Salamanca (Espana)

    Energy Technology Data Exchange (ETDEWEB)

    Garcia Casado, A.; Encinas, A.H.; Rodriguez Puebla, C. [Dpto. de Fisica General y de la Atmosfera Universidad de Salamanca, Salamanca (Spain)

    1996-12-31

    This paper describes the seasonal precipitation and temperature variability in Salamanca. The objectives of the study are: to determine the climate signals on inter annual time-scale within the time series; to redefine the series as a function of the significant oscillation components and to predict local precipitation and temperature variables. The methods used are spectral analysis to obtain the periods of the significant components, linear and nonlinear regression models to obtain the analytical functions that best fit the data. (Author) 14 refs.

  18. RADON CONCENTRATION TIME SERIES MODELING AND APPLICATION DISCUSSION.

    Science.gov (United States)

    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.

  19. Headlines: Planet Earth: Improving Climate Literacy with Short Format News Videos

    Science.gov (United States)

    Tenenbaum, L. F.; Kulikov, A.; Jackson, R.

    2012-12-01

    One of the challenges of communicating climate science is the sense that climate change is remote and unconnected to daily life--something that's happening to someone else or in the future. To help face this challenge, NASA's Global Climate Change website http://climate.nasa.gov has launched a new video series, "Headlines: Planet Earth," which focuses on current climate news events. This rapid-response video series uses 3D video visualization technology combined with real-time satellite data and images, to throw a spotlight on real-world events.. The "Headlines: Planet Earth" news video products will be deployed frequently, ensuring timeliness. NASA's Global Climate Change Website makes extensive use of interactive media, immersive visualizations, ground-based and remote images, narrated and time-lapse videos, time-series animations, and real-time scientific data, plus maps and user-friendly graphics that make the scientific content both accessible and engaging to the public. The site has also won two consecutive Webby Awards for Best Science Website. Connecting climate science to current real-world events will contribute to improving climate literacy by making climate science relevant to everyday life.

  20. Robust Forecasting of Non-Stationary Time Series

    OpenAIRE

    Croux, C.; Fried, R.; Gijbels, I.; Mahieu, K.

    2010-01-01

    This paper proposes a robust forecasting method for non-stationary time series. The time series is modelled using non-parametric heteroscedastic regression, and fitted by a localized MM-estimator, combining high robustness and large efficiency. The proposed method is shown to produce reliable forecasts in the presence of outliers, non-linearity, and heteroscedasticity. In the absence of outliers, the forecasts are only slightly less precise than those based on a localized Least Squares estima...

  1. Time Series Econometrics for the 21st Century

    Science.gov (United States)

    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)…

  2. Effectiveness of firefly algorithm based neural network in time series ...

    African Journals Online (AJOL)

    Effectiveness of firefly algorithm based neural network in time series forecasting. ... In the experiments, three well known time series were used to evaluate the performance. Results obtained were compared with ... Keywords: Time series, Artificial Neural Network, Firefly Algorithm, Particle Swarm Optimization, Overfitting ...

  3. Time Series Analysis of Insar Data: Methods and Trends

    Science.gov (United States)

    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.

  4. Shifts in Arctic phenology in response to climate and anthropogenic factors as detected from multiple satellite time series

    International Nuclear Information System (INIS)

    Zeng, Heqing; Jia, Gensuo; Forbes, Bruce C

    2013-01-01

    There is an urgent need to reduce the uncertainties in remotely sensed detection of phenological shifts of high latitude ecosystems in response to climate changes in past decades. In this study, vegetation phenology in western Arctic Russia (the Yamal Peninsula) was investigated by analyzing and comparing Normalized Difference Vegetation Index (NDVI) time series derived from the Advanced Very High Resolution Radiometer (AVHRR), the Moderate Resolution Imaging Spectroradiometer (MODIS), and SPOT-Vegetation (VGT) during the decade 2000–2010. The spatial patterns of key phenological parameters were highly heterogeneous along the latitudinal gradients based on multi-satellite data. There was earlier SOS (start of the growing season), later EOS (end of the growing season), longer LOS (length of the growing season), and greater MaxNDVI from north to south in the region. The results based on MODIS and VGT data showed similar trends in phenological changes from 2000 to 2010, while quite a different trend was found based on AVHRR data from 2000 to 2008. A significantly delayed EOS (p < 0.01), thus increasing the LOS, was found from AVHRR data, while no similar trends were detected from MODIS and VGT data. There were no obvious shifts in MaxNDVI during the last decade. MODIS and VGT data were considered to be preferred data for monitoring vegetation phenology in northern high latitudes. Temperature is still a key factor controlling spatial phenological gradients and variability, while anthropogenic factors (reindeer husbandry and resource exploitation) might explain the delayed SOS in southern Yamal. Continuous environmental damage could trigger a positive feedback to the delayed SOS. (letter)

  5. Interpretation of a compositional time series

    Science.gov (United States)

    Tolosana-Delgado, R.; van den Boogaart, K. G.

    2012-04-01

    Common methods for multivariate time series analysis use linear operations, from the definition of a time-lagged covariance/correlation to the prediction of new outcomes. However, when the time series response is a composition (a vector of positive components showing the relative importance of a set of parts in a total, like percentages and proportions), then linear operations are afflicted of several problems. For instance, it has been long recognised that (auto/cross-)correlations between raw percentages are spurious, more dependent on which other components are being considered than on any natural link between the components of interest. Also, a long-term forecast of a composition in models with a linear trend will ultimately predict negative components. In general terms, compositional data should not be treated in a raw scale, but after a log-ratio transformation (Aitchison, 1986: The statistical analysis of compositional data. Chapman and Hill). This is so because the information conveyed by a compositional data is relative, as stated in their definition. The principle of working in coordinates allows to apply any sort of multivariate analysis to a log-ratio transformed composition, as long as this transformation is invertible. This principle is of full application to time series analysis. We will discuss how results (both auto/cross-correlation functions and predictions) can be back-transformed, viewed and interpreted in a meaningful way. One view is to use the exhaustive set of all possible pairwise log-ratios, which allows to express the results into D(D - 1)/2 separate, interpretable sets of one-dimensional models showing the behaviour of each possible pairwise log-ratios. Another view is the interpretation of estimated coefficients or correlations back-transformed in terms of compositions. These two views are compatible and complementary. These issues are illustrated with time series of seasonal precipitation patterns at different rain gauges of the USA

  6. Capturing Structure Implicitly from Time-Series having Limited Data

    OpenAIRE

    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...

  7. Covariance among North Sea nutrient and climate drivers: consequences for plankton dynamics.

    NARCIS (Netherlands)

    McQuatters-Gollop, A.; Vermaat, J.E.

    2011-01-01

    Regime shift and principal component analysis of a spatially disaggregated database capturing time-series of climatic, nutrient and plankton variables in the North Sea revealed considerable covariance between groups of ecosystem indicators. Plankton and climate time-series span the period 1958-2003,

  8. GLACIER VOLUME CHANGE ESTIMATION USING TIME SERIES OF IMPROVED ASTER DEMS

    Directory of Open Access Journals (Sweden)

    L. Girod

    2016-06-01

    Full Text Available Volume change data is critical to the understanding of glacier response to climate change. The Advanced Spaceborne Thermal Emission and Reflection Radiometer (ASTER system embarked on the Terra (EOS AM-1 satellite has been a unique source of systematic stereoscopic images covering the whole globe at 15m resolution and at a consistent quality for over 15 years. While satellite stereo sensors with significantly improved radiometric and spatial resolution are available to date, the potential of ASTER data lies in its long consistent time series that is unrivaled, though not fully exploited for change analysis due to lack of data accuracy and precision. Here, we developed an improved method for ASTER DEM generation and implemented it in the open source photogrammetric library and software suite MicMac. The method relies on the computation of a rational polynomial coefficients (RPC model and the detection and correction of cross-track sensor jitter in order to compute DEMs. ASTER data are strongly affected by attitude jitter, mainly of approximately 4 km and 30 km wavelength, and improving the generation of ASTER DEMs requires removal of this effect. Our sensor modeling does not require ground control points and allows thus potentially for the automatic processing of large data volumes. As a proof of concept, we chose a set of glaciers with reference DEMs available to assess the quality of our measurements. We use time series of ASTER scenes from which we extracted DEMs with a ground sampling distance of 15m. Our method directly measures and accounts for the cross-track component of jitter so that the resulting DEMs are not contaminated by this process. Since the along-track component of jitter has the same direction as the stereo parallaxes, the two cannot be separated and the elevations extracted are thus contaminated by along-track jitter. Initial tests reveal no clear relation between the cross-track and along-track components so that the latter

  9. Integrating field plots, lidar, and landsat time series to provide temporally consistent annual estimates of biomass from 1990 to present

    Science.gov (United States)

    Warren B. Cohen; Hans-Erik Andersen; Sean P. Healey; Gretchen G. Moisen; Todd A. Schroeder; Christopher W. Woodall; Grant M. Domke; Zhiqiang Yang; Robert E. Kennedy; Stephen V. Stehman; Curtis Woodcock; Jim Vogelmann; Zhe Zhu; Chengquan. Huang

    2015-01-01

    We are developing a system that provides temporally consistent biomass estimates for national greenhouse gas inventory reporting to the United Nations Framework Convention on Climate Change. Our model-assisted estimation framework relies on remote sensing to scale from plot measurements to lidar strip samples, to Landsat time series-based maps. As a demonstration, new...

  10. Self-affinity in the dengue fever time series

    Science.gov (United States)

    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.

  11. 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 ...

  12. Time-series modeling of long-term weight self-monitoring data.

    Science.gov (United States)

    Helander, Elina; Pavel, Misha; Jimison, Holly; Korhonen, Ilkka

    2015-08-01

    Long-term self-monitoring of weight is beneficial for weight maintenance, especially after weight loss. Connected weight scales accumulate time series information over long term and hence enable time series analysis of the data. The analysis can reveal individual patterns, provide more sensitive detection of significant weight trends, and enable more accurate and timely prediction of weight outcomes. However, long term self-weighing data has several challenges which complicate the analysis. Especially, irregular sampling, missing data, and existence of periodic (e.g. diurnal and weekly) patterns are common. In this study, we apply time series modeling approach on daily weight time series from two individuals and describe information that can be extracted from this kind of data. We study the properties of weight time series data, missing data and its link to individuals behavior, periodic patterns and weight series segmentation. Being able to understand behavior through weight data and give relevant feedback is desired to lead to positive intervention on health behaviors.

  13. 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 ...

  14. Automated land cover change detection: the quest for meaningful high temporal time series extraction

    CSIR Research Space (South Africa)

    Salmon, BP

    2010-07-01

    Full Text Available and methodologies on sequential time series extracted from satellite data. 5. REFERENCES [1] R. S. DeFries, L. Bounoua, and G. J. Collatz, “Human modification of the landscape and surface climate in the next fifty years,” Global Change Biology, vol. 8, no. 5... was extracted for only the first two spectral bands from the 8-day composite MODIS MCD43A4 data set (tile H20V11) (year 2000–2008) as it was shown to have considerable class separation when the features are analyzed [6]. 2.3. Data sets: Validation...

  15. Detecting discontinuities in GNSS coordinate time series with STARS: case study, the Bologna and Medicina GPS sites

    Science.gov (United States)

    Bruni, S.; Zerbini, Susanna; Raicich, F.; Errico, M.; Santi, E.

    2014-12-01

    Global navigation satellite systems (GNSS) data are a fundamental source of information for achieving a better understanding of geophysical and climate-related phenomena. However, discontinuities in the coordinate time series might be a severe limiting factor for the reliable estimate of long-term trends. A methodological approach has been adapted from Rodionov (Geophys Res Lett 31:L09204, 2004; Geophys Res Lett 31:L12707, 2006) and from Rodionov and Overland (J Marine Sci 62:328-332, 2005) to identify both the epoch of occurrence and the magnitude of jumps corrupting GNSS data sets without any a priori information on these quantities. The procedure is based on the Sequential t test Analysis of Regime Shifts (STARS) (Rodionov in Geophys Res Lett 31:L09204, 2004). The method has been tested against a synthetic data set characterized by typical features exhibited by real GNSS time series, such as linear trend, seasonal cycle, jumps, missing epochs and a combination of white and flicker noise. The results show that the offsets identified by the algorithm are split into 48 % of true-positive, 28 % of false-positive and 24 % of false-negative events. The procedure has then been applied to GPS coordinate time series of stations located in the southeastern Po Plain, in Italy. The series span more than 15 years and are affected by offsets of different nature. The methodology proves to be effective, as confirmed by the comparison between the corrected GPS time series and those obtained by other observation techniques.

  16. Characterization of time series via Rényi complexity-entropy curves

    Science.gov (United States)

    Jauregui, M.; Zunino, L.; Lenzi, E. K.; Mendes, R. S.; Ribeiro, H. V.

    2018-05-01

    One of the most useful tools for distinguishing between chaotic and stochastic time series is the so-called complexity-entropy causality plane. This diagram involves two complexity measures: the Shannon entropy and the statistical complexity. Recently, this idea has been generalized by considering the Tsallis monoparametric generalization of the Shannon entropy, yielding complexity-entropy curves. These curves have proven to enhance the discrimination among different time series related to stochastic and chaotic processes of numerical and experimental nature. Here we further explore these complexity-entropy curves in the context of the Rényi entropy, which is another monoparametric generalization of the Shannon entropy. By combining the Rényi entropy with the proper generalization of the statistical complexity, we associate a parametric curve (the Rényi complexity-entropy curve) with a given time series. We explore this approach in a series of numerical and experimental applications, demonstrating the usefulness of this new technique for time series analysis. We show that the Rényi complexity-entropy curves enable the differentiation among time series of chaotic, stochastic, and periodic nature. In particular, time series of stochastic nature are associated with curves displaying positive curvature in a neighborhood of their initial points, whereas curves related to chaotic phenomena have a negative curvature; finally, periodic time series are represented by vertical straight lines.

  17. Quantifying Selection with Pool-Seq Time Series Data.

    Science.gov (United States)

    Taus, Thomas; Futschik, Andreas; Schlötterer, Christian

    2017-11-01

    Allele frequency time series data constitute a powerful resource for unraveling mechanisms of adaptation, because the temporal dimension captures important information about evolutionary forces. In particular, Evolve and Resequence (E&R), the whole-genome sequencing of replicated experimentally evolving populations, is becoming increasingly popular. Based on computer simulations several studies proposed experimental parameters to optimize the identification of the selection targets. No such recommendations are available for the underlying parameters selection strength and dominance. Here, we introduce a highly accurate method to estimate selection parameters from replicated time series data, which is fast enough to be applied on a genome scale. Using this new method, we evaluate how experimental parameters can be optimized to obtain the most reliable estimates for selection parameters. We show that the effective population size (Ne) and the number of replicates have the largest impact. Because the number of time points and sequencing coverage had only a minor effect, we suggest that time series analysis is feasible without major increase in sequencing costs. We anticipate that time series analysis will become routine in E&R studies. © The Author 2017. Published by Oxford University Press on behalf of the Society for Molecular Biology and Evolution.

  18. The Global Streamflow Indices and Metadata Archive (GSIM) - Part 2: Quality control, time-series indices and homogeneity assessment

    Science.gov (United States)

    Gudmundsson, Lukas; Do, Hong Xuan; Leonard, Michael; Westra, Seth

    2018-04-01

    This is Part 2 of a two-paper series presenting the Global Streamflow Indices and Metadata Archive (GSIM), which is a collection of daily streamflow observations at more than 30 000 stations around the world. While Part 1 (Do et al., 2018a) describes the data collection process as well as the generation of auxiliary catchment data (e.g. catchment boundary, land cover, mean climate), Part 2 introduces a set of quality controlled time-series indices representing (i) the water balance, (ii) the seasonal cycle, (iii) low flows and (iv) floods. To this end we first consider the quality of individual daily records using a combination of quality flags from data providers and automated screening methods. Subsequently, streamflow time-series indices are computed for yearly, seasonal and monthly resolution. The paper provides a generalized assessment of the homogeneity of all generated streamflow time-series indices, which can be used to select time series that are suitable for a specific task. The newly generated global set of streamflow time-series indices is made freely available with an digital object identifier at https://doi.pangaea.de/10.1594/PANGAEA.887470" target="_blank">https://doi.pangaea.de/10.1594/PANGAEA.887470 and is expected to foster global freshwater research, by acting as a ground truth for model validation or as a basis for assessing the role of human impacts on the terrestrial water cycle. It is hoped that a renewed interest in streamflow data at the global scale will foster efforts in the systematic assessment of data quality and provide momentum to overcome administrative barriers that lead to inconsistencies in global collections of relevant hydrological observations.

  19. Transformation-cost time-series method for analyzing irregularly sampled data.

    Science.gov (United States)

    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.

  20. Transformation-cost time-series method for analyzing irregularly sampled data

    Science.gov (United States)

    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.

  1. A multidisciplinary database for geophysical time series management

    Science.gov (United States)

    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.

  2. Modeling financial time series with S-plus

    CERN Document Server

    Zivot, Eric

    2003-01-01

    The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics This is the first book to show the power of S-PLUS for the analysis of time series data It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department at the University of Washington, and is co-director of the nascent Professional Master's Program in Computational Finance He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the He...

  3. 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.

  4. Modeling Time Series Data for Supervised Learning

    Science.gov (United States)

    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…

  5. Climate Prediction Center - Monitoring and Data

    Science.gov (United States)

    Weather Service NWS logo - Click to go to the NWS home page Climate Prediction Center Home Site Map News monthly data, time series, and maps for various climate parameters, such as precipitation, temperature Oscillations (ENSO) and other climate patterns such as the North Atlantic and Pacific Decadal Oscillations, and

  6. Empirical method to measure stochasticity and multifractality in nonlinear time series

    Science.gov (United States)

    Lin, Chih-Hao; Chang, Chia-Seng; Li, Sai-Ping

    2013-12-01

    An empirical algorithm is used here to study the stochastic and multifractal nature of nonlinear time series. A parameter can be defined to quantitatively measure the deviation of the time series from a Wiener process so that the stochasticity of different time series can be compared. The local volatility of the time series under study can be constructed using this algorithm, and the multifractal structure of the time series can be analyzed by using this local volatility. As an example, we employ this method to analyze financial time series from different stock markets. The result shows that while developed markets evolve very much like an Ito process, the emergent markets are far from efficient. Differences about the multifractal structures and leverage effects between developed and emergent markets are discussed. The algorithm used here can be applied in a similar fashion to study time series of other complex systems.

  7. Detecting inter-annual variations in the phenology of evergreen conifers using long-term MODIS vegetation index time series.

    OpenAIRE

    Ulsig, Laura

    2016-01-01

    Long-term observations of vegetation phenology can be used to monitor the response of terrestrial ecosystems to climate change. Satellite remote sensing provides the most efficient means to observe phenological events through time series analysis of vegetation indices such as the Normalised Difference Vegetation Index (NDVI). This study investigates the potential of the Photochemical Reflectance Index (PRI), which has been linked to vegetation light use efficiency, to improve the accuracy of ...

  8. Clinical time series prediction: Toward a hierarchical dynamical system framework.

    Science.gov (United States)

    Liu, Zitao; Hauskrecht, Milos

    2015-09-01

    Developing machine learning and data mining algorithms for building temporal models of clinical time series is important for understanding of the patient condition, the dynamics of a disease, effect of various patient management interventions and clinical decision making. In this work, we propose and develop a novel hierarchical framework for modeling clinical time series data of varied length and with irregularly sampled observations. Our hierarchical dynamical system framework for modeling clinical time series combines advantages of the two temporal modeling approaches: the linear dynamical system and the Gaussian process. We model the irregularly sampled clinical time series by using multiple Gaussian process sequences in the lower level of our hierarchical framework and capture the transitions between Gaussian processes by utilizing the linear dynamical system. The experiments are conducted on the complete blood count (CBC) panel data of 1000 post-surgical cardiac patients during their hospitalization. Our framework is evaluated and compared to multiple baseline approaches in terms of the mean absolute prediction error and the absolute percentage error. We tested our framework by first learning the time series model from data for the patients in the training set, and then using it to predict future time series values for the patients in the test set. We show that our model outperforms multiple existing models in terms of its predictive accuracy. Our method achieved a 3.13% average prediction accuracy improvement on ten CBC lab time series when it was compared against the best performing baseline. A 5.25% average accuracy improvement was observed when only short-term predictions were considered. A new hierarchical dynamical system framework that lets us model irregularly sampled time series data is a promising new direction for modeling clinical time series and for improving their predictive performance. Copyright © 2014 Elsevier B.V. All rights reserved.

  9. Clinical time series prediction: towards a hierarchical dynamical system framework

    Science.gov (United States)

    Liu, Zitao; Hauskrecht, Milos

    2014-01-01

    Objective Developing machine learning and data mining algorithms for building temporal models of clinical time series is important for understanding of the patient condition, the dynamics of a disease, effect of various patient management interventions and clinical decision making. In this work, we propose and develop a novel hierarchical framework for modeling clinical time series data of varied length and with irregularly sampled observations. Materials and methods Our hierarchical dynamical system framework for modeling clinical time series combines advantages of the two temporal modeling approaches: the linear dynamical system and the Gaussian process. We model the irregularly sampled clinical time series by using multiple Gaussian process sequences in the lower level of our hierarchical framework and capture the transitions between Gaussian processes by utilizing the linear dynamical system. The experiments are conducted on the complete blood count (CBC) panel data of 1000 post-surgical cardiac patients during their hospitalization. Our framework is evaluated and compared to multiple baseline approaches in terms of the mean absolute prediction error and the absolute percentage error. Results We tested our framework by first learning the time series model from data for the patient in the training set, and then applying the model in order to predict future time series values on the patients in the test set. We show that our model outperforms multiple existing models in terms of its predictive accuracy. Our method achieved a 3.13% average prediction accuracy improvement on ten CBC lab time series when it was compared against the best performing baseline. A 5.25% average accuracy improvement was observed when only short-term predictions were considered. Conclusion A new hierarchical dynamical system framework that lets us model irregularly sampled time series data is a promising new direction for modeling clinical time series and for improving their predictive

  10. Turbulencelike Behavior of Seismic Time Series

    International Nuclear Information System (INIS)

    Manshour, P.; Saberi, S.; Sahimi, Muhammad; Peinke, J.; Pacheco, Amalio F.; Rahimi Tabar, M. Reza

    2009-01-01

    We report on a stochastic analysis of Earth's vertical velocity time series by using methods originally developed for complex hierarchical systems and, in particular, for turbulent flows. Analysis of the fluctuations of the detrended increments of the series reveals a pronounced transition in their probability density function from Gaussian to non-Gaussian. The transition occurs 5-10 hours prior to a moderate or large earthquake, hence representing a new and reliable precursor for detecting such earthquakes

  11. Characterizing time series: when Granger causality triggers complex networks

    Science.gov (United States)

    Ge, Tian; Cui, Yindong; Lin, Wei; Kurths, Jürgen; Liu, Chong

    2012-08-01

    In this paper, we propose a new approach to characterize time series with noise perturbations in both the time and frequency domains by combining Granger causality and complex networks. We construct directed and weighted complex networks from time series and use representative network measures to describe their physical and topological properties. Through analyzing the typical dynamical behaviors of some physical models and the MIT-BIHMassachusetts Institute of Technology-Beth Israel Hospital. human electrocardiogram data sets, we show that the proposed approach is able to capture and characterize various dynamics and has much potential for analyzing real-world time series of rather short length.

