Nonlinear Time Series Analysis via Neural Networks
Volná, Eva; Janošek, Michal; Kocian, Václav; Kotyrba, Martin
This article deals with a time series analysis based on neural networks in order to make an effective forex market [Moore and Roche, J. Int. Econ. 58, 387-411 (2002)] pattern recognition. Our goal is to find and recognize important patterns which repeatedly appear in the market history to adapt our trading system behaviour based on them.
Time series prediction with simple recurrent neural networks ...
African Journals Online (AJOL)
Simple recurrent neural networks are widely used in time series prediction. Most researchers and application developers often choose arbitrarily between Elman or Jordan simple recurrent neural networks for their applications. A hybrid of the two called Elman-Jordan (or Multi-recurrent) neural network is also being used.
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.
Financial Time Series Prediction Using Elman Recurrent Random Neural Networks
Wang, Jie; Wang, Jun; Fang, Wen; Niu, Hongli
2016-01-01
In recent years, financial market dynamics forecasting has been a focus of economic research. To predict the price indices of stock markets, we developed an architecture which combined Elman recurrent neural networks with stochastic time effective function. By analyzing the proposed model with the linear regression, complexity invariant distance (CID), and multiscale CID (MCID) analysis methods and taking the model compared with different models such as the backpropagation neural network (BPNN), the stochastic time effective neural network (STNN), and the Elman recurrent neural network (ERNN), the empirical results show that the proposed neural network displays the best performance among these neural networks in financial time series forecasting. Further, the empirical research is performed in testing the predictive effects of SSE, TWSE, KOSPI, and Nikkei225 with the established model, and the corresponding statistical comparisons of the above market indices are also exhibited. The experimental results show that this approach gives good performance in predicting the values from the stock market indices. PMID:27293423
Neural network versus classical time series forecasting models
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.
Financial Time Series Prediction Using Elman Recurrent Random Neural Networks
Directory of Open Access Journals (Sweden)
Jie Wang
2016-01-01
(ERNN, the empirical results show that the proposed neural network displays the best performance among these neural networks in financial time series forecasting. Further, the empirical research is performed in testing the predictive effects of SSE, TWSE, KOSPI, and Nikkei225 with the established model, and the corresponding statistical comparisons of the above market indices are also exhibited. The experimental results show that this approach gives good performance in predicting the values from the stock market indices.
Financial time series prediction using spiking neural networks.
Directory of Open Access Journals (Sweden)
David Reid
Full Text Available In this paper a novel application of a particular type of spiking neural network, a Polychronous Spiking Network, was used for financial time series prediction. It is argued that the inherent temporal capabilities of this type of network are suited to non-stationary data such as this. The performance of the spiking neural network was benchmarked against three systems: two "traditional", rate-encoded, neural networks; a Multi-Layer Perceptron neural network and a Dynamic Ridge Polynomial neural network, and a standard Linear Predictor Coefficients model. For this comparison three non-stationary and noisy time series were used: IBM stock data; US/Euro exchange rate data, and the price of Brent crude oil. The experiments demonstrated favourable prediction results for the Spiking Neural Network in terms of Annualised Return and prediction error for 5-Step ahead predictions. These results were also supported by other relevant metrics such as Maximum Drawdown and Signal-To-Noise ratio. This work demonstrated the applicability of the Polychronous Spiking Network to financial data forecasting and this in turn indicates the potential of using such networks over traditional systems in difficult to manage non-stationary environments.
Recursive Bayesian recurrent neural networks for time-series modeling.
Mirikitani, Derrick T; Nikolaev, Nikolay
2010-02-01
This paper develops a probabilistic approach to recursive second-order training of recurrent neural networks (RNNs) for improved time-series modeling. A general recursive Bayesian Levenberg-Marquardt algorithm is derived to sequentially update the weights and the covariance (Hessian) matrix. The main strengths of the approach are a principled handling of the regularization hyperparameters that leads to better generalization, and stable numerical performance. The framework involves the adaptation of a noise hyperparameter and local weight prior hyperparameters, which represent the noise in the data and the uncertainties in the model parameters. Experimental investigations using artificial and real-world data sets show that RNNs equipped with the proposed approach outperform standard real-time recurrent learning and extended Kalman training algorithms for recurrent networks, as well as other contemporary nonlinear neural models, on time-series modeling.
Recurrent Neural Network Applications for Astronomical Time Series
Protopapas, Pavlos
2017-06-01
The benefits of good predictive models in astronomy lie in early event prediction systems and effective resource allocation. Current time series methods applicable to regular time series have not evolved to generalize for irregular time series. In this talk, I will describe two Recurrent Neural Network methods, Long Short-Term Memory (LSTM) and Echo State Networks (ESNs) for predicting irregular time series. Feature engineering along with a non-linear modeling proved to be an effective predictor. For noisy time series, the prediction is improved by training the network on error realizations using the error estimates from astronomical light curves. In addition to this, we propose a new neural network architecture to remove correlation from the residuals in order to improve prediction and compensate for the noisy data. Finally, I show how to set hyperparameters for a stable and performant solution correctly. In this work, we circumvent this obstacle by optimizing ESN hyperparameters using Bayesian optimization with Gaussian Process priors. This automates the tuning procedure, enabling users to employ the power of RNN without needing an in-depth understanding of the tuning procedure.
Time series prediction by feedforward neural networks - is it difficult?
Rosen-Zvi, M; Kinzel, W
2003-01-01
The difficulties that a neural network faces when trying to learn from a quasi-periodic time series are studied analytically using a teacher-student scenario where the random input is divided into two macroscopic regions with different variances, 1 and 1/gamma sup 2 (gamma >> 1). The generalization error is found to decrease as epsilon sub g propor to exp(-alpha/gamma sup 2), where alpha is the number of examples per input dimension. In contradiction to this very slow vanishing generalization error, the next output prediction is found to be almost free of mistakes. This picture is consistent with learning quasi-periodic time series produced by feedforward neural networks, which is dominated by enhanced components of the Fourier spectrum of the input. Simulation results are in good agreement with the analytical results.
Time series prediction by feedforward neural networks - is it difficult?
Rosen-Zvi, Michal; Kanter, Ido; Kinzel, Wolfgang
2003-04-01
The difficulties that a neural network faces when trying to learn from a quasi-periodic time series are studied analytically using a teacher-student scenario where the random input is divided into two macroscopic regions with different variances, 1 and 1/gamma2 (gamma gg 1). The generalization error is found to decrease as epsilong propto exp(-alpha/gamma2), where alpha is the number of examples per input dimension. In contradiction to this very slow vanishing generalization error, the next output prediction is found to be almost free of mistakes. This picture is consistent with learning quasi-periodic time series produced by feedforward neural networks, which is dominated by enhanced components of the Fourier spectrum of the input. Simulation results are in good agreement with the analytical results.
Predicting Physical Time Series Using Dynamic Ridge Polynomial Neural Networks
Al-Jumeily, Dhiya; Ghazali, Rozaida; Hussain, Abir
2014-01-01
Forecasting naturally occurring phenomena is a common problem in many domains of science, and this has been addressed and investigated by many scientists. The importance of time series prediction stems from the fact that it has wide range of applications, including control systems, engineering processes, environmental systems and economics. From the knowledge of some aspects of the previous behaviour of the system, the aim of the prediction process is to determine or predict its future behaviour. In this paper, we consider a novel application of a higher order polynomial neural network architecture called Dynamic Ridge Polynomial Neural Network that combines the properties of higher order and recurrent neural networks for the prediction of physical time series. In this study, four types of signals have been used, which are; The Lorenz attractor, mean value of the AE index, sunspot number, and heat wave temperature. The simulation results showed good improvements in terms of the signal to noise ratio in comparison to a number of higher order and feedforward neural networks in comparison to the benchmarked techniques. PMID:25157950
Conditional time series forecasting with convolutional neural networks
A. Borovykh (Anastasia); S.M. Bohte (Sander); C.W. Oosterlee (Cornelis)
2017-01-01
textabstractForecasting financial time series using past observations has been a significant topic of interest. While temporal relationships in the data exist, they are difficult to analyze and predict accurately due to the non-linear trends and noise present in the series. We propose to learn these
Noninvertibility and resonance in discrete-time neural networks for time-series processing
Gicquel, N.; Anderson, J. S.; Kevrekidis, I. G.
1998-01-01
We present a computer-assisted study emphasizing certain elements of the dynamics of artificial neural networks (ANNs) used for discrete time-series processing and nonlinear system identification. The structure of the network gives rise to the possibility of multiple inverses of a phase point backward in time; this is not possible for the continuous-time system from which the time series are obtained. Using a two-dimensional illustrative model in an oscillatory regime, we study here the interaction of attractors predicted by the discrete-time ANN model (invariant circles and periodic points locked on them) with critical curves. These curves constitute a generalization of critical points for maps of the interval (in the sense of Julia-Fatou); their interaction with the model-predicted attractors plays a crucial role in the organization of the bifurcation structure and ultimately in determining the dynamic behavior predicted by the neural network.
Optimization of recurrent neural networks for time series modeling
DEFF Research Database (Denmark)
Pedersen, Morten With
1997-01-01
series. The overall objective s are to improve training by application of second-order methods and to improve generalization ability by architecture optimization accomplished by pruning. The major topics covered in the thesis are: 1. The problem of training recurrent networks is analyzed from a numerical...... of solution obtained as well as computation time required. 3. A theoretical definition of the generalization error for recurrent networks is provided. This definition justifies a commonly adopted approach for estimating generalization ability. 4. The viability of pruning recurrent networks by the Optimal...... networks is proposed. The tool allows for assessment of the length of the effe ctive memory of previous inputs built up in the recurrent network during application. Time series modeling is also treated from a more general point of view, namely modeling of the joint probability distribution function...
The performance of immune-based neural network with financial time series prediction
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Dhiya Al-Jumeily
2015-12-01
Full Text Available This paper presents the use of immune-based neural networks that include multilayer perceptron (MLP and functional neural network for the prediction of financial time series signals. Extensive simulations for the prediction of one- and five-steps-ahead of stationary and non-stationary time series were performed which indicate that immune-based neural networks in most cases demonstrated advantages in capturing chaotic movement in the financial signals with an improvement in the profit return and rapid convergence over MLPs.
A neural architecture for nonlinear adaptive filtering of time series
DEFF Research Database (Denmark)
Hoffmann, Nils; Larsen, Jan
1991-01-01
A neural architecture for adaptive filtering which incorporates a modularization principle is proposed. It facilitates a sparse parameterization, i.e. fewer parameters have to be estimated in a supervised training procedure. The main idea is to use a preprocessor which determines the dimension...... of the polynominals by scaling and limiting the inputs signals. The nonlinearity is constructed from Chebychev polynominals. The authors apply a second-order algorithm for updating the weights for adaptive nonlinearities. Finally the simulations indicate that the two kinds of preprocessing tend to complement each...
Optimasi parameter neural network pada data time series
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Muzakir Hi Sultan
2014-05-01
Full Text Available Gempa bumi merupakan suatu pergerakan tanah yang terjadi secara tiba-tiba hingga menimbulkan getaran, besarnya kekuatan gempa dapat mengakibatkan bencana baik kerusakan maupun korban jiwa. Untuk mengantisipasi bencana yang akan datang maka diperlukan suatu model khususnya untuk meramalkan besarnya kekuatan gempa. Pada penelitian ini, digunakan model ARIMA dan model kombinasi dari Neural Network-Algoritma Genetik (NN-GA untuk memprediksi rata-rata kekuatan gempa bumi setiap bulan khususnya yang terjadi di wilayah Maluku Utara. Data yang digunakan adalah data kekuatan gempa berdasarkan skala richter yang diperoleh dari Badan Meteorologi, Klimatologi dan Geofisika (BMKG kota Ternate. Sebagai input pada model ARIMA dan NN-GA digunakan rata-rata kekuatan gempa bumi 36 bulan dan rata-rata kekuatan gempa 36 bulan berikutnya digunakan sebagai target untuk prediksi. Untuk meng-update parameter (bobot dari Neural Network digunakan metode Gradient Descent dan untuk mendapatkan parameter yang lebih optimal pada layer Output, maka di diterapkan Algoritma Genetik. Hasil peramalan dari kedua model kemudian dibandingkan dan model terbaik ditentukan dari nilai Mean square Error (MSE yang terkecil. dari hasil peramalan dengan model ARIMA diperoleh MSE sebesar 1.0125, sedangkan pada model NN-GA diperoleh MSE sebesar 0.9196. Nilai tersebut, menunjukkan bahwa model NN-GA lebih baik dari model ARIMA untuk peramalan rata-rata kekuatan gempa bumi beberapa bulan ke depan
Ridge Polynomial Neural Network with Error Feedback for Time Series Forecasting.
Waheeb, Waddah; Ghazali, Rozaida; Herawan, Tutut
2016-01-01
Time series forecasting has gained much attention due to its many practical applications. Higher-order neural network with recurrent feedback is a powerful technique that has been used successfully for time series forecasting. It maintains fast learning and the ability to learn the dynamics of the time series over time. Network output feedback is the most common recurrent feedback for many recurrent neural network models. However, not much attention has been paid to the use of network error feedback instead of network output feedback. In this study, we propose a novel model, called Ridge Polynomial Neural Network with Error Feedback (RPNN-EF) that incorporates higher order terms, recurrence and error feedback. To evaluate the performance of RPNN-EF, we used four univariate time series with different forecasting horizons, namely star brightness, monthly smoothed sunspot numbers, daily Euro/Dollar exchange rate, and Mackey-Glass time-delay differential equation. We compared the forecasting performance of RPNN-EF with the ordinary Ridge Polynomial Neural Network (RPNN) and the Dynamic Ridge Polynomial Neural Network (DRPNN). Simulation results showed an average 23.34% improvement in Root Mean Square Error (RMSE) with respect to RPNN and an average 10.74% improvement with respect to DRPNN. That means that using network errors during training helps enhance the overall forecasting performance for the network.
Ridge Polynomial Neural Network with Error Feedback for Time Series Forecasting.
Directory of Open Access Journals (Sweden)
Waddah Waheeb
Full Text Available Time series forecasting has gained much attention due to its many practical applications. Higher-order neural network with recurrent feedback is a powerful technique that has been used successfully for time series forecasting. It maintains fast learning and the ability to learn the dynamics of the time series over time. Network output feedback is the most common recurrent feedback for many recurrent neural network models. However, not much attention has been paid to the use of network error feedback instead of network output feedback. In this study, we propose a novel model, called Ridge Polynomial Neural Network with Error Feedback (RPNN-EF that incorporates higher order terms, recurrence and error feedback. To evaluate the performance of RPNN-EF, we used four univariate time series with different forecasting horizons, namely star brightness, monthly smoothed sunspot numbers, daily Euro/Dollar exchange rate, and Mackey-Glass time-delay differential equation. We compared the forecasting performance of RPNN-EF with the ordinary Ridge Polynomial Neural Network (RPNN and the Dynamic Ridge Polynomial Neural Network (DRPNN. Simulation results showed an average 23.34% improvement in Root Mean Square Error (RMSE with respect to RPNN and an average 10.74% improvement with respect to DRPNN. That means that using network errors during training helps enhance the overall forecasting performance for the network.
Manikumari, N.; Murugappan, A.; Vinodhini, G.
2017-07-01
Time series forecasting has gained remarkable interest of researchers in the last few decades. Neural networks based time series forecasting have been employed in various application areas. Reference Evapotranspiration (ETO) is one of the most important components of the hydrologic cycle and its precise assessment is vital in water balance and crop yield estimation, water resources system design and management. This work aimed at achieving accurate time series forecast of ETO using a combination of neural network approaches. This work was carried out using data collected in the command area of VEERANAM Tank during the period 2004 – 2014 in India. In this work, the Neural Network (NN) models were combined by ensemble learning in order to improve the accuracy for forecasting Daily ETO (for the year 2015). Bagged Neural Network (Bagged-NN) and Boosted Neural Network (Boosted-NN) ensemble learning were employed. It has been proved that Bagged-NN and Boosted-NN ensemble models are better than individual NN models in terms of accuracy. Among the ensemble models, Boosted-NN reduces the forecasting errors compared to Bagged-NN and individual NNs. Regression co-efficient, Mean Absolute Deviation, Mean Absolute Percentage error and Root Mean Square Error also ascertain that Boosted-NN lead to improved ETO forecasting performance.
Recurrent Neural Network For Forecasting Time Series With Long Memory Pattern
Walid; Alamsyah
2017-04-01
Recurrent Neural Network as one of the hybrid models are often used to predict and estimate the issues related to electricity, can be used to describe the cause of the swelling of electrical load which experienced by PLN. In this research will be developed RNN forecasting procedures at the time series with long memory patterns. Considering the application is the national electrical load which of course has a different trend with the condition of the electrical load in any country. This research produces the algorithm of time series forecasting which has long memory pattern using E-RNN after this referred to the algorithm of integrated fractional recurrent neural networks (FIRNN).The prediction results of long memory time series using models Fractional Integrated Recurrent Neural Network (FIRNN) showed that the model with the selection of data difference in the range of [-1,1] and the model of Fractional Integrated Recurrent Neural Network (FIRNN) (24,6,1) provides the smallest MSE value, which is 0.00149684.
Parallel Approach for Time Series Analysis with General Regression Neural Networks
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J.C. Cuevas-Tello
2012-04-01
Full Text Available The accuracy on time delay estimation given pairs of irregularly sampled time series is of great relevance in astrophysics. However the computational time is also important because the study of large data sets is needed. Besides introducing a new approach for time delay estimation, this paper presents a parallel approach to obtain a fast algorithm for time delay estimation. The neural network architecture that we use is general Regression Neural Network (GRNN. For the parallel approach, we use Message Passing Interface (MPI on a beowulf-type cluster and on a Cray supercomputer and we also use the Compute Unified Device Architecture (CUDA™ language on Graphics Processing Units (GPUs. We demonstrate that, with our approach, fast algorithms can be obtained for time delay estimation on large data sets with the same accuracy as state-of-the-art methods.
Artificial neural networks for modeling time series of beach litter in the southern North Sea.
Schulz, Marcus; Matthies, Michael
2014-07-01
In European marine waters, existing monitoring programs of beach litter need to be improved concerning litter items used as indicators of pollution levels, efficiency, and effectiveness. In order to ease and focus future monitoring of beach litter on few important litter items, feed-forward neural networks consisting of three layers were developed to relate single litter items to general categories of marine litter. The neural networks developed were applied to seven beaches in the southern North Sea and modeled time series of five general categories of marine litter, such as litter from fishing, shipping, and tourism. Results of regression analyses show that general categories were predicted significantly moderately to well. Measured and modeled data were in the same order of magnitude, and minima and maxima overlapped well. Neural networks were found to be eligible tools to deliver reliable predictions of marine litter with low computational effort and little input of information. Copyright © 2014 Elsevier Ltd. All rights reserved.
Forecasting the portuguese stock market time series by using artificial neural networks
Isfan, Monica; Menezes, Rui; Mendes, Diana A.
2010-04-01
In this paper, we show that neural networks can be used to uncover the non-linearity that exists in the financial data. First, we follow a traditional approach by analysing the deterministic/stochastic characteristics of the Portuguese stock market data and some typical features are studied, like the Hurst exponents, among others. We also simulate a BDS test to investigate nonlinearities and the results are as expected: the financial time series do not exhibit linear dependence. Secondly, we trained four types of neural networks for the stock markets and used the models to make forecasts. The artificial neural networks were obtained using a three-layer feed-forward topology and the back-propagation learning algorithm. The quite large number of parameters that must be selected to develop a neural network forecasting model involves some trial and as a consequence the error is not small enough. In order to improve this we use a nonlinear optimization algorithm to minimize the error. Finally, the output of the 4 models is quite similar, leading to a qualitative forecast that we compare with the results of the application of k-nearest-neighbor for the same time series.
Directory of Open Access Journals (Sweden)
Ajit Kumar Rout
2017-10-01
Full Text Available The paper presents a low complexity recurrent Functional Link Artificial Neural Network for predicting the financial time series data like the stock market indices over a time frame varying from 1 day ahead to 1 month ahead. Although different types of basis functions have been used for low complexity neural networks earlier for stock market prediction, a comparative study is needed to choose the optimal combinations of these for a reasonably accurate forecast. Further several evolutionary learning methods like the Particle Swarm Optimization (PSO and modified version of its new variant (HMRPSO, and the Differential Evolution (DE are adopted here to find the optimal weights for the recurrent computationally efficient functional link neural network (RCEFLANN using a combination of linear and hyperbolic tangent basis functions. The performance of the recurrent computationally efficient FLANN model is compared with that of low complexity neural networks using the Trigonometric, Chebyshev, Laguerre, Legendre, and tangent hyperbolic basis functions in predicting stock prices of Bombay Stock Exchange data and Standard & Poor’s 500 data sets using different evolutionary methods and has been presented in this paper and the results clearly reveal that the recurrent FLANN model trained with the DE outperforms all other FLANN models similarly trained.
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Guohui Li
2017-01-01
Full Text Available The sunspot numbers are the major target which describes the solar activity level. Long-term prediction of sunspot activity is of great importance for aerospace, communication, disaster prevention, and so on. To improve the prediction accuracy of sunspot time series, the prediction model based on complementary ensemble empirical mode decomposition (CEEMD and wavelet neural network (WNN is proposed. First, the sunspot time series are decomposed by CEEMD to obtain a set of intrinsic modal functions (IMFs. Then, the IMFs and residuals are reconstructed to obtain the training samples and the prediction samples, and these samples are trained and predicted by WNN. Finally, the reconstructed IMFs and residuals are the final prediction results. Five kinds of prediction models are compared, which are BP neural network prediction model, WNN prediction model, empirical mode decomposition and WNN hybrid prediction model, ensemble empirical mode decomposition and WNN hybrid prediction model, and the proposed method in this paper. The same sunspot time series are predicted with five kinds of prediction models. The experimental results show that the proposed model has better prediction accuracy and smaller error.
Mining Gene Regulatory Networks by Neural Modeling of Expression Time-Series.
Rubiolo, Mariano; Milone, Diego H; Stegmayer, Georgina
2015-01-01
Discovering gene regulatory networks from data is one of the most studied topics in recent years. Neural networks can be successfully used to infer an underlying gene network by modeling expression profiles as times series. This work proposes a novel method based on a pool of neural networks for obtaining a gene regulatory network from a gene expression dataset. They are used for modeling each possible interaction between pairs of genes in the dataset, and a set of mining rules is applied to accurately detect the subjacent relations among genes. The results obtained on artificial and real datasets confirm the method effectiveness for discovering regulatory networks from a proper modeling of the temporal dynamics of gene expression profiles.
CSIR Research Space (South Africa)
Olivier, JC
2007-11-01
Full Text Available An Artificial Neural Network (ANN) is proposed to detect human-induced land cover change using a sliding window through a time-series of Moderate Resolution Imaging Spectroradiometer (MODIS) satellite surface reflectance pixel values. Training...
Data on copula modeling of mixed discrete and continuous neural time series
Directory of Open Access Journals (Sweden)
Meng Hu
2016-06-01
Full Text Available Copula is an important tool for modeling neural dependence. Recent work on copula has been expanded to jointly model mixed time series in neuroscience (“Hu et al., 2016, Joint Analysis of Spikes and Local Field Potentials using Copula” [1]. Here we present further data for joint analysis of spike and local field potential (LFP with copula modeling. In particular, the details of different model orders and the influence of possible spike contamination in LFP data from the same and different electrode recordings are presented. To further facilitate the use of our copula model for the analysis of mixed data, we provide the Matlab codes, together with example data.
Li, Qiongge; Chan, Maria F
2017-01-01
Over half of cancer patients receive radiotherapy (RT) as partial or full cancer treatment. Daily quality assurance (QA) of RT in cancer treatment closely monitors the performance of the medical linear accelerator (Linac) and is critical for continuous improvement of patient safety and quality of care. Cumulative longitudinal QA measurements are valuable for understanding the behavior of the Linac and allow physicists to identify trends in the output and take preventive actions. In this study, artificial neural networks (ANNs) and autoregressive moving average (ARMA) time-series prediction modeling techniques were both applied to 5-year daily Linac QA data. Verification tests and other evaluations were then performed for all models. Preliminary results showed that ANN time-series predictive modeling has more advantages over ARMA techniques for accurate and effective applicability in the dosimetry and QA field. © 2016 New York Academy of Sciences.
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Narayanan Manikandan
2016-01-01
Full Text Available Software development life cycle has been characterized by destructive disconnects between activities like planning, analysis, design, and programming. Particularly software developed with prediction based results is always a big challenge for designers. Time series data forecasting like currency exchange, stock prices, and weather report are some of the areas where an extensive research is going on for the last three decades. In the initial days, the problems with financial analysis and prediction were solved by statistical models and methods. For the last two decades, a large number of Artificial Neural Networks based learning models have been proposed to solve the problems of financial data and get accurate results in prediction of the future trends and prices. This paper addressed some architectural design related issues for performance improvement through vectorising the strengths of multivariate econometric time series models and Artificial Neural Networks. It provides an adaptive approach for predicting exchange rates and it can be called hybrid methodology for predicting exchange rates. This framework is tested for finding the accuracy and performance of parallel algorithms used.
Optimizing the De-Noise Neural Network Model for GPS Time-Series Monitoring of Structures
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Mosbeh R. Kaloop
2015-09-01
Full Text Available The Global Positioning System (GPS is recently used widely in structures and other applications. Notwithstanding, the GPS accuracy still suffers from the errors afflicting the measurements, particularly the short-period displacement of structural components. Previously, the multi filter method is utilized to remove the displacement errors. This paper aims at using a novel application for the neural network prediction models to improve the GPS monitoring time series data. Four prediction models for the learning algorithms are applied and used with neural network solutions: back-propagation, Cascade-forward back-propagation, adaptive filter and extended Kalman filter, to estimate which model can be recommended. The noise simulation and bridge’s short-period GPS of the monitoring displacement component of one Hz sampling frequency are used to validate the four models and the previous method. The results show that the Adaptive neural networks filter is suggested for de-noising the observations, specifically for the GPS displacement components of structures. Also, this model is expected to have significant influence on the design of structures in the low frequency responses and measurements’ contents.
BSMART: a Matlab/C toolbox for analysis of multichannel neural time series.
Cui, Jie; Xu, Lei; Bressler, Steven L; Ding, Mingzhou; Liang, Hualou
2008-10-01
We have developed a Matlab/C toolbox, Brain-SMART (System for Multivariate AutoRegressive Time series, or BSMART), for spectral analysis of continuous neural time series data recorded simultaneously from multiple sensors. Available functions include time series data importing/exporting, preprocessing (normalization and trend removal), AutoRegressive (AR) modeling (multivariate/bivariate model estimation and validation), spectral quantity estimation (auto power, coherence and Granger causality spectra), network analysis (including coherence and causality networks) and visualization (including data, power, coherence and causality views). The tools for investigating causal network structures in respect of frequency bands are unique functions provided by this toolbox. All functionality has been integrated into a simple and user-friendly graphical user interface (GUI) environment designed for easy accessibility. Although we have tested the toolbox only on Windows and Linux operating systems, BSMART itself is system independent. This toolbox is freely available (http://www.brain-smart.org) under the GNU public license for open source development.
Directory of Open Access Journals (Sweden)
Umut Okkan
2011-07-01
Full Text Available Recently, Artificial Neural Networks (ANN, which is mathematical modelingtools inspired by the properties of the biological neural system, has been typically used inthe studies of hydrological time series modeling. These modeling studies generally includethe standart feed forward backpropagation (FFBP algorithms such as gradient-descent,gradient-descent with momentum rate and, conjugate gradient etc. As the standart FFBPalgorithms have some disadvantages relating to the time requirement and slowconvergency in training, Newton and Levenberg-Marquardt algorithms, which arealternative approaches to standart FFBP algorithms, were improved and also used in theapplications. In this study, an application of Levenberg-Marquardt algorithm based ANN(LM-ANN for the modeling of monthly inflows of Demirkopru Dam, which is located inthe Gediz basin, was presented. The LM-ANN results were also compared with gradientdescentwith momentum rate algorithm based FFBP model (GDM-ANN. When thestatistics of the long-term and also seasonal-term outputs are compared, it can be seen thatthe LM-ANN model that has been developed, is more sensitive for prediction of theinflows. In addition, LM-ANN approach can be used for modeling of other hydrologicalcomponents in terms of a rapid assessment and its robustness.
Shima, Keisuke; Takata, Daisuke; Bu, Nan; Tsuji, Toshio
This paper proposes a novel reduced-dimensional recurrent probabilistic neural network, and tries to classify electroencephalography (EEG) during motor images. In general, a recurrent probabilistic neural network (RPNN) is a useful tool for pattern discrimination of biological signals such as electromyograms (EMGs) and EEG due to its learning ability. However, when dealing with high dimensional data, RPNNs usually have problems of heavy computation burden and difficulty in training. To overcome these problems, the proposed RPNNs incorporates a dimension-reducing stage based on linear discriminant analysis into the network structure, and a hidden Markov model (HMM) and a Gaussian mixture model (GMM) are composed in the network structure for time-series discrimination. The proposed network is also applied to EEG discrimination using Laplacian filtering and wavelet packet transform (WPT). Discrimination experiments of EEG signals measured during calling motor images in mind were conducted with four subjects. The results showed that the proposed method can achieve relatively high discrimination performance (average discrimination rates: 84.6±5.9%), and indicated that the method has possibility to be applied for the human-machine interfaces.
Neural Networks as a Tool for Constructing Continuous NDVI Time Series from AVHRR and MODIS
Brown, Molly E.; Lary, David J.; Vrieling, Anton; Stathakis, Demetris; Mussa, Hamse
2008-01-01
The long term Advanced Very High Resolution Radiometer-Normalized Difference Vegetation Index (AVHRR-NDVI) record provides a critical historical perspective on vegetation dynamics necessary for global change research. Despite the proliferation of new sources of global, moderate resolution vegetation datasets, the remote sensing community is still struggling to create datasets derived from multiple sensors that allow the simultaneous use of spectral vegetation for time series analysis. To overcome the non-stationary aspect of NDVI, we use an artificial neural network (ANN) to map the NDVI indices from AVHRR to those from MODIS using atmospheric, surface type and sensor-specific inputs to account for the differences between the sensors. The NDVI dynamics and range of MODIS NDVI data at one degree is matched and extended through the AVHRR record. Four years of overlap between the two sensors is used to train a neural network to remove atmospheric and sensor specific effects on the AVHRR NDVI. In this paper, we present the resulting continuous dataset, its relationship to MODIS data, and a validation of the product.
Wind speed time series reconstruction using a hybrid neural genetic approach
Rodriguez, H.; Flores, J. J.; Puig, V.; Morales, L.; Guerra, A.; Calderon, F.
2017-11-01
Currently, electric energy is used in practically all modern human activities. Most of the energy produced came from fossil fuels, making irreversible damage to the environment. Lately, there has been an effort by nations to produce energy using clean methods, such as solar and wind energy, among others. Wind energy is one of the cleanest alternatives. However, the wind speed is not constant, making the planning and operation at electric power systems a difficult activity. Knowing in advance the amount of raw material (wind speed) used for energy production allows us to estimate the energy to be generated by the power plant, helping the maintenance planning, the operational management, optimal operational cost. For these reasons, the forecast of wind speed becomes a necessary task. The forecast process involves the use of past observations from the variable to forecast (wind speed). To measure wind speed, weather stations use devices called anemometers, but due to poor maintenance, connection error, or natural wear, they may present false or missing data. In this work, a hybrid methodology is proposed, and it uses a compact genetic algorithm with an artificial neural network to reconstruct wind speed time series. The proposed methodology reconstructs the time series using a ANN defined by a Compact Genetic Algorithm.
Marginally Stable Triangular Recurrent Neural Network Architecture for Time Series Prediction.
Sivakumar, Seshadri; Sivakumar, Shyamala
2017-09-25
This paper introduces a discrete-time recurrent neural network architecture using triangular feedback weight matrices that allows a simplified approach to ensuring network and training stability. The triangular structure of the weight matrices is exploited to readily ensure that the eigenvalues of the feedback weight matrix represented by the block diagonal elements lie on the unit circle in the complex z-plane by updating these weights based on the differential of the angular error variable. Such placement of the eigenvalues together with the extended close interaction between state variables facilitated by the nondiagonal triangular elements, enhances the learning ability of the proposed architecture. Simulation results show that the proposed architecture is highly effective in time-series prediction tasks associated with nonlinear and chaotic dynamic systems with underlying oscillatory modes. This modular architecture with dual upper and lower triangular feedback weight matrices mimics fully recurrent network architectures, while maintaining learning stability with a simplified training process. While training, the block-diagonal weights (hence the eigenvalues) of the dual triangular matrices are constrained to the same values during weight updates aimed at minimizing the possibility of overfitting. The dual triangular architecture also exploits the benefit of parsing the input and selectively applying the parsed inputs to the two subnetworks to facilitate enhanced learning performance.
Time series prediction in the case of nonlinear loads by using ADALINE and NAR neural networks
Ghiormez, L.; Panoiu, M.; Panoiu, C.; Tirian, O.
2018-01-01
This paper presents a study regarding the time series prediction in the case of an electric arc furnace. The considered furnace is a three phase load and it is used to melt scrap in order to obtain liquid steel. The furnace is powered by a three-phase electrical supply and therefore has three graphite electrodes. The furnace is a nonlinear load that can influence the equipment connected to the same electrical power supply network. The nonlinearity is given by the electric arc that appears at the furnace between the graphite electrode and the scrap. Because of the disturbances caused by the electric arc furnace during the elaboration process of steel it is very useful to predict the current of the electric arc and the voltage from the measuring point in the secondary side of the furnace transformer. In order to make the predictions were used ADALINE and NAR neural networks. To train the networks and to make the predictions were used data acquired from the real technological plant.
Kolokythas, Kostantinos; Vasileios, Salamalikis; Athanassios, Argiriou; Kazantzidis, Andreas
2015-04-01
The wind is a result of complex interactions of numerous mechanisms taking place in small or large scales, so, the better knowledge of its behavior is essential in a variety of applications, especially in the field of power production coming from wind turbines. In the literature there is a considerable number of models, either physical or statistical ones, dealing with the problem of simulation and prediction of wind speed. Among others, Artificial Neural Networks (ANNs) are widely used for the purpose of wind forecasting and, in the great majority of cases, outperform other conventional statistical models. In this study, a number of ANNs with different architectures, which have been created and applied in a dataset of wind time series, are compared to Auto Regressive Integrated Moving Average (ARIMA) statistical models. The data consist of mean hourly wind speeds coming from a wind farm on a hilly Greek region and cover a period of one year (2013). The main goal is to evaluate the models ability to simulate successfully the wind speed at a significant point (target). Goodness-of-fit statistics are performed for the comparison of the different methods. In general, the ANN showed the best performance in the estimation of wind speed prevailing over the ARIMA models.
Directory of Open Access Journals (Sweden)
M. Raeesi
2014-10-01
Full Text Available Short time prediction is one of the most important factors in intelligence transportation system (ITS. In this research, the use of feed forward neural network for traffic time-series prediction is presented. In this paper, the traffic in one direction of the road segment is predicted. The input of the neural network is the time delay data exported from the road traffic data of Monroe city. The time delay data is used for training the network. For generating the time delay data, the traffic data related to the first 300 days of 2008 is used. The performance of the feed forward neural network model is validated using the real observation data of the 301st day.
Directory of Open Access Journals (Sweden)
Subanar Subanar
2006-01-01
Full Text Available Recently, one of the central topics for the neural networks (NN community is the issue of data preprocessing on the use of NN. In this paper, we will investigate this topic particularly on the effect of Decomposition method as data processing and the use of NN for modeling effectively time series with both trend and seasonal patterns. Limited empirical studies on seasonal time series forecasting with neural networks show that some find neural networks are able to model seasonality directly and prior deseasonalization is not necessary, and others conclude just the opposite. In this research, we study particularly on the effectiveness of data preprocessing, including detrending and deseasonalization by applying Decomposition method on NN modeling and forecasting performance. We use two kinds of data, simulation and real data. Simulation data are examined on multiplicative of trend and seasonality patterns. The results are compared to those obtained from the classical time series model. Our result shows that a combination of detrending and deseasonalization by applying Decomposition method is the effective data preprocessing on the use of NN for forecasting trend and seasonal time series.
Cui, Yiqian; Shi, Junyou; Wang, Zili
2015-11-01
Quantum Neural Networks (QNN) models have attracted great attention since it innovates a new neural computing manner based on quantum entanglement. However, the existing QNN models are mainly based on the real quantum operations, and the potential of quantum entanglement is not fully exploited. In this paper, we proposes a novel quantum neuron model called Complex Quantum Neuron (CQN) that realizes a deep quantum entanglement. Also, a novel hybrid networks model Complex Rotation Quantum Dynamic Neural Networks (CRQDNN) is proposed based on Complex Quantum Neuron (CQN). CRQDNN is a three layer model with both CQN and classical neurons. An infinite impulse response (IIR) filter is embedded in the Networks model to enable the memory function to process time series inputs. The Levenberg-Marquardt (LM) algorithm is used for fast parameter learning. The networks model is developed to conduct time series predictions. Two application studies are done in this paper, including the chaotic time series prediction and electronic remaining useful life (RUL) prediction. Copyright © 2015 Elsevier Ltd. All rights reserved.
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Levi Lopes Teixeira
2015-12-01
Full Text Available Time series forecasting is widely used in various areas of human knowledge, especially in the planning and strategic direction of companies. The success of this task depends on the forecasting techniques applied. In this paper, a hybrid approach to project time series is suggested. To validate the methodology, a time series already modeled by other authors was chosen, allowing the comparison of results. The proposed methodology includes the following techniques: wavelet shrinkage, wavelet decomposition at level r, and artificial neural networks (ANN. Firstly, a time series to be forecasted is submitted to the proposed wavelet filtering method, which decomposes it to components of trend and linear residue. Then, both are decomposed via level r wavelet decomposition, generating r + 1 Wavelet Components (WCs for each one; and then each WC is individually modeled by an ANN. Finally, the predictions for all WCs are linearly combined, producing forecasts to the underlying time series. For evaluating purposes, the time series of Canadian Lynx has been used, and all results achieved by the proposed method were better than others in existing literature.
Training and evaluation of neural networks for multi-variate time series processing
DEFF Research Database (Denmark)
Fog, Torben L.; Larsen, Jan; Hansen, Lars Kai
1995-01-01
We study the training and generalization for multi-variate time series processing. It is suggested to used a quasi-maximum likelihood approach rather than the standard sum of squared errors, thus taking dependencies among the errors of the individual time series into account. This may lead...... to improved generalization performance. Further, we extend the optimal brain damage pruning technique to the multi-variate case. A key ingredient is an algebraic expression for the generalization ability of a multi-variate model. The variability of the suggested techniques are successfully demonstrated...
1995-12-01
problem that has fascinated mathematicians and astrologers alike. With a linear time series the problem is quite trivial; the equation can generally be...effect on the desired output. Excitement increases the probability that the PE will fire while the inhibitor has the opposite effect. The input is
Energy Technology Data Exchange (ETDEWEB)
Torres Junior, Rubiao G.; Machado, Maria Augusta S. [Instituto Brasileiro de Mercado de Capitais (IBMEC), Rio de Janeiro, RJ (Brazil); Souza, Reinaldo C. [Pontificia Univ. Catolica do Rio de Janeiro, RJ (Brazil)
2005-07-01
The objective of this work is the application of two failure prediction models in industrial maintenance with the use of Artificial Neural Networks (ANN). A characteristic of the modern industrial environment is a strong competition which leads companies to search for costs minimization methods. Thus, dada gathering and maintenance dada treatment becomes extremely important in this scenario for it aims the equipment and plant systems real repair necessity. Therefore, the objective becomes the widening of the system's full activity in a continuous manner, in the required period, without problems in their integrating parts. A daily time series is modeled based on maintenance interventions pauses dada from a five years period derived form many productive systems in the finalization areas of PETROFLEX Ind. and Com. S.A. Thus, the purpose is to introduce models based on neural networks and verify its system's pauses prediction capacity, so as to intervene with adequate timing before the system fails, extend the operational period and consequently increase its availability. The results obtained in this work demonstrate the employment of Neural Networks in the prediction of pauses in PETROFLEX industrial area maintenance. The ANN's prediction capacity in a group of dada with strong non-linear component where other statistical techniques have shown little efficient has also been confirmed. Discover neural models to predict failure systems time series has enable a breakthrough in the research field, especially due to the market demand. It's no doubt a technique that will evolve in the industrial maintenance area financing important managing decision. Prediction techniques, such as the ones illustrated in this study, work side by side maintenance planning and if carefully implemented and followed up can in the medium run supply a substantial increase in the available operational hours. (author)
Long time series of soil moisture obtained using neural networks: application to AMSR-E and SMOS
Rodriguez-Fernandez, Nemesio J.; Kerr, Yann H.; de Jeu, Rcihard A. M.; van der Schalie, Robin; Wigneron, Jean Pierre; Ayaari, Amen al; Dolman, Han; Drusch, Matthias; Mecklenburg, Sussane
2015-04-01
The Soil Moisture and Ocean Salinity (SMOS) satellite is the first mission specifically designed to measure soil moisture (hereafter SM) from space. The instrument on-board SMOS is a L-band aperture synthesis radiometer, with full-polarization and multi-angular capabilities (Mecklenburg et al. 2012). The operational SM retrieval algorithm is based on a physical model (Kerr et al. 2012). In addition, Rodriguez-Fernandez et al. (2014) have recently implemented an inverse model based in neural networks using the approach of Aires & Prigent (2006), which consists in training the neural networks with numerical weather prediction models (ECMWF, Balsamo et al. 2009). In the context of an ESA funded project (de Jeu et al, this conference, session CL 5.7), we have studied this neural network approach to create a consistent soil moisture dataset from 2003 to 2014 using NASA/JAXA Advanced Scanning Microwave Radiometer (AMSR-E) and ESA SMOS radiometers as input data. Two neural networks algorithms have been defined and optimized using AMSR-E or SMOS as input data in the periods 2003-Oct 2011 and 2010-2014, respectively. The two missions overlapping period has been used to demonstrate the consistency of the SM dataset produced with both algorithms by comparing monthly averages of SM and by comparing with time series of in situ measurements at selected locations and other SM products such as the SMOS operational SM, ECMWF model SM, and AMSR-E LPRM SM (Owe et al. 2008). Finally, the long time series of SM obtained with neural networks will be compared to in-situ measurements and ECMWF ERA-Interim SM at selected locations. This long-term soil moisture dataset can be used for hydrological and climate applications and it is the first step towards a longer dataset which will include additional sensors. References Aires, F. & Prigent, C. Toward a new generation of satellite surface products? Journal of Geophysical Research: Atmospheres (1984--2012), Wiley Online Library, 2006, 11
Directory of Open Access Journals (Sweden)
Chih-Chieh Young
2015-01-01
Full Text Available Accurate prediction of water level fluctuation is important in lake management due to its significant impacts in various aspects. This study utilizes four model approaches to predict water levels in the Yuan-Yang Lake (YYL in Taiwan: a three-dimensional hydrodynamic model, an artificial neural network (ANN model (back propagation neural network, BPNN, a time series forecasting (autoregressive moving average with exogenous inputs, ARMAX model, and a combined hydrodynamic and ANN model. Particularly, the black-box ANN model and physically based hydrodynamic model are coupled to more accurately predict water level fluctuation. Hourly water level data (a total of 7296 observations was collected for model calibration (training and validation. Three statistical indicators (mean absolute error, root mean square error, and coefficient of correlation were adopted to evaluate model performances. Overall, the results demonstrate that the hydrodynamic model can satisfactorily predict hourly water level changes during the calibration stage but not for the validation stage. The ANN and ARMAX models better predict the water level than the hydrodynamic model does. Meanwhile, the results from an ANN model are superior to those by the ARMAX model in both training and validation phases. The novel proposed concept using a three-dimensional hydrodynamic model in conjunction with an ANN model has clearly shown the improved prediction accuracy for the water level fluctuation.
Forecasting Natural Gas Prices Using Wavelets, Time Series, and Artificial Neural Networks.
Jin, Junghwan; Kim, Jinsoo
2015-01-01
Following the unconventional gas revolution, the forecasting of natural gas prices has become increasingly important because the association of these prices with those of crude oil has weakened. With this as motivation, we propose some modified hybrid models in which various combinations of the wavelet approximation, detail components, autoregressive integrated moving average, generalized autoregressive conditional heteroskedasticity, and artificial neural network models are employed to predict natural gas prices. We also emphasize the boundary problem in wavelet decomposition, and compare results that consider the boundary problem case with those that do not. The empirical results show that our suggested approach can handle the boundary problem, such that it facilitates the extraction of the appropriate forecasting results. The performance of the wavelet-hybrid approach was superior in all cases, whereas the application of detail components in the forecasting was only able to yield a small improvement in forecasting performance. Therefore, forecasting with only an approximation component would be acceptable, in consideration of forecasting efficiency.
Directory of Open Access Journals (Sweden)
Felix Rembold
2013-03-01
Full Text Available For large areas, it is difficult to assess the spatial distribution and inter-annual variation of crop acreages through field surveys. Such information, however, is of great value for governments, land managers, planning authorities, commodity traders and environmental scientists. Time series of coarse resolution imagery offer the advantage of global coverage at low costs, and are therefore suitable for large-scale crop type mapping. Due to their coarse spatial resolution, however, the problem of mixed pixels has to be addressed. Traditional hard classification approaches cannot be applied because of sub-pixel heterogeneity. We evaluate neural networks as a modeling tool for sub-pixel crop acreage estimation. The proposed methodology is based on the assumption that different cover type proportions within coarse pixels prompt changes in time profiles of remotely sensed vegetation indices like the Normalized Difference Vegetation Index (NDVI. Neural networks can learn the relation between temporal NDVI signatures and the sought crop acreage information. This learning step permits a non-linear unmixing of the temporal information provided by coarse resolution satellite sensors. For assessing the feasibility and accuracy of the approach, a study region in central Italy (Tuscany was selected. The task consisted of mapping the spatial distribution of winter crops abundances within 1 km AVHRR pixels between 1988 and 2001. Reference crop acreage information for network training and validation was derived from high resolution Thematic Mapper/Enhanced Thematic Mapper (TM/ETM+ images and official agricultural statistics. Encouraging results were obtained demonstrating the potential of the proposed approach. For example, the spatial distribution of winter crop acreage at sub-pixel level was mapped with a cross-validated coefficient of determination of 0.8 with respect to the reference information from high resolution imagery. For the eight years for which
Plazas-Nossa, Leonardo; Hofer, Thomas; Gruber, Günter; Torres, Andres
2017-02-01
This work proposes a methodology for the forecasting of online water quality data provided by UV-Vis spectrometry. Therefore, a combination of principal component analysis (PCA) to reduce the dimensionality of a data set and artificial neural networks (ANNs) for forecasting purposes was used. The results obtained were compared with those obtained by using discrete Fourier transform (DFT). The proposed methodology was applied to four absorbance time series data sets composed by a total number of 5705 UV-Vis spectra. Absolute percentage errors obtained by applying the proposed PCA/ANN methodology vary between 10% and 13% for all four study sites. In general terms, the results obtained were hardly generalizable, as they appeared to be highly dependent on specific dynamics of the water system; however, some trends can be outlined. PCA/ANN methodology gives better results than PCA/DFT forecasting procedure by using a specific spectra range for the following conditions: (i) for Salitre wastewater treatment plant (WWTP) (first hour) and Graz West R05 (first 18 min), from the last part of UV range to all visible range; (ii) for Gibraltar pumping station (first 6 min) for all UV-Vis absorbance spectra; and (iii) for San Fernando WWTP (first 24 min) for all of UV range to middle part of visible range.
