Non-linear time series analysis on flow instability of natural circulation under rolling motion condition

International Nuclear Information System (INIS)

Zhang, Wenchao; Tan, Sichao; Gao, Puzhen; Wang, Zhanwei; Zhang, Liansheng; Zhang, Hong

2014-01-01

Highlights: • Natural circulation flow instabilities in rolling motion are studied. • The method of non-linear time series analysis is used. • Non-linear evolution characteristic of flow instability is analyzed. • Irregular complex flow oscillations are chaotic oscillations. • The effect of rolling parameter on the threshold of chaotic oscillation is studied. - Abstract: Non-linear characteristics of natural circulation flow instabilities under rolling motion conditions were studied by the method of non-linear time series analysis. Experimental flow time series of different dimensionless power and rolling parameters were analyzed based on phase space reconstruction theory. Attractors which were reconstructed in phase space and the geometric invariants, including correlation dimension, Kolmogorov entropy and largest Lyapunov exponent, were determined. Non-linear characteristics of natural circulation flow instabilities under rolling motion conditions was studied based on the results of the geometric invariant analysis. The results indicated that the values of the geometric invariants first increase and then decrease as dimensionless power increases which indicated the non-linear characteristics of the system first enhance and then weaken. The irregular complex flow oscillation is typical chaotic oscillation because the value of geometric invariants is at maximum. The threshold of chaotic oscillation becomes larger as the rolling frequency or rolling amplitude becomes big. The main influencing factors that influence the non-linear characteristics of the natural circulation system under rolling motion are thermal driving force, flow resistance and the additional forces caused by rolling motion. The non-linear characteristics of the natural circulation system under rolling motion changes caused by the change of the feedback and coupling degree among these influencing factors when the dimensionless power or rolling parameters changes

Transient voltage oscillations in coils

International Nuclear Information System (INIS)

Chowdhuri, P.

1985-01-01

Magnet coils may be excited into internal voltage oscillations by transient voltages. Such oscillations may electrically stress the magnet's dielectric components to many times its normal stress. This may precipitate a dielectric failure, and the attendant prolonged loss of service and costly repair work. Therefore, it is important to know the natural frequencies of oscillations of a magnet during the design stage, and to determine whether the expected switching transient voltages can excite the magnet into high-voltage internal oscillations. The series capacitance of a winding significantly affects its natural frequencies. However, the series capacitance is difficult to calculate, because it may comprise complex capacitance network, consisting of intra- and inter-coil turn-to-turn capacitances of the coil sections. A method of calculating the series capacitance of a winding is proposed. This method is rigorous but simple to execute. The time-varying transient voltages along the winding are also calculated

New significance test methods for Fourier analysis of geophysical time series

Directory of Open Access Journals (Sweden)

Z. Zhang

2011-09-01

Full Text Available When one applies the discrete Fourier transform to analyze finite-length time series, discontinuities at the data boundaries will distort its Fourier power spectrum. In this paper, based on a rigid statistics framework, we present a new significance test method which can extract the intrinsic feature of a geophysical time series very well. We show the difference in significance level compared with traditional Fourier tests by analyzing the Arctic Oscillation (AO and the Nino3.4 time series. In the AO, we find significant peaks at about 2.8, 4.3, and 5.7 yr periods and in Nino3.4 at about 12 yr period in tests against red noise. These peaks are not significant in traditional tests.

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

Science.gov (United States)

Ozken, Ibrahim; Eroglu, Deniz; Stemler, Thomas; Marwan, Norbert; Bagci, G Baris; Kurths, Jürgen

2015-06-01

Irregular sampling of data sets is one of the challenges often encountered in time-series analysis, since traditional methods cannot be applied and the frequently used interpolation approach can corrupt the data and bias the subsequence analysis. Here we present the TrAnsformation-Cost Time-Series (TACTS) method, which allows us to analyze irregularly sampled data sets without degenerating the quality of the data set. Instead of using interpolation we consider time-series segments and determine how close they are to each other by determining the cost needed to transform one segment into the following one. Using a limited set of operations-with associated costs-to transform the time series segments, we determine a new time series, that is our transformation-cost time series. This cost time series is regularly sampled and can be analyzed using standard methods. While our main interest is the analysis of paleoclimate data, we develop our method using numerical examples like the logistic map and the Rössler oscillator. The numerical data allows us to test the stability of our method against noise and for different irregular samplings. In addition we provide guidance on how to choose the associated costs based on the time series at hand. The usefulness of the TACTS method is demonstrated using speleothem data from the Secret Cave in Borneo that is a good proxy for paleoclimatic variability in the monsoon activity around the maritime continent.

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

Science.gov (United States)

Ozken, Ibrahim; Eroglu, Deniz; Stemler, Thomas; Marwan, Norbert; Bagci, G. Baris; Kurths, Jürgen

2015-06-01

Irregular sampling of data sets is one of the challenges often encountered in time-series analysis, since traditional methods cannot be applied and the frequently used interpolation approach can corrupt the data and bias the subsequence analysis. Here we present the TrAnsformation-Cost Time-Series (TACTS) method, which allows us to analyze irregularly sampled data sets without degenerating the quality of the data set. Instead of using interpolation we consider time-series segments and determine how close they are to each other by determining the cost needed to transform one segment into the following one. Using a limited set of operations—with associated costs—to transform the time series segments, we determine a new time series, that is our transformation-cost time series. This cost time series is regularly sampled and can be analyzed using standard methods. While our main interest is the analysis of paleoclimate data, we develop our method using numerical examples like the logistic map and the Rössler oscillator. The numerical data allows us to test the stability of our method against noise and for different irregular samplings. In addition we provide guidance on how to choose the associated costs based on the time series at hand. The usefulness of the TACTS method is demonstrated using speleothem data from the Secret Cave in Borneo that is a good proxy for paleoclimatic variability in the monsoon activity around the maritime continent.

Continuous time modelling with individually varying time intervals for oscillating and non-oscillating processes.

Science.gov (United States)

Voelkle, Manuel C; Oud, Johan H L

2013-02-01

When designing longitudinal studies, researchers often aim at equal intervals. In practice, however, this goal is hardly ever met, with different time intervals between assessment waves and different time intervals between individuals being more the rule than the exception. One of the reasons for the introduction of continuous time models by means of structural equation modelling has been to deal with irregularly spaced assessment waves (e.g., Oud & Delsing, 2010). In the present paper we extend the approach to individually varying time intervals for oscillating and non-oscillating processes. In addition, we show not only that equal intervals are unnecessary but also that it can be advantageous to use unequal sampling intervals, in particular when the sampling rate is low. Two examples are provided to support our arguments. In the first example we compare a continuous time model of a bivariate coupled process with varying time intervals to a standard discrete time model to illustrate the importance of accounting for the exact time intervals. In the second example the effect of different sampling intervals on estimating a damped linear oscillator is investigated by means of a Monte Carlo simulation. We conclude that it is important to account for individually varying time intervals, and encourage researchers to conceive of longitudinal studies with different time intervals within and between individuals as an opportunity rather than a problem. © 2012 The British Psychological Society.

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

Science.gov (United States)

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

2014-09-01

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

VHF Series-Input Parallel-Output Interleaved Self-Oscillating Resonant SEPIC Converter

DEFF Research Database (Denmark)

Kovacevic, Milovan; Knott, Arnold; Andersen, Michael A. E.

2013-01-01

If the switches of two resonant SEPIC converters are capacitively coupled, it is possible to obtain a self-oscillating converter in which the two power stages operate in interleaved mode. This paper describes a topology where the inputs of two SEPIC converters are connected in series, thereby sha...

Discrete series representations for sl(2|1), Meixner polynomials and oscillator models

International Nuclear Information System (INIS)

Jafarov, E I; Van der Jeugt, J

2012-01-01

We explore a model for a one-dimensional quantum oscillator based on the Lie superalgebra sl(2|1). For this purpose, a class of discrete series representations of sl(2|1) is constructed, each representation characterized by a real number β > 0. In this model, the position and momentum operators of the oscillator are odd elements of sl(2|1) and their expressions involve an arbitrary parameter γ. In each representation, the spectrum of the Hamiltonian is the same as that of a canonical oscillator. The spectrum of a position operator can be continuous or infinite discrete, depending on the value of γ. We determine the position wavefunctions both in the continuous and the discrete case and discuss their properties. In the discrete case, these wavefunctions are given in terms of Meixner polynomials. From the embedding osp(1|2) subset of sl(2|1), it can be seen why the case γ = 1 corresponds to a paraboson oscillator. Consequently, taking the values (β, γ) = (1/2, 1) in the sl(2|1) model yields a canonical oscillator. (paper)

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

International Nuclear Information System (INIS)

Flores, R.A.

2007-01-01

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

Two-electron Rabi oscillations in real-time time-dependent density-functional theory

International Nuclear Information System (INIS)

Habenicht, Bradley F.; Tani, Noriyuki P.; Provorse, Makenzie R.; Isborn, Christine M.

2014-01-01

We investigate the Rabi oscillations of electrons excited by an applied electric field in several simple molecular systems using time-dependent configuration interaction (TDCI) and real-time time-dependent density-functional theory (RT-TDDFT) dynamics. While the TDCI simulations exhibit the expected single-electron Rabi oscillations at a single resonant electric field frequency, Rabi oscillations in the RT-TDDFT simulations are a two-electron process. The existence of two-electron Rabi oscillations is determined both by full population inversion between field-free molecular orbitals and the behavior of the instantaneous dipole moment during the simulations. Furthermore, the Rabi oscillations in RT-TDDFT are subject to an intensity threshold of the electric field, below which Rabi oscillations do not occur and above which the two-electron Rabi oscillations occur at a broad range of frequencies. It is also shown that at field intensities near the threshold intensity, the field frequency predicted to induce Rabi oscillations by linear response TDDFT only produces detuned Rabi oscillations. Instead, the field frequency that yields the full two-electron population inversion and Rabi oscillation behavior is shown to be the average of single-electron transition frequencies from the ground S 0 state and the doubly-excited S 2 state. The behavior of the two-electron Rabi oscillations is rationalized via two possible models. The first model is a multi-photon process that results from the electric field interacting with the three level system such that three level Rabi oscillations may occur. The second model suggests that the mean-field nature of RT-TDDFT induces paired electron propagation

Confidence in Phase Definition for Periodicity in Genes Expression Time Series.

Science.gov (United States)

El Anbari, Mohammed; Fadda, Abeer; Ptitsyn, Andrey

2015-01-01

Circadian oscillation in baseline gene expression plays an important role in the regulation of multiple cellular processes. Most of the knowledge of circadian gene expression is based on studies measuring gene expression over time. Our ability to dissect molecular events in time is determined by the sampling frequency of such experiments. However, the real peaks of gene activity can be at any time on or between the time points at which samples are collected. Thus, some genes with a peak activity near the observation point have their phase of oscillation detected with better precision then those which peak between observation time points. Separating genes for which we can confidently identify peak activity from ambiguous genes can improve the analysis of time series gene expression. In this study we propose a new statistical method to quantify the phase confidence of circadian genes. The numerical performance of the proposed method has been tested using three real gene expression data sets.

Coding of Information in Limit Cycle Oscillators

Science.gov (United States)

Schleimer, Jan-Hendrik; Stemmler, Martin

2009-12-01

Starting from a general description of noisy limit cycle oscillators, we derive from the Fokker-Planck equations the linear response of the instantaneous oscillator frequency to a time-varying external force. We consider the time series of zero crossings of the oscillator’s phase and compute the mutual information between it and the driving force. A direct link is established between the phase response curve summarizing the oscillator dynamics and the ability of a limit cycle oscillator, such as a heart cell or neuron, to encode information in the timing of peaks in the oscillation.

Improved impedance transformation between microwave oscillator and Josephson junction series array

International Nuclear Information System (INIS)

Gutmann, P.; Vollmer, E.; Niemeyer, J.

1993-01-01

Superconducting microwave monolithic integrated circuits (S-MMIC), based on Josephson tunnel junctions, are a well-established tool to reproduce the volt at the highest level of accuracy. An external oscillator of a fixed frequency f supplies microwave energy through a waveguide to the S-MMIC. The wave changes its mode at a waveguide-antipodal finline-stripline taper before entering a series array stripline of up to 30 000 Josephson tunnel junctions and is dissipated as heat in a lossy stripline. Both striplines have a characteristic impedance Z of 2 to 5 Ω. An equivalent circuit is shown in figure 1. The oscillator is matched to the waveguide with a source resistance R G Z(waveguide) ∼ 550 Ω. The most critical part is the taper, which should work as a lossless impedance matching network at the frequency of the oscillator. Microwave energy is fed into the tunnel junctions by the surface current I HF of the travelling wave in the series array stripline producing an rf voltage amplitude U JHF across the capacitance C of each junction. The Josephson tunnel junctions work as self-oscillating parametric mixers producing steps of constant voltage V in the current-voltage characteristic whenever (nf - 2eV/h) = 0, with n denoting an integer and e and h denoting the elementary charge and Planck's constant, respectively. The equivalent circuit of a Josephson tunnel element used in a voltage standard for 1 V working at a frequency of f = 70 GHz is given by a lumped parallel resonant circuit with a nonlinear inductance on the order of L = φ 0 /2πI 0 ∼ 1 pH, flux quantum φ 0 = h/2e and a linear capacitance of C ∼ 40 pF. These tunnel junctions have a maximum zero voltage current of approximately I 0 ∼ 350 μA. (orig.)

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.

Alleviation SSR and Low Frequency Power Oscillations in Series Compensated Transmission Line using SVC Supplementary Controllers

Science.gov (United States)

Kumar, Sanjiv; Kumar, Narendra

2017-06-01

In this work, supplementary sub-synchronous damping controllers (SSDC) are proposed for damping sub-synchronous oscillations in power systems with series compensated transmission lines. Series compensation have extensively been used as effective means of increasing the power transfer capability of a transmission lines and improving transient stability limits of power systems. Series compensation with transmission lines may cause sub-synchronous resonance (SSR). The eigenvalue investigation tool is used to ascertain the existence of SSR. It is shown that the addition of supplementary controller is able to stabilize all unstable modes for T-network model. Eigenvalue investigation and time domain transient simulation of detailed nonlinear system are considered to investigate the performance of the controllers. The efficacies of the suggested supplementary controllers are compared on the IEEE first benchmark model for computer simulations of SSR by means of time domain simulation in Matlab/Simulink environment. Supplementary SSDC are considered in order to compare effectiveness of SSDC during higher loading in alleviating the small signal stability problem.

Experimental dynamical characterization of five autonomous chaotic oscillators with tunable series resistance

Energy Technology Data Exchange (ETDEWEB)

Minati, Ludovico, E-mail: lminati@ieee.org, E-mail: ludovico.minati@unitn.it [MR-Lab, Center for Mind/Brain Science, University of Trento, Trento, Italy and Scientific Department, Fondazione IRCCS Istituto Neurologico Carlo Besta, Milan (Italy)

2014-09-01

In this paper, an experimental characterization of the dynamical properties of five autonomous chaotic oscillators, based on bipolar-junction transistors and obtained de-novo through a genetic algorithm in a previous study, is presented. In these circuits, a variable resistor connected in series to the DC voltage source acts as control parameter, for a range of which the largest Lyapunov exponent, correlation dimension, approximate entropy, and amplitude variance asymmetry are calculated, alongside bifurcation diagrams and spectrograms. Numerical simulations are compared to experimental measurements. The oscillators can generate a considerable variety of regular and chaotic sine-like and spike-like signals.