  12. Characterizing time series: when Granger causality triggers complex networks

    International Nuclear Information System (INIS)

    Ge Tian; Cui Yindong; Lin Wei; Liu Chong; Kurths, Jürgen

    2012-01-01

    In this paper, we propose a new approach to characterize time series with noise perturbations in both the time and frequency domains by combining Granger causality and complex networks. We construct directed and weighted complex networks from time series and use representative network measures to describe their physical and topological properties. Through analyzing the typical dynamical behaviors of some physical models and the MIT-BIH human electrocardiogram data sets, we show that the proposed approach is able to capture and characterize various dynamics and has much potential for analyzing real-world time series of rather short length. (paper)

  13. Quantifying climate risk - the starting point

    International Nuclear Information System (INIS)

    Fairweather, Helen; Luo, Qunying; Liu, De Li; Wiles, Perry

    2007-01-01

    Full text: All natural systems have evolved to their current state as a result inter alia of the climate in which they developed. Similarly, man-made systems (such as agricultural production) have developed to suit the climate experienced over the last 100 or so years. The capacity of different systems to adapt to changes in climate that are outside those that have been experienced previously is largely unknown. This results in considerable uncertainty when predicting climate change impacts. However, it is possible to quantify the relative probabilities of a range of potential impacts of climate change. Quantifying current climate risks is an effective starting point for analysing the probable impacts of future climate change and guiding the selection of appropriate adaptation strategies. For a farming system to be viable within the current climate, its profitability must be sustained and, therefore, possible adaptation strategies need to be tested for continued viability in a changed climate. The methodology outlined in this paper examines historical patterns of key climate variables (rainfall and temperature) across the season and their influence on the productivity of wheat growing in NSW. This analysis is used to identify the time of year that the system is most vulnerable to climate variation, within the constraints of the current climate. Wheat yield is used as a measure of productivity, which is also assumed to be a surrogate for profitability. A time series of wheat yields is sorted into ascending order and categorised into five percentile groupings (i.e. 20th, 40th, 60th and 80th percentiles) for each shire across NSW (-100 years). Five time series of climate data (which are aggregated daily data from the years in each percentile) are analysed to determine the period that provides the greatest climate risk to the production system. Once this period has been determined, this risk is quantified in terms of the degree of separation of the time series

  14. Climate. The earth and its atmosphere in the changing times. 3. upd. ed.

    International Nuclear Information System (INIS)

    Buchal, Christoph; Schoenwiese, Christian-Dietrich

    2016-01-01

    The Climate Change Challenge. Throughout the world, great efforts are being made to better understanding the development of the global climate and to model future trends. What characterizes the weather what the climate? How did the climate history of the Earth? What factors are affecting the climate? In the third, updated edition 2016 of the widespread attractive and scientifically-based four-volume nonfiction series ENERGY, AIR, POWER and MOBILITY which clearly explained basic knowledge of the climate system is expanded to include the latest information about the IPCC and keep up-to-date insight into modern research, especially the REKLIM project of the Helmholtz Association of German research Centres. [de

  15. Preparing Landsat Image Time Series (LITS for Monitoring Changes in Vegetation Phenology in Queensland, Australia

    Directory of Open Access Journals (Sweden)

    Santosh Bhandari

    2012-06-01

    Full Text Available Time series of images are required to extract and separate information on vegetation change due to phenological cycles, inter-annual climatic variability, and long-term trends. While images from the Landsat Thematic Mapper (TM sensor have the spatial and spectral characteristics suited for mapping a range of vegetation structural and compositional properties, its 16-day revisit period combined with cloud cover problems and seasonally limited latitudinal range, limit the availability of images at intervals and durations suitable for time series analysis of vegetation in many parts of the world. Landsat Image Time Series (LITS is defined here as a sequence of Landsat TM images with observations from every 16 days for a five-year period, commencing on July 2003, for a Eucalyptus woodland area in Queensland, Australia. Synthetic Landsat TM images were created using the Spatial and Temporal Adaptive Reflectance Fusion Model (STARFM algorithm for all dates when images were either unavailable or too cloudy. This was done using cloud-free scenes and a MODIS Nadir BRDF Adjusted Reflectance (NBAR product. The ability of the LITS to measure attributes of vegetation phenology was examined by: (1 assessing the accuracy of predicted image-derived Foliage Projective Cover (FPC estimates using ground-measured values; and (2 comparing the LITS-generated normalized difference vegetation index (NDVI and MODIS NDVI (MOD13Q1 time series. The predicted image-derived FPC products (value ranges from 0 to 100% had an RMSE of 5.6. Comparison between vegetation phenology parameters estimated from LITS-generated NDVI and MODIS NDVI showed no significant difference in trend and less than 16 days (equal to the composite period of the MODIS data used difference in key seasonal parameters, including start and end of season in most of the cases. In comparison to similar published work, this paper tested the STARFM algorithm in a new (broadleaf forest environment and also

  16. Multivariate time series analysis with R and financial applications

    CERN Document Server

    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

  17. Climate Signals: An On-Line Digital Platform for Mapping Climate Change Impacts in Real Time

    Science.gov (United States)

    Cutting, H.

    2016-12-01

    Climate Signals is an on-line digital platform for cataloging and mapping the impacts of climate change. The CS platform specifies and details the chains of connections between greenhouse gas emissions and individual climate events. Currently in open-beta release, the platform is designed to to engage and serve the general public, news media, and policy-makers, particularly in real-time during extreme climate events. Climate Signals consists of a curated relational database of events and their links to climate change, a mapping engine, and a gallery of climate change monitors offering real-time data. For each event in the database, an infographic engine provides a custom attribution "tree" that illustrates the connections to climate change. In addition, links to key contextual resources are aggregated and curated for each event. All event records are fully annotated with detailed source citations and corresponding hyper links. The system of attribution used to link events to climate change in real-time is detailed here. This open-beta release is offered for public user testing and engagement. Launched in May 2016, the operation of this platform offers lessons for public engagement in climate change impacts.

  18. Stochastic time series analysis of hydrology data for water resources

    Science.gov (United States)

    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.

  19. Neural network versus classical time series forecasting models

    Science.gov (United States)

    Nor, Maria Elena; Safuan, Hamizah Mohd; Shab, Noorzehan Fazahiyah Md; Asrul, Mohd; Abdullah, Affendi; Mohamad, Nurul Asmaa Izzati; Lee, Muhammad Hisyam

    2017-05-01

    Artificial neural network (ANN) has advantage in time series forecasting as it has potential to solve complex forecasting problems. This is because ANN is data driven approach which able to be trained to map past values of a time series. In this study the forecast performance between neural network and classical time series forecasting method namely seasonal autoregressive integrated moving average models was being compared by utilizing gold price data. Moreover, the effect of different data preprocessing on the forecast performance of neural network being examined. The forecast accuracy was evaluated using mean absolute deviation, root mean square error and mean absolute percentage error. It was found that ANN produced the most accurate forecast when Box-Cox transformation was used as data preprocessing.

  20. Nonlinear time series analysis of the human electrocardiogram

    International Nuclear Information System (INIS)

    Perc, Matjaz

    2005-01-01

    We analyse the human electrocardiogram with simple nonlinear time series analysis methods that are appropriate for graduate as well as undergraduate courses. In particular, attention is devoted to the notions of determinism and stationarity in physiological data. We emphasize that methods of nonlinear time series analysis can be successfully applied only if the studied data set originates from a deterministic stationary system. After positively establishing the presence of determinism and stationarity in the studied electrocardiogram, we calculate the maximal Lyapunov exponent, thus providing interesting insights into the dynamics of the human heart. Moreover, to facilitate interest and enable the integration of nonlinear time series analysis methods into the curriculum at an early stage of the educational process, we also provide user-friendly programs for each implemented method

  1. The PRIMAP-hist national historical emissions time series

    Science.gov (United States)

    Gütschow, Johannes; Jeffery, M. Louise; Gieseke, Robert; Gebel, Ronja; Stevens, David; Krapp, Mario; Rocha, Marcia

    2016-11-01

    To assess the history of greenhouse gas emissions and individual countries' contributions to emissions and climate change, detailed historical data are needed. We combine several published datasets to create a comprehensive set of emissions pathways for each country and Kyoto gas, covering the years 1850 to 2014 with yearly values, for all UNFCCC member states and most non-UNFCCC territories. The sectoral resolution is that of the main IPCC 1996 categories. Additional time series of CO2 are available for energy and industry subsectors. Country-resolved data are combined from different sources and supplemented using year-to-year growth rates from regionally resolved sources and numerical extrapolations to complete the dataset. Regional deforestation emissions are downscaled to country level using estimates of the deforested area obtained from potential vegetation and simulations of agricultural land. In this paper, we discuss the data sources and methods used and present the resulting dataset, including its limitations and uncertainties. The dataset is available from doi:10.5880/PIK.2016.003 and can be viewed on the website accompanying this paper (de/primap-live/primap-hist/" target="_blank">http://www.pik-potsdam.de/primap-live/primap-hist/).

  2. Multichannel biomedical time series clustering via hierarchical probabilistic latent semantic analysis.

    Science.gov (United States)

    Wang, Jin; Sun, Xiangping; Nahavandi, Saeid; Kouzani, Abbas; Wu, Yuchuan; She, Mary

    2014-11-01

    Biomedical time series clustering that automatically groups a collection of time series according to their internal similarity is of importance for medical record management and inspection such as bio-signals archiving and retrieval. In this paper, a novel framework that automatically groups a set of unlabelled multichannel biomedical time series according to their internal structural similarity is proposed. Specifically, we treat a multichannel biomedical time series as a document and extract local segments from the time series as words. We extend a topic model, i.e., the Hierarchical probabilistic Latent Semantic Analysis (H-pLSA), which was originally developed for visual motion analysis to cluster a set of unlabelled multichannel time series. The H-pLSA models each channel of the multichannel time series using a local pLSA in the first layer. The topics learned in the local pLSA are then fed to a global pLSA in the second layer to discover the categories of multichannel time series. Experiments on a dataset extracted from multichannel Electrocardiography (ECG) signals demonstrate that the proposed method performs better than previous state-of-the-art approaches and is relatively robust to the variations of parameters including length of local segments and dictionary size. Although the experimental evaluation used the multichannel ECG signals in a biometric scenario, the proposed algorithm is a universal framework for multichannel biomedical time series clustering according to their structural similarity, which has many applications in biomedical time series management. Copyright © 2014 Elsevier Ireland Ltd. All rights reserved.

  3. Hidden Markov Models for Time Series An Introduction Using R

    CERN Document Server

    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.

  4. Constructing ordinal partition transition networks from multivariate time series.

    Science.gov (United States)

    Zhang, Jiayang; Zhou, Jie; Tang, Ming; Guo, Heng; Small, Michael; Zou, Yong

    2017-08-10

    A growing number of algorithms have been proposed to map a scalar time series into ordinal partition transition networks. However, most observable phenomena in the empirical sciences are of a multivariate nature. We construct ordinal partition transition networks for multivariate time series. This approach yields weighted directed networks representing the pattern transition properties of time series in velocity space, which hence provides dynamic insights of the underling system. Furthermore, we propose a measure of entropy to characterize ordinal partition transition dynamics, which is sensitive to capturing the possible local geometric changes of phase space trajectories. We demonstrate the applicability of pattern transition networks to capture phase coherence to non-coherence transitions, and to characterize paths to phase synchronizations. Therefore, we conclude that the ordinal partition transition network approach provides complementary insight to the traditional symbolic analysis of nonlinear multivariate time series.

  5. Permutation entropy of finite-length white-noise time series.

    Science.gov (United States)

    Little, Douglas J; Kane, Deb M

    2016-08-01

    Permutation entropy (PE) is commonly used to discriminate complex structure from white noise in a time series. While the PE of white noise is well understood in the long time-series limit, analysis in the general case is currently lacking. Here the expectation value and variance of white-noise PE are derived as functions of the number of ordinal pattern trials, N, and the embedding dimension, D. It is demonstrated that the probability distribution of the white-noise PE converges to a χ^{2} distribution with D!-1 degrees of freedom as N becomes large. It is further demonstrated that the PE variance for an arbitrary time series can be estimated as the variance of a related metric, the Kullback-Leibler entropy (KLE), allowing the qualitative N≫D! condition to be recast as a quantitative estimate of the N required to achieve a desired PE calculation precision. Application of this theory to statistical inference is demonstrated in the case of an experimentally obtained noise series, where the probability of obtaining the observed PE value was calculated assuming a white-noise time series. Standard statistical inference can be used to draw conclusions whether the white-noise null hypothesis can be accepted or rejected. This methodology can be applied to other null hypotheses, such as discriminating whether two time series are generated from different complex system states.

  6. Multiresolution analysis of Bursa Malaysia KLCI time series

    Science.gov (United States)

    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.

  7. Modelling bursty time series

    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)

  8. Timing calibration and spectral cleaning of LOFAR time series data

    NARCIS (Netherlands)

    Corstanje, A.; Buitink, S.; Enriquez, J. E.; Falcke, H.; Horandel, J. R.; Krause, M.; Nelles, A.; Rachen, J. P.; Schellart, P.; Scholten, O.; ter Veen, S.; Thoudam, S.; Trinh, T. N. G.

    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

  9. Time series momentum and contrarian effects in the Chinese stock market

    Science.gov (United States)

    Shi, Huai-Long; Zhou, Wei-Xing

    2017-10-01

    This paper concentrates on the time series momentum or contrarian effects in the Chinese stock market. We evaluate the performance of the time series momentum strategy applied to major stock indices in mainland China and explore the relation between the performance of time series momentum strategies and some firm-specific characteristics. Our findings indicate that there is a time series momentum effect in the short run and a contrarian effect in the long run in the Chinese stock market. The performances of the time series momentum and contrarian strategies are highly dependent on the look-back and holding periods and firm-specific characteristics.

  10. Time-Series Analysis: A Cautionary Tale

    Science.gov (United States)

    Damadeo, Robert

    2015-01-01

    Time-series analysis has often been a useful tool in atmospheric science for deriving long-term trends in various atmospherically important parameters (e.g., temperature or the concentration of trace gas species). In particular, time-series analysis has been repeatedly applied to satellite datasets in order to derive the long-term trends in stratospheric ozone, which is a critical atmospheric constituent. However, many of the potential pitfalls relating to the non-uniform sampling of the datasets were often ignored and the results presented by the scientific community have been unknowingly biased. A newly developed and more robust application of this technique is applied to the Stratospheric Aerosol and Gas Experiment (SAGE) II version 7.0 ozone dataset and the previous biases and newly derived trends are presented.

  11. Characterizing interdependencies of multiple time series theory and applications

    CERN Document Server

    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...

  12. FREQUENCY ANALYSIS OF MODIS NDVI TIME SERIES FOR DETERMINING HOTSPOT OF LAND DEGRADATION IN MONGOLIA

    Directory of Open Access Journals (Sweden)

    E. Nasanbat

    2018-04-01

    Full Text Available This study examines MODIS NDVI satellite imagery time series can be used to determine hotspot of land degradation area in whole Mongolia. The trend statistical analysis of Mann-Kendall was applied to a 16-year MODIS NDVI satellite imagery record, based on 16-day composited temporal data (from May to September for growing seasons and from 2000 to 2016. We performed to frequency analysis that resulting NDVI residual trend pattern would enable successful determined of negative and positive changes in photo synthetically health vegetation. Our result showed that negative and positive values and generated a map of significant trends. Also, we examined long-term of meteorological parameters for the same period. The result showed positive and negative NDVI trends concurred with land cover types change representing an improve or a degrade in vegetation, respectively. Also, integrated the climate parameters which were precipitation and air temperature changes in the same time period seem to have had an affecting on huge NDVI trend area. The time series trend analysis approach applied successfully determined hotspot of an improvement and a degraded area due to land degradation and desertification.

  13. Frequency Analysis of Modis Ndvi Time Series for Determining Hotspot of Land Degradation in Mongolia

    Science.gov (United States)

    Nasanbat, E.; Sharav, S.; Sanjaa, T.; Lkhamjav, O.; Magsar, E.; Tuvdendorj, B.

    2018-04-01

    This study examines MODIS NDVI satellite imagery time series can be used to determine hotspot of land degradation area in whole Mongolia. The trend statistical analysis of Mann-Kendall was applied to a 16-year MODIS NDVI satellite imagery record, based on 16-day composited temporal data (from May to September) for growing seasons and from 2000 to 2016. We performed to frequency analysis that resulting NDVI residual trend pattern would enable successful determined of negative and positive changes in photo synthetically health vegetation. Our result showed that negative and positive values and generated a map of significant trends. Also, we examined long-term of meteorological parameters for the same period. The result showed positive and negative NDVI trends concurred with land cover types change representing an improve or a degrade in vegetation, respectively. Also, integrated the climate parameters which were precipitation and air temperature changes in the same time period seem to have had an affecting on huge NDVI trend area. The time series trend analysis approach applied successfully determined hotspot of an improvement and a degraded area due to land degradation and desertification.

  14. LAI, FAPAR and FCOVER products derived from AVHRR long time series: principles and evaluation

    Science.gov (United States)

    Verger, A.; Baret, F.; Weiss, M.; Lacaze, R.; Makhmara, H.; Pacholczyk, P.; Smets, B.; Kandasamy, S.; Vermote, E.

    2012-04-01

    Continuous and long term global monitoring of the terrestrial biosphere has draught an intense interest in the recent years in the context of climate and global change. Developing methodologies for generating historical data records from data collected with different satellite sensors over the past three decades by taking benefits from the improvements identified in the processing of the new generation sensors is a new central issue in remote sensing community. In this context, the Bio-geophysical Parameters (BioPar) service within Geoland2 project (http://www.geoland2.eu) aims at developing pre-operational infrastructures for providing global land products both in near real time and off-line mode with long time series. In this contribution, we describe the principles of the GEOLAND algorithm for generating long term datasets of three key biophysical variables, leaf area index (LAI), Fraction of Absorbed Photosynthetic Active Radiation (FAPAR) and cover fraction (FCOVER), that play a key role in several processes, including photosynthesis, respiration and transpiration. LAI, FAPAR and FCOVER are produced globally from AVHRR Long Term Data Record (LTDR) for the 1981-2000 period at 0.05° spatial resolution and 10 days temporal sampling frequency. The proposed algorithm aims to ensure robustness of the derived long time series and consistency with the ones developed in the recent years, and particularly with GEOLAND products derived from VEGETATION sensor. The approach is based on the capacity of neural networks to learn a particular biophysical product (GEOLAND) from reflectances from another sensor (AVHRR normalized reflectances in the red and near infrared bands). Outliers due to possible cloud contamination or residual atmospheric correction are iteratively eliminated. Prior information based on the climatology is used to get more robust estimates. A specific gap filing and smoothing procedure was applied to generate continuous and smooth time series of decadal

  15. A perturbative approach for enhancing the performance of time series forecasting.

    Science.gov (United States)

    de Mattos Neto, Paulo S G; Ferreira, Tiago A E; Lima, Aranildo R; Vasconcelos, Germano C; Cavalcanti, George D C

    2017-04-01

    This paper proposes a method to perform time series prediction based on perturbation theory. The approach is based on continuously adjusting an initial forecasting model to asymptotically approximate a desired time series model. First, a predictive model generates an initial forecasting for a time series. Second, a residual time series is calculated as the difference between the original time series and the initial forecasting. If that residual series is not white noise, then it can be used to improve the accuracy of the initial model and a new predictive model is adjusted using residual series. The whole process is repeated until convergence or the residual series becomes white noise. The output of the method is then given by summing up the outputs of all trained predictive models in a perturbative sense. To test the method, an experimental investigation was conducted on six real world time series. A comparison was made with six other methods experimented and ten other results found in the literature. Results show that not only the performance of the initial model is significantly improved but also the proposed method outperforms the other results previously published. Copyright © 2017 Elsevier Ltd. All rights reserved.

  16. Drunk driving detection based on classification of multivariate time series.

    Science.gov (United States)

    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.

  17. Evaluation of scaling invariance embedded in short time series.

    Directory of Open Access Journals (Sweden)

    Xue Pan

    Full Text Available 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 ~10(2. Calculations with specified Hurst exponent values of 0.2,0.3,...,0.9 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 (≤0.03 and sharp confidential interval (standard deviation ≤0.05. 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.

  18. Evaluation of scaling invariance embedded in short time series.

    Science.gov (United States)

    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 ~10(2). Calculations with specified Hurst exponent values of 0.2,0.3,...,0.9 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 (≤0.03) and sharp confidential interval (standard deviation ≤0.05). 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.

  19. Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.

    Science.gov (United States)

    Xu, Zhiguang; MacEachern, Steven; Xu, Xinyi

    2015-02-01

    We present a class of Bayesian copula models whose major components are the marginal (limiting) distribution of a stationary time series and the internal dynamics of the series. We argue that these are the two features with which an analyst is typically most familiar, and hence that these are natural components with which to work. For the marginal distribution, we use a nonparametric Bayesian prior distribution along with a cdf-inverse cdf transformation to obtain large support. For the internal dynamics, we rely on the traditionally successful techniques of normal-theory time series. Coupling the two components gives us a family of (Gaussian) copula transformed autoregressive models. The models provide coherent adjustments of time scales and are compatible with many extensions, including changes in volatility of the series. We describe basic properties of the models, show their ability to recover non-Gaussian marginal distributions, and use a GARCH modification of the basic model to analyze stock index return series. The models are found to provide better fit and improved short-range and long-range predictions than Gaussian competitors. The models are extensible to a large variety of fields, including continuous time models, spatial models, models for multiple series, models driven by external covariate streams, and non-stationary models.

  20. 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

  1. Pseudo-random bit generator based on lag time series

    Science.gov (United States)

    García-Martínez, M.; Campos-Cantón, E.

    2014-12-01

    In this paper, we present a pseudo-random bit generator (PRBG) based on two lag time series of the logistic map using positive and negative values in the bifurcation parameter. In order to hidden the map used to build the pseudo-random series we have used a delay in the generation of time series. These new series when they are mapped xn against xn+1 present a cloud of points unrelated to the logistic map. Finally, the pseudo-random sequences have been tested with the suite of NIST giving satisfactory results for use in stream ciphers.

  2. Non-linear forecasting in high-frequency financial time series

    Science.gov (United States)

    Strozzi, F.; Zaldívar, J. M.

    2005-08-01

    A new methodology based on state space reconstruction techniques has been developed for trading in financial markets. The methodology has been tested using 18 high-frequency foreign exchange time series. The results are in apparent contradiction with the efficient market hypothesis which states that no profitable information about future movements can be obtained by studying the past prices series. In our (off-line) analysis positive gain may be obtained in all those series. The trading methodology is quite general and may be adapted to other financial time series. Finally, the steps for its on-line application are discussed.

  3. Detecting Inter-Annual Variations in the Phenology of Evergreen Conifers Using Long-Term MODIS Vegetation Index Time Series

    OpenAIRE

    Ulsig, Laura; Nichol, Caroline J.; Huemmrich, Karl F.; Landis, David R.; Middleton, Elizabeth M.; Lyapustin, Alexei I.; Mammarella, Ivan; Levula, Janne; Porcar-Castell, Albert

    2017-01-01

    Long-term observations of vegetation phenology can be used to monitor the response of terrestrial ecosystems to climate change. Satellite remote sensing provides the most efficient means to observe phenological events through time series analysis of vegetation indices such as the Normalized Difference Vegetation Index (NDVI). This study investigates the potential of a Photochemical Reflectance Index (PRI), which has been linked to vegetation light use efficiency, to improve the accuracy of MO...

  4. 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)

  5. The Statistical Analysis of Time Series

    CERN Document Server

    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

  6. Analysis of time series and size of equivalent sample

    International Nuclear Information System (INIS)

    Bernal, Nestor; Molina, Alicia; Pabon, Daniel; Martinez, Jorge

    2004-01-01

    In a meteorological context, a first approach to the modeling of time series is to use models of autoregressive type. This allows one to take into account the meteorological persistence or temporal behavior, thereby identifying the memory of the analyzed process. This article seeks to pre-sent the concept of the size of an equivalent sample, which helps to identify in the data series sub periods with a similar structure. Moreover, in this article we examine the alternative of adjusting the variance of the series, keeping in mind its temporal structure, as well as an adjustment to the covariance of two time series. This article presents two examples, the first one corresponding to seven simulated series with autoregressive structure of first order, and the second corresponding to seven meteorological series of anomalies of the air temperature at the surface in two Colombian regions

  7. 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.

  8. Burned area detection based on Landsat time series in savannas of southern Burkina Faso

    Science.gov (United States)

    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.