Guarnaccia, Claudio; Quartieri, Joseph; Tepedino, Carmine
2017-06-01
The dangerous effect of noise on human health is well known. Both the auditory and non-auditory effects are largely documented in literature, and represent an important hazard in human activities. Particular care is devoted to road traffic noise, since it is growing according to the growth of residential, industrial and commercial areas. For these reasons, it is important to develop effective models able to predict the noise in a certain area. In this paper, a hybrid predictive model is presented. The model is based on the mixing of two different approach: the Time Series Analysis (TSA) and the Artificial Neural Network (ANN). The TSA model is based on the evaluation of trend and seasonality in the data, while the ANN model is based on the capacity of the network to "learn" the behavior of the data. The mixed approach will consist in the evaluation of noise levels by means of TSA and, once the differences (residuals) between TSA estimations and observed data have been calculated, in the training of a ANN on the residuals. This hybrid model will exploit interesting features and results, with a significant variation related to the number of steps forward in the prediction. It will be shown that the best results, in terms of prediction, are achieved predicting one step ahead in the future. Anyway, a 7 days prediction can be performed, with a slightly greater error, but offering a larger range of prediction, with respect to the single day ahead predictive model.
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Panpan Yao
2017-01-01
Full Text Available This study presents a back propagation neural network (BPNN method to rebuild a global and long-term soil moisture (SM series, adopting the microwave vegetation index (MVI. The data used in our study include Soil Moisture and Ocean Salinity (SMOS Level 3 soil moisture (SMOSL3sm data, the Advanced Microwave Scanning Radiometer-Earth Observing System (AMSR-E, and Advanced Microwave Scanning Radiometer 2 (AMSR2 Level 3 brightness temperature (TB data and L3 SM products. The BPNNs on each grid were trained over July 2010–June 2011, and the entire year of 2013, with SMOSL3sm as a training target, and taking the reflectivities (Rs of the C/X/Ku/Ka/Q bands, and the MVI from AMSR-E/AMSR2 TB data, as input, in which the MVI is used to correct for vegetation effects. The training accuracy of networks was evaluated by comparing soil moisture products produced using BPNNs (NNsm hereafter with SMOSL3sm during the BPNN training period, in terms of correlation coefficient (CC, bias (Bias, and the root mean square error (RMSE. Good global results were obtained with CC = 0.67, RMSE = 0.055 m3/m3 and Bias = −0.0005 m3/m3, particularly over Australia, Central USA, and Central Asia. With these trained networks over each pixel, a global and long-term soil moisture time series, i.e., 2003–2015, was built using AMSR-E TB from 2003 to 2011 and AMSR2 TB from 2012 to 2015. Then, NNsm products were evaluated against in situ SM observations from all SCAN (Soil Climate Analysis Network sites (SCANsm. The results show that NNsm has a good agreement with in situ data, and can capture the temporal dynamics of in situ SM, with CC = 0.52, RMSE = 0.84 m3/m3 and Bias = −0.002 m3/m3. We also evaluate the accuracy of NNsm by comparing with AMSR-E/AMSR2 SM products, with results of a regression method. As a conclusion, this study provides a promising BPNN method adopting MVI to rebuild a long-term SM time series, and this could provide useful insights for the future Water
2013-01-01
Time series analysis can be used to quantitatively monitor, describe, explain, and predict road safety developments. Time series analysis techniques offer the possibility of quantitatively modelling road safety developments in such a way that the dependencies between the observations of time series
Erberich, Stephan G.; Bluml, Stefan; Nelson, Marvin D.
2003-05-01
Brain imaging and particular functional MRI (fMRI), which acquires brain volumes in time, reveals new understanding of the functional/structural relation in neuroscience. During fMRI imaging physiological state changes occur in the brain regions activated from the task paradigm which the subject performs in the scanner. These state changes can be depicted in the small veins of the activated region due to the blood oxygen level dependent (BOLD) effect. For each brain voxel in the fMRI experiment one accumulates a time series vector which has to be analyzed for similarity to the original task paradigm vector and its characteristic hemodynamic response function (HRF). Various analysis methods have been discussed for fMRI analysis, model-based statistical or unsupervised data-driven techniques. The purpose of this paper is to introduce a new method which combines two different approaches. We use an unsupervised self-organizing map (SOM) neural network to reduce the time series vector space by non-linear pattern recognition into a 2D table of representative time series wave-forms. Using a-priori knowledge of the HRF, either derived from a theoretical wave-form model or estimated from a brain region of interest (ROI), one can use correlation analysis between the time series patterns of the SOM table and the HRF to depict regions of activation specific to the HRF. An optional second SOM training with a reduce number of neurons of the best-matching time series to the HRF classification refines the second neural network pattern table. The learned time series pattern of each neuron and the corresponding brain voxels are superimposed onto the subject's brain image for visual investigation.
Energy Technology Data Exchange (ETDEWEB)
Gentili, Pier Luigi, E-mail: pierluigi.gentili@unipg.it [Department of Chemistry, Biology and Biotechnology, University of Perugia, 06123 Perugia (Italy); Gotoda, Hiroshi [Department of Mechanical Engineering, Ritsumeikan University, 1-1-1 Nojihigashi, Kusatsu-shi, Shiga 525-8577 (Japan); Dolnik, Milos; Epstein, Irving R. [Department of Chemistry, Brandeis University, Waltham, Massachusetts 02454-9110 (United States)
2015-01-15
Forecasting of aperiodic time series is a compelling challenge for science. In this work, we analyze aperiodic spectrophotometric data, proportional to the concentrations of two forms of a thermoreversible photochromic spiro-oxazine, that are generated when a cuvette containing a solution of the spiro-oxazine undergoes photoreaction and convection due to localized ultraviolet illumination. We construct the phase space for the system using Takens' theorem and we calculate the Lyapunov exponents and the correlation dimensions to ascertain the chaotic character of the time series. Finally, we predict the time series using three distinct methods: a feed-forward neural network, fuzzy logic, and a local nonlinear predictor. We compare the performances of these three methods.
Gentili, Pier Luigi; Gotoda, Hiroshi; Dolnik, Milos; Epstein, Irving R
2015-01-01
Forecasting of aperiodic time series is a compelling challenge for science. In this work, we analyze aperiodic spectrophotometric data, proportional to the concentrations of two forms of a thermoreversible photochromic spiro-oxazine, that are generated when a cuvette containing a solution of the spiro-oxazine undergoes photoreaction and convection due to localized ultraviolet illumination. We construct the phase space for the system using Takens' theorem and we calculate the Lyapunov exponents and the correlation dimensions to ascertain the chaotic character of the time series. Finally, we predict the time series using three distinct methods: a feed-forward neural network, fuzzy logic, and a local nonlinear predictor. We compare the performances of these three methods.
DEFF Research Database (Denmark)
Moskowitz, Tobias J.; Ooi, Yao Hua; Heje Pedersen, Lasse
2012-01-01
We document significant “time series momentum” in equity index, currency, commodity, and bond futures for each of the 58 liquid instruments we consider. We find persistence in returns for one to 12 months that partially reverses over longer horizons, consistent with sentiment theories of initial...... under-reaction and delayed over-reaction. A diversified portfolio of time series momentum strategies across all asset classes delivers substantial abnormal returns with little exposure to standard asset pricing factors and performs best during extreme markets. Examining the trading activities...... of speculators and hedgers, we find that speculators profit from time series momentum at the expense of hedgers....
Multivariate Time Series Search
National Aeronautics and Space Administration — Multivariate Time-Series (MTS) are ubiquitous, and are generated in areas as disparate as sensor recordings in aerospace systems, music and video streams, medical...
DEFF Research Database (Denmark)
Hisdal, H.; Holmqvist, E.; Hyvärinen, V.
Awareness that emission of greenhouse gases will raise the global temperature and change the climate has led to studies trying to identify such changes in long-term climate and hydrologic time series. This report, written by the......Awareness that emission of greenhouse gases will raise the global temperature and change the climate has led to studies trying to identify such changes in long-term climate and hydrologic time series. This report, written by the...
Elangasinghe, M. A.; Singhal, N.; Dirks, K. N.; Salmond, J. A.; Samarasinghe, S.
2014-09-01
This paper uses artificial neural networks (ANN), combined with k-means clustering, to understand the complex time series of PM10 and PM2.5 concentrations at a coastal location of New Zealand based on data from a single site. Out of available meteorological parameters from the network (wind speed, wind direction, solar radiation, temperature, relative humidity), key factors governing the pattern of the time series concentrations were identified through input sensitivity analysis performed on the trained neural network model. The transport pathways of particulate matter under these key meteorological parameters were further analysed through bivariate concentration polar plots and k-means clustering techniques. The analysis shows that the external sources such as marine aerosols and local sources such as traffic and biomass burning contribute equally to the particulate matter concentrations at the study site. These results are in agreement with the results of receptor modelling by the Auckland Council based on Positive Matrix Factorization (PMF). Our findings also show that contrasting concentration-wind speed relationships exist between marine aerosols and local traffic sources resulting in very noisy and seemingly large random PM10 concentrations. The inclusion of cluster rankings as an input parameter to the ANN model showed a statistically significant (p transport characteristics prior to the implementation of costly chemical analysis techniques or advanced air dispersion models.
Madsen, Henrik
2007-01-01
""In this book the author gives a detailed account of estimation, identification methodologies for univariate and multivariate stationary time-series models. The interesting aspect of this introductory book is that it contains several real data sets and the author made an effort to explain and motivate the methodology with real data. … this introductory book will be interesting and useful not only to undergraduate students in the UK universities but also to statisticians who are keen to learn time-series techniques and keen to apply them. I have no hesitation in recommending the book.""-Journa
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)""…
Forecasting of nonlinear time series using ANN
Directory of Open Access Journals (Sweden)
Ahmed Tealab
2017-06-01
Full Text Available When forecasting time series, it is important to classify them according linearity behavior that the linear time series remains at the forefront of academic and applied research, it has often been found that simple linear time series models usually leave certain aspects of economic and financial data unexplained. The dynamic behavior of most of the time series in our real life with its autoregressive and inherited moving average terms issue the challenge to forecast nonlinear times series that contain inherited moving average terms using computational intelligence methodologies such as neural networks. It is rare to find studies that concentrate on forecasting nonlinear times series that contain moving average terms. In this study, we demonstrate that the common neural networks are not efficient for recognizing the behavior of nonlinear or dynamic time series which has moving average terms and hence low forecasting capability. This leads to the importance of formulating new models of neural networks such as Deep Learning neural networks with or without hybrid methodologies such as Fuzzy Logic.
DEFF Research Database (Denmark)
Fischer, Paul; Hilbert, Astrid
2012-01-01
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...
Singh, S.; Jaishi, H. P.; Tiwari, R. P.; Tiwari, R. C.
2017-07-01
This paper reports the analysis of soil radon data recorded in the seismic zone-V, located in the northeastern part of India (latitude 23.73N, longitude 92.73E). Continuous measurements of soil-gas emission along Chite fault in Mizoram (India) were carried out with the replacement of solid-state nuclear track detectors at weekly interval. The present study was done for the period from March 2013 to May 2015 using LR-115 Type II detectors, manufactured by Kodak Pathe, France. In order to reduce the influence of meteorological parameters, statistical analysis tools such as multiple linear regression and artificial neural network have been used. Decrease in radon concentration was recorded prior to some earthquakes that occurred during the observation period. Some false anomalies were also recorded which may be attributed to the ongoing crustal deformation which was not major enough to produce an earthquake.
Designer networks for time series processing
DEFF Research Database (Denmark)
Svarer, C; Hansen, Lars Kai; Larsen, Jan
1993-01-01
The conventional tapped-delay neural net may be analyzed using statistical methods and the results of such analysis can be applied to model optimization. The authors review and extend efforts to demonstrate the power of this strategy within time series processing. They attempt to design compact...
GPS Position Time Series @ JPL
Owen, Susan; Moore, Angelyn; Kedar, Sharon; Liu, Zhen; Webb, Frank; Heflin, Mike; Desai, Shailen
2013-01-01
Different flavors of GPS time series analysis at JPL - Use same GPS Precise Point Positioning Analysis raw time series - Variations in time series analysis/post-processing driven by different users. center dot JPL Global Time Series/Velocities - researchers studying reference frame, combining with VLBI/SLR/DORIS center dot JPL/SOPAC Combined Time Series/Velocities - crustal deformation for tectonic, volcanic, ground water studies center dot ARIA Time Series/Coseismic Data Products - Hazard monitoring and response focused center dot ARIA data system designed to integrate GPS and InSAR - GPS tropospheric delay used for correcting InSAR - Caltech's GIANT time series analysis uses GPS to correct orbital errors in InSAR - Zhen Liu's talking tomorrow on InSAR Time Series analysis
Directory of Open Access Journals (Sweden)
Giovanni Salini Calderón
2006-12-01
Full Text Available Se diseñó una red neuronal artificial (RNA para hacer predicciones de valores de concentraciones horarias de material particulado fino en la atmósfera. El estudio está basado en los datos de tres años de series de tiempo de pm2.5 (material particulado suspendido de 2,5 micrones de diámetro, obtenidos en una estación céntrica de la Red MACAM de la ciudad de Santiago de Chile, entre los años 1994 y 1996. Para obtener el espaciamiento óptimo de los datos, así como el número de datos hacia atrás necesarios para pronosticar el valor futuro, se aplicaron dos test estándar usados en estudio de sistemas dinámicos, como Información Mutua promedio (AMI y Falsos Vecinos más Cercanos (FNN. De esta manera se encontró que lo más conveniente era considerar como entrada los datos de PM2.5 cada seis horas durante un día (cuatro datos, y en base a ellos predecir el dato siguiente. Una vez fijo el número de variables de entrada y elegida la variable a pronosticar, se diseñó un modelo predictivo basado en la técnica de RNA. El tipo de modelo de RNA usado fue uno de multicapas, alimentado hacia adelante y entrenado mediante la técnica de propagación hacia atrás. Se probaron redes sin capa oculta y con una y dos capas ocultas. El mejor modelo resultó ser con una capa oculta, a diferencia de lo obtenido en trabajo anterior que reportaba que la red sin capa oculta era más eficiente. Los resultados fueron más precisos que los obtenidos con un modelo de persistencia (el valor en seis horas más será el mismo que el actual.An artificial neural network for the forecasting of concentrations of fine particulate matter in the atmosphere was designed. The data set analyzed corresponds to three years of pm2.5 time series (particulate matter in suspension with aerodynamic diameter less than 2,5 microns, measured in a station that belongs to Santiago's monitoring network (Red MACAM and is located near downtown. We consider measurements of
Directory of Open Access Journals (Sweden)
Zheng Lu
2017-06-01
Full Text Available A method using a nonlinear auto-regressive neural network with exogenous input (NARXnn to retrieve time series soil moisture (SM that is spatially and temporally continuous and high quality over the Heihe River Basin (HRB in China was investigated in this study. The input training data consisted of the X-band dual polarization brightness temperature (TB and the Ka-band V polarization TB from the Advanced Microwave Scanning Radiometer II (AMSR2, Global Land Satellite product (GLASS Leaf Area Index (LAI, precipitation from the Tropical Rainfall Measuring Mission (TRMM and the Global Precipitation Measurement (GPM, and a global 30 arc-second elevation (GTOPO-30. The output training data were generated from fused SM products of the Japan Aerospace Exploration Agency (JAXA and the Land Surface Parameter Model (LPRM. The reprocessed fused SM from two years (2013 and 2014 was inputted into the NARXnn for training; subsequently, SM during a third year (2015 was estimated. Direct and indirect validations were then performed during the period 2015 by comparing with in situ measurements, SM from JAXA, LPRM and the Global Land Data Assimilation System (GLDAS, as well as precipitation data from TRMM and GPM. The results showed that the SM predictions from NARXnn performed best, as indicated by their higher correlation coefficients (R ≥ 0.85 for the whole year of 2015, lower Bias values (absolute value of Bias ≤ 0.02 and root mean square error values (RMSE ≤ 0.06, and their improved response to precipitation. This method is being used to produce the NARXnn SM product over the HRB in China.
Advances in time series forecasting
Cagdas, Hakan Aladag
2012-01-01
Readers will learn how these methods work and how these approaches can be used to forecast real life time series. The hybrid forecasting model is also explained. Data presented in this e-book is problem based and is taken from real life situations. It is a valuable resource for students, statisticians and working professionals interested in advanced time series analysis.
Time series analysis time series analysis methods and applications
Rao, Tata Subba; Rao, C R
2012-01-01
The field of statistics not only affects all areas of scientific activity, but also many other matters such as public policy. It is branching rapidly into so many different subjects that a series of handbooks is the only way of comprehensively presenting the various aspects of statistical methodology, applications, and recent developments. The Handbook of Statistics is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with Volume 30 dealing with time series. The series is addressed to the entire community of statisticians and scientists in various disciplines who use statistical methodology in their work. At the same time, special emphasis is placed on applications-oriented techniques, with the applied statistician in mind as the primary audience. Comprehensively presents the various aspects of statistical methodology Discusses a wide variety of diverse applications and recent developments Contributors are internationally renowened experts in their respect...
Prediction of nonlinear time series by kernel regression smoothing
Borovkova, S; Burton, R; Dehling, H; Prochazka, A; Uhlir, J; Sovka, P
1997-01-01
We address the problem of prediction of nonlinear time series by kernel estimation of autoregression, and introduce a variation of this method. We apply this method to an experimental time series and compare its performance with predictions by feed-forward neural networks as well as with fitting a
Time series forecasting based on deep extreme learning machine
Guo, Xuqi; Pang, Y.; Yan, Gaowei; Qiao, Tiezhu; Yang, Guang-Hong; Yang, Dan
2017-01-01
Multi-layer Artificial Neural Networks (ANN) has caught widespread attention as a new method for time series forecasting due to the ability of approximating any nonlinear function. In this paper, a new local time series prediction model is established with the nearest neighbor domain theory, in
Random time series in astronomy.
Vaughan, Simon
2013-02-13
Progress in astronomy comes from interpreting the signals encoded in the light received from distant objects: the distribution of light over the sky (images), over photon wavelength (spectrum), over polarization angle and over time (usually called light curves by astronomers). In the time domain, we see transient events such as supernovae, gamma-ray bursts and other powerful explosions; we see periodic phenomena such as the orbits of planets around nearby stars, radio pulsars and pulsations of stars in nearby galaxies; and we see persistent aperiodic variations ('noise') from powerful systems such as accreting black holes. I review just a few of the recent and future challenges in the burgeoning area of time domain astrophysics, with particular attention to persistently variable sources, the recovery of reliable noise power spectra from sparsely sampled time series, higher order properties of accreting black holes, and time delays and correlations in multi-variate time series.
Pattern Recognition in Time Series
Lin, Jessica; Williamson, Sheri; Borne, Kirk D.; DeBarr, David
2012-03-01
Perhaps the most commonly encountered data types are time series, touching almost every aspect of human life, including astronomy. One obvious problem of handling time-series databases concerns with its typically massive size—gigabytes or even terabytes are common, with more and more databases reaching the petabyte scale. For example, in telecommunication, large companies like AT&T produce several hundred millions long-distance records per day [Cort00]. In astronomy, time-domain surveys are relatively new—these are surveys that cover a significant fraction of the sky with many repeat observations, thereby producing time series for millions or billions of objects. Several such time-domain sky surveys are now completed, such as the MACHO [Alco01],OGLE [Szym05], SDSS Stripe 82 [Bram08], SuperMACHO [Garg08], and Berkeley’s Transients Classification Pipeline (TCP) [Star08] projects. The Pan-STARRS project is an active sky survey—it began in 2010, a 3-year survey covering three-fourths of the sky with ˜60 observations of each field [Kais04]. The Large Synoptic Survey Telescope (LSST) project proposes to survey 50% of the visible sky repeatedly approximately 1000 times over a 10-year period, creating a 100-petabyte image archive and a 20-petabyte science database (http://www.lsst.org/). The LSST science database will include time series of over 100 scientific parameters for each of approximately 50 billion astronomical sources—this will be the largest data collection (and certainly the largest time series database) ever assembled in astronomy, and it rivals any other discipline’s massive data collections for sheer size and complexity. More common in astronomy are time series of flux measurements. As a consequence of many decades of observations (and in some cases, hundreds of years), a large variety of flux variations have been detected in astronomical objects, including periodic variations (e.g., pulsating stars, rotators, pulsars, eclipsing binaries
JWST NIRCam Time Series Observations
Greene, Tom; Schlawin, E.
2017-01-01
We explain how to make time-series observations with the Near-Infrared camera (NIRCam) science instrument of the James Webb Space Telescope. Both photometric and spectroscopic observations are described. We present the basic capabilities and performance of NIRCam and show examples of how to set its observing parameters using the Space Telescope Science Institute's Astronomer's Proposal Tool (APT).
Stochastic Time-Series Spectroscopy
Scoville, John
2015-01-01
Spectroscopically measuring low levels of non-equilibrium phenomena (e.g. emission in the presence of a large thermal background) can be problematic due to an unfavorable signal-to-noise ratio. An approach is presented to use time-series spectroscopy to separate non-equilibrium quantities from slowly varying equilibria. A stochastic process associated with the non-equilibrium part of the spectrum is characterized in terms of its central moments or cumulants, which may vary over time. This parameterization encodes information about the non-equilibrium behavior of the system. Stochastic time-series spectroscopy (STSS) can be implemented at very little expense in many settings since a series of scans are typically recorded in order to generate a low-noise averaged spectrum. Higher moments or cumulants may be readily calculated from this series, enabling the observation of quantities that would be difficult or impossible to determine from an average spectrum or from prinicipal components analysis (PCA). This meth...
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.
International Work-Conference on Time Series
Pomares, Héctor; Valenzuela, Olga
2017-01-01
This volume of selected and peer-reviewed contributions on the latest developments in time series analysis and forecasting updates the reader on topics such as analysis of irregularly sampled time series, multi-scale analysis of univariate and multivariate time series, linear and non-linear time series models, advanced time series forecasting methods, applications in time series analysis and forecasting, advanced methods and online learning in time series and high-dimensional and complex/big data time series. The contributions were originally presented at the International Work-Conference on Time Series, ITISE 2016, held in Granada, Spain, June 27-29, 2016. The series of ITISE conferences provides a forum for scientists, engineers, educators and students to discuss the latest ideas and implementations in the foundations, theory, models and applications in the field of time series analysis and forecasting. It focuses on interdisciplinary and multidisciplinary rese arch encompassing the disciplines of comput...
FORECASTING FINANCIAL TIME SERIES USING A METHOD OF SELFORGANIZED CRITICALITY
Directory of Open Access Journals (Sweden)
Michail E. Mazurov
2014-01-01
Full Text Available There are four main methods of forecastingfinancial time series: technical analysis,mathematical analysis, fundamental analysis, the use of neural networks. Evolution of ﬁnancial time series is accompanied by bifurcations, characterizing the internal propertiesof the system. Then there is the unstable state and momentum, which is distributed in a distributed system stock exchanges. Giventhis mechanism to analyze the behaviorof ﬁnancial time series, we use bifurcation theory and a system of nonlinear differential equations of parabolic type, which are thebasic equations in synergetics.
Time Series Decomposition into Oscillation Components and Phase Estimation.
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.
A Course in Time Series Analysis
Peña, Daniel; Tsay, Ruey S
2011-01-01
New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The authors begin with basic concepts in univariate time series, providing an up-to-date presentation of ARIMA models, including the Kalman filter, outlier analysis, automatic methods for building ARIMA models, a
Global Population Density Grid Time Series Estimates
National Aeronautics and Space Administration — Global Population Density Grid Time Series Estimates provide a back-cast time series of population density grids based on the year 2000 population grid from SEDAC's...
Global Population Count Grid Time Series Estimates
National Aeronautics and Space Administration — Global Population Count Grid Time Series Estimates provide a back-cast time series of population grids based on the year 2000 population grid from SEDAC's Global...
Periodicity and stability for variable-time impulsive neural networks.
Li, Hongfei; Li, Chuandong; Huang, Tingwen
2017-10-01
The paper considers a general neural networks model with variable-time impulses. It is shown that each solution of the system intersects with every discontinuous surface exactly once via several new well-proposed assumptions. Moreover, based on the comparison principle, this paper shows that neural networks with variable-time impulse can be reduced to the corresponding neural network with fixed-time impulses under well-selected conditions. Meanwhile, the fixed-time impulsive systems can be regarded as the comparison system of the variable-time impulsive neural networks. Furthermore, a series of sufficient criteria are derived to ensure the existence and global exponential stability of periodic solution of variable-time impulsive neural networks, and to illustrate the same stability properties between variable-time impulsive neural networks and the fixed-time ones. The new criteria are established by applying Schaefer's fixed point theorem combined with the use of inequality technique. Finally, a numerical example is presented to show the effectiveness of the proposed results. Copyright © 2017 Elsevier Ltd. All rights reserved.
Time Series Analysis and Forecasting by Example
Bisgaard, Soren
2011-01-01
An intuition-based approach enables you to master time series analysis with ease Time Series Analysis and Forecasting by Example provides the fundamental techniques in time series analysis using various examples. By introducing necessary theory through examples that showcase the discussed topics, the authors successfully help readers develop an intuitive understanding of seemingly complicated time series models and their implications. The book presents methodologies for time series analysis in a simplified, example-based approach. Using graphics, the authors discuss each presented example in
A review of subsequence time series clustering.
Zolhavarieh, Seyedjamal; Aghabozorgi, Saeed; Teh, Ying Wah
2014-01-01
Clustering of subsequence time series remains an open issue in time series clustering. Subsequence time series clustering is used in different fields, such as e-commerce, outlier detection, speech recognition, biological systems, DNA recognition, and text mining. One of the useful fields in the domain of subsequence time series clustering is pattern recognition. To improve this field, a sequence of time series data is used. This paper reviews some definitions and backgrounds related to subsequence time series clustering. The categorization of the literature reviews is divided into three groups: preproof, interproof, and postproof period. Moreover, various state-of-the-art approaches in performing subsequence time series clustering are discussed under each of the following categories. The strengths and weaknesses of the employed methods are evaluated as potential issues for future studies.
A Review of Subsequence Time Series Clustering
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
Component extraction analysis of multivariate time series
Akman, I.; de Gooijer, J.G.
1996-01-01
A method for modelling several observed parallel time series is proposed. The method involves seeking possible common underlying pure AR and MA components in the series. The common components are forced to be mutually uncorrelated so that univariate time series modelling and forecasting techniques
Data mining in time series databases
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.
International Work-Conference on Time Series
Pomares, Héctor
2016-01-01
This volume presents selected peer-reviewed contributions from The International Work-Conference on Time Series, ITISE 2015, held in Granada, Spain, July 1-3, 2015. It discusses topics in time series analysis and forecasting, advanced methods and online learning in time series, high-dimensional and complex/big data time series as well as forecasting in real problems. The International Work-Conferences on Time Series (ITISE) provide a forum for scientists, engineers, educators and students to discuss the latest ideas and implementations in the foundations, theory, models and applications in the field of time series analysis and forecasting. It focuses on interdisciplinary and multidisciplinary research encompassing the disciplines of computer science, mathematics, statistics and econometrics.
Description of complex time series by multipoles
DEFF Research Database (Denmark)
Lewkowicz, M.; Levitan, J.; Puzanov, N.
2002-01-01
We present a new method to describe time series with a highly complex time evolution. The time series is projected onto a two-dimensional phase-space plot which is quantified in terms of a multipole expansion where every data point is assigned a unit mass. The multipoles provide an efficient char...
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...
Coping with Nonstationarity in Categorical Time Series
Directory of Open Access Journals (Sweden)
Monnie McGee
2012-01-01
more categories. In this paper, we introduce an algorithm which corrects for nonstationarity in categorical time series. The algorithm produces series which are not stationary in the traditional sense often used for stationary categorical time series. The form of stationarity is weaker but still useful for parameter estimation. Simulation results show that this simple algorithm applied to a DAR(1 model can dramatically improve the parameter estimates.
Fuzzy time series forecasting of wheat production
Narendra Kumar; Sachin Ahuja; Shashank Bhardwaj; Vipin Kumar
2010-01-01
The present study provides a foundation for the development and application of fuzzy time series model for short term agricultural production forecasting. The present study can provide an advantageous basis to Farm administration for better post harvest management and thelocal industries in planning for their raw material requirement management. The fuzzy time series forecasting can be optimally utilized in agri-business management.
FATS: Feature Analysis for Time Series
Nun, Isadora; Protopapas, Pavlos; Sim, Brandon; Zhu, Ming; Dave, Rahul; Castro, Nicolas; Pichara, Karim
2017-11-01
FATS facilitates and standardizes feature extraction for time series data; it quickly and efficiently calculates a compilation of many existing light curve features. Users can characterize or analyze an astronomical photometric database, though this library is not necessarily restricted to the astronomical domain and can also be applied to any kind of time series data.
The foundations of modern time series analysis
Mills, Terence C
2011-01-01
This book develops the analysis of Time Series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication in 1970, showing how these methods laid the foundations for the modern techniques of Time Series analysis that are in use today.
Neural network simulation of the industrial producer price index dynamical series
Soshnikov, L. E.
2013-01-01
This paper is devoted the simulation and forecast of dynamical series of the economical indicators. Multilayer perceptron and Radial basis function neural networks have been used. The neural networks model results are compared with the econometrical modeling.
Forecasting daily time series using periodic unobserved components time series models
Ooms, M.; Koopman, S.J.
2006-01-01
A periodic time series analysis is explored in the context of unobserved components time series models that include stochastic time functions for trend, seasonal and irregular effects. Periodic time series models allow dynamic characteristics (autocovariances) to depend on the period of the year,
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.
Causal analysis of time series from hydrological systems
Selle, Benny; Aufgebauer, Britta; Knorr, Klaus-Holger
2017-04-01
It is often difficult to infer cause and effect in hydrological systems for which time series of system inputs, outputs and state variables are observed. A recently published technique called Convergent Cross Mapping could be a promising tool to detect causality between time series. A response variable Y may be causally related to a forcing variable X, if the so called cross mapping of X using Y improves with the amount of data included. The idea is that a response variable contains information on the history of its driving variable whereas the reverse may not be true. We propose an alternative approach based on similar ideas using neural networks. Our approach is firstly compared to Convergent Cross Mapping using a synthetic time series of precipitation and streamflow generated by a rainfall runoff model. Secondly, measured concentrations of dissolved organic carbon and dissolved iron from a mountainous stream in Germany, that were previously hypothesised to be casually linked, are tested.
Network structure of multivariate time series
Lacasa, Lucas; Nicosia, Vincenzo; Latora, Vito
2015-10-01
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.
Modelling of nonlinear filtering Poisson time series
Bochkarev, Vladimir V.; Belashova, Inna A.
2016-08-01
In this article, algorithms of non-linear filtering of Poisson time series are tested using statistical modelling. The objective is to find a representation of a time series as a wavelet series with a small number of non-linear coefficients, which allows distinguishing statistically significant details. There are well-known efficient algorithms of non-linear wavelet filtering for the case when the values of a time series have a normal distribution. However, if the distribution is not normal, good results can be expected using the maximum likelihood estimations. The filtration is studied according to the criterion of maximum likelihood by the example of Poisson time series. For direct optimisation of the likelihood function, different stochastic (genetic algorithms, annealing method) and deterministic optimization algorithms are used. Testing of the algorithm using both simulated series and empirical data (series of rare words frequencies according to the Google Books Ngram data were used) showed that filtering based on the criterion of maximum likelihood has a great advantage over well-known algorithms for the case of Poisson series. Also, the most perspective methods of optimisation were selected for this problem.
Time Series Analysis Forecasting and Control
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
Some aspects of harmonic time series analysis
2012-01-01
Ph.D. Harmonic time series are often used to describe the periodic nature of a time series, for example the periodic nature of a variable star’s observed light curve. Statistical methods for determining the number of harmonic components to include in harmonic time series are limited. In this thesis a stepwise bootstrap procedure based on a F-type statistic is suggested. The performance of the stepwise procedure is compared to that of Schwartz’s Bayesian Criterion (SBC) and a procedure base...
Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models
Koopman, Siem Jan; Ooms, Marius
2004-01-01
We explore a periodic analysis in the context of unobserved components time series models that decompose time series into components of interest such as trend and seasonal. Periodic time series models allow dynamic characteristics to depend on the period of the year, month, week or day. In the
Evaluation of Harmonic Analysis of Time Series (HANTS): impact of gaps on time series reconstruction
Zhou, J.Y.; Jia, L.; Hu, G.; Menenti, M.
2012-01-01
In recent decades, researchers have developed methods and models to reconstruct time series of irregularly spaced observations from satellite remote sensing, among which the widely used Harmonic Analysis of Time Series (HANTS) method. Many studies based on time series reconstructed with HANTS
G-Filtering Nonstationary Time Series
Directory of Open Access Journals (Sweden)
Mengyuan Xu
2012-01-01
Full Text Available The classical linear filter can successfully filter the components from a time series for which the frequency content does not change with time, and those nonstationary time series with time-varying frequency (TVF components that do not overlap. However, for many types of nonstationary time series, the TVF components often overlap in time. In such a situation, the classical linear filtering method fails to extract components from the original process. In this paper, we introduce and theoretically develop the G-filter based on a time-deformation technique. Simulation examples and a real bat echolocation example illustrate that the G-filter can successfully filter a G-stationary process whose TVF components overlap with time.
Applied time series analysis and innovative computing
Ao, Sio-Iong
2010-01-01
This text is a systematic, state-of-the-art introduction to the use of innovative computing paradigms as an investigative tool for applications in time series analysis. It includes frontier case studies based on recent research.
Introduction to time series analysis and forecasting
Montgomery, Douglas C; Kulahci, Murat
2008-01-01
An accessible introduction to the most current thinking in and practicality of forecasting techniques in the context of time-oriented data. Analyzing time-oriented data and forecasting are among the most important problems that analysts face across many fields, ranging from finance and economics to production operations and the natural sciences. As a result, there is a widespread need for large groups of people in a variety of fields to understand the basic concepts of time series analysis and forecasting. Introduction to Time Series Analysis and Forecasting presents the time series analysis branch of applied statistics as the underlying methodology for developing practical forecasts, and it also bridges the gap between theory and practice by equipping readers with the tools needed to analyze time-oriented data and construct useful, short- to medium-term, statistically based forecasts.
Linear genetic programming for time-series modelling of daily flow rate
Indian Academy of Sciences (India)
In this study linear genetic programming (LGP), which is a variant of Genetic Programming, and two versions of Neural Networks (NNs) are used in predicting time-series of daily flow rates at a station on Schuylkill River at Berne, PA, USA. Daily flow rate at present is being predicted based on different time-series scenarios.
Efficient Approximate OLAP Querying Over Time Series
DEFF Research Database (Denmark)
Perera, Kasun Baruhupolage Don Kasun Sanjeewa; Hahmann, Martin; Lehner, Wolfgang
2016-01-01
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...
A place for time: the spatiotemporal structure of neural dynamics during natural audition
Stephens, G.J.; Honey, C.J.; Hasson, U.
2013-01-01
We use functional magnetic resonance imaging (fMRI) to analyze neural responses to natural auditory stimuli. We characterize the fMRI time series through the shape of the voxel power spectrum and find that the timescales of neural dynamics vary along a spatial gradient, with faster dynamics in early
Time averaging, ageing and delay analysis of financial time series
Cherstvy, Andrey G.; Vinod, Deepak; Aghion, Erez; Chechkin, Aleksei V.; Metzler, Ralf
2017-06-01
We introduce three strategies for the analysis of financial time series based on time averaged observables. These comprise the time averaged mean squared displacement (MSD) as well as the ageing and delay time methods for varying fractions of the financial time series. We explore these concepts via statistical analysis of historic time series for several Dow Jones Industrial indices for the period from the 1960s to 2015. Remarkably, we discover a simple universal law for the delay time averaged MSD. The observed features of the financial time series dynamics agree well with our analytical results for the time averaged measurables for geometric Brownian motion, underlying the famed Black-Scholes-Merton model. The concepts we promote here are shown to be useful for financial data analysis and enable one to unveil new universal features of stock market dynamics.
Highly comparative time-series analysis: the empirical structure of time series and their methods
Fulcher, Ben D.; Little, Max A.; Jones, Nick S.
2013-01-01
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. PMID:23554344
Turbulencelike behavior of seismic time series.
Manshour, P; Saberi, S; Sahimi, Muhammad; Peinke, J; Pacheco, Amalio F; Rahimi Tabar, M Reza
2009-01-09
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.
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......, there is so far no systematic research to study and compare their performance. How to select effective techniques of feature preprocessing in a forecasting model remains a problem. In this paper, the authors conduct a comprehensive study of existing feature preprocessing techniques to evaluate their empirical...... 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...
Introduction to time series analysis and forecasting
Montgomery, Douglas C; Kulahci, Murat
2015-01-01
Praise for the First Edition ""…[t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics."" -MAA Reviews Thoroughly updated throughout, Introduction to Time Series Analysis and Forecasting, Second Edition presents the underlying theories of time series analysis that are needed to analyze time-oriented data and construct real-world short- to medium-term statistical forecasts. Authored by highly-experienced academics and professionals in engineering statistics, the Second Edition features discussions on both
Quasifiltering for time-series modeling
Tsyplakov, Alexander
2015-01-01
In the paper a method for constructing new varieties of time-series models is proposed. The idea is to start from an unobserved components model in a state-space form and use it as an inspiration for development of another time-series model, in which time-varying underlying variables are directly observed. The goal is to replace a state-space model with an intractable likelihood function by another model, for which the likelihood function can be written in a closed form. If state transition e...
Hybrid discrete-time neural networks.
Cao, Hongjun; Ibarz, Borja
2010-11-13
Hybrid dynamical systems combine evolution equations with state transitions. When the evolution equations are discrete-time (also called map-based), the result is a hybrid discrete-time system. A class of biological neural network models that has recently received some attention falls within this category: map-based neuron models connected by means of fast threshold modulation (FTM). FTM is a connection scheme that aims to mimic the switching dynamics of a neuron subject to synaptic inputs. The dynamic equations of the neuron adopt different forms according to the state (either firing or not firing) and type (excitatory or inhibitory) of their presynaptic neighbours. Therefore, the mathematical model of one such network is a combination of discrete-time evolution equations with transitions between states, constituting a hybrid discrete-time (map-based) neural network. In this paper, we review previous work within the context of these models, exemplifying useful techniques to analyse them. Typical map-based neuron models are low-dimensional and amenable to phase-plane analysis. In bursting models, fast-slow decomposition can be used to reduce dimensionality further, so that the dynamics of a pair of connected neurons can be easily understood. We also discuss a model that includes electrical synapses in addition to chemical synapses with FTM. Furthermore, we describe how master stability functions can predict the stability of synchronized states in these networks. The main results are extended to larger map-based neural networks.
Fractal and natural time analysis of geoelectrical time series
Ramirez Rojas, A.; Moreno-Torres, L. R.; Cervantes, F.
2013-05-01
In this work we show the analysis of geoelectric time series linked with two earthquakes of M=6.6 and M=7.4. That time series were monitored at the South Pacific Mexican coast, which is the most important active seismic subduction zone in México. The geolectric time series were analyzed by using two complementary methods: a fractal analysis, by means of the detrended fluctuation analysis (DFA) in the conventional time, and the power spectrum defined in natural time domain (NTD). In conventional time we found long-range correlations prior to the EQ-occurrences and simultaneously in NTD, the behavior of the power spectrum suggest the possible existence of seismo electric signals (SES) similar with the previously reported in equivalent time series monitored in Greece prior to earthquakes of relevant magnitude.
Automatic Regulation Time Series for Industry Processes
Directory of Open Access Journals (Sweden)
Tain-Sou Tsay
2012-01-01
Full Text Available A nonlinear digital control scheme is proposed for analyses and designs of stable industry processes. It is derived from the converging characteristic of a specified numerical time series. The ratios of neighbourhoods of the series are formulated as a function of the output of the plant and the reference input command and will be converted to be unities after the output has tracked the reference input command. Lead compensations are also found by another numerical time series to speed up the system responses on the online adjusting manner. A servosystem, a time-delay system, a high-order system, a very-high-order system, and a 2 × 2 multivariable aircraft gas turbine engine are used to illustrate effectiveness of the proposed nonlinear digital controller. Comparisons with other conventional methods are also made.
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.
Ensemble Deep Learning for Biomedical Time Series Classification.
Jin, Lin-Peng; Dong, Jun
2016-01-01
Ensemble learning has been proved to improve the generalization ability effectively in both theory and practice. In this paper, we briefly outline the current status of research on it first. Then, a new deep neural network-based ensemble method that integrates filtering views, local views, distorted views, explicit training, implicit training, subview prediction, and Simple Average is proposed for biomedical time series classification. Finally, we validate its effectiveness on the Chinese Cardiovascular Disease Database containing a large number of electrocardiogram recordings. The experimental results show that the proposed method has certain advantages compared to some well-known ensemble methods, such as Bagging and AdaBoost.
Ensemble Deep Learning for Biomedical Time Series Classification
Directory of Open Access Journals (Sweden)
Lin-peng Jin
2016-01-01
Full Text Available Ensemble learning has been proved to improve the generalization ability effectively in both theory and practice. In this paper, we briefly outline the current status of research on it first. Then, a new deep neural network-based ensemble method that integrates filtering views, local views, distorted views, explicit training, implicit training, subview prediction, and Simple Average is proposed for biomedical time series classification. Finally, we validate its effectiveness on the Chinese Cardiovascular Disease Database containing a large number of electrocardiogram recordings. The experimental results show that the proposed method has certain advantages compared to some well-known ensemble methods, such as Bagging and AdaBoost.
Introduction to time series and forecasting
Brockwell, Peter J
2016-01-01
This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space mod...
Multifractal Analysis of Polyalanines Time Series
Figueirêdo, P H; Moret, M A; Coutinho, Sérgio; 10.1016/j.physa.2009.11.045
2010-01-01
Multifractal properties of the energy time series of short $\\alpha$-helix structures, specifically from a polyalanine family, are investigated through the MF-DFA technique ({\\it{multifractal detrended fluctuation analysis}}). Estimates for the generalized Hurst exponent $h(q)$ and its associated multifractal exponents $\\tau(q)$ are obtained for several series generated by numerical simulations of molecular dynamics in different systems from distinct initial conformations. All simulations were performed using the GROMOS force field, implemented in the program THOR. The main results have shown that all series exhibit multifractal behavior depending on the number of residues and temperature. Moreover, the multifractal spectra reveal important aspects on the time evolution of the system and suggest that the nucleation process of the secondary structures during the visits on the energy hyper-surface is an essential feature of the folding process.
Inferring causality from noisy time series data
DEFF Research Database (Denmark)
Mønster, Dan; Fusaroli, Riccardo; Tylén, Kristian
2016-01-01
and even causality direction in synchronized time-series and in the presence of intermediate coupling. We find that the presence of noise deterministically reduces the level of cross-mapping fidelity, while the convergence rate exhibits higher levels of robustness. Finally, we propose that controlled noise...
Lecture notes for Advanced Time Series Analysis
DEFF Research Database (Denmark)
Madsen, Henrik; Holst, Jan
1997-01-01
A first version of this notes was used at the lectures in Grenoble, and they are now extended and improved (together with Jan Holst), and used in Ph.D. courses on Advanced Time Series Analysis at IMM and at the Department of Mathematical Statistics, University of Lund, 1994, 1997, ...
Inferring interdependencies from short time series
Indian Academy of Sciences (India)
Our analysis uncovers that crop production in AFR is strongly interdependent with the regional rainfall. While the gross ... Interdependence; correlation; inner composition alignment; time series analysis. PACS Nos 05.45.; 02.50. ... data and the growing need of big data approaches, sev- eral real-world applications face ...
Iconic CO2 Time Series at Risk
Houweling, S.; Badawy, B.; Basu, S.; Krol, M.C.; Röckmann, T.; Vermeulen, A.
2012-01-01
THE STEADY RISE IN ATMOSPHERIC LONGlived greenhouse gas concentrations is the main driver of contemporary climate change. The Mauna Loa CO2 time series (1, 2), started by C. D. Keeling in 1958 and maintained today by the Scripps Institution of Oceanography and the Earth System Research Laboratory
Iconic CO2 Time Series at Risk
Energy Technology Data Exchange (ETDEWEB)
Houweling, S. [SRON Netherlands Institute for Space Research, 3584 CA, Utrecht (Netherlands); Badawy, B. [Max-Planck-Institute for Biogeochemistry, 07745, Jena (Germany); Vermeulen, A.T. [Energieonderzoek Centrum Nederland ECN, 1755 ZG Petten (Netherlands)] [and others
2012-08-31
The Mauna Loa CO2 time series is iconic evidence of the effect of human-caused fossil fuel and land-use change emissions on the atmospheric increase of CO2. The continuity of such records depends critically on having stable funding, which is currently threatened by the financial crisis.
Time series tapering for short data samples
DEFF Research Database (Denmark)
Kaimal, J.C.; Kristensen, L.
1991-01-01
We explore the effect of applying tapered windows on atmospheric data to eliminate overestimation inherent in spectra computed from short time series. Some windows are more effective than others in correcting this distortion. The Hamming window gave the best results with experimental data. The Ha...
On modeling panels of time series
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
Optimal transformations for categorical autoregressive time series
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
25 years of time series forecasting
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
Recent Advances in Energy Time Series Forecasting
Directory of Open Access Journals (Sweden)
Francisco Martínez-Álvarez
2017-06-01
Full Text Available This editorial summarizes the performance of the special issue entitled Energy Time Series Forecasting, which was published in MDPI’s Energies journal. The special issue took place in 2016 and accepted a total of 21 papers from twelve different countries. Electrical, solar, or wind energy forecasting were the most analyzed topics, introducing brand new methods with very sound results.
Robust Control Charts for Time Series Data
Croux, C.; Gelper, S.; Mahieu, K.
2010-01-01
This article presents a control chart for time series data, based on the one-step- ahead forecast errors of the Holt-Winters forecasting method. We use robust techniques to prevent that outliers affect the estimation of the control limits of the chart. Moreover, robustness is important to maintain
Remote Sensing Time Series Product Tool
Prados, D.; Ryan, R. E.; Ross, K. W.
2006-12-01
The TSPT (Time Series Product Tool) software was custom-designed for NASA to rapidly create and display single-band and band-combination time series, such as NDVI (Normalized Difference Vegetation Index) images, for wide-area crop surveillance and for other time-critical applications. The TSPT, developed in MATLAB®, allows users to create and display various MODIS (Moderate Resolution Imaging Spectroradiometer) or simulated VIIRS (Visible/Infrared Imager Radiometer Suite) products as single images, as time series plots at a selected location, or as temporally processed image videos. Manually creating these types of products is extremely labor intensive; however, the TSPT development tool makes the process simplified and efficient. MODIS is ideal for monitoring large crop areas because of its wide swath (2330 km), its relatively small ground sample distance (250 m), and its high temporal revisit time (twice daily). Furthermore, because MODIS imagery is acquired daily, rapid changes in vegetative health can potentially be detected. The new TSPT technology provides users with the ability to temporally process high-revisit-rate satellite imagery, such as that acquired from MODIS and from its successor, the VIIRS. The TSPT features the important capability of fusing data from both MODIS instruments onboard the Terra and Aqua satellites, which drastically improves cloud statistics. With the TSPT, MODIS metadata is used to find and optionally remove bad and suspect data. Noise removal and temporal processing techniques allow users to create low-noise time series plots and image videos and to select settings and thresholds that tailor particular output products. The TSPT GUI (graphical user interface) provides an interactive environment for crafting "what-if" scenarios by enabling a user to repeat product generation using different settings and thresholds. The TSPT Application Programming Interface provides more fine-tuned control of product generation, allowing
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
Fractal Analysis On Internet Traffic Time Series
Chong, K. B.; Choo, K. Y.