Dynamical Bayesian inference of time-evolving interactions: From a pair of coupled oscillators to networks of oscillators

Science.gov (United States)

Duggento, Andrea; Stankovski, Tomislav; McClintock, Peter V. E.; Stefanovska, Aneta

2012-12-01

Living systems have time-evolving interactions that, until recently, could not be identified accurately from recorded time series in the presence of noise. Stankovski [Phys. Rev. Lett.PRLTAO0031-900710.1103/PhysRevLett.109.024101 109, 024101 (2012)] introduced a method based on dynamical Bayesian inference that facilitates the simultaneous detection of time-varying synchronization, directionality of influence, and coupling functions. It can distinguish unsynchronized dynamics from noise-induced phase slips. The method is based on phase dynamics, with Bayesian inference of the time-evolving parameters being achieved by shaping the prior densities to incorporate knowledge of previous samples. We now present the method in detail using numerically generated data, data from an analog electronic circuit, and cardiorespiratory data. We also generalize the method to encompass networks of interacting oscillators and thus demonstrate its applicability to small-scale networks.

Self-excited nonlinear plasma series resonance oscillations in geometrically symmetric capacitively coupled radio frequency discharges

International Nuclear Information System (INIS)

Donko, Z.; Schulze, J.; Czarnetzki, U.; Luggenhoelscher, D.

2009-01-01

At low pressures, nonlinear self-excited plasma series resonance (PSR) oscillations are known to drastically enhance electron heating in geometrically asymmetric capacitively coupled radio frequency discharges by nonlinear electron resonance heating (NERH). Here we demonstrate via particle-in-cell simulations that high-frequency PSR oscillations can also be excited in geometrically symmetric discharges if the driving voltage waveform makes the discharge electrically asymmetric. This can be achieved by a dual-frequency (f+2f) excitation, when PSR oscillations and NERH are turned on and off depending on the electrical discharge asymmetry, controlled by the phase difference of the driving frequencies

Detection of bifurcations in noisy coupled systems from multiple time series

International Nuclear Information System (INIS)

Williamson, Mark S.; Lenton, Timothy M.

2015-01-01

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

Detection of bifurcations in noisy coupled systems from multiple time series

Science.gov (United States)

Williamson, Mark S.; Lenton, Timothy M.

2015-03-01

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

Detection of bifurcations in noisy coupled systems from multiple time series

Energy Technology Data Exchange (ETDEWEB)

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

2015-03-15

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

Time-dependent Hartree approximation and time-dependent harmonic oscillator model

International Nuclear Information System (INIS)

Blaizot, J.P.

1982-01-01

We present an analytically soluble model for studying nuclear collective motion within the framework of the time-dependent Hartree (TDH) approximation. The model reduces the TDH equations to the Schroedinger equation of a time-dependent harmonic oscillator. Using canonical transformations and coherent states we derive a few properties of the time-dependent harmonic oscillator which are relevant for applications. We analyse the role of the normal modes in the time evolution of a system governed by TDH equations. We show how these modes couple together due to the anharmonic terms generated by the non-linearity of the theory. (orig.)

A technique for filling gaps in time series with complicated power spectra

International Nuclear Information System (INIS)

Brown, T.M.

1984-01-01

Fahlman and Ulrych (1982) describe a method for estimating the power and phase spectra of gapped time series, using a maximum-entropy reconstruction of the data in the gaps. It has proved difficult to apply this technique to solar oscillations data, because of the great complexity of the solar oscillations spectrum. We describe a means for avoiding this difficulty, and report the results of a series of blind tests of the modified technique. The main results of these tests are: 1. Gap-filling gives good results, provided that the signal-to-noise ration in the original data is large enough, and provided the gaps are short enough. For low-noise data, the duty cycle of the observations should not be less than about 50%. 2. The frequencies and widths of narrow spectrum features are well reproduced by the technique. 3. The technique systematically reduces the apparent amplitudes of small features in the spectrum relative to large ones. (orig.)

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

Science.gov (United States)

Mariani, Luigi; Zavatti, Franco

2017-09-01

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

An econometric time-series analysis of global CO2 concentrations and emissions

International Nuclear Information System (INIS)

Cohen, B.C.; Labys, W.C.; Eliste, P.

2001-01-01

This paper extends previous work on the econometric modelling of CO 2 concentrations and emissions. The importance of such work rests in the fact that models of the Cohen-Labys variety represent the only alternative to scientific or physical models of CO 2 accumulations whose parameters are inferred rather than estimated. The stimulation for this study derives from the recent discovery of oscillations and cycles in the net biospheric flux of CO 2 . A variety of time series tests is thus used to search for the presence of normality, stationarity, cyclicality and stochastic processes in global CO 2 emissions and concentrations series. Given the evidence for cyclicality of a short-run nature in the spectra of these series, both structural time series and error correction model are applied to confirm the frequency and amplitude of these cycles. Our results suggest new possibilities for determining equilibrium levels of CO 2 concentrations and subsequently revising stabilization policies. (Author)

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

Science.gov (United States)

Laib, Mohamed; Telesca, Luciano; Kanevski, Mikhail

2018-02-01

In this paper, we study the periodic fluctuations of connectivity density time series of a wind speed-monitoring network in Switzerland. By using the correlogram-based robust periodogram annual periodic oscillations were found in the correlation-based network. The intensity of such annual periodic oscillations is larger for lower correlation thresholds and smaller for higher. The annual periodicity in the connectivity density seems reasonably consistent with the seasonal meteo-climatic cycle.

Seasonal and annual precipitation time series trend analysis in North Carolina, United States

Science.gov (United States)

Sayemuzzaman, Mohammad; Jha, Manoj K.

2014-02-01

The present study performs the spatial and temporal trend analysis of the annual and seasonal time-series of a set of uniformly distributed 249 stations precipitation data across the state of North Carolina, United States over the period of 1950-2009. The Mann-Kendall (MK) test, the Theil-Sen approach (TSA) and the Sequential Mann-Kendall (SQMK) test were applied to quantify the significance of trend, magnitude of trend, and the trend shift, respectively. Regional (mountain, piedmont and coastal) precipitation trends were also analyzed using the above-mentioned tests. Prior to the application of statistical tests, the pre-whitening technique was used to eliminate the effect of autocorrelation of precipitation data series. The application of the above-mentioned procedures has shown very notable statewide increasing trend for winter and decreasing trend for fall precipitation. Statewide mixed (increasing/decreasing) trend has been detected in annual, spring, and summer precipitation time series. Significant trends (confidence level ≥ 95%) were detected only in 8, 7, 4 and 10 nos. of stations (out of 249 stations) in winter, spring, summer, and fall, respectively. Magnitude of the highest increasing (decreasing) precipitation trend was found about 4 mm/season (- 4.50 mm/season) in fall (summer) season. Annual precipitation trend magnitude varied between - 5.50 mm/year and 9 mm/year. Regional trend analysis found increasing precipitation in mountain and coastal regions in general except during the winter. Piedmont region was found to have increasing trends in summer and fall, but decreasing trend in winter, spring and on an annual basis. The SQMK test on "trend shift analysis" identified a significant shift during 1960 - 70 in most parts of the state. Finally, the comparison between winter (summer) precipitations with the North Atlantic Oscillation (Southern Oscillation) indices concluded that the variability and trend of precipitation can be explained by the

Modeling microtubule oscillations

DEFF Research Database (Denmark)

Jobs, E.; Wolf, D.E.; Flyvbjerg, H.

1997-01-01

Synchronization of molecular reactions in a macroscopic volume may cause the volume's physical properties to change dynamically and thus reveal much about the reactions. As an example, experimental time series for so-called microtubule oscillations are analyzed in terms of a minimal model...... for this complex polymerization-depolymerization cycle. The model reproduces well the qualitatively different time series that result from different experimental conditions, and illuminates the role and importance of individual processes in the cycle. Simple experiments are suggested that can further test...... and define the model and the polymer's reaction cycle....

GPS Position Time Series @ JPL

Science.gov (United States)

Owen, Susan; Moore, Angelyn; Kedar, Sharon; Liu, Zhen; Webb, Frank; Heflin, Mike; Desai, Shailen

2013-01-01

Different flavors of GPS time series analysis at JPL - Use same GPS Precise Point Positioning Analysis raw time series - Variations in time series analysis/post-processing driven by different users. center dot JPL Global Time Series/Velocities - researchers studying reference frame, combining with VLBI/SLR/DORIS center dot JPL/SOPAC Combined Time Series/Velocities - crustal deformation for tectonic, volcanic, ground water studies center dot ARIA Time Series/Coseismic Data Products - Hazard monitoring and response focused center dot ARIA data system designed to integrate GPS and InSAR - GPS tropospheric delay used for correcting InSAR - Caltech's GIANT time series analysis uses GPS to correct orbital errors in InSAR - Zhen Liu's talking tomorrow on InSAR Time Series analysis

Time series analysis time series analysis methods and applications

CERN Document Server

Rao, Tata Subba; Rao, C R

2012-01-01

The field of statistics not only affects all areas of scientific activity, but also many other matters such as public policy. It is branching rapidly into so many different subjects that a series of handbooks is the only way of comprehensively presenting the various aspects of statistical methodology, applications, and recent developments. The Handbook of Statistics is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with Volume 30 dealing with time series. The series is addressed to the entire community of statisticians and scientists in various disciplines who use statistical methodology in their work. At the same time, special emphasis is placed on applications-oriented techniques, with the applied statistician in mind as the primary audience. Comprehensively presents the various aspects of statistical methodology Discusses a wide variety of diverse applications and recent developments Contributors are internationally renowened experts in their respect...

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

Science.gov (United States)

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

2013-06-06

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

Automated Bayesian model development for frequency detection in biological time series

Directory of Open Access Journals (Sweden)

Oldroyd Giles ED

2011-06-01

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

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

Science.gov (United States)

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

2011-06-24

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

Oscillator circuits

CERN Document Server

Graf, Rudolf F

1996-01-01

This series of circuits provides designers with a quick source for oscillator circuits. Why waste time paging through huge encyclopedias when you can choose the topic you need and select any of the specialized circuits sorted by application?This book in the series has 250-300 practical, ready-to-use circuit designs, with schematics and brief explanations of circuit operation. The original source for each circuit is listed in an appendix, making it easy to obtain additional information.Ready-to-use circuits.Grouped by application for easy look-up.Circuit source listing

Introduction to Time Series Modeling

CERN Document Server

Kitagawa, Genshiro

2010-01-01

In time series modeling, the behavior of a certain phenomenon is expressed in relation to the past values of itself and other covariates. Since many important phenomena in statistical analysis are actually time series and the identification of conditional distribution of the phenomenon is an essential part of the statistical modeling, it is very important and useful to learn fundamental methods of time series modeling. Illustrating how to build models for time series using basic methods, "Introduction to Time Series Modeling" covers numerous time series models and the various tools f

MgH Rydberg series: Transition energies from electron propagator theory and oscillator strengths from the molecular quantum defect orbital method

Science.gov (United States)

Corzo, H. H.; Velasco, A. M.; Lavín, C.; Ortiz, J. V.

2018-02-01

Vertical excitation energies belonging to several Rydberg series of MgH have been inferred from 3+ electron-propagator calculations of the electron affinities of MgH+ and are in close agreement with experiment. Many electronically excited states with n > 3 are reported for the first time and new insight is given on the assignment of several Rydberg series. Valence and Rydberg excited states of MgH are distinguished respectively by high and low pole strengths corresponding to Dyson orbitals of electron attachment to the cation. By applying the Molecular Quantum Defect Orbital method, oscillator strengths for electronic transitions involving Rydberg states also have been determined.

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

Institute of Scientific and Technical Information of China (English)

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

2006-01-01

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

Neutrino oscillations in discrete-time quantum walk framework

Energy Technology Data Exchange (ETDEWEB)

Mallick, Arindam; Mandal, Sanjoy; Chandrashekar, C.M. [C. I. T. Campus, The Institute of Mathematical Sciences, Chennai (India); Homi Bhabha National Institute, Training School Complex, Mumbai (India)

2017-02-15

Here we present neutrino oscillation in the framework of quantum walks. Starting from a one spatial dimensional discrete-time quantum walk we present a scheme of evolutions that will simulate neutrino oscillation. The set of quantum walk parameters which is required to reproduce the oscillation probability profile obtained in both, long range and short range neutrino experiment is explicitly presented. Our scheme to simulate three-generation neutrino oscillation from quantum walk evolution operators can be physically realized in any low energy experimental set-up with access to control a single six-level system, a multiparticle three-qubit or a qubit-qutrit system. We also present the entanglement between spins and position space, during neutrino propagation that will quantify the wave function delocalization around instantaneous average position of the neutrino. This work will contribute towards understanding neutrino oscillation in the framework of the quantum information perspective. (orig.)

Exact solution of a quantum forced time-dependent harmonic oscillator

Science.gov (United States)

Yeon, Kyu Hwang; George, Thomas F.; Um, Chung IN

1992-01-01

The Schrodinger equation is used to exactly evaluate the propagator, wave function, energy expectation values, uncertainty values, and coherent state for a harmonic oscillator with a time dependent frequency and an external driving time dependent force. These quantities represent the solution of the classical equation of motion for the time dependent harmonic oscillator.

GHz Yb:KYW oscillators in time-resolved spectroscopy

Science.gov (United States)

Li, Changxiu; Krauß, Nico; Schäfer, Gerhard; Ebner, Lukas; Kliebisch, Oliver; Schmidt, Johannes; Winnerl, Stephan; Hettich, Mike; Dekorsy, Thomas

2018-02-01

A high-speed asynchronous optical sampling system (ASOPS) based on Yb:KYW oscillators with 1-GHz repetition rate is reported. Two frequency-offset-stabilized diode-pumped Yb:KYW oscillators are employed as pump and probe source, respectively. The temporal resolution of this system within 1-ns time window is limited to 500 fs and the noise floor around 10-6 (ΔR/R) close to the shot-noise level is obtained within an acquisition time of a few seconds. Coherent acoustic phonons are investigated by measuring multilayer semiconductor structures with multiple quantum wells and aluminum/silicon membranes in this ASOPS system. A wavepacket-like phonon sequence at 360 GHz range is detected in the semiconductor structures and a decaying sequence of acoustic oscillations up to 200 GHz is obtained in the aluminum/silicon membranes. Coherent acoustic phonons generated from semiconductor structures are further manipulated by a double pump scheme through pump time delay control.

Multiple time scale analysis of pressure oscillations in solid rocket motors

Science.gov (United States)

Ahmed, Waqas; Maqsood, Adnan; Riaz, Rizwan

2018-03-01

In this study, acoustic pressure oscillations for single and coupled longitudinal acoustic modes in Solid Rocket Motor (SRM) are investigated using Multiple Time Scales (MTS) method. Two independent time scales are introduced. The oscillations occur on fast time scale whereas the amplitude and phase changes on slow time scale. Hopf bifurcation is employed to investigate the properties of the solution. The supercritical bifurcation phenomenon is observed for linearly unstable system. The amplitude of the oscillations result from equal energy gain and loss rates of longitudinal acoustic modes. The effect of linear instability and frequency of longitudinal modes on amplitude and phase of oscillations are determined for both single and coupled modes. For both cases, the maximum amplitude of oscillations decreases with the frequency of acoustic mode and linear instability of SRM. The comparison of analytical MTS results and numerical simulations demonstrate an excellent agreement.

A Markovian Entropy Measure for the Analysis of Calcium Activity Time Series.