  9. The Global Streamflow Indices and Metadata Archive (GSIM – Part 2: Quality control, time-series indices and homogeneity assessment

    Directory of Open Access Journals (Sweden)

    L. Gudmundsson

    2018-04-01

    Full Text Available This is Part 2 of a two-paper series presenting the Global Streamflow Indices and Metadata Archive (GSIM, which is a collection of daily streamflow observations at more than 30 000 stations around the world. While Part 1 (Do et al., 2018a describes the data collection process as well as the generation of auxiliary catchment data (e.g. catchment boundary, land cover, mean climate, Part 2 introduces a set of quality controlled time-series indices representing (i the water balance, (ii the seasonal cycle, (iii low flows and (iv floods. To this end we first consider the quality of individual daily records using a combination of quality flags from data providers and automated screening methods. Subsequently, streamflow time-series indices are computed for yearly, seasonal and monthly resolution. The paper provides a generalized assessment of the homogeneity of all generated streamflow time-series indices, which can be used to select time series that are suitable for a specific task. The newly generated global set of streamflow time-series indices is made freely available with an digital object identifier at https://doi.pangaea.de/10.1594/PANGAEA.887470 and is expected to foster global freshwater research, by acting as a ground truth for model validation or as a basis for assessing the role of human impacts on the terrestrial water cycle. It is hoped that a renewed interest in streamflow data at the global scale will foster efforts in the systematic assessment of data quality and provide momentum to overcome administrative barriers that lead to inconsistencies in global collections of relevant hydrological observations.

  10. Forecasting with nonlinear time series models

    DEFF Research Database (Denmark)

    Kock, Anders Bredahl; Teräsvirta, Timo

    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...... 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...... and two versions of a simple artificial neural network model. Techniques for generating multi-period forecasts from nonlinear models recursively are considered, and the direct (non-recursive) method for this purpose is mentioned as well. Forecasting with com- plex dynamic systems, albeit less frequently...

  11. Nonparametric factor analysis of time series

    OpenAIRE

    Rodríguez-Poo, Juan M.; Linton, Oliver Bruce

    1998-01-01

    We introduce a nonparametric smoothing procedure for nonparametric factor analaysis of multivariate time series. The asymptotic properties of the proposed procedures are derived. We present an application based on the residuals from the Fair macromodel.

  12. Climatic change during historical times in japan : reconstruction from climatic hazard records

    OpenAIRE

    Maejima, Ikuo; Tagami, Yoshio

    1986-01-01

    A synoptic analysis of climatic hazard records in historical times of Japan is presented. The cool age (7-9c.), the warm age (10-14c.) and the cold age (15-19c.) are indicated. The relationship between summer and winter conditions in the climatic change is also shown. Thus, the knowledge of the climatic change in Japan from the 7th to the 19th century was systematically summarized.

  13. Building a satellite climate diagnostics data base for real-time climate monitoring

    International Nuclear Information System (INIS)

    Ropelewski, C.F.

    1991-01-01

    The paper discusses the development of a data base, the Satellite Climate Diagnostic Data Base (SCDDB), for real time operational climate monitoring utilizing current satellite data. Special attention is given to the satellite-derived quantities useful for monitoring global climate changes, the requirements of SCDDB, and the use of conventional meteorological data and model assimilated data in developing the SCDDB. Examples of prototype SCDDB products are presented. 10 refs

  14. Time Series Outlier Detection Based on Sliding Window Prediction

    Directory of Open Access Journals (Sweden)

    Yufeng Yu

    2014-01-01

    Full Text Available In order to detect outliers in hydrological time series data for improving data quality and decision-making quality related to design, operation, and management of water resources, this research develops a time series outlier detection method for hydrologic data that can be used to identify data that deviate from historical patterns. The method first built a forecasting model on the history data and then used it to predict future values. Anomalies are assumed to take place if the observed values fall outside a given prediction confidence interval (PCI, which can be calculated by the predicted value and confidence coefficient. The use of PCI as threshold is mainly on the fact that it considers the uncertainty in the data series parameters in the forecasting model to address the suitable threshold selection problem. The method performs fast, incremental evaluation of data as it becomes available, scales to large quantities of data, and requires no preclassification of anomalies. Experiments with different hydrologic real-world time series showed that the proposed methods are fast and correctly identify abnormal data and can be used for hydrologic time series analysis.

  15. Metagenomics meets time series analysis: unraveling microbial community dynamics

    NARCIS (Netherlands)

    Faust, K.; Lahti, L.M.; Gonze, D.; Vos, de W.M.; Raes, J.

    2015-01-01

    The recent increase in the number of microbial time series studies offers new insights into the stability and dynamics of microbial communities, from the world's oceans to human microbiota. Dedicated time series analysis tools allow taking full advantage of these data. Such tools can reveal periodic

  16. Time series forecasting based on deep extreme learning machine

    NARCIS (Netherlands)

    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

  17. False-nearest-neighbors algorithm and noise-corrupted time series

    International Nuclear Information System (INIS)

    Rhodes, C.; Morari, M.

    1997-01-01

    The false-nearest-neighbors (FNN) algorithm was originally developed to determine the embedding dimension for autonomous time series. For noise-free computer-generated time series, the algorithm does a good job in predicting the embedding dimension. However, the problem of predicting the embedding dimension when the time-series data are corrupted by noise was not fully examined in the original studies of the FNN algorithm. Here it is shown that with large data sets, even small amounts of noise can lead to incorrect prediction of the embedding dimension. Surprisingly, as the length of the time series analyzed by FNN grows larger, the cause of incorrect prediction becomes more pronounced. An analysis of the effect of noise on the FNN algorithm and a solution for dealing with the effects of noise are given here. Some results on the theoretically correct choice of the FNN threshold are also presented. copyright 1997 The American Physical Society

  18. CauseMap: fast inference of causality from complex time series.

    Science.gov (United States)

    Maher, M Cyrus; Hernandez, Ryan D

    2015-01-01

    Background. Establishing health-related causal relationships is a central pursuit in biomedical research. Yet, the interdependent non-linearity of biological systems renders causal dynamics laborious and at times impractical to disentangle. This pursuit is further impeded by the dearth of time series that are sufficiently long to observe and understand recurrent patterns of flux. However, as data generation costs plummet and technologies like wearable devices democratize data collection, we anticipate a coming surge in the availability of biomedically-relevant time series data. Given the life-saving potential of these burgeoning resources, it is critical to invest in the development of open source software tools that are capable of drawing meaningful insight from vast amounts of time series data. Results. Here we present CauseMap, the first open source implementation of convergent cross mapping (CCM), a method for establishing causality from long time series data (≳25 observations). Compared to existing time series methods, CCM has the advantage of being model-free and robust to unmeasured confounding that could otherwise induce spurious associations. CCM builds on Takens' Theorem, a well-established result from dynamical systems theory that requires only mild assumptions. This theorem allows us to reconstruct high dimensional system dynamics using a time series of only a single variable. These reconstructions can be thought of as shadows of the true causal system. If reconstructed shadows can predict points from opposing time series, we can infer that the corresponding variables are providing views of the same causal system, and so are causally related. Unlike traditional metrics, this test can establish the directionality of causation, even in the presence of feedback loops. Furthermore, since CCM can extract causal relationships from times series of, e.g., a single individual, it may be a valuable tool to personalized medicine. We implement CCM in Julia, a

  19. CauseMap: fast inference of causality from complex time series

    Directory of Open Access Journals (Sweden)

    M. Cyrus Maher

    2015-03-01

    Full Text Available Background. Establishing health-related causal relationships is a central pursuit in biomedical research. Yet, the interdependent non-linearity of biological systems renders causal dynamics laborious and at times impractical to disentangle. This pursuit is further impeded by the dearth of time series that are sufficiently long to observe and understand recurrent patterns of flux. However, as data generation costs plummet and technologies like wearable devices democratize data collection, we anticipate a coming surge in the availability of biomedically-relevant time series data. Given the life-saving potential of these burgeoning resources, it is critical to invest in the development of open source software tools that are capable of drawing meaningful insight from vast amounts of time series data.Results. Here we present CauseMap, the first open source implementation of convergent cross mapping (CCM, a method for establishing causality from long time series data (≳25 observations. Compared to existing time series methods, CCM has the advantage of being model-free and robust to unmeasured confounding that could otherwise induce spurious associations. CCM builds on Takens’ Theorem, a well-established result from dynamical systems theory that requires only mild assumptions. This theorem allows us to reconstruct high dimensional system dynamics using a time series of only a single variable. These reconstructions can be thought of as shadows of the true causal system. If reconstructed shadows can predict points from opposing time series, we can infer that the corresponding variables are providing views of the same causal system, and so are causally related. Unlike traditional metrics, this test can establish the directionality of causation, even in the presence of feedback loops. Furthermore, since CCM can extract causal relationships from times series of, e.g., a single individual, it may be a valuable tool to personalized medicine. We implement

  20. 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.

  1. 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.

  2. Statistical evaluation of rainfall time series in concurrence with agriculture and water resources of Ken River basin, Central India (1901-2010)

    Science.gov (United States)

    Meshram, Sarita Gajbhiye; Singh, Sudhir Kumar; Meshram, Chandrashekhar; Deo, Ravinesh C.; Ambade, Balram

    2017-12-01

    Trend analysis of long-term rainfall records can be used to facilitate better agriculture water management decision and climate risk studies. The main objective of this study was to identify the existing trends in the long-term rainfall time series over the period 1901-2010 utilizing 12 hydrological stations located at the Ken River basin (KRB) in Madhya Pradesh, India. To investigate the different trends, the rainfall time series data were divided into annual and seasonal (i.e., pre-monsoon, monsoon, post-monsoon, and winter season) sub-sets, and a statistical analysis of data using the non-parametric Mann-Kendall (MK) test and the Sen's slope approach was applied to identify the nature of the existing trends in rainfall series for the Ken River basin. The obtained results were further interpolated with the aid of the Quantum Geographic Information System (GIS) approach employing the inverse distance weighted approach. The results showed that the monsoon and the winter season exhibited a negative trend in rainfall changes over the period of study, and this was true for all stations, although the changes during the pre- and the post-monsoon seasons were less significant. The outcomes of this research study also suggest significant decreases in the seasonal and annual trends of rainfall amounts in the study period. These findings showing a clear signature of climate change impacts on KRB region potentially have implications in terms of climate risk management strategies to be developed during major growing and harvesting seasons and also to aid in the appropriate water resource management strategies that must be implemented in decision-making process.

  3. PRESEE: an MDL/MML algorithm to time-series stream segmenting.

    Science.gov (United States)

    Xu, Kaikuo; Jiang, Yexi; Tang, Mingjie; Yuan, Changan; Tang, Changjie

    2013-01-01

    Time-series stream is one of the most common data types in data mining field. It is prevalent in fields such as stock market, ecology, and medical care. Segmentation is a key step to accelerate the processing speed of time-series stream mining. Previous algorithms for segmenting mainly focused on the issue of ameliorating precision instead of paying much attention to the efficiency. Moreover, the performance of these algorithms depends heavily on parameters, which are hard for the users to set. In this paper, we propose PRESEE (parameter-free, real-time, and scalable time-series stream segmenting algorithm), which greatly improves the efficiency of time-series stream segmenting. PRESEE is based on both MDL (minimum description length) and MML (minimum message length) methods, which could segment the data automatically. To evaluate the performance of PRESEE, we conduct several experiments on time-series streams of different types and compare it with the state-of-art algorithm. The empirical results show that PRESEE is very efficient for real-time stream datasets by improving segmenting speed nearly ten times. The novelty of this algorithm is further demonstrated by the application of PRESEE in segmenting real-time stream datasets from ChinaFLUX sensor networks data stream.

  4. Time-varying surrogate data to assess nonlinearity in nonstationary time series: application to heart rate variability.

    Science.gov (United States)

    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.

  5. Local normalization: Uncovering correlations in non-stationary financial time series

    Science.gov (United States)

    Schäfer, Rudi; Guhr, Thomas

    2010-09-01

    The measurement of correlations between financial time series is of vital importance for risk management. In this paper we address an estimation error that stems from the non-stationarity of the time series. We put forward a method to rid the time series of local trends and variable volatility, while preserving cross-correlations. We test this method in a Monte Carlo simulation, and apply it to empirical data for the S&P 500 stocks.

  6. Fuzzy time-series based on Fibonacci sequence for stock price forecasting

    Science.gov (United States)

    Chen, Tai-Liang; Cheng, Ching-Hsue; Jong Teoh, Hia

    2007-07-01

    Time-series models have been utilized to make reasonably accurate predictions in the areas of stock price movements, academic enrollments, weather, etc. For promoting the forecasting performance of fuzzy time-series models, this paper proposes a new model, which incorporates the concept of the Fibonacci sequence, the framework of Song and Chissom's model and the weighted method of Yu's model. This paper employs a 5-year period TSMC (Taiwan Semiconductor Manufacturing Company) stock price data and a 13-year period of TAIEX (Taiwan Stock Exchange Capitalization Weighted Stock Index) stock index data as experimental datasets. By comparing our forecasting performances with Chen's (Forecasting enrollments based on fuzzy time-series. Fuzzy Sets Syst. 81 (1996) 311-319), Yu's (Weighted fuzzy time-series models for TAIEX forecasting. Physica A 349 (2004) 609-624) and Huarng's (The application of neural networks to forecast fuzzy time series. Physica A 336 (2006) 481-491) models, we conclude that the proposed model surpasses in accuracy these conventional fuzzy time-series models.

  7. Offshore Wind Energy Climate Projection Using UPSCALE Climate Data under the RCP8.5 Emission Scenario.

    Science.gov (United States)

    Gross, Markus; Magar, Vanesa

    2016-01-01

    In previous work, the authors demonstrated how data from climate simulations can be utilized to estimate regional wind power densities. In particular, it was shown that the quality of wind power densities, estimated from the UPSCALE global dataset in offshore regions of Mexico, compared well with regional high resolution studies. Additionally, a link between surface temperature and moist air density in the estimates was presented. UPSCALE is an acronym for UK on PRACE (the Partnership for Advanced Computing in Europe)-weather-resolving Simulations of Climate for globAL Environmental risk. The UPSCALE experiment was performed in 2012 by NCAS (National Centre for Atmospheric Science)-Climate, at the University of Reading and the UK Met Office Hadley Centre. The study included a 25.6-year, five-member ensemble simulation of the HadGEM3 global atmosphere, at 25km resolution for present climate conditions. The initial conditions for the ensemble runs were taken from consecutive days of a test configuration. In the present paper, the emphasis is placed on the single climate run for a potential future climate scenario in the UPSCALE experiment dataset, using the Representation Concentrations Pathways (RCP) 8.5 climate change scenario. Firstly, some tests were performed to ensure that the results using only one instantiation of the current climate dataset are as robust as possible within the constraints of the available data. In order to achieve this, an artificial time series over a longer sampling period was created. Then, it was shown that these longer time series provided almost the same results than the short ones, thus leading to the argument that the short time series is sufficient to capture the climate. Finally, with the confidence that one instantiation is sufficient, the future climate dataset was analysed to provide, for the first time, a projection of future changes in wind power resources using the UPSCALE dataset. It is hoped that this, in turn, will provide

  8. Offshore Wind Energy Climate Projection Using UPSCALE Climate Data under the RCP8.5 Emission Scenario.

    Directory of Open Access Journals (Sweden)

    Markus Gross

    Full Text Available In previous work, the authors demonstrated how data from climate simulations can be utilized to estimate regional wind power densities. In particular, it was shown that the quality of wind power densities, estimated from the UPSCALE global dataset in offshore regions of Mexico, compared well with regional high resolution studies. Additionally, a link between surface temperature and moist air density in the estimates was presented. UPSCALE is an acronym for UK on PRACE (the Partnership for Advanced Computing in Europe-weather-resolving Simulations of Climate for globAL Environmental risk. The UPSCALE experiment was performed in 2012 by NCAS (National Centre for Atmospheric Science-Climate, at the University of Reading and the UK Met Office Hadley Centre. The study included a 25.6-year, five-member ensemble simulation of the HadGEM3 global atmosphere, at 25km resolution for present climate conditions. The initial conditions for the ensemble runs were taken from consecutive days of a test configuration. In the present paper, the emphasis is placed on the single climate run for a potential future climate scenario in the UPSCALE experiment dataset, using the Representation Concentrations Pathways (RCP 8.5 climate change scenario. Firstly, some tests were performed to ensure that the results using only one instantiation of the current climate dataset are as robust as possible within the constraints of the available data. In order to achieve this, an artificial time series over a longer sampling period was created. Then, it was shown that these longer time series provided almost the same results than the short ones, thus leading to the argument that the short time series is sufficient to capture the climate. Finally, with the confidence that one instantiation is sufficient, the future climate dataset was analysed to provide, for the first time, a projection of future changes in wind power resources using the UPSCALE dataset. It is hoped that this, in

  9. Offshore Wind Energy Climate Projection Using UPSCALE Climate Data under the RCP8.5 Emission Scenario

    Science.gov (United States)

    Gross, Markus; Magar, Vanesa

    2016-01-01

    In previous work, the authors demonstrated how data from climate simulations can be utilized to estimate regional wind power densities. In particular, it was shown that the quality of wind power densities, estimated from the UPSCALE global dataset in offshore regions of Mexico, compared well with regional high resolution studies. Additionally, a link between surface temperature and moist air density in the estimates was presented. UPSCALE is an acronym for UK on PRACE (the Partnership for Advanced Computing in Europe)—weather-resolving Simulations of Climate for globAL Environmental risk. The UPSCALE experiment was performed in 2012 by NCAS (National Centre for Atmospheric Science)-Climate, at the University of Reading and the UK Met Office Hadley Centre. The study included a 25.6-year, five-member ensemble simulation of the HadGEM3 global atmosphere, at 25km resolution for present climate conditions. The initial conditions for the ensemble runs were taken from consecutive days of a test configuration. In the present paper, the emphasis is placed on the single climate run for a potential future climate scenario in the UPSCALE experiment dataset, using the Representation Concentrations Pathways (RCP) 8.5 climate change scenario. Firstly, some tests were performed to ensure that the results using only one instantiation of the current climate dataset are as robust as possible within the constraints of the available data. In order to achieve this, an artificial time series over a longer sampling period was created. Then, it was shown that these longer time series provided almost the same results than the short ones, thus leading to the argument that the short time series is sufficient to capture the climate. Finally, with the confidence that one instantiation is sufficient, the future climate dataset was analysed to provide, for the first time, a projection of future changes in wind power resources using the UPSCALE dataset. It is hoped that this, in turn, will

  10. Parameterizing unconditional skewness in models for financial time series

    DEFF Research Database (Denmark)

    He, Changli; Silvennoinen, Annastiina; Teräsvirta, Timo

    In this paper we consider the third-moment structure of a class of time series models. It is often argued that the marginal distribution of financial time series such as returns is skewed. Therefore it is of importance to know what properties a model should possess if it is to accommodate...

  11. Self-organising mixture autoregressive model for non-stationary time series modelling.

    Science.gov (United States)

    Ni, He; Yin, Hujun

    2008-12-01

    Modelling non-stationary time series has been a difficult task for both parametric and nonparametric methods. One promising solution is to combine the flexibility of nonparametric models with the simplicity of parametric models. In this paper, the self-organising mixture autoregressive (SOMAR) network is adopted as a such mixture model. It breaks time series into underlying segments and at the same time fits local linear regressive models to the clusters of segments. In such a way, a global non-stationary time series is represented by a dynamic set of local linear regressive models. Neural gas is used for a more flexible structure of the mixture model. Furthermore, a new similarity measure has been introduced in the self-organising network to better quantify the similarity of time series segments. The network can be used naturally in modelling and forecasting non-stationary time series. Experiments on artificial, benchmark time series (e.g. Mackey-Glass) and real-world data (e.g. numbers of sunspots and Forex rates) are presented and the results show that the proposed SOMAR network is effective and superior to other similar approaches.

  12. Climate Change Impact on Togo's Agriculture Performance: A ...

    African Journals Online (AJOL)

    Climate Change Impact on Togo's Agriculture Performance: A Ricardian Analysis Based on Time Series Data. ... Ethiopian Journal of Environmental Studies and Management ... Conclusively, the impact of climate change on agriculture seems to be varied with the temperature and precipitation in different seasons. Climate ...

  13. Estimating and Analyzing Savannah Phenology with a Lagged Time Series Model

    DEFF Research Database (Denmark)

    Boke-Olen, Niklas; Lehsten, Veiko; Ardo, Jonas

    2016-01-01

    cycle due to their areal coverage and can have an effect on the food security in regions that depend on subsistence farming. In this study we investigate how soil moisture, mean annual precipitation, and day length control savannah phenology by developing a lagged time series model. The model uses...... climate data for 15 flux tower sites across four continents, and normalized difference vegetation index from satellite to optimize a statistical phenological model. We show that all three variables can be used to estimate savannah phenology on a global scale. However, it was not possible to create...... a simplified savannah model that works equally well for all sites on the global scale without inclusion of more site specific parameters. The simplified model showed no bias towards tree cover or between continents and resulted in a cross-validated r2 of 0.6 and root mean squared error of 0.1. We therefore...

  14. The Prediction of Teacher Turnover Employing Time Series Analysis.

    Science.gov (United States)

    Costa, Crist H.

    The purpose of this study was to combine knowledge of teacher demographic data with time-series forecasting methods to predict teacher turnover. Moving averages and exponential smoothing were used to forecast discrete time series. The study used data collected from the 22 largest school districts in Iowa, designated as FACT schools. Predictions…

  15. 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.

  16. Chaotic time series prediction: From one to another

    International Nuclear Information System (INIS)

    Zhao Pengfei; Xing Lei; Yu Jun

    2009-01-01

    In this Letter, a new local linear prediction model is proposed to predict a chaotic time series of a component x(t) by using the chaotic time series of another component y(t) in the same system with x(t). Our approach is based on the phase space reconstruction coming from the Takens embedding theorem. To illustrate our results, we present an example of Lorenz system and compare with the performance of the original local linear prediction model.

  17. Grammar-based feature generation for time-series prediction

    CERN Document Server

    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 ...

  18. 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...

  19. Recurrent Neural Networks for Multivariate Time Series with Missing Values.

    Science.gov (United States)

    Che, Zhengping; Purushotham, Sanjay; Cho, Kyunghyun; Sontag, David; Liu, Yan

    2018-04-17

    Multivariate time series data in practical applications, such as health care, geoscience, and biology, are characterized by a variety of missing values. In time series prediction and other related tasks, it has been noted that missing values and their missing patterns are often correlated with the target labels, a.k.a., informative missingness. There is very limited work on exploiting the missing patterns for effective imputation and improving prediction performance. In this paper, we develop novel deep learning models, namely GRU-D, as one of the early attempts. GRU-D is based on Gated Recurrent Unit (GRU), a state-of-the-art recurrent neural network. It takes two representations of missing patterns, i.e., masking and time interval, and effectively incorporates them into a deep model architecture so that it not only captures the long-term temporal dependencies in time series, but also utilizes the missing patterns to achieve better prediction results. Experiments of time series classification tasks on real-world clinical datasets (MIMIC-III, PhysioNet) and synthetic datasets demonstrate that our models achieve state-of-the-art performance and provide useful insights for better understanding and utilization of missing values in time series analysis.

  20. Conditional time series forecasting with convolutional neural networks

    NARCIS (Netherlands)

    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

  1. Time Series Analysis of Wheat Futures Reward in China

    Institute of Scientific and Technical Information of China (English)

    2005-01-01

    Different from the fact that the main researches are focused on single futures contract and lack of the comparison of different periods, this paper described the statistical characteristics of wheat futures reward time series of Zhengzhou Commodity Exchange in recent three years. Besides the basic statistic analysis, the paper used the GARCH and EGARCH model to describe the time series which had the ARCH effect and analyzed the persistence of volatility shocks and the leverage effect. The results showed that compared with that of normal one,wheat futures reward series were abnormality, leptokurtic and thick tail distribution. The study also found that two-part of the reward series had no autocorrelation. Among the six correlative series, three ones presented the ARCH effect. By using of the Auto-regressive Distributed Lag Model, GARCH model and EGARCH model, the paper demonstrates the persistence of volatility shocks and the leverage effect on the wheat futures reward time series. The results reveal that on the one hand, the statistical characteristics of the wheat futures reward are similar to the aboard mature futures market as a whole. But on the other hand, the results reflect some shortages such as the immatureness and the over-control by the government in the Chinese future market.