2002-01-01
Fractal behavior and long-range dependence have been observed in tele-traffic measurement and characterization. In this paper we show results of application of the fractal analysis to internet traffic via various methods. Our result demonstrate that the internet traffic exhibits self-similarity. Time-scale analysis show to be an effective way to characterize the local irregularity. Based on the result of this study, these two Internet time series exhibit fractal characteristic with long-range...
Outlier Detection in Structural Time Series Models
DEFF Research Database (Denmark)
Marczak, Martyna; Proietti, Tommaso
investigate via Monte Carlo simulations how this approach performs for detecting additive outliers and level shifts in the analysis of nonstationary seasonal time series. The reference model is the basic structural model, featuring a local linear trend, possibly integrated of order two, stochastic seasonality......Structural change affects the estimation of economic signals, like the underlying growth rate or the seasonally adjusted series. An important issue, which has attracted a great deal of attention also in the seasonal adjustment literature, is its detection by an expert procedure. The general...... and a stationary component. Further, we apply both kinds of indicator saturation to detect additive outliers and level shifts in the industrial production series in five European countries....
Algorithm for Compressing Time-Series Data
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").
Time Series Analysis by State Space Methods
Durbin, James; Koopman, Siem Jan
2001-08-01
Providing analyses from both classical and Bayesian perspectives, this book presents a comprehensive treatment of the state space approach to time series analysis. The distinguishing feature of state space time models is that observations are regarded as made up of distinct components such as trend, seasonal, regression elements and disturbance terms, each of which is modelled separately. The techniques that emerge from this approach are very flexible and are capable of handling a much wider range of problems than the main analytical system currently in use for time series analysis, the Box-Jenkins ARIMA system.Visit the authors' website for supplementary materials - download programs, data and find further information: www.ssfpack.com/dkbook/
Vazquez, Luis A; Jurado, Francisco; Castaneda, Carlos E; Santibanez, Victor
2018-02-01
This paper presents a continuous-time decentralized neural control scheme for trajectory tracking of a two degrees of freedom direct drive vertical robotic arm. A decentralized recurrent high-order neural network (RHONN) structure is proposed to identify online, in a series-parallel configuration and using the filtered error learning law, the dynamics of the plant. Based on the RHONN subsystems, a local neural controller is derived via backstepping approach. The effectiveness of the decentralized neural controller is validated on a robotic arm platform, of our own design and unknown parameters, which uses industrial servomotors to drive the joints.
On clustering fMRI time series
DEFF Research Database (Denmark)
Goutte, Cyril; Toft, Peter Aundal; Rostrup, E.
1999-01-01
Analysis of fMRI time series is often performed by extracting one or more parameters for the individual voxels. Methods based, e.g., on various statistical tests are then used to yield parameters corresponding to probability of activation or activation strength. However, these methods do not indi......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...... between the activation stimulus and the fMRI signal. We present two different clustering algorithms and use them to identify regions of similar activations in an fMRI experiment involving a visual stimulus....
Spartan random processes in time series modeling
Žukovič, M.; Hristopulos, D. T.
2008-06-01
A Spartan random process (SRP) is used to estimate the correlation structure of time series and to predict (interpolate and extrapolate) the data values. SRPs are motivated from statistical physics, and they can be viewed as Ginzburg-Landau models. The temporal correlations of the SRP are modeled in terms of ‘interactions’ between the field values. Model parameter inference employs the computationally fast modified method of moments, which is based on matching sample energy moments with the respective stochastic constraints. The parameters thus inferred are then compared with those obtained by means of the maximum likelihood method. The performance of the Spartan predictor (SP) is investigated using real time series of the quarterly S&P 500 index. SP prediction errors are compared with those of the Kolmogorov-Wiener predictor. Two predictors, one of which is explicit, are derived and used for extrapolation. The performance of the predictors is similarly evaluated.
Aggregated Indexing of Biomedical Time Series Data.
Woodbridge, Jonathan; Mortazavi, Bobak; Sarrafzadeh, Majid; Bui, Alex A T
2012-09-01
Remote and wearable medical sensing has the potential to create very large and high dimensional datasets. Medical time series databases must be able to efficiently store, index, and mine these datasets to enable medical professionals to effectively analyze data collected from their patients. Conventional high dimensional indexing methods are a two stage process. First, a superset of the true matches is efficiently extracted from the database. Second, supersets are pruned by comparing each of their objects to the query object and rejecting any objects falling outside a predetermined radius. This pruning stage heavily dominates the computational complexity of most conventional search algorithms. Therefore, indexing algorithms can be significantly improved by reducing the amount of pruning. This paper presents an online algorithm to aggregate biomedical times series data to significantly reduce the search space (index size) without compromising the quality of search results. This algorithm is built on the observation that biomedical time series signals are composed of cyclical and often similar patterns. This algorithm takes in a stream of segments and groups them to highly concentrated collections. Locality Sensitive Hashing (LSH) is used to reduce the overall complexity of the algorithm, allowing it to run online. The output of this aggregation is used to populate an index. The proposed algorithm yields logarithmic growth of the index (with respect to the total number of objects) while keeping sensitivity and specificity simultaneously above 98%. Both memory and runtime complexities of time series search are improved when using aggregated indexes. In addition, data mining tasks, such as clustering, exhibit runtimes that are orders of magnitudes faster when run on aggregated indexes.
Revisiting algorithms for generating surrogate time series
Raeth, C; Papadakis, I E; Brinkmann, W
2011-01-01
The method of surrogates is one of the key concepts of nonlinear data analysis. Here, we demonstrate that commonly used algorithms for generating surrogates often fail to generate truly linear time series. Rather, they create surrogate realizations with Fourier phase correlations leading to non-detections of nonlinearities. We argue that reliable surrogates can only be generated, if one tests separately for static and dynamic nonlinearities.
Analysis of Polyphonic Musical Time Series
Sommer, Katrin; Weihs, Claus
A general model for pitch tracking of polyphonic musical time series will be introduced. Based on a model of Davy and Godsill (Bayesian harmonic models for musical pitch estimation and analysis, Technical Report 431, Cambridge University Engineering Department, 2002) Davy and Godsill (2002) the different pitches of the musical sound are estimated with MCMC methods simultaneously. Additionally a preprocessing step is designed to improve the estimation of the fundamental frequencies (A comparative study on polyphonic musical time series using MCMC methods. In C. Preisach et al., editors, Data Analysis, Machine Learning, and Applications, Springer, Berlin, 2008). The preprocessing step compares real audio data with an alphabet constructed from the McGill Master Samples (Opolko and Wapnick, McGill University Master Samples [Compact disc], McGill University, Montreal, 1987) and consists of tones of different instruments. The tones with minimal Itakura-Saito distortion (Gray et al., Transactions on Acoustics, Speech, and Signal Processing ASSP-28(4):367-376, 1980) are chosen as first estimates and as starting points for the MCMC algorithms. Furthermore the implementation of the alphabet is an approach for the recognition of the instruments generating the musical time series. Results are presented for mixed monophonic data from McGill and for self recorded polyphonic audio data.
Interpretable Categorization of Heterogeneous Time Series Data
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.
Normalizing the causality between time series
Liang, X San
2015-01-01
Recently, a rigorous yet concise formula has been derived to evaluate the information flow, and hence the causality in a quantitative sense, between time series. To assess the importance of a resulting causality, it needs to be normalized. The normalization is achieved through distinguishing three types of fundamental mechanisms that govern the marginal entropy change of the flow recipient. A normalized or relative flow measures its importance relative to other mechanisms. In analyzing realistic series, both absolute and relative information flows need to be taken into account, since the normalizers for a pair of reverse flows belong to two different entropy balances; it is quite normal that two identical flows may differ a lot in relative importance in their respective balances. We have reproduced these results with several autoregressive models. We have also shown applications to a climate change problem and a financial analysis problem. For the former, reconfirmed is the role of the Indian Ocean Dipole as ...
A nonorthogonal spectral analysis of time series
Anufriev, A.; Bchvarov, I.
A method of nonorthogonal spectral analysis of time series (applicable in the study of geomagnetism) is developed which can be used to find the true period and to exclude the incorrect maxima which occur in Fourier analysis. The method is based on the reversal of a matrix which connects the oscillation amplitudes with the Fourier images, and the spectrum is determined by a numerical iteration technique. The correctness of the solution is tested by amplitude annulment at frequencies which are absent from the spectrum.
Fourier analysis of time series an introduction
Bloomfield, Peter
2000-01-01
A new, revised edition of a yet unrivaled work on frequency domain analysis Long recognized for his unique focus on frequency domain methods for the analysis of time series data as well as for his applied, easy-to-understand approach, Peter Bloomfield brings his well-known 1976 work thoroughly up to date. With a minimum of mathematics and an engaging, highly rewarding style, Bloomfield provides in-depth discussions of harmonic regression, harmonic analysis, complex demodulation, and spectrum analysis. All methods are clearly illustrated using examples of specific data sets, while ample
Useful Pattern Mining on Time Series
DEFF Research Database (Denmark)
Goumatianos, Nikitas; Christou, Ioannis T; Lindgren, Peter
2013-01-01
We present the architecture of a “useful pattern” mining system that is capable of detecting thousands of different candlestick sequence patterns at the tick or any higher granularity levels. The system architecture is highly distributed and performs most of its highly compute-intensive aggregation...... calculations as complex but efficient distributed SQL queries on the relational databases that store the time-series. We present initial results from mining all frequent candlestick sequences with the characteristic property that when they occur then, with an average at least 60% probability, they signal a 2...
Time series analysis of temporal networks
Sikdar, Sandipan; Ganguly, Niloy; Mukherjee, Animesh
2016-01-01
A common but an important feature of all real-world networks is that they are temporal in nature, i.e., the network structure changes over time. Due to this dynamic nature, it becomes difficult to propose suitable growth models that can explain the various important characteristic properties of these networks. In fact, in many application oriented studies only knowing these properties is sufficient. For instance, if one wishes to launch a targeted attack on a network, this can be done even without the knowledge of the full network structure; rather an estimate of some of the properties is sufficient enough to launch the attack. We, in this paper show that even if the network structure at a future time point is not available one can still manage to estimate its properties. We propose a novel method to map a temporal network to a set of time series instances, analyze them and using a standard forecast model of time series, try to predict the properties of a temporal network at a later time instance. To our aim, we consider eight properties such as number of active nodes, average degree, clustering coefficient etc. and apply our prediction framework on them. We mainly focus on the temporal network of human face-to-face contacts and observe that it represents a stochastic process with memory that can be modeled as Auto-Regressive-Integrated-Moving-Average (ARIMA). We use cross validation techniques to find the percentage accuracy of our predictions. An important observation is that the frequency domain properties of the time series obtained from spectrogram analysis could be used to refine the prediction framework by identifying beforehand the cases where the error in prediction is likely to be high. This leads to an improvement of 7.96% (for error level ≤20%) in prediction accuracy on an average across all datasets. As an application we show how such prediction scheme can be used to launch targeted attacks on temporal networks. Contribution to the Topical Issue
Detecting switching and intermittent causalities in time series
Zanin, Massimiliano; Papo, David
2017-04-01
During the last decade, complex network representations have emerged as a powerful instrument for describing the cross-talk between different brain regions both at rest and as subjects are carrying out cognitive tasks, in healthy brains and neurological pathologies. The transient nature of such cross-talk has nevertheless by and large been neglected, mainly due to the inherent limitations of some metrics, e.g., causality ones, which require a long time series in order to yield statistically significant results. Here, we present a methodology to account for intermittent causal coupling in neural activity, based on the identification of non-overlapping windows within the original time series in which the causality is strongest. The result is a less coarse-grained assessment of the time-varying properties of brain interactions, which can be used to create a high temporal resolution time-varying network. We apply the proposed methodology to the analysis of the brain activity of control subjects and alcoholic patients performing an image recognition task. Our results show that short-lived, intermittent, local-scale causality is better at discriminating both groups than global network metrics. These results highlight the importance of the transient nature of brain activity, at least under some pathological conditions.
Anomaly on Superspace of Time Series Data
Capozziello, Salvatore; Pincak, Richard; Kanjamapornkul, Kabin
2017-11-01
We apply the G-theory and anomaly of ghost and antighost fields in the theory of supersymmetry to study a superspace over time series data for the detection of hidden general supply and demand equilibrium in the financial market. We provide proof of the existence of a general equilibrium point over 14 extradimensions of the new G-theory compared with the M-theory of the 11 dimensions model of Edward Witten. We found that the process of coupling between nonequilibrium and equilibrium spinor fields of expectation ghost fields in the superspace of time series data induces an infinitely long exact sequence of cohomology from a short exact sequence of moduli state space model. If we assume that the financial market is separated into two topological spaces of supply and demand as the D-brane and anti-D-brane model, then we can use a cohomology group to compute the stability of the market as a stable point of the general equilibrium of the interaction between D-branes of the market. We obtain the result that the general equilibrium will exist if and only if the 14th Batalin-Vilkovisky cohomology group with the negative dimensions underlying 14 major hidden factors influencing the market is zero.
Time Series Based for Online Signature Verification
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I Ketut Gede Darma Putra
2013-11-01
Full Text Available Signature verification system is to match the tested signature with a claimed signature. This paper proposes time series based for feature extraction method and dynamic time warping for match method. The system made by process of testing 900 signatures belong to 50 participants, 3 signatures for reference and 5 signatures from original user, simple imposters and trained imposters for signatures test. The final result system was tested with 50 participants with 3 references. This test obtained that system accuracy without imposters is 90,44897959% at threshold 44 with rejection errors (FNMR is 5,2% and acceptance errors (FMR is 4,35102%, when with imposters system accuracy is 80,1361% at threshold 27 with error rejection (FNMR is 15,6% and acceptance errors (average FMR is 4,263946%, with details as follows: acceptance errors is 0,391837%, acceptance errors simple imposters is 3,2% and acceptance errors trained imposters is 9,2%.
Automated time series forecasting for biosurveillance.
Burkom, Howard S; Murphy, Sean Patrick; Shmueli, Galit
2007-09-30
For robust detection performance, traditional control chart monitoring for biosurveillance is based on input data free of trends, day-of-week effects, and other systematic behaviour. Time series forecasting methods may be used to remove this behaviour by subtracting forecasts from observations to form residuals for algorithmic input. We describe three forecast methods and compare their predictive accuracy on each of 16 authentic syndromic data streams. The methods are (1) a non-adaptive regression model using a long historical baseline, (2) an adaptive regression model with a shorter, sliding baseline, and (3) the Holt-Winters method for generalized exponential smoothing. Criteria for comparing the forecasts were the root-mean-square error, the median absolute per cent error (MedAPE), and the median absolute deviation. The median-based criteria showed best overall performance for the Holt-Winters method. The MedAPE measures over the 16 test series averaged 16.5, 11.6, and 9.7 for the non-adaptive regression, adaptive regression, and Holt-Winters methods, respectively. The non-adaptive regression forecasts were degraded by changes in the data behaviour in the fixed baseline period used to compute model coefficients. The mean-based criterion was less conclusive because of the effects of poor forecasts on a small number of calendar holidays. The Holt-Winters method was also most effective at removing serial autocorrelation, with most 1-day-lag autocorrelation coefficients below 0.15. The forecast methods were compared without tuning them to the behaviour of individual series. We achieved improved predictions with such tuning of the Holt-Winters method, but practical use of such improvements for routine surveillance will require reliable data classification methods.
Entropy of geoelectrical time series in the natural time domain
Directory of Open Access Journals (Sweden)
A. Ramírez-Rojas
2011-01-01
Full Text Available Seismic electric signals (SES have been considered precursors of strong earthquakes, and, recently, their dynamics have been investigated within the Natural Time Domain (NTD (Varotsos et al., 2004. In this paper we apply the NTD approach and the chaotic map signal analysis to two geoelectric time series recorded in a seismically very active area of Mexico, where two strong earthquakes, M=6.6 and M=7.4, occurred on 24 October 1993 and 14 September 1995, respectively. The low frequency geoelectric signals measured display periods with dichotomic behavior. Our findings point out to an increase of the correlation degree of the geoelectric signals before the occurrence of strong earthquakes; furthermore, the power spectrum and entropy in NTD are in good agreement with the results published in literature. Our results were validated by the analysis of a chaotic map simulated time series, which revealed the typical characteristics of artificial noise.
Real-time applications of neural nets
Energy Technology Data Exchange (ETDEWEB)
Spencer, J.E.
1989-05-01
Producing, accelerating and colliding very high power, low emittance beams for long periods is a formidable problem in real-time control. As energy has grown exponentially in time so has the complexity of the machines and their control systems. Similar growth rates have occurred in many areas, e.g., improved integrated circuits have been paid for with comparable increases in complexity. However, in this case, reliability, capability and cost have improved due to reduced size, high production and increased integration which allow various kinds of feedback. In contrast, most large complex systems (LCS) are perceived to lack such possibilities because only one copy is made. Neural nets, as a metaphor for LCS, suggest ways to circumvent such limitations. It is argued that they are logically equivalent to multi-loop feedback/forward control of faulty systems. While complimentary to AI, they mesh nicely with characteristics desired for real-time systems. Such issues are considered, examples given and possibilities discussed. 21 refs., 6 figs.
Periodograms for multiband astronomical time series
Ivezic, Z.; VanderPlas, J. T.
2016-05-01
We summarize the multiband periodogram, a general extension of the well-known Lomb-Scargle approach for detecting periodic signals in time- domain data developed by VanderPlas & Ivezic (2015). A Python implementation of this method is available on GitHub. The multiband periodogram significantly improves period finding for randomly sampled multiband light curves (e.g., Pan-STARRS, DES, and LSST), and can treat non-uniform sampling and heteroscedastic errors. The light curves in each band are modeled as arbitrary truncated Fourier series, with the period and phase shared across all bands. The key aspect is the use of Tikhonov regularization which drives most of the variability into the so-called base model common to all bands, while fits for individual bands describe residuals relative to the base model and typically require lower-order Fourier series. We use simulated light curves and randomly subsampled SDSS Stripe 82 data to demonstrate the superiority of this method compared to other methods from the literature, and find that this method will be able to efficiently determine the correct period in the majority of LSST's bright RR Lyrae stars with as little as six months of LSST data.
Palmprint Verification Using Time Series Method
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A. A. Ketut Agung Cahyawan Wiranatha
2013-11-01
Full Text Available The use of biometrics as an automatic recognition system is growing rapidly in solving security problems, palmprint is one of biometric system which often used. This paper used two steps in center of mass moment method for region of interest (ROI segmentation and apply the time series method combined with block window method as feature representation. Normalized Euclidean Distance is used to measure the similarity degrees of two feature vectors of palmprint. System testing is done using 500 samples palms, with 4 samples as the reference image and the 6 samples as test images. Experiment results show that this system can achieve a high performance with success rate about 97.33% (FNMR=1.67%, FMR=1.00 %, T=0.036.
Reconstructing complex networks without time series
Ma, Chuang; Zhang, Hai-Feng; Lai, Ying-Cheng
2017-08-01
In the real world there are situations where the network dynamics are transient (e.g., various spreading processes) and the final nodal states represent the available data. Can the network topology be reconstructed based on data that are not time series? Assuming that an ensemble of the final nodal states resulting from statistically independent initial triggers (signals) of the spreading dynamics is available, we develop a maximum likelihood estimation-based framework to accurately infer the interaction topology. For dynamical processes that result in a binary final state, the framework enables network reconstruction based solely on the final nodal states. Additional information, such as the first arrival time of each signal at each node, can improve the reconstruction accuracy. For processes with a uniform final state, the first arrival times can be exploited to reconstruct the network. We derive a mathematical theory for our framework and validate its performance and robustness using various combinations of spreading dynamics and real-world network topologies.
A New Hybrid Methodology for Nonlinear Time Series Forecasting
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Mehdi Khashei
2011-01-01
Full Text Available Artificial neural networks (ANNs are flexible computing frameworks and universal approximators that can be applied to a wide range of forecasting problems with a high degree of accuracy. However, using ANNs to model linear problems have yielded mixed results, and hence; it is not wise to apply them blindly to any type of data. This is the reason that hybrid methodologies combining linear models such as ARIMA and nonlinear models such as ANNs have been proposed in the literature of time series forecasting. Despite of all advantages of the traditional methodologies for combining ARIMA and ANNs, they have some assumptions that will degenerate their performance if the opposite situation occurs. In this paper, a new methodology is proposed in order to combine the ANNs with ARIMA in order to overcome the limitations of traditional hybrid methodologies and yield more general and more accurate hybrid models. Empirical results with Canadian Lynx data set indicate that the proposed methodology can be a more effective way in order to combine linear and nonlinear models together than traditional hybrid methodologies. Therefore, it can be applied as an appropriate alternative methodology for hybridization in time series forecasting field, especially when higher forecasting accuracy is needed.
PERIODOGRAMS FOR MULTIBAND ASTRONOMICAL TIME SERIES
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VanderPlas, Jacob T. [eScience Institute, University of Washington, Seattle, WA (United States); Ivezic, Željko [Department of Astronomy, University of Washington, Seattle, WA (United States)
2015-10-10
This paper introduces the multiband periodogram, a general extension of the well-known Lomb–Scargle approach for detecting periodic signals in time-domain data. In addition to advantages of the Lomb–Scargle method such as treatment of non-uniform sampling and heteroscedastic errors, the multiband periodogram significantly improves period finding for randomly sampled multiband light curves (e.g., Pan-STARRS, DES, and LSST). The light curves in each band are modeled as arbitrary truncated Fourier series, with the period and phase shared across all bands. The key aspect is the use of Tikhonov regularization which drives most of the variability into the so-called base model common to all bands, while fits for individual bands describe residuals relative to the base model and typically require lower-order Fourier series. This decrease in the effective model complexity is the main reason for improved performance. After a pedagogical development of the formalism of least-squares spectral analysis, which motivates the essential features of the multiband model, we use simulated light curves and randomly subsampled SDSS Stripe 82 data to demonstrate the superiority of this method compared to other methods from the literature and find that this method will be able to efficiently determine the correct period in the majority of LSST’s bright RR Lyrae stars with as little as six months of LSST data, a vast improvement over the years of data reported to be required by previous studies. A Python implementation of this method, along with code to fully reproduce the results reported here, is available on GitHub.
Fisher information framework for time series modeling
Venkatesan, R. C.; Plastino, A.
2017-08-01
A robust prediction model invoking the Takens embedding theorem, whose working hypothesis is obtained via an inference procedure based on the minimum Fisher information principle, is presented. The coefficients of the ansatz, central to the working hypothesis satisfy a time independent Schrödinger-like equation in a vector setting. The inference of (i) the probability density function of the coefficients of the working hypothesis and (ii) the establishing of constraint driven pseudo-inverse condition for the modeling phase of the prediction scheme, is made, for the case of normal distributions, with the aid of the quantum mechanical virial theorem. The well-known reciprocity relations and the associated Legendre transform structure for the Fisher information measure (FIM, hereafter)-based model in a vector setting (with least square constraints) are self-consistently derived. These relations are demonstrated to yield an intriguing form of the FIM for the modeling phase, which defines the working hypothesis, solely in terms of the observed data. Cases for prediction employing time series' obtained from the: (i) the Mackey-Glass delay-differential equation, (ii) one ECG signal from the MIT-Beth Israel Deaconess Hospital (MIT-BIH) cardiac arrhythmia database, and (iii) one ECG signal from the Creighton University ventricular tachyarrhythmia database. The ECG samples were obtained from the Physionet online repository. These examples demonstrate the efficiency of the prediction model. Numerical examples for exemplary cases are provided.
Timing calibration and spectral cleaning of LOFAR time series data
Corstanje, A.; Buitink, S.; Enriquez, J. E.; Falcke, H.; Hörandel, J. R.; Krause, M.; Nelles, A.; Rachen, J. P.; Schellart, P.; Scholten, O.; ter Veen, S.; Thoudam, S.; Trinh, T. N. G.
2016-05-01
We describe a method for spectral cleaning and timing calibration of short time series data of the voltage in individual radio interferometer receivers. It makes use of phase differences in fast Fourier transform (FFT) spectra across antenna pairs. For strong, localized terrestrial sources these are stable over time, while being approximately uniform-random for a sum over many sources or for noise. Using only milliseconds-long datasets, the method finds the strongest interfering transmitters, a first-order solution for relative timing calibrations, and faulty data channels. No knowledge of gain response or quiescent noise levels of the receivers is required. With relatively small data volumes, this approach is suitable for use in an online system monitoring setup for interferometric arrays. We have applied the method to our cosmic-ray data collection, a collection of measurements of short pulses from extensive air showers, recorded by the LOFAR radio telescope. Per air shower, we have collected 2 ms of raw time series data for each receiver. The spectral cleaning has a calculated optimal sensitivity corresponding to a power signal-to-noise ratio of 0.08 (or -11 dB) in a spectral window of 25 kHz, for 2 ms of data in 48 antennas. This is well sufficient for our application. Timing calibration across individual antenna pairs has been performed at 0.4 ns precision; for calibration of signal clocks across stations of 48 antennas the precision is 0.1 ns. Monitoring differences in timing calibration per antenna pair over the course of the period 2011 to 2015 shows a precision of 0.08 ns, which is useful for monitoring and correcting drifts in signal path synchronizations. A cross-check method for timing calibration is presented, using a pulse transmitter carried by a drone flying over the array. Timing precision is similar, 0.3 ns, but is limited by transmitter position measurements, while requiring dedicated flights.
Computer Program Recognizes Patterns in Time-Series Data
Hand, Charles
2003-01-01
A computer program recognizes selected patterns in time-series data like digitized samples of seismic or electrophysiological signals. The program implements an artificial neural network (ANN) and a set of N clocks for the purpose of determining whether N or more instances of a certain waveform, W, occur within a given time interval, T. The ANN must be trained to recognize W in the incoming stream of data. The first time the ANN recognizes W, it sets clock 1 to count down from T to zero; the second time it recognizes W, it sets clock 2 to count down from T to zero, and so forth through the Nth instance. On the N + 1st instance, the cycle is repeated, starting with clock 1. If any clock has not reached zero when it is reset, then N instances of W have been detected within time T, and the program so indicates. The program can readily be encoded in a field-programmable gate array or an application-specific integrated circuit that could be used, for example, to detect electroencephalographic or electrocardiographic waveforms indicative of epileptic seizures or heart attacks, respectively.
Time series modeling for syndromic surveillance
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Mandl Kenneth D
2003-01-01
Full Text Available Abstract Background Emergency department (ED based syndromic surveillance systems identify abnormally high visit rates that may be an early signal of a bioterrorist attack. For example, an anthrax outbreak might first be detectable as an unusual increase in the number of patients reporting to the ED with respiratory symptoms. Reliably identifying these abnormal visit patterns requires a good understanding of the normal patterns of healthcare usage. Unfortunately, systematic methods for determining the expected number of (ED visits on a particular day have not yet been well established. We present here a generalized methodology for developing models of expected ED visit rates. Methods Using time-series methods, we developed robust models of ED utilization for the purpose of defining expected visit rates. The models were based on nearly a decade of historical data at a major metropolitan academic, tertiary care pediatric emergency department. The historical data were fit using trimmed-mean seasonal models, and additional models were fit with autoregressive integrated moving average (ARIMA residuals to account for recent trends in the data. The detection capabilities of the model were tested with simulated outbreaks. Results Models were built both for overall visits and for respiratory-related visits, classified according to the chief complaint recorded at the beginning of each visit. The mean absolute percentage error of the ARIMA models was 9.37% for overall visits and 27.54% for respiratory visits. A simple detection system based on the ARIMA model of overall visits was able to detect 7-day-long simulated outbreaks of 30 visits per day with 100% sensitivity and 97% specificity. Sensitivity decreased with outbreak size, dropping to 94% for outbreaks of 20 visits per day, and 57% for 10 visits per day, all while maintaining a 97% benchmark specificity. Conclusions Time series methods applied to historical ED utilization data are an important tool
Climate Prediction Center (CPC) Global Temperature Time Series
National Oceanic and Atmospheric Administration, Department of Commerce — The global temperature time series provides time series charts using station based observations of daily temperature. These charts provide information about the...
Climate Prediction Center (CPC) Global Precipitation Time Series
National Oceanic and Atmospheric Administration, Department of Commerce — The global precipitation time series provides time series charts showing observations of daily precipitation as well as accumulated precipitation compared to normal...
Applications of nonlinear time-series analysis
Nichols, Jonathan Michael
In this work, new applications in chaos theory and nonlinear time-series analysis are explored. Tools for attractor-based analysis are developed along with a complete description of invariant measures. The focus is on the computation of dimension and Lyapunov spectra from a single time-history for the purposes of system identification. The need for accurate attractor reconstruction is stressed as it may have severe effects on the quality of estimated invariants and of attractor based predictions. These tools are then placed in the context of several different problems of importance to the engineering community. Dimension and Lyaponuv spectra are used to indicate the operating regime of a nonlinear mechanical oscillator. Subtle changes to the way in which the oscillator is forced may give rise to a response with different state space characteristics. These differences are clearly discernible using invariant measures yet are undetectable using linear-based techniques. A state space approach is also used to extract damping estimates from the oscillator by means of the complete Lyapunov spectrum. The sum of the exponents may be thought of as the average divergence of the system which will, for a viscous damping model, provide quantitative information about the coefficient of viscous damping. The notion of chaotic excitation of a linear system is also explored. A linear structure subject to chaotic excitation will effectively act as a filter. The resulting dynamical interaction gives rise to response (filtered) attractors which possess information about the linear system. Differences in the geometric properties of the filtered attractors are used to detect damage in structures. These attractor-based statistics are shown to be more robust indicators of damage than linear-based statistics (e.g. mode shapes, frequencies, etc.). The same procedure is also used to estimate the coefficient of viscous damping for a multi-degree-of-freedom linear structure.
Neural mechanisms of timing control in a coincident timing task.
Masaki, Hiroaki; Sommer, Werner; Takasawa, Noriyoshi; Yamazaki, Katuo
2012-04-01
Many ball sports such as tennis or baseball require precise temporal anticipation of both sensory input and motor output (i.e., receptor anticipation and effector anticipation, respectively) and close performance monitoring. We investigated the neural mechanisms underlying timing control and performance monitoring in a coincident timing task involving both types of anticipations. Peak force for two time-to-peak force (TTP) conditions-recorded with a force-sensitive key-was required to coincide with a specific position of a stimulus rotating either slow or fast on a clock face while the contingent negative variation (CNV) and the motor-elicited negativity were recorded. Absolute timing error was generally smaller for short TTP (high velocity) conditions. CNV amplitudes increased with both faster stimulus velocity and longer TTPs possibly reflecting increased motor programming efforts. In addition, the motor-elicited negativity was largest in the slow stimulus/short TTP condition, probably representing some forms of performance monitoring as well as shorter response duration. Our findings indicate that the coincident timing task is a good model for real-life situations of tool use.
Old and New Spectral Techniques for Economic Time Series
Sella Lisa
2008-01-01
This methodological paper reviews different spectral techniques well suitable to the analysis of economic time series. While econometric time series analysis is generally yielded in the time domain, these techniques propose a complementary approach based on the frequency domain. Spectral decomposition and time series reconstruction provide a precise quantitative and formal description of the main oscillatory components of a series: thus, it is possible to formally identify trends, lowfrequenc...
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.
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...
Intercomparison of six Mediterranean zooplankton time series
Berline, Léo; Siokou-Frangou, Ioanna; Marasović, Ivona; Vidjak, Olja; Fernández de Puelles, M.a. Luz; Mazzocchi, Maria Grazia; Assimakopoulou, Georgia; Zervoudaki, Soultana; Fonda-Umani, Serena; Conversi, Alessandra; Garcia-Comas, Carmen; Ibanez, Frédéric; Gasparini, Stéphane; Stemmann, Lars; Gorsky, Gabriel
2012-05-01
We analyzed and compared Mediterranean mesozooplankton time series spanning 1957-2006 from six coastal stations in the Balearic, Ligurian, Tyrrhenian, North and Middle Adriatic and Aegean Sea. Our analysis focused on fluctuations of major zooplankton taxonomic groups and their relation with environmental and climatic variability. Average seasonal cycles and interannual trends were derived. Stations spanned a large range of trophic status from oligotrophic to moderately eutrophic. Intra-station analyses showed (1) coherent multi-taxa trends off Villefranche sur mer that diverge from the previous results found at species level, (2) in Baleares, covariation of zooplankton and water masses as a consequence of the boundary hydrographic regime in the middle Western Mediterranean, (3) decrease in trophic status and abundance of some taxonomic groups off Naples, and (4) off Athens, an increase of zooplankton abundance and decrease in chlorophyll possibly caused by reduction of anthropogenic nutrient input, increase of microbial components, and more efficient grazing control on phytoplankton. (5) At basin scale, the analysis of temperature revealed significant positive correlations between Villefranche, Trieste and Naples for annual and/or winter average, and synchronous abrupt cooling and warming events centered in 1987 at the same three sites. After correction for multiple comparisons, we found no significant correlations between climate indices and local temperature or zooplankton abundance, nor between stations for zooplankton abundance, therefore we suggest that for these coastal stations local drivers (climatic, anthropogenic) are dominant and that the link between local and larger scale of climate should be investigated further if we are to understand zooplankton fluctuations.
Neural classifiers using one-time updating.
Diamantaras, K I; Strintzis, M G
1998-01-01
The linear threshold element (LTE), or perceptron, is a linear classifier with limited capabilities due to the problems arising when the input pattern set is linearly nonseparable. Assuming that the patterns are presented in a sequential fashion, we derive a theory for the detection of linear nonseparability as soon as it appears in the pattern set. This theory is based on the precise determination of the solution region in the weight space with the help of a special set of vectors. For this region, called the solution cone, we present a recursive computation procedure which allows immediate detection of nonseparability. The separability-violating patterns may be skipped so that, at the end, we derive a totally separable subset of the original pattern set along with its solution cone. The intriguing aspect of this algorithm is that it can be directly cast into a simple neural-network implementation. In this model the synaptic weights are committed (they are updated only once, and the only change that may happen after that is their destruction). This bears resemblance to the behavior of biological neural networks, and it is a feature unlike those of most other artificial neural techniques. Finally, by combining many such neural models we develop a learning procedure capable of separating convex classes.
Real-time decision fusion for multimodal neural prosthetic devices.
White, James Robert; Levy, Todd; Bishop, William; Beaty, James D
2010-03-02
The field of neural prosthetics aims to develop prosthetic limbs with a brain-computer interface (BCI) through which neural activity is decoded into movements. A natural extension of current research is the incorporation of neural activity from multiple modalities to more accurately estimate the user's intent. The challenge remains how to appropriately combine this information in real-time for a neural prosthetic device. Here we propose a framework based on decision fusion, i.e., fusing predictions from several single-modality decoders to produce a more accurate device state estimate. We examine two algorithms for continuous variable decision fusion: the Kalman filter and artificial neural networks (ANNs). Using simulated cortical neural spike signals, we implemented several successful individual neural decoding algorithms, and tested the capabilities of each fusion method in the context of decoding 2-dimensional endpoint trajectories of a neural prosthetic arm. Extensively testing these methods on random trajectories, we find that on average both the Kalman filter and ANNs successfully fuse the individual decoder estimates to produce more accurate predictions. Our results reveal that a fusion-based approach has the potential to improve prediction accuracy over individual decoders of varying quality, and we hope that this work will encourage multimodal neural prosthetics experiments in the future.
Real-time decision fusion for multimodal neural prosthetic devices.
Directory of Open Access Journals (Sweden)
James Robert White
Full Text Available BACKGROUND: The field of neural prosthetics aims to develop prosthetic limbs with a brain-computer interface (BCI through which neural activity is decoded into movements. A natural extension of current research is the incorporation of neural activity from multiple modalities to more accurately estimate the user's intent. The challenge remains how to appropriately combine this information in real-time for a neural prosthetic device. METHODOLOGY/PRINCIPAL FINDINGS: Here we propose a framework based on decision fusion, i.e., fusing predictions from several single-modality decoders to produce a more accurate device state estimate. We examine two algorithms for continuous variable decision fusion: the Kalman filter and artificial neural networks (ANNs. Using simulated cortical neural spike signals, we implemented several successful individual neural decoding algorithms, and tested the capabilities of each fusion method in the context of decoding 2-dimensional endpoint trajectories of a neural prosthetic arm. Extensively testing these methods on random trajectories, we find that on average both the Kalman filter and ANNs successfully fuse the individual decoder estimates to produce more accurate predictions. CONCLUSIONS: Our results reveal that a fusion-based approach has the potential to improve prediction accuracy over individual decoders of varying quality, and we hope that this work will encourage multimodal neural prosthetics experiments in the future.
Generalized Framework for Similarity Measure of Time Series
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Hongsheng Yin
2014-01-01
Full Text Available Currently, there is no definitive and uniform description for the similarity of time series, which results in difficulties for relevant research on this topic. In this paper, we propose a generalized framework to measure the similarity of time series. In this generalized framework, whether the time series is univariable or multivariable, and linear transformed or nonlinear transformed, the similarity of time series is uniformly defined using norms of vectors or matrices. The definitions of the similarity of time series in the original space and the transformed space are proved to be equivalent. Furthermore, we also extend the theory on similarity of univariable time series to multivariable time series. We present some experimental results on published time series datasets tested with the proposed similarity measure function of time series. Through the proofs and experiments, it can be claimed that the similarity measure functions of linear multivariable time series based on the norm distance of covariance matrix and nonlinear multivariable time series based on kernel function are reasonable and practical.
Hidden Markov Models for Time Series An Introduction Using R
Zucchini, Walter
2009-01-01
Illustrates the flexibility of HMMs as general-purpose models for time series data. This work presents an overview of HMMs for analyzing time series data, from continuous-valued, circular, and multivariate series to binary data, bounded and unbounded counts and categorical observations.
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.
Time-series prediction and applications a machine intelligence approach
Konar, Amit
2017-01-01
This book presents machine learning and type-2 fuzzy sets for the prediction of time-series with a particular focus on business forecasting applications. It also proposes new uncertainty management techniques in an economic time-series using type-2 fuzzy sets for prediction of the time-series at a given time point from its preceding value in fluctuating business environments. It employs machine learning to determine repetitively occurring similar structural patterns in the time-series and uses stochastic automaton to predict the most probabilistic structure at a given partition of the time-series. Such predictions help in determining probabilistic moves in a stock index time-series Primarily written for graduate students and researchers in computer science, the book is equally useful for researchers/professionals in business intelligence and stock index prediction. A background of undergraduate level mathematics is presumed, although not mandatory, for most of the sections. Exercises with tips are provided at...
River flow time series using least squares support vector machines
Directory of Open Access Journals (Sweden)
R. Samsudin
2011-06-01
Full Text Available This paper proposes a novel hybrid forecasting model known as GLSSVM, which combines the group method of data handling (GMDH and the least squares support vector machine (LSSVM. The GMDH is used to determine the useful input variables which work as the time series forecasting for the LSSVM model. Monthly river flow data from two stations, the Selangor and Bernam rivers in Selangor state of Peninsular Malaysia were taken into consideration in the development of this hybrid model. The performance of this model was compared with the conventional artificial neural network (ANN models, Autoregressive Integrated Moving Average (ARIMA, GMDH and LSSVM models using the long term observations of monthly river flow discharge. The root mean square error (RMSE and coefficient of correlation (R are used to evaluate the models' performances. In both cases, the new hybrid model has been found to provide more accurate flow forecasts compared to the other models. The results of the comparison indicate that the new hybrid model is a useful tool and a promising new method for river flow forecasting.
River flow time series using least squares support vector machines
Samsudin, R.; Saad, P.; Shabri, A.
2011-06-01
This paper proposes a novel hybrid forecasting model known as GLSSVM, which combines the group method of data handling (GMDH) and the least squares support vector machine (LSSVM). The GMDH is used to determine the useful input variables which work as the time series forecasting for the LSSVM model. Monthly river flow data from two stations, the Selangor and Bernam rivers in Selangor state of Peninsular Malaysia were taken into consideration in the development of this hybrid model. The performance of this model was compared with the conventional artificial neural network (ANN) models, Autoregressive Integrated Moving Average (ARIMA), GMDH and LSSVM models using the long term observations of monthly river flow discharge. The root mean square error (RMSE) and coefficient of correlation (R) are used to evaluate the models' performances. In both cases, the new hybrid model has been found to provide more accurate flow forecasts compared to the other models. The results of the comparison indicate that the new hybrid model is a useful tool and a promising new method for river flow forecasting.
ECO INVESTMENT PROJECT MANAGEMENT THROUGH TIME APPLYING ARTIFICIAL NEURAL NETWORKS
Directory of Open Access Journals (Sweden)
Tamara Gvozdenović
2007-06-01
Full Text Available he concept of project management expresses an indispensable approach to investment projects. Time is often the most important factor in these projects. The artificial neural network is the paradigm of data processing, which is inspired by the one used by the biological brain, and it is used in numerous, different fields, among which is the project management. This research is oriented to application of artificial neural networks in managing time of investment project. The artificial neural networks are used to define the optimistic, the most probable and the pessimistic time in PERT method. The program package Matlab: Neural Network Toolbox is used in data simulation. The feed-forward back propagation network is chosen.
Analysis of Nonstationary Time Series for Biological Rhythms Research.
Leise, Tanya L
2017-06-01
This article is part of a Journal of Biological Rhythms series exploring analysis and statistics topics relevant to researchers in biological rhythms and sleep research. The goal is to provide an overview of the most common issues that arise in the analysis and interpretation of data in these fields. In this article on time series analysis for biological rhythms, we describe some methods for assessing the rhythmic properties of time series, including tests of whether a time series is indeed rhythmic. Because biological rhythms can exhibit significant fluctuations in their period, phase, and amplitude, their analysis may require methods appropriate for nonstationary time series, such as wavelet transforms, which can measure how these rhythmic parameters change over time. We illustrate these methods using simulated and real time series.
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.
Multivariate time series modeling of selected childhood diseases in ...
African Journals Online (AJOL)
This process revealed that except tetanus; malaria, URTI, Pneumonia and anaemia series are interrelated. Hence, the four interrelated time series were considered in the multivariate analysis. Order selection criteria were employed to determine the order of the vector autoregressive (VAR) model to be fitted to these series.
A novel weight determination method for time series data aggregation
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.
Application of time series to thermal error compensation of machine tools
Miao, Enming; Yan, Yan; Fei, Yetai
2011-05-01
The thermal error compensation of CNC machine tool is of great value to improving the accuracy, and the modeling method is a proximate factor of thermal error compensation and its robustness. Currently, internationally adopted modeling methods include multiple linear regression, neural network method etc. And the most commonly used modeling method is multiple linear regression, what is simple and quick. But forecast accuracy which needs to be improved limits to the application of thermal error modeling of precision CNC machine. When we model a time series modeling, we study variables and its extrapolate mechanism to forecast changes of time series, give heavier weight to the data near by the prediction, increase short-term parameters' impact of model, so as to achieve improving forecasting precision of model. And time series models have been used widely in economic, sociology and medicine, but few in thermal error modeling of CNC machine. Adopt autoregressive distributed lag model of time series analysis, and contract of results among time series model, multiple linear regression model, demonstrate that forecast accuracy can be improved using time series model, and time series analysis has a bright future.
Detecting structural breaks in time series via genetic algorithms
DEFF Research Database (Denmark)
Doerr, Benjamin; Fischer, Paul; Hilbert, Astrid
2016-01-01
Detecting structural breaks is an essential task for the statistical analysis of time series, for example, for fitting parametric models to it. In short, structural breaks are points in time at which the behaviour of the time series substantially changes. Typically, no solid background knowledge ...
Time series analysis in the social sciences the fundamentals
Shin, Youseop
2017-01-01
Times Series Analysis in the Social Sciences is a practical and highly readable introduction written exclusively for students and researchers whose mathematical background is limited to basic algebra. The book focuses on fundamental elements of time series analysis that social scientists need to understand so they can employ time series analysis for their research and practice. Through step-by-step explanations and using monthly violent crime rates as case studies, this book explains univariate time series from the preliminary visual analysis through the modeling of seasonality, trends, and re
Stochastic time series analysis of hydrology data for water resources
Sathish, S.; Khadar Babu, S. K.
2017-11-01
The prediction to current publication of stochastic time series analysis in hydrology and seasonal stage. The different statistical tests for predicting the hydrology time series on Thomas-Fiering model. The hydrology time series of flood flow have accept a great deal of consideration worldwide. The concentration of stochastic process areas of time series analysis method are expanding with develop concerns about seasonal periods and global warming. The recent trend by the researchers for testing seasonal periods in the hydrologic flowseries using stochastic process on Thomas-Fiering model. The present article proposed to predict the seasonal periods in hydrology using Thomas-Fiering model.
Studies on time series applications in environmental sciences
Bărbulescu, Alina
2016-01-01
Time series analysis and modelling represent a large study field, implying the approach from the perspective of the time and frequency, with applications in different domains. Modelling hydro-meteorological time series is difficult due to the characteristics of these series, as long range dependence, spatial dependence, the correlation with other series. Continuous spatial data plays an important role in planning, risk assessment and decision making in environmental management. In this context, in this book we present various statistical tests and modelling techniques used for time series analysis, as well as applications to hydro-meteorological series from Dobrogea, a region situated in the south-eastern part of Romania, less studied till now. Part of the results are accompanied by their R code. .
Zhang, Jian; Yang, Xiao-hua; Chen, Xiao-juan
2015-01-01
Due to nonlinear and multiscale characteristics of temperature time series, a new model called wavelet network model based on multiple criteria decision making (WNMCDM) has been proposed, which combines the advantage of wavelet analysis, multiple criteria decision making, and artificial neural network. One case for forecasting extreme monthly maximum temperature of Miyun Reservoir has been conducted to examine the performance of WNMCDM model. Compared with nearest neighbor bootstrapping regr...
Generation of hourly irradiation synthetic series using the neural network multilayer perceptron
Energy Technology Data Exchange (ETDEWEB)
Hontoria, L.; Aguilera, J. [Universidad de Jaen, Linares-Jaen (Spain). Dpto. de Electronica; Zufiria, P. [Ciudad Universitaria, Madrid (Spain). Grupo de Redes Neuronales
2002-05-01
In this work, a methodology based on the neural network model called multilayer perceptron (MLP) to solve a typical problem in solar energy is presented. This methodology consists of the generation of synthetic series of hourly solar irradiation. The model presented is based on the capacity of the MLP for finding relations between variables for which interrelation is unknown explicitly. The information available can be included progressively at the series generator at different stages. A comparative study with other solar irradiation synthetic generation methods has been done in order to demonstrate the validity of the one proposed. (author)
Assessing Local Turbulence Strength from a Time Series
Directory of Open Access Journals (Sweden)
Mayer Humi
2010-01-01
Full Text Available We study the possible link between “local turbulence strength” in a flow which is represented by a finite time series and a “chaotic invariant”, namely, the leading Lyaponuv exponent that characterizes this series. To validate a conjecture about this link, we analyze several time series of measurements taken by a plane flying at constant height in the upper troposphere. For each of these time series we estimate the leading Lyaponuv exponent which we then correlate with the structure constants for the temperature. In addition, we introduce a quantitative technique to educe the scale contents of the flow and a methodology to validate its spectrum.
Learning and Prediction of Relational Time Series
2013-03-01
percept that describes “a ball hits the wall” becomes false immediately after it occurs. An interval timed percept occurs at the ‘+’ percept, persist...describes “a ball is in the box” is true until the ball is removed. A timed percept indicating the beginning of an interval state has a...Degree Out Degree Type Troll1 0 1 D Agent1 0 1 A Location1 2 0 L Troll2 0 1 D Agent2 0 1 A Location2 2 0 L constant1 constant2 Score Dragon - 1
Time Series Econometrics for the 21st Century
Hansen, Bruce E.