Science.gov (United States)

Marken, John P; Halleran, Andrew D; Rahman, Atiqur; Odorizzi, Laura; LeFew, Michael C; Golino, Caroline A; Kemper, Peter; Saha, Margaret S

2016-01-01

Methods to analyze the dynamics of calcium activity often rely on visually distinguishable features in time series data such as spikes, waves, or oscillations. However, systems such as the developing nervous system display a complex, irregular type of calcium activity which makes the use of such methods less appropriate. Instead, for such systems there exists a class of methods (including information theoretic, power spectral, and fractal analysis approaches) which use more fundamental properties of the time series to analyze the observed calcium dynamics. We present a new analysis method in this class, the Markovian Entropy measure, which is an easily implementable calcium time series analysis method which represents the observed calcium activity as a realization of a Markov Process and describes its dynamics in terms of the level of predictability underlying the transitions between the states of the process. We applied our and other commonly used calcium analysis methods on a dataset from Xenopus laevis neural progenitors which displays irregular calcium activity and a dataset from murine synaptic neurons which displays activity time series that are well-described by visually-distinguishable features. We find that the Markovian Entropy measure is able to distinguish between biologically distinct populations in both datasets, and that it can separate biologically distinct populations to a greater extent than other methods in the dataset exhibiting irregular calcium activity. These results support the benefit of using the Markovian Entropy measure to analyze calcium dynamics, particularly for studies using time series data which do not exhibit easily distinguishable features.

A Markovian Entropy Measure for the Analysis of Calcium Activity Time Series.

Directory of Open Access Journals (Sweden)

John P Marken

Full Text Available Methods to analyze the dynamics of calcium activity often rely on visually distinguishable features in time series data such as spikes, waves, or oscillations. However, systems such as the developing nervous system display a complex, irregular type of calcium activity which makes the use of such methods less appropriate. Instead, for such systems there exists a class of methods (including information theoretic, power spectral, and fractal analysis approaches which use more fundamental properties of the time series to analyze the observed calcium dynamics. We present a new analysis method in this class, the Markovian Entropy measure, which is an easily implementable calcium time series analysis method which represents the observed calcium activity as a realization of a Markov Process and describes its dynamics in terms of the level of predictability underlying the transitions between the states of the process. We applied our and other commonly used calcium analysis methods on a dataset from Xenopus laevis neural progenitors which displays irregular calcium activity and a dataset from murine synaptic neurons which displays activity time series that are well-described by visually-distinguishable features. We find that the Markovian Entropy measure is able to distinguish between biologically distinct populations in both datasets, and that it can separate biologically distinct populations to a greater extent than other methods in the dataset exhibiting irregular calcium activity. These results support the benefit of using the Markovian Entropy measure to analyze calcium dynamics, particularly for studies using time series data which do not exhibit easily distinguishable features.

Accurate energy levels for the anharmonic oscillator and a summable series for the double-well potential in perturbation theory

International Nuclear Information System (INIS)

Caswell, W.E.

1979-01-01

We introduce a generalization of Wick-ordering which maps the anharmonic oscillator (AO) Hamiltonian for mass m and coupling lambda exactly into a ''Wick-ordered'' Hamiltonian with an effective mass M which is a simple analytic function of lambda and m. The effective coupling Λ=lambda/M 3 is bounded. We transform the AO perturbation series in lambda into one in Λ. This series may then be summed using Borel summation methods. We also introduce a new summation method for the AO series (which is a practical necessity to obtain accurate energy levels of the excited states). We obtain a numerical accuracy for (E/sub P/T--E/sub e/xact)/ E/sub e/xact of at least 10 -7 (using 20 orders of perturbation theory) and 10 -3 (using only 2 orders of perturbation theory) for all couplings and all energy levels of the anharmonic oscillator. The methods are applicable also to the double-well potential (DWP, the AO with a negative mass-squared). The only change is that now the effective coupling is unbounded as lambda→0. The series in Λ is, however, still summable. The relative accuracy in the energy levels for 20 orders of perturbation theory varies from 10 -7 for large coupling to 1% at lambda=0.1 and to 10% at lambda=.05. We also present results for the sextic oscillator

Oscillating Finite Sums

KAUST Repository

Alabdulmohsin, Ibrahim M.

2018-01-01

In this chapter, we use the theory of summability of divergent series, presented earlier in Chap. 4, to derive the analogs of the Euler-Maclaurin summation formula for oscillating sums. These formulas will, in turn, be used to perform many remarkable deeds with ease. For instance, they can be used to derive analytic expressions for summable divergent series, obtain asymptotic expressions of oscillating series, and even accelerate the convergence of series by several orders of magnitude. Moreover, we will prove the notable fact that, as far as the foundational rules of summability calculus are concerned, summable divergent series behave exactly as if they were convergent.

Oscillating Finite Sums

KAUST Repository

Alabdulmohsin, Ibrahim M.

2018-03-07

In this chapter, we use the theory of summability of divergent series, presented earlier in Chap. 4, to derive the analogs of the Euler-Maclaurin summation formula for oscillating sums. These formulas will, in turn, be used to perform many remarkable deeds with ease. For instance, they can be used to derive analytic expressions for summable divergent series, obtain asymptotic expressions of oscillating series, and even accelerate the convergence of series by several orders of magnitude. Moreover, we will prove the notable fact that, as far as the foundational rules of summability calculus are concerned, summable divergent series behave exactly as if they were convergent.

Attainable conditions and exact invariant for the time-dependent harmonic oscillator

Energy Technology Data Exchange (ETDEWEB)

Guasti, Manuel Fernandez [Lab. de Optica Cuantica, Dep. de Fisica, Universidad A. Metropolitana, Unidad Iztapalapa, Mexico DF, Ap. Post. 55-534 (Mexico)

2006-09-22

The time-dependent oscillator equation is solved numerically for various trajectories in amplitude and phase variables. The solutions exhibit a finite time-dependent parameter whenever the squared amplitude times the derivative of the phase is invariant. If the invariant relationship does not hold, the time-dependent parameter has divergent singularities. These observations lead to the proposition that the harmonic oscillator equation with finite time-dependent parameter must have amplitude and phase solutions fulfilling the invariant relationship. Since the time-dependent parameter or the potential must be finite for any real oscillator implementation, the invariant must hold for any such physically realizable system.

Attainable conditions and exact invariant for the time-dependent harmonic oscillator

International Nuclear Information System (INIS)

Guasti, Manuel Fernandez

2006-01-01

The time-dependent oscillator equation is solved numerically for various trajectories in amplitude and phase variables. The solutions exhibit a finite time-dependent parameter whenever the squared amplitude times the derivative of the phase is invariant. If the invariant relationship does not hold, the time-dependent parameter has divergent singularities. These observations lead to the proposition that the harmonic oscillator equation with finite time-dependent parameter must have amplitude and phase solutions fulfilling the invariant relationship. Since the time-dependent parameter or the potential must be finite for any real oscillator implementation, the invariant must hold for any such physically realizable system

International Work-Conference on Time Series

CERN Document Server

Pomares, Héctor; Valenzuela, Olga

2017-01-01

This volume of selected and peer-reviewed contributions on the latest developments in time series analysis and forecasting updates the reader on topics such as analysis of irregularly sampled time series, multi-scale analysis of univariate and multivariate time series, linear and non-linear time series models, advanced time series forecasting methods, applications in time series analysis and forecasting, advanced methods and online learning in time series and high-dimensional and complex/big data time series. The contributions were originally presented at the International Work-Conference on Time Series, ITISE 2016, held in Granada, Spain, June 27-29, 2016. The series of ITISE conferences provides a forum for scientists, engineers, educators and students to discuss the latest ideas and implementations in the foundations, theory, models and applications in the field of time series analysis and forecasting.  It focuses on interdisciplinary and multidisciplinary rese arch encompassing the disciplines of comput...

Multi-annual fluctuations in reconstructed historical time-series of a European lobster (Homarus gammarus population disappear at increased exploitation levels.

Directory of Open Access Journals (Sweden)

Andreas Sundelöf

Full Text Available Through the history of ecology, fluctuations of populations have been a dominating topic, and endogenous causes of fluctuations and oscillations have been recognized and studied for more than 80 years. Here we analyzed an historical dataset, covering more than 130 years, of European lobster (Homarus gammarus catches. The data shows periodic fluctuations, which are first dampened and then disappear over time. The disappearance of the periodicity coincided with a substantial increase in fishing effort and the oscillations have not reappeared in the time series. The shifting baseline syndrome has changed our perception of not only the status of the stock, but also the regulating pressures. We describe the transition of a naturally regulated lobster population into a heavily exploited fisheries controlled stock. This is shown by the incorporation of environmental and endogenous processes in generalized additive models, autocorrelation functions and periodicity analyses of time-series.

Exact series solution to the two flavor neutrino oscillation problem in matter

International Nuclear Information System (INIS)

Blennow, Mattias; Ohlsson, Tommy

2004-01-01

In this paper, we present a real nonlinear differential equation for the two flavor neutrino oscillation problem in matter with an arbitrary density profile. We also present an exact series solution to this nonlinear differential equation. In addition, we investigate numerically the convergence of this solution for different matter density profiles such as constant and linear profiles as well as the Preliminary Reference Earth Model describing the Earth's matter density profile. Finally, we discuss other methods used for solving the neutrino flavor evolution problem

Time-evolution of photon heat current through series coupled two mesoscopic Josephson junction devices

Science.gov (United States)

Lu, Wen-Ting; Zhao, Hong-Kang; Wang, Jian

2018-03-01

Photon heat current tunneling through a series coupled two mesoscopic Josephson junction (MJJ) system biased by dc voltages has been investigated by employing the nonequilibrium Green’s function approach. The time-oscillating photon heat current is contributed by the superposition of different current branches associated with the frequencies of MJJs ω j (j = 1, 2). Nonlinear behaviors are exhibited to be induced by the self-inductance, Coulomb interaction, and interference effect relating to the coherent transport of Cooper pairs in the MJJs. Time-oscillating pumping photon heat current is generated in the absence of temperature difference, while it becomes zero after time-average. The combination of ω j and Coulomb interactions in the MJJs determines the concrete heat current configuration. As the external and intrinsic frequencies ω j and ω 0 of MJJs match some specific combinations, resonant photon heat current exhibits sinusoidal behaviors with large amplitudes. Symmetric and asymmetric evolutions versus time t with respect to ω 1 t and ω 2 t are controlled by the applied dc voltages of V 1 and V 2. The dc photon heat current formula is a special case of the general time-dependent heat current formula when the bias voltages are settled to zero. The Aharonov-Bohm effect has been investigated, and versatile oscillation structures of photon heat current can be achieved by tuning the magnetic fluxes threading through separating MJJs.

Time domain oscillating poles: Stability redefined in Memristor based Wien-oscillators

KAUST Repository

Talukdar, Abdul Hafiz Ibne; Radwan, Ahmed G.; Salama, Khaled N.

2012-01-01

poles. The idea is verified using a Memristor based Wien oscillator. Sustained oscillations are observed without having the poles of the system fixed on the imaginary axis and the oscillating behavior of the system poles is reported. The oscillating

Heterogeneity of time delays determines synchronization of coupled oscillators.

Science.gov (United States)

Petkoski, Spase; Spiegler, Andreas; Proix, Timothée; Aram, Parham; Temprado, Jean-Jacques; Jirsa, Viktor K

2016-07-01

Network couplings of oscillatory large-scale systems, such as the brain, have a space-time structure composed of connection strengths and signal transmission delays. We provide a theoretical framework, which allows treating the spatial distribution of time delays with regard to synchronization, by decomposing it into patterns and therefore reducing the stability analysis into the tractable problem of a finite set of delay-coupled differential equations. We analyze delay-structured networks of phase oscillators and we find that, depending on the heterogeneity of the delays, the oscillators group in phase-shifted, anti-phase, steady, and non-stationary clusters, and analytically compute their stability boundaries. These results find direct application in the study of brain oscillations.

From Networks to Time Series

Science.gov (United States)

Shimada, Yutaka; Ikeguchi, Tohru; Shigehara, Takaomi

2012-10-01

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

Duality between Time Series and Networks

Science.gov (United States)

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

2011-01-01

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

Neural Oscillations and Synchrony in Brain Dysfunction and Neuropsychiatric Disorders: It's About Time.

Science.gov (United States)

Mathalon, Daniel H; Sohal, Vikaas S

2015-08-01

Neural oscillations are rhythmic fluctuations over time in the activity or excitability of single neurons, local neuronal populations or "assemblies," and/or multiple regionally distributed neuronal assemblies. Synchronized oscillations among large numbers of neurons are evident in electrocorticographic, electroencephalographic, magnetoencephalographic, and local field potential recordings and are generally understood to depend on inhibition that paces assemblies of excitatory neurons to produce alternating temporal windows of reduced and increased excitability. Synchronization of neural oscillations is supported by the extensive networks of local and long-range feedforward and feedback bidirectional connections between neurons. Here, we review some of the major methods and measures used to characterize neural oscillations, with a focus on gamma oscillations. Distinctions are drawn between stimulus-independent oscillations recorded during resting states or intervals between task events, stimulus-induced oscillations that are time locked but not phase locked to stimuli, and stimulus-evoked oscillations that are both time and phase locked to stimuli. Synchrony of oscillations between recording sites, and between the amplitudes and phases of oscillations of different frequencies (cross-frequency coupling), is described and illustrated. Molecular mechanisms underlying gamma oscillations are also reviewed. Ultimately, understanding the temporal organization of neuronal network activity, including interactions between neural oscillations, is critical for elucidating brain dysfunction in neuropsychiatric disorders.

Long time series

DEFF Research Database (Denmark)

Hisdal, H.; Holmqvist, E.; Hyvärinen, V.

Awareness that emission of greenhouse gases will raise the global temperature and change the climate has led to studies trying to identify such changes in long-term climate and hydrologic time series. This report, written by the......Awareness that emission of greenhouse gases will raise the global temperature and change the climate has led to studies trying to identify such changes in long-term climate and hydrologic time series. This report, written by the...

Wideband energy harvesting based on mixed connection of piezoelectric oscillators

Science.gov (United States)

Wu, P. H.; Chen, Y. J.; Li, B. Y.; Shu, Y. C.

2017-09-01

An approach for wideband energy harvesting together with power enhancement is proposed by integrating multiple piezoelectric oscillators with mixed parallel-series connection. This gives rise to the feasibility of shifting the operation frequency band to the dominant frequency domain of ambient excitations. There are two types of connection patterns discussed here: the p-type (s-type) is the parallel (series) connection of all sets of oscillators where some of them may be connected in series (parallel). In addition, the standard interface circuit used for electric rectification is adopted here. The analytic estimates of output power are derived and explicitly expressed in terms of different matrix formulations for these two connection patterns. They are subsequently validated and are found in good agreement with numerical simulations and experimental observations. Finally, the experimental results from the mixed connection of 4 piezoelectric oscillators show that the peak power of each array is about 3.4 times higher than that generated by a single piezoelectric oscillator. In addition, the bandwidth of the array capable of switching connection patterns is around 2.8 times wider than that based on a single array configuration. Hence, the effective bandwidth is enlarged without the loss of peak power.

Comparison of time-series registration methods in breast dynamic infrared imaging

Science.gov (United States)

Riyahi-Alam, S.; Agostini, V.; Molinari, F.; Knaflitz, M.

2015-03-01

Automated motion reduction in dynamic infrared imaging is on demand in clinical applications, since movement disarranges time-temperature series of each pixel, thus originating thermal artifacts that might bias the clinical decision. All previously proposed registration methods are feature based algorithms requiring manual intervention. The aim of this work is to optimize the registration strategy specifically for Breast Dynamic Infrared Imaging and to make it user-independent. We implemented and evaluated 3 different 3D time-series registration methods: 1. Linear affine, 2. Non-linear Bspline, 3. Demons applied to 12 datasets of healthy breast thermal images. The results are evaluated through normalized mutual information with average values of 0.70 ±0.03, 0.74 ±0.03 and 0.81 ±0.09 (out of 1) for Affine, Bspline and Demons registration, respectively, as well as breast boundary overlap and Jacobian determinant of the deformation field. The statistical analysis of the results showed that symmetric diffeomorphic Demons' registration method outperforms also with the best breast alignment and non-negative Jacobian values which guarantee image similarity and anatomical consistency of the transformation, due to homologous forces enforcing the pixel geometric disparities to be shortened on all the frames. We propose Demons' registration as an effective technique for time-series dynamic infrared registration, to stabilize the local temperature oscillation.