  2. 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.

  3. Time series analysis of temporal networks

    Science.gov (United States)

    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

  4. The Hierarchical Spectral Merger Algorithm: A New Time Series Clustering Procedure

    KAUST Repository

    Euá n, Carolina; Ombao, Hernando; Ortega, Joaquí n

    2018-01-01

    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

  5. Notes on economic time series analysis system theoretic perspectives

    CERN Document Server

    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...

  6. Dynamical analysis and visualization of tornadoes time series.

    Directory of Open Access Journals (Sweden)

    António M Lopes

    Full Text Available In this paper we analyze the behavior of tornado time-series in the U.S. from the perspective of dynamical systems. A tornado is a violently rotating column of air extending from a cumulonimbus cloud down to the ground. Such phenomena reveal features that are well described by power law functions and unveil characteristics found in systems with long range memory effects. Tornado time series are viewed as the output of a complex system and are interpreted as a manifestation of its dynamics. Tornadoes are modeled as sequences of Dirac impulses with amplitude proportional to the events size. First, a collection of time series involving 64 years is analyzed in the frequency domain by means of the Fourier transform. The amplitude spectra are approximated by power law functions and their parameters are read as an underlying signature of the system dynamics. Second, it is adopted the concept of circular time and the collective behavior of tornadoes analyzed. Clustering techniques are then adopted to identify and visualize the emerging patterns.

  7. Dynamical analysis and visualization of tornadoes time series.

    Science.gov (United States)

    Lopes, António M; Tenreiro Machado, J A

    2015-01-01

    In this paper we analyze the behavior of tornado time-series in the U.S. from the perspective of dynamical systems. A tornado is a violently rotating column of air extending from a cumulonimbus cloud down to the ground. Such phenomena reveal features that are well described by power law functions and unveil characteristics found in systems with long range memory effects. Tornado time series are viewed as the output of a complex system and are interpreted as a manifestation of its dynamics. Tornadoes are modeled as sequences of Dirac impulses with amplitude proportional to the events size. First, a collection of time series involving 64 years is analyzed in the frequency domain by means of the Fourier transform. The amplitude spectra are approximated by power law functions and their parameters are read as an underlying signature of the system dynamics. Second, it is adopted the concept of circular time and the collective behavior of tornadoes analyzed. Clustering techniques are then adopted to identify and visualize the emerging patterns.

  8. "Observation Obscurer" - Time Series Viewer, Editor and Processor

    Science.gov (United States)

    Andronov, I. L.

    The program is described, which contains a set of subroutines suitable for East viewing and interactive filtering and processing of regularly and irregularly spaced time series. Being a 32-bit DOS application, it may be used as a default fast viewer/editor of time series in any compute shell ("commander") or in Windows. It allows to view the data in the "time" or "phase" mode, to remove ("obscure") or filter outstanding bad points; to make scale transformations and smoothing using few methods (e.g. mean with phase binning, determination of the statistically opti- mal number of phase bins; "running parabola" (Andronov, 1997, As. Ap. Suppl, 125, 207) fit and to make time series analysis using some methods, e.g. correlation, autocorrelation and histogram analysis: determination of extrema etc. Some features have been developed specially for variable star observers, e.g. the barycentric correction, the creation and fast analysis of "OC" diagrams etc. The manual for "hot keys" is presented. The computer code was compiled with a 32-bit Free Pascal (www.freepascal.org).

  9. Modelling road accidents: An approach using structural time series

    Science.gov (United States)

    Junus, Noor Wahida Md; Ismail, Mohd Tahir

    2014-09-01

    In this paper, the trend of road accidents in Malaysia for the years 2001 until 2012 was modelled using a structural time series approach. The structural time series model was identified using a stepwise method, and the residuals for each model were tested. The best-fitted model was chosen based on the smallest Akaike Information Criterion (AIC) and prediction error variance. In order to check the quality of the model, a data validation procedure was performed by predicting the monthly number of road accidents for the year 2012. Results indicate that the best specification of the structural time series model to represent road accidents is the local level with a seasonal model.

  10. Multiscale Poincaré plots for visualizing the structure of heartbeat time series.

    Science.gov (United States)

    Henriques, Teresa S; Mariani, Sara; Burykin, Anton; Rodrigues, Filipa; Silva, Tiago F; Goldberger, Ary L

    2016-02-09

    Poincaré delay maps are widely used in the analysis of cardiac interbeat interval (RR) dynamics. To facilitate visualization of the structure of these time series, we introduce multiscale Poincaré (MSP) plots. Starting with the original RR time series, the method employs a coarse-graining procedure to create a family of time series, each of which represents the system's dynamics in a different time scale. Next, the Poincaré plots are constructed for the original and the coarse-grained time series. Finally, as an optional adjunct, color can be added to each point to represent its normalized frequency. We illustrate the MSP method on simulated Gaussian white and 1/f noise time series. The MSP plots of 1/f noise time series reveal relative conservation of the phase space area over multiple time scales, while those of white noise show a marked reduction in area. We also show how MSP plots can be used to illustrate the loss of complexity when heartbeat time series from healthy subjects are compared with those from patients with chronic (congestive) heart failure syndrome or with atrial fibrillation. This generalized multiscale approach to Poincaré plots may be useful in visualizing other types of time series.

  11. Time series patterns and language support in DBMS

    Science.gov (United States)

    Telnarova, Zdenka

    2017-07-01

    This contribution is focused on pattern type Time Series as a rich in semantics representation of data. Some example of implementation of this pattern type in traditional Data Base Management Systems is briefly presented. There are many approaches how to manipulate with patterns and query patterns. Crucial issue can be seen in systematic approach to pattern management and specific pattern query language which takes into consideration semantics of patterns. Query language SQL-TS for manipulating with patterns is shown on Time Series data.

  12. 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 ...

  13. Nonlinear time series analysis with R

    CERN Document Server

    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...

  14. InSAR Deformation Time Series Processed On-Demand in the Cloud

    Science.gov (United States)

    Horn, W. B.; Weeden, R.; Dimarchi, H.; Arko, S. A.; Hogenson, K.

    2017-12-01

    During this past year, ASF has developed a cloud-based on-demand processing system known as HyP3 (http://hyp3.asf.alaska.edu/), the Hybrid Pluggable Processing Pipeline, for Synthetic Aperture Radar (SAR) data. The system makes it easy for a user who doesn't have the time or inclination to install and use complex SAR processing software to leverage SAR data in their research or operations. One such processing algorithm is generation of a deformation time series product, which is a series of images representing ground displacements over time, which can be computed using a time series of interferometric SAR (InSAR) products. The set of software tools necessary to generate this useful product are difficult to install, configure, and use. Moreover, for a long time series with many images, the processing of just the interferograms can take days. Principally built by three undergraduate students at the ASF DAAC, the deformation time series processing relies the new Amazon Batch service, which enables processing of jobs with complex interconnected dependencies in a straightforward and efficient manner. In the case of generating a deformation time series product from a stack of single-look complex SAR images, the system uses Batch to serialize the up-front processing, interferogram generation, optional tropospheric correction, and deformation time series generation. The most time consuming portion is the interferogram generation, because even for a fairly small stack of images many interferograms need to be processed. By using AWS Batch, the interferograms are all generated in parallel; the entire process completes in hours rather than days. Additionally, the individual interferograms are saved in Amazon's cloud storage, so that when new data is acquired in the stack, an updated time series product can be generated with minimal addiitonal processing. This presentation will focus on the development techniques and enabling technologies that were used in developing the time

  15. 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.

  16. Dealing with uncertainties in impact studies of climate change on hydrometeorological series over Segura River Basin (Spain)

    Science.gov (United States)

    Garcia Galiano, S. G.; Garcia Cardenas, R.; Tetay Botia, C.; Giraldo Osorio, J.; Erena Arrabal, M.; Baille, A.

    2011-12-01

    The Segura River Basin (SRB) located in the South East of Spain, is affected by recurrent drought and water scarcity episodes. This basin presents the lowest percentage of renewable water resources of all the Spanish basins. Intensive reforestation has been carried out in the region, to halt desertification and erosion, which added to climate change and variability, do not allow the default assumption of stationarity in the water resources systems. Therefore, the study of effects in hydrometeorological series should be addressed by nonstationary probabilistic models that allow describing the time evolution of their probability distribution functions (PDFs). In the present work, the GAMLSS (Generalized Additive Models for Location, Scale and Shaper) approach is applied to identify of spatio-temporal trends in observed precipitation (P) and potential evapotranspiration (PET), at basin scale. Several previous studies have addressed the potential impacts of climate change in water supply systems, focusing on the sensitivity analysis of runoff to climate. Considering the use of a conceptual hydrological model with few parameters, the impacts on runoff and its trend from historical data, are assessed. The conclusions of this study represent a breakthrough in the development of methodologies to understand and anticipate the impacts on water resources systems, in the light of current and future climate conditions, considering hydroclimatic non-stationarity. These findings are expected to contribute to the management of conditions of water resources scarcity and droughts, such as the observed in the SRB, as support to decision-making process by stakeholders.

  17. 25 years of time series forecasting

    NARCIS (Netherlands)

    de Gooijer, J.G.; Hyndman, R.J.

    2006-01-01

    We review the past 25 years of research into time series forecasting. In this silver jubilee issue, we naturally highlight results published in journals managed by the International Institute of Forecasters (Journal of Forecasting 1982-1985 and International Journal of Forecasting 1985-2005). During

  18. Markov Trends in Macroeconomic Time Series

    NARCIS (Netherlands)

    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

  19. Modeling seasonality in bimonthly time series

    NARCIS (Netherlands)

    Ph.H.B.F. Franses (Philip Hans)

    1992-01-01

    textabstractA recurring issue in modeling seasonal time series variables is the choice of the most adequate model for the seasonal movements. One selection method for quarterly data is proposed in Hylleberg et al. (1990). Market response models are often constructed for bimonthly variables, and

  20. 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...

  1. FALSE DETERMINATIONS OF CHAOS IN SHORT NOISY TIME SERIES. (R828745)

    Science.gov (United States)

    A method (NEMG) proposed in 1992 for diagnosing chaos in noisy time series with 50 or fewer observations entails fitting the time series with an empirical function which predicts an observation in the series from previous observations, and then estimating the rate of divergenc...

  2. Multiscale multifractal multiproperty analysis of financial time series based on Rényi entropy

    Science.gov (United States)

    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.

  3. A Literature Survey of Early Time Series Classification and Deep Learning

    OpenAIRE

    Santos, Tiago; Kern, Roman

    2017-01-01

    This paper provides an overview of current literature on time series classification approaches, in particular of early time series classification. A very common and effective time series classification approach is the 1-Nearest Neighbor classier, with different distance measures such as the Euclidean or dynamic time warping distances. This paper starts by reviewing these baseline methods. More recently, with the gain in popularity in the application of deep neural networks to the eld of...

  4. Signal Processing for Time-Series Functions on a Graph

    Science.gov (United States)

    2018-02-01

    Figures Fig. 1 Time -series function on a fixed graph.............................................2 iv Approved for public release; distribution is...φi〉`2(V)φi (39) 6= f̄ (40) Instead, we simply recover the average of f over time . 13 Approved for public release; distribution is unlimited. This...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

  5. Non-linear time series extreme events and integer value problems

    CERN Document Server

    Turkman, Kamil Feridun; Zea Bermudez, Patrícia

    2014-01-01

    This book offers a useful combination of probabilistic and statistical tools for analyzing nonlinear time series. Key features of the book include a study of the extremal behavior of nonlinear time series and a comprehensive list of nonlinear models that address different aspects of nonlinearity. Several inferential methods, including quasi likelihood methods, sequential Markov Chain Monte Carlo Methods and particle filters, are also included so as to provide an overall view of the available tools for parameter estimation for nonlinear models. A chapter on integer time series models based on several thinning operations, which brings together all recent advances made in this area, is also included. Readers should have attended a prior course on linear time series, and a good grasp of simulation-based inferential methods is recommended. This book offers a valuable resource for second-year graduate students and researchers in statistics and other scientific areas who need a basic understanding of nonlinear time ...

  6. Learning of time series through neuron-to-neuron instruction

    Energy Technology Data Exchange (ETDEWEB)

    Miyazaki, Y [Department of Physics, Kyoto University, Kyoto 606-8502, (Japan); Kinzel, W [Institut fuer Theoretische Physik, Universitaet Wurzburg, 97074 Wurzburg (Germany); Shinomoto, S [Department of Physics, Kyoto University, Kyoto (Japan)

    2003-02-07

    A model neuron with delayline feedback connections can learn a time series generated by another model neuron. It has been known that some student neurons that have completed such learning under the instruction of a teacher's quasi-periodic sequence mimic the teacher's time series over a long interval, even after instruction has ceased. We found that in addition to such faithful students, there are unfaithful students whose time series eventually diverge exponentially from that of the teacher. In order to understand the circumstances that allow for such a variety of students, the orbit dimension was estimated numerically. The quasi-periodic orbits in question were found to be confined in spaces with dimensions significantly smaller than that of the full phase space.

  7. Learning of time series through neuron-to-neuron instruction

    International Nuclear Information System (INIS)

    Miyazaki, Y; Kinzel, W; Shinomoto, S

    2003-01-01

    A model neuron with delayline feedback connections can learn a time series generated by another model neuron. It has been known that some student neurons that have completed such learning under the instruction of a teacher's quasi-periodic sequence mimic the teacher's time series over a long interval, even after instruction has ceased. We found that in addition to such faithful students, there are unfaithful students whose time series eventually diverge exponentially from that of the teacher. In order to understand the circumstances that allow for such a variety of students, the orbit dimension was estimated numerically. The quasi-periodic orbits in question were found to be confined in spaces with dimensions significantly smaller than that of the full phase space

  8. Developing a complex independent component analysis technique to extract non-stationary patterns from geophysical time-series

    Science.gov (United States)

    Forootan, Ehsan; Kusche, Jürgen

    2016-04-01

    Geodetic/geophysical observations, such as the time series of global terrestrial water storage change or sea level and temperature change, represent samples of physical processes and therefore contain information about complex physical interactionswith many inherent time scales. Extracting relevant information from these samples, for example quantifying the seasonality of a physical process or its variability due to large-scale ocean-atmosphere interactions, is not possible by rendering simple time series approaches. In the last decades, decomposition techniques have found increasing interest for extracting patterns from geophysical observations. Traditionally, principal component analysis (PCA) and more recently independent component analysis (ICA) are common techniques to extract statistical orthogonal (uncorrelated) and independent modes that represent the maximum variance of observations, respectively. PCA and ICA can be classified as stationary signal decomposition techniques since they are based on decomposing the auto-covariance matrix or diagonalizing higher (than two)-order statistical tensors from centered time series. However, the stationary assumption is obviously not justifiable for many geophysical and climate variables even after removing cyclic components e.g., the seasonal cycles. In this paper, we present a new decomposition method, the complex independent component analysis (CICA, Forootan, PhD-2014), which can be applied to extract to non-stationary (changing in space and time) patterns from geophysical time series. Here, CICA is derived as an extension of real-valued ICA (Forootan and Kusche, JoG-2012), where we (i) define a new complex data set using a Hilbert transformation. The complex time series contain the observed values in their real part, and the temporal rate of variability in their imaginary part. (ii) An ICA algorithm based on diagonalization of fourth-order cumulants is then applied to decompose the new complex data set in (i

  9. Quirky patterns in time-series of estimates of recruitment could be artefacts

    DEFF Research Database (Denmark)

    Dickey-Collas, M.; Hinzen, N.T.; Nash, R.D.M.

    2015-01-01

    of recruitment time-series in databases is therefore not consistent across or within species and stocks. Caution is therefore required as perhaps the characteristics of the time-series of stock dynamics may be determined by the model used to generate them, rather than underlying ecological phenomena......The accessibility of databases of global or regional stock assessment outputs is leading to an increase in meta-analysis of the dynamics of fish stocks. In most of these analyses, each of the time-series is generally assumed to be directly comparable. However, the approach to stock assessment...... employed, and the associated modelling assumptions, can have an important influence on the characteristics of each time-series. We explore this idea by investigating recruitment time-series with three different recruitment parameterizations: a stock–recruitment model, a random-walk time-series model...

  10. The Hierarchical Spectral Merger Algorithm: A New Time Series Clustering Procedure

    KAUST Repository

    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.

  11. SPATIOTEMPORAL VISUALIZATION OF TIME-SERIES SATELLITE-DERIVED CO2 FLUX DATA USING VOLUME RENDERING AND GPU-BASED INTERPOLATION ON A CLOUD-DRIVEN DIGITAL EARTH

    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.

  12. The time scales of the climate-economy feedback and the climatic cost of growth

    Energy Technology Data Exchange (ETDEWEB)

    Hallegatte, Stephane [CIRED - CNRM, Nogent-sur-Marne (France)

    2005-04-01

    This paper is based on the perception that the inertia of climate and socio-economic systems are key parameters in the climate change issue. In a first part, it develops and implements a new approach based on a simple integrated model with a particular focus on an innovative transient impact and adaptation modelling. In a second part, a climate-economy feedback is defined and characterized. It is found that: (i) it has a 70-year characteristic time, which is long when compared to the system's other time-scales, and it cannot act as a natural damping process of climate change; (ii) mitigation has to be anticipated since the feedback of an emission reduction on the economy is significant only after a 20-year delay and really efficient after a one-century delay; (iii) the IPCC methodology, that neglects the feedback from impacts to emissions, is acceptable up to 2100, whatever is the level of impacts. This analysis allows also to define a climatic cost of growth as the additional climate change damages due to the additional emissions linked to economic growth. Usefully, this metric for climate change damages is particularly independent of the baseline scenario. (orig.)

  13. The time scales of the climate-economy feedback and the climatic cost of growth

    International Nuclear Information System (INIS)

    Hallegatte, Stephane

    2005-04-01

    This paper is based on the perception that the inertia of climate and socio-economic systems are key parameters in the climate change issue. In a first part, it develops and implements a new approach based on a simple integrated model with a particular focus on an innovative transient impact and adaptation modelling. In a second part, a climate-economy feedback is defined and characterized. It is found that: (i) it has a 70-year characteristic time, which is long when compared to the system's other time-scales, and it cannot act as a natural damping process of climate change; (ii) mitigation has to be anticipated since the feedback of an emission reduction on the economy is significant only after a 20-year delay and really efficient after a one-century delay; (iii) the IPCC methodology, that neglects the feedback from impacts to emissions, is acceptable up to 2100, whatever is the level of impacts. This analysis allows also to define a climatic cost of growth as the additional climate change damages due to the additional emissions linked to economic growth. Usefully, this metric for climate change damages is particularly independent of the baseline scenario. (orig.)

  14. Estimation of time-delayed mutual information and bias for irregularly and sparsely sampled time-series

    International Nuclear Information System (INIS)

    Albers, D.J.; Hripcsak, George

    2012-01-01

    Highlights: ► Time-delayed mutual information for irregularly sampled time-series. ► Estimation bias for the time-delayed mutual information calculation. ► Fast, simple, PDF estimator independent, time-delayed mutual information bias estimate. ► Quantification of data-set-size limits of the time-delayed mutual calculation. - Abstract: A method to estimate the time-dependent correlation via an empirical bias estimate of the time-delayed mutual information for a time-series is proposed. In particular, the bias of the time-delayed mutual information is shown to often be equivalent to the mutual information between two distributions of points from the same system separated by infinite time. Thus intuitively, estimation of the bias is reduced to estimation of the mutual information between distributions of data points separated by large time intervals. The proposed bias estimation techniques are shown to work for Lorenz equations data and glucose time series data of three patients from the Columbia University Medical Center database.

  15. Inferring interdependencies from short time series

    Indian Academy of Sciences (India)

    Abstract. Complex networks provide an invaluable framework for the study of interlinked dynamical systems. In many cases, such networks are constructed from observed time series by first estimating the ...... does not quantify causal relations (unlike IOTA, or .... Africa_map_regions.svg, which is under public domain.

  16. CLIMATE CHANGE: LONG-TERM TRENDS AND SHORT-TERM OSCILLATIONS

    Institute of Scientific and Technical Information of China (English)

    GAO Xin-quan; ZHANG Xin; QIAN Wei-hong

    2006-01-01

    Identifying the Northern Hemisphere (NH) temperature reconstruction and instrumental data for the past 1000 years shows that climate change in the last millennium includes long-term trends and various oscillations. Two long-term trends and the quasi-70-year oscillation were detected in the global temperature series for the last 140 years and the NH millennium series. One important feature was emphasized that temperature decreases slowly but it increases rapidly based on the analysis of different series. Benefits can be obtained of climate change from understanding various long-term trends and oscillations. Millennial temperature proxies from the natural climate system and time series of nonlinear model system are used in understanding the natural climate change and recognizing potential benefits by using the method of wavelet transform analysis. The results from numerical modeling show that major oscillations contained in numerical solutions on the interdecadal timescale are consistent with that of natural proxies. It seems that these oscillations in the climate change are not directly linked with the solar radiation as an external forcing. This investigation may conclude that the climate variability at the interdecadal timescale strongly depends on the internal nonlinear effects in the climate system.

  17. Stochastic modeling of hourly rainfall times series in Campania (Italy)

    Science.gov (United States)

    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

  18. A possible interrelation between Earth rotation and climatic variability at decadal time-scale

    Directory of Open Access Journals (Sweden)

    Leonid Zotov

    2016-05-01

    Full Text Available Using multichannel singular spectrum analysis (MSSA we decomposed climatic time series into principal components, and compared them with Earth rotation parameters. The global warming trends were initially subtracted. Similar quasi 60 and 20 year periodic oscillations have been found in the global mean Earth temperature anomaly (HadCRUT4 and global mean sea level (GMSL. Similar cycles were also found in Earth rotation variation. Over the last 160 years multi-decadal change of Earth's rotation velocity is correlated with the 60-year temperature anomaly, and Chandler wobble envelope reproduces the form of the 60-year oscillation noticed in GMSL. The quasi 20-year oscillation observed in GMSL is correlated with the Chandler wobble excitation. So, we assume that Earth's rotation and climate indexes are connected. Despite of all the clues hinting this connection, no sound conclusion can be done as far as ocean circulation modelling is not able to correctly catch angular momentum of the oscillatory modes.

  19. Landsat time series analysis documents beaver migration into permafrost landscapes of arctic Alaska

    Science.gov (United States)

    Jones, B. M.; Tape, K. D.; Nitze, I.; Arp, C. D.; Grosse, G.; Zimmerman, C. E.

    2017-12-01

    Landscape-scale impacts of climate change in the Arctic include increases in growing season length, shrubby vegetation, winter river discharge, snowfall, summer and winter water temperatures, and decreases in river and lake ice thickness. Combined, these changes may have created conditions that are suitable for beaver colonization of low Arctic tundra regions. We developed a semi-automated workflow that analyzes Landsat imagery time series to determine the extent to which beavers may have colonized permafrost landscapes in arctic Alaska since 1999. We tested this approach on the Lower Noatak, Wulik, and Kivalina river watersheds in northwest Alaska and identified 83 locations representing potential beaver activity. Seventy locations indicated wetting trends and 13 indicated drying trends. Verification of each site using high-resolution satellite imagery showed that 80 % of the wetting locations represented beaver activity (damming and pond formation), 11 % were unrelated to beavers, and 9 % could not readily be distinguished as being beaver related or not. For the drying locations, 31 % represented beaver activity (pond drying due to dam abandonment), 62 % were unrelated to beavers, and 7 % were undetermined. Comparison of the beaver activity database with historic aerial photography from ca. 1950 and ca. 1980 indicates that beavers have recently colonized or recolonized riparian corridors in northwest Alaska. Remote sensing time series observations associated with the migration of beavers in permafrost landscapes in arctic Alaska include thermokarst lake expansion and drainage, thaw slump initiation, ice wedge degradation, thermokarst shore fen development, and possibly development of lake and river taliks. Additionally, beaver colonization in the Arctic may alter channel courses, thermal regimes, hyporheic flow, riparian vegetation, and winter ice regimes that could impact ecosystem structure and function in this region. In particular, the combination of beaver

  20. Using forbidden ordinal patterns to detect determinism in irregularly sampled time series.

    Science.gov (United States)

    Kulp, C W; Chobot, J M; Niskala, B J; Needhammer, C J

    2016-02-01

    It is known that when symbolizing a time series into ordinal patterns using the Bandt-Pompe (BP) methodology, there will be ordinal patterns called forbidden patterns that do not occur in a deterministic series. The existence of forbidden patterns can be used to identify deterministic dynamics. In this paper, the ability to use forbidden patterns to detect determinism in irregularly sampled time series is tested on data generated from a continuous model system. The study is done in three parts. First, the effects of sampling time on the number of forbidden patterns are studied on regularly sampled time series. The next two parts focus on two types of irregular-sampling, missing data and timing jitter. It is shown that forbidden patterns can be used to detect determinism in irregularly sampled time series for low degrees of sampling irregularity (as defined in the paper). In addition, comments are made about the appropriateness of using the BP methodology to symbolize irregularly sampled time series.