2017-01-01
The field of econometrics largely started with time series analysis because many early datasets were time-series macroeconomic data. As the field developed, more cross-sectional and longitudinal datasets were collected, which today dominate the majority of academic empirical research. In nonacademic (private sector, central bank, and governmental)…
Time series analyses of mean monthly rainfall for drought ...
African Journals Online (AJOL)
This paper analyses the time series characteristics of rainfall data for Sokoto metropolis for 40 years with a view to understanding drought management. Data for this study was obtained from the Nigeria Metrological Agency (NIMET), Sokoto Airport; Sokoto. The data was subjected to time series tests (trend, cycle, seasonal ...
461 TIME SERIES ANALYSES OF MEAN MONTHLY RAINFALL ...
African Journals Online (AJOL)
Osondu
Abstract. This paper analyses the time series characteristics of rainfall data for Sokoto metropolis for 40 years with a view to understanding drought management. Data for this study was obtained from the. Nigeria Metrological Agency (NIMET), Sokoto Airport; Sokoto. The data was subjected to time series tests (trend, cycle ...
Two-fractal overlap time series: Earthquakes and market crashes
Indian Academy of Sciences (India)
We find prominent similarities in the features of the time series for the (model earthquakes or) overlap of two Cantor sets when one set moves with uniform relative velocity over the other and time series of stock prices. An anticipation method for some of the crashes have been proposed here, based on these observations.
Metagenomics meets time series analysis: unraveling microbial community dynamics
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
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 ...
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...
Self-organising mixture autoregressive model for non-stationary time series modelling.
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.
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.
Stationary determinism in Observed Time Series the earth's surface temperature
Gutíerrez, R M
1999-01-01
In this work we address the feasibility of estimating and isolating the stationary and deterministic content of observational time series, {\\bf Ots}, which in general have very limited characteristics. In particular, we study the valuable earth's surface mean temperature time series, {\\bf Tts}, by applying several treatments intended to isolate the stationary and deterministic content. We give particular attention to the sensitivity of results on the different parameters involved. The effects of such treatments were assessed by means of several methods designed to estimate the stationarity of time series. In order to strengthen the significance of the results obtained we have created a comparative framework with seven test time series of well-know origin and characteristics with a similar small number of data points. We have obtained a greater understanding of the potential and limitations of the different methods when applied to real world time series. The study of the stationarity and deterministic content ...
Chattopadhyay, Surajit; Chattopadhyay, Goutami
The present paper reports studies on the association between the mean annual sunspot numbers and the summer monsoon rainfall over India. The cross correlations have been studied. After Box-Cox transformation, the time spectral analysis has been executed and it has been found that both of the time series have an important spectrum at the fifth harmonic. An artificial neural network (ANN) model has been developed on the data series averaged continuously by five years and the neural network could establish a predictor-predict and relationship between the sunspot numbers and the mean yearly summer monsoon rainfall over India.
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.
Battery Grouping with Time Series Clustering Based on Affinity Propagation
Zhiwei He; Mingyu Gao; Guojin Ma; Yuanyuan Liu; Lijun Tang
2016-01-01
Battery grouping is a technology widely used to improve the performance of battery packs. In this paper, we propose a time series clustering based battery grouping method. The proposed method utilizes the whole battery charge/discharge sequence for battery grouping. The time sequences are first denoised with a wavelet denoising technique. The similarity matrix is then computed with the dynamic time warping distance, and finally the time series are clustered with the affinity propagation algor...
A model of interval timing by neural integration
Simen, Patrick; Balci, Fuat; deSouza, Laura; Cohen, Jonathan D.; Holmes, Philip
2011-01-01
We show that simple assumptions about neural processing lead to a model of interval timing as a temporal integration process, in which a noisy firing-rate representation of time rises linearly on average toward a response threshold over the course of an interval. Our assumptions include: that neural spike trains are approximately independent Poisson processes; that correlations among them can be largely cancelled by balancing excitation and inhibition; that neural populations can act as integrators; and that the objective of timed behavior is maximal accuracy and minimal variance. The model accounts for a variety of physiological and behavioral findings in rodents, monkeys and humans, including ramping firing rates between the onset of reward-predicting cues and the receipt of delayed rewards, and universally scale-invariant response time distributions in interval timing tasks. It furthermore makes specific, well-supported predictions about the skewness of these distributions, a feature of timing data that is usually ignored. The model also incorporates a rapid (potentially one-shot) duration-learning procedure. Human behavioral data support the learning rule’s predictions regarding learning speed in sequences of timed responses. These results suggest that simple, integration-based models should play as prominent a role in interval timing theory as they do in theories of perceptual decision making, and that a common neural mechanism may underlie both types of behavior. PMID:21697374
Sunspot Time Series: Passive and Active Intervals
Zięba, S.; Nieckarz, Z.
2014-07-01
Solar activity slowly and irregularly decreases from the first spotless day (FSD) in the declining phase of the old sunspot cycle and systematically, but also in an irregular way, increases to the new cycle maximum after the last spotless day (LSD). The time interval between the first and the last spotless day can be called the passive interval (PI), while the time interval from the last spotless day to the first one after the new cycle maximum is the related active interval (AI). Minima of solar cycles are inside PIs, while maxima are inside AIs. In this article, we study the properties of passive and active intervals to determine the relation between them. We have found that some properties of PIs, and related AIs, differ significantly between two group of solar cycles; this has allowed us to classify Cycles 8 - 15 as passive cycles, and Cycles 17 - 23 as active ones. We conclude that the solar activity in the PI declining phase (a descending phase of the previous cycle) determines the strength of the approaching maximum in the case of active cycles, while the activity of the PI rising phase (a phase of the ongoing cycle early growth) determines the strength of passive cycles. This can have implications for solar dynamo models. Our approach indicates the important role of solar activity during the declining and the rising phases of the solar-cycle minimum.
Directory of Open Access Journals (Sweden)
Jiří Fejfar
2012-01-01
Full Text Available We are presenting results comparison of three artificial intelligence algorithms in a classification of time series derived from musical excerpts in this paper. Algorithms were chosen to represent different principles of classification – statistic approach, neural networks and competitive learning. The first algorithm is a classical k-Nearest neighbours algorithm, the second algorithm is Multilayer Perceptron (MPL, an example of artificial neural network and the third one is a Learning Vector Quantization (LVQ algorithm representing supervised counterpart to unsupervised Self Organizing Map (SOM.After our own former experiments with unlabelled data we moved forward to the data labels utilization, which generally led to a better accuracy of classification results. As we need huge data set of labelled time series (a priori knowledge of correct class which each time series instance belongs to, we used, with a good experience in former studies, musical excerpts as a source of real-world time series. We are using standard deviation of the sound signal as a descriptor of a musical excerpts volume level.We are describing principle of each algorithm as well as its implementation briefly, giving links for further research. Classification results of each algorithm are presented in a confusion matrix showing numbers of misclassifications and allowing to evaluate overall accuracy of the algorithm. Results are compared and particular misclassifications are discussed for each algorithm. Finally the best solution is chosen and further research goals are given.
High performance biomedical time series indexes using salient segmentation.
Woodbridge, Jonathan; Mortazavi, Bobak; Bui, Alex A T; Sarrafzadeh, Majid
2012-01-01
The advent of remote and wearable medical sensing has created a dire need for efficient medical time series databases. Wearable medical sensing devices provide continuous patient monitoring by various types of sensors and have the potential to create massive amounts of data. Therefore, time series databases must utilize highly optimized indexes in order to efficiently search and analyze stored data. This paper presents a highly efficient technique for indexing medical time series signals using Locality Sensitive Hashing (LSH). Unlike previous work, only salient (or interesting) segments are inserted into the index. This technique reduces search times by up to 95% while yielding near identical search results.
Clustering Financial Time Series by Network Community Analysis
Piccardi, Carlo; Calatroni, Lisa; Bertoni, Fabio
In this paper, we describe a method for clustering financial time series which is based on community analysis, a recently developed approach for partitioning the nodes of a network (graph). A network with N nodes is associated to the set of N time series. The weight of the link (i, j), which quantifies the similarity between the two corresponding time series, is defined according to a metric based on symbolic time series analysis, which has recently proved effective in the context of financial time series. Then, searching for network communities allows one to identify groups of nodes (and then time series) with strong similarity. A quantitative assessment of the significance of the obtained partition is also provided. The method is applied to two distinct case-studies concerning the US and Italy Stock Exchange, respectively. In the US case, the stability of the partitions over time is also thoroughly investigated. The results favorably compare with those obtained with the standard tools typically used for clustering financial time series, such as the minimal spanning tree and the hierarchical tree.
Sensor-Generated Time Series Events: A Definition Language
Anguera, Aurea; Lara, Juan A.; Lizcano, David; Martínez, Maria Aurora; Pazos, Juan
2012-01-01
There are now a great many domains where information is recorded by sensors over a limited time period or on a permanent basis. This data flow leads to sequences of data known as time series. In many domains, like seismography or medicine, time series analysis focuses on particular regions of interest, known as events, whereas the remainder of the time series contains hardly any useful information. In these domains, there is a need for mechanisms to identify and locate such events. In this paper, we propose an events definition language that is general enough to be used to easily and naturally define events in time series recorded by sensors in any domain. The proposed language has been applied to the definition of time series events generated within the branch of medicine dealing with balance-related functions in human beings. A device, called posturograph, is used to study balance-related functions. The platform has four sensors that record the pressure intensity being exerted on the platform, generating four interrelated time series. As opposed to the existing ad hoc proposals, the results confirm that the proposed language is valid, that is generally applicable and accurate, for identifying the events contained in the time series.
Space-time system architecture for the neural optical computing
Lo, Yee-Man V.
1991-02-01
The brain can perform the tasks of associative recall detection recognition and optimization. In this paper space-time system field models of the brain are introduced. They are called the space-time maximum likelihood associative memory system (ST-ML-AMS) and the space-time adaptive learning system (ST-ALS). Performance of the system is analyzed using the probability of error in memory recall (PEMR) and the space-time neural capacity (ST-NC). 1.
Time series modeling of system self-assessment of survival
Energy Technology Data Exchange (ETDEWEB)
Lu, H.; Kolarik, W.J. [Texas Tech Univ., Lubbock, TX (United States). Dept. of Industrial Engineering
1999-06-01
Self-assessment of survival for a system, subsystem or component is implemented by assessing conditional performance reliability in real-time, which includes modeling and analysis of physical performance data. This paper proposes a time series analysis approach to system self-assessment (prediction) of survival. In the approach, physical performance data are modeled in a time series. The performance forecast is based on the model developed and is converted to the reliability of system survival. In contrast to a standard regression model, a time series model, using on-line data, is suitable for the real-time performance prediction. This paper illustrates an example of time series modeling and survival assessment, regarding an excessive tool edge wear failure mode for a twist drill operation.
A fuzzy/Bayesian approach for the time series change point detection problem
Directory of Open Access Journals (Sweden)
Marcos Flávio S.V. D'Angelo
2011-08-01
Full Text Available This paper addresses the change point detection problem in time series. A methodology based on the Metropolis-Hastings algorithm applied to time series modeled as a process with Beta distribution is discussed. In order to make this methodology useful in practice, a fuzzy cluster technique is applied to the initial time series at first, generating a new data set with Beta distribution. Bayesian procedures are considered for inference and the Metropolis-Hastings algorithm is used to sample from the posteriors. In the clustering process, a Kohonen neural network is used having as objective to find the best centers of the time series to be used in the fuzzyfication process. Finally, it will be presented a simulation results in the series of the electric energy consumption in Brazil, between January of 1976 and December of 2000, five months before the blackout occurred in 2001. Such result illustrates the efficiency of the proposed methodology for change point detection in time series.
Time series prediction with simple recurrent neural networks ...
African Journals Online (AJOL)
Bayero Journal of Pure and Applied Sciences. Journal Home · ABOUT THIS JOURNAL · Advanced Search · Current Issue · Archives · Journal Home > Vol 9, No 1 (2016) >. Log in or Register to get access to full text downloads.
Algorithms for Linear Time Series Analysis: With R Package
Directory of Open Access Journals (Sweden)
A. Ian McLeod
2007-11-01
Full Text Available Our ltsa package implements the Durbin-Levinson and Trench algorithms and provides a general approach to the problems of fitting, forecasting and simulating linear time series models as well as fitting regression models with linear time series errors. For computational efficiency both algorithms are implemented in C and interfaced to R. Examples are given which illustrate the efficiency and accuracy of the algorithms. We provide a second package FGN which illustrates the use of the ltsa package with fractional Gaussian noise (FGN. It is hoped that the ltsa will provide a base for further time series software.
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...
Time series with mixed spectra theory and methods
Li, Ta-Hsin
2013-01-01
Time series with mixed spectra are characterized by hidden periodic components buried in random noise. Despite strong interest in the statistical and signal processing communities, no book offers a comprehensive and up-to-date treatment of the subject. Filling this void, Time Series with Mixed Spectra focuses on the methods and theory for the statistical analysis of time series with mixed spectra. It presents detailed theoretical and empirical analyses of important methods and algorithms. Using both simulated and real-world data to illustrate the analyses, the book discusses periodogram analys
Multivariate time series analysis with R and financial applications
Tsay, Ruey S
2013-01-01
Since the publication of his first book, Analysis of Financial Time Series, Ruey Tsay has become one of the most influential and prominent experts on the topic of time series. Different from the traditional and oftentimes complex approach to multivariate (MV) time series, this sequel book emphasizes structural specification, which results in simplified parsimonious VARMA modeling and, hence, eases comprehension. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-worl
Emotional moments across time: a possible neural basis for time perception in the anterior insula
National Research Council Canada - National Science Library
A.D. (Bud) Craig
2009-01-01
... in the range of seconds to subseconds. The model posits that the neural substrate for awareness across time is located in the anterior insular cortex, which fits with recent functional imaging evidence relevant to awareness and time perception...
Characterizing interdependencies of multiple time series theory and applications
Hosoya, Yuzo; Takimoto, Taro; Kinoshita, Ryo
2017-01-01
This book introduces academic researchers and professionals to the basic concepts and methods for characterizing interdependencies of multiple time series in the frequency domain. Detecting causal directions between a pair of time series and the extent of their effects, as well as testing the non existence of a feedback relation between them, have constituted major focal points in multiple time series analysis since Granger introduced the celebrated definition of causality in view of prediction improvement. Causality analysis has since been widely applied in many disciplines. Although most analyses are conducted from the perspective of the time domain, a frequency domain method introduced in this book sheds new light on another aspect that disentangles the interdependencies between multiple time series in terms of long-term or short-term effects, quantitatively characterizing them. The frequency domain method includes the Granger noncausality test as a special case. Chapters 2 and 3 of the book introduce an i...
Scalable Prediction of Energy Consumption using Incremental Time Series Clustering
Energy Technology Data Exchange (ETDEWEB)
Simmhan, Yogesh; Noor, Muhammad Usman
2013-10-09
Time series datasets are a canonical form of high velocity Big Data, and often generated by pervasive sensors, such as found in smart infrastructure. Performing predictive analytics on time series data can be computationally complex, and requires approximation techniques. In this paper, we motivate this problem using a real application from the smart grid domain. We propose an incremental clustering technique, along with a novel affinity score for determining cluster similarity, which help reduce the prediction error for cumulative time series within a cluster. We evaluate this technique, along with optimizations, using real datasets from smart meters, totaling ~700,000 data points, and show the efficacy of our techniques in improving the prediction error of time series data within polynomial time.
Elements of nonlinear time series analysis and forecasting
De Gooijer, Jan G
2017-01-01
This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods. The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods. To make the book as user friendly as possible...
A Four-Stage Hybrid Model for Hydrological Time Series Forecasting
Di, Chongli; Yang, Xiaohua; Wang, Xiaochao
2014-01-01
Hydrological time series forecasting remains a difficult task due to its complicated nonlinear, non-stationary and multi-scale characteristics. To solve this difficulty and improve the prediction accuracy, a novel four-stage hybrid model is proposed for hydrological time series forecasting based on the principle of ‘denoising, decomposition and ensemble’. The proposed model has four stages, i.e., denoising, decomposition, components prediction and ensemble. In the denoising stage, the empirical mode decomposition (EMD) method is utilized to reduce the noises in the hydrological time series. Then, an improved method of EMD, the ensemble empirical mode decomposition (EEMD), is applied to decompose the denoised series into a number of intrinsic mode function (IMF) components and one residual component. Next, the radial basis function neural network (RBFNN) is adopted to predict the trend of all of the components obtained in the decomposition stage. In the final ensemble prediction stage, the forecasting results of all of the IMF and residual components obtained in the third stage are combined to generate the final prediction results, using a linear neural network (LNN) model. For illustration and verification, six hydrological cases with different characteristics are used to test the effectiveness of the proposed model. The proposed hybrid model performs better than conventional single models, the hybrid models without denoising or decomposition and the hybrid models based on other methods, such as the wavelet analysis (WA)-based hybrid models. In addition, the denoising and decomposition strategies decrease the complexity of the series and reduce the difficulties of the forecasting. With its effective denoising and accurate decomposition ability, high prediction precision and wide applicability, the new model is very promising for complex time series forecasting. This new forecast model is an extension of nonlinear prediction models. PMID:25111782
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series
DEFF Research Database (Denmark)
Gao, Jiti; Kanaya, Shin; Li, Degui
2015-01-01
This paper establishes uniform consistency results for nonparametric kernel density and regression estimators when time series regressors concerned are nonstationary null recurrent Markov chains. Under suitable regularity conditions, we derive uniform convergence rates of the estimators. Our resu...
Forecasting Time Series Movement Direction with Hybrid Methodology
Directory of Open Access Journals (Sweden)
Salwa Waeto
2017-01-01
Full Text Available Forecasting the tendencies of time series is a challenging task which gives better understanding. The purpose of this paper is to present the hybrid model of support vector regression associated with Autoregressive Integrated Moving Average which is formulated by hybrid methodology. The proposed model is more convenient for practical usage. The tendencies modeling of time series for Thailand’s south insurgency is of interest in this research article. The empirical results using the time series of monthly number of deaths, injuries, and incidents for Thailand’s south insurgency indicate that the proposed hybrid model is an effective way to construct an estimated hybrid model which is better than the classical time series model or support vector regression. The best forecast accuracy is performed by using mean square error.
AFSC/ABL: Ugashik sockeye salmon scale time series
National Oceanic and Atmospheric Administration, Department of Commerce — A time series of scale samples (1956 b?? 2002) collected from adult sockeye salmon returning to Ugashik River were retrieved from the Alaska Department of Fish and...
AFSC/ABL: Naknek sockeye salmon scale time series
National Oceanic and Atmospheric Administration, Department of Commerce — A time series of scale samples (1956 2002) collected from adult sockeye salmon returning to Naknek River were retrieved from the Alaska Department of Fish and Game....
Fast and Flexible Multivariate Time Series Subsequence Search
National Aeronautics and Space Administration — Multivariate Time-Series (MTS) are ubiquitous, and are generated in areas as disparate as sensor recordings in aerospace systems, music and video streams, medical...
Environmental Kuznets curve (EKC): Times series evidence from Portugal
Shahbaz, Muhammad; Jalil, Abdul; Dube, Smile
2010-01-01
The paper provides empirical evidence of an EKC – a relationship between income and environmental degradation for Portugal by applying autoregressive distributed lag (ARDL) to times series data. In order to capture Portugal’s historical experience, demographic changes, and international trade on CO2 emissions, we assess the traditional income-emissions model with variables such as energy consumption, urbanization, and trade openness in time series framework. There is evidence o...
Learning Multiple Temporal Matching for Time Series Classification
Frambourg, Cedric; Douzal-Chouakria, Ahlame; Gaussier, Eric
2013-01-01
12; International audience; In real applications, time series are generally of complex structure, exhibiting different global behaviors within classes. To discriminate such challenging time series, we propose a multiple temporal matching approach that reveals the commonly shared features within classes, and the most differential ones across classes. For this, we rely on a new framework based on the variance/covariance criterion to strengthen or weaken matched observations according to the ind...
Directory of Open Access Journals (Sweden)
David Afolabi
2017-11-01
Full Text Available The importance of an interference-less machine learning scheme in time series prediction is crucial, as an oversight can have a negative cumulative effect, especially when predicting many steps ahead of the currently available data. The on-going research on noise elimination in time series forecasting has led to a successful approach of decomposing the data sequence into component trends to identify noise-inducing information. The empirical mode decomposition method separates the time series/signal into a set of intrinsic mode functions ranging from high to low frequencies, which can be summed up to reconstruct the original data. The usual assumption that random noises are only contained in the high-frequency component has been shown not to be the case, as observed in our previous findings. The results from that experiment reveal that noise can be present in a low frequency component, and this motivates the newly-proposed algorithm. Additionally, to prevent the erosion of periodic trends and patterns within the series, we perform the learning of local and global trends separately in a hierarchical manner which succeeds in detecting and eliminating short/long term noise. The algorithm is tested on four datasets from financial market data and physical science data. The simulation results are compared with the conventional and state-of-the-art approaches for time series machine learning, such as the non-linear autoregressive neural network and the long short-term memory recurrent neural network, respectively. Statistically significant performance gains are recorded when the meta-learning algorithm for noise reduction is used in combination with these artificial neural networks. For time series data which cannot be decomposed into meaningful trends, applying the moving average method to create meta-information for guiding the learning process is still better than the traditional approach. Therefore, this new approach is applicable to the forecasting
Stabilizing patterns in time: Neural network approach.
Ben-Shushan, Nadav; Tsodyks, Misha
2017-12-01
Recurrent and feedback networks are capable of holding dynamic memories. Nonetheless, training a network for that task is challenging. In order to do so, one should face non-linear propagation of errors in the system. Small deviations from the desired dynamics due to error or inherent noise might have a dramatic effect in the future. A method to cope with these difficulties is thus needed. In this work we focus on recurrent networks with linear activation functions and binary output unit. We characterize its ability to reproduce a temporal sequence of actions over its output unit. We suggest casting the temporal learning problem to a perceptron problem. In the discrete case a finite margin appears, providing the network, to some extent, robustness to noise, for which it performs perfectly (i.e. producing a desired sequence for an arbitrary number of cycles flawlessly). In the continuous case the margin approaches zero when the output unit changes its state, hence the network is only able to reproduce the sequence with slight jitters. Numerical simulation suggest that in the discrete time case, the longest sequence that can be learned scales, at best, as square root of the network size. A dramatic effect occurs when learning several short sequences in parallel, that is, their total length substantially exceeds the length of the longest single sequence the network can learn. This model easily generalizes to an arbitrary number of output units, which boost its performance. This effect is demonstrated by considering two practical examples for sequence learning. This work suggests a way to overcome stability problems for training recurrent networks and further quantifies the performance of a network under the specific learning scheme.
Neural Computations in a Dynamical System with Multiple Time Scales
Mi, Yuanyuan; Lin, Xiaohan; Wu, Si
2016-01-01
Neural systems display rich short-term dynamics at various levels, e.g., spike-frequency adaptation (SFA) at the single-neuron level, and short-term facilitation (STF) and depression (STD) at the synapse level. These dynamical features typically cover a broad range of time scales and exhibit large diversity in different brain regions. It remains unclear what is the computational benefit for the brain to have such variability in short-term dynamics. In this study, we propose that the brain can exploit such dynamical features to implement multiple seemingly contradictory computations in a single neural circuit. To demonstrate this idea, we use continuous attractor neural network (CANN) as a working model and include STF, SFA and STD with increasing time constants in its dynamics. Three computational tasks are considered, which are persistent activity, adaptation, and anticipative tracking. These tasks require conflicting neural mechanisms, and hence cannot be implemented by a single dynamical feature or any combination with similar time constants. However, with properly coordinated STF, SFA and STD, we show that the network is able to implement the three computational tasks concurrently. We hope this study will shed light on the understanding of how the brain orchestrates its rich dynamics at various levels to realize diverse cognitive functions. PMID:27679569
Prediction of Long-Memory Time Series: A Tutorial Review
Bhansali, R. J.; Kokoszka, P. S.
Two different approaches, called Type-I and Type-II, to linear least-squares prediction of a long-memory time series are distinguished. In the former, no new theory is required and a long-memory time series is treated on par with a standard short-memory time series and its multistep predictions are obtained by using the existing modelling approaches to prediction of such time series. The latter, by contrast, seeks to model the long-memory stochastic characteristics of the observed time series by a fractional process such that its dth fractional difference, 0 memory process. The various approaches to constructing long-memory stochastic models are reviewed, and the associated question of parameter estimation for these models is discussed. Having fitted a long-memory stochastic model to a time series, linear multi-step forecasts of its future values are constructed from the model itself. The question of how to evaluate the multistep prediction constants is considered and three different methods proposed for doing so are outlined; it is further noted that, under appropriate regularity conditions, these methods apply also to the class of linear long memory processes with infinite variance. In addition, a brief review of the class of non-linear chaotic maps implying long-memory is given.
Effect of reference stations on continuous GPS (CGPS) time series
Sella, G. F.; Malservisi, R.; Wdowinski, S.; Dixon, T.; Lafemina, P.
2004-12-01
Time series of CGPS sites in the ITRF2000 reference frame show a significant "bump" in late 2002. The time series suggest that the position of the GPS monument has moved significantly compared to the expected steady velocity prediction. Although the change has only a slight effect on computed velocities for long time series, it may introduce a significant bias in the computed velocity for shorter time series and in time series only using data collected during episodic GPS campaigns. The "bump" is easily recognized in North American sites but can also be observed in sites around the world, indicating a global effect. It is also present in time series produced by different analysis groups with different software packages (GIPSY-OASIS, GAMIT). We propose that the bump is related to "misbehavior" of one or more references sites used to transform raw GPS positions into ITRF2000. The "bump" appears to coincide with discontinuity in the operation of some reference stations. We also find that daily positions estimates are particularly sensitive to the behavior of some reference stations.
Wei, Ruoyu; Cao, Jinde; Alsaedi, Ahmed
2018-02-01
This paper investigates the finite-time synchronization and fixed-time synchronization problems of inertial memristive neural networks with time-varying delays. By utilizing the Filippov discontinuous theory and Lyapunov stability theory, several sufficient conditions are derived to ensure finite-time synchronization of inertial memristive neural networks. Then, for the purpose of making the setting time independent of initial condition, we consider the fixed-time synchronization. A novel criterion guaranteeing the fixed-time synchronization of inertial memristive neural networks is derived. Finally, three examples are provided to demonstrate the effectiveness of our main results.
Time to address the problems at the neural interface
Durand, Dominique M.; Ghovanloo, Maysam; Krames, Elliot
2014-04-01
Neural engineers have made significant, if not remarkable, progress in interfacing with the nervous system in the last ten years. In particular, neuromodulation of the brain has generated significant therapeutic benefits [1-5]. EEG electrodes can be used to communicate with patients with locked-in syndrome [6]. In the central nervous system (CNS), electrode arrays placed directly over or within the cortex can record neural signals related to the intent of the subject or patient [7, 8]. A similar technology has allowed paralyzed patients to control an otherwise normal skeletal system with brain signals [9, 10]. This technology has significant potential to restore function in these and other patients with neural disorders such as stroke [11]. Although there are several multichannel arrays described in the literature, the workhorse for these cortical interfaces has been the Utah array [12]. This 100-channel electrode array has been used in most studies on animals and humans since the 1990s and is commercially available. This array and other similar microelectrode arrays can record neural signals with high quality (high signal-to-noise ratio), but these signals fade and disappear after a few months and therefore the current technology is not reliable for extended periods of time. Therefore, despite these major advances in communicating with the brain, clinical translation cannot be implemented. The reasons for this failure are not known but clearly involve the interface between the electrode and the neural tissue. The Defense Advanced Research Project Agency (DARPA) as well as other federal funding agencies such as the National Science Foundation (NSF) and the National Institutes of Health have provided significant financial support to investigate this problem without much success. A recent funding program from DARPA was designed to establish the failure modes in order to generate a reliable neural interface technology and again was unsuccessful at producing a robust
Combined forecasts from linear and nonlinear time series models
N. Terui (Nobuhiko); H.K. van Dijk (Herman)
1999-01-01
textabstractCombined forecasts from a linear and a nonlinear model are investigated for time series with possibly nonlinear characteristics. The forecasts are combined by a constant coefficient regression method as well as a time varying method. The time varying method allows for a locally
Three essays in applied macroeconomics and time series analysis
Abi Morshed, Alaa
2017-01-01
This dissertation revolves around topics in Applied Macroeconomics and Time series analysis. Generally speaking, we explore different forms of instability ranging from discrete sudden breaks to time varying parameter (TVP) models. In the second chapter, we study the time-varying impact of
Combined Forecasts from Linear and Nonlinear Time Series Models
N. Terui (Nobuhiko); H.K. van Dijk (Herman)
1999-01-01
textabstractCombined forecasts from a linear and a nonlinear model are investigated for time series with possibly nonlinear characteristics. The forecasts are combined by a constant coefficient regression method as well as a time varying method. The time varying method allows for a locally
Abbot, John; Marohasy, Jennifer
2017-11-01
General circulation models, which forecast by first modelling actual conditions in the atmosphere and ocean, are used extensively for monthly rainfall forecasting. We show how more skilful monthly and seasonal rainfall forecasts can be achieved through the mining of historical climate data using artificial neural networks (ANNs). This technique is demonstrated for two agricultural regions of Australia: the wheat belt of Western Australia and the sugar growing region of coastal Queensland. The most skilful monthly rainfall forecasts measured in terms of Ideal Point Error (IPE), and a score relative to climatology, are consistently achieved through the use of ANNs optimized for each month individually, and also by choosing to input longer historical series of climate indices. Using the longer series restricts the number of climate indices that can be used.
Battery Grouping with Time Series Clustering Based on Affinity Propagation
Directory of Open Access Journals (Sweden)
Zhiwei He
2016-07-01
Full Text Available Battery grouping is a technology widely used to improve the performance of battery packs. In this paper, we propose a time series clustering based battery grouping method. The proposed method utilizes the whole battery charge/discharge sequence for battery grouping. The time sequences are first denoised with a wavelet denoising technique. The similarity matrix is then computed with the dynamic time warping distance, and finally the time series are clustered with the affinity propagation algorithm according to the calculated similarity matrices. The silhouette index is utilized for assessing the performance of the proposed battery grouping method. Test results show that the proposed battery grouping method is effective.
Multiresolution analysis of Bursa Malaysia KLCI time series
Ismail, Mohd Tahir; Dghais, Amel Abdoullah Ahmed
2017-05-01
In general, a time series is simply a sequence of numbers collected at regular intervals over a period. Financial time series data processing is concerned with the theory and practice of processing asset price over time, such as currency, commodity data, and stock market data. The primary aim of this study is to understand the fundamental characteristics of selected financial time series by using the time as well as the frequency domain analysis. After that prediction can be executed for the desired system for in sample forecasting. In this study, multiresolution analysis which the assist of discrete wavelet transforms (DWT) and maximal overlap discrete wavelet transform (MODWT) will be used to pinpoint special characteristics of Bursa Malaysia KLCI (Kuala Lumpur Composite Index) daily closing prices and return values. In addition, further case study discussions include the modeling of Bursa Malaysia KLCI using linear ARIMA with wavelets to address how multiresolution approach improves fitting and forecasting results.
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.
Anguera, A; Barreiro, J M; Lara, J A; Lizcano, D
2016-01-01
One of the major challenges in the medical domain today is how to exploit the huge amount of data that this field generates. To do this, approaches are required that are capable of discovering knowledge that is useful for decision making in the medical field. Time series are data types that are common in the medical domain and require specialized analysis techniques and tools, especially if the information of interest to specialists is concentrated within particular time series regions, known as events. This research followed the steps specified by the so-called knowledge discovery in databases (KDD) process to discover knowledge from medical time series derived from stabilometric (396 series) and electroencephalographic (200) patient electronic health records (EHR). The view offered in the paper is based on the experience gathered as part of the VIIP project. Knowledge discovery in medical time series has a number of difficulties and implications that are highlighted by illustrating the application of several techniques that cover the entire KDD process through two case studies. This paper illustrates the application of different knowledge discovery techniques for the purposes of classification within the above domains. The accuracy of this application for the two classes considered in each case is 99.86% and 98.11% for epilepsy diagnosis in the electroencephalography (EEG) domain and 99.4% and 99.1% for early-age sports talent classification in the stabilometry domain. The KDD techniques achieve better results than other traditional neural network-based classification techniques.
Performance of time-series methods in forecasting the demand for red blood cell transfusion.
Pereira, Arturo
2004-05-01
Planning the future blood collection efforts must be based on adequate forecasts of transfusion demand. In this study, univariate time-series methods were investigated for their performance in forecasting the monthly demand for RBCs at one tertiary-care, university hospital. Three time-series methods were investigated: autoregressive integrated moving average (ARIMA), the Holt-Winters family of exponential smoothing models, and one neural-network-based method. The time series consisted of the monthly demand for RBCs from January 1988 to December 2002 and was divided into two segments: the older one was used to fit or train the models, and the younger to test for the accuracy of predictions. Performance was compared across forecasting methods by calculating goodness-of-fit statistics, the percentage of months in which forecast-based supply would have met the RBC demand (coverage rate), and the outdate rate. The RBC transfusion series was best fitted by a seasonal ARIMA(0,1,1)(0,1,1)(12) model. Over 1-year time horizons, forecasts generated by ARIMA or exponential smoothing laid within the +/- 10 percent interval of the real RBC demand in 79 percent of months (62% in the case of neural networks). The coverage rate for the three methods was 89, 91, and 86 percent, respectively. Over 2-year time horizons, exponential smoothing largely outperformed the other methods. Predictions by exponential smoothing laid within the +/- 10 percent interval of real values in 75 percent of the 24 forecasted months, and the coverage rate was 87 percent. Over 1-year time horizons, predictions of RBC demand generated by ARIMA or exponential smoothing are accurate enough to be of help in the planning of blood collection efforts. For longer time horizons, exponential smoothing outperforms the other forecasting methods.
Drunk driving detection based on classification of multivariate time series.
Li, Zhenlong; Jin, Xue; Zhao, Xiaohua
2015-09-01
This paper addresses the problem of detecting drunk driving based on classification of multivariate time series. First, driving performance measures were collected from a test in a driving simulator located in the Traffic Research Center, Beijing University of Technology. Lateral position and steering angle were used to detect drunk driving. Second, multivariate time series analysis was performed to extract the features. A piecewise linear representation was used to represent multivariate time series. A bottom-up algorithm was then employed to separate multivariate time series. The slope and time interval of each segment were extracted as the features for classification. Third, a support vector machine classifier was used to classify driver's state into two classes (normal or drunk) according to the extracted features. The proposed approach achieved an accuracy of 80.0%. Drunk driving detection based on the analysis of multivariate time series is feasible and effective. The approach has implications for drunk driving detection. Copyright © 2015 Elsevier Ltd and National Safety Council. All rights reserved.
Self-affinity in the dengue fever time series
Azevedo, S. M.; Saba, H.; Miranda, J. G. V.; Filho, A. S. Nascimento; Moret, M. A.
2016-06-01
Dengue is a complex public health problem that is common in tropical and subtropical regions. This disease has risen substantially in the last three decades, and the physical symptoms depict the self-affine behavior of the occurrences of reported dengue cases in Bahia, Brazil. This study uses detrended fluctuation analysis (DFA) to verify the scale behavior in a time series of dengue cases and to evaluate the long-range correlations that are characterized by the power law α exponent for different cities in Bahia, Brazil. The scaling exponent (α) presents different long-range correlations, i.e. uncorrelated, anti-persistent, persistent and diffusive behaviors. The long-range correlations highlight the complex behavior of the time series of this disease. The findings show that there are two distinct types of scale behavior. In the first behavior, the time series presents a persistent α exponent for a one-month period. For large periods, the time series signal approaches subdiffusive behavior. The hypothesis of the long-range correlations in the time series of the occurrences of reported dengue cases was validated. The observed self-affinity is useful as a forecasting tool for future periods through extrapolation of the α exponent behavior. This complex system has a higher predictability in a relatively short time (approximately one month), and it suggests a new tool in epidemiological control strategies. However, predictions for large periods using DFA are hidden by the subdiffusive behavior.
Stochastic modeling of hourly rainfall times series in Campania (Italy)
Giorgio, M.; Greco, R.
2009-04-01
Occurrence of flowslides and floods in small catchments is uneasy to predict, since it is affected by a number of variables, such as mechanical and hydraulic soil properties, slope morphology, vegetation coverage, rainfall spatial and temporal variability. Consequently, landslide risk assessment procedures and early warning systems still rely on simple empirical models based on correlation between recorded rainfall data and observed landslides and/or river discharges. Effectiveness of such systems could be improved by reliable quantitative rainfall prediction, which can allow gaining larger lead-times. Analysis of on-site recorded rainfall height time series represents the most effective approach for a reliable prediction of local temporal evolution of rainfall. Hydrological time series analysis is a widely studied field in hydrology, often carried out by means of autoregressive models, such as AR, ARMA, ARX, ARMAX (e.g. Salas [1992]). Such models gave the best results when applied to the analysis of autocorrelated hydrological time series, like river flow or level time series. Conversely, they are not able to model the behaviour of intermittent time series, like point rainfall height series usually are, especially when recorded with short sampling time intervals. More useful for this issue are the so-called DRIP (Disaggregated Rectangular Intensity Pulse) and NSRP (Neymann-Scott Rectangular Pulse) model [Heneker et al., 2001; Cowpertwait et al., 2002], usually adopted to generate synthetic point rainfall series. In this paper, the DRIP model approach is adopted, in which the sequence of rain storms and dry intervals constituting the structure of rainfall time series is modeled as an alternating renewal process. Final aim of the study is to provide a useful tool to implement an early warning system for hydrogeological risk management. Model calibration has been carried out with hourly rainfall hieght data provided by the rain gauges of Campania Region civil
Directory of Open Access Journals (Sweden)
Souza Reinaldo C.
2010-04-01
Full Text Available Artificial neural networks, especially multilayer perceptrons, have been recognised as being a powerful technique for forecasting nonlinear time series; however, cascade-correlation architecture is a strong competitor in this task due to it incorporating several advantages related to the statistical identification of multilayer perceptrons. This paper compares the accuracy of a cascade-co- rrelation neural network to the linear approach, multilayer perceptrons and dynamic architecture for artificial neural networks (DAN2 to determine whether the cascade-correlation network was able to forecast the time series being studied with more accu- racy. It was concluded that cascade-correlation was able to forecast time series with more accuracy than other approaches.Las redes neuronales, y en particular los perceptrones multicapa (MLP, han sido reconocidos como una de las más poderosas técnicas para estimar series de tiempo; sin embargo, la técnica de redes cascada-correlación (CC es un fuerte competidor para pronosticar series temporales pues incorpora mejoras a los problemas de identificabilidad estadística del modelo del MLP. En és- te artículo se compara el rendimiento de las redes CC respecto de otras técnicas, entre ellas el MLP, ANN y Arima, usando va- rias series de tiempo no lineales del mundo real, con el fin de determinar si las CC ofrecen buenos resultados en la práctica. Los resultados indican que las redes CC, en la mayoría de los casos, son superiores a los MLP, ANN y Arima, logrando errores me- nores en magnitud que los reportados en la literatura usando dichas técnicas, mientras que en relación a DAN2 se lograron e- rrores cercanos e incluso mejores.
Periodicity Estimation in Mechanical Acoustic Time-Series Data
Directory of Open Access Journals (Sweden)
Zhu Yongbo
2015-01-01
Full Text Available Periodicity estimation in mechanical acoustic time-series data is a well-established problem in data mining as it can be applicable in variety of disciplines either for anomaly detection or for prediction purposes in industry. In this paper, we develop a new approach for capturing and characterizing periodic patterns in time-series data by virtue of the dynamic time warping (DTW. We have conducted extensive experiments to evaluate the proposed approach with synthetic data and our collected data in practice. Experimental results demonstrated its effectiveness and robustness on periodicity detection in highly noised data.
Minimum entropy density method for the time series analysis
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.
Visibility graph analysis of wall turbulence time-series
Iacobello, Giovanni; Scarsoglio, Stefania; Ridolfi, Luca
2018-01-01
The spatio-temporal features of the velocity field of a fully-developed turbulent channel flow are investigated through the natural visibility graph (NVG) method, which is able to fully map the intrinsic structure of the time-series into complex networks. Time-series of the three velocity components, (u , v , w), are analyzed at fixed grid-points of the whole three-dimensional domain. Each time-series was mapped into a network by means of the NVG algorithm, so that each network corresponds to a grid-point of the simulation. The degree centrality, the transitivity and the here proposed mean link-length were evaluated as indicators of the global visibility, inter-visibility, and mean temporal distance among nodes, respectively. The metrics were averaged along the directions of homogeneity (x , z) of the flow, so they only depend on the wall-normal coordinate, y+. The visibility-based networks, inheriting the flow field features, unveil key temporal properties of the turbulent time-series and their changes moving along y+. Although intrinsically simple to be implemented, the visibility graph-based approach offers a promising and effective support to the classical methods for accurate time-series analyses of inhomogeneous turbulent flows.
Multitask Gaussian processes for multivariate physiological time-series analysis.
Dürichen, Robert; Pimentel, Marco A F; Clifton, Lei; Schweikard, Achim; Clifton, David A
2015-01-01
Gaussian process (GP) models are a flexible means of performing nonparametric Bayesian regression. However, GP models in healthcare are often only used to model a single univariate output time series, denoted as single-task GPs (STGP). Due to an increasing prevalence of sensors in healthcare settings, there is an urgent need for robust multivariate time-series tools. Here, we propose a method using multitask GPs (MTGPs) which can model multiple correlated multivariate physiological time series simultaneously. The flexible MTGP framework can learn the correlation between multiple signals even though they might be sampled at different frequencies and have training sets available for different intervals. Furthermore, prior knowledge of any relationship between the time series such as delays and temporal behavior can be easily integrated. A novel normalization is proposed to allow interpretation of the various hyperparameters used in the MTGP. We investigate MTGPs for physiological monitoring with synthetic data sets and two real-world problems from the field of patient monitoring and radiotherapy. The results are compared with standard Gaussian processes and other existing methods in the respective biomedical application areas. In both cases, we show that our framework learned the correlation between physiological time series efficiently, outperforming the existing state of the art.
Continuous baseflow separation from time series of daily and ...
African Journals Online (AJOL)
Continuous baseflow separation procedures have been frequently used to differentiate total flows into the high-frequency, lowamplitude 'baseflow' component and the low-frequency, high-amplitude 'flood' flows. In the past, such procedures have normally been applied to streamflow time-series data with time steps of 1 day ...
Sparse time series chain graphical models for reconstructing genetic networks
Abegaz, Fentaw; Wit, Ernst
We propose a sparse high-dimensional time series chain graphical model for reconstructing genetic networks from gene expression data parametrized by a precision matrix and autoregressive coefficient matrix. We consider the time steps as blocks or chains. The proposed approach explores patterns of
Analysis and generation of groundwater concentration time series
Crăciun, Maria; Vamoş, Călin; Suciu, Nicolae
2018-01-01
Concentration time series are provided by simulated concentrations of a nonreactive solute transported in groundwater, integrated over the transverse direction of a two-dimensional computational domain and recorded at the plume center of mass. The analysis of a statistical ensemble of time series reveals subtle features that are not captured by the first two moments which characterize the approximate Gaussian distribution of the two-dimensional concentration fields. The concentration time series exhibit a complex preasymptotic behavior driven by a nonstationary trend and correlated fluctuations with time-variable amplitude. Time series with almost the same statistics are generated by successively adding to a time-dependent trend a sum of linear regression terms, accounting for correlations between fluctuations around the trend and their increments in time, and terms of an amplitude modulated autoregressive noise of order one with time-varying parameter. The algorithm generalizes mixing models used in probability density function approaches. The well-known interaction by exchange with the mean mixing model is a special case consisting of a linear regression with constant coefficients.
MODIS Vegetation Indices time series improvement considering real acquisition dates
Testa, S.; Borgogno Mondino, E.
2013-12-01
Satellite Vegetation Indices (VI) time series images are widely used for the characterization phenology, which requires a high temporal accuracy of the satellite data. The present work is based on the MODerate resolution Imaging Spectroradiometer (MODIS) MOD13Q1 product - Vegetation Indices 16-Day L3 Global 250m, which is generated through a maximum value compositing process that reduces the number of cloudy pixels and excludes, when possible, off-nadir ones. Because of its 16-days compositing period, the distance between two adjacent-in-time values within each pixel NDVI time series can range from 1 to 32 days, thus not acceptable for phenologic studies. Moreover, most of the available smoothing algorithms, which are widely used for phenology characterization, assume that data points are equidistant in time and contemporary over the image. The objective of this work was to assess temporal features of NDVI time series over a test area, composed by Castanea sativa (chestnut) and Fagus sylvatica (beech) pure pixels within the Piemonte region in Northwestern Italy. Firstly, NDVI, Pixel Reliability (PR) and Composite Day of the Year (CDOY) data ranging from 2000 to 2011 were extracted from MOD13Q1 and corresponding time series were generated (in further computations, 2000 was not considered since it is not complete because acquisition began in February and calibration is unreliable until October). Analysis of CDOY time series (containing the actual reference date of each NDVI value) over the selected study areas showed NDVI values to be prevalently generated from data acquired at the centre of each 16-days period (the 9th day), at least constantly along the year. This leads to consider each original NDVI value nominally placed to the centre of its 16-days reference period. Then, a new NDVI time series was generated: a) moving each NDVI value to its actual "acquisition" date, b) interpolating the obtained temporary time series through SPLINE functions, c) sampling such
Cloud masking and removal in remote sensing image time series
Gómez-Chova, Luis; Amorós-López, Julia; Mateo-García, Gonzalo; Muñoz-Marí, Jordi; Camps-Valls, Gustau
2017-01-01
Automatic cloud masking of Earth observation images is one of the first required steps in optical remote sensing data processing since the operational use and product generation from satellite image time series might be hampered by undetected clouds. The high temporal revisit of current and forthcoming missions and the scarcity of labeled data force us to cast cloud screening as an unsupervised change detection problem in the temporal domain. We introduce a cloud screening method based on detecting abrupt changes along the time dimension. The main assumption is that image time series follow smooth variations over land (background) and abrupt changes will be mainly due to the presence of clouds. The method estimates the background surface changes using the information in the time series. In particular, we propose linear and nonlinear least squares regression algorithms that minimize both the prediction and the estimation error simultaneously. Then, significant differences in the image of interest with respect to the estimated background are identified as clouds. The use of kernel methods allows the generalization of the algorithm to account for higher-order (nonlinear) feature relations. After the proposed cloud masking and cloud removal, cloud-free time series at high spatial resolution can be used to obtain a better monitoring of land cover dynamics and to generate more elaborated products. The method is tested in a dataset with 5-day revisit time series from SPOT-4 at high resolution and with Landsat-8 time series. Experimental results show that the proposed method yields more accurate cloud masks when confronted with state-of-the-art approaches typically used in operational settings. In addition, the algorithm has been implemented in the Google Earth Engine platform, which allows us to access the full Landsat-8 catalog and work in a parallel distributed platform to extend its applicability to a global planetary scale.
Mining approximate periodic pattern in hydrological time series
Zhu, Y. L.; Li, S. J.; Bao, N. N.; Wan, D. S.