A Course in Time Series Analysis

CERN Document Server

Peña, Daniel; Tsay, Ruey S

2011-01-01

New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The authors begin with basic concepts in univariate time series, providing an up-to-date presentation of ARIMA models, including the Kalman filter, outlier analysis, automatic methods for building ARIMA models, a

Kolmogorov Space in Time Series Data

OpenAIRE

Kanjamapornkul, K.; Pinčák, R.

2016-01-01

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

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

OpenAIRE

Trottini, Mario; Vigo, Isabel; Belda, Santiago

2015-01-01

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

Parametric Resonance in a Time-Dependent Harmonic Oscillator

Directory of Open Access Journals (Sweden)

P. N. Nesterov

2013-01-01

Full Text Available In this paper, we study the phenomenon of appearance of new resonances in a timedependent harmonic oscillator under an oscillatory decreasing force. The studied equation belongs to the class of adiabatic oscillators and arises in connection with the spectral problem for the one-dimensional Schr¨odinger equation with Wigner–von Neumann type potential. We use a specially developed method for asymptotic integration of linear systems of differential equations with oscillatory decreasing coefficients. This method uses the ideas of the averaging method to simplify the initial system. Then we apply Levinson’s fundamental theorem to get the asymptotics for its solutions. Finally, we analyze the features of a parametric resonance phenomenon. The resonant frequencies of perturbation are found and the pointwise type of the parametric resonance phenomenon is established. In conclusion, we construct an example of a time-dependent harmonic oscillator (adiabatic oscillator in which the parametric resonances, mentioned in the paper, may occur.

Multiple Indicator Stationary Time Series Models.

Science.gov (United States)

Sivo, Stephen A.

2001-01-01

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

Singular spectrum analysis in nonlinear dynamics, with applications to paleoclimatic time series

Science.gov (United States)

Vautard, R.; Ghil, M.

1989-01-01

Two dimensions of a dynamical system given by experimental time series are distinguished. Statistical dimension gives a theoretical upper bound for the minimal number of degrees of freedom required to describe the attractor up to the accuracy of the data, taking into account sampling and noise problems. The dynamical dimension is the intrinsic dimension of the attractor and does not depend on the quality of the data. Singular Spectrum Analysis (SSA) provides estimates of the statistical dimension. SSA also describes the main physical phenomena reflected by the data. It gives adaptive spectral filters associated with the dominant oscillations of the system and clarifies the noise characteristics of the data. SSA is applied to four paleoclimatic records. The principal climatic oscillations and the regime changes in their amplitude are detected. About 10 degrees of freedom are statistically significant in the data. Large noise and insufficient sample length do not allow reliable estimates of the dynamical dimension.

Time Series Momentum

DEFF Research Database (Denmark)

Moskowitz, Tobias J.; Ooi, Yao Hua; Heje Pedersen, Lasse

2012-01-01

We document significant “time series momentum” in equity index, currency, commodity, and bond futures for each of the 58 liquid instruments we consider. We find persistence in returns for one to 12 months that partially reverses over longer horizons, consistent with sentiment theories of initial...... under-reaction and delayed over-reaction. A diversified portfolio of time series momentum strategies across all asset classes delivers substantial abnormal returns with little exposure to standard asset pricing factors and performs best during extreme markets. Examining the trading activities...

DRK methods for time-domain oscillator simulation

NARCIS (Netherlands)

Sevat, M.F.; Houben, S.H.M.J.; Maten, ter E.J.W.; Di Bucchianico, A.; Mattheij, R.M.M.; Peletier, M.A.

2006-01-01

This paper presents a new Runge-Kutta type integration method that is well-suited for time-domain simulation of oscillators. A unique property of the new method is that its damping characteristics can be controlled by a continuous parameter.

International Work-Conference on Time Series

CERN Document Server

Pomares, Héctor

2016-01-01

This volume presents selected peer-reviewed contributions from The International Work-Conference on Time Series, ITISE 2015, held in Granada, Spain, July 1-3, 2015. It discusses topics in time series analysis and forecasting, advanced methods and online learning in time series, high-dimensional and complex/big data time series as well as forecasting in real problems. The International Work-Conferences on Time Series (ITISE) provide a forum for scientists, engineers, educators and students to discuss the latest ideas and implementations in the foundations, theory, models and applications in the field of time series analysis and forecasting. It focuses on interdisciplinary and multidisciplinary research encompassing the disciplines of computer science, mathematics, statistics and econometrics.

Assessment of Time Series Complexity Using Improved Approximate Entropy

International Nuclear Information System (INIS)

Kong De-Ren; Xie Hong-Bo

2011-01-01

Approximate entropy (ApEn), a measure quantifying complexity and/or regularity, is believed to be an effective method of analyzing diverse settings. However, the similarity definition of vectors based on Heaviside function may cause some problems in the validity and accuracy of ApEn. To overcome the problems, an improved approximate entropy (iApEn) based on the sigmoid function is proposed. The performance of iApEn is tested on the independent identically distributed (IID) Gaussian noise, the MIX stochastic model, the Rossler map, the logistic map, and the high-dimensional Mackey—Glass oscillator. The results show that iApEn is superior to ApEn in several aspects, including better relative consistency, freedom of parameter selection, robust to noise, and more independence on record length when characterizing time series with different complexities. (general)

Physics constrained nonlinear regression models for time series

International Nuclear Information System (INIS)

Majda, Andrew J; Harlim, John

2013-01-01

A central issue in contemporary science is the development of data driven statistical nonlinear dynamical models for time series of partial observations of nature or a complex physical model. It has been established recently that ad hoc quadratic multi-level regression (MLR) models can have finite-time blow up of statistical solutions and/or pathological behaviour of their invariant measure. Here a new class of physics constrained multi-level quadratic regression models are introduced, analysed and applied to build reduced stochastic models from data of nonlinear systems. These models have the advantages of incorporating memory effects in time as well as the nonlinear noise from energy conserving nonlinear interactions. The mathematical guidelines for the performance and behaviour of these physics constrained MLR models as well as filtering algorithms for their implementation are developed here. Data driven applications of these new multi-level nonlinear regression models are developed for test models involving a nonlinear oscillator with memory effects and the difficult test case of the truncated Burgers–Hopf model. These new physics constrained quadratic MLR models are proposed here as process models for Bayesian estimation through Markov chain Monte Carlo algorithms of low frequency behaviour in complex physical data. (paper)

Magnetically Coupled Magnet-Spring Oscillators

Science.gov (United States)

Donoso, G.; Ladera, C. L.; Martin, P.

2010-01-01

A system of two magnets hung from two vertical springs and oscillating in the hollows of a pair of coils connected in series is a new, interesting and useful example of coupled oscillators. The electromagnetically coupled oscillations of these oscillators are experimentally and theoretically studied. Its coupling is electromagnetic instead of…

Stochastic models for time series

CERN Document Server

Doukhan, Paul

2018-01-01

This book presents essential tools for modelling non-linear time series. The first part of the book describes the main standard tools of probability and statistics that directly apply to the time series context to obtain a wide range of modelling possibilities. Functional estimation and bootstrap are discussed, and stationarity is reviewed. The second part describes a number of tools from Gaussian chaos and proposes a tour of linear time series models. It goes on to address nonlinearity from polynomial or chaotic models for which explicit expansions are available, then turns to Markov and non-Markov linear models and discusses Bernoulli shifts time series models. Finally, the volume focuses on the limit theory, starting with the ergodic theorem, which is seen as the first step for statistics of time series. It defines the distributional range to obtain generic tools for limit theory under long or short-range dependences (LRD/SRD) and explains examples of LRD behaviours. More general techniques (central limit ...

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

Science.gov (United States)

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

2014-01-01

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

Finite-element time evolution operator for the anharmonic oscillator

Science.gov (United States)

Milton, Kimball A.

1995-01-01

The finite-element approach to lattice field theory is both highly accurate (relative errors approximately 1/N(exp 2), where N is the number of lattice points) and exactly unitary (in the sense that canonical commutation relations are exactly preserved at the lattice sites). In this talk I construct matrix elements for dynamical variables and for the time evolution operator for the anharmonic oscillator, for which the continuum Hamiltonian is H = p(exp 2)/2 + lambda q(exp 4)/4. Construction of such matrix elements does not require solving the implicit equations of motion. Low order approximations turn out to be extremely accurate. For example, the matrix element of the time evolution operator in the harmonic oscillator ground state gives a results for the anharmonic oscillator ground state energy accurate to better than 1 percent, while a two-state approximation reduces the error to less than 0.1 percent.

Time Series with Long Memory

OpenAIRE

西埜, 晴久

2004-01-01

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

Visibility Graph Based Time Series Analysis.

Science.gov (United States)

Stephen, Mutua; Gu, Changgui; Yang, Huijie

2015-01-01

Network based time series analysis has made considerable achievements in the recent years. By mapping mono/multivariate time series into networks, one can investigate both it's microscopic and macroscopic behaviors. However, most proposed approaches lead to the construction of static networks consequently providing limited information on evolutionary behaviors. In the present paper we propose a method called visibility graph based time series analysis, in which series segments are mapped to visibility graphs as being descriptions of the corresponding states and the successively occurring states are linked. This procedure converts a time series to a temporal network and at the same time a network of networks. Findings from empirical records for stock markets in USA (S&P500 and Nasdaq) and artificial series generated by means of fractional Gaussian motions show that the method can provide us rich information benefiting short-term and long-term predictions. Theoretically, we propose a method to investigate time series from the viewpoint of network of networks.

Visibility Graph Based Time Series Analysis.

Directory of Open Access Journals (Sweden)

Mutua Stephen

Full Text Available Network based time series analysis has made considerable achievements in the recent years. By mapping mono/multivariate time series into networks, one can investigate both it's microscopic and macroscopic behaviors. However, most proposed approaches lead to the construction of static networks consequently providing limited information on evolutionary behaviors. In the present paper we propose a method called visibility graph based time series analysis, in which series segments are mapped to visibility graphs as being descriptions of the corresponding states and the successively occurring states are linked. This procedure converts a time series to a temporal network and at the same time a network of networks. Findings from empirical records for stock markets in USA (S&P500 and Nasdaq and artificial series generated by means of fractional Gaussian motions show that the method can provide us rich information benefiting short-term and long-term predictions. Theoretically, we propose a method to investigate time series from the viewpoint of network of networks.

Novel STATCOM Controller for Mitigating SSR and Damping Power System Oscillations in a Series Compensated Wind Parks

DEFF Research Database (Denmark)

Bak-Jensen, Birgitte; El-Moursi, M. S.; Abdel-Rahman, Mansour Hassan

2010-01-01

This paper addresses implementation issues associated with a novel damping control algorithm for a STATCOM in a series compensated wind park for mitigating SSR (subsynchronous resonance) and damping power system oscillations. The IEEE first benchmark model on subsynchronous resonance is adopted...... the SSR, damping the power system oscillation and enhancing the transient stability margin in response to different SCRs....... in the STATCOM control structure. The performances of the controllers are tested in steady state operation and in response to system contingencies, taking into account the impact of short circuit ratios (SCRs). Simulation results are presented to demonstrate the capability of the controllers for mitigating...

Network structure of multivariate time series.

Science.gov (United States)

Lacasa, Lucas; Nicosia, Vincenzo; Latora, Vito

2015-10-21

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

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

NARCIS (Netherlands)

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

2002-01-01

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

Data mining in time series databases

CERN Document Server

Kandel, Abraham; Bunke, Horst

2004-01-01

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

Models for dependent time series

CERN Document Server

Tunnicliffe Wilson, Granville; Haywood, John

2015-01-01

Models for Dependent Time Series addresses the issues that arise and the methodology that can be applied when the dependence between time series is described and modeled. Whether you work in the economic, physical, or life sciences, the book shows you how to draw meaningful, applicable, and statistically valid conclusions from multivariate (or vector) time series data.The first four chapters discuss the two main pillars of the subject that have been developed over the last 60 years: vector autoregressive modeling and multivariate spectral analysis. These chapters provide the foundational mater

Visual time series analysis

DEFF Research Database (Denmark)

Fischer, Paul; Hilbert, Astrid

2012-01-01

We introduce a platform which supplies an easy-to-handle, interactive, extendable, and fast analysis tool for time series analysis. In contrast to other software suits like Maple, Matlab, or R, which use a command-line-like interface and where the user has to memorize/look-up the appropriate...... commands, our application is select-and-click-driven. It allows to derive many different sequences of deviations for a given time series and to visualize them in different ways in order to judge their expressive power and to reuse the procedure found. For many transformations or model-ts, the user may...... choose between manual and automated parameter selection. The user can dene new transformations and add them to the system. The application contains efficient implementations of advanced and recent techniques for time series analysis including techniques related to extreme value analysis and filtering...

A Review of Subsequence Time Series Clustering

Directory of Open Access Journals (Sweden)

Seyedjamal Zolhavarieh

2014-01-01

Full Text Available Clustering of subsequence time series remains an open issue in time series clustering. Subsequence time series clustering is used in different fields, such as e-commerce, outlier detection, speech recognition, biological systems, DNA recognition, and text mining. One of the useful fields in the domain of subsequence time series clustering is pattern recognition. To improve this field, a sequence of time series data is used. This paper reviews some definitions and backgrounds related to subsequence time series clustering. The categorization of the literature reviews is divided into three groups: preproof, interproof, and postproof period. Moreover, various state-of-the-art approaches in performing subsequence time series clustering are discussed under each of the following categories. The strengths and weaknesses of the employed methods are evaluated as potential issues for future studies.

A review of subsequence time series clustering.

Science.gov (United States)

Zolhavarieh, Seyedjamal; Aghabozorgi, Saeed; Teh, Ying Wah

2014-01-01

Clustering of subsequence time series remains an open issue in time series clustering. Subsequence time series clustering is used in different fields, such as e-commerce, outlier detection, speech recognition, biological systems, DNA recognition, and text mining. One of the useful fields in the domain of subsequence time series clustering is pattern recognition. To improve this field, a sequence of time series data is used. This paper reviews some definitions and backgrounds related to subsequence time series clustering. The categorization of the literature reviews is divided into three groups: preproof, interproof, and postproof period. Moreover, various state-of-the-art approaches in performing subsequence time series clustering are discussed under each of the following categories. The strengths and weaknesses of the employed methods are evaluated as potential issues for future studies.

A Review of Subsequence Time Series Clustering

Science.gov (United States)

Teh, Ying Wah

2014-01-01

Clustering of subsequence time series remains an open issue in time series clustering. Subsequence time series clustering is used in different fields, such as e-commerce, outlier detection, speech recognition, biological systems, DNA recognition, and text mining. One of the useful fields in the domain of subsequence time series clustering is pattern recognition. To improve this field, a sequence of time series data is used. This paper reviews some definitions and backgrounds related to subsequence time series clustering. The categorization of the literature reviews is divided into three groups: preproof, interproof, and postproof period. Moreover, various state-of-the-art approaches in performing subsequence time series clustering are discussed under each of the following categories. The strengths and weaknesses of the employed methods are evaluated as potential issues for future studies. PMID:25140332

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...

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

Science.gov (United States)

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

2010-12-01

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

A memristor-based third-order oscillator: beyond oscillation

KAUST Repository

Talukdar, Abdul Hafiz Ibne

2012-10-06

This paper demonstrates the first third-order autonomous linear time variant circuit realization that enhances parametric oscillation through the usage of memristor in conventional oscillators. Although the output has sustained oscillation, the linear features of the conventional oscillators become time dependent. The poles oscillate in nonlinear behavior due to the oscillation of memristor resistance. The mathematical formulas as well as SPICE simulations are introduced for the memristor-based phase shift oscillator showing a great matching.