  1. The Influence of Climate Variability Effects on Groundwater Time Series in the Lower Central Plains of Thailand

    Directory of Open Access Journals (Sweden)

    Korrakoch Taweesin

    2018-03-01

    Full Text Available This research studies the relationship between the climate index and the groundwater level of the lower Chao Phraya basin, in order to forecast the groundwater level in the studied area by using Autoregressive Integrated Moving Average with Explanatory (ARIMAX. The combination of 6 climate indices—Dipole Mode Index, Indian Summer Monsoon Index, Multivariate ENSO Index, Sea Surface Temperature NINO4, Southern Oscillation Index and the Western North Pacific Monsoon Index—were used, along with the groundwater level data from 14 stations during the period 1980–2011 to develop the forecast model and verify it with the data of 2012.The first step was correlation of the ARIMA model with Autocorrelation Function and Partial Autocorrelation Function. The possible model was then selected using BIC statistics. Diagnostic Checking was done to consider the white noise characteristic of estimated residuals by using the statistics of Box and Ljung (Q-statistic. If the selected models were found to be proper, then the Granger Causality Test of the leading parameters or the climate index would be performed as the next step. The results show that there is a relationship between the groundwater level and the climate index. The model could be used to forecast effectively the average RMSE value at 0.6. The last step was to develop the MODFLOW for a conceptual model and synthesize groundwater levels in the study area, which covers around 43,000 km2 and has 8 layers of groundwater, with Bangkok clay on the top. All other boundary values were set to be steady. The calibration was done using the data of 325 observed wells. The normalized RMS value was 9.705%. The results were verified by the data using ARIMAX over the same time periods. To conclude, the simulated results of the monthly groundwater level in 2012 of the wells have a confidence interval of around 95%, which is near the result from the ARIMAX model. The advantages of the ARIMAX model include high

  2. Complexity testing techniques for time series data: A comprehensive literature review

    International Nuclear Information System (INIS)

    Tang, Ling; Lv, Huiling; Yang, Fengmei; Yu, Lean

    2015-01-01

    Highlights: • A literature review of complexity testing techniques for time series data is provided. • Complexity measurements can generally fall into fractality, methods derived from nonlinear dynamics and entropy. • Different types investigate time series data from different perspectives. • Measures, applications and future studies for each type are presented. - Abstract: Complexity may be one of the most important measurements for analysing time series data; it covers or is at least closely related to different data characteristics within nonlinear system theory. This paper provides a comprehensive literature review examining the complexity testing techniques for time series data. According to different features, the complexity measurements for time series data can be divided into three primary groups, i.e., fractality (mono- or multi-fractality) for self-similarity (or system memorability or long-term persistence), methods derived from nonlinear dynamics (via attractor invariants or diagram descriptions) for attractor properties in phase-space, and entropy (structural or dynamical entropy) for the disorder state of a nonlinear system. These estimations analyse time series dynamics from different perspectives but are closely related to or even dependent on each other at the same time. In particular, a weaker self-similarity, a more complex structure of attractor, and a higher-level disorder state of a system consistently indicate that the observed time series data are at a higher level of complexity. Accordingly, this paper presents a historical tour of the important measures and works for each group, as well as ground-breaking and recent applications and future research directions.

  3. Complex dynamic in ecological time series

    Science.gov (United States)

    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...

  4. Time Series Modelling using Proc Varmax

    DEFF Research Database (Denmark)

    Milhøj, Anders

    2007-01-01

    In this paper it will be demonstrated how various time series problems could be met using Proc Varmax. The procedure is rather new and hence new features like cointegration, testing for Granger causality are included, but it also means that more traditional ARIMA modelling as outlined by Box...

  5. SensL B-Series and C-Series silicon photomultipliers for time-of-flight positron emission tomography

    Energy Technology Data Exchange (ETDEWEB)

    O' Neill, K., E-mail: koneill@sensl.com; Jackson, C., E-mail: cjackson@sensl.com

    2015-07-01

    Silicon photomultipliers from SensL are designed for high performance, uniformity and low cost. They demonstrate peak photon detection efficiency of 41% at 420 nm, which is matched to the output spectrum of cerium doped lutetium orthosilicate. Coincidence resolving time of less than 220 ps is demonstrated. New process improvements have lead to the development of C-Series SiPM which reduces the dark noise by over an order of magnitude. In this paper we will show characterization test results which include photon detection efficiency, dark count rate, crosstalk probability, afterpulse probability and coincidence resolving time comparing B-Series to the newest pre-production C-Series. Additionally we will discuss the effect of silicon photomultiplier microcell size on coincidence resolving time allowing the optimal microcell size choice to be made for time of flight positron emission tomography systems.

  6. Kriging Methodology and Its Development in Forecasting Econometric Time Series

    Directory of Open Access Journals (Sweden)

    Andrej Gajdoš

    2017-03-01

    Full Text Available One of the approaches for forecasting future values of a time series or unknown spatial data is kriging. The main objective of the paper is to introduce a general scheme of kriging in forecasting econometric time series using a family of linear regression time series models (shortly named as FDSLRM which apply regression not only to a trend but also to a random component of the observed time series. Simultaneously performing a Monte Carlo simulation study with a real electricity consumption dataset in the R computational langure and environment, we investigate the well-known problem of “negative” estimates of variance components when kriging predictions fail. Our following theoretical analysis, including also the modern apparatus of advanced multivariate statistics, gives us the formulation and proof of a general theorem about the explicit form of moments (up to sixth order for a Gaussian time series observation. This result provides a basis for further theoretical and computational research in the kriging methodology development.

  7. Use of Time-Series, ARIMA Designs to Assess Program Efficacy.

    Science.gov (United States)

    Braden, Jeffery P.; And Others

    1990-01-01

    Illustrates use of time-series designs for determining efficacy of interventions with fictitious data describing drug-abuse prevention program. Discusses problems and procedures associated with time-series data analysis using Auto Regressive Integrated Moving Averages (ARIMA) models. Example illustrates application of ARIMA analysis for…

  8. Comparison of the Performance of Two Advanced Spectral Methods for the Analysis of Times Series in Paleoceanography

    Directory of Open Access Journals (Sweden)

    Eulogio Pardo-Igúzquiza

    2015-08-01

    Full Text Available Many studies have revealed the cyclicity of past ocean/atmosphere dynamics at a wide range of time scales (from decadal to millennial time scales, based on the spectral analysis of time series of climate proxies obtained from deep sea sediment cores. Among the many techniques available for spectral analysis, the maximum entropy method and the Thomson multitaper approach have frequently been used because of their good statistical properties and high resolution with short time series. The novelty of the present study is that we compared the two methods by according to the performance of their statistical tests to assess the statistical significance of their power spectrum estimates. The statistical significance of maximum entropy estimates was assessed by a random permutation test (Pardo-Igúzquiza and Rodríguez-Tovar, 2000, while the statistical significance of the Thomson multitaper method was assessed by an F-test (Thomson, 1982. We compared the results obtained in a case study using simulated data where the spectral content of the time series was known and in a case study with real data. In both cases the results are similar: while the cycles identified as significant by maximum entropy and the permutation test have a clear physical interpretation, the F-test with the Thomson multitaper estimator tends to find as no significant the peaks in the low frequencies and tends to give as significant more spurious peaks in the middle and high frequencies. Nevertheless, the best strategy is to use both techniques and to use the advantages of each of them.

  9. An algorithm of Saxena-Easo on fuzzy time series forecasting

    Science.gov (United States)

    Ramadhani, L. C.; Anggraeni, D.; Kamsyakawuni, A.; Hadi, A. F.

    2018-04-01

    This paper presents a forecast model of Saxena-Easo fuzzy time series prediction to study the prediction of Indonesia inflation rate in 1970-2016. We use MATLAB software to compute this method. The algorithm of Saxena-Easo fuzzy time series doesn’t need stationarity like conventional forecasting method, capable of dealing with the value of time series which are linguistic and has the advantage of reducing the calculation, time and simplifying the calculation process. Generally it’s focus on percentage change as the universe discourse, interval partition and defuzzification. The result indicate that between the actual data and the forecast data are close enough with Root Mean Square Error (RMSE) = 1.5289.

  10. Evolutionary Algorithms for the Detection of Structural Breaks in Time Series

    DEFF Research Database (Denmark)

    Doerr, Benjamin; Fischer, Paul; Hilbert, Astrid

    2013-01-01

    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 behavior of the time series changes. Typically, no solid background knowledge of the time...

  11. On modeling panels of time series

    NARCIS (Netherlands)

    Ph.H.B.F. Franses (Philip Hans)

    2002-01-01

    textabstractThis paper reviews research issues in modeling panels of time series. Examples of this type of data are annually observed macroeconomic indicators for all countries in the world, daily returns on the individual stocks listed in the S&P500, and the sales records of all items in a

  12. Observing climate change trends in ocean biogeochemistry: when and where.

    Science.gov (United States)

    Henson, Stephanie A; Beaulieu, Claudie; Lampitt, Richard

    2016-04-01

    Understanding the influence of anthropogenic forcing on the marine biosphere is a high priority. Climate change-driven trends need to be accurately assessed and detected in a timely manner. As part of the effort towards detection of long-term trends, a network of ocean observatories and time series stations provide high quality data for a number of key parameters, such as pH, oxygen concentration or primary production (PP). Here, we use an ensemble of global coupled climate models to assess the temporal and spatial scales over which observations of eight biogeochemically relevant variables must be made to robustly detect a long-term trend. We find that, as a global average, continuous time series are required for between 14 (pH) and 32 (PP) years to distinguish a climate change trend from natural variability. Regional differences are extensive, with low latitudes and the Arctic generally needing shorter time series (ocean surface. Our results present a quantitative framework for assessing the adequacy of current and future ocean observing networks for detection and monitoring of climate change-driven responses in the marine ecosystem. © 2016 The Authors. Global Change Biology Published by John Wiley & Sons Ltd.

  13. Unsupervised Symbolization of Signal Time Series for Extraction of the Embedded Information

    Directory of Open Access Journals (Sweden)

    Yue Li

    2017-03-01

    Full Text Available This paper formulates an unsupervised algorithm for symbolization of signal time series to capture the embedded dynamic behavior. The key idea is to convert time series of the digital signal into a string of (spatially discrete symbols from which the embedded dynamic information can be extracted in an unsupervised manner (i.e., no requirement for labeling of time series. The main challenges here are: (1 definition of the symbol assignment for the time series; (2 identification of the partitioning segment locations in the signal space of time series; and (3 construction of probabilistic finite-state automata (PFSA from the symbol strings that contain temporal patterns. The reported work addresses these challenges by maximizing the mutual information measures between symbol strings and PFSA states. The proposed symbolization method has been validated by numerical simulation as well as by experimentation in a laboratory environment. Performance of the proposed algorithm has been compared to that of two commonly used algorithms of time series partitioning.

  14. A linear projection for the timing of unprecedented climate in Korea

    Science.gov (United States)

    Shin, Ho-Jeong; Jang, Chan Joo; Chung, Il-Ung

    2017-11-01

    Recently we have had abnormal weather events worldwide that are attributed by climate scientists to the global warming induced by human activities. If the global warming continues in the future and such events occur more frequently and someday become normal, we will have an unprecedented climate. This study intends to answer when we will have an unprecedented warm climate, focusing more on the regional characteristics of the timing of unprecedented climate. Using an in-situ observational data from weather stations of annual-mean surface air temperature in Korea from 1973 to 2015, we estimate a timing of unprecedented climate with a linear regression method. Based on the in-situ data with statistically significant warming trends at 95% confidence level, an unprecedented climate in Korea is projected to occur first in Cheongju by 2043 and last in Haenam by 2168. This 125-year gap in the timing indicates that a regional difference in timing of unprecedented climate is considerably large in Korea. Despite the high sensitivity of linear estimation to the data period and resolution, our findings on the large regional difference in timing of unprecedented climate can give an insight into making policies for climate change mitigation and adaptation, not only for the central government but for provincial governments.

  15. Local to Global Scale Time Series Analysis of US Dryland Degradation Using Landsat, AVHRR, and MODIS

    Science.gov (United States)

    Washington-Allen, R. A.; Ramsey, R. D.; West, N. E.; Kulawardhana, W.; Reeves, M. C.; Mitchell, J. E.; Van Niel, T. G.

    2011-12-01

    Drylands cover 41% of the terrestrial land surface and annually generate $1 trillion in ecosystem goods and services for 38% of the global population, yet estimates of the global extent of Dryland degradation is uncertain with a range of 10 - 80%. It is currently understood that Drylands exhibit topological complexity including self-organization of parameters of different levels-of-organization, e.g., ecosystem and landscape parameters such as soil and vegetation pattern and structure, that gradually or discontinuously shift to multiple basins of attraction in response to herbivory, fire, and climatic drivers at multiple spatial and temporal scales. Our research has shown that at large geographic scales, contemporaneous time series of 10 to 20 years for response and driving variables across two or more spatial scales is required to replicate and differentiate between the impact of climate and land use activities such as commercial grazing. For example, the Pacific Decadal Oscillation (PDO) is a major driver of Dryland net primary productivity (NPP), biodiversity, and ecological resilience with a 10-year return interval, thus 20 years of data are required to replicate its impact. Degradation is defined here as a change in physiognomic composition contrary to management goals, a persistent reduction in vegetation response, e.g., NPP, accelerated soil erosion, a decline in soil quality, and changes in landscape configuration and structure that lead to a loss of ecosystem function. Freely available Landsat, Advanced Very High Resolution Radiometer (AVHRR) and Moderate Resolution Imaging Spectroradimeter (MODIS) archives of satellite imagery exist that provide local to global spatial coverage and time series between 1972 to the present from which proxies of land degradation can be derived. This paper presents time series assessments between 1972 and 2011 of US Dryland degradation including early detection of dynamic regime shifts in the Mojave and landscape pattern and

  16. Classification of time-series images using deep convolutional neural networks

    Science.gov (United States)

    Hatami, Nima; Gavet, Yann; Debayle, Johan

    2018-04-01

    Convolutional Neural Networks (CNN) has achieved a great success in image recognition task by automatically learning a hierarchical feature representation from raw data. While the majority of Time-Series Classification (TSC) literature is focused on 1D signals, this paper uses Recurrence Plots (RP) to transform time-series into 2D texture images and then take advantage of the deep CNN classifier. Image representation of time-series introduces different feature types that are not available for 1D signals, and therefore TSC can be treated as texture image recognition task. CNN model also allows learning different levels of representations together with a classifier, jointly and automatically. Therefore, using RP and CNN in a unified framework is expected to boost the recognition rate of TSC. Experimental results on the UCR time-series classification archive demonstrate competitive accuracy of the proposed approach, compared not only to the existing deep architectures, but also to the state-of-the art TSC algorithms.

  17. What does the structure of its visibility graph tell us about the nature of the time series?

    Science.gov (United States)

    Franke, Jasper G.; Donner, Reik V.

    2017-04-01

    Visibility graphs are a recently introduced method to construct complex network representations based upon univariate time series in order to study their dynamical characteristics [1]. In the last years, this approach has been successfully applied to studying a considerable variety of geoscientific research questions and data sets, including non-trivial temporal patterns in complex earthquake catalogs [2] or time-reversibility in climate time series [3]. It has been shown that several characteristic features of the thus constructed networks differ between stochastic and deterministic (possibly chaotic) processes, which is, however, relatively hard to exploit in the case of real-world applications. In this study, we propose studying two new measures related with the network complexity of visibility graphs constructed from time series, one being a special type of network entropy [4] and the other a recently introduced measure of the heterogeneity of the network's degree distribution [5]. For paradigmatic model systems exhibiting bifurcation sequences between regular and chaotic dynamics, both properties clearly trace the transitions between both types of regimes and exhibit marked quantitative differences for regular and chaotic dynamics. Moreover, for dynamical systems with a small amount of additive noise, the considered properties demonstrate gradual changes prior to the bifurcation point. This finding appears closely related to the subsequent loss of stability of the current state known to lead to a critical slowing down as the transition point is approaches. In this spirit, both considered visibility graph characteristics provide alternative tracers of dynamical early warning signals consistent with classical indicators. Our results demonstrate that measures of visibility graph complexity (i) provide a potentially useful means to tracing changes in the dynamical patterns encoded in a univariate time series that originate from increasing autocorrelation and (ii

  18. Long Range Dependence Prognostics for Bearing Vibration Intensity Chaotic Time Series

    Directory of Open Access Journals (Sweden)

    Qing Li

    2016-01-01

    Full Text Available According to the chaotic features and typical fractional order characteristics of the bearing vibration intensity time series, a forecasting approach based on long range dependence (LRD is proposed. In order to reveal the internal chaotic properties, vibration intensity time series are reconstructed based on chaos theory in phase-space, the delay time is computed with C-C method and the optimal embedding dimension and saturated correlation dimension are calculated via the Grassberger–Procaccia (G-P method, respectively, so that the chaotic characteristics of vibration intensity time series can be jointly determined by the largest Lyapunov exponent and phase plane trajectory of vibration intensity time series, meanwhile, the largest Lyapunov exponent is calculated by the Wolf method and phase plane trajectory is illustrated using Duffing-Holmes Oscillator (DHO. The Hurst exponent and long range dependence prediction method are proposed to verify the typical fractional order features and improve the prediction accuracy of bearing vibration intensity time series, respectively. Experience shows that the vibration intensity time series have chaotic properties and the LRD prediction method is better than the other prediction methods (largest Lyapunov, auto regressive moving average (ARMA and BP neural network (BPNN model in prediction accuracy and prediction performance, which provides a new approach for running tendency predictions for rotating machinery and provide some guidance value to the engineering practice.

  19. A new method to detect transitory signatures and local time/space variability structures in the climate system: the scale-dependent correlation analysis

    Science.gov (United States)

    Rodó, Xavier; Rodríguez-Arias, Miquel-Àngel

    2006-10-01

    The study of transitory signals and local variability structures in both/either time and space and their role as sources of climatic memory, is an important but often neglected topic in climate research despite its obvious importance and extensive coverage in the literature. Transitory signals arise either from non-linearities, in the climate system, transitory atmosphere-ocean couplings, and other processes in the climate system evolving after a critical threshold is crossed. These temporary interactions that, though intense, may not last long, can be responsible for a large amount of unexplained variability but are normally considered of limited relevance and often, discarded. With most of the current techniques at hand these typology of signatures are difficult to isolate because the low signal-to-noise ratio in midlatitudes, the limited recurrence of the transitory signals during a customary interval of data considered. Also, there is often a serious problem arising from the smoothing of local or transitory processes if statistical techniques are applied, that consider all the length of data available, rather than taking into account the size of the specific variability structure under investigation. Scale-dependent correlation (SDC) analysis is a new statistical method capable of highlighting the presence of transitory processes, these former being understood as temporary significant lag-dependent autocovariance in a single series, or covariance structures between two series. This approach, therefore, complements other approaches such as those resulting from the families of wavelet analysis, singular-spectrum analysis and recurrence plots. A main feature of SDC is its high-performance for short time series, its ability to characterize phase-relationships and thresholds in the bivariate domain. Ultimately, SDC helps tracking short-lagged relationships among processes that locally or temporarily couple and uncouple. The use of SDC is illustrated in the present

  20. Critical values for unit root tests in seasonal time series

    NARCIS (Netherlands)

    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

  1. 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.

  2. Sensitivity analysis of machine-learning models of hydrologic time series

    Science.gov (United States)

    O'Reilly, A. M.

    2017-12-01

    Sensitivity analysis traditionally has been applied to assessing model response to perturbations in model parameters, where the parameters are those model input variables adjusted during calibration. Unlike physics-based models where parameters represent real phenomena, the equivalent of parameters for machine-learning models are simply mathematical "knobs" that are automatically adjusted during training/testing/verification procedures. Thus the challenge of extracting knowledge of hydrologic system functionality from machine-learning models lies in their very nature, leading to the label "black box." Sensitivity analysis of the forcing-response behavior of machine-learning models, however, can provide understanding of how the physical phenomena represented by model inputs affect the physical phenomena represented by model outputs.As part of a previous study, hybrid spectral-decomposition artificial neural network (ANN) models were developed to simulate the observed behavior of hydrologic response contained in multidecadal datasets of lake water level, groundwater level, and spring flow. Model inputs used moving window averages (MWA) to represent various frequencies and frequency-band components of time series of rainfall and groundwater use. Using these forcing time series, the MWA-ANN models were trained to predict time series of lake water level, groundwater level, and spring flow at 51 sites in central Florida, USA. A time series of sensitivities for each MWA-ANN model was produced by perturbing forcing time-series and computing the change in response time-series per unit change in perturbation. Variations in forcing-response sensitivities are evident between types (lake, groundwater level, or spring), spatially (among sites of the same type), and temporally. Two generally common characteristics among sites are more uniform sensitivities to rainfall over time and notable increases in sensitivities to groundwater usage during significant drought periods.

  3. 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.)

  4. Koopman Operator Framework for Time Series Modeling and Analysis

    Science.gov (United States)

    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.

  5. Testing for intracycle determinism in pseudoperiodic time series.

    Science.gov (United States)

    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.

  6. An SVM model with hybrid kernels for hydrological time series

    Science.gov (United States)

    Wang, C.; Wang, H.; Zhao, X.; Xie, Q.

    2017-12-01

    Support Vector Machine (SVM) models have been widely applied to the forecast of climate/weather and its impact on other environmental variables such as hydrologic response to climate/weather. When using SVM, the choice of the kernel function plays the key role. Conventional SVM models mostly use one single type of kernel function, e.g., radial basis kernel function. Provided that there are several featured kernel functions available, each having its own advantages and drawbacks, a combination of these kernel functions may give more flexibility and robustness to SVM approach, making it suitable for a wide range of application scenarios. This paper presents such a linear combination of radial basis kernel and polynomial kernel for the forecast of monthly flowrate in two gaging stations using SVM approach. The results indicate significant improvement in the accuracy of predicted series compared to the approach with either individual kernel function, thus demonstrating the feasibility and advantages of such hybrid kernel approach for SVM applications.

  7. A KST framework for correlation network construction from time series signals

    Science.gov (United States)

    Qi, Jin-Peng; Gu, Quan; Zhu, Ying; Zhang, Ping

    2018-04-01

    A KST (Kolmogorov-Smirnov test and T statistic) method is used for construction of a correlation network based on the fluctuation of each time series within the multivariate time signals. In this method, each time series is divided equally into multiple segments, and the maximal data fluctuation in each segment is calculated by a KST change detection procedure. Connections between each time series are derived from the data fluctuation matrix, and are used for construction of the fluctuation correlation network (FCN). The method was tested with synthetic simulations and the result was compared with those from using KS or T only for detection of data fluctuation. The novelty of this study is that the correlation analyses was based on the data fluctuation in each segment of each time series rather than on the original time signals, which would be more meaningful for many real world applications and for analysis of large-scale time signals where prior knowledge is uncertain.