2012-04-01
There is a lot of information about the hidden laws of nature evolution and the influences of human beings activities on the earth surface in long sequence of hydrological time series. Data mining technology can help find those hidden laws, such as flood frequency and abrupt change, which is useful for the decision support of hydrological prediction and flood control scheduling. The periodic nature of hydrological time series is important for trend forecasting of drought and flood and hydraulic engineering planning. In Hydrology, the full period analysis of hydrological time series has attracted a lot of attention, such as the discrete periodogram, simple partial wave method, Fourier analysis method, and maximum entropy spectral analysis method and wavelet analysis. In fact, the hydrological process is influenced both by deterministic factors and stochastic ones. For example, the tidal level is also affected by moon circling the Earth, in addition to the Earth revolution and its rotation. Hence, there is some kind of approximate period hidden in the hydrological time series, sometimes which is also called the cryptic period. Recently, partial period mining originated from the data mining domain can be a remedy for the traditional period analysis methods in hydrology, which has a loose request of the data integrity and continuity. They can find some partial period in the time series. This paper is focused on the partial period mining in the hydrological time series. Based on asynchronous periodic pattern and partial period mining with suffix tree, this paper proposes to mine multi-event asynchronous periodic pattern based on modified suffix tree representation and traversal, and invent a dynamic candidate period intervals adjusting method, which can avoids period omissions or waste of time and space. The experimental results on synthetic data and real water level data of the Yangtze River at Nanjing station indicate that this algorithm can discover hydrological
High-Density Liquid-State Machine Circuitry for Time-Series Forecasting.
Rosselló, Josep L; Alomar, Miquel L; Morro, Antoni; Oliver, Antoni; Canals, Vincent
2016-08-01
Spiking neural networks (SNN) are the last neural network generation that try to mimic the real behavior of biological neurons. Although most research in this area is done through software applications, it is in hardware implementations in which the intrinsic parallelism of these computing systems are more efficiently exploited. Liquid state machines (LSM) have arisen as a strategic technique to implement recurrent designs of SNN with a simple learning methodology. In this work, we show a new low-cost methodology to implement high-density LSM by using Boolean gates. The proposed method is based on the use of probabilistic computing concepts to reduce hardware requirements, thus considerably increasing the neuron count per chip. The result is a highly functional system that is applied to high-speed time series forecasting.
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.
Time series analysis and its applications with R examples
Shumway, Robert H
2017-01-01
The fourth edition of this popular graduate textbook, like its predecessors, presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using nontrivial data illustrate solutions to problems such as discovering natural and anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and monitoring a nuclear test ban treaty. The book is designed as a textbook for graduate level students in the physical, biological, and social sciences and as a graduate level text in statistics. Some parts may also serve as an undergraduate introductory course. Theory and methodology are separated to allow presentations on different levels. In addition to coverage of classical methods of time series regression, ARIMA models, spectral analysis and state-space models, the text includes modern developments including categorical time series analysis, multivariate spectral methods, long memory series, nonli...
Increment entropy as a measure of complexity for time series
Liu, Xiaofeng; Xu, Ning; Xue, Jianru
2015-01-01
Entropy has been a common index to quantify the complexity of time series in a variety of fields. Here, we introduce increment entropy to measure the complexity of time series in which each increment is mapped into a word of two letters, one letter corresponding to direction and the other corresponding to magnitude. The Shannon entropy of the words is termed as increment entropy (IncrEn). Simulations on synthetic data and tests on epileptic EEG signals have demonstrated its ability of detecting the abrupt change, regardless of energetic (e.g. spikes or bursts) or structural changes. The computation of IncrEn does not make any assumption on time series and it can be applicable to arbitrary real-world data.
Feature-preserving interpolation and filtering of environmental time series
Mariethoz, Gregoire; Jougnot, Damien; Rezaee, Hassan
2015-01-01
We propose a method for filling gaps and removing interferences in time series for applications involving continuous monitoring of environmental variables. The approach is non-parametric and based on an iterative pattern-matching between the affected and the valid parts of the time series. It considers several variables jointly in the pattern matching process and allows preserving linear or non-linear dependences between variables. The uncertainty in the reconstructed time series is quantified through multiple realizations. The method is tested on self-potential data that are affected by strong interferences as well as data gaps, and the results show that our approach allows reproducing the spectral features of the original signal. Even in the presence of intense signal perturbations, it significantly improves the signal and corrects bias introduced by asymmetrical interferences. Potential applications are wide-ranging, including geophysics, meteorology and hydrology.
Grammar-based feature generation for time-series prediction
De Silva, Anthony Mihirana
2015-01-01
This book proposes a novel approach for time-series prediction using machine learning techniques with automatic feature generation. Application of machine learning techniques to predict time-series continues to attract considerable attention due to the difficulty of the prediction problems compounded by the non-linear and non-stationary nature of the real world time-series. The performance of machine learning techniques, among other things, depends on suitable engineering of features. This book proposes a systematic way for generating suitable features using context-free grammar. A number of feature selection criteria are investigated and a hybrid feature generation and selection algorithm using grammatical evolution is proposed. The book contains graphical illustrations to explain the feature generation process. The proposed approaches are demonstrated by predicting the closing price of major stock market indices, peak electricity load and net hourly foreign exchange client trade volume. The proposed method ...
Detection of "noisy" chaos in a time series
DEFF Research Database (Denmark)
Chon, K H; Kanters, J K; Cohen, R J
1997-01-01
Time series from biological system often displays fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely "noise". The output from most biological systems is probably the result of both...... the internal dynamics of the systems, and the input to the system from the surroundings. This implies that the system should be viewed as a mixed system with both stochastic and deterministic components. We present a method that appears to be useful in deciding whether determinism is present in a time series......, and if this determinism has chaotic attributes. The method relies on fitting a nonlinear autoregressive model to the time series followed by an estimation of the characteristic exponents of the model over the observed probability distribution of states for the system. The method is tested by computer simulations...
A Generalization of Some Classical Time Series Tools
DEFF Research Database (Denmark)
Nielsen, Henrik Aalborg; Madsen, Henrik
2001-01-01
In classical time series analysis the sample autocorrelation function (SACF) and the sample partial autocorrelation function (SPACF) has gained wide application for structural identification of linear time series models. We suggest generalizations, founded on smoothing techniques, applicable...... for structural identification of non-linear time series models. A similar generalization of the sample cross correlation function is discussed. Furthermore, a measure of the departure from linearity is suggested. It is shown how bootstrapping can be applied to construct confidence intervals under independence...... or linearity. The generalizations do not prescribe a particular smoothing technique. In fact, when the smoother is replaced by a linear regression the generalizations reduce to close approximations of SACF and SPACF. For this reason a smooth transition from the linear to the non-linear case can be obtained...
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......-series compression models. Due to the bandwidth limits regarding to potentially sheer speed of data, it is inevitable to compress and re-compress data along the dissemination paths according to the subscription level of each node. Compression would caused the accuracy loss of data, thus we devise several algorithms...
A continuous-time neural model for sequential action.
Kachergis, George; Wyatte, Dean; O'Reilly, Randall C; de Kleijn, Roy; Hommel, Bernhard
2014-11-05
Action selection, planning and execution are continuous processes that evolve over time, responding to perceptual feedback as well as evolving top-down constraints. Existing models of routine sequential action (e.g. coffee- or pancake-making) generally fall into one of two classes: hierarchical models that include hand-built task representations, or heterarchical models that must learn to represent hierarchy via temporal context, but thus far lack goal-orientedness. We present a biologically motivated model of the latter class that, because it is situated in the Leabra neural architecture, affords an opportunity to include both unsupervised and goal-directed learning mechanisms. Moreover, we embed this neurocomputational model in the theoretical framework of the theory of event coding (TEC), which posits that actions and perceptions share a common representation with bidirectional associations between the two. Thus, in this view, not only does perception select actions (along with task context), but actions are also used to generate perceptions (i.e. intended effects). We propose a neural model that implements TEC to carry out sequential action control in hierarchically structured tasks such as coffee-making. Unlike traditional feedforward discrete-time neural network models, which use static percepts to generate static outputs, our biological model accepts continuous-time inputs and likewise generates non-stationary outputs, making short-timescale dynamic predictions. © 2014 The Author(s) Published by the Royal Society. All rights reserved.
Finite-time synchronization of inertial neural networks
Directory of Open Access Journals (Sweden)
Na Cui
2017-10-01
Full Text Available In this paper, the finite-time synchronization of inertial neural networks is investigated. First, to realize synchronization of the master–slave system, continuous and discontinuous controllers are designed, respectively. By constructing Lyapunov function and using inequalities, some effective criteria are provided to realize synchronization in finite time. Furthermore, in order to achieve synchronization with a fast speed, a new switching controller is presented, and the upper bounds of the settling time of synchronization are estimated. Finally, several numerical simulations are presented to demonstrate the validity of the theoretical results and the effectiveness of the proposed method.
Semi-autonomous remote sensing time series generation tool
Babu, Dinesh Kumar; Kaufmann, Christof; Schmidt, Marco; Dhams, Thorsten; Conrad, Christopher
2017-10-01
High spatial and temporal resolution data is vital for crop monitoring and phenology change detection. Due to the lack of satellite architecture and frequent cloud cover issues, availability of daily high spatial data is still far from reality. Remote sensing time series generation of high spatial and temporal data by data fusion seems to be a practical alternative. However, it is not an easy process, since it involves multiple steps and also requires multiple tools. In this paper, a framework of Geo Information System (GIS) based tool is presented for semi-autonomous time series generation. This tool will eliminate the difficulties by automating all the steps and enable the users to generate synthetic time series data with ease. Firstly, all the steps required for the time series generation process are identified and grouped into blocks based on their functionalities. Later two main frameworks are created, one to perform all the pre-processing steps on various satellite data and the other one to perform data fusion to generate time series. The two frameworks can be used individually to perform specific tasks or they could be combined to perform both the processes in one go. This tool can handle most of the known geo data formats currently available which makes it a generic tool for time series generation of various remote sensing satellite data. This tool is developed as a common platform with good interface which provides lot of functionalities to enable further development of more remote sensing applications. A detailed description on the capabilities and the advantages of the frameworks are given in this paper.
A multidisciplinary database for geophysical time series management
Montalto, P.; Aliotta, M.; Cassisi, C.; Prestifilippo, M.; Cannata, A.
2013-12-01
The variables collected by a sensor network constitute a heterogeneous data source that needs to be properly organized in order to be used in research and geophysical monitoring. With the time series term we refer to a set of observations of a given phenomenon acquired sequentially in time. When the time intervals are equally spaced one speaks of period or sampling frequency. Our work describes in detail a possible methodology for storage and management of time series using a specific data structure. We designed a framework, hereinafter called TSDSystem (Time Series Database System), in order to acquire time series from different data sources and standardize them within a relational database. The operation of standardization provides the ability to perform operations, such as query and visualization, of many measures synchronizing them using a common time scale. The proposed architecture follows a multiple layer paradigm (Loaders layer, Database layer and Business Logic layer). Each layer is specialized in performing particular operations for the reorganization and archiving of data from different sources such as ASCII, Excel, ODBC (Open DataBase Connectivity), file accessible from the Internet (web pages, XML). In particular, the loader layer performs a security check of the working status of each running software through an heartbeat system, in order to automate the discovery of acquisition issues and other warning conditions. Although our system has to manage huge amounts of data, performance is guaranteed by using a smart partitioning table strategy, that keeps balanced the percentage of data stored in each database table. TSDSystem also contains modules for the visualization of acquired data, that provide the possibility to query different time series on a specified time range, or follow the realtime signal acquisition, according to a data access policy from the users.
Neuro-fuzzy system for chaotic time series forecasting
Masulli, Francesco; Studer, Leonard
1997-10-01
We report on an on-going study to assess potential benefits using soft computing methods in forecasting problems. Our goal is to forecast natural phenomena represented by time series that show chaotic features. We use a neuro-fuzzy system for its ability to adapt to numerical data and for the possibility to input and extract expert knowledge expressed in words. We present results of experiments designed to study how to shape a neuro-fuzzy systems to forecast chaotic time series. Our main conclusions are: (1) The neuro-fuzzy system is able to forecast a synthetic chaotic time series with high accuracy if the number of inputs and the time delay between them are chosen adequately. (2) The Takens-Mane theorem from chaos theory gives a useful lower bound on the minimal number of inputs. (3) The time delay between the inputs can not be set a priori. It has to be tuned for every different times series. (4) The number of fuzzy rules seems related to the size of the learning set and not to the structure of the chaotic dynamical system. We tentatively try to interpret the rules that the neuro-fuzzy system has learned. Finally we discuss the adequacy of the whole set of fuzzy rules to forecast locally the dynamical system.
A novel time series link prediction method: Learning automata approach
Moradabadi, Behnaz; Meybodi, Mohammad Reza
2017-09-01
Link prediction is a main social network challenge that uses the network structure to predict future links. The common link prediction approaches to predict hidden links use a static graph representation where a snapshot of the network is analyzed to find hidden or future links. For example, similarity metric based link predictions are a common traditional approach that calculates the similarity metric for each non-connected link and sort the links based on their similarity metrics and label the links with higher similarity scores as the future links. Because people activities in social networks are dynamic and uncertainty, and the structure of the networks changes over time, using deterministic graphs for modeling and analysis of the social network may not be appropriate. In the time-series link prediction problem, the time series link occurrences are used to predict the future links In this paper, we propose a new time series link prediction based on learning automata. In the proposed algorithm for each link that must be predicted there is one learning automaton and each learning automaton tries to predict the existence or non-existence of the corresponding link. To predict the link occurrence in time T, there is a chain consists of stages 1 through T - 1 and the learning automaton passes from these stages to learn the existence or non-existence of the corresponding link. Our preliminary link prediction experiments with co-authorship and email networks have provided satisfactory results when time series link occurrences are considered.
Time series patterns and language support in DBMS
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.
Handbook of Time Series Analysis Recent Theoretical Developments and Applications
Schelter, Björn; Timmer, Jens
2006-01-01
This handbook provides an up-to-date survey of current research topics and applications of time series analysis methods written by leading experts in their fields. It covers recent developments in univariate as well as bivariate and multivariate time series analysis techniques ranging from physics' to life sciences' applications. Each chapter comprises both methodological aspects and applications to real world complex systems, such as the human brain or Earth's climate. Covering an exceptionally broad spectrum of topics, beginners, experts and practitioners who seek to understand the latest de
Testing for intracycle determinism in pseudoperiodic time series.
Coelho, Mara C S; Mendes, Eduardo M A M; Aguirre, Luis A
2008-06-01
A determinism test is proposed based on the well-known method of the surrogate data. Assuming predictability to be a signature of determinism, the proposed method checks for intracycle (e.g., short-term) determinism in the pseudoperiodic time series for which standard methods of surrogate analysis do not apply. The approach presented is composed of two steps. First, the data are preprocessed to reduce the effects of seasonal and trend components. Second, standard tests of surrogate analysis can then be used. The determinism test is applied to simulated and experimental pseudoperiodic time series and the results show the applicability of the proposed test.
Noise in GPS position time series from Taiwan
Rau, Ruey-Juin; Hung, Huang-Kai
2014-05-01
Position time series of 393 continuous GPS (CGPS) stations with durations of 5-10 years are generated and analyzed for the noise model and seasonal motions in Taiwan. The noise parameters obtained are also used to evaluate the reliability of GPS velocity uncertainties. GPS data are processed by GAMIT/GLOBK to obtain the position time series. To obtain the seasonal properties in the CGPS time series, we modeled each GPS position time series to derive the secular velocity, seasonal variations in annual and semi-annual periods, offsets due to the antenna changing and co-seismic deformations using the weighted least square method. Uncertainties of the residual position time series after removing the modeling motions for each CGPS station are evaluated by the weighted root mean square (WRMS). The average WRMS of position time series for all CGPS stations are 1.8-2.5 mm and 3.9-7.7 mm in the horizontal and vertical components, respectively. GPS daily position time series are considered to be the signal pattern of the white plus flicker noise. The overall seasonal amplitudes for all the GPS stations are 1.8-3.3 mm in horizontal and 3.2-8.8 mm in the vertical component. Areas of strongest annual amplitudes in both horizontal and vertical components are concentrated in the west and southwest coastal plain in Taiwan which suffers severe ground subsidence from water over-pumping. The motions shown here appear to be elastic and are most likely induced by the effective stress in the regional aquifer changing between expansion and contraction. Stations located just east of the Longitudinal Valley in eastern Taiwan show high correlation between the horizontal seasonal motions and rainfall and groundwater levels. This may be resulted from the periodic contraction and extension motions of the Longitudinal Valley fault due to variations in hydrological loadings. Uncertainty of CGPS velocities estimated by the noise patterns of the Power Law noise series indicated that the
Microbial oceanography and the Hawaii Ocean Time-series programme.
Karl, David M; Church, Matthew J
2014-10-01
The Hawaii Ocean Time-series (HOT) programme has been tracking microbial and biogeochemical processes in the North Pacific Subtropical Gyre since October 1988. The near-monthly time series observations have revealed previously undocumented phenomena within a temporally dynamic ecosystem that is vulnerable to climate change. Novel microorganisms, genes and unexpected metabolic pathways have been discovered and are being integrated into our evolving ecological paradigms. Continued research, including higher-frequency observations and at-sea experimentation, will help to provide a comprehensive scientific understanding of microbial processes in the largest biome on Earth.
Detecting unstable periodic orbits in chaotic time series using synchronization
Olyaei, Ali Azimi; Wu, Christine; Kinsner, Witold
2017-07-01
An alternative approach of detecting unstable periodic orbits in chaotic time series is proposed using synchronization techniques. A master-slave synchronization scheme is developed, in which the chaotic system drives a system of harmonic oscillators through a proper coupling condition. The proposed scheme is designed so that the power of the coupling signal exhibits notches that drop to zero once the system approaches an unstable orbit yielding an explicit indication of the presence of a periodic motion. The results shows that the proposed approach is particularly suitable in practical situations, where the time series is short and noisy, or it is obtained from high-dimensional chaotic systems.
WAVELET-NETWORK BASED ON L1-NORM MINIMISATION FOR LEARNING CHAOTIC TIME SERIES
Directory of Open Access Journals (Sweden)
J. Rodriguez-Asomoza
2005-12-01
Full Text Available This paper presents a wavelet-neural network based on the L1-norm minimisation for learning chaotic time series.The proposed approach, which is based on multi-resolution analysis, uses wavelets as activation functions in thehidden layer of the wavelet-network. We propose using the L1-norm, as opposed to the L2-norm, due to the wellknownfact that the L1-norm is superior to the L2-norm criterion when the signal has heavy tailed distributions oroutliers. A comparison of the proposed approach with previous reported schemes using a time series benchmark ispresented. Simulation results show that the proposed wavelet-network based on the L1-norm performs better thanthe standard back-propagation network and the wavelet-network based on the traditional L2-norm when applied tosynthetic data.
Power Forecasting of Combined Heating and Cooling Systems Based on Chaotic Time Series
Directory of Open Access Journals (Sweden)
Liu Hai
2015-01-01
Full Text Available Theoretic analysis shows that the output power of the distributed generation system is nonlinear and chaotic. And it is coupled with the microenvironment meteorological data. Chaos is an inherent property of nonlinear dynamic system. A predicator of the output power of the distributed generation system is to establish a nonlinear model of the dynamic system based on real time series in the reconstructed phase space. Firstly, chaos should be detected and quantified for the intensive studies of nonlinear systems. If the largest Lyapunov exponent is positive, the dynamical system must be chaotic. Then, the embedding dimension and the delay time are chosen based on the improved C-C method. The attractor of chaotic power time series can be reconstructed based on the embedding dimension and delay time in the phase space. By now, the neural network can be trained based on the training samples, which are observed from the distributed generation system. The neural network model will approximate the curve of output power adequately. Experimental results show that the maximum power point of the distributed generation system will be predicted based on the meteorological data. The system can be controlled effectively based on the prediction.
A methodology to filter time series: application to minute-by-minute electric load series
Directory of Open Access Journals (Sweden)
Mayte Suarez-Farinas
2004-12-01
Full Text Available In this article a methodology for filtering a time series is presented, with application to high frequency series such as the minute-by-minute electric load series. The goal of this approach is to detect and substitute the irregularities of the time series that can produce distortions on the modelling stage. Outlier values are detected through a dynamic linear model and the Bayes factor tool; missing values are then interpolated with a Smoothing Cubic Spline. The performance of the proposed approach is illustrated using real data and evaluated through a series of tests where the irregularities have been simulated.Neste artigo apresenta-se uma metodologia para a filtragem de séries temporais, com aplicação em séries de alta freqüência. Esta metodologia tem como objetivo detectar e substituir as irregularidades da série temporal que podem comprometer a etapa de modelagem. São detalhados o modelo linear dinâmico utilizado para detectar os valores outliers e o emprego do Fator de Bayes. Na interpolação de valores faltantes utiliza-se o Spline Cúbico Suavizado. O desempenho da metodologia proposta é avaliado a través de vários testes onde as irregularidade foram simuladas.
Robust and Adaptive Online Time Series Prediction with Long Short-Term Memory
Directory of Open Access Journals (Sweden)
Haimin Yang
2017-01-01
Full Text Available Online time series prediction is the mainstream method in a wide range of fields, ranging from speech analysis and noise cancelation to stock market analysis. However, the data often contains many outliers with the increasing length of time series in real world. These outliers can mislead the learned model if treated as normal points in the process of prediction. To address this issue, in this paper, we propose a robust and adaptive online gradient learning method, RoAdam (Robust Adam, for long short-term memory (LSTM to predict time series with outliers. This method tunes the learning rate of the stochastic gradient algorithm adaptively in the process of prediction, which reduces the adverse effect of outliers. It tracks the relative prediction error of the loss function with a weighted average through modifying Adam, a popular stochastic gradient method algorithm for training deep neural networks. In our algorithm, the large value of the relative prediction error corresponds to a small learning rate, and vice versa. The experiments on both synthetic data and real time series show that our method achieves better performance compared to the existing methods based on LSTM.
EEG Eye State Identification Using Incremental Attribute Learning with Time-Series Classification
Directory of Open Access Journals (Sweden)
Ting Wang
2014-01-01
Full Text Available Eye state identification is a kind of common time-series classification problem which is also a hot spot in recent research. Electroencephalography (EEG is widely used in eye state classification to detect human's cognition state. Previous research has validated the feasibility of machine learning and statistical approaches for EEG eye state classification. This paper aims to propose a novel approach for EEG eye state identification using incremental attribute learning (IAL based on neural networks. IAL is a novel machine learning strategy which gradually imports and trains features one by one. Previous studies have verified that such an approach is applicable for solving a number of pattern recognition problems. However, in these previous works, little research on IAL focused on its application to time-series problems. Therefore, it is still unknown whether IAL can be employed to cope with time-series problems like EEG eye state classification. Experimental results in this study demonstrates that, with proper feature extraction and feature ordering, IAL can not only efficiently cope with time-series classification problems, but also exhibit better classification performance in terms of classification error rates in comparison with conventional and some other approaches.
Hybrid model for forecasting time series with trend, seasonal and salendar variation patterns
Suhartono; Rahayu, S. P.; Prastyo, D. D.; Wijayanti, D. G. P.; Juliyanto
2017-09-01
Most of the monthly time series data in economics and business in Indonesia and other Moslem countries not only contain trend and seasonal, but also affected by two types of calendar variation effects, i.e. the effect of the number of working days or trading and holiday effects. The purpose of this research is to develop a hybrid model or a combination of several forecasting models to predict time series that contain trend, seasonal and calendar variation patterns. This hybrid model is a combination of classical models (namely time series regression and ARIMA model) and/or modern methods (artificial intelligence method, i.e. Artificial Neural Networks). A simulation study was used to show that the proposed procedure for building the hybrid model could work well for forecasting time series with trend, seasonal and calendar variation patterns. Furthermore, the proposed hybrid model is applied for forecasting real data, i.e. monthly data about inflow and outflow of currency at Bank Indonesia. The results show that the hybrid model tend to provide more accurate forecasts than individual forecasting models. Moreover, this result is also in line with the third results of the M3 competition, i.e. the hybrid model on average provides a more accurate forecast than the individual model.
Segmentation of time series with long-range fractal correlations
Bernaola-Galván, P.; Oliver, J. L.; Hackenberg, M.; Coronado, A. V.; Ivanov, P. Ch.; Carpena, P.
2012-06-01
Segmentation is a standard method of data analysis to identify change-points dividing a nonstationary time series into homogeneous segments. However, for long-range fractal correlated series, most of the segmentation techniques detect spurious change-points which are simply due to the heterogeneities induced by the correlations and not to real nonstationarities. To avoid this oversegmentation, we present a segmentation algorithm which takes as a reference for homogeneity, instead of a random i.i.d. series, a correlated series modeled by a fractional noise with the same degree of correlations as the series to be segmented. We apply our algorithm to artificial series with long-range correlations and show that it systematically detects only the change-points produced by real nonstationarities and not those created by the correlations of the signal. Further, we apply the method to the sequence of the long arm of human chromosome 21, which is known to have long-range fractal correlations. We obtain only three segments that clearly correspond to the three regions of different G + C composition revealed by means of a multi-scale wavelet plot. Similar results have been obtained when segmenting all human chromosome sequences, showing the existence of previously unknown huge compositional superstructures in the human genome.
A Short Image Series Based Scheme for Time Series Digital Image Correlation
Wang, Xian
2014-01-01
A new scheme for digital image correlation, i.e., short time series DIC (STS-DIC) is proposed. Instead of processing the original deformed speckle images individually, STS-DIC combines several adjacent deformed speckle images from a short time series and then processes the averaged image, for which deformation continuity over time is introduced. The deformation of several adjacent images is assumed to be linear in time and a new spatial-temporal displacement representation method with eight unknowns is presented based on the subset-based representation method. Then, the model of STS-DIC is created and a solving scheme is developed based on the Newton-Raphson iteration. The proposed method is verified for numerical and experimental cases. The results show that the proposed STS-DIC greatly improves the accuracy of traditional DIC, both under simple and complicated deformation conditions, while retaining acceptable actual computational cost.
Time Series Data Visualization in World Wide Telescope
Fay, J.
WorldWide Telescope provides a rich set of timer series visualization for both archival and real time data. WWT consists of both interactive desktop tools for interactive immersive visualization and HTML5 web based controls that can be utilized in customized web pages. WWT supports a range of display options including full dome, power walls, stereo and virtual reality headsets.
Seasonal time series forecasting: a comparative study of arima and ...
African Journals Online (AJOL)
ANN) and ARIMA models in forecasting of seasonal (monthly) Time series. Using the Airline data which Faraway and Chatfield (1998) used and two other data sets and taking into consideration their suggestions, we show that ANN are not as ...
Long-memory time series theory and methods
Palma, Wilfredo
2007-01-01
Wilfredo Palma, PhD, is Chairman and Professor of Statistics in the Department of Statistics at Pontificia Universidad Católica de Chile. Dr. Palma has published several refereed articles and has received over a dozen academic honors and awards. His research interests include time series analysis, prediction theory, state space systems, linear models, and econometrics.
An observed 20-year time series of Agulhas leakage
Le Bars, D.; Durgadoo, J. V.; Dijkstra, H. A.; Biastoch, A.; De Ruijter, W. P M
2014-01-01
We provide a time series of Agulhas leakage anomalies over the last 20-years from satellite altimetry. Until now, measuring the interannual variability of Indo-Atlantic exchange has been the major barrier in the investigation of the dynamics and large scale impact of Agulhas leakage. We compute the
Koopman Operator Framework for Time Series Modeling and Analysis
Surana, Amit
2018-01-01
We propose an interdisciplinary framework for time series classification, forecasting, and anomaly detection by combining concepts from Koopman operator theory, machine learning, and linear systems and control theory. At the core of this framework is nonlinear dynamic generative modeling of time series using the Koopman operator which is an infinite-dimensional but linear operator. Rather than working with the underlying nonlinear model, we propose two simpler linear representations or model forms based on Koopman spectral properties. We show that these model forms are invariants of the generative model and can be readily identified directly from data using techniques for computing Koopman spectral properties without requiring the explicit knowledge of the generative model. We also introduce different notions of distances on the space of such model forms which is essential for model comparison/clustering. We employ the space of Koopman model forms equipped with distance in conjunction with classical machine learning techniques to develop a framework for automatic feature generation for time series classification. The forecasting/anomaly detection framework is based on using Koopman model forms along with classical linear systems and control approaches. We demonstrate the proposed framework for human activity classification, and for time series forecasting/anomaly detection in power grid application.
Estimating continuous monthly baseflow time series and their ...
African Journals Online (AJOL)
drinie
2001-04-02
Apr 2, 2001 ... possible applications in the context of groundwater and estuarine components of the ecological reserve determination are discussed. Introduction .... future analysis with other modules provided by the time series computer .... major interactive components of the water cycle, namely surface water bodies and ...
RADON CONCENTRATION TIME SERIES MODELING AND APPLICATION DISCUSSION.
Stránský, V; Thinová, L
2017-11-01
In the year 2010 a continual radon measurement was established at Mladeč Caves in the Czech Republic using a continual radon monitor RADIM3A. In order to model radon time series in the years 2010-15, the Box-Jenkins Methodology, often used in econometrics, was applied. Because of the behavior of radon concentrations (RCs), a seasonal integrated, autoregressive moving averages model with exogenous variables (SARIMAX) has been chosen to model the measured time series. This model uses the time series seasonality, previously acquired values and delayed atmospheric parameters, to forecast RC. The developed model for RC time series is called regARIMA(5,1,3). Model residuals could be retrospectively compared with seismic evidence of local or global earthquakes, which occurred during the RCs measurement. This technique enables us to asses if continuously measured RC could serve an earthquake precursor. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.
forecasting with nonlinear time series model: a monte-carlo ...
African Journals Online (AJOL)
PUBLICATIONS1
ABSTRACT. In this paper, we propose a new method of forecasting with nonlinear time series model using. Monte-Carlo Bootstrap method. This new method gives better result in terms of forecast root mean squared error (RMSE) when compared with the traditional Bootstrap method and Monte-. Carlo method of forecasting ...
Multivariate Time Series Analysis for Optimum Production Forecast ...
African Journals Online (AJOL)
This study focuses on the establishment of an optimum forecast model that predicts future production trends of 7UP Bottling company. Sixty (60) months time series data of 7UP bottling company were used after ascertaining the presence of seasonal variation and trend components of the data to establish the ...
Forecasting with nonlinear time series model: A Monte-Carlo ...
African Journals Online (AJOL)
In this paper, we propose a new method of forecasting with nonlinear time series model using Monte-Carlo Bootstrap method. This new method gives better result in terms of forecast root mean squared error (RMSE) when compared with the traditional Bootstrap method and Monte-Carlo method of forecasting using a ...
Change detection in a time series of polarimetric SAR images
DEFF Research Database (Denmark)
Skriver, Henning; Nielsen, Allan Aasbjerg; Conradsen, Knut
can be used to detect at which points changes occur in the time series. [1] T. W. Anderson, An Introduction to Multivariate Statistical Analysis, John Wiley, New York, third edition, 2003. [2] K. Conradsen, A. A. Nielsen, J. Schou, and H. Skriver, “A test statistic in the complex Wishart distribution...
Notes on economic time series analysis system theoretic perspectives
Aoki, Masanao
1983-01-01
In seminars and graduate level courses I have had several opportunities to discuss modeling and analysis of time series with economists and economic graduate students during the past several years. These experiences made me aware of a gap between what economic graduate students are taught about vector-valued time series and what is available in recent system literature. Wishing to fill or narrow the gap that I suspect is more widely spread than my personal experiences indicate, I have written these notes to augment and reor ganize materials I have given in these courses and seminars. I have endeavored to present, in as much a self-contained way as practicable, a body of results and techniques in system theory that I judge to be relevant and useful to economists interested in using time series in their research. I have essentially acted as an intermediary and interpreter of system theoretic results and perspectives in time series by filtering out non-essential details, and presenting coherent accounts of wha...
Approaches to Time-series Catch Data Reconstruction
African Journals Online (AJOL)
Reliable time-series catch and effort data are fundamental for fisheries assessment and management; however, such data are usually not readily available. The Food and Agricultrual Organization (FAO) compiles statistical reports from its member countries, but their reliability is questionable. Several approaches were ...
Approaches to Time-series Catch Data Reconstruction
African Journals Online (AJOL)
Food and Agricultrual Organization (FAO) compiles statistical reports from its member countries, but their reliability is questionable. Several approaches were explored in this study for the reconstruction of time-series catch data using Red Sea fisheries as case studies, starting from 1950. Historical documents, published and ...
Practical implementation of nonlinear time series methods The TISEAN package
Hegger, R; Schreiber, T; Hegger, Rainer; Kantz, Holger; Schreiber, Thomas
1998-01-01
Nonlinear time series analysis is becoming a more and more reliable tool for the study of complicated dynamics from measurements. The concept of low-dimensional chaos has proven to be fruitful in the understanding of many complex phenomena despite the fact that very few natural systems have actually been found to be low dimensional deterministic in the sense of the theory. In order to evaluate the long term usefulness of the nonlinear time series approach as inspired by chaos theory, it will be important that the corresponding methods become more widely accessible. This paper, while not a proper review on nonlinear time series analysis, tries to make a contribution to this process by describing the actual implementation of the algorithms, and their proper usage. Most of the methods require the choice of certain parameters for each specific time series application. We will try to give guidance in this respect. The scope and selection of topics in this article, as well as the implementational choices that have ...
ISO 9000 Series Certification Over Time: what have we learnt?
A. van der Wiele (Ton); A.M. Brown (Alan)
2002-01-01
textabstractThe ISO 9000 experiences of the same sample of organisations over a five year time period is examined in this paper. The responses to a questionnaire sent out at the end of 1999 to companies which had a reasonably long term experience with the ISO 9000 series quality system are analysed.
Outlier detection algorithms for least squares time series regression
DEFF Research Database (Denmark)
Johansen, Søren; Nielsen, Bent
We review recent asymptotic results on some robust methods for multiple regression. The regressors include stationary and non-stationary time series as well as polynomial terms. The methods include the Huber-skip M-estimator, 1-step Huber-skip M-estimators, in particular the Impulse Indicator...
Unsupervised land cover change detection: meaningful sequential time series analysis
CSIR Research Space (South Africa)
Salmon, BP
2011-06-01
Full Text Available -1 Unsupervised Land Cover Change Detection: Meaningful Sequential Time Series Analysis Salmon, B.P.; Olivier, J.C.; Wessels, K.J.; Kleynhans, W.; van den Bergh, F.; Steenkamp, K.C.; Dept. of Electr., Electron. & Comput. Eng., Univ. of Pretoria, Pretoria...
United States forest disturbance trends observed with landsat time series
Jeffrey G. Masek; Samuel N. Goward; Robert E. Kennedy; Warren B. Cohen; Gretchen G. Moisen; Karen Schleweiss; Chengquan. Huang
2013-01-01
Disturbance events strongly affect the composition, structure, and function of forest ecosystems; however, existing US land management inventories were not designed to monitor disturbance. To begin addressing this gap, the North American Forest Dynamics (NAFD) project has examined a geographic sample of 50 Landsat satellite image time series to assess trends in forest...
A Hybrid Joint Moment Ratio Test for Financial Time Series
P.A. Groenendijk (Patrick); A. Lucas (André); C.G. de Vries (Casper)
1998-01-01
textabstractWe advocate the use of absolute moment ratio statistics in conjunction with standard variance ratio statistics in order to disentangle linear dependence, non-linear dependence, and leptokurtosis in financial time series. Both statistics are computed for multiple return horizons
Two-fractal overlap time series: Earthquakes and market crashes
Indian Academy of Sciences (India)
203–210. Two-fractal overlap time series: Earthquakes and market crashes. BIKAS K CHAKRABARTI1,2,∗, ARNAB CHATTERJEE1,3 and. PRATIP BHATTACHARYYA1,4. 1Theoretical Condensed Matter Physics Division and Centre for Applied Mathematics and. Computational Science, Saha Institute of Nuclear Physics, ...
Growth And Export Expansion In Mauritius - A Time Series Analysis ...
African Journals Online (AJOL)
This paper analyses the empirical relationship between economic growth and export expansion in Mauritius as observed through time series data. Using Granger Causality tests, the short-run analysis results revealed that there is significant reciprocal causality between real export earnings (total, textiles and manufacturing) ...
Evaluating Bilingual Education Using a Time Series Design.
McConnell, Beverly B.
1982-01-01
A six-year evaluation of the long-range benefits of bilingual education illustrates the utility of time series and between-group variance for programs involving linguistic and ethnic minority populations. Through the described Individualized Bilingual Instruction children were brought to a level of balanced bilingualism in approximately a…
Multivariate Time Series Analysis for Optimum Production Forecast ...
African Journals Online (AJOL)
FIRST LADY
0.002579KG/Month. Finally, this work adds to the growing body of literature on data-driven production and inventory management by utilizing historical data in the development of useful forecasting mathematical model. Keywords: production model, inventory management, multivariate time series, production forecast.
Time series analysis in astronomy: Limits and potentialities
DEFF Research Database (Denmark)
Vio, R.; Kristensen, N.R.; Madsen, Henrik
2005-01-01
In this paper we consider the problem of the limits concerning the physical information that can be extracted from the analysis of one or more time series ( light curves) typical of astrophysical objects. On the basis of theoretical considerations and numerical simulations, we show that with no a...
Finding Time Series Discord Based on Bit Representation Clustering
Li, G.; Braysy, O.M.P.; Jiang, L.; Wu, Z.; Wang, Y.
2013-01-01
The problem of finding time series discord has attracted much attention recently due to its numerous applications and several algorithms have been suggested. However, most of them suffer from high computation cost and cannot satisfy the requirement of real applications. In this paper, we propose a
Time Series Factor Analysis with an Application to Measuring Money
Gilbert, Paul D.; Meijer, Erik
2005-01-01
Time series factor analysis (TSFA) and its associated statistical theory is developed. Unlike dynamic factor analysis (DFA), TSFA obviates the need for explicitly modeling the process dynamics of the underlying phenomena. It also differs from standard factor analysis (FA) in important respects: the
Additive nonparametric reconstruction of dynamical systems from time series
Abel, Markus; Ahnert, Karsten; Kurths, Jürgen; Mandelj, Simon
2005-01-01
We present a nonparametric way to retrieve an additive system of differential equations in embedding space from a single time series. These equations can be treated with dynamical systems theory and allow for long-term predictions. We apply our method to a modified chaotic Chua oscillator in order to demonstrate its potential.
A Non-standard Empirical Likelihood for Time Series
DEFF Research Database (Denmark)
Nordman, Daniel J.; Bunzel, Helle; Lahiri, Soumendra N.
Standard blockwise empirical likelihood (BEL) for stationary, weakly dependent time series requires specifying a fixed block length as a tuning parameter for setting confidence regions. This aspect can be difficult and impacts coverage accuracy. As an alternative, this paper proposes a new version...
Economic growth - Quality of life nexus in Ethiopia: Time series ...
African Journals Online (AJOL)
QoL) in Ethiopia by using objective indicators of QoL-variables from economic, social and political aspects by employing descriptive and time series analysis methods. The results from the descriptive analysis confirmed an increasing trend in all ...
Financial Intermediation and the Nigerian Economy: A Time Series ...
African Journals Online (AJOL)
This paper examines the level of development of financial intermediation and how it impacts on economic growth of Nigeria. Using a time series data covering a period of 40 years (1970 –2009) and employing the econometric tool of Ordinary Least Squares (OLS) and cointegration analysis based on Engle Granger ...
Publicly Verifiable Private Aggregation of Time-Series Data
Bakondi, B.G.; Peter, A.; Everts, M.H.; Hartel, P.H.; Jonker, W.
2015-01-01
Aggregation of time-series data offers the possibility to learn certain statistics over data periodically uploaded by different sources. In case of privacy sensitive data, it is desired to hide every data provider's individual values from the other participants (including the data aggregator).
Publicly Verifiable Private Aggregation of Time-Series Data
Bakondi, Bence Gábor; Peter, Andreas; Everts, Maarten Hinderik; Hartel, Pieter H.; Jonker, Willem
2015-01-01
Aggregation of time-series data offers the possibility to learn certain statistics over data periodically uploaded by different sources. In case of privacy sensitive data, it is desired to hide every data provider’s individual values from the other participants (including the data aggregator).
Control of an Power Series Compensator in Distribution Systems Using Artificial Neural Networks
Directory of Open Access Journals (Sweden)
DEHINI Rachid
2013-05-01
Full Text Available Because of the bad effect exercised on electrical customers, the term “power quality” has gained significant attention. The main purpose ofSeries Active Power Filter (SAPF is to protect the sensitive loads from the voltage harmonics only, while Dynamic Voltage Restored (DVR can protect the consumer from supply voltage sag, voltage swell,voltage unbalance, and even voltage interruption. This paper is concerned with the novel active voltage compensator (AVC which can compensate all voltage disturbances. To identify voltage disturbances, many techniques are used, this work is an attempt to provide a AVC with identification method based on The Multilayer Feed Forward Neural Network (MLFFN. The simulation results during several cases confirmed that the AVC is able to eliminate all voltagedisturbances from utility grid.
A Higher-Order Neural Network Design for Improving Segmentation Performance in Medical Image Series
Selvi, Eşref; Selver, M. Alper; Güzeliş, Cüneyt; Dicle, Oǧuz
2014-03-01
Segmentation of anatomical structures from medical image series is an ongoing field of research. Although, organs of interest are three-dimensional in nature, slice-by-slice approaches are widely used in clinical applications because of their ease of integration with the current manual segmentation scheme. To be able to use slice-by-slice techniques effectively, adjacent slice information, which represents likelihood of a region to be the structure of interest, plays critical role. Recent studies focus on using distance transform directly as a feature or to increase the feature values at the vicinity of the search area. This study presents a novel approach by constructing a higher order neural network, the input layer of which receives features together with their multiplications with the distance transform. This allows higher-order interactions between features through the non-linearity introduced by the multiplication. The application of the proposed method to 9 CT datasets for segmentation of the liver shows higher performance than well-known higher order classification neural networks.
Non-divergence of stochastic discrete time algorithms for PCA neural networks.
Lv, Jian Cheng; Yi, Zhang; Li, Yunxia
2015-02-01
Learning algorithms play an important role in the practical application of neural networks based on principal component analysis, often determining the success, or otherwise, of these applications. These algorithms cannot be divergent, but it is very difficult to directly study their convergence properties, because they are described by stochastic discrete time (SDT) algorithms. This brief analyzes the original SDT algorithms directly, and derives some invariant sets that guarantee the nondivergence of these algorithms in a stochastic environment by selecting proper learning parameters. Our theoretical results are verified by a series of simulation examples.
Efficient Processing of Multiple DTW Queries in Time Series Databases
DEFF Research Database (Denmark)
Kremer, Hardy; Günnemann, Stephan; Ivanescu, Anca-Maria
2011-01-01
Dynamic Time Warping (DTW) is a widely used distance measure for time series that has been successfully used in science and many other application domains. As DTW is computationally expensive, there is a strong need for efficient query processing algorithms. Such algorithms exist for single queries....... In many of today’s applications, however, large numbers of queries arise at any given time. Existing DTW techniques do not process multiple DTW queries simultaneously, a serious limitation which slows down overall processing. In this paper, we propose an efficient processing approach for multiple DTW...... queries. We base our approach on the observation that algorithms in areas such as data mining and interactive visualization incur many queries that share certain characteristics. Our solution exploits these shared characteristics by pruning database time series with respect to sets of queries, and we...
[Anomaly Detection of Multivariate Time Series Based on Riemannian Manifolds].
Xu, Yonghong; Hou, Xiaoying; Li Shuting; Cui, Jie
2015-06-01
Multivariate time series problems widely exist in production and life in the society. Anomaly detection has provided people with a lot of valuable information in financial, hydrological, meteorological fields, and the research areas of earthquake, video surveillance, medicine and others. In order to quickly and efficiently find exceptions in time sequence so that it can be presented in front of people in an intuitive way, we in this study combined the Riemannian manifold with statistical process control charts, based on sliding window, with a description of the covariance matrix as the time sequence, to achieve the multivariate time series of anomaly detection and its visualization. We made MA analog data flow and abnormal electrocardiogram data from MIT-BIH as experimental objects, and verified the anomaly detection method. The results showed that the method was reasonable and effective.
Neural control of daily and seasonal timing of songbird migration.
Stevenson, Tyler J; Kumar, Vinod
2017-07-01
Bird migration is one of most salient annual events in nature. It involves predictable seasonal movements between breeding and non-breeding habitats. Both circadian and circannual clocks are entrained by photoperiodic cues and time daily and seasonal changes in migratory physiology and behavior. This mini-review provides an update on daily and seasonal rhythms of migratory behavior, and examines the neuroendocrine and molecular pathways involved in the timing of migration in songbirds. Recent findings have identified key neural substrates, and suggest the involvement of multiple neuroendocrine regulatory systems in controlling seasonal states in migrants. We propose that four distinct neural substrates are involved in the timing of migration and include (1) pineal gland and suprachiasmatic nucleus (mSCN); (2) a cluster of hypothalamic nuclei, the mediobasal hypothalamus (MBH); (3) dorsomedial hypothalamic nucleus (DMH); and (4) tanycytes along ependymal layer of the 3rd ventricle (3V). Cluster N, a nucleus in the telencephalon involved in the integration of geomagnetic cues, likely maintains functional connectivity with brain regions involved in timing songbird migration. These nuclei form an interconnected network that coordinates daily timing (pineal gland/mSCN), annual photoperiodic response (MBH, 3V), energetic state (MBH, DMH, 3V), and magnetic compass information (i.e., cluster N) for migration in songbirds.
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.
Hierarchical time series bottom-up approach for forecast the export value in Central Java
Mahkya, D. A.; Ulama, B. S.; Suhartono
2017-10-01
The purpose of this study is Getting the best modeling and predicting the export value of Central Java using a Hierarchical Time Series. The export value is one variable injection in the economy of a country, meaning that if the export value of the country increases, the country’s economy will increase even more. Therefore, it is necessary appropriate modeling to predict the export value especially in Central Java. Export Value in Central Java are grouped into 21 commodities with each commodity has a different pattern. One approach that can be used time series is a hierarchical approach. Hierarchical Time Series is used Buttom-up. To Forecast the individual series at all levels using Autoregressive Integrated Moving Average (ARIMA), Radial Basis Function Neural Network (RBFNN), and Hybrid ARIMA-RBFNN. For the selection of the best models used Symmetric Mean Absolute Percentage Error (sMAPE). Results of the analysis showed that for the Export Value of Central Java, Bottom-up approach with Hybrid ARIMA-RBFNN modeling can be used for long-term predictions. As for the short and medium-term predictions, it can be used a bottom-up approach RBFNN modeling. Overall bottom-up approach with RBFNN modeling give the best result.
Displaying time series, spatial, and space-time data with R
Perpinan Lamigueiro, Oscar
2014-01-01
Code and Methods for Creating High-Quality Data GraphicsA data graphic is not only a static image, but it also tells a story about the data. It activates cognitive processes that are able to detect patterns and discover information not readily available with the raw data. This is particularly true for time series, spatial, and space-time datasets.Focusing on the exploration of data with visual methods, Displaying Time Series, Spatial, and Space-Time Data with R presents methods and R code for producing high-quality graphics of time series, spatial, and space-time data. Practical examples using
Dependency Structures in Differentially Coded Cardiovascular Time Series
Tatjana Tasic; Sladjana Jovanovic; Omer Mohamoud; Tamara Skoric; Nina Japundzic-Zigon; Dragana Bajic
2017-01-01
Objectives. This paper analyses temporal dependency in the time series recorded from aging rats, the healthy ones and those with early developed hypertension. The aim is to explore effects of age and hypertension on mutual sample relationship along the time axis. Methods. A copula method is applied to raw and to differentially coded signals. The latter ones were additionally binary encoded for a joint conditional entropy application. The signals were recorded from freely moving male Wistar ra...