A memristor-based third-order oscillator: beyond oscillation

KAUST Repository

Talukdar, Abdul Hafiz Ibne; Radwan, Ahmed G.; Salama, Khaled N.

2012-01-01

This paper demonstrates the first third-order autonomous linear time variant circuit realization that enhances parametric oscillation through the usage of memristor in conventional oscillators. Although the output has sustained oscillation, the linear features of the conventional oscillators become time dependent. The poles oscillate in nonlinear behavior due to the oscillation of memristor resistance. The mathematical formulas as well as SPICE simulations are introduced for the memristor-based phase shift oscillator showing a great matching.

Time Series Analysis and Forecasting by Example

CERN Document Server

Bisgaard, Soren

2011-01-01

An intuition-based approach enables you to master time series analysis with ease Time Series Analysis and Forecasting by Example provides the fundamental techniques in time series analysis using various examples. By introducing necessary theory through examples that showcase the discussed topics, the authors successfully help readers develop an intuitive understanding of seemingly complicated time series models and their implications. The book presents methodologies for time series analysis in a simplified, example-based approach. Using graphics, the authors discuss each presented example in

Time series with tailored nonlinearities

Science.gov (United States)

Räth, C.; Laut, I.

2015-10-01

It is demonstrated how to generate time series with tailored nonlinearities by inducing well-defined constraints on the Fourier phases. Correlations between the phase information of adjacent phases and (static and dynamic) measures of nonlinearities are established and their origin is explained. By applying a set of simple constraints on the phases of an originally linear and uncorrelated Gaussian time series, the observed scaling behavior of the intensity distribution of empirical time series can be reproduced. The power law character of the intensity distributions being typical for, e.g., turbulence and financial data can thus be explained in terms of phase correlations.

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

Science.gov (United States)

Visser, H.; Molenaar, J.

1995-05-01

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

Pneumatic oscillator circuits for timing and control of integrated microfluidics.

Science.gov (United States)

Duncan, Philip N; Nguyen, Transon V; Hui, Elliot E

2013-11-05

Frequency references are fundamental to most digital systems, providing the basis for process synchronization, timing of outputs, and waveform synthesis. Recently, there has been growing interest in digital logic systems that are constructed out of microfluidics rather than electronics, as a possible means toward fully integrated laboratory-on-a-chip systems that do not require any external control apparatus. However, the full realization of this goal has not been possible due to the lack of on-chip frequency references, thus requiring timing signals to be provided from off-chip. Although microfluidic oscillators have been demonstrated, there have been no reported efforts to characterize, model, or optimize timing accuracy, which is the fundamental metric of a clock. Here, we report pneumatic ring oscillator circuits built from microfluidic valves and channels. Further, we present a compressible-flow analysis that differs fundamentally from conventional circuit theory, and we show the utility of this physically based model for the optimization of oscillator stability. Finally, we leverage microfluidic clocks to demonstrate circuits for the generation of phase-shifted waveforms, self-driving peristaltic pumps, and frequency division. Thus, pneumatic oscillators can serve as on-chip frequency references for microfluidic digital logic circuits. On-chip clocks and pumps both constitute critical building blocks on the path toward achieving autonomous laboratory-on-a-chip devices.

Temporal structure of neuronal population oscillations with empirical model decomposition

International Nuclear Information System (INIS)

Li Xiaoli

2006-01-01

Frequency analysis of neuronal oscillation is very important for understanding the neural information processing and mechanism of disorder in the brain. This Letter addresses a new method to analyze the neuronal population oscillations with empirical mode decomposition (EMD). Following EMD of neuronal oscillation, a series of intrinsic mode functions (IMFs) are obtained, then Hilbert transform of IMFs can be used to extract the instantaneous time frequency structure of neuronal oscillation. The method is applied to analyze the neuronal oscillation in the hippocampus of epileptic rats in vivo, the results show the neuronal oscillations have different descriptions during the pre-ictal, seizure onset and ictal periods of the epileptic EEG at the different frequency band. This new method is very helpful to provide a view for the temporal structure of neural oscillation

Clustering of financial time series

Science.gov (United States)

D'Urso, Pierpaolo; Cappelli, Carmela; Di Lallo, Dario; Massari, Riccardo

2013-05-01

This paper addresses the topic of classifying financial time series in a fuzzy framework proposing two fuzzy clustering models both based on GARCH models. In general clustering of financial time series, due to their peculiar features, needs the definition of suitable distance measures. At this aim, the first fuzzy clustering model exploits the autoregressive representation of GARCH models and employs, in the framework of a partitioning around medoids algorithm, the classical autoregressive metric. The second fuzzy clustering model, also based on partitioning around medoids algorithm, uses the Caiado distance, a Mahalanobis-like distance, based on estimated GARCH parameters and covariances that takes into account the information about the volatility structure of time series. In order to illustrate the merits of the proposed fuzzy approaches an application to the problem of classifying 29 time series of Euro exchange rates against international currencies is presented and discussed, also comparing the fuzzy models with their crisp version.

Ergodic time-reversible chaos for Gibbs' canonical oscillator

International Nuclear Information System (INIS)

Hoover, William Graham; Sprott, Julien Clinton; Patra, Puneet Kumar

2015-01-01

Nosé's pioneering 1984 work inspired a variety of time-reversible deterministic thermostats. Though several groups have developed successful doubly-thermostated models, single-thermostat models have failed to generate Gibbs' canonical distribution for the one-dimensional harmonic oscillator. A 2001 doubly-thermostated model, claimed to be ergodic, has a singly-thermostated version. Though neither of these models is ergodic this work has suggested a successful route toward singly-thermostated ergodicity. We illustrate both ergodicity and its lack for these models using phase-space cross sections and Lyapunov instability as diagnostic tools. - Highlights: • We develop cross-section and Lyapunov methods for diagnosing ergodicity. • We apply these methods to several thermostatted-oscillator problems. • We demonstrate the nonergodicity of previous work. • We find a novel family of ergodic thermostatted-oscillator problems.

Data Mining Smart Energy Time Series

Directory of Open Access Journals (Sweden)

Janina POPEANGA

2015-07-01

Full Text Available With the advent of smart metering technology the amount of energy data will increase significantly and utilities industry will have to face another big challenge - to find relationships within time-series data and even more - to analyze such huge numbers of time series to find useful patterns and trends with fast or even real-time response. This study makes a small review of the literature in the field, trying to demonstrate how essential is the application of data mining techniques in the time series to make the best use of this large quantity of data, despite all the difficulties. Also, the most important Time Series Data Mining techniques are presented, highlighting their applicability in the energy domain.

One-dimensional multiple-well oscillators: A time-dependent

Indian Academy of Sciences (India)

... quantum mechanical multiple-well oscillators. An imaginary-time evolution technique, coupled with the minimization of energy expectation value to reach a global minimum, subject to orthogonality constraint (for excited states) has been employed. Pseudodegeneracy in symmetric, deep multiple-well potentials, probability ...

Predicting chaotic time series

International Nuclear Information System (INIS)

Farmer, J.D.; Sidorowich, J.J.

1987-01-01

We present a forecasting technique for chaotic data. After embedding a time series in a state space using delay coordinates, we ''learn'' the induced nonlinear mapping using local approximation. This allows us to make short-term predictions of the future behavior of a time series, using information based only on past values. We present an error estimate for this technique, and demonstrate its effectiveness by applying it to several examples, including data from the Mackey-Glass delay differential equation, Rayleigh-Benard convection, and Taylor-Couette flow

Winter Holts Oscillatory Method: A New Method of Resampling in Time Series.

Directory of Open Access Journals (Sweden)

Muhammad Imtiaz Subhani

2016-12-01

Full Text Available The core proposition behind this research is to create innovative methods of bootstrapping that can be applied in time series data. In order to find new methods of bootstrapping, various methods were reviewed; The data of automotive Sales, Market Shares and Net Exports of the top 10 countries, which includes China, Europe, United States of America (USA, Japan, Germany, South Korea, India, Mexico, Brazil, Spain and, Canada from 2002 to 2014 were collected through various sources which includes UN Comtrade, Index Mundi and World Bank. The findings of this paper confirmed that Bootstrapping for resampling through winter forecasting by Oscillation and Average methods give more robust results than the winter forecasting by any general methods.

Measuring multiscaling in financial time-series

International Nuclear Information System (INIS)

Buonocore, R.J.; Aste, T.; Di Matteo, T.

2016-01-01

We discuss the origin of multiscaling in financial time-series and investigate how to best quantify it. Our methodology consists in separating the different sources of measured multifractality by analyzing the multi/uni-scaling behavior of synthetic time-series with known properties. We use the results from the synthetic time-series to interpret the measure of multifractality of real log-returns time-series. The main finding is that the aggregation horizon of the returns can introduce a strong bias effect on the measure of multifractality. This effect can become especially important when returns distributions have power law tails with exponents in the range (2, 5). We discuss the right aggregation horizon to mitigate this bias.

Time averaging, ageing and delay analysis of financial time series

Science.gov (United States)

Cherstvy, Andrey G.; Vinod, Deepak; Aghion, Erez; Chechkin, Aleksei V.; Metzler, Ralf

2017-06-01

We introduce three strategies for the analysis of financial time series based on time averaged observables. These comprise the time averaged mean squared displacement (MSD) as well as the ageing and delay time methods for varying fractions of the financial time series. We explore these concepts via statistical analysis of historic time series for several Dow Jones Industrial indices for the period from the 1960s to 2015. Remarkably, we discover a simple universal law for the delay time averaged MSD. The observed features of the financial time series dynamics agree well with our analytical results for the time averaged measurables for geometric Brownian motion, underlying the famed Black-Scholes-Merton model. The concepts we promote here are shown to be useful for financial data analysis and enable one to unveil new universal features of stock market dynamics.

Applied time series analysis

CERN Document Server

Woodward, Wayne A; Elliott, Alan C

2011-01-01

""There is scarcely a standard technique that the reader will find left out … this book is highly recommended for those requiring a ready introduction to applicable methods in time series and serves as a useful resource for pedagogical purposes.""-International Statistical Review (2014), 82""Current time series theory for practice is well summarized in this book.""-Emmanuel Parzen, Texas A&M University""What an extraordinary range of topics covered, all very insightfully. I like [the authors'] innovations very much, such as the AR factor table.""-David Findley, U.S. Census Bureau (retired)""…

Vortex dynamics behind a self-oscillating inverted flag placed in a channel flow: Time-resolved particle image velocimetry measurements

Science.gov (United States)

Yu, Yuelong; Liu, Yingzheng; Chen, Yujia

2017-12-01

The unsteady flow behind an inverted flag placed in a water channel and then excited into a self-oscillating state is measured using time-resolved particle image velocimetry. The dynamically deformed profiles of the inverted flag are determined by a novel algorithm that combines morphological image processing and principle component analysis. Three modes are discovered with the successive decrease in the dimensionless bending stiffness: the biased mode, the flapping mode, and the deflected mode. The distinctly different flow behavior is discussed in terms of instantaneous velocity field, phase-averaged vorticity field, time-mean flow field, and turbulent kinetic energy. The results demonstrated that the biased mode generated abundant vortices at the oscillating side of the inverted flag. In the deflected mode, the inverted flag is highly deflected to one side of the channel and remains almost stationary, inducing two stable recirculation zones and a considerably inversed flow between them. In the flapping mode, the strongly oscillating flag periodically provides a strengthened influence on the fluid near the two sidewalls. The reverse von Kármán vortex street is well formed and energetic in the wake, and a series of high-speed impingement jets between the neighboring vortices are directed toward the sidewalls in a staggered fashion.

Detecting Nonlinear Oscillations in Broadband Signals

Czech Academy of Sciences Publication Activity Database

Vejmelka, Martin; Paluš, Milan

2009-01-01

Roč. 19, - (2009), 1015114-1-1015114-7 ISSN 1054-1500 R&D Projects: GA MŠk 7E08027 EU Projects: European Commission(XE) 200728 - BRAINSYNC Institutional research plan: CEZ:AV0Z10300504 Keywords : nonlinear dynamical systems * oscillations * random processes * time series analysis * EEG Subject RIV: FH - Neurology Impact factor: 1.795, year: 2009

Entropic Analysis of Electromyography Time Series

Science.gov (United States)

Kaufman, Miron; Sung, Paul

2005-03-01

We are in the process of assessing the effectiveness of fractal and entropic measures for the diagnostic of low back pain from surface electromyography (EMG) time series. Surface electromyography (EMG) is used to assess patients with low back pain. In a typical EMG measurement, the voltage is measured every millisecond. We observed back muscle fatiguing during one minute, which results in a time series with 60,000 entries. We characterize the complexity of time series by computing the Shannon entropy time dependence. The analysis of the time series from different relevant muscles from healthy and low back pain (LBP) individuals provides evidence that the level of variability of back muscle activities is much larger for healthy individuals than for individuals with LBP. In general the time dependence of the entropy shows a crossover from a diffusive regime to a regime characterized by long time correlations (self organization) at about 0.01s.

Time-dependent coupled harmonic oscillators: classical and quantum solutions

International Nuclear Information System (INIS)

Macedo, D.X.; Guedes, I.

2014-01-01

In this work we present the classical and quantum solutions for an arbitrary system of time-dependent coupled harmonic oscillators, where the masses (m), frequencies (ω) and coupling parameter (k) are functions of time. To obtain the classical solutions, we use a coordinate and momentum transformations along with a canonical transformation to write the original Hamiltonian as the sum of two Hamiltonians of uncoupled harmonic oscillators with modified time-dependent frequencies and unitary masses. To obtain the exact quantum solutions we use a unitary transformation and the Lewis and Riesenfeld (LR) invariant method. The exact wave functions are obtained by solving the respective Milne–Pinney (MP) equation for each system. We obtain the solutions for the system with m 1 = m 2 = m 0 e γt , ω 1 = ω 01 e -γt/2 , ω 2 = ω 02 e -γt/2 and k = k 0 . (author)

Improved vertical displacements induced by a refined thermal expansion model and its quantitative analysis in GPS height time series

Science.gov (United States)

Wang, Kaihua; Chen, Hua; Jiang, Weiping; Li, Zhao; Ma, Yifang; Deng, Liansheng

2018-04-01

There are apparent seasonal variations in GPS height time series, and thermal expansion is considered to be one of the potential geophysical contributors. The displacements introduced by thermal expansion are usually derived without considering the annex height and underground part of the monument (e.g. located on roof or top of the buildings), which may bias the geophysical explanation of the seasonal oscillation. In this paper, the improved vertical displacements are derived by a refined thermal expansion model where the annex height and underground depth of the monument are taken into account, and then 560 IGS stations are adopted to validate the modeled thermal expansion (MTE) displacements. In order to evaluate the impact of thermal expansion on GPS heights, the MTE displacements of 80 IGS stations with less data discontinuities are selected to compare with their observed GPS vertical (OGV) displacements with the modeled surface loading (MSL) displacements removed in advance. Quantitative analysis results show the maximum annual and semiannual amplitudes of the MTE are 6.65 mm (NOVJ) and 0.51 mm (IISC), respectively, and the maximum peak-to-peak oscillation of the MTE displacements can be 19.4 mm. The average annual amplitude reductions are 0.75 mm and 1.05 mm respectively after removing the MTE and MSL displacements from the OGV, indicating the seasonal oscillation induced by thermal expansion is equivalent to >75% of the impact of surface loadings. However, there are rarely significant reductions for the semiannual amplitude. Given the result in this study that thermal expansion can explain 17.3% of the annual amplitude in GPS heights on average, it must be precisely modeled both in GPS precise data processing and GPS time series analysis, especially for those stations located in the middle and high latitudes with larger annual temperature oscillation, or stations with higher monument.