  8. Analysis of complex time series using refined composite multiscale entropy

    International Nuclear Information System (INIS)

    Wu, Shuen-De; Wu, Chiu-Wen; Lin, Shiou-Gwo; Lee, Kung-Yen; Peng, Chung-Kang

    2014-01-01

    Multiscale entropy (MSE) is an effective algorithm for measuring the complexity of a time series that has been applied in many fields successfully. However, MSE may yield an inaccurate estimation of entropy or induce undefined entropy because the coarse-graining procedure reduces the length of a time series considerably at large scales. Composite multiscale entropy (CMSE) was recently proposed to improve the accuracy of MSE, but it does not resolve undefined entropy. Here we propose a refined composite multiscale entropy (RCMSE) to improve CMSE. For short time series analyses, we demonstrate that RCMSE increases the accuracy of entropy estimation and reduces the probability of inducing undefined entropy.

  9. Compounding approach for univariate time series with nonstationary variances

    Science.gov (United States)

    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.

  10. Tools for Generating Useful Time-series Data from PhenoCam Images

    Science.gov (United States)

    Milliman, T. E.; Friedl, M. A.; Frolking, S.; Hufkens, K.; Klosterman, S.; Richardson, A. D.; Toomey, M. P.

    2012-12-01

    The PhenoCam project (http://phenocam.unh.edu/) is tasked with acquiring, processing, and archiving digital repeat photography to be used for scientific studies of vegetation phenological processes. Over the past 5 years the PhenoCam project has collected over 2 million time series images for a total over 700 GB of image data. Several papers have been published describing derived "vegetation indices" (such as green-chromatic-coordinate or gcc) which can be compared to standard measures such as NDVI or EVI. Imagery from our archive is available for download but converting series of images for a particular camera into useful scientific data, while simple in principle, is complicated by a variety of factors. Cameras are often exposed to harsh weather conditions (high wind, rain, ice, snow pile up), which result in images where the field of view (FOV) is partially obscured or completely blocked for periods of time. The FOV can also change for other reasons (mount failures, tower maintenance, etc.) Some of the relatively inexpensive cameras that are being used can also temporarily lose color balance or exposure controls resulting in loss of imagery. All these factors negatively influence the automated analysis of the image time series making this a non-trivial task. Here we discuss the challenges of processing PhenoCam image time-series for vegetation monitoring and the associated data management tasks. We describe our current processing framework and a simple standardized output format for the resulting time-series data. The time-series data in this format will be generated for specific "regions of interest" (ROI's) for each of the cameras in the PhenoCam network. This standardized output (which will be updated daily) can be considered 'the pulse' of a particular camera and will provide a default phenological dynamic for said camera. The time-series data can also be viewed as a higher level product which can be used to generate "vegetation indices", like gcc, for

  11. 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

  12. Seasonal trend analysis and ARIMA modeling of relative humidity and wind speed time series around Yamula Dam

    Science.gov (United States)

    Eymen, Abdurrahman; Köylü, Ümran

    2018-02-01

    Local climate change is determined by analysis of long-term recorded meteorological data. In the statistical analysis of the meteorological data, the Mann-Kendall rank test, which is one of the non-parametrical tests, has been used; on the other hand, for determining the power of the trend, Theil-Sen method has been used on the data obtained from 16 meteorological stations. The stations cover the provinces of Kayseri, Sivas, Yozgat, and Nevşehir in the Central Anatolia region of Turkey. Changes in land-use affect local climate. Dams are structures that cause major changes on the land. Yamula Dam is located 25 km northwest of Kayseri. The dam has huge water body which is approximately 85 km2. The mentioned tests have been used for detecting the presence of any positive or negative trend in meteorological data. The meteorological data in relation to the seasonal average, maximum, and minimum values of the relative humidity and seasonal average wind speed have been organized as time series and the tests have been conducted accordingly. As a result of these tests, the following have been identified: increase was observed in minimum relative humidity values in the spring, summer, and autumn seasons. As for the seasonal average wind speed, decrease was detected for nine stations in all seasons, whereas increase was observed in four stations. After the trend analysis, pre-dam mean relative humidity time series were modeled with Autoregressive Integrated Moving Averages (ARIMA) model which is statistical modeling tool. Post-dam relative humidity values were predicted by ARIMA models.

  13. Historical Climatology Series

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Historical Climatology Series (HCS) is a set of climate-related publications published by NOAA's National Climatic Data Center beginning in 1978. HCS is...

  14. Time Series Modelling of Syphilis Incidence in China from 2005 to 2012.

    Science.gov (United States)

    Zhang, Xingyu; Zhang, Tao; Pei, Jiao; Liu, Yuanyuan; Li, Xiaosong; Medrano-Gracia, Pau

    2016-01-01

    The infection rate of syphilis in China has increased dramatically in recent decades, becoming a serious public health concern. Early prediction of syphilis is therefore of great importance for heath planning and management. In this paper, we analyzed surveillance time series data for primary, secondary, tertiary, congenital and latent syphilis in mainland China from 2005 to 2012. Seasonality and long-term trend were explored with decomposition methods. Autoregressive integrated moving average (ARIMA) was used to fit a univariate time series model of syphilis incidence. A separate multi-variable time series for each syphilis type was also tested using an autoregressive integrated moving average model with exogenous variables (ARIMAX). The syphilis incidence rates have increased three-fold from 2005 to 2012. All syphilis time series showed strong seasonality and increasing long-term trend. Both ARIMA and ARIMAX models fitted and estimated syphilis incidence well. All univariate time series showed highest goodness-of-fit results with the ARIMA(0,0,1)×(0,1,1) model. Time series analysis was an effective tool for modelling the historical and future incidence of syphilis in China. The ARIMAX model showed superior performance than the ARIMA model for the modelling of syphilis incidence. Time series correlations existed between the models for primary, secondary, tertiary, congenital and latent syphilis.

  15. Causality as a Rigorous Notion and Quantitative Causality Analysis with Time Series

    Science.gov (United States)

    Liang, X. S.

    2017-12-01

    Given two time series, can one faithfully tell, in a rigorous and quantitative way, the cause and effect between them? Here we show that this important and challenging question (one of the major challenges in the science of big data), which is of interest in a wide variety of disciplines, has a positive answer. Particularly, for linear systems, the maximal likelihood estimator of the causality from a series X2 to another series X1, written T2→1, turns out to be concise in form: T2→1 = [C11 C12 C2,d1 — C112 C1,d1] / [C112 C22 — C11C122] where Cij (i,j=1,2) is the sample covariance between Xi and Xj, and Ci,dj the covariance between Xi and ΔXj/Δt, the difference approximation of dXj/dt using the Euler forward scheme. An immediate corollary is that causation implies correlation, but not vice versa, resolving the long-standing debate over causation versus correlation. The above formula has been validated with touchstone series purportedly generated with one-way causality that evades the classical approaches such as Granger causality test and transfer entropy analysis. It has also been applied successfully to the investigation of many real problems. Through a simple analysis with the stock series of IBM and GE, an unusually strong one-way causality is identified from the former to the latter 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 computer market. Another example presented here regards the cause-effect relation between the two climate modes, El Niño and Indian Ocean Dipole (IOD). In general, these modes are mutually causal, but the causality is asymmetric. To El Niño, the information flowing from IOD manifests itself as a propagation of uncertainty from the Indian Ocean. In the third example, an unambiguous one-way causality is found between CO2 and the global mean temperature anomaly. While it is confirmed that CO2 indeed drives the recent global warming

  16. FTSPlot: fast time series visualization for large datasets.

    Directory of Open Access Journals (Sweden)

    Michael Riss

    Full Text Available The analysis of electrophysiological recordings often involves visual inspection of time series data to locate specific experiment epochs, mask artifacts, and verify the results of signal processing steps, such as filtering or spike detection. Long-term experiments with continuous data acquisition generate large amounts of data. Rapid browsing through these massive datasets poses a challenge to conventional data plotting software because the plotting time increases proportionately to the increase in the volume of data. This paper presents FTSPlot, which is a visualization concept for large-scale time series datasets using techniques from the field of high performance computer graphics, such as hierarchic level of detail and out-of-core data handling. In a preprocessing step, time series data, event, and interval annotations are converted into an optimized data format, which then permits fast, interactive visualization. The preprocessing step has a computational complexity of O(n x log(N; the visualization itself can be done with a complexity of O(1 and is therefore independent of the amount of data. A demonstration prototype has been implemented and benchmarks show that the technology is capable of displaying large amounts of time series data, event, and interval annotations lag-free with < 20 ms ms. The current 64-bit implementation theoretically supports datasets with up to 2(64 bytes, on the x86_64 architecture currently up to 2(48 bytes are supported, and benchmarks have been conducted with 2(40 bytes/1 TiB or 1.3 x 10(11 double precision samples. The presented software is freely available and can be included as a Qt GUI component in future software projects, providing a standard visualization method for long-term electrophysiological experiments.

  17. Normalization methods in time series of platelet function assays

    Science.gov (United States)

    Van Poucke, Sven; Zhang, Zhongheng; Roest, Mark; Vukicevic, Milan; Beran, Maud; Lauwereins, Bart; Zheng, Ming-Hua; Henskens, Yvonne; Lancé, Marcus; Marcus, Abraham

    2016-01-01

    Abstract Platelet function can be quantitatively assessed by specific assays such as light-transmission aggregometry, multiple-electrode aggregometry measuring the response to adenosine diphosphate (ADP), arachidonic acid, collagen, and thrombin-receptor activating peptide and viscoelastic tests such as rotational thromboelastometry (ROTEM). The task of extracting meaningful statistical and clinical information from high-dimensional data spaces in temporal multivariate clinical data represented in multivariate time series is complex. Building insightful visualizations for multivariate time series demands adequate usage of normalization techniques. In this article, various methods for data normalization (z-transformation, range transformation, proportion transformation, and interquartile range) are presented and visualized discussing the most suited approach for platelet function data series. Normalization was calculated per assay (test) for all time points and per time point for all tests. Interquartile range, range transformation, and z-transformation demonstrated the correlation as calculated by the Spearman correlation test, when normalized per assay (test) for all time points. When normalizing per time point for all tests, no correlation could be abstracted from the charts as was the case when using all data as 1 dataset for normalization. PMID:27428217

  18. Functional adjustments of xylem anatomy to climatic variability: insights from long-term Ilex aquifolium tree-ring series.

    Science.gov (United States)

    Rita, Angelo; Cherubini, Paolo; Leonardi, Stefano; Todaro, Luigi; Borghetti, Marco

    2015-08-01

    The present study assessed the effects of climatic conditions on radial growth and functional anatomical traits, including ring width, vessel size, vessel frequency and derived variables, i.e., potential hydraulic conductivity and xylem vulnerability to cavitation in Ilex aquifolium L. trees using long-term tree-ring time series obtained at two climatically contrasting sites, one mesic site in Switzerland (CH) and one drought-prone site in Italy (ITA). Relationships were explored by examining different xylem traits, and point pattern analysis was applied to investigate vessel clustering. We also used generalized additive models and bootstrap correlation functions to describe temperature and precipitation effects. Results indicated modified radial growth and xylem anatomy in trees over the last century; in particular, vessel frequency increased markedly at both sites in recent years, and all xylem traits examined, with the exception of xylem cavitation vulnerability, were higher at the CH mesic compared with the ITA drought site. A significant vessel clustering was observed at the ITA site, which could contribute to an enhanced tolerance to drought-induced embolism. Flat and negative relationships between vessel size and ring width were observed, suggesting carbon was not allocated to radial growth under conditions which favored stem water conduction. Finally, in most cases results indicated that climatic conditions influenced functional anatomical traits more substantially than tree radial growth, suggesting a crucial role of functional xylem anatomy in plant acclimation to future climatic conditions. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

  19. Development and application of a modified dynamic time warping algorithm (DTW-S) to analyses of primate brain expression time series.

    Science.gov (United States)

    Yuan, Yuan; Chen, Yi-Ping Phoebe; Ni, Shengyu; Xu, Augix Guohua; Tang, Lin; Vingron, Martin; Somel, Mehmet; Khaitovich, Philipp

    2011-08-18

    Comparing biological time series data across different conditions, or different specimens, is a common but still challenging task. Algorithms aligning two time series represent a valuable tool for such comparisons. While many powerful computation tools for time series alignment have been developed, they do not provide significance estimates for time shift measurements. Here, we present an extended version of the original DTW algorithm that allows us to determine the significance of time shift estimates in time series alignments, the DTW-Significance (DTW-S) algorithm. The DTW-S combines important properties of the original algorithm and other published time series alignment tools: DTW-S calculates the optimal alignment for each time point of each gene, it uses interpolated time points for time shift estimation, and it does not require alignment of the time-series end points. As a new feature, we implement a simulation procedure based on parameters estimated from real time series data, on a series-by-series basis, allowing us to determine the false positive rate (FPR) and the significance of the estimated time shift values. We assess the performance of our method using simulation data and real expression time series from two published primate brain expression datasets. Our results show that this method can provide accurate and robust time shift estimates for each time point on a gene-by-gene basis. Using these estimates, we are able to uncover novel features of the biological processes underlying human brain development and maturation. The DTW-S provides a convenient tool for calculating accurate and robust time shift estimates at each time point for each gene, based on time series data. The estimates can be used to uncover novel biological features of the system being studied. The DTW-S is freely available as an R package TimeShift at http://www.picb.ac.cn/Comparative/data.html.

  20. Automated Bayesian model development for frequency detection in biological time series

    Directory of Open Access Journals (Sweden)

    Oldroyd Giles ED

    2011-06-01

    Full Text Available Abstract Background A first step in building a mathematical model of a biological system is often the analysis of the temporal behaviour of key quantities. Mathematical relationships between the time and frequency domain, such as Fourier Transforms and wavelets, are commonly used to extract information about the underlying signal from a given time series. This one-to-one mapping from time points to frequencies inherently assumes that both domains contain the complete knowledge of the system. However, for truncated, noisy time series with background trends this unique mapping breaks down and the question reduces to an inference problem of identifying the most probable frequencies. Results In this paper we build on the method of Bayesian Spectrum Analysis and demonstrate its advantages over conventional methods by applying it to a number of test cases, including two types of biological time series. Firstly, oscillations of calcium in plant root cells in response to microbial symbionts are non-stationary and noisy, posing challenges to data analysis. Secondly, circadian rhythms in gene expression measured over only two cycles highlights the problem of time series with limited length. The results show that the Bayesian frequency detection approach can provide useful results in specific areas where Fourier analysis can be uninformative or misleading. We demonstrate further benefits of the Bayesian approach for time series analysis, such as direct comparison of different hypotheses, inherent estimation of noise levels and parameter precision, and a flexible framework for modelling the data without pre-processing. Conclusions Modelling in systems biology often builds on the study of time-dependent phenomena. Fourier Transforms are a convenient tool for analysing the frequency domain of time series. However, there are well-known limitations of this method, such as the introduction of spurious frequencies when handling short and noisy time series, and

  1. Automated Bayesian model development for frequency detection in biological time series.

    Science.gov (United States)

    Granqvist, Emma; Oldroyd, Giles E D; Morris, Richard J

    2011-06-24

    A first step in building a mathematical model of a biological system is often the analysis of the temporal behaviour of key quantities. Mathematical relationships between the time and frequency domain, such as Fourier Transforms and wavelets, are commonly used to extract information about the underlying signal from a given time series. This one-to-one mapping from time points to frequencies inherently assumes that both domains contain the complete knowledge of the system. However, for truncated, noisy time series with background trends this unique mapping breaks down and the question reduces to an inference problem of identifying the most probable frequencies. In this paper we build on the method of Bayesian Spectrum Analysis and demonstrate its advantages over conventional methods by applying it to a number of test cases, including two types of biological time series. Firstly, oscillations of calcium in plant root cells in response to microbial symbionts are non-stationary and noisy, posing challenges to data analysis. Secondly, circadian rhythms in gene expression measured over only two cycles highlights the problem of time series with limited length. The results show that the Bayesian frequency detection approach can provide useful results in specific areas where Fourier analysis can be uninformative or misleading. We demonstrate further benefits of the Bayesian approach for time series analysis, such as direct comparison of different hypotheses, inherent estimation of noise levels and parameter precision, and a flexible framework for modelling the data without pre-processing. Modelling in systems biology often builds on the study of time-dependent phenomena. Fourier Transforms are a convenient tool for analysing the frequency domain of time series. However, there are well-known limitations of this method, such as the introduction of spurious frequencies when handling short and noisy time series, and the requirement for uniformly sampled data. Biological time

  2. Mapping Canopy Damage from Understory Fires in Amazon Forests Using Annual Time Series of Landsat and MODIS Data

    Science.gov (United States)

    Morton, Douglas C.; DeFries, Ruth S.; Nagol, Jyoteshwar; Souza, Carlos M., Jr.; Kasischke, Eric S.; Hurtt, George C.; Dubayah, Ralph

    2011-01-01

    Understory fires in Amazon forests alter forest structure, species composition, and the likelihood of future disturbance. The annual extent of fire-damaged forest in Amazonia remains uncertain due to difficulties in separating burning from other types of forest damage in satellite data. We developed a new approach, the Burn Damage and Recovery (BDR) algorithm, to identify fire-related canopy damages using spatial and spectral information from multi-year time series of satellite data. The BDR approach identifies understory fires in intact and logged Amazon forests based on the reduction and recovery of live canopy cover in the years following fire damages and the size and shape of individual understory burn scars. The BDR algorithm was applied to time series of Landsat (1997-2004) and MODIS (2000-2005) data covering one Landsat scene (path/row 226/068) in southern Amazonia and the results were compared to field observations, image-derived burn scars, and independent data on selective logging and deforestation. Landsat resolution was essential for detection of burn scars less than 50 ha, yet these small burns contributed only 12% of all burned forest detected during 1997-2002. MODIS data were suitable for mapping medium (50-500 ha) and large (greater than 500 ha) burn scars that accounted for the majority of all fire-damaged forest in this study. Therefore, moderate resolution satellite data may be suitable to provide estimates of the extent of fire-damaged Amazon forest at a regional scale. In the study region, Landsat-based understory fire damages in 1999 (1508 square kilometers) were an order of magnitude higher than during the 1997-1998 El Nino event (124 square kilometers and 39 square kilometers, respectively), suggesting a different link between climate and understory fires than previously reported for other Amazon regions. The results in this study illustrate the potential to address critical questions concerning climate and fire risk in Amazon forests by

  3. hctsa: A Computational Framework for Automated Time-Series Phenotyping Using Massive Feature Extraction.

    Science.gov (United States)

    Fulcher, Ben D; Jones, Nick S

    2017-11-22

    Phenotype measurements frequently take the form of time series, but we currently lack a systematic method for relating these complex data streams to scientifically meaningful outcomes, such as relating the movement dynamics of organisms to their genotype or measurements of brain dynamics of a patient to their disease diagnosis. Previous work addressed this problem by comparing implementations of thousands of diverse scientific time-series analysis methods in an approach termed highly comparative time-series analysis. Here, we introduce hctsa, a software tool for applying this methodological approach to data. hctsa includes an architecture for computing over 7,700 time-series features and a suite of analysis and visualization algorithms to automatically select useful and interpretable time-series features for a given application. Using exemplar applications to high-throughput phenotyping experiments, we show how hctsa allows researchers to leverage decades of time-series research to quantify and understand informative structure in time-series data. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.

  4. Small Sample Properties of Bayesian Multivariate Autoregressive Time Series Models

    Science.gov (United States)

    Price, Larry R.

    2012-01-01

    The aim of this study was to compare the small sample (N = 1, 3, 5, 10, 15) performance of a Bayesian multivariate vector autoregressive (BVAR-SEM) time series model relative to frequentist power and parameter estimation bias. A multivariate autoregressive model was developed based on correlated autoregressive time series vectors of varying…

  5. Applied time series analysis and innovative computing

    CERN Document Server

    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.

  6. On Stabilizing the Variance of Dynamic Functional Brain Connectivity Time Series.

    Science.gov (United States)

    Thompson, William Hedley; Fransson, Peter

    2016-12-01

    Assessment of dynamic functional brain connectivity based on functional magnetic resonance imaging (fMRI) data is an increasingly popular strategy to investigate temporal dynamics of the brain's large-scale network architecture. Current practice when deriving connectivity estimates over time is to use the Fisher transformation, which aims to stabilize the variance of correlation values that fluctuate around varying true correlation values. It is, however, unclear how well the stabilization of signal variance performed by the Fisher transformation works for each connectivity time series, when the true correlation is assumed to be fluctuating. This is of importance because many subsequent analyses either assume or perform better when the time series have stable variance or adheres to an approximate Gaussian distribution. In this article, using simulations and analysis of resting-state fMRI data, we analyze the effect of applying different variance stabilization strategies on connectivity time series. We focus our investigation on the Fisher transformation, the Box-Cox (BC) transformation and an approach that combines both transformations. Our results show that, if the intention of stabilizing the variance is to use metrics on the time series, where stable variance or a Gaussian distribution is desired (e.g., clustering), the Fisher transformation is not optimal and may even skew connectivity time series away from being Gaussian. Furthermore, we show that the suboptimal performance of the Fisher transformation can be substantially improved by including an additional BC transformation after the dynamic functional connectivity time series has been Fisher transformed.

  7. Characteristics of the transmission of autoregressive sub-patterns in financial time series

    Science.gov (United States)

    Gao, Xiangyun; An, Haizhong; Fang, Wei; Huang, Xuan; Li, Huajiao; Zhong, Weiqiong

    2014-09-01

    There are many types of autoregressive patterns in financial time series, and they form a transmission process. Here, we define autoregressive patterns quantitatively through an econometrical regression model. We present a computational algorithm that sets the autoregressive patterns as nodes and transmissions between patterns as edges, and then converts the transmission process of autoregressive patterns in a time series into a network. We utilised daily Shanghai (securities) composite index time series to study the transmission characteristics of autoregressive patterns. We found statistically significant evidence that the financial market is not random and that there are similar characteristics between parts and whole time series. A few types of autoregressive sub-patterns and transmission patterns drive the oscillations of the financial market. A clustering effect on fluctuations appears in the transmission process, and certain non-major autoregressive sub-patterns have high media capabilities in the financial time series. Different stock indexes exhibit similar characteristics in the transmission of fluctuation information. This work not only proposes a distinctive perspective for analysing financial time series but also provides important information for investors.

  8. Influence of climate variability versus change at multi-decadal time scales on hydrological extremes

    Science.gov (United States)

    Willems, Patrick

    2014-05-01

    Recent studies have shown that rainfall and hydrological extremes do not randomly occur in time, but are subject to multidecadal oscillations. In addition to these oscillations, there are temporal trends due to climate change. Design statistics, such as intensity-duration-frequency (IDF) for extreme rainfall or flow-duration-frequency (QDF) relationships, are affected by both types of temporal changes (short term and long term). This presentation discusses these changes, how they influence water engineering design and decision making, and how this influence can be assessed and taken into account in practice. The multidecadal oscillations in rainfall and hydrological extremes were studied based on a technique for the identification and analysis of changes in extreme quantiles. The statistical significance of the oscillations was evaluated by means of a non-parametric bootstrapping method. Oscillations in large scale atmospheric circulation were identified as the main drivers for the temporal oscillations in rainfall and hydrological extremes. They also explain why spatial phase shifts (e.g. north-south variations in Europe) exist between the oscillation highs and lows. Next to the multidecadal climate oscillations, several stations show trends during the most recent decades, which may be attributed to climate change as a result of anthropogenic global warming. Such attribution to anthropogenic global warming is, however, uncertain. It can be done based on simulation results with climate models, but it is shown that the climate model results are too uncertain to enable a clear attribution. Water engineering design statistics, such as extreme rainfall IDF or peak or low flow QDF statistics, obviously are influenced by these temporal variations (oscillations, trends). It is shown in the paper, based on the Brussels 10-minutes rainfall data, that rainfall design values may be about 20% biased or different when based on short rainfall series of 10 to 15 years length, and

  9. A Review of Some Aspects of Robust Inference for Time Series.

    Science.gov (United States)

    1984-09-01

    REVIEW OF SOME ASPECTSOF ROBUST INFERNCE FOR TIME SERIES by Ad . Dougla Main TE "iAL REPOW No. 63 Septermber 1984 Department of Statistics University of ...clear. One cannot hope to have a good method for dealing with outliers in time series by using only an instantaneous nonlinear transformation of the data...AI.49 716 A REVIEWd OF SOME ASPECTS OF ROBUST INFERENCE FOR TIME 1/1 SERIES(U) WASHINGTON UNIV SEATTLE DEPT OF STATISTICS R D MARTIN SEP 84 TR-53

  10. Refined composite multiscale weighted-permutation entropy of financial time series

    Science.gov (United States)

    Zhang, Yongping; Shang, Pengjian

    2018-04-01

    For quantifying the complexity of nonlinear systems, multiscale weighted-permutation entropy (MWPE) has recently been proposed. MWPE has incorporated amplitude information and been applied to account for the multiple inherent dynamics of time series. However, MWPE may be unreliable, because its estimated values show large fluctuation for slight variation of the data locations, and a significant distinction only for the different length of time series. Therefore, we propose the refined composite multiscale weighted-permutation entropy (RCMWPE). By comparing the RCMWPE results with other methods' results on both synthetic data and financial time series, RCMWPE method shows not only the advantages inherited from MWPE but also lower sensitivity to the data locations, more stable and much less dependent on the length of time series. Moreover, we present and discuss the results of RCMWPE method on the daily price return series from Asian and European stock markets. There are significant differences between Asian markets and European markets, and the entropy values of Hang Seng Index (HSI) are close to but higher than those of European markets. The reliability of the proposed RCMWPE method has been supported by simulations on generated and real data. It could be applied to a variety of fields to quantify the complexity of the systems over multiple scales more accurately.