An entropic approach to the analysis of time series
Scafetta, Nicola
Statistical analysis of time series. With compelling arguments we show that the Diffusion Entropy Analysis (DEA) is the only method of the literature of the Science of Complexity that correctly determines the scaling hidden within a time series reflecting a Complex Process. The time series is thought of as a source of fluctuations, and the DEA is based on the Shannon entropy of the diffusion process generated by these fluctuations. All traditional methods of scaling analysis, instead, are based on the variance of this diffusion process. The variance methods detect the real scaling only if the Gaussian assumption holds true. We call H the scaling exponent detected by the variance methods and delta the real scaling exponent. If the time series is characterized by Fractional Brownian Motion, we have H = delta and the scaling can be safely determined, in this case, by using the variance methods. If, on the contrary, the time series is characterized, for example, by Levy statistics, H ≠ delta and the variance methods cannot be used to detect the true scaling. Levy walk yields the relation delta = 1/(3 - 2H). In the case of Levy flights, the variance diverges and the exponent H cannot be determined, whereas the scaling delta exists and can be established by using the DEA. Therefore, only the joint use of two different scaling analysis methods, the variance scaling analysis and the DEA, can assess the real nature, Gauss or Levy or something else, of a time series. Moreover, the DEA determines the information content, under the form of Shannon entropy, or of any other convenient entropic indicator, at each time step of the process that, given a sufficiently large number of data, is expected to become diffusion with scaling. This makes it possible to study the regime of transition from dynamics to thermodynamics, non-stationary regimes, and the saturation regime as well. First of all, the efficiency of the DEA is proved with theoretical arguments and with numerical work
Nonlinear transformation on the transfer entropy of financial time series
Wu, Zhenyu; Shang, Pengjian
2017-09-01
Transfer entropy (TE) now is widely used in the data mining and economic field. However, TE itself demands that time series intend to be stationary and meet Markov condition. Naturally, we are interested in investigating the effect of the nonlinear transformation of the two series on the TE. Therefore, the paper is designed to study the TE of five nonlinear ;volatile; transformations based on the data which are generated by the linear modeling and the logistic maps modeling, as well as the dataset that come from financial markets. With only one of the TE of nonlinear transformations fluctuating around the TE of original series, the TE of others all have increased with different degrees.
Wavelet analysis on paleomagnetic (and computer simulated VGP time series
Directory of Open Access Journals (Sweden)
A. Siniscalchi
2003-06-01
Full Text Available We present Continuous Wavelet Transform (CWT data analysis of Virtual Geomagnetic Pole (VGP latitude time series. The analyzed time series are sedimentary paleomagnetic and geodynamo simulated data. Two mother wavelets (the Morlet function and the first derivative of a Gaussian function are used in order to detect features related to the spectral content as well as polarity excursions and reversals. By means of the Morlet wavelet, we estimate both the global spectrum and the time evolution of the spectral content of the paleomagnetic data series. Some peaks corresponding to the orbital components are revealed by the spectra and the local analysis helped disclose their statistical significance. Even if this feature could be an indication of orbital influence on geodynamo, other interpretations are possible. In particular, we note a correspondence of local spectral peaks with the appearance of the excursions in the series. The comparison among the paleomagnetic and simulated spectra shows a similarity in the high frequency region indicating that their degree of regularity is analogous. By means of Gaussian first derivative wavelet, reversals and excursions of polarity were sought. The analysis was performed first on the simulated data, to have a guide in understanding the features present in the more complex paleomagnetic data. Various excursions and reversals have been identified, despite of the prevalent normality of the series and its inherent noise. The found relative chronology of the paleomagnetic data reversals was compared with a coeval global polarity time scale (Channel et al., 1995. The relative lengths of polarity stability intervals are found similar, but a general shift appears between the two scales, that could be due to the datation uncertainties of the Hauterivian/Barremian boundary.
Mulstiscale Stochastic Generator of Multivariate Met-Ocean Time Series
Guanche, Yanira; Mínguez, Roberto; Méndez, Fernando J.
2013-04-01
The design of maritime structures requires information on sea state conditions that influence its behavior during its life cycle. In the last decades, there has been a increasing development of sea databases (buoys, reanalysis, satellite) that allow an accurate description of the marine climate and its interaction with a given structure in terms of functionality and stability. However, these databases have a limited timelength, and its appliance entails an associated uncertainty. To avoid this limitation, engineers try to sample synthetically generated time series, statistically consistent, which allow the simulation of longer time periods. The present work proposes a hybrid methodology to deal with this issue. It is based in the combination of clustering algorithms (k-means) and an autoregressive logistic regression model (logit). Since the marine climate is directly related to the atmospheric conditions at a synoptic scale, the proposed methodology takes both systems into account; generating simultaneously circulation patterns (weather types) time series and the sea state time series related. The generation of these time series can be summarized in three steps: (1) By applying the clustering technique k-means the atmospheric conditions are classified into a representative number of synoptical patterns (2) Taking into account different covariates involved (such as seasonality, interannual variability, trends or autoregressive term) the autoregressive logistic model is adjusted (3) Once the model is able to simulate weather types time series the last step is to generate multivariate hourly metocean parameters related to these weather types. This is done by an autoregressive model (ARMA) for each variable, including cross-correlation between them. To show the goodness of the proposed method the following data has been used: Sea Level Pressure (SLP) databases from NCEP-NCAR and Global Ocean Wave (GOW) reanalysis from IH Cantabria. The synthetical met-ocean hourly
Time-series analysis of Music: Perceptual and Information Dynamics
Directory of Open Access Journals (Sweden)
Marcus T. Pearce
2011-12-01
Full Text Available Dean and Bailes (2010 provide a tutorial on the use of time-series analysis in research on music perception and a study of the influence of acoustic factors on real-time perception of music. They illustrate their approach with a detailed case study of an electroacoustic composition by Trevor Wishart. In this commentary, I discuss four aspects of Dean and Bailes’ presentation: first, the importance of focusing on dynamic changes in musical structure; second, the benefits of computer-generated music for research on music perception; third, the need for caution in averaging responses from multiple listeners; and finally, the role of time-series analysis in understanding computational information-dynamic models of music cognition.
Environmental time series interpolation based on Spartan random processes
Žukovič, Milan; Hristopulos, D. T.
In many environmental applications, time series are either incomplete or irregularly spaced. We investigate the application of the Spartan random process to missing data prediction. We employ a novel modified method of moments (MMoM) and the established method of maximum likelihood (ML) for parameter inference. The CPU time of MMoM is shown to be much faster than that of ML estimation and almost independent of the data size. We formulate an explicit Spartan interpolator for estimating missing data. The model validation is performed on both synthetic data and real time series of atmospheric aerosol concentrations. The prediction performance is shown to be comparable with that attained by means of the best linear unbiased (Kolmogorov-Wiener) predictor at reduced computational cost.
A comprehensive characterization of recurrences in time series
Chicheportiche, Rémy
2013-01-01
Study of recurrences in earthquakes, climate, financial time-series, etc. is crucial to better forecast disasters and limit their consequences. However, almost all the previous phenomenological studies involved only a long-ranged autocorrelation function, or disregarded the multi-scaling properties induced by potential higher order dependencies. Consequently, they missed the facts that non-linear dependences do impact both the statistics and dynamics of recurrence times, and that scaling arguments for the unconditional distribution may not be applicable. We argue that copulas is the correct model-free framework to study non-linear dependencies in time series and related concepts like recurrences. Fitting and/or simulating the intertemporal distribution of recurrence intervals is very much system specific, and cannot actually benefit from universal features, in contrast to the previous claims. This has important implications in epilepsy prognosis and financial risk management applications.
Applications of soft computing in time series forecasting simulation and modeling techniques
Singh, Pritpal
2016-01-01
This book reports on an in-depth study of fuzzy time series (FTS) modeling. It reviews and summarizes previous research work in FTS modeling and also provides a brief introduction to other soft-computing techniques, such as artificial neural networks (ANNs), rough sets (RS) and evolutionary computing (EC), focusing on how these techniques can be integrated into different phases of the FTS modeling approach. In particular, the book describes novel methods resulting from the hybridization of FTS modeling approaches with neural networks and particle swarm optimization. It also demonstrates how a new ANN-based model can be successfully applied in the context of predicting Indian summer monsoon rainfall. Thanks to its easy-to-read style and the clear explanations of the models, the book can be used as a concise yet comprehensive reference guide to fuzzy time series modeling, and will be valuable not only for graduate students, but also for researchers and professionals working for academic, business and governmen...
A novel recurrent neural network with finite-time convergence for linear programming.
Liu, Qingshan; Cao, Jinde; Chen, Guanrong
2010-11-01
In this letter, a novel recurrent neural network based on the gradient method is proposed for solving linear programming problems. Finite-time convergence of the proposed neural network is proved by using the Lyapunov method. Compared with the existing neural networks for linear programming, the proposed neural network is globally convergent to exact optimal solutions in finite time, which is remarkable and rare in the literature of neural networks for optimization. Some numerical examples are given to show the effectiveness and excellent performance of the new recurrent neural network.
TimeSeriesStreaming.vi: LabVIEW program for reliable data streaming of large analog time series
Czerwinski, Fabian
2010-01-01
With modern data acquisition devices that work fast and very precise, scientists often face the task of dealing with huge amounts of data. These need to be rapidly processed and stored onto a hard disk. We present a LabVIEW program which reliably streams analog time series of MHz sampling. Its run time has virtually no limitation. We explicitly show how to use the program to extract time series from two experiments: For a photodiode detection system that tracks the position of an optically trapped particle and for a measurement of ionic current through a glass capillary. The program is easy to use and versatile as the input can be any type of analog signal. Also, the data streaming software is simple, highly reliable, and can be easily customized to include, e.g., real-time power spectral analysis and Allan variance noise quantification.
Vyas, Bhargav Y; Das, Biswarup; Maheshwari, Rudra Prakash
2016-08-01
This paper presents the Chebyshev neural network (ChNN) as an improved artificial intelligence technique for power system protection studies and examines the performances of two ChNN learning algorithms for fault classification of series compensated transmission line. The training algorithms are least-square Levenberg-Marquardt (LSLM) and recursive least-square algorithm with forgetting factor (RLSFF). The performances of these algorithms are assessed based on their generalization capability in relating the fault current parameters with an event of fault in the transmission line. The proposed algorithm is fast in response as it utilizes postfault samples of three phase currents measured at the relaying end corresponding to half-cycle duration only. After being trained with only a small part of the generated fault data, the algorithms have been tested over a large number of fault cases with wide variation of system and fault parameters. Based on the studies carried out in this paper, it has been found that although the RLSFF algorithm is faster for training the ChNN in the fault classification application for series compensated transmission lines, the LSLM algorithm has the best accuracy in testing. The results prove that the proposed ChNN-based method is accurate, fast, easy to design, and immune to the level of compensations. Thus, it is suitable for digital relaying applications.
Perception of acoustically presented time series with varied intervals.
Wackermann, Jiří; Pacer, Jakob; Wittmann, Marc
2014-03-01
Data from three experiments on serial perception of temporal intervals in the supra-second domain are reported. Sequences of short acoustic signals ("pips") separated by periods of silence were presented to the observers. Two types of time series, geometric or alternating, were used, where the modulus 1+δ of the inter-pip series and the base duration Tb (range from 1.1 to 6s) were varied as independent parameters. The observers had to judge whether the series were accelerating, decelerating, or uniform (3 paradigm), or to distinguish regular from irregular sequences (2 paradigm). "Intervals of subjective uniformity" (isus) were obtained by fitting Gaussian psychometric functions to individual subjects' responses. Progression towards longer base durations (Tb=4.4 or 6s) shifts the isus towards negative δs, i.e., accelerating series. This finding is compatible with the phenomenon of "subjective shortening" of past temporal intervals, which is naturally accounted for by the lossy integration model of internal time representation. The opposite effect observed for short durations (Tb=1.1 or 1.5s) remains unexplained by the lossy integration model, and presents a challenge for further research. © 2013 Elsevier B.V. All rights reserved.
Topological data analysis of financial time series: Landscapes of crashes
Gidea, Marian; Katz, Yuri
2018-02-01
We explore the evolution of daily returns of four major US stock market indices during the technology crash of 2000, and the financial crisis of 2007-2009. Our methodology is based on topological data analysis (TDA). We use persistence homology to detect and quantify topological patterns that appear in multidimensional time series. Using a sliding window, we extract time-dependent point cloud data sets, to which we associate a topological space. We detect transient loops that appear in this space, and we measure their persistence. This is encoded in real-valued functions referred to as a 'persistence landscapes'. We quantify the temporal changes in persistence landscapes via their Lp-norms. We test this procedure on multidimensional time series generated by various non-linear and non-equilibrium models. We find that, in the vicinity of financial meltdowns, the Lp-norms exhibit strong growth prior to the primary peak, which ascends during a crash. Remarkably, the average spectral density at low frequencies of the time series of Lp-norms of the persistence landscapes demonstrates a strong rising trend for 250 trading days prior to either dotcom crash on 03/10/2000, or to the Lehman bankruptcy on 09/15/2008. Our study suggests that TDA provides a new type of econometric analysis, which complements the standard statistical measures. The method can be used to detect early warning signals of imminent market crashes. We believe that this approach can be used beyond the analysis of financial time series presented here.
Neural Networks for Time Perception and Working Memory.
Üstün, Sertaç; Kale, Emre H; Çiçek, Metehan
2017-01-01
Time is an important concept which determines most human behaviors, however questions remain about how time is perceived and which areas of the brain are responsible for time perception. The aim of this study was to evaluate the relationship between time perception and working memory in healthy adults. Functional magnetic resonance imaging (fMRI) was used during the application of a visual paradigm. In all of the conditions, the participants were presented with a moving black rectangle on a gray screen. The rectangle was obstructed by a black bar for a time period and then reappeared again. During different conditions, participants ( n = 15, eight male) responded according to the instructions they were given, including details about time and the working memory or dual task requirements. The results showed activations in right dorsolateral prefrontal and right intraparietal cortical networks, together with the anterior cingulate cortex (ACC), anterior insula and basal ganglia (BG) during time perception. On the other hand, working memory engaged the left prefrontal cortex, ACC, left superior parietal cortex, BG and cerebellum activity. Both time perception and working memory were related to a strong peristriate cortical activity. On the other hand, the interaction of time and memory showed activity in the intraparietal sulcus (IPS) and posterior cingulate cortex (PCC). These results support a distributed neural network based model for time perception and that the intraparietal and posterior cingulate areas might play a role in the interface of memory and timing.
Satellite time series analysis using Empirical Mode Decomposition
Pannimpullath, R. Renosh; Doolaeghe, Diane; Loisel, Hubert; Vantrepotte, Vincent; Schmitt, Francois G.
2016-04-01
Geophysical fields possess large fluctuations over many spatial and temporal scales. Satellite successive images provide interesting sampling of this spatio-temporal multiscale variability. Here we propose to consider such variability by performing satellite time series analysis, pixel by pixel, using Empirical Mode Decomposition (EMD). EMD is a time series analysis technique able to decompose an original time series into a sum of modes, each one having a different mean frequency. It can be used to smooth signals, to extract trends. It is built in a data-adaptative way, and is able to extract information from nonlinear signals. Here we use MERIS Suspended Particulate Matter (SPM) data, on a weekly basis, during 10 years. There are 458 successive time steps. We have selected 5 different regions of coastal waters for the present study. They are Vietnam coastal waters, Brahmaputra region, St. Lawrence, English Channel and McKenzie. These regions have high SPM concentrations due to large scale river run off. Trend and Hurst exponents are derived for each pixel in each region. The energy also extracted using Hilberts Spectral Analysis (HSA) along with EMD method. Normalised energy computed for each mode for each region with the total energy. The total energy computed using all the modes are extracted using EMD method.
Cluster analysis of activity-time series in motor learning
DEFF Research Database (Denmark)
Balslev, Daniela; Nielsen, Finn Å; Futiger, Sally A
2002-01-01
Neuroimaging studies of learning focus on brain areas where the activity changes as a function of time. To circumvent the difficult problem of model selection, we used a data-driven analytic tool, cluster analysis, which extracts representative temporal and spatial patterns from the voxel......-time series. The optimal number of clusters was chosen using a cross-validated likelihood method, which highlights the clustering pattern that generalizes best over the subjects. Data were acquired with PET at different time points during practice of a visuomotor task. The results from cluster analysis show...
West Africa land use and land cover time series
Cotillon, Suzanne E.
2017-02-16
Started in 1999, the West Africa Land Use Dynamics project represents an effort to map land use and land cover, characterize the trends in time and space, and understand their effects on the environment across West Africa. The outcome of the West Africa Land Use Dynamics project is the production of a three-time period (1975, 2000, and 2013) land use and land cover dataset for the Sub-Saharan region of West Africa, including the Cabo Verde archipelago. The West Africa Land Use Land Cover Time Series dataset offers a unique basis for characterizing and analyzing land changes across the region, systematically and at an unprecedented level of detail.
The Puoko-nui CCD Time-Series Photometer
Chote, P.; Sullivan, D. J.
2013-01-01
Puoko-nui (te reo Maori for ‘big eye’) is a precision time series photometer developed at Victoria University of Wellington, primarily for use with the 1m McLellan telescope at Mt John University Observatory (MJUO), at Lake Tekapo, New Zealand. GPS based timing provides excellent timing accuracy, and online reduction software processes frames as they are acquired. The user is presented with a simple user interface that includes instrument control and an up to date lightcurve and Fourier amplitude spectrum of the target star. Puoko-nui has been operating in its current form since early 2011, where it is primarily used to monitor pulsating white dwarf stars.
Du, Kongchang; Zhao, Ying; Lei, Jiaqiang
2017-09-01
In hydrological time series prediction, singular spectrum analysis (SSA) and discrete wavelet transform (DWT) are widely used as preprocessing techniques for artificial neural network (ANN) and support vector machine (SVM) predictors. These hybrid or ensemble models seem to largely reduce the prediction error. In current literature researchers apply these techniques to the whole observed time series and then obtain a set of reconstructed or decomposed time series as inputs to ANN or SVM. However, through two comparative experiments and mathematical deduction we found the usage of SSA and DWT in building hybrid models is incorrect. Since SSA and DWT adopt 'future' values to perform the calculation, the series generated by SSA reconstruction or DWT decomposition contain information of 'future' values. These hybrid models caused incorrect 'high' prediction performance and may cause large errors in practice.
Univariate Time Series Prediction of Solar Power Using a Hybrid Wavelet-ARMA-NARX Prediction Method
Energy Technology Data Exchange (ETDEWEB)
Nazaripouya, Hamidreza; Wang, Yubo; Chu, Chi-Cheng; Pota, Hemanshu; Gadh, Rajit
2016-05-02
This paper proposes a new hybrid method for super short-term solar power prediction. Solar output power usually has a complex, nonstationary, and nonlinear characteristic due to intermittent and time varying behavior of solar radiance. In addition, solar power dynamics is fast and is inertia less. An accurate super short-time prediction is required to compensate for the fluctuations and reduce the impact of solar power penetration on the power system. The objective is to predict one step-ahead solar power generation based only on historical solar power time series data. The proposed method incorporates discrete wavelet transform (DWT), Auto-Regressive Moving Average (ARMA) models, and Recurrent Neural Networks (RNN), while the RNN architecture is based on Nonlinear Auto-Regressive models with eXogenous inputs (NARX). The wavelet transform is utilized to decompose the solar power time series into a set of richer-behaved forming series for prediction. ARMA model is employed as a linear predictor while NARX is used as a nonlinear pattern recognition tool to estimate and compensate the error of wavelet-ARMA prediction. The proposed method is applied to the data captured from UCLA solar PV panels and the results are compared with some of the common and most recent solar power prediction methods. The results validate the effectiveness of the proposed approach and show a considerable improvement in the prediction precision.
Chaotic time series. Part II. System Identification and Prediction
Directory of Open Access Journals (Sweden)
Bjørn Lillekjendlie
1994-10-01
Full Text Available This paper is the second in a series of two, and describes the current state of the art in modeling and prediction of chaotic time series. Sample data from deterministic non-linear systems may look stochastic when analysed with linear methods. However, the deterministic structure may be uncovered and non-linear models constructed that allow improved prediction. We give the background for such methods from a geometrical point of view, and briefly describe the following types of methods: global polynomials, local polynomials, multilayer perceptrons and semi-local methods including radial basis functions. Some illustrative examples from known chaotic systems are presented, emphasising the increase in prediction error with time. We compare some of the algorithms with respect to prediction accuracy and storage requirements, and list applications of these methods to real data from widely different areas.
Machine learning for cardiac ultrasound time series data
Yuan, Baichuan; Chitturi, Sathya R.; Iyer, Geoffrey; Li, Nuoyu; Xu, Xiaochuan; Zhan, Ruohan; Llerena, Rafael; Yen, Jesse T.; Bertozzi, Andrea L.
2017-03-01
We consider the problem of identifying frames in a cardiac ultrasound video associated with left ventricular chamber end-systolic (ES, contraction) and end-diastolic (ED, expansion) phases of the cardiac cycle. Our procedure involves a simple application of non-negative matrix factorization (NMF) to a series of frames of a video from a single patient. Rank-2 NMF is performed to compute two end-members. The end members are shown to be close representations of the actual heart morphology at the end of each phase of the heart function. Moreover, the entire time series can be represented as a linear combination of these two end-member states thus providing a very low dimensional representation of the time dynamics of the heart. Unlike previous work, our methods do not require any electrocardiogram (ECG) information in order to select the end-diastolic frame. Results are presented for a data set of 99 patients including both healthy and diseased examples.
Model of a synthetic wind speed time series generator
DEFF Research Database (Denmark)
Negra, N.B.; Holmstrøm, O.; Bak-Jensen, B.
2008-01-01
Wind energy has assumed a great relevance in the operation and planning of today's power systems due to the exponential increase of installations in the last 10 years. For this reason, many performed studies have looked at suitable representations of wind generation for power system analysis. One...... of the main elements to consider for this purpose is the model of the wind speed that is usually required as input. Wind speed measurements may represent a solution for this problem, but, for techniques such as sequential Monte Carlo simulation, they have to be long enough in order to describe a wide range...... of possible wind conditions. If these information are not available, synthetic wind speed time series may be a useful tool as well, but their generator must preserve statistical and stochastic features of the phenomenon. This paper deals with this issue: a generator for synthetic wind speed time series...
Mathematical methods in time series analysis and digital image processing
Kurths, J; Maass, P; Timmer, J
2008-01-01
The aim of this volume is to bring together research directions in theoretical signal and imaging processing developed rather independently in electrical engineering, theoretical physics, mathematics and the computer sciences. In particular, mathematically justified algorithms and methods, the mathematical analysis of these algorithms, and methods as well as the investigation of connections between methods from time series analysis and image processing are reviewed. An interdisciplinary comparison of these methods, drawing upon common sets of test problems from medicine and geophysical/enviromental sciences, is also addressed. This volume coherently summarizes work carried out in the field of theoretical signal and image processing. It focuses on non-linear and non-parametric models for time series as well as on adaptive methods in image processing.
Time series analysis methods and applications for flight data
Zhang, Jianye
2017-01-01
This book focuses on different facets of flight data analysis, including the basic goals, methods, and implementation techniques. As mass flight data possesses the typical characteristics of time series, the time series analysis methods and their application for flight data have been illustrated from several aspects, such as data filtering, data extension, feature optimization, similarity search, trend monitoring, fault diagnosis, and parameter prediction, etc. An intelligent information-processing platform for flight data has been established to assist in aircraft condition monitoring, training evaluation and scientific maintenance. The book will serve as a reference resource for people working in aviation management and maintenance, as well as researchers and engineers in the fields of data analysis and data mining.
Time Series Analysis, Modeling and Applications A Computational Intelligence Perspective
Chen, Shyi-Ming
2013-01-01
Temporal and spatiotemporal data form an inherent fabric of the society as we are faced with streams of data coming from numerous sensors, data feeds, recordings associated with numerous areas of application embracing physical and human-generated phenomena (environmental data, financial markets, Internet activities, etc.). A quest for a thorough analysis, interpretation, modeling and prediction of time series comes with an ongoing challenge for developing models that are both accurate and user-friendly (interpretable). The volume is aimed to exploit the conceptual and algorithmic framework of Computational Intelligence (CI) to form a cohesive and comprehensive environment for building models of time series. The contributions covered in the volume are fully reflective of the wealth of the CI technologies by bringing together ideas, algorithms, and numeric studies, which convincingly demonstrate their relevance, maturity and visible usefulness. It reflects upon the truly remarkable diversity of methodological a...
Models for Pooled Time-Series Cross-Section Data
Directory of Open Access Journals (Sweden)
Lawrence E Raffalovich
2015-07-01
Full Text Available Several models are available for the analysis of pooled time-series cross-section (TSCS data, defined as “repeated observations on fixed units” (Beck and Katz 1995. In this paper, we run the following models: (1 a completely pooled model, (2 fixed effects models, and (3 multi-level/hierarchical linear models. To illustrate these models, we use a Generalized Least Squares (GLS estimator with cross-section weights and panel-corrected standard errors (with EViews 8 on the cross-national homicide trends data of forty countries from 1950 to 2005, which we source from published research (Messner et al. 2011. We describe and discuss the similarities and differences between the models, and what information each can contribute to help answer substantive research questions. We conclude with a discussion of how the models we present may help to mitigate validity threats inherent in pooled time-series cross-section data analysis.
Modeling Philippine Stock Exchange Composite Index Using Time Series Analysis
Gayo, W. S.; Urrutia, J. D.; Temple, J. M. F.; Sandoval, J. R. D.; Sanglay, J. E. A.
2015-06-01
This study was conducted to develop a time series model of the Philippine Stock Exchange Composite Index and its volatility using the finite mixture of ARIMA model with conditional variance equations such as ARCH, GARCH, EG ARCH, TARCH and PARCH models. Also, the study aimed to find out the reason behind the behaviorof PSEi, that is, which of the economic variables - Consumer Price Index, crude oil price, foreign exchange rate, gold price, interest rate, money supply, price-earnings ratio, Producers’ Price Index and terms of trade - can be used in projecting future values of PSEi and this was examined using Granger Causality Test. The findings showed that the best time series model for Philippine Stock Exchange Composite index is ARIMA(1,1,5) - ARCH(1). Also, Consumer Price Index, crude oil price and foreign exchange rate are factors concluded to Granger cause Philippine Stock Exchange Composite Index.
Directory of Open Access Journals (Sweden)
Carlos López-Franco
2015-01-01
Full Text Available We present an inverse optimal neural controller for a nonholonomic mobile robot with parameter uncertainties and unknown external disturbances. The neural controller is based on a discrete-time recurrent high order neural network (RHONN trained with an extended Kalman filter. The reference velocities for the neural controller are obtained with a visual sensor. The effectiveness of the proposed approach is tested by simulations and real-time experiments.
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
Fast Algorithms for Mining Co-evolving Time Series
2011-09-01
abundant in many application areas such as motion capture, sensor networks, weather forecasting, and financial market modeling. The major goal of analyzing...studies of financial markets , network intrusion detection, forecasting, etc. Mining and forecasting are popular operations relevant to time series...81 Reuters. Factbox: A look at the $65 billion video games industry, June 2011. URL http://uk.reuters.com/article/2011/06/06/ us- videogames -factbox
An Intervention Time Series Analysis: Specialization and Competitiveness in Sports”
Zuzana Janko; Janusz Kokoszewski
2013-01-01
We utilize a time-series intervention model in the spirit of Enders (1995) and ask to what extent – if any – institutional specialization improves competitiveness in sports. Specifically, we analyze the impact on the competitiveness of Polish swimmers internationally due to the establishment of high-school sport centers in late 1980's specializing in swimming. This allows us to measure the quantitative and qualitative effects of a standardized system on competitiveness. Our analysis shows tha...
Time series regression model for infectious disease and weather.
Imai, Chisato; Armstrong, Ben; Chalabi, Zaid; Mangtani, Punam; Hashizume, Masahiro
2015-10-01
Time series regression has been developed and long used to evaluate the short-term associations of air pollution and weather with mortality or morbidity of non-infectious diseases. The application of the regression approaches from this tradition to infectious diseases, however, is less well explored and raises some new issues. We discuss and present potential solutions for five issues often arising in such analyses: changes in immune population, strong autocorrelations, a wide range of plausible lag structures and association patterns, seasonality adjustments, and large overdispersion. The potential approaches are illustrated with datasets of cholera cases and rainfall from Bangladesh and influenza and temperature in Tokyo. Though this article focuses on the application of the traditional time series regression to infectious diseases and weather factors, we also briefly introduce alternative approaches, including mathematical modeling, wavelet analysis, and autoregressive integrated moving average (ARIMA) models. Modifications proposed to standard time series regression practice include using sums of past cases as proxies for the immune population, and using the logarithm of lagged disease counts to control autocorrelation due to true contagion, both of which are motivated from "susceptible-infectious-recovered" (SIR) models. The complexity of lag structures and association patterns can often be informed by biological mechanisms and explored by using distributed lag non-linear models. For overdispersed models, alternative distribution models such as quasi-Poisson and negative binomial should be considered. Time series regression can be used to investigate dependence of infectious diseases on weather, but may need modifying to allow for features specific to this context. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.
Multifractal analysis of time series generated by discrete Ito equations
Telesca, Luciano; Czechowski, Zbigniew; Lovallo, Michele
2015-06-01
In this study, we show that discrete Ito equations with short-tail Gaussian marginal distribution function generate multifractal time series. The multifractality is due to the nonlinear correlations, which are hidden in Markov processes and are generated by the interrelation between the drift and the multiplicative stochastic forces in the Ito equation. A link between the range of the generalized Hurst exponents and the mean of the squares of all averaged net forces is suggested.
Big Data impacts on stochastic Forecast Models: Evidence from FX time series
Directory of Open Access Journals (Sweden)
Sebastian Dietz
2013-12-01
Full Text Available With the rise of the Big Data paradigm new tasks for prediction models appeared. In addition to the volume problem of such data sets nonlinearity becomes important, as the more detailed data sets contain also more comprehensive information, e.g. about non regular seasonal or cyclical movements as well as jumps in time series. This essay compares two nonlinear methods for predicting a high frequency time series, the USD/Euro exchange rate. The first method investigated is Autoregressive Neural Network Processes (ARNN, a neural network based nonlinear extension of classical autoregressive process models from time series analysis (see Dietz 2011. Its advantage is its simple but scalable time series process model architecture, which is able to include all kinds of nonlinearities based on the universal approximation theorem of Hornik, Stinchcombe and White 1989 and the extensions of Hornik 1993. However, restrictions related to the numeric estimation procedures limit the flexibility of the model. The alternative is a Support Vector Machine Model (SVM, Vapnik 1995. The two methods compared have different approaches of error minimization (Empirical error minimization at the ARNN vs. structural error minimization at the SVM. Our new finding is, that time series data classified as “Big Data” need new methods for prediction. Estimation and prediction was performed using the statistical programming language R. Besides prediction results we will also discuss the impact of Big Data on data preparation and model validation steps. Normal 0 21 false false false DE X-NONE X-NONE /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Normale Tabelle"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-priority:99; mso-style-parent:""; mso-padding-alt:0cm 5.4pt 0cm 5.4pt; mso-para-margin:0cm; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman","serif";}
Directory of Open Access Journals (Sweden)
Fei Chen
2013-01-01
Full Text Available This paper deals with the finite-time stabilization problem for discrete-time Markov jump nonlinear systems with time delays and norm-bounded exogenous disturbance. The nonlinearities in different jump modes are parameterized by neural networks. Subsequently, a linear difference inclusion state space representation for a class of neural networks is established. Based on this, sufficient conditions are derived in terms of linear matrix inequalities to guarantee stochastic finite-time boundedness and stochastic finite-time stabilization of the closed-loop system. A numerical example is illustrated to verify the efficiency of the proposed technique.
Comparison of correlation analysis techniques for irregularly sampled time series
Directory of Open Access Journals (Sweden)
K. Rehfeld
2011-06-01
Full Text Available Geoscientific measurements often provide time series with irregular time sampling, requiring either data reconstruction (interpolation or sophisticated methods to handle irregular sampling. We compare the linear interpolation technique and different approaches for analyzing the correlation functions and persistence of irregularly sampled time series, as Lomb-Scargle Fourier transformation and kernel-based methods. In a thorough benchmark test we investigate the performance of these techniques.
All methods have comparable root mean square errors (RMSEs for low skewness of the inter-observation time distribution. For high skewness, very irregular data, interpolation bias and RMSE increase strongly. We find a 40 % lower RMSE for the lag-1 autocorrelation function (ACF for the Gaussian kernel method vs. the linear interpolation scheme,in the analysis of highly irregular time series. For the cross correlation function (CCF the RMSE is then lower by 60 %. The application of the Lomb-Scargle technique gave results comparable to the kernel methods for the univariate, but poorer results in the bivariate case. Especially the high-frequency components of the signal, where classical methods show a strong bias in ACF and CCF magnitude, are preserved when using the kernel methods.
We illustrate the performances of interpolation vs. Gaussian kernel method by applying both to paleo-data from four locations, reflecting late Holocene Asian monsoon variability as derived from speleothem δ^{18}O measurements. Cross correlation results are similar for both methods, which we attribute to the long time scales of the common variability. The persistence time (memory is strongly overestimated when using the standard, interpolation-based, approach. Hence, the Gaussian kernel is a reliable and more robust estimator with significant advantages compared to other techniques and suitable for large scale application to paleo-data.
Statistical Inference Methods for Sparse Biological Time Series Data
Directory of Open Access Journals (Sweden)
Voit Eberhard O
2011-04-01
Full Text Available Abstract Background Comparing metabolic profiles under different biological perturbations has become a powerful approach to investigating the functioning of cells. The profiles can be taken as single snapshots of a system, but more information is gained if they are measured longitudinally over time. The results are short time series consisting of relatively sparse data that cannot be analyzed effectively with standard time series techniques, such as autocorrelation and frequency domain methods. In this work, we study longitudinal time series profiles of glucose consumption in the yeast Saccharomyces cerevisiae under different temperatures and preconditioning regimens, which we obtained with methods of in vivo nuclear magnetic resonance (NMR spectroscopy. For the statistical analysis we first fit several nonlinear mixed effect regression models to the longitudinal profiles and then used an ANOVA likelihood ratio method in order to test for significant differences between the profiles. Results The proposed methods are capable of distinguishing metabolic time trends resulting from different treatments and associate significance levels to these differences. Among several nonlinear mixed-effects regression models tested, a three-parameter logistic function represents the data with highest accuracy. ANOVA and likelihood ratio tests suggest that there are significant differences between the glucose consumption rate profiles for cells that had been--or had not been--preconditioned by heat during growth. Furthermore, pair-wise t-tests reveal significant differences in the longitudinal profiles for glucose consumption rates between optimal conditions and heat stress, optimal and recovery conditions, and heat stress and recovery conditions (p-values Conclusion We have developed a nonlinear mixed effects model that is appropriate for the analysis of sparse metabolic and physiological time profiles. The model permits sound statistical inference procedures
Reconstruction of network topology using status-time-series data
Pandey, Pradumn Kumar; Badarla, Venkataramana
2018-01-01
Uncovering the heterogeneous connection pattern of a networked system from the available status-time-series (STS) data of a dynamical process on the network is of great interest in network science and known as a reverse engineering problem. Dynamical processes on a network are affected by the structure of the network. The dependency between the diffusion dynamics and structure of the network can be utilized to retrieve the connection pattern from the diffusion data. Information of the network structure can help to devise the control of dynamics on the network. In this paper, we consider the problem of network reconstruction from the available status-time-series (STS) data using matrix analysis. The proposed method of network reconstruction from the STS data is tested successfully under susceptible-infected-susceptible (SIS) diffusion dynamics on real-world and computer-generated benchmark networks. High accuracy and efficiency of the proposed reconstruction procedure from the status-time-series data define the novelty of the method. Our proposed method outperforms compressed sensing theory (CST) based method of network reconstruction using STS data. Further, the same procedure of network reconstruction is applied to the weighted networks. The ordering of the edges in the weighted networks is identified with high accuracy.
Genetic programming and serial processing for time series classification.
Alfaro-Cid, Eva; Sharman, Ken; Esparcia-Alcázar, Anna I
2014-01-01
This work describes an approach devised by the authors for time series classification. In our approach genetic programming is used in combination with a serial processing of data, where the last output is the result of the classification. The use of genetic programming for classification, although still a field where more research in needed, is not new. However, the application of genetic programming to classification tasks is normally done by considering the input data as a feature vector. That is, to the best of our knowledge, there are not examples in the genetic programming literature of approaches where the time series data are processed serially and the last output is considered as the classification result. The serial processing approach presented here fills a gap in the existing literature. This approach was tested in three different problems. Two of them are real world problems whose data were gathered for online or conference competitions. As there are published results of these two problems this gives us the chance to compare the performance of our approach against top performing methods. The serial processing of data in combination with genetic programming obtained competitive results in both competitions, showing its potential for solving time series classification problems. The main advantage of our serial processing approach is that it can easily handle very large datasets.
Modeling financial time series with S-plus
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...
Complexity analysis of the UV radiation dose time series
Mihailovic, Dragutin T
2013-01-01
We have used the Lempel-Ziv and sample entropy measures to assess the complexity in the UV radiation activity in the Vojvodina region (Serbia) for the period 1990-2007. In particular, we have examined the reconstructed daily sum (dose) of the UV-B time series from seven representative places in this region and calculated the Lempel-Ziv Complexity (LZC) and Sample Entropy (SE) values for each time series. The results indicate that the LZC values in some places are close to each other while in others they differ. We have devided the period 1990-2007 into two subintervals: (a) 1990-1998 and (b) 1999-2007 and calculated LZC and SE values for the various time series in these subintervals. It is found that during the period 1999-2007, there is a decrease in their complexities, and corresponding changes in the SE, in comparison to the period 1990-1998. This complexity loss may be attributed to increased (i) human intervention in the post civil war period (land and crop use and urbanization) and military activities i...
Acute ischaemic stroke prediction from physiological time series patterns
Directory of Open Access Journals (Sweden)
Qing Zhang,
2013-05-01
Full Text Available BackgroundStroke is one of the major diseases with human mortality. Recent clinical research has indicated that early changes in common physiological variables represent a potential therapeutic target, thus the manipulation of these variables may eventually yield an effective way to optimise stroke recovery.AimsWe examined correlations between physiological parameters of patients during the first 48 hours after a stroke, and their stroke outcomes after 3 months. We wanted to discover physiological determinants that could be used to improve health outcomes by supporting the medical decisions that need to be made early on a patient’s stroke experience.Method We applied regression-based machine learning techniques to build a prediction algorithm that can forecast 3-month outcomes from initial physiological time series data during the first 48 hours after stroke. In our method, not only did we use statistical characteristics as traditional prediction features, but also we adopted trend patterns of time series data as new key features.ResultsWe tested our prediction method on a real physiological data set of stroke patients. The experiment results revealed an average high precision rate: 90%. We also tested prediction methods only considering statistical characteristics of physiological data, and concluded an average precision rate: 71%.ConclusionWe demonstrated that using trend pattern features in prediction methods improved the accuracy of stroke outcome prediction. Therefore, trend patterns of physiological time series data have an important role in the early treatment of patients with acute ischaemic stroke.
Time series analysis of age related cataract hospitalizations and phacoemulsification
Directory of Open Access Journals (Sweden)
Moineddin Rahim
2006-01-01
Full Text Available Abstract Background Cataract surgery remains a commonly performed elective surgical procedure in the aging and the elderly. The purpose of this study was to utilize time series methodology to determine the temporal and seasonal variations and the strength of the seasonality in age-related (senile cataract hospitalizations and phacoemulsification surgeries. Methods A retrospective, cross-sectional time series analysis was used to assess the presence and strength of seasonal and temporal patterns of age-related cataract hospitalizations and phacoemulsification surgeries from April 1, 1991 to March 31, 2002. Hospital admission rates for senile cataract (n = 70,281 and phacoemulsification (n = 556,431 were examined to determine monthly rates of hospitalization per 100,000 population. Time series methodology was then applied to the monthly aggregates. Results During the study period, age-related cataract hospitalizations in Ontario have declined from approximately 40 per 100,000 to only one per 100,000. Meanwhile, the use of phacoemulsification procedures has risen dramatically. The study found evidence of biannual peaks in both procedures during the spring and autumn months, and summer and winter troughs. Statistical analysis revealed significant overall seasonal patterns for both age-related cataract hospitalizations and phacoemulsifications (p Conclusion This study illustrates the decline in age-related cataract hospitalizations in Ontario resulting from the shift to outpatient phacoemulsification surgery, and demonstrates the presence of biannual peaks (a characteristic indicative of seasonality, in hospitalization and phacoemulsification during the spring and autumn throughout the study period.
Data visualization in interactive maps and time series
Maigne, Vanessa; Evano, Pascal; Brockmann, Patrick; Peylin, Philippe; Ciais, Philippe
2014-05-01
State-of-the-art data visualization has nothing to do with plots and maps we used few years ago. Many opensource tools are now available to provide access to scientific data and implement accessible, interactive, and flexible web applications. Here we will present a web site opened November 2013 to create custom global and regional maps and time series from research models and datasets. For maps, we explore and get access to data sources from a THREDDS Data Server (TDS) with the OGC WMS protocol (using the ncWMS implementation) then create interactive maps with the OpenLayers javascript library and extra information layers from a GeoServer. Maps become dynamic, zoomable, synchroneaously connected to each other, and exportable to Google Earth. For time series, we extract data from a TDS with the Netcdf Subset Service (NCSS) then display interactive graphs with a custom library based on the Data Driven Documents javascript library (D3.js). This time series application provides dynamic functionalities such as interpolation, interactive zoom on different axes, display of point values, and export to different formats. These tools were implemented for the Global Carbon Atlas (http://www.globalcarbonatlas.org): a web portal to explore, visualize, and interpret global and regional carbon fluxes from various model simulations arising from both human activities and natural processes, a work led by the Global Carbon Project.
Coastline detection with time series of SAR images
Ao, Dongyang; Dumitru, Octavian; Schwarz, Gottfried; Datcu, Mihai
2017-10-01
For maritime remote sensing, coastline detection is a vital task. With continuous coastline detection results from satellite image time series, the actual shoreline, the sea level, and environmental parameters can be observed to support coastal management and disaster warning. Established coastline detection methods are often based on SAR images and wellknown image processing approaches. These methods involve a lot of complicated data processing, which is a big challenge for remote sensing time series. Additionally, a number of SAR satellites operating with polarimetric capabilities have been launched in recent years, and many investigations of target characteristics in radar polarization have been performed. In this paper, a fast and efficient coastline detection method is proposed which comprises three steps. First, we calculate a modified correlation coefficient of two SAR images of different polarization. This coefficient differs from the traditional computation where normalization is needed. Through this modified approach, the separation between sea and land becomes more prominent. Second, we set a histogram-based threshold to distinguish between sea and land within the given image. The histogram is derived from the statistical distribution of the polarized SAR image pixel amplitudes. Third, we extract continuous coastlines using a Canny image edge detector that is rather immune to speckle noise. Finally, the individual coastlines derived from time series of .SAR images can be checked for changes.
Testing frequency-domain causality in multivariate time series.
Faes, Luca; Porta, Alberto; Nollo, Giandomenico
2010-08-01
We introduce a new hypothesis-testing framework, based on surrogate data generation, to assess in the frequency domain, the concept of causality among multivariate (MV) time series. The approach extends the traditional Fourier transform (FT) method for generating surrogate data in a MV process and adapts it to the specific issue of causality. It generates causal FT (CFT) surrogates with FT modulus taken from the original series, and FT phase taken from a set of series with causal interactions set to zero over the direction of interest and preserved over all other directions. Two different zero-setting procedures, acting on the parameters of a MV autoregressive (MVAR) model fitted on the original series, were used to test the null hypotheses of absence of direct causal influence (CFTd surrogates) and of full (direct and indirect) causal influence (CFTf surrogates), respectively. CFTf and CFTd surrogates were utilized in combination with the directed coherence (DC) and the partial DC (PDC) spectral causality estimators, respectively. Simulations reproducing different causality patterns in linear MVAR processes demonstrated the better accuracy of CFTf and CFTd surrogates with respect to traditional FT surrogates. Application on real MV biological data measured from healthy humans, i.e., heart period, arterial pressure, and respiration variability, as well as multichannel EEG signals, showed that CFT surrogates disclose causal patterns in accordance with expected cardiorespiratory and neurophysiological mechanisms.
Real-time decision fusion for multimodal neural prosthetic devices
National Research Council Canada - National Science Library
White, James Robert; Levy, Todd; Bishop, William; Beaty, James D
2010-01-01
...) through which neural activity is decoded into movements. A natural extension of current research is the incorporation of neural activity from multiple modalities to more accurately estimate the user's intent...
Earthquake forecasting studies using radon time series data in Taiwan
Walia, Vivek; Kumar, Arvind; Fu, Ching-Chou; Lin, Shih-Jung; Chou, Kuang-Wu; Wen, Kuo-Liang; Chen, Cheng-Hong
2017-04-01
For few decades, growing number of studies have shown usefulness of data in the field of seismogeochemistry interpreted as geochemical precursory signals for impending earthquakes and radon is idendified to be as one of the most reliable geochemical precursor. Radon is recognized as short-term precursor and is being monitored in many countries. This study is aimed at developing an effective earthquake forecasting system by inspecting long term radon time series data. The data is obtained from a network of radon monitoring stations eastblished along different faults of Taiwan. The continuous time series radon data for earthquake studies have been recorded and some significant variations associated with strong earthquakes have been observed. The data is also examined to evaluate earthquake precursory signals against environmental factors. An automated real-time database operating system has been developed recently to improve the data processing for earthquake precursory studies. In addition, the study is aimed at the appraisal and filtrations of these environmental parameters, in order to create a real-time database that helps our earthquake precursory study. In recent years, automatic operating real-time database has been developed using R, an open source programming language, to carry out statistical computation on the data. To integrate our data with our working procedure, we use the popular and famous open source web application solution, AMP (Apache, MySQL, and PHP), creating a website that could effectively show and help us manage the real-time database.
Forecasting long memory time series under a break in persistence
DEFF Research Database (Denmark)
Heinen, Florian; Sibbertsen, Philipp; Kruse, Robinson
of this effect depends on whether the memory parameter is increasing or decreasing over time. A comparison of six forecasting strategies allows us to conclude that pre-testing for a change in persistence is highly recommendable in our setting. In addition we provide an empirical example which underlines......We consider the problem of forecasting time series with long memory when the memory parameter is subject to a structural break. By means of a large-scale Monte Carlo study we show that ignoring such a change in persistence leads to substantially reduced forecasting precision. The strength...
Neural time course of emotional conflict control: an ERP study.
Shen, Yimo; Xue, Song; Wang, Kangcheng; Qiu, Jiang
2013-04-29
Previous imaging studies have revealed brain mechanisms associated with emotional conflict control. However, the neural time course remains largely unknown. Therefore, in the present study a face-word Stroop task was used to explore the electrophysiological correlates of emotional conflict control by using event-related potentials (ERPs). Behavioral data indicated that response time of congruent condition was faster than incongruent condition, while the accuracy rates of congruent condition was higher than incongruent condition, which showed a robust emotional conflict effect. ERP revealed N350-550 and P700-800 components in the incongruent minus congruent condition. N350-550 might be related to conflict resolution and response selection; P700-800 might be related to post-response monitoring. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.
Neural processing of amplitude and formant rise time in dyslexia.
Peter, Varghese; Kalashnikova, Marina; Burnham, Denis
2016-06-01
This study aimed to investigate how children with dyslexia weight amplitude rise time (ART) and formant rise time (FRT) cues in phonetic discrimination. Passive mismatch responses (MMR) were recorded for a/ba/-/wa/contrast in a multiple deviant odd-ball paradigm to identify the neural response to cue weighting in 17 children with dyslexia and 17 age-matched control children. The deviant stimuli had either partial or full ART or FRT cues. The results showed that ART did not generate an MMR in either group, whereas both partial and full FRT cues generated MMR in control children while only full FRT cues generated MMR in children with dyslexia. These findings suggest that children, both controls and those with dyslexia, discriminate speech based on FRT cues and not ART cues. However, control children have greater sensitivity to FRT cues in speech compared to children with dyslexia. Copyright © 2016 The Authors. Published by Elsevier Ltd.. All rights reserved.