Emergence of Slow Collective Oscillations in Neural Networks with Spike-Timing Dependent Plasticity

Science.gov (United States)

Mikkelsen, Kaare; Imparato, Alberto; Torcini, Alessandro

2013-05-01

The collective dynamics of excitatory pulse coupled neurons with spike-timing dependent plasticity is studied. The introduction of spike-timing dependent plasticity induces persistent irregular oscillations between strongly and weakly synchronized states, reminiscent of brain activity during slow-wave sleep. We explain the oscillations by a mechanism, the Sisyphus Effect, caused by a continuous feedback between the synaptic adjustments and the coherence in the neural firing. Due to this effect, the synaptic weights have oscillating equilibrium values, and this prevents the system from relaxing into a stationary macroscopic state.

Non-perturbative solution of a quantum mechanical oscillator interacting with a specific environment

International Nuclear Information System (INIS)

Badralexe, E.; Gupta, R.K.; Scheid, W.

1984-01-01

A quantum mechanical model of an oscillator interacting linearly with an environment is treated by the method of perturbation series expansion. For a special class of environments and interactions, the series is summed up to all orders. An integral equation for the time dependence of the coordinate operator of the oscillator is obtained, which is solved analytically by the method of Laplace transformations. General conditions are stated for a dissipative behaviour of the special class of environments considered. An example, which is widely applicable, is discussed. (author)

Quantifying memory in complex physiological time-series.

Science.gov (United States)

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

2013-01-01

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

Effective Feature Preprocessing for Time Series Forecasting

DEFF Research Database (Denmark)

Zhao, Junhua; Dong, Zhaoyang; Xu, Zhao

2006-01-01

Time series forecasting is an important area in data mining research. Feature preprocessing techniques have significant influence on forecasting accuracy, therefore are essential in a forecasting model. Although several feature preprocessing techniques have been applied in time series forecasting...... performance in time series forecasting. It is demonstrated in our experiment that, effective feature preprocessing can significantly enhance forecasting accuracy. This research can be a useful guidance for researchers on effectively selecting feature preprocessing techniques and integrating them with time...... series forecasting models....

Scaling Laws in the Transient Dynamics of Firefly-like Oscillators

International Nuclear Information System (INIS)

Rubido, N; Cabeza, C; Marti, A; Ramirez Avila, G M

2011-01-01

Fireflies constitute a paradigm of pulse-coupled oscillators. In order to tackle the problems related to synchronisation transients of pulse-coupled oscillators, a Light-Controlled Oscillator (LCO) model is presented. A single LCO constitutes a one-dimensional relaxation oscillator described by two distinct time-scales meant to mimic fireflies in the sense that: it is capable of emitting light in a pulse-like fashion and detect the emitted by others in order to adjust its oscillation. We present dynamical results for two interacting LCOs in the torus for all possible coupling configurations. Transient times to the synchronous limit cycle are obtained experimentally and numerically as a function of initial conditions and coupling strengths. Scaling laws are found based on dimensional analysis and critical exponents calculated, thus, global dynamic is restricted. Furthermore, an analytical orthogonal transformation that allows to calculate Floquet multipliers directly from the time series is presented. As a consequence, local dynamics is also fully characterized. This transformation can be easily extended to a system with an arbitrary number of interacting LCOs.

Intermittency in delay-coupled FitzHugh–Nagumo oscillators and ...

Indian Academy of Sciences (India)

We study the dynamical properties of in-out intermittency in a system of two ... interest has also been exhibited in the field of multi- .... Color code: small amplitude oscillations in green, .... Zoomed-in view of a typical time series showing.

Time delay induced different synchronization patterns in repulsively coupled chaotic oscillators

Science.gov (United States)

Yao, Chenggui; Yi, Ming; Shuai, Jianwei

2013-09-01

Time delayed coupling plays a crucial role in determining the system's dynamics. We here report that the time delay induces transition from the asynchronous state to the complete synchronization (CS) state in the repulsively coupled chaotic oscillators. In particular, by changing the coupling strength or time delay, various types of synchronous patterns, including CS, antiphase CS, antiphase synchronization (ANS), and phase synchronization, can be generated. In the transition regions between different synchronous patterns, bistable synchronous oscillators can be observed. Furthermore, we show that the time-delay-induced phase flip bifurcation is of key importance for the emergence of CS. All these findings may light on our understanding of neuronal synchronization and information processing in the brain.

Efficient Computation of Multiscale Entropy over Short Biomedical Time Series Based on Linear State-Space Models

Directory of Open Access Journals (Sweden)

Luca Faes

2017-01-01

Full Text Available The most common approach to assess the dynamical complexity of a time series across multiple temporal scales makes use of the multiscale entropy (MSE and refined MSE (RMSE measures. In spite of their popularity, MSE and RMSE lack an analytical framework allowing their calculation for known dynamic processes and cannot be reliably computed over short time series. To overcome these limitations, we propose a method to assess RMSE for autoregressive (AR stochastic processes. The method makes use of linear state-space (SS models to provide the multiscale parametric representation of an AR process observed at different time scales and exploits the SS parameters to quantify analytically the complexity of the process. The resulting linear MSE (LMSE measure is first tested in simulations, both theoretically to relate the multiscale complexity of AR processes to their dynamical properties and over short process realizations to assess its computational reliability in comparison with RMSE. Then, it is applied to the time series of heart period, arterial pressure, and respiration measured for healthy subjects monitored in resting conditions and during physiological stress. This application to short-term cardiovascular variability documents that LMSE can describe better than RMSE the activity of physiological mechanisms producing biological oscillations at different temporal scales.

A unified nonlinear stochastic time series analysis for climate science.

Science.gov (United States)

Moon, Woosok; Wettlaufer, John S

2017-03-13

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

Statistical criteria for characterizing irradiance time series.

Energy Technology Data Exchange (ETDEWEB)

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

2010-10-01

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

Distribution of radiation lifetime and oscillator strengths in atomic and ion spectra

Energy Technology Data Exchange (ETDEWEB)

Shabanova, L.N.; Gruzdev, P.F.; Verolajnen, Ya.F. (Leningradskij Gosudarstvennyj Univ. (USSR). Nauchno-Issledovatel' skij Fizicheskij Inst.)

1984-04-01

Analysis of present experimental and theoretical data on determination of radiation life time and forces of oscillators for disclosing general regularities inherent in radiation constants inside the atom, homologous atoms inside subgroups of atoms and ions of isoelectronic subsequences is conducted. Another purpose is to chose most reliable values of constants and to obtain extrapolation formulae for their determination on the base of the corresponding statistical processing data and revealed regularities. A hydrogen atom, isoelectronic series NaI-Ni18, isoelectronic series Ne, He, ZnI, CdI are considered. Systematics of radiation life time depending on the basic quantum number is presented. The force of oscillators f is considered on the example of an atomic system with one valent electron outside the locked shell - Li, Na, K, Rb, Cs. Distribution of force density of the oscillator df/dE is considered, here continuous spectrum near the threshold of ionization is regarded simultaneously with discrete spectrum. An interpolation formula for the number f for high members of atom series (n>=10) of alkaline metals is presented. Values of coefficients included in this formula are tabulated.

Solar-like Oscillations in Low-luminosity Red Giants: First Results from Kepler

DEFF Research Database (Denmark)

Bedding, T. R.; Huber, D.; Stello, D.

2010-01-01

We have measured solar-like oscillations in red giants using time-series photometry from the first 34 days of science operations of the Kepler Mission. The light curves, obtained with 30 minute sampling, reveal clear oscillations in a large sample of G and K giants, extending in luminosity from t...

Homogenising time series: beliefs, dogmas and facts

Science.gov (United States)

Domonkos, P.

2011-06-01

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

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

Science.gov (United States)

Michaels, Anthony F.; Knap, Anthony H.

1992-01-01

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

The Feynman integral for time-dependent anharmonic oscillators

International Nuclear Information System (INIS)

Grothaus, M.; Khandekar, D.C.; da Silva, J.L.; Streit, L.

1997-01-01

We review some basic notions and results of white noise analysis that are used in the construction of the Feynman integrand as a generalized white noise functional. We show that the Feynman integrand for the time-dependent harmonic oscillator in an external potential is a Hida distribution. copyright 1997 American Institute of Physics

Forecasting Enrollments with Fuzzy Time Series.

Science.gov (United States)

Song, Qiang; Chissom, Brad S.

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

Potentiostatic current and galvanostatic potential oscillations during electrodeposition of cadmium.

Science.gov (United States)

López-Sauri, D A; Veleva, L; Pérez-Ángel, G

2015-09-14

Cathodic current and potential oscillations were observed during electrodeposition of cadmium from a cyanide electrolyte on a vertical platinum electrode, in potentiostatic and galvanostatic experiments. Electrochemical impedance spectroscopy experiments revealed a region of negative real impedance in a range of non-zero frequencies, in the second descending branch with a positive slope of the N-shape current-potential curve. This kind of dynamical behaviour is characteristic of the HN-NDR oscillators (oscillators with the N-Shape current-potential curve and hidden negative differential resistance). The oscillations could be mainly attributed to the changes in the real active cathodic area, due to the adsorption of hydrogen molecules and their detachment from the surface. The instabilities of the electrochemical processes were characterized by time series, Fast Fourier Transforms and 2-D phase portraits showing quasi-periodic oscillations.

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

Science.gov (United States)

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

2018-03-01

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

Forecasting Cryptocurrencies Financial Time Series

DEFF Research Database (Denmark)

Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco

2018-01-01

This paper studies the predictability of cryptocurrencies time series. We compare several alternative univariate and multivariate models in point and density forecasting of four of the most capitalized series: Bitcoin, Litecoin, Ripple and Ethereum. We apply a set of crypto–predictors and rely...

Forecasting Cryptocurrencies Financial Time Series

OpenAIRE

Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco

2018-01-01

This paper studies the predictability of cryptocurrencies time series. We compare several alternative univariate and multivariate models in point and density forecasting of four of the most capitalized series: Bitcoin, Litecoin, Ripple and Ethereum. We apply a set of crypto–predictors and rely on Dynamic Model Averaging to combine a large set of univariate Dynamic Linear Models and several multivariate Vector Autoregressive models with different forms of time variation. We find statistical si...

Reactor noise analysis based on nonlinear dynamic theory - application to power oscillation

International Nuclear Information System (INIS)

Suzudo, Tomoaki

1993-01-01

The information dimension is one of the simplest quantities that can be used to determine the asymptotic motion of the time evolution of a nonlinear system. The application of this quantity to reactor noise analysis is proposed, and the possibility of its application to power oscillation analysis is examined. The information dimension of this regime is equal to the number of independent oscillating modes, which is an intuitive physical variable. Time series data from computer experiments and experiments with an actual physical system are used for the analysis. The results indicate that the method is useful for a detailed analysis of reactor power oscillation

Coherent states of general time-dependent harmonic oscillator

Indian Academy of Sciences (India)

Abstract. By introducing an invariant operator, we obtain exact wave functions for a general time-dependent quadratic harmonic oscillator. The coherent states, both in x- and p-spaces, are calculated. We confirm that the uncertainty product in coherent state is always larger than Η/2 and is equal to the minimum of the ...

Multidecadal oscillations in rainfall and hydrological extremes

Science.gov (United States)

Willems, Patrick

2013-04-01

Many studies have anticipated a worldwide increase in the frequency and intensity of precipitation extremes and floods since the last decade(s). Natural variability by climate oscillations partly determines the observed evolution of precipitation extremes. Based on a technique for the identification and analysis of changes in extreme quantiles, it is shown that hydrological extremes have oscillatory behaviour at multidecadal time scales. Results are based on nearly independent extremes extracted from long-term historical time series of precipitation intensities and river flows. Study regions include Belgium - The Netherlands (Meuse basin), Ethiopia (Blue Nile basin) and Ecuador (Paute basin). For Belgium - The Netherlands, the past 100 years showed larger and more hydrological extremes around the 1910s, 1950-1960s, and more recently during the 1990-2000s. Interestingly, the oscillations for southwestern Europe are anti-correlated with these of northwestern Europe, thus with oscillation highs in the 1930-1940s and 1970s. The precipitation oscillation peaks are explained by persistence in atmospheric circulation patterns over the North Atlantic during periods of 10 to 15 years. References: Ntegeka V., Willems P. (2008), 'Trends and multidecadal oscillations in rainfall extremes, based on a more than 100 years time series of 10 minutes rainfall intensities at Uccle, Belgium', Water Resources Research, 44, W07402, doi:10.1029/2007WR006471 Mora, D., Willems, P. (2012), 'Decadal oscillations in rainfall and air temperature in the Paute River Basin - Southern Andes of Ecuador', Theoretical and Applied Climatology, 108(1), 267-282, doi:0.1007/s00704-011-0527-4 Taye, M.T., Willems, P. (2011). 'Influence of climate variability on representative QDF predictions of the upper Blue Nile Basin', Journal of Hydrology, 411, 355-365, doi:10.1016/j.jhydrol.2011.10.019 Taye, M.T., Willems, P. (2012). 'Temporal variability of hydro-climatic extremes in the Blue Nile basin', Water

Time series modeling, computation, and inference

CERN Document Server

Prado, Raquel

2010-01-01

The authors systematically develop a state-of-the-art analysis and modeling of time series. … this book is well organized and well written. The authors present various statistical models for engineers to solve problems in time series analysis. Readers no doubt will learn state-of-the-art techniques from this book.-Hsun-Hsien Chang, Computing Reviews, March 2012My favorite chapters were on dynamic linear models and vector AR and vector ARMA models.-William Seaver, Technometrics, August 2011… a very modern entry to the field of time-series modelling, with a rich reference list of the current lit

Time Series Analysis Forecasting and Control

CERN Document Server

Box, George E P; Reinsel, Gregory C

2011-01-01

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

Chimeralike states in networks of bistable time-delayed feedback oscillators coupled via the mean field.

Science.gov (United States)

Ponomarenko, V I; Kulminskiy, D D; Prokhorov, M D

2017-08-01

We study the collective dynamics of oscillators in a network of identical bistable time-delayed feedback systems globally coupled via the mean field. The influence of delay and inertial properties of the mean field on the collective behavior of globally coupled oscillators is investigated. A variety of oscillation regimes in the network results from the presence of bistable states with substantially different frequencies in coupled oscillators. In the physical experiment and numerical simulation we demonstrate the existence of chimeralike states, in which some of the oscillators in the network exhibit synchronous oscillations, while all other oscillators remain asynchronous.

Costationarity of Locally Stationary Time Series Using costat

OpenAIRE

Cardinali, Alessandro; Nason, Guy P.

2013-01-01

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

Time dependent analysis of Xenon spatial oscillations in small power reactors

International Nuclear Information System (INIS)

Decco, Claudia Cristina Ghirardello

1997-01-01

This work presents time dependent analysis of xenon spatial oscillations studying the influence of the power density distribution, type of reactivity perturbation, power level and core size, using the one-dimensional and three-dimensional analysis with the MID2 and citation codes, respectively. It is concluded that small pressurized water reactors with height smaller than 1.5 m are stable and do not have xenon spatial oscillations. (author)

Detecting nonlinear structure in time series

International Nuclear Information System (INIS)

Theiler, J.