  11. Parametric, nonparametric and parametric modelling of a chaotic circuit time series

    Science.gov (United States)

    Timmer, J.; Rust, H.; Horbelt, W.; Voss, H. U.

    2000-09-01

    The determination of a differential equation underlying a measured time series is a frequently arising task in nonlinear time series analysis. In the validation of a proposed model one often faces the dilemma that it is hard to decide whether possible discrepancies between the time series and model output are caused by an inappropriate model or by bad estimates of parameters in a correct type of model, or both. We propose a combination of parametric modelling based on Bock's multiple shooting algorithm and nonparametric modelling based on optimal transformations as a strategy to test proposed models and if rejected suggest and test new ones. We exemplify this strategy on an experimental time series from a chaotic circuit where we obtain an extremely accurate reconstruction of the observed attractor.

  12. Synthetic river flow time series generator for dispatch and spot price forecast

    International Nuclear Information System (INIS)

    Flores, R.A.

    2007-01-01

    Decision-making in electricity markets is complicated by uncertainties in demand growth, power supplies and fuel prices. In Peru, where the electrical power system is highly dependent on water resources at dams and river flows, hydrological uncertainties play a primary role in planning, price and dispatch forecast. This paper proposed a signal processing method for generating new synthetic river flow time series as a support for planning and spot market price forecasting. River flow time series are natural phenomena representing a continuous-time domain process. As an alternative synthetic representation of the original river flow time series, this proposed signal processing method preserves correlations, basic statistics and seasonality. It takes into account deterministic, periodic and non periodic components such as those due to the El Nino Southern Oscillation phenomenon. The new synthetic time series has many correlations with the original river flow time series, rendering it suitable for possible replacement of the classical method of sorting historical river flow time series. As a dispatch and planning approach to spot pricing, the proposed method offers higher accuracy modeling by decomposing the signal into deterministic, periodic, non periodic and stochastic sub signals. 4 refs., 4 tabs., 13 figs

  13. Cross-sample entropy of foreign exchange time series

    Science.gov (United States)

    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.

  14. 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.

  15. Detecting Inter-Annual Variations in the Phenology of Evergreen Conifers Using Long-Term MODIS Vegetation Index Time Series

    Directory of Open Access Journals (Sweden)

    Laura Ulsig

    2017-01-01

    Full Text Available Long-term observations of vegetation phenology can be used to monitor the response of terrestrial ecosystems to climate change. Satellite remote sensing provides the most efficient means to observe phenological events through time series analysis of vegetation indices such as the Normalized Difference Vegetation Index (NDVI. This study investigates the potential of a Photochemical Reflectance Index (PRI, which has been linked to vegetation light use efficiency, to improve the accuracy of MODIS-based estimates of phenology in an evergreen conifer forest. Timings of the start and end of the growing season (SGS and EGS were derived from a 13-year-long time series of PRI and NDVI based on a MAIAC (multi-angle implementation of atmospheric correction processed MODIS dataset and standard MODIS NDVI product data. The derived dates were validated with phenology estimates from ground-based flux tower measurements of ecosystem productivity. Significant correlations were found between the MAIAC time series and ground-estimated SGS (R2 = 0.36–0.8, which is remarkable since previous studies have found it difficult to observe inter-annual phenological variations in evergreen vegetation from satellite data. The considerably noisier NDVI product could not accurately predict SGS, and EGS could not be derived successfully from any of the time series. While the strongest relationship overall was found between SGS derived from the ground data and PRI, MAIAC NDVI exhibited high correlations with SGS more consistently (R2 > 0.6 in all cases. The results suggest that PRI can serve as an effective indicator of spring seasonal transitions, however, additional work is necessary to confirm the relationships observed and to further explore the usefulness of MODIS PRI for detecting phenology.

  16. TimesVector: a vectorized clustering approach to the analysis of time series transcriptome data from multiple phenotypes.

    Science.gov (United States)

    Jung, Inuk; Jo, Kyuri; Kang, Hyejin; Ahn, Hongryul; Yu, Youngjae; Kim, Sun

    2017-12-01

    Identifying biologically meaningful gene expression patterns from time series gene expression data is important to understand the underlying biological mechanisms. To identify significantly perturbed gene sets between different phenotypes, analysis of time series transcriptome data requires consideration of time and sample dimensions. Thus, the analysis of such time series data seeks to search gene sets that exhibit similar or different expression patterns between two or more sample conditions, constituting the three-dimensional data, i.e. gene-time-condition. Computational complexity for analyzing such data is very high, compared to the already difficult NP-hard two dimensional biclustering algorithms. Because of this challenge, traditional time series clustering algorithms are designed to capture co-expressed genes with similar expression pattern in two sample conditions. We present a triclustering algorithm, TimesVector, specifically designed for clustering three-dimensional time series data to capture distinctively similar or different gene expression patterns between two or more sample conditions. TimesVector identifies clusters with distinctive expression patterns in three steps: (i) dimension reduction and clustering of time-condition concatenated vectors, (ii) post-processing clusters for detecting similar and distinct expression patterns and (iii) rescuing genes from unclassified clusters. Using four sets of time series gene expression data, generated by both microarray and high throughput sequencing platforms, we demonstrated that TimesVector successfully detected biologically meaningful clusters of high quality. TimesVector improved the clustering quality compared to existing triclustering tools and only TimesVector detected clusters with differential expression patterns across conditions successfully. The TimesVector software is available at http://biohealth.snu.ac.kr/software/TimesVector/. sunkim.bioinfo@snu.ac.kr. Supplementary data are available at

  17. 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

  18. Tree Species Classification in Temperate Forests Using Formosat-2 Satellite Image Time Series

    Directory of Open Access Journals (Sweden)

    David Sheeren

    2016-09-01

    Full Text Available Mapping forest composition is a major concern for forest management, biodiversity assessment and for understanding the potential impacts of climate change on tree species distribution. In this study, the suitability of a dense high spatial resolution multispectral Formosat-2 satellite image time-series (SITS to discriminate tree species in temperate forests is investigated. Based on a 17-date SITS acquired across one year, thirteen major tree species (8 broadleaves and 5 conifers are classified in a study area of southwest France. The performance of parametric (GMM and nonparametric (k-NN, RF, SVM methods are compared at three class hierarchy levels for different versions of the SITS: (i a smoothed noise-free version based on the Whittaker smoother; (ii a non-smoothed cloudy version including all the dates; (iii a non-smoothed noise-free version including only 14 dates. Noise refers to pixels contaminated by clouds and cloud shadows. The results of the 108 distinct classifications show a very high suitability of the SITS to identify the forest tree species based on phenological differences (average κ = 0 . 93 estimated by cross-validation based on 1235 field-collected plots. SVM is found to be the best classifier with very close results from the other classifiers. No clear benefit of removing noise by smoothing can be observed. Classification accuracy is even improved using the non-smoothed cloudy version of the SITS compared to the 14 cloud-free image time series. However conclusions of the results need to be considered with caution because of possible overfitting. Disagreements also appear between the maps produced by the classifiers for complex mixed forests, suggesting a higher classification uncertainty in these contexts. Our findings suggest that time-series data can be a good alternative to hyperspectral data for mapping forest types. It also demonstrates the potential contribution of the recently launched Sentinel-2 satellite for

  19. Causal strength induction from time series data.

    Science.gov (United States)

    Soo, Kevin W; Rottman, Benjamin M

    2018-04-01

    One challenge when inferring the strength of cause-effect relations from time series data is that the cause and/or effect can exhibit temporal trends. If temporal trends are not accounted for, a learner could infer that a causal relation exists when it does not, or even infer that there is a positive causal relation when the relation is negative, or vice versa. We propose that learners use a simple heuristic to control for temporal trends-that they focus not on the states of the cause and effect at a given instant, but on how the cause and effect change from one observation to the next, which we call transitions. Six experiments were conducted to understand how people infer causal strength from time series data. We found that participants indeed use transitions in addition to states, which helps them to reach more accurate causal judgments (Experiments 1A and 1B). Participants use transitions more when the stimuli are presented in a naturalistic visual format than a numerical format (Experiment 2), and the effect of transitions is not driven by primacy or recency effects (Experiment 3). Finally, we found that participants primarily use the direction in which variables change rather than the magnitude of the change for estimating causal strength (Experiments 4 and 5). Collectively, these studies provide evidence that people often use a simple yet effective heuristic for inferring causal strength from time series data. (PsycINFO Database Record (c) 2018 APA, all rights reserved).

  20. Interpretable Categorization of Heterogeneous Time Series Data

    Science.gov (United States)

    Lee, Ritchie; Kochenderfer, Mykel J.; Mengshoel, Ole J.; Silbermann, Joshua

    2017-01-01

    We analyze data from simulated aircraft encounters to validate and inform the development of a prototype aircraft collision avoidance system. The high-dimensional and heterogeneous time series dataset is analyzed to discover properties of near mid-air collisions (NMACs) and categorize the NMAC encounters. Domain experts use these properties to better organize and understand NMAC occurrences. Existing solutions either are not capable of handling high-dimensional and heterogeneous time series datasets or do not provide explanations that are interpretable by a domain expert. The latter is critical to the acceptance and deployment of safety-critical systems. To address this gap, we propose grammar-based decision trees along with a learning algorithm. Our approach extends decision trees with a grammar framework for classifying heterogeneous time series data. A context-free grammar is used to derive decision expressions that are interpretable, application-specific, and support heterogeneous data types. In addition to classification, we show how grammar-based decision trees can also be used for categorization, which is a combination of clustering and generating interpretable explanations for each cluster. We apply grammar-based decision trees to a simulated aircraft encounter dataset and evaluate the performance of four variants of our learning algorithm. The best algorithm is used to analyze and categorize near mid-air collisions in the aircraft encounter dataset. We describe each discovered category in detail and discuss its relevance to aircraft collision avoidance.

  1. Minimum entropy density method for the time series analysis

    Science.gov (United States)

    Lee, Jeong Won; Park, Joongwoo Brian; Jo, Hang-Hyun; Yang, Jae-Suk; Moon, Hie-Tae

    2009-01-01

    The entropy density is an intuitive and powerful concept to study the complicated nonlinear processes derived from physical systems. We develop the minimum entropy density method (MEDM) to detect the structure scale of a given time series, which is defined as the scale in which the uncertainty is minimized, hence the pattern is revealed most. The MEDM is applied to the financial time series of Standard and Poor’s 500 index from February 1983 to April 2006. Then the temporal behavior of structure scale is obtained and analyzed in relation to the information delivery time and efficient market hypothesis.

  2. Time series analysis of the developed financial markets' integration using visibility graphs

    Science.gov (United States)

    Zhuang, Enyu; Small, Michael; Feng, Gang

    2014-09-01

    A time series representing the developed financial markets' segmentation from 1973 to 2012 is studied. The time series reveals an obvious market integration trend. To further uncover the features of this time series, we divide it into seven windows and generate seven visibility graphs. The measuring capabilities of the visibility graphs provide means to quantitatively analyze the original time series. It is found that the important historical incidents that influenced market integration coincide with variations in the measured graphical node degree. Through the measure of neighborhood span, the frequencies of the historical incidents are disclosed. Moreover, it is also found that large "cycles" and significant noise in the time series are linked to large and small communities in the generated visibility graphs. For large cycles, how historical incidents significantly affected market integration is distinguished by density and compactness of the corresponding communities.

  3. A cluster merging method for time series microarray with production values.

    Science.gov (United States)

    Chira, Camelia; Sedano, Javier; Camara, Monica; Prieto, Carlos; Villar, Jose R; Corchado, Emilio

    2014-09-01

    A challenging task in time-course microarray data analysis is to cluster genes meaningfully combining the information provided by multiple replicates covering the same key time points. This paper proposes a novel cluster merging method to accomplish this goal obtaining groups with highly correlated genes. The main idea behind the proposed method is to generate a clustering starting from groups created based on individual temporal series (representing different biological replicates measured in the same time points) and merging them by taking into account the frequency by which two genes are assembled together in each clustering. The gene groups at the level of individual time series are generated using several shape-based clustering methods. This study is focused on a real-world time series microarray task with the aim to find co-expressed genes related to the production and growth of a certain bacteria. The shape-based clustering methods used at the level of individual time series rely on identifying similar gene expression patterns over time which, in some models, are further matched to the pattern of production/growth. The proposed cluster merging method is able to produce meaningful gene groups which can be naturally ranked by the level of agreement on the clustering among individual time series. The list of clusters and genes is further sorted based on the information correlation coefficient and new problem-specific relevant measures. Computational experiments and results of the cluster merging method are analyzed from a biological perspective and further compared with the clustering generated based on the mean value of time series and the same shape-based algorithm.

  4. Constructing networks from a dynamical system perspective for multivariate nonlinear time series.

    Science.gov (United States)

    Nakamura, Tomomichi; Tanizawa, Toshihiro; Small, Michael

    2016-03-01

    We describe a method for constructing networks for multivariate nonlinear time series. We approach the interaction between the various scalar time series from a deterministic dynamical system perspective and provide a generic and algorithmic test for whether the interaction between two measured time series is statistically significant. The method can be applied even when the data exhibit no obvious qualitative similarity: a situation in which the naive method utilizing the cross correlation function directly cannot correctly identify connectivity. To establish the connectivity between nodes we apply the previously proposed small-shuffle surrogate (SSS) method, which can investigate whether there are correlation structures in short-term variabilities (irregular fluctuations) between two data sets from the viewpoint of deterministic dynamical systems. The procedure to construct networks based on this idea is composed of three steps: (i) each time series is considered as a basic node of a network, (ii) the SSS method is applied to verify the connectivity between each pair of time series taken from the whole multivariate time series, and (iii) the pair of nodes is connected with an undirected edge when the null hypothesis cannot be rejected. The network constructed by the proposed method indicates the intrinsic (essential) connectivity of the elements included in the system or the underlying (assumed) system. The method is demonstrated for numerical data sets generated by known systems and applied to several experimental time series.

  5. Time Series Modelling of Syphilis Incidence in China from 2005 to 2012

    Science.gov (United States)

    Zhang, Xingyu; Zhang, Tao; Pei, Jiao; Liu, Yuanyuan; Li, Xiaosong; Medrano-Gracia, Pau

    2016-01-01

    Background The infection rate of syphilis in China has increased dramatically in recent decades, becoming a serious public health concern. Early prediction of syphilis is therefore of great importance for heath planning and management. Methods In this paper, we analyzed surveillance time series data for primary, secondary, tertiary, congenital and latent syphilis in mainland China from 2005 to 2012. Seasonality and long-term trend were explored with decomposition methods. Autoregressive integrated moving average (ARIMA) was used to fit a univariate time series model of syphilis incidence. A separate multi-variable time series for each syphilis type was also tested using an autoregressive integrated moving average model with exogenous variables (ARIMAX). Results The syphilis incidence rates have increased three-fold from 2005 to 2012. All syphilis time series showed strong seasonality and increasing long-term trend. Both ARIMA and ARIMAX models fitted and estimated syphilis incidence well. All univariate time series showed highest goodness-of-fit results with the ARIMA(0,0,1)×(0,1,1) model. Conclusion Time series analysis was an effective tool for modelling the historical and future incidence of syphilis in China. The ARIMAX model showed superior performance than the ARIMA model for the modelling of syphilis incidence. Time series correlations existed between the models for primary, secondary, tertiary, congenital and latent syphilis. PMID:26901682

  6. Reconstruction of tritium time series in precipitation

    International Nuclear Information System (INIS)

    Celle-Jeanton, H.; Gourcy, L.; Aggarwal, P.K.

    2002-01-01

    Tritium is commonly used in groundwaters studies to calculate the recharge rate and to identify the presence of a modern recharge. The knowledge of 3 H precipitation time series is then very important for the study of groundwater recharge. Rozanski and Araguas provided good information on precipitation tritium content in 180 stations of the GNIP network to the end of 1987, but it shows some lacks of measurements either within one chronicle or within one region (the Southern hemisphere for instance). Therefore, it seems to be essential to find a method to recalculate data for a region where no measurement is available.To solve this problem, we propose another method which is based on triangulation. It needs the knowledge of 3 H time series of 3 stations surrounding geographically the 4-th station for which tritium input curve has to be reconstructed

  7. Time Series, Stochastic Processes and Completeness of Quantum Theory

    International Nuclear Information System (INIS)

    Kupczynski, Marian

    2011-01-01

    Most of physical experiments are usually described as repeated measurements of some random variables. Experimental data registered by on-line computers form time series of outcomes. The frequencies of different outcomes are compared with the probabilities provided by the algorithms of quantum theory (QT). In spite of statistical predictions of QT a claim was made that it provided the most complete description of the data and of the underlying physical phenomena. This claim could be easily rejected if some fine structures, averaged out in the standard descriptive statistical analysis, were found in time series of experimental data. To search for these structures one has to use more subtle statistical tools which were developed to study time series produced by various stochastic processes. In this talk we review some of these tools. As an example we show how the standard descriptive statistical analysis of the data is unable to reveal a fine structure in a simulated sample of AR (2) stochastic process. We emphasize once again that the violation of Bell inequalities gives no information on the completeness or the non locality of QT. The appropriate way to test the completeness of quantum theory is to search for fine structures in time series of the experimental data by means of the purity tests or by studying the autocorrelation and partial autocorrelation functions.

  8. Efficient use of correlation entropy for analysing time series data

    Indian Academy of Sciences (India)

    Abstract. The correlation dimension D2 and correlation entropy K2 are both important quantifiers in nonlinear time series analysis. However, use of D2 has been more common compared to K2 as a discriminating measure. One reason for this is that D2 is a static measure and can be easily evaluated from a time series.

  9. Financial time series analysis based on information categorization method

    Science.gov (United States)

    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.

  10. Classification of biosensor time series using dynamic time warping: applications in screening cancer cells with characteristic biomarkers.

    Science.gov (United States)

    Rai, Shesh N; Trainor, Patrick J; Khosravi, Farhad; Kloecker, Goetz; Panchapakesan, Balaji

    2016-01-01

    The development of biosensors that produce time series data will facilitate improvements in biomedical diagnostics and in personalized medicine. The time series produced by these devices often contains characteristic features arising from biochemical interactions between the sample and the sensor. To use such characteristic features for determining sample class, similarity-based classifiers can be utilized. However, the construction of such classifiers is complicated by the variability in the time domains of such series that renders the traditional distance metrics such as Euclidean distance ineffective in distinguishing between biological variance and time domain variance. The dynamic time warping (DTW) algorithm is a sequence alignment algorithm that can be used to align two or more series to facilitate quantifying similarity. In this article, we evaluated the performance of DTW distance-based similarity classifiers for classifying time series that mimics electrical signals produced by nanotube biosensors. Simulation studies demonstrated the positive performance of such classifiers in discriminating between time series containing characteristic features that are obscured by noise in the intensity and time domains. We then applied a DTW distance-based k -nearest neighbors classifier to distinguish the presence/absence of mesenchymal biomarker in cancer cells in buffy coats in a blinded test. Using a train-test approach, we find that the classifier had high sensitivity (90.9%) and specificity (81.8%) in differentiating between EpCAM-positive MCF7 cells spiked in buffy coats and those in plain buffy coats.

  11. A novel water quality data analysis framework based on time-series data mining.

    Science.gov (United States)

    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.

  12. Development and application of a modified dynamic time warping algorithm (DTW-S to analyses of primate brain expression time series

    Directory of Open Access Journals (Sweden)

    Vingron Martin

    2011-08-01

    Full Text Available Abstract Background Comparing biological time series data across different conditions, or different specimens, is a common but still challenging task. Algorithms aligning two time series represent a valuable tool for such comparisons. While many powerful computation tools for time series alignment have been developed, they do not provide significance estimates for time shift measurements. Results Here, we present an extended version of the original DTW algorithm that allows us to determine the significance of time shift estimates in time series alignments, the DTW-Significance (DTW-S algorithm. The DTW-S combines important properties of the original algorithm and other published time series alignment tools: DTW-S calculates the optimal alignment for each time point of each gene, it uses interpolated time points for time shift estimation, and it does not require alignment of the time-series end points. As a new feature, we implement a simulation procedure based on parameters estimated from real time series data, on a series-by-series basis, allowing us to determine the false positive rate (FPR and the significance of the estimated time shift values. We assess the performance of our method using simulation data and real expression time series from two published primate brain expression datasets. Our results show that this method can provide accurate and robust time shift estimates for each time point on a gene-by-gene basis. Using these estimates, we are able to uncover novel features of the biological processes underlying human brain development and maturation. Conclusions The DTW-S provides a convenient tool for calculating accurate and robust time shift estimates at each time point for each gene, based on time series data. The estimates can be used to uncover novel biological features of the system being studied. The DTW-S is freely available as an R package TimeShift at http://www.picb.ac.cn/Comparative/data.html.

  13. PhilDB: the time series database with built-in change logging

    Directory of Open Access Journals (Sweden)

    Andrew MacDonald

    2016-03-01

    Full Text Available PhilDB is an open-source time series database that supports storage of time series datasets that are dynamic; that is, it records updates to existing values in a log as they occur. PhilDB eases loading of data for the user by utilising an intelligent data write method. It preserves existing values during updates and abstracts the update complexity required to achieve logging of data value changes. It implements fast reads to make it practical to select data for analysis. Recent open-source systems have been developed to indefinitely store long-period high-resolution time series data without change logging. Unfortunately, such systems generally require a large initial installation investment before use because they are designed to operate over a cluster of servers to achieve high-performance writing of static data in real time. In essence, they have a ‘big data’ approach to storage and access. Other open-source projects for handling time series data that avoid the ‘big data’ approach are also relatively new and are complex or incomplete. None of these systems gracefully handle revision of existing data while tracking values that change. Unlike ‘big data’ solutions, PhilDB has been designed for single machine deployment on commodity hardware, reducing the barrier to deployment. PhilDB takes a unique approach to meta-data tracking; optional attribute attachment. This facilitates scaling the complexities of storing a wide variety of data. That is, it allows time series data to be loaded as time series instances with minimal initial meta-data, yet additional attributes can be created and attached to differentiate the time series instances when a wider variety of data is needed. PhilDB was written in Python, leveraging existing libraries. While some existing systems come close to meeting the needs PhilDB addresses, none cover all the needs at once. PhilDB was written to fill this gap in existing solutions. This paper explores existing time

  14. Model-based Clustering of Categorical Time Series with Multinomial Logit Classification

    Science.gov (United States)

    Frühwirth-Schnatter, Sylvia; Pamminger, Christoph; Winter-Ebmer, Rudolf; Weber, Andrea

    2010-09-01

    A common problem in many areas of applied statistics is to identify groups of similar time series in a panel of time series. However, distance-based clustering methods cannot easily be extended to time series data, where an appropriate distance-measure is rather difficult to define, particularly for discrete-valued time series. Markov chain clustering, proposed by Pamminger and Frühwirth-Schnatter [6], is an approach for clustering discrete-valued time series obtained by observing a categorical variable with several states. This model-based clustering method is based on finite mixtures of first-order time-homogeneous Markov chain models. In order to further explain group membership we present an extension to the approach of Pamminger and Frühwirth-Schnatter [6] by formulating a probabilistic model for the latent group indicators within the Bayesian classification rule by using a multinomial logit model. The parameters are estimated for a fixed number of clusters within a Bayesian framework using an Markov chain Monte Carlo (MCMC) sampling scheme representing a (full) Gibbs-type sampler which involves only draws from standard distributions. Finally, an application to a panel of Austrian wage mobility data is presented which leads to an interesting segmentation of the Austrian labour market.