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.
Time-series animation techniques for visualizing urban growth
Acevedo, W.; Masuoka, P.
1997-01-01
Time-series animation is a visually intuitive way to display urban growth. Animations of landuse change for the Baltimore-Washington region were generated by showing a series of images one after the other in sequential order. Before creating an animation, various issues which will affect the appearance of the animation should be considered, including the number of original data frames to use, the optimal animation display speed, the number of intermediate frames to create between the known frames, and the output media on which the animations will be displayed. To create new frames between the known years of data, the change in each theme (i.e. urban development, water bodies, transportation routes) must be characterized and an algorithm developed to create the in-between frames. Example time-series animations were created using a temporal GIS database of the Baltimore-Washington area. Creating the animations involved generating raster images of the urban development, water bodies, and principal transportation routes; overlaying the raster images on a background image; and importing the frames to a movie file. Three-dimensional perspective animations were created by draping each image over digital elevation data prior to importing the frames to a movie file. ?? 1997 Elsevier Science Ltd.
Time-series animation techniques for visualizing urban growth
Acevedo, William; Masuoka, Penny
1997-05-01
Time-series animation is a visually intuitive way to display urban growth. Animations of landuse change for the Baltimore-Washington region were generated by showing a series of images one after the other in sequential order. Before creating an animation, various issues which will affect the appearance of the animation should be considered, including the number of original data frames to use, the optimal animation display speed, the number of intermediate frames to create between the known frames, and the output media on which the animations will be displayed. To create new frames between the known years of data, the change in each theme (i.e. urban development, water bodies, transportation routes) must be characterized and an algorithm developed to create the in-between frames. Example time-series animations were created using a temporal GIS database of the Baltimore-Washington area. Creating the animations involved generating raster images of the urban development, water bodies, and principal transportation routes; overlaying the raster images on a background image; and importing the frames to a movie file. Three-dimensional perspective animations were created by draping each image over digital elevation data prior to importing the frames to a movie file.
Time series analysis of the behavior of brazilian natural rubber
Directory of Open Access Journals (Sweden)
Antônio Donizette de Oliveira
2009-03-01
Full Text Available The natural rubber is a non-wood product obtained of the coagulation of some lattices of forest species, being Hevea brasiliensis the main one. Native from the Amazon Region, this species was already known by the Indians before the discovery of America. The natural rubber became a product globally valued due to its multiple applications in the economy, being its almost perfect substitute the synthetic rubber derived from the petroleum. Similarly to what happens with other countless products the forecast of future prices of the natural rubber has been object of many studies. The use of models of forecast of univariate timeseries stands out as the more accurate and useful to reduce the uncertainty in the economic decision making process. This studyanalyzed the historical series of prices of the Brazilian natural rubber (R$/kg, in the Jan/99 - Jun/2006 period, in order tocharacterize the rubber price behavior in the domestic market; estimated a model for the time series of monthly natural rubberprices; and foresaw the domestic prices of the natural rubber, in the Jul/2006 - Jun/2007 period, based on the estimated models.The studied models were the ones belonging to the ARIMA family. The main results were: the domestic market of the natural rubberis expanding due to the growth of the world economy; among the adjusted models, the ARIMA (1,1,1 model provided the bestadjustment of the time series of prices of the natural rubber (R$/kg; the prognosis accomplished for the series supplied statistically adequate fittings.
Cluster analysis of activity-time series in motor learning
DEFF Research Database (Denmark)
Balslev, Daniela; Nielsen, Finn Å; Futiger, Sally A
2002-01-01
series. The optimal number of clusters was chosen using a cross-validated likelihood method, which highlights the clustering pattern that generalizes best over the subjects. Data were acquired with PET at different time points during practice of a visuomotor task. The results from cluster analysis show......Neuroimaging studies of learning focus on brain areas where the activity changes as a function of time. To circumvent the difficult problem of model selection, we used a data-driven analytic tool, cluster analysis, which extracts representative temporal and spatial patterns from the voxel-time...... practice-related activity in a fronto-parieto-cerebellar network, in agreement with previous studies of motor learning. These voxels were separated from a group of voxels showing an unspecific time-effect and another group of voxels, whose activation was an artifact from smoothing...
Loading effects in GPS vertical displacement time series
Memin, A.; Boy, J. P.; Santamaría-Gómez, A.; Watson, C.; Gravelle, M.; Tregoning, P.
2015-12-01
Surface deformations due to loading, with yet no comprehensive representation, account for a significant part of the variability in geodetic time series. We assess effects of loading in GPS vertical displacement time series at several frequency bands. We compare displacement derived from up-to-date loading models to two global sets of positioning time series, and investigate how they are reduced looking at interannual periods (> 2 months), intermediate periods (> 7 days) and the whole spectrum (> 1day). We assess the impact of interannual loading on estimating velocities. We compute atmospheric loading effects using surface pressure fields from the ECMWF. We use the inverted barometer (IB) hypothesis valid for periods exceeding a week to describe the ocean response to the pressure forcing. We used general circulation ocean model (ECCO and GLORYS) to account for wind, heat and fresh water flux. We separately use the Toulouse Unstructured Grid Ocean model (TUGO-m), forced by air pressure and winds, to represent the dynamics of the ocean response at high frequencies. The continental water storage is described using GLDAS/Noah and MERRA-land models. Non-hydrology loading reduces the variability of the observed vertical displacement differently according to the frequency band. The hydrology loading leads to a further reduction mostly at annual periods. ECMWF+TUGO-m better agrees with vertical surface motion than the ECMWF+IB model at all frequencies. The interannual deformation is time-correlated at most of the locations. It is adequately described by a power-law process of spectral index varying from -1.5 to -0.2. Depending on the power-law parameters, the predicted non-linear deformation due to mass loading variations leads to vertical velocity biases up to 0.7 mm/yr when estimated from 5 years of continuous observations. The maximum velocity bias can reach up to 1 mm/yr in regions around the southern Tropical band.
Long-term time series prediction using OP-ELM.
Grigorievskiy, Alexander; Miche, Yoan; Ventelä, Anne-Mari; Séverin, Eric; Lendasse, Amaury
2014-03-01
In this paper, an Optimally Pruned Extreme Learning Machine (OP-ELM) is applied to the problem of long-term time series prediction. Three known strategies for the long-term time series prediction i.e. Recursive, Direct and DirRec are considered in combination with OP-ELM and compared with a baseline linear least squares model and Least-Squares Support Vector Machines (LS-SVM). Among these three strategies DirRec is the most time consuming and its usage with nonlinear models like LS-SVM, where several hyperparameters need to be adjusted, leads to relatively heavy computations. It is shown that OP-ELM, being also a nonlinear model, allows reasonable computational time for the DirRec strategy. In all our experiments, except one, OP-ELM with DirRec strategy outperforms the linear model with any strategy. In contrast to the proposed algorithm, LS-SVM behaves unstably without variable selection. It is also shown that there is no superior strategy for OP-ELM: any of three can be the best. In addition, the prediction accuracy of an ensemble of OP-ELM is studied and it is shown that averaging predictions of the ensemble can improve the accuracy (Mean Square Error) dramatically. Copyright © 2013 Elsevier Ltd. All rights reserved.
Weighted statistical parameters for irregularly sampled time series
Rimoldini, Lorenzo
2014-01-01
Unevenly spaced time series are common in astronomy because of the day-night cycle, weather conditions, dependence on the source position in the sky, allocated telescope time and corrupt measurements, for example, or inherent to the scanning law of satellites like Hipparcos and the forthcoming Gaia. Irregular sampling often causes clumps of measurements and gaps with no data which can severely disrupt the values of estimators. This paper aims at improving the accuracy of common statistical parameters when linear interpolation (in time or phase) can be considered an acceptable approximation of a deterministic signal. A pragmatic solution is formulated in terms of a simple weighting scheme, adapting to the sampling density and noise level, applicable to large data volumes at minimal computational cost. Tests on time series from the Hipparcos periodic catalogue led to significant improvements in the overall accuracy and precision of the estimators with respect to the unweighted counterparts and those weighted by inverse-squared uncertainties. Automated classification procedures employing statistical parameters weighted by the suggested scheme confirmed the benefits of the improved input attributes. The classification of eclipsing binaries, Mira, RR Lyrae, Delta Cephei and Alpha2 Canum Venaticorum stars employing exclusively weighted descriptive statistics achieved an overall accuracy of 92 per cent, about 6 per cent higher than with unweighted estimators.
Synthesis of rainfall time series in a high temporal resolution
Callau Poduje, Ana Claudia; Haberlandt, Uwe
2014-05-01
In order to optimize the design and operation of urban drainage systems, long and continuous rain series in a high temporal resolution are essential. As the length of the rainfall records is often short, particularly the data available with the temporal and regional resolutions required for urban hydrology, it is necessary to find some numerical representation of the precipitation phenomenon to generate long synthetic rainfall series. An Alternating Renewal Model (ARM) is applied for this purpose, which consists of two structures: external and internal. The former is the sequence of wet and dry spells, described by their durations which are simulated stochastically. The internal structure is characterized by the amount of rain corresponding to each wet spell and its distribution within the spell. A multivariate frequency analysis is applied to analyze the internal structure of the wet spells and to generate synthetic events. The stochastic time series must reproduce the statistical characteristics of observed high resolution precipitation measurements used to generate them. The spatio-temporal interdependencies between stations are addressed by resampling the continuous synthetic series based on the Simulated Annealing (SA) procedure. The state of Lower-Saxony and surrounding areas, located in the north-west of Germany is used to develop the ARM. A total of 26 rainfall stations with high temporal resolution records, i.e. rainfall data every 5 minutes, are used to define the events, find the most suitable probability distributions, calibrate the corresponding parameters, simulate long synthetic series and evaluate the results. The length of the available data ranges from 10 to 20 years. The rainfall series involved in the different steps of calculation are compared using a rainfall-runoff model to simulate the runoff behavior in urban areas. The EPA Storm Water Management Model (SWMM) is applied for this evaluation. The results show a good representation of the
Comparison of Statistical Models for Analyzing Wheat Yield Time Series
Michel, Lucie; Makowski, David
2013-01-01
The world's population is predicted to exceed nine billion by 2050 and there is increasing concern about the capability of agriculture to feed such a large population. Foresight studies on food security are frequently based on crop yield trends estimated from yield time series provided by national and regional statistical agencies. Various types of statistical models have been proposed for the analysis of yield time series, but the predictive performances of these models have not yet been evaluated in detail. In this study, we present eight statistical models for analyzing yield time series and compare their ability to predict wheat yield at the national and regional scales, using data provided by the Food and Agriculture Organization of the United Nations and by the French Ministry of Agriculture. The Holt-Winters and dynamic linear models performed equally well, giving the most accurate predictions of wheat yield. However, dynamic linear models have two advantages over Holt-Winters models: they can be used to reconstruct past yield trends retrospectively and to analyze uncertainty. The results obtained with dynamic linear models indicated a stagnation of wheat yields in many countries, but the estimated rate of increase of wheat yield remained above 0.06 t ha−1 year−1 in several countries in Europe, Asia, Africa and America, and the estimated values were highly uncertain for several major wheat producing countries. The rate of yield increase differed considerably between French regions, suggesting that efforts to identify the main causes of yield stagnation should focus on a subnational scale. PMID:24205280
Time-series modeling of gross migration and dynamic equilibrium.
Tabuchi, T
1985-02-01
Firstly, the high association between in- and out-migration is investigated in a time-series context and modeled according to three categories: 1) job transfer, 2) job search and marriage, and 3) return migration. Under certain coditions it is shown that aggregation of these migrations yields a bivariate time-series model having feedbacks in both directions. Secondly, the recent phenomenon of sharp changes in net migration seems to be discontinuous and, hence, catastrophic modeling [Casetti (1981) may be appropriate. However, this paper considers gross migration between cores (metropolitan areas) and peripheries (rest of the nation) for which a continuous function seems adequate. This is done by introducing a multivariate time-series model. This model is empirically supported, especially in Japan, divided into 32 regions, by t-tests and Durbin-Watson ratios, although it excludes economic variables such as employment growth and wage differentials. This may imply that the recent dispersal from core to peripheral regions could be explained primarily by feedback from return migrants. Finallym, provided future streams of gross migration follow the past trends given by simultaneous equation estimates, in-migration and out-migration would approach a stable state in most regions. Irrespective of random shocks in the future, in- and out-migration would tend to approach a stable equilibrium. According to the estimation of the stable states, the 45 core regions in the US would continue to lose population through net outflows while those in Japan would continue to gain. The present model may thus be valid only for short-term forecasts. By introducing feedback and lag structures, however, it does offer one explanation for the recent population turnaround.
Comparison of statistical models for analyzing wheat yield time series.
Michel, Lucie; Makowski, David
2013-01-01
The world's population is predicted to exceed nine billion by 2050 and there is increasing concern about the capability of agriculture to feed such a large population. Foresight studies on food security are frequently based on crop yield trends estimated from yield time series provided by national and regional statistical agencies. Various types of statistical models have been proposed for the analysis of yield time series, but the predictive performances of these models have not yet been evaluated in detail. In this study, we present eight statistical models for analyzing yield time series and compare their ability to predict wheat yield at the national and regional scales, using data provided by the Food and Agriculture Organization of the United Nations and by the French Ministry of Agriculture. The Holt-Winters and dynamic linear models performed equally well, giving the most accurate predictions of wheat yield. However, dynamic linear models have two advantages over Holt-Winters models: they can be used to reconstruct past yield trends retrospectively and to analyze uncertainty. The results obtained with dynamic linear models indicated a stagnation of wheat yields in many countries, but the estimated rate of increase of wheat yield remained above 0.06 t ha⁻¹ year⁻¹ in several countries in Europe, Asia, Africa and America, and the estimated values were highly uncertain for several major wheat producing countries. The rate of yield increase differed considerably between French regions, suggesting that efforts to identify the main causes of yield stagnation should focus on a subnational scale.
Comparison of statistical models for analyzing wheat yield time series.
Directory of Open Access Journals (Sweden)
Lucie Michel
Full Text Available The world's population is predicted to exceed nine billion by 2050 and there is increasing concern about the capability of agriculture to feed such a large population. Foresight studies on food security are frequently based on crop yield trends estimated from yield time series provided by national and regional statistical agencies. Various types of statistical models have been proposed for the analysis of yield time series, but the predictive performances of these models have not yet been evaluated in detail. In this study, we present eight statistical models for analyzing yield time series and compare their ability to predict wheat yield at the national and regional scales, using data provided by the Food and Agriculture Organization of the United Nations and by the French Ministry of Agriculture. The Holt-Winters and dynamic linear models performed equally well, giving the most accurate predictions of wheat yield. However, dynamic linear models have two advantages over Holt-Winters models: they can be used to reconstruct past yield trends retrospectively and to analyze uncertainty. The results obtained with dynamic linear models indicated a stagnation of wheat yields in many countries, but the estimated rate of increase of wheat yield remained above 0.06 t ha⁻¹ year⁻¹ in several countries in Europe, Asia, Africa and America, and the estimated values were highly uncertain for several major wheat producing countries. The rate of yield increase differed considerably between French regions, suggesting that efforts to identify the main causes of yield stagnation should focus on a subnational scale.
Time-series analysis of vibrational nuclear wave packet dynamics
Thumm, Uwe; Niederhausen, Thomas; Feuerstein, Bernold
2008-10-01
We discuss the extent to which measured time-dependent fragment kinetic energy release (KER) spectra and calculated nuclear probability densities can reveal 1) the transition frequencies between stationary vibrational states, 2) the nodal structure of stationary vibrational states, 3) the ground-state adiabatic electronic potential curve of the molecular ion, and 4) the progression of decoherence induced by random interactions with the environment. We illustrate our discussion with numerical simulations for the time-dependent nuclear motion of vibrational wave packets in the D2^+ molecular ion caused by the ionization of its neutral D2 parent molecule with an intense pump laser pulse. Based on a harmonic time-series analysis, we suggest a general scheme for the full reconstruction, up to an overall phase factor, of the initial wave packets based on measured KER spectra, cf., Phys. Rev. A 77, 063401 (2008).
Assemblage time series reveal biodiversity change but not systematic loss.
Dornelas, Maria; Gotelli, Nicholas J; McGill, Brian; Shimadzu, Hideyasu; Moyes, Faye; Sievers, Caya; Magurran, Anne E
2014-04-18
The extent to which biodiversity change in local assemblages contributes to global biodiversity loss is poorly understood. We analyzed 100 time series from biomes across Earth to ask how diversity within assemblages is changing through time. We quantified patterns of temporal α diversity, measured as change in local diversity, and temporal β diversity, measured as change in community composition. Contrary to our expectations, we did not detect systematic loss of α diversity. However, community composition changed systematically through time, in excess of predictions from null models. Heterogeneous rates of environmental change, species range shifts associated with climate change, and biotic homogenization may explain the different patterns of temporal α and β diversity. Monitoring and understanding change in species composition should be a conservation priority.
Centrality measures in temporal networks with time series analysis
Huang, Qiangjuan; Zhao, Chengli; Zhang, Xue; Wang, Xiaojie; Yi, Dongyun
2017-05-01
The study of identifying important nodes in networks has a wide application in different fields. However, the current researches are mostly based on static or aggregated networks. Recently, the increasing attention to networks with time-varying structure promotes the study of node centrality in temporal networks. In this paper, we define a supra-evolution matrix to depict the temporal network structure. With using of the time series analysis, the relationships between different time layers can be learned automatically. Based on the special form of the supra-evolution matrix, the eigenvector centrality calculating problem is turned into the calculation of eigenvectors of several low-dimensional matrices through iteration, which effectively reduces the computational complexity. Experiments are carried out on two real-world temporal networks, Enron email communication network and DBLP co-authorship network, the results of which show that our method is more efficient at discovering the important nodes than the common aggregating method.
GPS time series at Campi Flegrei caldera (2000-2013
Directory of Open Access Journals (Sweden)
Prospero De Martino
2014-05-01
Full Text Available The Campi Flegrei caldera is an active volcanic system associated to a high volcanic risk, and represents a well known and peculiar example of ground deformations (bradyseism, characterized by intense uplift periods, followed by subsidence phases with some episodic superimposed mini-uplifts. Ground deformation is an important volcanic precursor, and, its continuous monitoring, is one of the main tool for short time forecast of eruptive activity. This paper provides an overview of the continuous GPS monitoring of the Campi Flegrei caldera from January 2000 to July 2013, including network operations, data recording and processing, and data products. In this period the GPS time series allowed continuous and accurate tracking of ground deformation of the area. Seven main uplift episodes were detected, and during each uplift period, the recurrent horizontal displacement pattern, radial from the “caldera center”, suggests no significant change in deformation source geometry and location occurs. The complete archive of GPS time series at Campi Flegrei area is reported in the Supplementary materials. These data can be usefull for the scientific community in improving the research on Campi Flegrei caldera dynamic and hazard assessment.
Pseudometrics for Nearest Neighbor Classification of Time Series Data
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Boonserm Kijsirikul
2009-05-01
Full Text Available We propose that pseudometric, a subadditive distance measure, has sufficient properties to be a good structure to perform nearest neighbor pattern classification. There exist some theoretical results that asymptotically guarantee the classification accuracy of k-nearest neighbor when the sample size grows larger. These results hold true under the assumption that the distance measure is a metric. The results still hold for pseudometrics up to some technicality. Whether the results are valid for the non-subadditive distance measures is still left unanswered. Pseudometric is also practically appealing. Once we have a subadditive distance measure, the measure will have at least one significant advantage over the non-subadditive; one can directly plug such distance measure into systems which exploit the subadditivity to perform faster nearest neighbor search techniques. This work focuses on pseudometrics for time series. We propose two frameworks for studying and designing subadditive distance measures and a few examples of distance measures resulting from the frameworks. One framework is more general than the other and can be used to tailor distances from the other framework to gain better classification performance. Experimental results of nearest neighbor classification of the designed pseudometrics in comparison with well-known existing distance measures including Dynamic Time Warping showed that the designed distance measures are practical for time series classification.
Indirect inference with time series observed with error
DEFF Research Database (Denmark)
Rossi, Eduardo; Santucci de Magistris, Paolo
We analyze the properties of the indirect inference estimator when the observed series are contaminated by measurement error. We show that the indirect inference estimates are asymptotically biased when the nuisance parameters of the measurement error distribution are neglected in the indirect...... to estimate the parameters of continuous-time stochastic volatility models with auxiliary specifications based on realized volatility measures. Monte Carlo simulations shows the bias reduction of the indirect estimates obtained when the microstructure noise is explicitly modeled. Finally, an empirical...... application illustrates the relevance of a realistic specification of the microstructure noise distribution to match the features of the observed log-returns at high frequencies....
Chaotic time series analysis in economics: Balance and perspectives
Energy Technology Data Exchange (ETDEWEB)
Faggini, Marisa, E-mail: mfaggini@unisa.it [Dipartimento di Scienze Economiche e Statistiche, Università di Salerno, Fisciano 84084 (Italy)
2014-12-15
The aim of the paper is not to review the large body of work concerning nonlinear time series analysis in economics, about which much has been written, but rather to focus on the new techniques developed to detect chaotic behaviours in economic data. More specifically, our attention will be devoted to reviewing some of these techniques and their application to economic and financial data in order to understand why chaos theory, after a period of growing interest, appears now not to be such an interesting and promising research area.
Albedo Pattern Recognition and Time-Series Analyses in Malaysia
Salleh, S. A.; Abd Latif, Z.; Mohd, W. M. N. Wan; Chan, A.
2012-07-01
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 negative linear
Nonlinear analysis and prediction of time series in multiphase reactors
Liu, Mingyan
2014-01-01
This book reports on important nonlinear aspects or deterministic chaos issues in the systems of multi-phase reactors. The reactors treated in the book include gas-liquid bubble columns, gas-liquid-solid fluidized beds and gas-liquid-solid magnetized fluidized beds. The authors take pressure fluctuations in the bubble columns as time series for nonlinear analysis, modeling and forecasting. They present qualitative and quantitative non-linear analysis tools which include attractor phase plane plot, correlation dimension, Kolmogorov entropy and largest Lyapunov exponent calculations and local non-linear short-term prediction.
Disease management with ARIMA model in time series.
Sato, Renato Cesar
2013-01-01
The evaluation of infectious and noninfectious disease management can be done through the use of a time series analysis. In this study, we expect to measure the results and prevent intervention effects on the disease. Clinical studies have benefited from the use of these techniques, particularly for the wide applicability of the ARIMA model. This study briefly presents the process of using the ARIMA model. This analytical tool offers a great contribution for researchers and healthcare managers in the evaluation of healthcare interventions in specific populations.
Quantum spectrum as a time series: fluctuation measures.
Santhanam, M S; Bandyopadhyay, Jayendra N; Angom, Dilip
2006-01-01
The fluctuations in the quantum spectrum could be treated like a time series. In this framework, we explore the statistical self-similarity in the quantum spectrum using the detrended fluctuation analysis (DFA) and random matrix theory (RMT). We calculate the Hausdorff measure for the spectra of atoms and Gaussian ensembles and study their self-affine properties. We show that DFA is equivalent to the Delta3 statistics of RMT, unifying two different approaches. We exploit this connection to obtain theoretical estimates for the Hausdorff measure.
Real coded genetic algorithm for fuzzy time series prediction
Jain, Shilpa; Bisht, Dinesh C. S.; Singh, Phool; Mathpal, Prakash C.
2017-10-01
Genetic Algorithm (GA) forms a subset of evolutionary computing, rapidly growing area of Artificial Intelligence (A.I.). Some variants of GA are binary GA, real GA, messy GA, micro GA, saw tooth GA, differential evolution GA. This research article presents a real coded GA for predicting enrollments of University of Alabama. Data of Alabama University is a fuzzy time series. Here, fuzzy logic is used to predict enrollments of Alabama University and genetic algorithm optimizes fuzzy intervals. Results are compared to other eminent author works and found satisfactory, and states that real coded GA are fast and accurate.
Simulation of transcontinental wind and solar PV generation time series
DEFF Research Database (Denmark)
Nuño Martinez, Edgar; Maule, Petr; Hahmann, Andrea N.
2018-01-01
The deployment of Renewable Energy Sources (RES) is driving modern power systems towards a fundamental green transition. In this regard, there is a need to develop models to accurately capture the variability of wind and solar photovoltaic (PV) power, at different geographical and temporal scales....... This paper presents a general methodology based on meteorological reanalysis techniques allowing to simulate aggregated RES time series over large geographical areas. It also introduces a novel PV conversion approach based on aggregated power curves in order to capture the uncertainty associated...
Kernel canonical-correlation Granger causality for multiple time series.
Wu, Guorong; Duan, Xujun; Liao, Wei; Gao, Qing; Chen, Huafu
2011-04-01
Canonical-correlation analysis as a multivariate statistical technique has been applied to multivariate Granger causality analysis to infer information flow in complex systems. It shows unique appeal and great superiority over the traditional vector autoregressive method, due to the simplified procedure that detects causal interaction between multiple time series, and the avoidance of potential model estimation problems. However, it is limited to the linear case. Here, we extend the framework of canonical correlation to include the estimation of multivariate nonlinear Granger causality for drawing inference about directed interaction. Its feasibility and effectiveness are verified on simulated data. ©2011 American Physical Society
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
Estimation of dynamic flux profiles from metabolic time series data
Directory of Open Access Journals (Sweden)
Chou I-Chun
2012-07-01
Full Text Available Abstract Background Advances in modern high-throughput techniques of molecular biology have enabled top-down approaches for the estimation of parameter values in metabolic systems, based on time series data. Special among them is the recent method of dynamic flux estimation (DFE, which uses such data not only for parameter estimation but also for the identification of functional forms of the processes governing a metabolic system. DFE furthermore provides diagnostic tools for the evaluation of model validity and of the quality of a model fit beyond residual errors. Unfortunately, DFE works only when the data are more or less complete and the system contains as many independent fluxes as metabolites. These drawbacks may be ameliorated with other types of estimation and information. However, such supplementations incur their own limitations. In particular, assumptions must be made regarding the functional forms of some processes and detailed kinetic information must be available, in addition to the time series data. Results The authors propose here a systematic approach that supplements DFE and overcomes some of its shortcomings. Like DFE, the approach is model-free and requires only minimal assumptions. If sufficient time series data are available, the approach allows the determination of a subset of fluxes that enables the subsequent applicability of DFE to the rest of the flux system. The authors demonstrate the procedure with three artificial pathway systems exhibiting distinct characteristics and with actual data of the trehalose pathway in Saccharomyces cerevisiae. Conclusions The results demonstrate that the proposed method successfully complements DFE under various situations and without a priori assumptions regarding the model representation. The proposed method also permits an examination of whether at all, to what degree, or within what range the available time series data can be validly represented in a particular functional format of
Broek, P.L.C. van den; Egmond, J. van; Rijn, C.M. van; Takens, F.; Coenen, A.M.L.; Booij, L.H.D.J.
2005-01-01
This study assessed the feasibility of online calculation of the correlation integral (C(r)) aiming to apply C(r)-derived statistics. For real-time application it is important to reduce calculation time. It is shown how our method works for EEG time series. Methods: To achieve online calculation of
van den Broek, PLC; van Egmond, J; van Rijn, CM; Takens, F; Coenen, AML; Booij, LHDJ
2005-01-01
Background: This study assessed the feasibility of online calculation of the correlation integral (C(r)) aiming to apply C(r)derived statistics. For real-time application it is important to reduce calculation time. It is shown how our method works for EEG time series. Methods: To achieve online
Analysis of short subdiffusive time series: scatter of the time-averaged mean-squared displacement
Energy Technology Data Exchange (ETDEWEB)
Jeon, Jae-Hyung; Metzler, Ralf, E-mail: jae-hyung.jeon@ph.tum.d, E-mail: metz@ph.tum.d [Department of Physics, Technical University of Munich, James-Franck Strasse, 85747 Garching (Germany)
2010-06-25
We analyse the statistical behaviour of short time series in systems performing subdiffusion. Comparing the non-ergodic continuous time random walk model to the ergodic fractional Brownian motion, we demonstrate that the scatter between individual trajectories is not purely dominated by finite sample size effects but preserves some of the characteristics of the individual processes. In particular we show that the distribution of the time-averaged mean-squared displacements allows one to clearly distinguish between the two stochastic mechanisms even for a very short time series. (fast track communication)
Land surface phenology from SPOT VEGETATION time series
Directory of Open Access Journals (Sweden)
A. Verger
2016-12-01
Full Text Available Land surface phenology from time series of satellite data are expected to contribute to improve the representation of vegetation phenology in earth system models. We characterized the baseline phenology of the vegetation at the global scale from GEOCLIM-LAI, a global climatology of leaf area index (LAI derived from 1-km SPOT VEGETATION time series for 1999-2010. The calibration with ground measurements showed that the start and end of season were best identified using respectively 30% and 40% threshold of LAI amplitude values. The satellite-derived phenology was spatially consistent with the global distributions of climatic drivers and biome land cover. The accuracy of the derived phenological metrics, evaluated using available ground observations for birch forests in Europe, cherry in Asia and lilac shrubs in North America showed an overall root mean square error lower than 19 days for the start, end and length of season, and good agreement between the latitudinal gradients of VEGETATION LAI phenology and ground data.
Automatising the analysis of stochastic biochemical time-series.
Caravagna, Giulio; De Sano, Luca; Antoniotti, Marco
2015-01-01
Mathematical and computational modelling of biochemical systems has seen a lot of effort devoted to the definition and implementation of high-performance mechanistic simulation frameworks. Within these frameworks it is possible to analyse complex models under a variety of configurations, eventually selecting the best setting of, e.g., parameters for a target system. This operational pipeline relies on the ability to interpret the predictions of a model, often represented as simulation time-series. Thus, an efficient data analysis pipeline is crucial to automatise time-series analyses, bearing in mind that errors in this phase might mislead the modeller's conclusions. For this reason we have developed an intuitive framework-independent Python tool to automate analyses common to a variety of modelling approaches. These include assessment of useful non-trivial statistics for simulation ensembles, e.g., estimation of master equations. Intuitive and domain-independent batch scripts will allow the researcher to automatically prepare reports, thus speeding up the usual model-definition, testing and refinement pipeline.
Time series clustering analysis of health-promoting behavior
Yang, Chi-Ta; Hung, Yu-Shiang; Deng, Guang-Feng
2013-10-01
Health promotion must be emphasized to achieve the World Health Organization goal of health for all. Since the global population is aging rapidly, ComCare elder health-promoting service was developed by the Taiwan Institute for Information Industry in 2011. Based on the Pender health promotion model, ComCare service offers five categories of health-promoting functions to address the everyday needs of seniors: nutrition management, social support, exercise management, health responsibility, stress management. To assess the overall ComCare service and to improve understanding of the health-promoting behavior of elders, this study analyzed health-promoting behavioral data automatically collected by the ComCare monitoring system. In the 30638 session records collected for 249 elders from January, 2012 to March, 2013, behavior patterns were identified by fuzzy c-mean time series clustering algorithm combined with autocorrelation-based representation schemes. The analysis showed that time series data for elder health-promoting behavior can be classified into four different clusters. Each type reveals different health-promoting needs, frequencies, function numbers and behaviors. The data analysis result can assist policymakers, health-care providers, and experts in medicine, public health, nursing and psychology and has been provided to Taiwan National Health Insurance Administration to assess the elder health-promoting behavior.
Intermittency and multifractional Brownian character of geomagnetic time series
Directory of Open Access Journals (Sweden)
G. Consolini
2013-07-01
Full Text Available The Earth's magnetosphere exhibits a complex behavior in response to the solar wind conditions. This behavior, which is described in terms of mutifractional Brownian motions, could be the consequence of the occurrence of dynamical phase transitions. On the other hand, it has been shown that the dynamics of the geomagnetic signals is also characterized by intermittency at the smallest temporal scales. Here, we focus on the existence of a possible relationship in the geomagnetic time series between the multifractional Brownian motion character and the occurrence of intermittency. In detail, we investigate the multifractional nature of two long time series of the horizontal intensity of the Earth's magnetic field as measured at L'Aquila Geomagnetic Observatory during two years (2001 and 2008, which correspond to different conditions of solar activity. We propose a possible double origin of the intermittent character of the small-scale magnetic field fluctuations, which is related to both the multifractional nature of the geomagnetic field and the intermittent character of the disturbance level. Our results suggest a more complex nature of the geomagnetic response to solar wind changes than previously thought.
Intermittency and multifractional Brownian character of geomagnetic time series
Consolini, G.; De Marco, R.; De Michelis, P.
2013-07-01
The Earth's magnetosphere exhibits a complex behavior in response to the solar wind conditions. This behavior, which is described in terms of mutifractional Brownian motions, could be the consequence of the occurrence of dynamical phase transitions. On the other hand, it has been shown that the dynamics of the geomagnetic signals is also characterized by intermittency at the smallest temporal scales. Here, we focus on the existence of a possible relationship in the geomagnetic time series between the multifractional Brownian motion character and the occurrence of intermittency. In detail, we investigate the multifractional nature of two long time series of the horizontal intensity of the Earth's magnetic field as measured at L'Aquila Geomagnetic Observatory during two years (2001 and 2008), which correspond to different conditions of solar activity. We propose a possible double origin of the intermittent character of the small-scale magnetic field fluctuations, which is related to both the multifractional nature of the geomagnetic field and the intermittent character of the disturbance level. Our results suggest a more complex nature of the geomagnetic response to solar wind changes than previously thought.
Hybrid perturbation methods based on statistical time series models
San-Juan, Juan Félix; San-Martín, Montserrat; Pérez, Iván; López, Rosario
2016-04-01
In this work we present a new methodology for orbit propagation, the hybrid perturbation theory, based on the combination of an integration method and a prediction technique. The former, which can be a numerical, analytical or semianalytical theory, generates an initial approximation that contains some inaccuracies derived from the fact that, in order to simplify the expressions and subsequent computations, not all the involved forces are taken into account and only low-order terms are considered, not to mention the fact that mathematical models of perturbations not always reproduce physical phenomena with absolute precision. The prediction technique, which can be based on either statistical time series models or computational intelligence methods, is aimed at modelling and reproducing missing dynamics in the previously integrated approximation. This combination results in the precision improvement of conventional numerical, analytical and semianalytical theories for determining the position and velocity of any artificial satellite or space debris object. In order to validate this methodology, we present a family of three hybrid orbit propagators formed by the combination of three different orders of approximation of an analytical theory and a statistical time series model, and analyse their capability to process the effect produced by the flattening of the Earth. The three considered analytical components are the integration of the Kepler problem, a first-order and a second-order analytical theories, whereas the prediction technique is the same in the three cases, namely an additive Holt-Winters method.
Xu, Chang-Jin; Li, Pei-Luan; Pang, Yi-Cheng
2017-02-01
This paper is concerned with fractional-order bidirectional associative memory (BAM) neural networks with time delays. Applying Laplace transform, the generalized Gronwall inequality and estimates of Mittag-Leffler functions, some sufficient conditions which ensure the finite-time stability of fractional-order bidirectional associative memory neural networks with time delays are obtained. Two examples with their simulations are given to illustrate the theoretical findings. Our results are new and complement previously known results. Supported by National Natural Science Foundation of China under Grant Nos.~61673008, 11261010, 11101126, Project of High-Level Innovative Talents of Guizhou Province ([2016]5651), Natural Science and Technology Foundation of Guizhou Province (J[2015]2025 and J[2015]2026), 125 Special Major Science and Technology of Department of Education of Guizhou Province ([2012]011) and Natural Science Foundation of the Education Department of Guizhou Province (KY[2015]482)
Reservoir computing and extreme learning machines for non-linear time-series data analysis.
Butcher, J B; Verstraeten, D; Schrauwen, B; Day, C R; Haycock, P W
2013-02-01
Random projection architectures such as Echo state networks (ESNs) and Extreme Learning Machines (ELMs) use a network containing a randomly connected hidden layer and train only the output weights, overcoming the problems associated with the complex and computationally demanding training algorithms traditionally used to train neural networks, particularly recurrent neural networks. In this study an ESN is shown to contain an antagonistic trade-off between the amount of non-linear mapping and short-term memory it can exhibit when applied to time-series data which are highly non-linear. To overcome this trade-off a new architecture, Reservoir with Random Static Projections (R(2)SP) is investigated, that is shown to offer a significant improvement in performance. A similar approach using an ELM whose input is presented through a time delay (TD-ELM) is shown to further enhance performance where it significantly outperformed the ESN and R(2)SP as well other architectures when applied to a novel task which allows the short-term memory and non-linearity to be varied. The hard-limiting memory of the TD-ELM appears to be best suited for the data investigated in this study, although ESN-based approaches may offer improved performance when processing data which require a longer fading memory. Copyright © 2012 Elsevier Ltd. All rights reserved.
Time series trends of the safety effects of pavement resurfacing.
Park, Juneyoung; Abdel-Aty, Mohamed; Wang, Jung-Han
2017-04-01
This study evaluated the safety performance of pavement resurfacing projects on urban arterials in Florida using the observational before and after approaches. The safety effects of pavement resurfacing were quantified in the crash modification factors (CMFs) and estimated based on different ranges of heavy vehicle traffic volume and time changes for different severity levels. In order to evaluate the variation of CMFs over time, crash modification functions (CMFunctions) were developed using nonlinear regression and time series models. The results showed that pavement resurfacing projects decrease crash frequency and are found to be more safety effective to reduce severe crashes in general. Moreover, the results of the general relationship between the safety effects and time changes indicated that the CMFs increase over time after the resurfacing treatment. It was also found that pavement resurfacing projects for the urban roadways with higher heavy vehicle volume rate are more safety effective than the roadways with lower heavy vehicle volume rate. Based on the exploration and comparison of the developed CMFucntions, the seasonal autoregressive integrated moving average (SARIMA) and exponential functional form of the nonlinear regression models can be utilized to identify the trend of CMFs over time. Copyright © 2017 Elsevier Ltd. All rights reserved.
Dependency Structures in Differentially Coded Cardiovascular Time Series
Directory of Open Access Journals (Sweden)
Tatjana Tasic
2017-01-01
Full Text Available Objectives. This paper analyses temporal dependency in the time series recorded from aging rats, the healthy ones and those with early developed hypertension. The aim is to explore effects of age and hypertension on mutual sample relationship along the time axis. Methods. A copula method is applied to raw and to differentially coded signals. The latter ones were additionally binary encoded for a joint conditional entropy application. The signals were recorded from freely moving male Wistar rats and from spontaneous hypertensive rats, aged 3 months and 12 months. Results. The highest level of comonotonic behavior of pulse interval with respect to systolic blood pressure is observed at time lags τ=0, 3, and 4, while a strong counter-monotonic behavior occurs at time lags τ=1 and 2. Conclusion. Dynamic range of aging rats is considerably reduced in hypertensive groups. Conditional entropy of systolic blood pressure signal, compared to unconditional, shows an increased level of discrepancy, except for a time lag 1, where the equality is preserved in spite of the memory of differential coder. The antiparallel streams play an important role at single beat time lag.
Dependency Structures in Differentially Coded Cardiovascular Time Series
Tasic, Tatjana; Jovanovic, Sladjana; Mohamoud, Omer; Skoric, Tamara; Japundzic-Zigon, Nina
2017-01-01
Objectives. This paper analyses temporal dependency in the time series recorded from aging rats, the healthy ones and those with early developed hypertension. The aim is to explore effects of age and hypertension on mutual sample relationship along the time axis. Methods. A copula method is applied to raw and to differentially coded signals. The latter ones were additionally binary encoded for a joint conditional entropy application. The signals were recorded from freely moving male Wistar rats and from spontaneous hypertensive rats, aged 3 months and 12 months. Results. The highest level of comonotonic behavior of pulse interval with respect to systolic blood pressure is observed at time lags τ = 0, 3, and 4, while a strong counter-monotonic behavior occurs at time lags τ = 1 and 2. Conclusion. Dynamic range of aging rats is considerably reduced in hypertensive groups. Conditional entropy of systolic blood pressure signal, compared to unconditional, shows an increased level of discrepancy, except for a time lag 1, where the equality is preserved in spite of the memory of differential coder. The antiparallel streams play an important role at single beat time lag. PMID:28127384
Fundamental State Space Time Series Models for JEPX Electricity Prices
Ofuji, Kenta; Kanemoto, Shigeru
Time series models are popular in attempts to model and forecast price dynamics in various markets. In this paper, we have formulated two state space models and tested them for its applicability to power price modeling and forecasting using JEPX (Japan Electric Power eXchange) data. The state space models generally have a high degree of flexibility with its time-dependent state transition matrix and system equation configurations. Based on empirical data analysis and past literatures, we used calculation assumptions to a) extract stochastic trend component to capture non-stationarity, and b) detect structural changes underlying in the market. The stepwise calculation algorithm followed that of Kalman Filter. We then evaluated the two models' forecasting capabilities, in comparison with ordinary AR (autoregressive) and ARCH (autoregressive conditional heteroskedasticity) models. By choosing proper explanatory variables, the latter state space model yielded as good a forecasting capability as that of the AR and the ARCH models for a short forecasting horizon.
Computational intelligence in time series forecasting theory and engineering applications
Palit, Ajoy K
2005-01-01
Foresight in an engineering enterprise can make the difference between success and failure, and can be vital to the effective control of industrial systems. Applying time series analysis in the on-line milieu of most industrial plants has been problematic owing to the time and computational effort required. The advent of soft computing tools offers a solution. The authors harness the power of intelligent technologies individually and in combination. Examples of the particular systems and processes susceptible to each technique are investigated, cultivating a comprehensive exposition of the improvements on offer in quality, model building and predictive control and the selection of appropriate tools from the plethora available. Application-oriented engineers in process control, manufacturing, production industry and research centres will find much to interest them in this book. It is suitable for industrial training purposes, as well as serving as valuable reference material for experimental researchers.
Estimation of Hurst Exponent for the Financial Time Series
Kumar, J.; Manchanda, P.
2009-07-01
Till recently statistical methods and Fourier analysis were employed to study fluctuations in stock markets in general and Indian stock market in particular. However current trend is to apply the concepts of wavelet methodology and Hurst exponent, see for example the work of Manchanda, J. Kumar and Siddiqi, Journal of the Frankline Institute 144 (2007), 613-636 and paper of Cajueiro and B. M. Tabak. Cajueiro and Tabak, Physica A, 2003, have checked the efficiency of emerging markets by computing Hurst component over a time window of 4 years of data. Our goal in the present paper is to understand the dynamics of the Indian stock market. We look for the persistency in the stock market through Hurst exponent and fractal dimension of time series data of BSE 100 and NIFTY 50.
Financial Time Series Forecasting Using Directed-Weighted Chunking SVMs
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Yongming Cai
2014-01-01
Full Text Available Support vector machines (SVMs are a promising alternative to traditional regression estimation approaches. But, when dealing with massive-scale data set, there exist many problems, such as the long training time and excessive demand of memory space. So, the SVMs algorithm is not suitable to deal with financial time series data. In order to solve these problems, directed-weighted chunking SVMs algorithm is proposed. In this algorithm, the whole training data set is split into several chunks, and then the support vectors are obtained on each subset. Furthermore, the weighted support vector regressions are calculated to obtain the forecast model on the new working data set. Our directed-weighted chunking algorithm provides a new method of support vectors decomposing and combining according to the importance of chunks, which can improve the operation speed without reducing prediction accuracy. Finally, IBM stock daily close prices data are used to verify the validity of the proposed algorithm.
Time series power flow analysis for distribution connected PV generation.
Energy Technology Data Exchange (ETDEWEB)
Broderick, Robert Joseph; Quiroz, Jimmy Edward; Ellis, Abraham; Reno, Matthew J.; Smith, Jeff; Dugan, Roger
2013-01-01
Distributed photovoltaic (PV) projects must go through an interconnection study process before connecting to the distribution grid. These studies are intended to identify the likely impacts and mitigation alternatives. In the majority of the cases, system impacts can be ruled out or mitigation can be identified without an involved study, through a screening process or a simple supplemental review study. For some proposed projects, expensive and time-consuming interconnection studies are required. The challenges to performing the studies are twofold. First, every study scenario is potentially unique, as the studies are often highly specific to the amount of PV generation capacity that varies greatly from feeder to feeder and is often unevenly distributed along the same feeder. This can cause location-specific impacts and mitigations. The second challenge is the inherent variability in PV power output which can interact with feeder operation in complex ways, by affecting the operation of voltage regulation and protection devices. The typical simulation tools and methods in use today for distribution system planning are often not adequate to accurately assess these potential impacts. This report demonstrates how quasi-static time series (QSTS) simulation and high time-resolution data can be used to assess the potential impacts in a more comprehensive manner. The QSTS simulations are applied to a set of sample feeders with high PV deployment to illustrate the usefulness of the approach. The report describes methods that can help determine how PV affects distribution system operations. The simulation results are focused on enhancing the understanding of the underlying technical issues. The examples also highlight the steps needed to perform QSTS simulation and describe the data needed to drive the simulations. The goal of this report is to make the methodology of time series power flow analysis readily accessible to utilities and others responsible for evaluating
Stability analysis of fractional-order Hopfield neural networks with time delays.
Wang, Hu; Yu, Yongguang; Wen, Guoguang
2014-07-01
This paper investigates the stability for fractional-order Hopfield neural networks with time delays. Firstly, the fractional-order Hopfield neural networks with hub structure and time delays are studied. Some sufficient conditions for stability of the systems are obtained. Next, two fractional-order Hopfield neural networks with different ring structures and time delays are developed. By studying the developed neural networks, the corresponding sufficient conditions for stability of the systems are also derived. It is shown that the stability conditions are independent of time delays. Finally, numerical simulations are given to illustrate the effectiveness of the theoretical results obtained in this paper. Copyright © 2014 Elsevier Ltd. All rights reserved.
Adaptive time-variant models for fuzzy-time-series forecasting.
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.
Nonlinear time series modeling and forecasting the seismic data of the Hindu Kush region
Khan, Muhammad Yousaf; Mittnik, Stefan
2017-11-01
In this study, we extended the application of linear and nonlinear time models in the field of earthquake seismology and examined the out-of-sample forecast accuracy of linear Autoregressive (AR), Autoregressive Conditional Duration (ACD), Self-Exciting Threshold Autoregressive (SETAR), Threshold Autoregressive (TAR), Logistic Smooth Transition Autoregressive (LSTAR), Additive Autoregressive (AAR), and Artificial Neural Network (ANN) models for seismic data of the Hindu Kush region. We also extended the previous studies by using Vector Autoregressive (VAR) and Threshold Vector Autoregressive (TVAR) models and compared their forecasting accuracy with linear AR model. Unlike previous studies that typically consider the threshold model specifications by using internal threshold variable, we specified these models with external transition variables and compared their out-of-sample forecasting performance with the linear benchmark AR model. The modeling results show that time series models used in the present study are capable of capturing the dynamic structure present in the seismic data. The point forecast results indicate that the AR model generally outperforms the nonlinear models. However, in some cases, threshold models with external threshold variables specification produce more accurate forecasts, indicating that specification of threshold time series models is of crucial importance. For raw seismic data, the ACD model does not show an improved out-of-sample forecasting performance over the linear AR model. The results indicate that the AR model is the best forecasting device to model and forecast the raw seismic data of the Hindu Kush region.