1991-01-01

We describe an approach for evaluating the statistical significance of evidence for nonlinearity in a time series. The formal application of our method requires the careful statement of a null hypothesis which characterizes a candidate linear process, the generation of an ensemble of ''surrogate'' data sets which are similar to the original time series but consistent with the null hypothesis, and the computation of a discriminating statistic for the original and for each of the surrogate data sets. The idea is to test the original time series against the null hypothesis by checking whether the discriminating statistic computed for the original time series differs significantly from the statistics computed for each of the surrogate sets. While some data sets very cleanly exhibit low-dimensional chaos, there are many cases where the evidence is sketchy and difficult to evaluate. We hope to provide a framework within which such claims of nonlinearity can be evaluated. 5 refs., 4 figs

Introduction to time series and forecasting

CERN Document Server

Brockwell, Peter J

2016-01-01

This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space mod...

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.

Frontiers in Time Series and Financial Econometrics

OpenAIRE

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

2015-01-01

__Abstract__ Two of the fastest growing frontiers in econometrics and quantitative finance are time series and financial econometrics. Significant theoretical contributions to financial econometrics have been made by experts in statistics, econometrics, mathematics, and time series analysis. The purpose of this special issue of the journal on “Frontiers in Time Series and Financial Econometrics” is to highlight several areas of research by leading academics in which novel methods have contrib...

Scale-dependent intrinsic entropies of complex time series.

Science.gov (United States)

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

2016-04-13

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

Elements of nonlinear time series analysis and forecasting

CERN Document Server

De Gooijer, Jan G

2017-01-01

This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods. The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods. To make the book as user friendly as possible...

An Energy-Based Similarity Measure for Time Series

Directory of Open Access Journals (Sweden)

Pierre Brunagel

2007-11-01

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

Short pulse generation from a passively mode-locked fiber optical parametric oscillator with optical time-stretch.

Science.gov (United States)

Qiu, Yi; Wei, Xiaoming; Du, Shuxin; Wong, Kenneth K Y; Tsia, Kevin K; Xu, Yiqing

2018-04-16

We propose a passively mode-locked fiber optical parametric oscillator assisted with optical time-stretch. Thanks to the lately developed optical time-stretch technique, the onset oscillating spectral components can be temporally dispersed across the pump envelope and further compete for the parametric gain with the other parts of onset oscillating sidebands within the pump envelope. By matching the amount of dispersion in optical time-stretch with the pulse width of the quasi-CW pump and oscillating one of the parametric sidebands inside the fiber cavity, we numerically show that the fiber parametric oscillator can be operated in a single pulse regime. By varying the amount of the intracavity dispersion, we further verify that the origin of this single pulse mode-locking regime is due to the optical pulse stretching and compression.

Oscillator monitor

International Nuclear Information System (INIS)

McNeill, G.A.

1981-01-01

Present high-speed data acquisition systems in nuclear diagnostics use high-frequency oscillators to provide timing references for signals recorded on fast, traveling-wave oscilloscopes. An oscillator's sinusoidal wave shape is superimposed on the recorded signal with each cycle representing a fixed time increment. During data analysis the sinusoid is stripped from the signal, leaving a clean signal shape with known timing. Since all signal/time relationships are totally dependant upon working oscillators, these critical devices must have remote verification of proper operation. This manual presents the newly-developed oscillator monitor which will provide the required verification

Detecting chaos in irregularly sampled time series.

Science.gov (United States)

Kulp, C W

2013-09-01

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

Building Chaotic Model From Incomplete Time Series

Science.gov (United States)

Siek, Michael; Solomatine, Dimitri

2010-05-01

This paper presents a number of novel techniques for building a predictive chaotic model from incomplete time series. A predictive chaotic model is built by reconstructing the time-delayed phase space from observed time series and the prediction is made by a global model or adaptive local models based on the dynamical neighbors found in the reconstructed phase space. In general, the building of any data-driven models depends on the completeness and quality of the data itself. However, the completeness of the data availability can not always be guaranteed since the measurement or data transmission is intermittently not working properly due to some reasons. We propose two main solutions dealing with incomplete time series: using imputing and non-imputing methods. For imputing methods, we utilized the interpolation methods (weighted sum of linear interpolations, Bayesian principle component analysis and cubic spline interpolation) and predictive models (neural network, kernel machine, chaotic model) for estimating the missing values. After imputing the missing values, the phase space reconstruction and chaotic model prediction are executed as a standard procedure. For non-imputing methods, we reconstructed the time-delayed phase space from observed time series with missing values. This reconstruction results in non-continuous trajectories. However, the local model prediction can still be made from the other dynamical neighbors reconstructed from non-missing values. We implemented and tested these methods to construct a chaotic model for predicting storm surges at Hoek van Holland as the entrance of Rotterdam Port. The hourly surge time series is available for duration of 1990-1996. For measuring the performance of the proposed methods, a synthetic time series with missing values generated by a particular random variable to the original (complete) time series is utilized. There exist two main performance measures used in this work: (1) error measures between the actual

Multivariate Time Series Search

Data.gov (United States)

National Aeronautics and Space Administration — Multivariate Time-Series (MTS) are ubiquitous, and are generated in areas as disparate as sensor recordings in aerospace systems, music and video streams, medical...

Analysing Stable Time Series

National Research Council Canada - National Science Library

Adler, Robert

1997-01-01

We describe how to take a stable, ARMA, time series through the various stages of model identification, parameter estimation, and diagnostic checking, and accompany the discussion with a goodly number...

Singular perturbation analysis of relaxation oscillations in reactor systems

International Nuclear Information System (INIS)

Ward, M.E.; Lee, J.C.

1987-01-01

A singular perturbation method for the analysis of large power oscillations in nuclear reactors is applied to obtain phase-plane solutions of the Ergen-Weinberg model. The system equations, recast in an appropriate form, directly give a first approximation to the closed trajectory in which the system behaviour is idealized as relaxation oscillations. Further approximations in the phase plane are determined using separate perturbation series on individual parts of the oscillation, with variations in the assignment of dependent and independent variables to consistently obtain convergent series. The accuracy of each order of the phase-plane solution increases with the magnitude of the power pulse in the actual physical situation. For realistic reactor conditions, both the trajectory and period of oscillation are well predicted using the first two terms of each perturbation series

Neural Network Models for Time Series Forecasts

OpenAIRE

Tim Hill; Marcus O'Connor; William Remus

1996-01-01

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

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...

Geometric noise reduction for multivariate time series.

Science.gov (United States)

Mera, M Eugenia; Morán, Manuel

2006-03-01

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

BRITS: Bidirectional Recurrent Imputation for Time Series

OpenAIRE

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

2018-01-01

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

Efficient Algorithms for Segmentation of Item-Set Time Series

Science.gov (United States)

Chundi, Parvathi; Rosenkrantz, Daniel J.

We propose a special type of time series, which we call an item-set time series, to facilitate the temporal analysis of software version histories, email logs, stock market data, etc. In an item-set time series, each observed data value is a set of discrete items. We formalize the concept of an item-set time series and present efficient algorithms for segmenting a given item-set time series. Segmentation of a time series partitions the time series into a sequence of segments where each segment is constructed by combining consecutive time points of the time series. Each segment is associated with an item set that is computed from the item sets of the time points in that segment, using a function which we call a measure function. We then define a concept called the segment difference, which measures the difference between the item set of a segment and the item sets of the time points in that segment. The segment difference values are required to construct an optimal segmentation of the time series. We describe novel and efficient algorithms to compute segment difference values for each of the measure functions described in the paper. We outline a dynamic programming based scheme to construct an optimal segmentation of the given item-set time series. We use the item-set time series segmentation techniques to analyze the temporal content of three different data sets—Enron email, stock market data, and a synthetic data set. The experimental results show that an optimal segmentation of item-set time series data captures much more temporal content than a segmentation constructed based on the number of time points in each segment, without examining the item set data at the time points, and can be used to analyze different types of temporal data.

Studies on time series applications in environmental sciences

CERN Document Server

Bărbulescu, Alina

2016-01-01

Time series analysis and modelling represent a large study field, implying the approach from the perspective of the time and frequency, with applications in different domains. Modelling hydro-meteorological time series is difficult due to the characteristics of these series, as long range dependence, spatial dependence, the correlation with other series. Continuous spatial data plays an important role in planning, risk assessment and decision making in environmental management. In this context, in this book we present various statistical tests and modelling techniques used for time series analysis, as well as applications to hydro-meteorological series from Dobrogea, a region situated in the south-eastern part of Romania, less studied till now. Part of the results are accompanied by their R code. .

Global Population Density Grid Time Series Estimates

Data.gov (United States)

National Aeronautics and Space Administration — Global Population Density Grid Time Series Estimates provide a back-cast time series of population density grids based on the year 2000 population grid from SEDAC's...

Prediction and Geometry of Chaotic Time Series

National Research Council Canada - National Science Library

Leonardi, Mary

1997-01-01

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

Sensor-Generated Time Series Events: A Definition Language

Science.gov (United States)

Anguera, Aurea; Lara, Juan A.; Lizcano, David; Martínez, Maria Aurora; Pazos, Juan

2012-01-01

There are now a great many domains where information is recorded by sensors over a limited time period or on a permanent basis. This data flow leads to sequences of data known as time series. In many domains, like seismography or medicine, time series analysis focuses on particular regions of interest, known as events, whereas the remainder of the time series contains hardly any useful information. In these domains, there is a need for mechanisms to identify and locate such events. In this paper, we propose an events definition language that is general enough to be used to easily and naturally define events in time series recorded by sensors in any domain. The proposed language has been applied to the definition of time series events generated within the branch of medicine dealing with balance-related functions in human beings. A device, called posturograph, is used to study balance-related functions. The platform has four sensors that record the pressure intensity being exerted on the platform, generating four interrelated time series. As opposed to the existing ad hoc proposals, the results confirm that the proposed language is valid, that is generally applicable and accurate, for identifying the events contained in the time series.

Time-Dependent Simulation of Free-Electron Laser Amplifiers and Oscillators

CERN Document Server

Freund, H

2005-01-01

Time-dependent FEL simulations use a variety of techniques. Most simulations use a slowly varying envelope approximation (SVEA). One such technique assumes that the envelope varies only in z combined with a field representation as an ensemble of discrete harmonics, which is equivalent to a time-dependent simulation [1] but is computationally prohibitive. A second technique uses an SVEA in both in z and t [2]. The particles and fields are advanced in z using the same process as in steady-state simulations and then the time derivative describing slippage is applied. This is used in wiggler-averaged codes such as GINGER [3] and GENESIS [4]. We describe the inclusion of this technique in the non-wiggler-averaged code MEDUSA [5], which is applied to amplifiers and oscillators. MEDUSA differs from GINGER and GENESIS also in the way the field is treated. GINGER and GENESIS use a field solver and must explicitly propagate the field outside the wiggler oscillators. This is computationally intensive. MEDUSA uses a Gaus...

Subsurface oscillations at an oceanic station in the Bay of Bengal

Digital Repository Service at National Institute of Oceanography (India)

Sarma, Y.V.B.; Sarma, M.S.S.; Charyulu, R.J.K.; Rao, D.P.

. For this purpose a 7 day time series data on water temperature, surface wind and atmospheric pressure have been taken. Spectral analysis of the data shows that the fluctuations of pressure and wind have varied influence on the subsurface oscillations. However...

Correlation and multifractality in climatological time series

International Nuclear Information System (INIS)

Pedron, I T

2010-01-01

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

Thermal state of the general time-dependent harmonic oscillator

Indian Academy of Sciences (India)

Taking advantage of dynamical invariant operator, we derived quantum mechanical solution of general time-dependent harmonic oscillator. The uncertainty relation of the system is always larger than ħ=2 not only in number but also in the thermal state as expected. We used the diagonal elements of density operator ...

Time Series Forecasting with Missing Values

Directory of Open Access Journals (Sweden)

Shin-Fu Wu

2015-11-01

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

The analysis of time series: an introduction

National Research Council Canada - National Science Library

Chatfield, Christopher

1989-01-01

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

A Generalized Time-Dependent Harmonic Oscillator at Finite Temperature

International Nuclear Information System (INIS)

Majima, H.; Suzuki, A.

2006-01-01

We show how a generalized time-dependent harmonic oscillator (GTHO) is extended to a finite temperature case by using thermo field dynamics (TFD). We derive the general time-dependent annihilation and creation operators for the system, and obtain the time-dependent quasiparticle annihilation and creation operators for the GTHO by using the temperature-dependent Bogoliubov transformation of TFD. We also obtain the thermal state as a two-mode squeezed vacuum state in the time-dependent case as well as in the time-independent case. The general formula is derived to calculate the thermal expectation value of operators

Time series modeling in traffic safety research.

Science.gov (United States)

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

2018-08-01

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

Time-dependent Thomas-Fermi approach to nuclear monopole oscillations

International Nuclear Information System (INIS)

Pi, M.; Barranco, M.; Nemeth, J.; Ngo, C.; Tomasi, E.

1985-10-01

A Time-dependent Thomas-Fermi (TDTF) method has been used to study nuclear monopole oscillations and in particular, the semiclassical strength function S(E). An analysis of the S(E) moments, obtained by suitable integrations, shows that these results are in good agreement with data previously obtained from static Thomas-Fermi calculations

Time series prediction: statistical and neural techniques

Science.gov (United States)

Zahirniak, Daniel R.; DeSimio, Martin P.

1996-03-01

In this paper we compare the performance of nonlinear neural network techniques to those of linear filtering techniques in the prediction of time series. Specifically, we compare the results of using the nonlinear systems, known as multilayer perceptron and radial basis function neural networks, with the results obtained using the conventional linear Wiener filter, Kalman filter and Widrow-Hoff adaptive filter in predicting future values of stationary and non- stationary time series. Our results indicate the performance of each type of system is heavily dependent upon the form of the time series being predicted and the size of the system used. In particular, the linear filters perform adequately for linear or near linear processes while the nonlinear systems perform better for nonlinear processes. Since the linear systems take much less time to be developed, they should be tried prior to using the nonlinear systems when the linearity properties of the time series process are unknown.

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.

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

International Nuclear Information System (INIS)

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

1982-05-01

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

Clinical and epidemiological rounds. Time series

Directory of Open Access Journals (Sweden)

León-Álvarez, Alba Luz

2016-07-01

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

Integer-valued time series

NARCIS (Netherlands)

van den Akker, R.

2007-01-01

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

Robust Forecasting of Non-Stationary Time Series

NARCIS (Netherlands)

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

2010-01-01

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

Coherent states for the time dependent harmonic oscillator: the step function

International Nuclear Information System (INIS)

Moya-Cessa, Hector; Fernandez Guasti, Manuel

2003-01-01

We study the time evolution for the quantum harmonic oscillator subjected to a sudden change of frequency. It is based on an approximate analytic solution to the time dependent Ermakov equation for a step function. This approach allows for a continuous treatment that differs from former studies that involve the matching of two time independent solutions at the time when the step occurs

Time between plastic displacements of elasto-plastic oscillators subject to Gaussian white noise

DEFF Research Database (Denmark)

Tarp-Johansen, Niels Jacob; Ditlevsen, Ove Dalager

2001-01-01

A one degree of freedom elasto-plastic oscillator subject to stationary Gaussian white noise has a plastic displacement response process of intermittent character. During shorter or longer time intervals the oscillator vibrates within the elastic domain without undergoing any plastic displacements...... between the clumps of plastic displacements. This is needed for a complete description of the plastic displacement process. A quite accurate fast simulation procedure is presented based on an amplitude model to determine the short waiting times in the transient regime of the elastic vibrations existing...