  15. Time Series Discord Detection in Medical Data using a Parallel Relational Database

    Energy Technology Data Exchange (ETDEWEB)

    Woodbridge, Diane; Rintoul, Mark Daniel; Wilson, Andrew T.; Goldstein, Richard

    2015-10-01

    Recent advances in sensor technology have made continuous real-time health monitoring available in both hospital and non-hospital settings. Since data collected from high frequency medical sensors includes a huge amount of data, storing and processing continuous medical data is an emerging big data area. Especially detecting anomaly in real time is important for patients’ emergency detection and prevention. A time series discord indicates a subsequence that has the maximum difference to the rest of the time series subsequences, meaning that it has abnormal or unusual data trends. In this study, we implemented two versions of time series discord detection algorithms on a high performance parallel database management system (DBMS) and applied them to 240 Hz waveform data collected from 9,723 patients. The initial brute force version of the discord detection algorithm takes each possible subsequence and calculates a distance to the nearest non-self match to find the biggest discords in time series. For the heuristic version of the algorithm, a combination of an array and a trie structure was applied to order time series data for enhancing time efficiency. The study results showed efficient data loading, decoding and discord searches in a large amount of data, benefiting from the time series discord detection algorithm and the architectural characteristics of the parallel DBMS including data compression, data pipe-lining, and task scheduling.

  16. Estimation of system parameters in discrete dynamical systems from time series

    International Nuclear Information System (INIS)

    Palaniyandi, P.; Lakshmanan, M.

    2005-01-01

    We propose a simple method to estimate the parameters involved in discrete dynamical systems from time series. The method is based on the concept of controlling chaos by constant feedback. The major advantages of the method are that it needs a minimal number of time series data (either vector or scalar) and is applicable to dynamical systems of any dimension. The method also works extremely well even in the presence of noise in the time series. The method is specifically illustrated by means of logistic and Henon maps

  17. Evaluation of nonlinearity and validity of nonlinear modeling for complex time series.

    Science.gov (United States)

    Suzuki, Tomoya; Ikeguchi, Tohru; Suzuki, Masuo

    2007-10-01

    Even if an original time series exhibits nonlinearity, it is not always effective to approximate the time series by a nonlinear model because such nonlinear models have high complexity from the viewpoint of information criteria. Therefore, we propose two measures to evaluate both the nonlinearity of a time series and validity of nonlinear modeling applied to it by nonlinear predictability and information criteria. Through numerical simulations, we confirm that the proposed measures effectively detect the nonlinearity of an observed time series and evaluate the validity of the nonlinear model. The measures are also robust against observational noises. We also analyze some real time series: the difference of the number of chickenpox and measles patients, the number of sunspots, five Japanese vowels, and the chaotic laser. We can confirm that the nonlinear model is effective for the Japanese vowel /a/, the difference of the number of measles patients, and the chaotic laser.

  18. Tide Gauge Records Reveal Improved Processing of Gravity Recovery and Climate Experiment Time-Variable Mass Solutions over the Coastal Ocean

    Science.gov (United States)

    Piecuch, Christopher G.; Landerer, Felix W.; Ponte, Rui M.

    2018-05-01

    Monthly ocean bottom pressure solutions from the Gravity Recovery and Climate Experiment (GRACE), derived using surface spherical cap mass concentration (MC) blocks and spherical harmonics (SH) basis functions, are compared to tide gauge (TG) monthly averaged sea level data over 2003-2015 to evaluate improved gravimetric data processing methods near the coast. MC solutions can explain ≳ 42% of the monthly variance in TG time series over broad shelf regions and in semi-enclosed marginal seas. MC solutions also generally explain ˜5-32 % more TG data variance than SH estimates. Applying a coastline resolution improvement algorithm in the GRACE data processing leads to ˜ 31% more variance in TG records explained by the MC solution on average compared to not using this algorithm. Synthetic observations sampled from an ocean general circulation model exhibit similar patterns of correspondence between modeled TG and MC time series and differences between MC and SH time series in terms of their relationship with TG time series, suggesting that observational results here are generally consistent with expectations from ocean dynamics. This work demonstrates the improved quality of recent MC solutions compared to earlier SH estimates over the coastal ocean, and suggests that the MC solutions could be a useful tool for understanding contemporary coastal sea level variability and change.

  19. A Framework and Algorithms for Multivariate Time Series Analytics (MTSA): Learning, Monitoring, and Recommendation

    Science.gov (United States)

    Ngan, Chun-Kit

    2013-01-01

    Making decisions over multivariate time series is an important topic which has gained significant interest in the past decade. A time series is a sequence of data points which are measured and ordered over uniform time intervals. A multivariate time series is a set of multiple, related time series in a particular domain in which domain experts…

  20. Singular spectrum analysis in nonlinear dynamics, with applications to paleoclimatic time series

    Science.gov (United States)

    Vautard, R.; Ghil, M.

    1989-01-01

    Two dimensions of a dynamical system given by experimental time series are distinguished. Statistical dimension gives a theoretical upper bound for the minimal number of degrees of freedom required to describe the attractor up to the accuracy of the data, taking into account sampling and noise problems. The dynamical dimension is the intrinsic dimension of the attractor and does not depend on the quality of the data. Singular Spectrum Analysis (SSA) provides estimates of the statistical dimension. SSA also describes the main physical phenomena reflected by the data. It gives adaptive spectral filters associated with the dominant oscillations of the system and clarifies the noise characteristics of the data. SSA is applied to four paleoclimatic records. The principal climatic oscillations and the regime changes in their amplitude are detected. About 10 degrees of freedom are statistically significant in the data. Large noise and insufficient sample length do not allow reliable estimates of the dynamical dimension.

  1. Managing time in a changing world: Timing of avian annual cycle stages under climate change

    NARCIS (Netherlands)

    Tomotani, B.M.

    2017-01-01

    Animals need to time their seasonal activities such as breeding and migration to occur at the right time. They use cues from the environment to predict changes and organise their activities accordingly. What happens, then, when climate change interferes with this ability to make predictions? Climate

  2. Time series GHG emission estimates for residential, commercial, agriculture and fisheries sectors in India

    Science.gov (United States)

    Mohan, Riya Rachel

    2018-04-01

    Green House Gas (GHG) emissions are the major cause of global warming and climate change. Carbon dioxide (CO2) is the main GHG emitted through human activities, at the household level, by burning fuels for cooking and lighting. As per the 2006 methodology of the Inter-governmental Panel on Climate Change (IPCC), the energy sector is divided into various sectors like electricity generation, transport, fugitive, 'other' sectors, etc. The 'other' sectors under energy include residential, commercial, agriculture and fisheries. Time series GHG emission estimates were prepared for the residential, commercial, agriculture and fisheries sectors in India, for the time period 2005 to 2014, to understand the historical emission changes in 'other' sector. Sectoral activity data, with respect to fuel consumption, were collected from various ministry reports like Indian Petroleum and Natural Gas Statistics, Energy Statistics, etc. The default emission factor(s) from IPCC 2006 were used to calculate the emissions for each activity and sector-wise CO2, CH4, N2O and CO2e emissions were compiled. It was observed that the residential sector generates the highest GHG emissions, followed by the agriculture/fisheries and commercial sector. In the residential sector, LPG, kerosene, and fuelwood are the major contributors of emissions, whereas diesel is the main contributor to the commercial, agriculture and fisheries sectors. CO2e emissions have been observed to rise at a cumulative annual growth rate of 0.6%, 9.11%, 7.94% and 5.26% for the residential, commercial, agriculture and fisheries sectors, respectively. In addition to the above, a comparative study of the sectoral inventories from the national inventories, published by Ministry of Environment, Forest and Climate Change, for 2007 and 2010 was also performed.

  3. Modeling vector nonlinear time series using POLYMARS

    NARCIS (Netherlands)

    de Gooijer, J.G.; Ray, B.K.

    2003-01-01

    A modified multivariate adaptive regression splines method for modeling vector nonlinear time series is investigated. The method results in models that can capture certain types of vector self-exciting threshold autoregressive behavior, as well as provide good predictions for more general vector

  4. Forecasting with periodic autoregressive time series models

    NARCIS (Netherlands)

    Ph.H.B.F. Franses (Philip Hans); R. Paap (Richard)

    1999-01-01

    textabstractThis paper is concerned with forecasting univariate seasonal time series data using periodic autoregressive models. We show how one should account for unit roots and deterministic terms when generating out-of-sample forecasts. We illustrate the models for various quarterly UK consumption

  5. vector bilinear autoregressive time series model and its superiority

    African Journals Online (AJOL)

    KEYWORDS: Linear time series, Autoregressive process, Autocorrelation function, Partial autocorrelation function,. Vector time .... important result on matrix algebra with respect to the spectral ..... application to covariance analysis of super-.

  6. Correlation measure to detect time series distances, whence economy globalization

    Science.gov (United States)

    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.

  7. Time Series Analysis Using Geometric Template Matching.

    Science.gov (United States)

    Frank, Jordan; Mannor, Shie; Pineau, Joelle; Precup, Doina

    2013-03-01

    We present a novel framework for analyzing univariate time series data. At the heart of the approach is a versatile algorithm for measuring the similarity of two segments of time series called geometric template matching (GeTeM). First, we use GeTeM to compute a similarity measure for clustering and nearest-neighbor classification. Next, we present a semi-supervised learning algorithm that uses the similarity measure with hierarchical clustering in order to improve classification performance when unlabeled training data are available. Finally, we present a boosting framework called TDEBOOST, which uses an ensemble of GeTeM classifiers. TDEBOOST augments the traditional boosting approach with an additional step in which the features used as inputs to the classifier are adapted at each step to improve the training error. We empirically evaluate the proposed approaches on several datasets, such as accelerometer data collected from wearable sensors and ECG data.

  8. On-line analysis of reactor noise using time-series analysis

    International Nuclear Information System (INIS)

    McGevna, V.G.

    1981-10-01

    A method to allow use of time series analysis for on-line noise analysis has been developed. On-line analysis of noise in nuclear power reactors has been limited primarily to spectral analysis and related frequency domain techniques. Time series analysis has many distinct advantages over spectral analysis in the automated processing of reactor noise. However, fitting an autoregressive-moving average (ARMA) model to time series data involves non-linear least squares estimation. Unless a high speed, general purpose computer is available, the calculations become too time consuming for on-line applications. To eliminate this problem, a special purpose algorithm was developed for fitting ARMA models. While it is based on a combination of steepest descent and Taylor series linearization, properties of the ARMA model are used so that the auto- and cross-correlation functions can be used to eliminate the need for estimating derivatives. The number of calculations, per iteration varies lineegardless of the mee 0.2% yield strength displayed anisotropy, with axial and circumferential values being greater than radial. For CF8-CPF8 and CF8M-CPF8M castings to meet current ASME Code S acid fuel cells

  9. Improving GNSS time series for volcano monitoring: application to Canary Islands (Spain)

    Science.gov (United States)

    García-Cañada, Laura; Sevilla, Miguel J.; Pereda de Pablo, Jorge; Domínguez Cerdeña, Itahiza

    2017-04-01

    The number of permanent GNSS stations has increased significantly in recent years for different geodetic applications such as volcano monitoring, which require a high precision. Recently we have started to have coordinates time series long enough so that we can apply different analysis and filters that allow us to improve the GNSS coordinates results. Following this idea we have processed data from GNSS permanent stations used by the Spanish Instituto Geográfico Nacional (IGN) for volcano monitoring in Canary Islands to obtained time series by double difference processing method with Bernese v5.0 for the period 2007-2014. We have identified the characteristics of these time series and obtained models to estimate velocities with greater accuracy and more realistic uncertainties. In order to improve the results we have used two kinds of filters to improve the time series. The first, a spatial filter, has been computed using the series of residuals of all stations in the Canary Islands without an anomalous behaviour after removing a linear trend. This allows us to apply this filter to all sets of coordinates of the permanent stations reducing their dispersion. The second filter takes account of the temporal correlation in the coordinate time series for each station individually. A research about the evolution of the velocity depending on the series length has been carried out and it has demonstrated the need for using time series of at least four years. Therefore, in those stations with more than four years of data, we calculated the velocity and the characteristic parameters in order to have time series of residuals. This methodology has been applied to the GNSS data network in El Hierro (Canary Islands) during the 2011-2012 eruption and the subsequent magmatic intrusions (2012-2014). The results show that in the new series it is easier to detect anomalous behaviours in the coordinates, so they are most useful to detect crustal deformations in volcano monitoring.

  10. Mapping Crop Cycles in China Using MODIS-EVI Time Series

    Directory of Open Access Journals (Sweden)

    Le Li

    2014-03-01

    Full Text Available As the Earth’s population continues to grow and demand for food increases, the need for improved and timely information related to the properties and dynamics of global agricultural systems is becoming increasingly important. Global land cover maps derived from satellite data provide indispensable information regarding the geographic distribution and areal extent of global croplands. However, land use information, such as cropping intensity (defined here as the number of cropping cycles per year, is not routinely available over large areas because mapping this information from remote sensing is challenging. In this study, we present a simple but efficient algorithm for automated mapping of cropping intensity based on data from NASA’s (NASA: The National Aeronautics and Space Administration MODerate Resolution Imaging Spectroradiometer (MODIS. The proposed algorithm first applies an adaptive Savitzky-Golay filter to smooth Enhanced Vegetation Index (EVI time series derived from MODIS surface reflectance data. It then uses an iterative moving-window methodology to identify cropping cycles from the smoothed EVI time series. Comparison of results from our algorithm with national survey data at both the provincial and prefectural level in China show that the algorithm provides estimates of gross sown area that agree well with inventory data. Accuracy assessment comparing visually interpreted time series with algorithm results for a random sample of agricultural areas in China indicates an overall accuracy of 91.0% for three classes defined based on the number of cycles observed in EVI time series. The algorithm therefore appears to provide a straightforward and efficient method for mapping cropping intensity from MODIS time series data.

  11. Spectral Estimation of UV-Vis Absorbance Time Series for Water Quality Monitoring

    Directory of Open Access Journals (Sweden)

    Leonardo Plazas-Nossa

    2017-05-01

    Full Text Available Context: Signals recorded as multivariate time series by UV-Vis absorbance captors installed in urban sewer systems, can be non-stationary, yielding complications in the analysis of water quality monitoring. This work proposes to perform spectral estimation using the Box-Cox transformation and differentiation in order to obtain stationary multivariate time series in a wide sense. Additionally, Principal Component Analysis (PCA is applied to reduce their dimensionality. Method: Three different UV-Vis absorbance time series for different Colombian locations were studied: (i El-Salitre Wastewater Treatment Plant (WWTP in Bogotá; (ii Gibraltar Pumping Station (GPS in Bogotá; and (iii San-Fernando WWTP in Itagüí. Each UV-Vis absorbance time series had equal sample number (5705. The esti-mation of the spectral power density is obtained using the average of modified periodograms with rectangular window and an overlap of 50%, with the 20 most important harmonics from the Discrete Fourier Transform (DFT and Inverse Fast Fourier Transform (IFFT. Results: Absorbance time series dimensionality reduction using PCA, resulted in 6, 8 and 7 principal components for each study site respectively, altogether explaining more than 97% of their variability. Values of differences below 30% for the UV range were obtained for the three study sites, while for the visible range the maximum differences obtained were: (i 35% for El-Salitre WWTP; (ii 61% for GPS; and (iii 75% for San-Fernando WWTP. Conclusions: The Box-Cox transformation and the differentiation process applied to the UV-Vis absorbance time series for the study sites (El-Salitre, GPS and San-Fernando, allowed to reduce variance and to eliminate ten-dency of the time series. A pre-processing of UV-Vis absorbance time series is recommended to detect and remove outliers and then apply the proposed process for spectral estimation. Language: Spanish.

  12. Toward automatic time-series forecasting using neural networks.

    Science.gov (United States)

    Yan, Weizhong

    2012-07-01

    Over the past few decades, application of artificial neural networks (ANN) to time-series forecasting (TSF) has been growing rapidly due to several unique features of ANN models. However, to date, a consistent ANN performance over different studies has not been achieved. Many factors contribute to the inconsistency in the performance of neural network models. One such factor is that ANN modeling involves determining a large number of design parameters, and the current design practice is essentially heuristic and ad hoc, this does not exploit the full potential of neural networks. Systematic ANN modeling processes and strategies for TSF are, therefore, greatly needed. Motivated by this need, this paper attempts to develop an automatic ANN modeling scheme. It is based on the generalized regression neural network (GRNN), a special type of neural network. By taking advantage of several GRNN properties (i.e., a single design parameter and fast learning) and by incorporating several design strategies (e.g., fusing multiple GRNNs), we have been able to make the proposed modeling scheme to be effective for modeling large-scale business time series. The initial model was entered into the NN3 time-series competition. It was awarded the best prediction on the reduced dataset among approximately 60 different models submitted by scholars worldwide.

  13. The enhanced greenhouse signal versus natural variations in observed climate time series: a statistical approach

    Energy Technology Data Exchange (ETDEWEB)

    Schoenwiese, C D [J.W. Goethe Univ., Frankfurt (Germany). Inst. for Meteorology and Geophysics

    1996-12-31

    It is a well-known fact that human activities lead to an atmospheric concentration increase of some IR-active trace gases (greenhouse gases GHG) and that this influence enhances the `greenhouse effect`. However, there are major quantitative and regional uncertainties in the related climate model projections and the observational data reflect the whole complex of both anthropogenic and natural forcing of the climate system. This contribution aims at the separation of the anthropogenic enhanced greenhouse signal in observed global surface air temperature data versus other forcing using statistical methods such as multiple (multiforced) regressions and neural networks. The competitive natural forcing considered are volcanic and solar activity, in addition the ENSO (El Nino/Southern Oscillation) mechanism. This analysis will be extended also to the NAO (North Atlantic Oscillation) and anthropogenic sulfate formation in the troposphere

  14. The enhanced greenhouse signal versus natural variations in observed climate time series: a statistical approach

    Energy Technology Data Exchange (ETDEWEB)

    Schoenwiese, C.D. [J.W. Goethe Univ., Frankfurt (Germany). Inst. for Meteorology and Geophysics

    1995-12-31

    It is a well-known fact that human activities lead to an atmospheric concentration increase of some IR-active trace gases (greenhouse gases GHG) and that this influence enhances the `greenhouse effect`. However, there are major quantitative and regional uncertainties in the related climate model projections and the observational data reflect the whole complex of both anthropogenic and natural forcing of the climate system. This contribution aims at the separation of the anthropogenic enhanced greenhouse signal in observed global surface air temperature data versus other forcing using statistical methods such as multiple (multiforced) regressions and neural networks. The competitive natural forcing considered are volcanic and solar activity, in addition the ENSO (El Nino/Southern Oscillation) mechanism. This analysis will be extended also to the NAO (North Atlantic Oscillation) and anthropogenic sulfate formation in the troposphere

  15. If climate action becomes urgent: The importance of response times for various climate strategies

    NARCIS (Netherlands)

    van Vuuren, D.P.; Stehfest, E.

    2013-01-01

    Most deliberations on climate policy are based on a mitigation response that assumes a gradually increasing reduction over time. However, situations may occur where a more urgent response is needed. A key question for climate policy in general, but even more in the case a rapid response is needed,

  16. Multi-granular trend detection for time-series analysis

    NARCIS (Netherlands)

    van Goethem, A.I.; Staals, F.; Löffler, M.; Dykes, J.; Speckmann, B.

    2017-01-01

    Time series (such as stock prices) and ensembles (such as model runs for weather forecasts) are two important types of one-dimensional time-varying data. Such data is readily available in large quantities but visual analysis of the raw data quickly becomes infeasible, even for moderately sized data

  17. Systemic and intensifying drought induces collapse and replacement of native fishes: a time-series approach

    Science.gov (United States)

    Ruhi, A.; Olden, J. D.; Sabo, J. L.

    2015-12-01

    In the American Southwest, hydrologic drought has become a new normal as a result of increasing human appropriation of freshwater resources and increased aridity associated with global warming. Although drought has often been touted to threaten freshwater biodiversity, connecting drought to extinction risk of highly-imperiled faunas remains a challenge. Here we combine time-series methods from signal processing and econometrics to analyze a spatially comprehensive and long-term dataset to link discharge variation and community abundance of fish across the American Southwest. This novel time series framework identifies ongoing trends in daily discharge anomalies across the Southwest, quantifies the effect of the historical hydrologic drivers on fish community abundance, and allows us to simulate species trajectories and range-wide risk of decline (quasiextinction) under scenarios of future climate. Spectral anomalies are declining over the last 30 years in at least a quarter of the stream gaging stations across the American Southwest and these anomalies are robust predictors of historical abundance of native and non-native fishes. Quasiextinction probabilities are high (>50 %) for nearly ¾ of the native species across several large river basins in the same region; and the negative trend in annual anomalies increases quasiextinction risk for native but reduces this risk for non-native fishes. These findings suggest that ongoing drought is causing range-wide collapse and replacement of native fish faunas, and that this homogenization of western fish faunas will continue given the prevailing negative trend in discharge anomalies. Additionally, this combination of methods can be applied elsewhere as long as environmental and biological long-term time-series data are available. Collectively, these methods allow identifying the link between hydroclimatic forcing and ecological responses and thus may help anticipating the potential impacts of ongoing and future hydrologic

  18. Optimal transformations for categorical autoregressive time series

    NARCIS (Netherlands)

    Buuren, S. van

    1996-01-01

    This paper describes a method for finding optimal transformations for analyzing time series by autoregressive models. 'Optimal' implies that the agreement between the autoregressive model and the transformed data is maximal. Such transformations help 1) to increase the model fit, and 2) to analyze

  19. Satellite Image Time Series Decomposition Based on EEMD

    Directory of Open Access Journals (Sweden)

    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.

  20. Estimating inter-annual variability in winter wheat sowing dates from satellite time series in Camargue, France

    Science.gov (United States)

    Manfron, Giacinto; Delmotte, Sylvestre; Busetto, Lorenzo; Hossard, Laure; Ranghetti, Luigi; Brivio, Pietro Alessandro; Boschetti, Mirco

    2017-05-01

    Crop simulation models are commonly used to forecast the performance of cropping systems under different hypotheses of change. Their use on a regional scale is generally constrained, however, by a lack of information on the spatial and temporal variability of environment-related input variables (e.g., soil) and agricultural practices (e.g., sowing dates) that influence crop yields. Satellite remote sensing data can shed light on such variability by providing timely information on crop dynamics and conditions over large areas. This paper proposes a method for analyzing time series of MODIS satellite data in order to estimate the inter-annual variability of winter wheat sowing dates. A rule-based method was developed to automatically identify a reliable sample of winter wheat field time series, and to infer the corresponding sowing dates. The method was designed for a case study in the Camargue region (France), where winter wheat is characterized by vernalization, as in other temperate regions. The detection criteria were chosen on the grounds of agronomic expertise and by analyzing high-confidence time-series vegetation index profiles for winter wheat. This automatic method identified the target crop on more than 56% (four-year average) of the cultivated areas, with low commission errors (11%). It also captured the seasonal variability in sowing dates with errors of ±8 and ±16 days in 46% and 66% of cases, respectively. Extending the analysis to the years 2002-2012 showed that sowing in the Camargue was usually done on or around November 1st (±4 days). Comparing inter-annual sowing date variability with the main local agro-climatic drivers showed that the type of preceding crop and the weather conditions during the summer season before the wheat sowing had a prominent role in influencing winter wheat sowing dates.