Directory of Open Access Journals (Sweden)
Juan Pardo
2015-04-01
Full Text Available Time series forecasting is an important predictive methodology which can be applied to a wide range of problems. Particularly, forecasting the indoor temperature permits an improved utilization of the HVAC (Heating, Ventilating and Air Conditioning systems in a home and thus a better energy efficiency. With such purpose the paper describes how to implement an Artificial Neural Network (ANN algorithm in a low cost system-on-chip to develop an autonomous intelligent wireless sensor network. The present paper uses a Wireless Sensor Networks (WSN to monitor and forecast the indoor temperature in a smart home, based on low resources and cost microcontroller technology as the 8051MCU. An on-line learning approach, based on Back-Propagation (BP algorithm for ANNs, has been developed for real-time time series learning. It performs the model training with every new data that arrive to the system, without saving enormous quantities of data to create a historical database as usual, i.e., without previous knowledge. Consequently to validate the approach a simulation study through a Bayesian baseline model have been tested in order to compare with a database of a real application aiming to see the performance and accuracy. The core of the paper is a new algorithm, based on the BP one, which has been described in detail, and the challenge was how to implement a computational demanding algorithm in a simple architecture with very few hardware resources.
Pardo, Juan; Zamora-Martínez, Francisco; Botella-Rocamora, Paloma
2015-04-21
Time series forecasting is an important predictive methodology which can be applied to a wide range of problems. Particularly, forecasting the indoor temperature permits an improved utilization of the HVAC (Heating, Ventilating and Air Conditioning) systems in a home and thus a better energy efficiency. With such purpose the paper describes how to implement an Artificial Neural Network (ANN) algorithm in a low cost system-on-chip to develop an autonomous intelligent wireless sensor network. The present paper uses a Wireless Sensor Networks (WSN) to monitor and forecast the indoor temperature in a smart home, based on low resources and cost microcontroller technology as the 8051MCU. An on-line learning approach, based on Back-Propagation (BP) algorithm for ANNs, has been developed for real-time time series learning. It performs the model training with every new data that arrive to the system, without saving enormous quantities of data to create a historical database as usual, i.e., without previous knowledge. Consequently to validate the approach a simulation study through a Bayesian baseline model have been tested in order to compare with a database of a real application aiming to see the performance and accuracy. The core of the paper is a new algorithm, based on the BP one, which has been described in detail, and the challenge was how to implement a computational demanding algorithm in a simple architecture with very few hardware resources.
Adaptive Sampling of Time Series During Remote Exploration
Thompson, David R.
2012-01-01
This work deals with the challenge of online adaptive data collection in a time series. A remote sensor or explorer agent adapts its rate of data collection in order to track anomalous events while obeying constraints on time and power. This problem is challenging because the agent has limited visibility (all its datapoints lie in the past) and limited control (it can only decide when to collect its next datapoint). This problem is treated from an information-theoretic perspective, fitting a probabilistic model to collected data and optimizing the future sampling strategy to maximize information gain. The performance characteristics of stationary and nonstationary Gaussian process models are compared. Self-throttling sensors could benefit environmental sensor networks and monitoring as well as robotic exploration. Explorer agents can improve performance by adjusting their data collection rate, preserving scarce power or bandwidth resources during uninteresting times while fully covering anomalous events of interest. For example, a remote earthquake sensor could conserve power by limiting its measurements during normal conditions and increasing its cadence during rare earthquake events. A similar capability could improve sensor platforms traversing a fixed trajectory, such as an exploration rover transect or a deep space flyby. These agents can adapt observation times to improve sample coverage during moments of rapid change. An adaptive sampling approach couples sensor autonomy, instrument interpretation, and sampling. The challenge is addressed as an active learning problem, which already has extensive theoretical treatment in the statistics and machine learning literature. A statistical Gaussian process (GP) model is employed to guide sample decisions that maximize information gain. Nonsta tion - ary (e.g., time-varying) covariance relationships permit the system to represent and track local anomalies, in contrast with current GP approaches. Most common GP models
United States Forest Disturbance Trends Observed Using Landsat Time Series
Masek, Jeffrey G.; Goward, Samuel N.; Kennedy, Robert E.; Cohen, Warren B.; Moisen, Gretchen G.; Schleeweis, Karen; Huang, Chengquan
2013-01-01
Disturbance events strongly affect the composition, structure, and function of forest ecosystems; however, existing U.S. land management inventories were not designed to monitor disturbance. To begin addressing this gap, the North American Forest Dynamics (NAFD) project has examined a geographic sample of 50 Landsat satellite image time series to assess trends in forest disturbance across the conterminous United States for 1985-2005. The geographic sample design used a probability-based scheme to encompass major forest types and maximize geographic dispersion. For each sample location disturbance was identified in the Landsat series using the Vegetation Change Tracker (VCT) algorithm. The NAFD analysis indicates that, on average, 2.77 Mha/yr of forests were disturbed annually, representing 1.09%/yr of US forestland. These satellite-based national disturbance rates estimates tend to be lower than those derived from land management inventories, reflecting both methodological and definitional differences. In particular the VCT approach used with a biennial time step has limited sensitivity to low-intensity disturbances. Unlike prior satellite studies, our biennial forest disturbance rates vary by nearly a factor of two between high and low years. High western US disturbance rates were associated with active fire years and insect activity, while variability in the east is more strongly related to harvest rates in managed forests. We note that generating a geographic sample based on representing forest type and variability may be problematic since the spatial pattern of disturbance does not necessarily correlate with forest type. We also find that the prevalence of diffuse, non-stand clearing disturbance in US forests makes the application of a biennial geographic sample problematic. Future satellite-based studies of disturbance at regional and national scales should focus on wall-to-wall analyses with annual time step for improved accuracy.
Statistical analysis of hydroclimatic time series: Uncertainty and insights
Koutsoyiannis, Demetris; Montanari, Alberto
2007-05-01
Today, hydrologic research and modeling depends largely on climatological inputs, whose physical and statistical behavior are the subject of many debates in the scientific community. A relevant ongoing discussion is focused on long-term persistence (LTP), a natural behavior identified in several studies of instrumental and proxy hydroclimatic time series, which, nevertheless, is neglected in some climatological studies. LTP may reflect a long-term variability of several factors and thus can support a more complete physical understanding and uncertainty characterization of climate. The implications of LTP in hydroclimatic research, especially in statistical questions and problems, may be substantial but appear to be not fully understood or recognized. To offer insights on these implications, we demonstrate by using analytical methods that the characteristics of temperature series, which appear to be compatible with the LTP hypothesis, imply a dramatic increase of uncertainty in statistical estimation and reduction of significance in statistical testing, in comparison with classical statistics. Therefore we maintain that statistical analysis in hydroclimatic research should be revisited in order not to derive misleading results and simultaneously that merely statistical arguments do not suffice to verify or falsify the LTP (or another) climatic hypothesis.
Modeling Glacier Elevation Change from DEM Time Series
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Di Wang
2015-08-01
Full Text Available In this study, a methodology for glacier elevation reconstruction from Digital Elevation Model (DEM time series (tDEM is described for modeling the evolution of glacier elevation and estimating related volume change, with focus on medium-resolution and noisy satellite DEMs. The method is robust with respect to outliers in individual DEM products. Fox Glacier and Franz Josef Glacier in New Zealand are used as test cases based on 31 Advanced Spaceborne Thermal Emission and Reflection Radiometer (ASTER DEMs and the Shuttle Radar Topography Mission (SRTM DEM. We obtained a mean surface elevation lowering rate of −0.51 ± 0.02 m·a−1 and −0.09 ± 0.02 m·a−1 between 2000 and 2014 for Fox and Franz Josef Glacier, respectively. The specific volume difference between 2000 and 2014 was estimated as −0.77 ± 0.13 m·a−1 and −0.33 ± 0.06 m·a−1 by our tDEM method. The comparably moderate thinning rates are mainly due to volume gains after 2013 that compensate larger thinning rates earlier in the series. Terminus thickening prevailed between 2002 and 2007.
MODELLING GASOLINE DEMAND IN GHANA: A STRUCTURAL TIME SERIES ANALYSIS
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Ishmael Ackah
2014-01-01
Full Text Available Concerns about the role of energy consumption in global warming have led to policy designs that seek to reduce fossil fuel consumption or find a less polluting alternative especiallyfor the transport sector. This study seeks to estimate the elasticities of price, income, education and technology on transport gasoline demand sector inGhana. The Structural Time Series Model reports a short-run price and income elasticities of -0.0088 and 0.713. Total factor productivity is -0.408 whilstthe elasticity for education is 2.33. In the long run, the reported price and income elasticities are -0.065 and 5.129 respectively. The long run elasticityfor productivity is -2.935. The study recommends that in order to enhanceefficiency in gasoline consumption in the transport sector, there should beinvestment in productivity.
Time-series analysis of Campylobacter incidence in Switzerland.
Wei, W; Schüpbach, G; Held, L
2015-07-01
Campylobacteriosis has been the most common food-associated notifiable infectious disease in Switzerland since 1995. Contact with and ingestion of raw or undercooked broilers are considered the dominant risk factors for infection. In this study, we investigated the temporal relationship between the disease incidence in humans and the prevalence of Campylobacter in broilers in Switzerland from 2008 to 2012. We use a time-series approach to describe the pattern of the disease by incorporating seasonal effects and autocorrelation. The analysis shows that prevalence of Campylobacter in broilers, with a 2-week lag, has a significant impact on disease incidence in humans. Therefore Campylobacter cases in humans can be partly explained by contagion through broiler meat. We also found a strong autoregressive effect in human illness, and a significant increase of illness during Christmas and New Year's holidays. In a final analysis, we corrected for the sampling error of prevalence in broilers and the results gave similar conclusions.
Determinants of suicides in Denmark: evidence from time series data.
Andrés, Antonio R; Halicioglu, Ferda
2010-12-01
This research examines empirically the determinants of suicides in Denmark over the period 1970-2006. To our knowledge, there exist no previous study that estimates a dynamic econometric model of suicides on the basis of time series data and cointegration framework at disaggregate level. Our results indicate that suicide is associated with a range of socio-economic factors but the strength of the association can differ by gender. In particular, we find that a rise in real per capita income and fertility rate decreases suicides for males and females. Divorce is positively associated with suicides and this effect seems to be stronger for men. A fall in unemployment rates seems to lower significantly suicides in males and females. Policy implications of suicides are discussed with some appropriate recommendations. Copyright © 2010 Elsevier Ireland Ltd. All rights reserved.
Multivariate time series with linear state space structure
Gómez, Víctor
2016-01-01
This book presents a comprehensive study of multivariate time series with linear state space structure. The emphasis is put on both the clarity of the theoretical concepts and on efficient algorithms for implementing the theory. In particular, it investigates the relationship between VARMA and state space models, including canonical forms. It also highlights the relationship between Wiener-Kolmogorov and Kalman filtering both with an infinite and a finite sample. The strength of the book also lies in the numerous algorithms included for state space models that take advantage of the recursive nature of the models. Many of these algorithms can be made robust, fast, reliable and efficient. The book is accompanied by a MATLAB package called SSMMATLAB and a webpage presenting implemented algorithms with many examples and case studies. Though it lays a solid theoretical foundation, the book also focuses on practical application, and includes exercises in each chapter. It is intended for researchers and students wor...
Single-Index Additive Vector Autoregressive Time Series Models
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.
Predicting the Market Potential Using Time Series Analysis
Directory of Open Access Journals (Sweden)
Halmet Bradosti
2015-12-01
Full Text Available The aim of this analysis is to forecast a mini-market sales volume for the period of twelve months starting August 2015 to August 2016. The study is based on the monthly sales in Iraqi Dinar for a private local mini-market for the month of April 2014 to July 2015. As revealed on the graph and of course if the stagnant economic condition continues, the trend of future sales is down-warding. Based on time series analysis, the business may continue to operate and generate small revenues until August 2016. However, due to low sales volume, low profit margin and operating expenses, the revenues may not be adequate enough to produce positive net income and the business may not be able to operate afterward. The principal question rose from this is the forecasting sales in the region will be difficult where the business cycle so dynamic and revolutionary due to systematic risks and unforeseeable future.
Forecasting electricity usage using univariate time series models
Hock-Eam, Lim; Chee-Yin, Yip
2014-12-01
Electricity is one of the important energy sources. A sufficient supply of electricity is vital to support a country's development and growth. Due to the changing of socio-economic characteristics, increasing competition and deregulation of electricity supply industry, the electricity demand forecasting is even more important than before. It is imperative to evaluate and compare the predictive performance of various forecasting methods. This will provide further insights on the weakness and strengths of each method. In literature, there are mixed evidences on the best forecasting methods of electricity demand. This paper aims to compare the predictive performance of univariate time series models for forecasting the electricity demand using a monthly data of maximum electricity load in Malaysia from January 2003 to December 2013. Results reveal that the Box-Jenkins method produces the best out-of-sample predictive performance. On the other hand, Holt-Winters exponential smoothing method is a good forecasting method for in-sample predictive performance.
Efficient Bayesian inference for natural time series using ARFIMA processes
Graves, Timothy; Gramacy, Robert; Franzke, Christian; Watkins, Nicholas
2016-04-01
Many geophysical quantities, such as atmospheric temperature, water levels in rivers, and wind speeds, have shown evidence of long memory (LM). LM implies that these quantities experience non-trivial temporal memory, which potentially not only enhances their predictability, but also hampers the detection of externally forced trends. Thus, it is important to reliably identify whether or not a system exhibits LM. We present a modern and systematic approach to the inference of LM. We use the flexible autoregressive fractional integrated moving average (ARFIMA) model, which is widely used in time series analysis, and of increasing interest in climate science. Unlike most previous work on the inference of LM, which is frequentist in nature, we provide a systematic treatment of Bayesian inference. In particular, we provide a new approximate likelihood for efficient parameter inference, and show how nuisance parameters (e.g., short-memory effects) can be integrated over in order to focus on long-memory parameters and hypothesis testing more directly. We illustrate our new methodology on the Nile water level data and the central England temperature (CET) time series, with favorable comparison to the standard estimators [1]. In addition we show how the method can be used to perform joint inference of the stability exponent and the memory parameter when ARFIMA is extended to allow for alpha-stable innovations. Such models can be used to study systems where heavy tails and long range memory coexist. [1] Graves et al, Nonlin. Processes Geophys., 22, 679-700, 2015; doi:10.5194/npg-22-679-2015.
Controlled, distributed data management of an Antarctic time series
Leadbetter, Adam; Connor, David; Cunningham, Nathan; Reynolds, Sarah
2010-05-01
The Rothera Time Series (RaTS) presents over ten years of oceanographic data collected off the Antarctic Peninsula comprising conductivity, temperature, depth cast data; current meter data; and bottle sample data. The data set has been extensively analysed and is well represented in the scientific literature. However, it has never been available to browse as a coherent entity. Work has been undertaken by both the data collecting organisation (the British Antarctic Survey, BAS) and the associated national data centre (the British Oceanographic Data Centre, BODC) to describe the parameters comprising the dataset in a consistent manner. To this end, each data point in the RaTS dataset has now been ascribed a parameter usage term, selected from the appropriate controlled vocabulary of the Natural Environment Research Council's Data Grid (NDG). By marking up the dataset in this way the semantic richness of the NDG vocabularies is fully accessible, and the dataset can be then explored using the Global Change Master Directory keyword set, the International Standards Organisation topic categories, SeaDataNet disciplines and agreed parameter groups, and the NDG parameter discovery vocabulary. We present a single data discovery and exploration tool, a web portal which allows the user to drill down through the dataset using their chosen keyword set. The spatial coverage of the chosen data is displayed through a Google Earth web plugin. Finally, as the time series data are held at BODC and the discrete sample data held at BAS (which are separate physical locations), a mechanism has been established to provide metadata from one site to another. This takes the form of an Open Geospatial Consortium Web Map Service server at BODC feeding information into the portal hosted at BAS.
Time series inversion of spectra from ground-based radiometers
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O. M. Christensen
2013-07-01
Full Text Available Retrieving time series of atmospheric constituents from ground-based spectrometers often requires different temporal averaging depending on the altitude region in focus. This can lead to several datasets existing for one instrument, which complicates validation and comparisons between instruments. This paper puts forth a possible solution by incorporating the temporal domain into the maximum a posteriori (MAP retrieval algorithm. The state vector is increased to include measurements spanning a time period, and the temporal correlations between the true atmospheric states are explicitly specified in the a priori uncertainty matrix. This allows the MAP method to effectively select the best temporal smoothing for each altitude, removing the need for several datasets to cover different altitudes. The method is compared to traditional averaging of spectra using a simulated retrieval of water vapour in the mesosphere. The simulations show that the method offers a significant advantage compared to the traditional method, extending the sensitivity an additional 10 km upwards without reducing the temporal resolution at lower altitudes. The method is also tested on the Onsala Space Observatory (OSO water vapour microwave radiometer confirming the advantages found in the simulation. Additionally, it is shown how the method can interpolate data in time and provide diagnostic values to evaluate the interpolated data.
Muscle segmentation in time series images of Drosophila metamorphosis.
Yadav, Kuleesha; Lin, Feng; Wasser, Martin
2015-01-01
In order to study genes associated with muscular disorders, we characterize the phenotypic changes in Drosophila muscle cells during metamorphosis caused by genetic perturbations. We collect in vivo images of muscle fibers during remodeling of larval to adult muscles. In this paper, we focus on the new image processing pipeline designed to quantify the changes in shape and size of muscles. We propose a new two-step approach to muscle segmentation in time series images. First, we implement a watershed algorithm to divide the image into edge-preserving regions, and then, we classify these regions into muscle and non-muscle classes on the basis of shape and intensity. The advantage of our method is two-fold: First, better results are obtained because classification of regions is constrained by the shape of muscle cell from previous time point; and secondly, minimal user intervention results in faster processing time. The segmentation results are used to compare the changes in cell size between controls and reduction of the autophagy related gene Atg 9 during Drosophila metamorphosis.
Time-series prediction of shellfish farm closure: A comparison of alternatives
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Ashfaqur Rahman
2014-08-01
Full Text Available Shellfish farms are closed for harvest when microbial pollutants are present. Such pollutants are typically present in rainfall runoff from various land uses in catchments. Experts currently use a number of observable parameters (river flow, rainfall, salinity as proxies to determine when to close farms. We have proposed using the short term historical rainfall data as a time-series prediction problem where we aim to predict the closure of shellfish farms based only on rainfall. Time-series event prediction consists of two steps: (i feature extraction, and (ii prediction. A number of data mining challenges exist for these scenarios: (i which feature extraction method best captures the rainfall pattern over successive days that leads to opening or closure of the farms?, (ii The farm closure events occur infrequently and this leads to a class imbalance problem; the question is what is the best way to deal with this problem? In this paper we have analysed and compared different combinations of balancing methods (under-sampling and over-sampling, feature extraction methods (cluster profile, curve fitting, Fourier Transform, Piecewise Aggregate Approximation, and Wavelet Transform and learning algorithms (neural network, support vector machine, k-nearest neighbour, decision tree, and Bayesian Network to predict closure events accurately considering the above data mining challenges. We have identified the best combination of techniques to accurately predict shellfish farm closure from rainfall, given the above data mining challenges.
Two Machine Learning Approaches for Short-Term Wind Speed Time-Series Prediction.
Ak, Ronay; Fink, Olga; Zio, Enrico
2016-08-01
The increasing liberalization of European electricity markets, the growing proportion of intermittent renewable energy being fed into the energy grids, and also new challenges in the patterns of energy consumption (such as electric mobility) require flexible and intelligent power grids capable of providing efficient, reliable, economical, and sustainable energy production and distribution. From the supplier side, particularly, the integration of renewable energy sources (e.g., wind and solar) into the grid imposes an engineering and economic challenge because of the limited ability to control and dispatch these energy sources due to their intermittent characteristics. Time-series prediction of wind speed for wind power production is a particularly important and challenging task, wherein prediction intervals (PIs) are preferable results of the prediction, rather than point estimates, because they provide information on the confidence in the prediction. In this paper, two different machine learning approaches to assess PIs of time-series predictions are considered and compared: 1) multilayer perceptron neural networks trained with a multiobjective genetic algorithm and 2) extreme learning machines combined with the nearest neighbors approach. The proposed approaches are applied for short-term wind speed prediction from a real data set of hourly wind speed measurements for the region of Regina in Saskatchewan, Canada. Both approaches demonstrate good prediction precision and provide complementary advantages with respect to different evaluation criteria.
MaTSE: the gene expression time-series explorer.
Craig, Paul; Cannon, Alan; Kukla, Robert; Kennedy, Jessie
2013-01-01
High throughput gene expression time-course experiments provide a perspective on biological functioning recognized as having huge value for the diagnosis, treatment, and prevention of diseases. There are however significant challenges to properly exploiting this data due to its massive scale and complexity. In particular, existing techniques are found to be ill suited to finding patterns of changing activity over a limited interval of an experiments time frame. The Time-Series Explorer (TSE) was developed to overcome this limitation by allowing users to explore their data by controlling an animated scatter-plot view. MaTSE improves and extends TSE by allowing users to visualize data with missing values, cross reference multiple conditions, highlight gene groupings, and collaborate by sharing their findings. MaTSE was developed using an iterative software development cycle that involved a high level of user feedback and evaluation. The resulting software combines a variety of visualization and interaction techniques which work together to allow biologists to explore their data and reveal temporal patterns of gene activity. These include a scatter-plot that can be animated to view different temporal intervals of the data, a multiple coordinated view framework to support the cross reference of multiple experimental conditions, a novel method for highlighting overlapping groups in the scatter-plot, and a pattern browser component that can be used with scatter-plot box queries to support cooperative visualization. A final evaluation demonstrated the tools effectiveness in allowing users to find unexpected temporal patterns and the benefits of functionality such as the overlay of gene groupings and the ability to store patterns. We have developed a new exploratory analysis tool, MaTSE, that allows users to find unexpected patterns of temporal activity in gene expression time-series data. Overall, the study acted well to demonstrate the benefits of an iterative software
Neural network real time event selection for the DIRAC experiment
Kokkas, P; Tauscher, Ludwig; Vlachos, S
2001-01-01
The neural network first level trigger for the DIRAC experiment at CERN is presented. Both the neural network algorithm used and its actual hardware implementation are described. The system uses the fast plastic scintillator information of the DIRAC spectrometer. In 210 ns it selects events with two particles having low relative momentum. Such events are selected with an efficiency of more than 0.94. The corresponding rate reduction for background events is a factor of 2.5. (10 refs).
Stability of Delayed Hopfield Neural Networks with Variable-Time Impulses
Directory of Open Access Journals (Sweden)
Yangjun Pei
2014-01-01
Full Text Available In this paper the globally exponential stability criteria of delayed Hopfield neural networks with variable-time impulses are established. The proposed criteria can also be applied in Hopfield neural networks with fixed-time impulses. A numerical example is presented to illustrate the effectiveness of our theoretical results.
ANOMALY NETWORK INTRUSION DETECTION SYSTEM BASED ON DISTRIBUTED TIME-DELAY NEURAL NETWORK (DTDNN
Directory of Open Access Journals (Sweden)
LAHEEB MOHAMMAD IBRAHIM
2010-12-01
Full Text Available In this research, a hierarchical off-line anomaly network intrusion detection system based on Distributed Time-Delay Artificial Neural Network is introduced. This research aims to solve a hierarchical multi class problem in which the type of attack (DoS, U2R, R2L and Probe attack detected by dynamic neural network. The results indicate that dynamic neural nets (Distributed Time-Delay Artificial Neural Network can achieve a high detection rate, where the overall accuracy classification rate average is equal to 97.24%.
Time Series Analysis of Floods across the Niger River Basin
Directory of Open Access Journals (Sweden)
Valentin Aich
2016-04-01
Full Text Available This study analyses the increasing number of catastrophic floods in the Niger River Basin, focusing on the relation between long term hydro-climatic variability and flood risk over the last 40 to 100 years. Time series for three subregions (Guinean, Sahelian, Benue show a general consistency between the annual maximum discharge (AMAX and climatic decadal patterns in West Africa regarding both trends and major changepoints. Variance analysis reveals rather stable AMAX distributions except for the Sahelian region, implying that the changes in flood behavior differ within the basin and affect mostly the dry Sahelian region. The timing of the floods within the year has changed only downstream of the Inner Niger Delta due to retention processes. The results of the hydro-climatic analysis generally correspond to the presented damage statistics on people affected by catastrophic floods. The damage statistics shows positive trends for the entire basin since the beginning in the 1980s, with the most extreme increase in the Middle Niger.
Patch-Based Forest Change Detection from Landsat Time Series
Directory of Open Access Journals (Sweden)
M. Joseph Hughes
2017-05-01
Full Text Available In the species-rich and structurally complex forests of the Eastern United States, disturbance events are often partial and therefore difficult to detect using remote sensing methods. Here we present a set of new algorithms, collectively called Vegetation Regeneration and Disturbance Estimates through Time (VeRDET, which employ a novel patch-based approach to detect periods of vegetation disturbance, stability, and growth from the historical Landsat image records. VeRDET generates a yearly clear-sky composite from satellite imagery, calculates a spectral vegetation index for each pixel in that composite, spatially segments the vegetation index image into patches, temporally divides the time series into differently sloped segments, and then labels those segments as disturbed, stable, or regenerating. Segmentation at both the spatial and temporal steps are performed using total variation regularization, an algorithm originally designed for signal denoising. This study explores VeRDET’s effectiveness in detecting forest change using four vegetation indices and two parameters controlling the spatial and temporal scales of segmentation within a calibration region. We then evaluate algorithm effectiveness within a 386,000 km2 area in the Eastern United States where VeRDET has overall error of 23% and omission error across disturbances ranging from 22% to 78% depending on agent.
Impact of Sensor Degradation on the MODIS NDVI Time Series
Wang, Dongdong; Morton, Douglas Christopher; Masek, Jeffrey; Wu, Aisheng; Nagol, Jyoteshwar; Xiong, Xiaoxiong; Levy, Robert; Vermote, Eric; Wolfe, Robert
2012-01-01
Time series of satellite data provide unparalleled information on the response of vegetation to climate variability. Detecting subtle changes in vegetation over time requires consistent satellite-based measurements. Here, the impact of sensor degradation on trend detection was evaluated using Collection 5 data from the Moderate Resolution Imaging Spectroradiometer (MODIS) sensors on the Terra and Aqua platforms. For Terra MODIS, the impact of blue band (Band 3, 470 nm) degradation on simulated surface reflectance was most pronounced at near-nadir view angles, leading to a 0.001-0.004 yr-1 decline in Normalized Difference Vegetation Index (NDVI) under a range of simulated aerosol conditions and surface types. Observed trends in MODIS NDVI over North America were consistentwith simulated results,with nearly a threefold difference in negative NDVI trends derived from Terra (17.4%) and Aqua (6.7%) MODIS sensors during 2002-2010. Planned adjustments to Terra MODIS calibration for Collection 6 data reprocessing will largely eliminate this negative bias in detection of NDVI trends.
Urban Area Monitoring using MODIS Time Series Data
Devadiga, S.; Sarkar, S.; Mauoka, E.
2015-12-01
Growing urban sprawl and its impact on global climate due to urban heat island effects has been an active area of research over the recent years. This is especially significant in light of rapid urbanization that is happening in some of the first developing nations across the globe. But so far study of urban area growth has been largely restricted to local and regional scales, using high to medium resolution satellite observations, taken at distinct time periods. In this presentation we propose a new approach to detect and monitor urban area expansion using long time series of MODIS data. This work characterizes data points using a vector of several annual metrics computed from the MODIS 8-day and 16-day composite L3 data products, at 250M resolution and over several years and then uses a vector angle mapping classifier to detect and segment the urban area. The classifier is trained using a set of training points obtained from a reference vector point and polygon pre-filtered using the MODIS VI product. This work gains additional significance, given that, despite unprecedented urban growth since 2000, the area covered by the urban class in the MODIS Global Land Cover (MCD12Q1, MCDLCHKM and MCDLC1KM) product hasn't changed since the launch of Terra and Aqua. The proposed approach was applied to delineate the urban area around several cities in Asia known to have maximum growth in the last 15 years. Results were verified using high resolution Landsat data.
A time-delay neural network for solving time-dependent shortest path problem.
Huang, Wei; Yan, Chunwang; Wang, Jinsong; Wang, Wei
2017-06-01
This paper concerns the time-dependent shortest path problem, which is difficult to come up with global optimal solution by means of classical shortest path approaches such as Dijkstra, and pulse-coupled neural network (PCNN). In this study, we propose a time-delay neural network (TDNN) framework that comes with the globally optimal solution when solving the time-dependent shortest path problem. The underlying idea of TDNN comes from the following mechanism: the shortest path depends on the earliest auto-wave (from start node) that arrives at the destination node. In the design of TDNN, each node on a network is considered as a neuron, which comes in the form of two units: time-window unit and auto-wave unit. Time-window unit is used to generate auto-wave in each time window, while auto-wave unit is exploited here to update the state of auto-wave. Whether or not an auto-wave leaves a node (neuron) depends on the state of auto-wave. The evaluation of the performance of the proposed approach was carried out based on online public Cordeau instances and New York Road instances. The proposed TDNN was also compared with the quality of classical approaches such as Dijkstra and PCNN. Copyright © 2017 Elsevier Ltd. All rights reserved.
Seasonal time series data imputation: Comparison between feed ...
African Journals Online (AJOL)
We focus on extrapolation from models fitted to available segments using both parametric and non parametric methods. Specifically we examine how recursive and direct estimates from forward and backward learning Artificial Neural Networks (ANN) compares with seasonal ARIMA estimates and interpolation estimates of ...
Bayesian Modelling of fMRI Time Series
DEFF Research Database (Denmark)
Højen-Sørensen, Pedro; Hansen, Lars Kai; Rasmussen, Carl Edward
2000-01-01
We present a Hidden Markov Model (HMM) for inferring the hidden psychological state (or neural activity) during single trial fMRI activation experiments with blocked task paradigms. Inference is based on Bayesian methodology, using a combination of analytical and a variety of Markov Chain Monte...
GPS coordinate time series measurements in Ontario and Quebec, Canada
Samadi Alinia, Hadis; Tiampo, Kristy F.; James, Thomas S.
2017-06-01
New precise network solutions for continuous GPS (cGPS) stations distributed in eastern Ontario and western Québec provide constraints on the regional three-dimensional crustal velocity field. Five years of continuous observations at fourteen cGPS sites were analyzed using Bernese GPS processing software. Several different sub-networks were chosen from these stations, and the data were processed and compared to in order to select the optimal configuration to accurately estimate the vertical and horizontal station velocities and minimize the associated errors. The coordinate time series were then compared to the crustal motions from global solutions and the optimized solution is presented here. A noise analysis model with power-law and white noise, which best describes the noise characteristics of all three components, was employed for the GPS time series analysis. The linear trend, associated uncertainties, and the spectral index of the power-law noise were calculated using a maximum likelihood estimation approach. The residual horizontal velocities, after removal of rigid plate motion, have a magnitude consistent with expected glacial isostatic adjustment (GIA). The vertical velocities increase from subsidence of almost 1.9 mm/year south of the Great Lakes to uplift near Hudson Bay, where the highest rate is approximately 10.9 mm/year. The residual horizontal velocities range from approximately 0.5 mm/year, oriented south-southeastward, at the Great Lakes to nearly 1.5 mm/year directed toward the interior of Hudson Bay at stations adjacent to its shoreline. Here, the velocity uncertainties are estimated at less than 0.6 mm/year for the horizontal component and 1.1 mm/year for the vertical component. A comparison between the observed velocities and GIA model predictions, for a limited range of Earth models, shows a better fit to the observations for the Earth model with the smallest upper mantle viscosity and the largest lower mantle viscosity. However, the
Mackenzie River Delta morphological change based on Landsat time series
Vesakoski, Jenni-Mari; Alho, Petteri; Gustafsson, David; Arheimer, Berit; Isberg, Kristina
2015-04-01
Arctic rivers are sensitive and yet quite unexplored river systems to which the climate change will impact on. Research has not focused in detail on the fluvial geomorphology of the Arctic rivers mainly due to the remoteness and wideness of the watersheds, problems with data availability and difficult accessibility. Nowadays wide collaborative spatial databases in hydrology as well as extensive remote sensing datasets over the Arctic are available and they enable improved investigation of the Arctic watersheds. Thereby, it is also important to develop and improve methods that enable detecting the fluvio-morphological processes based on the available data. Furthermore, it is essential to reconstruct and improve the understanding of the past fluvial processes in order to better understand prevailing and future fluvial processes. In this study we sum up the fluvial geomorphological change in the Mackenzie River Delta during the last ~30 years. The Mackenzie River Delta (~13 000 km2) is situated in the North Western Territories, Canada where the Mackenzie River enters to the Beaufort Sea, Arctic Ocean near the city of Inuvik. Mackenzie River Delta is lake-rich, productive ecosystem and ecologically sensitive environment. Research objective is achieved through two sub-objectives: 1) Interpretation of the deltaic river channel planform change by applying Landsat time series. 2) Definition of the variables that have impacted the most on detected changes by applying statistics and long hydrological time series derived from Arctic-HYPE model (HYdrologic Predictions for Environment) developed by Swedish Meteorological and Hydrological Institute. According to our satellite interpretation, field observations and statistical analyses, notable spatio-temporal changes have occurred in the morphology of the river channel and delta during the past 30 years. For example, the channels have been developing in braiding and sinuosity. In addition, various linkages between the studied
Time-variant power spectral analysis of heart-rate time series by ...
Indian Academy of Sciences (India)
Frequency domain representation of a short-term heart-rate time series (HRTS) signal is a popular method for evaluating the cardiovascular control system. The spectral parameters, viz. percentage power in low frequency band (%PLF), percentage power in high frequency band (%PHF), power ratio of low frequency to high ...
Academic Workload and Working Time: Retrospective Perceptions versus Time-Series Data
Kyvik, Svein
2013-01-01
The purpose of this article is to examine the validity of perceptions by academic staff about their past and present workload and working hours. Retrospective assessments are compared with time-series data. The data are drawn from four mail surveys among academic staff in Norwegian universities undertaken in the period 1982-2008. The findings show…
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
Adaptive Neural Control for a Class of Outputs Time-Delay Nonlinear Systems
Directory of Open Access Journals (Sweden)
Ruliang Wang
2012-01-01
Full Text Available This paper considers an adaptive neural control for a class of outputs time-delay nonlinear systems with perturbed or no. Based on RBF neural networks, the radius basis function (RBF neural networks is employed to estimate the unknown continuous functions. The proposed control guarantees that all closed-loop signals remain bounded. The simulation results demonstrate the effectiveness of the proposed control scheme.
A unified nonlinear stochastic time series analysis for climate science
Moon, Woosok; Wettlaufer, John
2017-04-01
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 Niño Southern Oscillation (ENSO), the Atlantic Niño 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 period 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.
Enhancing Time-Series Detection Algorithms for Automated Biosurveillance
Burkom, Howard; Xing, Jian; English, Roseanne; Bloom, Steven; Cox, Kenneth; Pavlin, Julie A.
2009-01-01
BioSense is a US national system that uses data from health information systems for automated disease surveillance. We studied 4 time-series algorithm modifications designed to improve sensitivity for detecting artificially added data. To test these modified algorithms, we used reports of daily syndrome visits from 308 Department of Defense (DoD) facilities and 340 hospital emergency departments (EDs). At a constant alert rate of 1%, sensitivity was improved for both datasets by using a minimum standard deviation (SD) of 1.0, a 14–28 day baseline duration for calculating mean and SD, and an adjustment for total clinic visits as a surrogate denominator. Stratifying baseline days into weekdays versus weekends to account for day-of-week effects increased sensitivity for the DoD data but not for the ED data. These enhanced methods may increase sensitivity without increasing the alert rate and may improve the ability to detect outbreaks by using automated surveillance system data. PMID:19331728
Financial time series analysis based on effective phase transfer entropy
Yang, Pengbo; Shang, Pengjian; Lin, Aijing
2017-02-01
Transfer entropy is a powerful technique which is able to quantify the impact of one dynamic system on another system. In this paper, we propose the effective phase transfer entropy method based on the transfer entropy method. We use simulated data to test the performance of this method, and the experimental results confirm that the proposed approach is capable of detecting the information transfer between the systems. We also explore the relationship between effective phase transfer entropy and some variables, such as data size, coupling strength and noise. The effective phase transfer entropy is positively correlated with the data size and the coupling strength. Even in the presence of a large amount of noise, it can detect the information transfer between systems, and it is very robust to noise. Moreover, this measure is indeed able to accurately estimate the information flow between systems compared with phase transfer entropy. In order to reflect the application of this method in practice, we apply this method to financial time series and gain new insight into the interactions between systems. It is demonstrated that the effective phase transfer entropy can be used to detect some economic fluctuations in the financial market. To summarize, the effective phase transfer entropy method is a very efficient tool to estimate the information flow between systems.
Chaos Time Series Prediction Based on Membrane Optimization Algorithms
Directory of Open Access Journals (Sweden)
Meng Li
2015-01-01
Full Text Available This paper puts forward a prediction model based on membrane computing optimization algorithm for chaos time series; the model optimizes simultaneously the parameters of phase space reconstruction (τ,m and least squares support vector machine (LS-SVM (γ,σ by using membrane computing optimization algorithm. It is an important basis for spectrum management to predict accurately the change trend of parameters in the electromagnetic environment, which can help decision makers to adopt an optimal action. Then, the model presented in this paper is used to forecast band occupancy rate of frequency modulation (FM broadcasting band and interphone band. To show the applicability and superiority of the proposed model, this paper will compare the forecast model presented in it with conventional similar models. The experimental results show that whether single-step prediction or multistep prediction, the proposed model performs best based on three error measures, namely, normalized mean square error (NMSE, root mean square error (RMSE, and mean absolute percentage error (MAPE.
Change classification in SAR time series: a functional approach
Boldt, Markus; Thiele, Antje; Schulz, Karsten; Hinz, Stefan
2017-10-01
Change detection represents a broad field of research in SAR remote sensing, consisting of many different approaches. Besides the simple recognition of change areas, the analysis of type, category or class of the change areas is at least as important for creating a comprehensive result. Conventional strategies for change classification are based on supervised or unsupervised landuse / landcover classifications. The main drawback of such approaches is that the quality of the classification result directly depends on the selection of training and reference data. Additionally, supervised processing methods require an experienced operator who capably selects the training samples. This training step is not necessary when using unsupervised strategies, but nevertheless meaningful reference data must be available for identifying the resulting classes. Consequently, an experienced operator is indispensable. In this study, an innovative concept for the classification of changes in SAR time series data is proposed. Regarding the drawbacks of traditional strategies given above, it copes without using any training data. Moreover, the method can be applied by an operator, who does not have detailed knowledge about the available scenery yet. This knowledge is provided by the algorithm. The final step of the procedure, which main aspect is given by the iterative optimization of an initial class scheme with respect to the categorized change objects, is represented by the classification of these objects to the finally resulting classes. This assignment step is subject of this paper.
Assessing Spontaneous Combustion Instability with Nonlinear Time Series Analysis
Eberhart, C. J.; Casiano, M. J.
2015-01-01
Considerable interest lies in the ability to characterize the onset of spontaneous instabilities within liquid propellant rocket engine (LPRE) combustion devices. Linear techniques, such as fast Fourier transforms, various correlation parameters, and critical damping parameters, have been used at great length for over fifty years. Recently, nonlinear time series methods have been applied to deduce information pertaining to instability incipiency hidden in seemingly stochastic combustion noise. A technique commonly used in biological sciences known as the Multifractal Detrended Fluctuation Analysis has been extended to the combustion dynamics field, and is introduced here as a data analysis approach complementary to linear ones. Advancing, a modified technique is leveraged to extract artifacts of impending combustion instability that present themselves a priori growth to limit cycle amplitudes. Analysis is demonstrated on data from J-2X gas generator testing during which a distinct spontaneous instability was observed. Comparisons are made to previous work wherein the data were characterized using linear approaches. Verification of the technique is performed by examining idealized signals and comparing two separate, independently developed tools.
Decadal Time Series of UV Irradiances at two NDSC Sites
McKenzie, R. L.; Johnston, P. V.; Kotkamp, M.; O'Neill, M.; Hofmann, D. J.
2005-05-01
The Network for the Detection of Stratospheric Change (NDSC) comprises a small number of well-instrumented unpolluted measurement sites, selected to represent large geographical areas. Its aim is to better understand the causes and effects of long term changes in atmospheric composition. In order to monitor long term ozone change and its effects, UV spectrometers were installed at the mid-latitude southern hemisphere NDSC site (Lauder New Zealand), and the tropical NDSC site (Mauna Loa Observatory, Hawaii). At NIWA's Lauder site, measurements began in December 1989; while at NOAA's Mauna Loa Observatory, measurements began in June 1995. Since deployment, data have been obtained with a high success rate. The instrumentation and data-processing are similar at both sites, and comply with the exacting standards required by the NDSC. Here we present time series of data products from these spectrometers (e.g., erythemally-weighted UV irradiance) to compare and contrast the results from each site and to illustrate the causes for variabilities, and their influences on validation of radiative transfer models and satellite data products.
Scene Context Dependency of Pattern Constancy of Time Series Imagery
Woodell, Glenn A.; Jobson, Daniel J.; Rahman, Zia-ur
2008-01-01
A fundamental element of future generic pattern recognition technology is the ability to extract similar patterns for the same scene despite wide ranging extraneous variables, including lighting, turbidity, sensor exposure variations, and signal noise. In the process of demonstrating pattern constancy of this kind for retinex/visual servo (RVS) image enhancement processing, we found that the pattern constancy performance depended somewhat on scene content. Most notably, the scene topography and, in particular, the scale and extent of the topography in an image, affects the pattern constancy the most. This paper will explore these effects in more depth and present experimental data from several time series tests. These results further quantify the impact of topography on pattern constancy. Despite this residual inconstancy, the results of overall pattern constancy testing support the idea that RVS image processing can be a universal front-end for generic visual pattern recognition. While the effects on pattern constancy were significant, the RVS processing still does achieve a high degree of pattern constancy over a wide spectrum of scene content diversity, and wide ranging extraneousness variations in lighting, turbidity, and sensor exposure.
On the C++ Object Programming for Time Series, in the Linux framework
Mateescu, George Daniel
2013-01-01
We study the implementation of time series trough C++ classes, using the fundamentals of C++ programming language, in the Linux framework. Such an implementation may be useful in time series modelling.
National Research Council Canada - National Science Library
Xiaoping Wu; Claudio Abbondanza; Zuheir Altamimi; T Mike Chin; Xavier Collilieux; Richard S Gross; Michael B Heflin; Yan Jiang; Jay W Parker
2015-01-01
...) quasi-instantaneously. Here, we use a Kalman filter and smoother approach to combine time series from four space geodetic techniques to realize an experimental TRF through weekly time series of geocentric coordinates...
National Research Council Canada - National Science Library
Wu, Xiaoping; Abbondanza, Claudio; Altamimi, Zuheir; Chin, T. Mike; Collilieux, Xavier; Gross, Richard S; Heflin, Michael B; Jiang, Yan; Parker, Jay W
2015-01-01
.... Here, we use a Kalman filter and smoother approach to combine time series from four space geodetic techniques to realize an experimental TRF through weekly time series of geocentric coordinates...
A time-series approach to dynamical systems from classical and quantum worlds
Energy Technology Data Exchange (ETDEWEB)
Fossion, Ruben [Instituto Nacional de Geriatría, Periférico Sur No. 2767, Col. San Jerónimo Lídice, Del. Magdalena Contreras, 10200 México D.F., Mexico and Centro de Ciencias de la Complejidad (C3), Universidad Nacional Autó (Mexico)
2014-01-08
This contribution discusses some recent applications of time-series analysis in Random Matrix Theory (RMT), and applications of RMT in the statistial analysis of eigenspectra of correlation matrices of multivariate time series.
Time series analysis of collective motions in proteins.
Alakent, Burak; Doruker, Pemra; Camurdan, Mehmet C
2004-01-08
The dynamics of alpha-amylase inhibitor tendamistat around its native state is investigated using time series analysis of the principal components of the C(alpha) atomic displacements obtained from molecular dynamics trajectories. Collective motion along a principal component is modeled as a homogeneous nonstationary process, which is the result of the damped oscillations in local minima superimposed on a random walk. The motion in local minima is described by a stationary autoregressive moving average model, consisting of the frequency, damping factor, moving average parameters and random shock terms. Frequencies for the first 50 principal components are found to be in the 3-25 cm(-1) range, which are well correlated with the principal component indices and also with atomistic normal mode analysis results. Damping factors, though their correlation is less pronounced, decrease as principal component indices increase, indicating that low frequency motions are less affected by friction. The existence of a positive moving average parameter indicates that the stochastic force term is likely to disturb the mode in opposite directions for two successive sampling times, showing the modes tendency to stay close to minimum. All these four parameters affect the mean square fluctuations of a principal mode within a single minimum. The inter-minima transitions are described by a random walk model, which is driven by a random shock term considerably smaller than that for the intra-minimum motion. The principal modes are classified into three subspaces based on their dynamics: essential, semiconstrained, and constrained, at least in partial consistency with previous studies. The Gaussian-type distributions of the intermediate modes, called "semiconstrained" modes, are explained by asserting that this random walk behavior is not completely free but between energy barriers. (c) 2004 American Institute of Physics
D City Transformations by Time Series of Aerial Images
Adami, A.
2015-02-01
Recent photogrammetric applications, based on dense image matching algorithms, allow to use not only images acquired by digital cameras, amateur or not, but also to recover the vast heritage of analogue photographs. This possibility opens up many possibilities in the use and enhancement of existing photos heritage. The research of the original figuration of old buildings, the virtual reconstruction of disappeared architectures and the study of urban development are some of the application areas that exploit the great cultural heritage of photography. Nevertheless there are some restrictions in the use of historical images for automatic reconstruction of buildings such as image quality, availability of camera parameters and ineffective geometry of image acquisition. These constrains are very hard to solve and it is difficult to discover good dataset in the case of terrestrial close range photogrammetry for the above reasons. Even the photographic archives of museums and superintendence, while retaining a wealth of documentation, have no dataset for a dense image matching approach. Compared to the vast collection of historical photos, the class of aerial photos meets both criteria stated above. In this paper historical aerial photographs are used with dense image matching algorithms to realize 3d models of a city in different years. The models can be used to study the urban development of the city and its changes through time. The application relates to the city centre of Verona, for which some time series of aerial photographs have been retrieved. The models obtained in this way allowed, right away, to observe the urban development of the city, the places of expansion and new urban areas. But a more interesting aspect emerged from the analytical comparison between models. The difference, as the Euclidean distance, between two models gives information about new buildings or demolitions. As considering accuracy it is necessary point out that the quality of final
Nonlinear time series analysis of normal and pathological human walking
Dingwell, Jonathan B.; Cusumano, Joseph P.
2000-12-01
Characterizing locomotor dynamics is essential for understanding the neuromuscular control of locomotion. In particular, quantifying dynamic stability during walking is important for assessing people who have a greater risk of falling. However, traditional biomechanical methods of defining stability have not quantified the resistance of the neuromuscular system to perturbations, suggesting that more precise definitions are required. For the present study, average maximum finite-time Lyapunov exponents were estimated to quantify the local dynamic stability of human walking kinematics. Local scaling exponents, defined as the local slopes of the correlation sum curves, were also calculated to quantify the local scaling structure of each embedded time series. Comparisons were made between overground and motorized treadmill walking in young healthy subjects and between diabetic neuropathic (NP) patients and healthy controls (CO) during overground walking. A modification of the method of surrogate data was developed to examine the stochastic nature of the fluctuations overlying the nominally periodic patterns in these data sets. Results demonstrated that having subjects walk on a motorized treadmill artificially stabilized their natural locomotor kinematics by small but statistically significant amounts. Furthermore, a paradox previously present in the biomechanical literature that resulted from mistakenly equating variability with dynamic stability was resolved. By slowing their self-selected walking speeds, NP patients adopted more locally stable gait patterns, even though they simultaneously exhibited greater kinematic variability than CO subjects. Additionally, the loss of peripheral sensation in NP patients was associated with statistically significant differences in the local scaling structure of their walking kinematics at those length scales where it was anticipated that sensory feedback would play the greatest role. Lastly, stride-to-stride fluctuations in the