Complex network approach to fractional time series

Energy Technology Data Exchange (ETDEWEB)

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

2015-10-15

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

A time-domain digitally controlled oscillator composed of a free running ring oscillator and flying-adder

International Nuclear Information System (INIS)

Liu Wei; Zhang Shengdong; Wang Yangyuan; Li Wei; Ren Peng; Lin Qinglong

2009-01-01

A time-domain digitally controlled oscillator (DCO) is proposed. The DCO is composed of a free-running ring oscillator (FRO) and a two lap-selectors integrated flying-adder (FA). With a coiled cell array which allows uniform loading capacitances of the delay cells, the FRO produces 32 outputs with consistent tap spacing for the FA as reference clocks. The FA uses the outputs from the FRO to generate the output of the DCO according to the control number, resulting in a linear dependence of the output period, instead of the frequency on the digital controlling word input. Thus the proposed DCO ensures a good conversion linearity in a time-domain, and is suitable for time-domain all-digital phase locked loop applications. The DCO was implemented in a standard 0.13 μm digital logic CMOS process. The measurement results show that the DCO has a linear and monotonic tuning curve with gain variation of less than 10%, and a very low root mean square period jitter of 9.3 ps in the output clocks. The DCO works well at supply voltages ranging from 0.6 to 1.2 V, and consumes 4 mW of power with 500 MHz frequency output at 1.2 V supply voltage.

Detecting quasi-oscillations in the monthly precipitation regimes of the Iberian Peninsula

Directory of Open Access Journals (Sweden)

L. Morala

2003-03-01

Full Text Available A spectral analysis of the time series corresponding to the main monthly precipitation regimes of the Iberian Peninsula was performed using two methods, the Multi-Taper Method and Monte Carlo Singular Spectrum Analysis. The Multi-Taper Method gave a preliminary view of the presence of signals in some of the time series. Monte Carlo Singular Spectrum Analysis discriminated between potential oscillations and noise. From the results of the two methods it is concluded that there exist three significant quasi-oscillations at the 95% level of confidence: a 5.0 year quasi-oscillation and a long-term trend in the Atlantic pattern of March, a 3.2 year quasi-oscillation in the Cantabrian pattern of January, and a 4.0 year quasi-oscillation in the Catalonian pattern of February. These quasi-oscillations might be related to climatic variations with similar periodicities over the North Atlantic Ocean. The possible simultaneity of high values of precipitation generated by the significant quasi-oscillations and high sea–level pressures was studied by means of composite maps. It was found that high values of precipitation generated by the oscillations of the Atlantic patterns of January and March exist simultaneously with a specific high pressure structure over the North Atlantic Ocean, that allow cyclonic perturbations to cross the Iberian Peninsula. During the non-wet years, this high pressure structure moves northwards, keeping the track of the low pressure centers to the north, far from the Iberian Peninsula. On the other hand, high values of precipitation generated by the oscillation of the Cantabrian pattern of January exist simultaneously with a high pressure structure over the Galicia region and the Cantabrian Sea, that allow a northerly flow over the region. Also, a positive trend in the NAO index for March has been found, starting in the sixties, which is not evident for other winter months. This trend agrees with the decreasing trend found in the

Introduction to time series analysis and forecasting

CERN Document Server

Montgomery, Douglas C; Kulahci, Murat

2008-01-01

An accessible introduction to the most current thinking in and practicality of forecasting techniques in the context of time-oriented data. Analyzing time-oriented data and forecasting are among the most important problems that analysts face across many fields, ranging from finance and economics to production operations and the natural sciences. As a result, there is a widespread need for large groups of people in a variety of fields to understand the basic concepts of time series analysis and forecasting. Introduction to Time Series Analysis and Forecasting presents the time series analysis branch of applied statistics as the underlying methodology for developing practical forecasts, and it also bridges the gap between theory and practice by equipping readers with the tools needed to analyze time-oriented data and construct useful, short- to medium-term, statistically based forecasts.

Eliminating oscillations in the Internet by time-delayed feedback control

International Nuclear Information System (INIS)

Liu Chenglin; Tian Yuping

2008-01-01

In this paper, a time-delayed feedback control method is applied to congestion control in order to eliminate oscillations in the Internet. The stability of the proposed control method is demonstrated based on frequency-domain analysis. The effectiveness of the method is illustrated using simulation

Eliminating oscillations in the Internet by time-delayed feedback control

Energy Technology Data Exchange (ETDEWEB)

Liu Chenglin [Department of Automatic Control, Southeast University, Nanjing 210096 (China); Tian Yuping [Department of Automatic Control, Southeast University, Nanjing 210096 (China)], E-mail: yptian@seu.edu.cn

2008-03-15

In this paper, a time-delayed feedback control method is applied to congestion control in order to eliminate oscillations in the Internet. The stability of the proposed control method is demonstrated based on frequency-domain analysis. The effectiveness of the method is illustrated using simulation.

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

Science.gov (United States)

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

2018-01-01

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

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

Science.gov (United States)

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

2018-01-01

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

The foundations of modern time series analysis

CERN Document Server

Mills, Terence C

2011-01-01

This book develops the analysis of Time Series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication in 1970, showing how these methods laid the foundations for the modern techniques of Time Series analysis that are in use today.

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.

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

Science.gov (United States)

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

2011-12-01

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

Study of current oscillations and hard x-ray emissions in pre-cursor phase of major disruptions in Damavand tokamak

International Nuclear Information System (INIS)

Amrollahi, R.

2002-01-01

We notice that the hard x-ray activity before disruption consists of a series of spikes, uniformly distributed in time domain forming an orderly periodic series of oscillations at a frequency of 6.0 kHz. Disruption starts with an initial fast rise followed by decay. Current decay occurs in two regimes: the first corresponds to slow decay, in which the current is oscillating and reducing down to ∼70% its max value, and the second corresponds to fast decay, in which it totally vanishes abruptly in about 0.2 ms. In the first regime, the loop voltage also oscillates with considerable amplitude. The frequency of oscillations in the first regime is measured to be also about 6.0 kHz. As well, they follow the oscillation phase of hard x-rays. Thus the micro-instabilities driven by runaway electrons, being responsible for the production of hard x-rays bursts and small current oscillations, play a significant role in the disruption. (author)

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

Science.gov (United States)

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

2014-07-01

The linear regression parameters between two time series can be different under different lengths of observation period. If we study the whole period by the sliding window of a short period, the change of the linear regression parameters is a process of dynamic transmission over time. We tackle fundamental research that presents a simple and efficient computational scheme: a linear regression patterns transmission algorithm, which transforms linear regression patterns into directed and weighted networks. The linear regression patterns (nodes) are defined by the combination of intervals of the linear regression parameters and the results of the significance testing under different sizes of the sliding window. The transmissions between adjacent patterns are defined as edges, and the weights of the edges are the frequency of the transmissions. The major patterns, the distance, and the medium in the process of the transmission can be captured. The statistical results of weighted out-degree and betweenness centrality are mapped on timelines, which shows the features of the distribution of the results. Many measurements in different areas that involve two related time series variables could take advantage of this algorithm to characterize the dynamic relationships between the time series from a new perspective.

Lag space estimation in time series modelling

DEFF Research Database (Denmark)

Goutte, Cyril

1997-01-01

The purpose of this article is to investigate some techniques for finding the relevant lag-space, i.e. input information, for time series modelling. This is an important aspect of time series modelling, as it conditions the design of the model through the regressor vector a.k.a. the input layer...

A Simple Snap Oscillator with Coexisting Attractors, Its Time-Delayed Form, Physical Realization, and Communication Designs

Science.gov (United States)

Rajagopal, Karthikeyan; Jafari, Sajad; Akgul, Akif; Karthikeyan, Anitha; Çiçek, Serdar; Shekofteh, Yasser

2018-05-01

In this paper, we report a novel chaotic snap oscillator with one nonlinear function. Dynamic analysis of the system shows the existence of bistability. To study the time delay effects on the proposed snap oscillator, we introduce multiple time delay in the fourth state equation. Investigation of dynamical properties of the time-delayed system shows that the snap oscillator exhibits the same multistable properties as the nondelayed system. The new multistable hyperjerk chaotic system has been tested in chaos shift keying and symmetric choc shift keying modulated communication designs for engineering applications. It has been determined that the symmetric chaos shift keying modulated communication system implemented with the new chaotic system is more successful than the chaos shift keying modulation for secure communication. Also, circuit implementation of the chaotic snap oscillator with tangent function is carried out showing its feasibility.

Stability of The Synchronization Manifold in An All-To-All Time LAG- Diffusively Coupled Oscillators

Directory of Open Access Journals (Sweden)

Adu A.M. Wasike

2009-06-01

Full Text Available we consider a lattice system of identical oscillators that are all coupled to one another with a diffusive coupling that has a time lag. We use the natural splitting of the system into synchronized manifold and transversal manifold to estimate the value of the time lag for which the stability of the system follows from that without a time lag. Each oscillator has a unique periodic solution that is attracting.

Time-series prediction and applications a machine intelligence approach

CERN Document Server

Konar, Amit

2017-01-01

This book presents machine learning and type-2 fuzzy sets for the prediction of time-series with a particular focus on business forecasting applications. It also proposes new uncertainty management techniques in an economic time-series using type-2 fuzzy sets for prediction of the time-series at a given time point from its preceding value in fluctuating business environments. It employs machine learning to determine repetitively occurring similar structural patterns in the time-series and uses stochastic automaton to predict the most probabilistic structure at a given partition of the time-series. Such predictions help in determining probabilistic moves in a stock index time-series Primarily written for graduate students and researchers in computer science, the book is equally useful for researchers/professionals in business intelligence and stock index prediction. A background of undergraduate level mathematics is presumed, although not mandatory, for most of the sections. Exercises with tips are provided at...

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.

Stochastic nature of series of waiting times

Science.gov (United States)

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

2013-06-01

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

Efficient Approximate OLAP Querying Over Time Series

DEFF Research Database (Denmark)

Perera, Kasun Baruhupolage Don Kasun Sanjeewa; Hahmann, Martin; Lehner, Wolfgang

2016-01-01

The ongoing trend for data gathering not only produces larger volumes of data, but also increases the variety of recorded data types. Out of these, especially time series, e.g. various sensor readings, have attracted attention in the domains of business intelligence and decision making. As OLAP...... queries play a major role in these domains, it is desirable to also execute them on time series data. While this is not a problem on the conceptual level, it can become a bottleneck with regards to query run-time. In general, processing OLAP queries gets more computationally intensive as the volume...... of data grows. This is a particular problem when querying time series data, which generally contains multiple measures recorded at fine time granularities. Usually, this issue is addressed either by scaling up hardware or by employing workload based query optimization techniques. However, these solutions...

OSCILLATION OF A SECOND-ORDER HALF-LINEAR NEUTRAL DAMPED DIFFERENTIAL EQUATION WITH TIME-DELAY

Institute of Scientific and Technical Information of China (English)

无

2012-01-01

In this paper,the oscillation for a class of second-order half-linear neutral damped differential equation with time-delay is studied.By means of Yang-inequality,the generalized Riccati transformation and a certain function,some new sufficient conditions for the oscillation are given for all solutions to the equation.

A Dynamic Fuzzy Cluster Algorithm for Time Series

Directory of Open Access Journals (Sweden)

Min Ji

2013-01-01

clustering time series by introducing the definition of key point and improving FCM algorithm. The proposed algorithm works by determining those time series whose class labels are vague and further partitions them into different clusters over time. The main advantage of this approach compared with other existing algorithms is that the property of some time series belonging to different clusters over time can be partially revealed. Results from simulation-based experiments on geographical data demonstrate the excellent performance and the desired results have been obtained. The proposed algorithm can be applied to solve other clustering problems in data mining.

Symmetries and invariants of the oscillator and envelope equations with time-dependent frequency

Directory of Open Access Journals (Sweden)

Hong Qin

2006-05-01

Full Text Available The single-particle dynamics in a time-dependent focusing field is examined. The existence of the Courant-Snyder invariant, a fundamental concept in accelerator physics, is fundamentally a result of the corresponding symmetry admitted by the harmonic oscillator equation with linear time-dependent frequency. It is demonstrated that the Lie algebra of the symmetry group for the oscillator equation with time-dependent frequency is eight dimensional, and is composed of four independent subalgebras. A detailed analysis of the admitted symmetries reveals a deeper connection between the nonlinear envelope equation and the oscillator equation. A general theorem regarding the symmetries and invariants of the envelope equation, which includes the existence of the Courant-Snyder invariant as a special case, is demonstrated. As an application to accelerator physics, the symmetries of the envelope equation enable a fast numerical algorithm for finding matched solutions without using the conventional iterative Newton’s method, where the envelope equation needs to be numerically integrated once for every iteration, and the Jacobi matrix needs to be calculated for the envelope perturbation.

A novel weight determination method for time series data aggregation

Science.gov (United States)

Xu, Paiheng; Zhang, Rong; Deng, Yong

2017-09-01

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

Foundations of Sequence-to-Sequence Modeling for Time Series

OpenAIRE

Kuznetsov, Vitaly; Mariet, Zelda

2018-01-01

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

Coupled oscillators in identification of nonlinear damping of a real parametric pendulum

Science.gov (United States)

Olejnik, Paweł; Awrejcewicz, Jan

2018-01-01

A damped parametric pendulum with friction is identified twice by means of its precise and imprecise mathematical model. A laboratory test stand designed for experimental investigations of nonlinear effects determined by a viscous resistance and the stick-slip phenomenon serves as the model mechanical system. An influence of accurateness of mathematical modeling on the time variability of the nonlinear damping coefficient of the oscillator is proved. A free decay response of a precisely and imprecisely modeled physical pendulum is dependent on two different time-varying coefficients of damping. The coefficients of the analyzed parametric oscillator are identified with the use of a new semi-empirical method based on a coupled oscillators approach, utilizing the fractional order derivative of the discrete measurement series treated as an input to the numerical model. Results of application of the proposed method of identification of the nonlinear coefficients of the damped parametric oscillator have been illustrated and extensively discussed.

Climate Prediction Center (CPC) Global Precipitation Time Series

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — The global precipitation time series provides time series charts showing observations of daily precipitation as well as accumulated precipitation compared to normal...

Climate Prediction Center (CPC) Global Temperature Time Series

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — The global temperature time series provides time series charts using station based observations of daily temperature. These charts provide information about the...

Wigner expansions for partition functions of nonrelativistic and relativistic oscillator systems

Science.gov (United States)

Zylka, Christian; Vojta, Guenter

1993-01-01

The equilibrium quantum statistics of various anharmonic oscillator systems including relativistic systems is considered within the Wigner phase space formalism. For this purpose the Wigner series expansion for the partition function is generalized to include relativistic corrections. The new series for partition functions and all thermodynamic potentials yield quantum corrections in terms of powers of h(sup 2) and relativistic corrections given by Kelvin functions (modified Hankel functions) K(sub nu)(mc(sup 2)/kT). As applications, the symmetric Toda oscillator, isotonic and singular anharmonic oscillators, and hindered rotators, i.e. oscillators with cosine potential, are addressed.

Oscillators and Eigenvalues

DEFF Research Database (Denmark)

Lindberg, Erik

1997-01-01

In order to obtain insight in the nature of nonlinear oscillators the eigenvalues of the linearized Jacobian of the differential equations describing the oscillator are found and displayed as functions of time. A number of oscillators are studied including Dewey's oscillator (piecewise linear wit...... with negative resistance), Kennedy's Colpitts-oscillator (with and without chaos) and a new 4'th order oscillator with hyper-chaos....

Fundamental and Subharmonic Resonances of Harmonically Oscillation with Time Delay State Feedback

Directory of Open Access Journals (Sweden)

A.F. EL-Bassiouny

2006-01-01

Full Text Available Time delays occur in many physical systems. In particular, when automatic control is used with structural or mechanical systems, there exists a delay between measurement of the system state and corrective action. The concept of an equivalent damping related to the delay feedback is proposed and the appropriate choice of the feedback gains and the time delay is discussed from the viewpoint of vibration control. We investigate the fundamental resonance and subharmonic resonance of order one-half of a harmonically oscillation under state feedback control with a time delay. By using the multiple scale perturbation technique, the first order approximation of the resonances are derived and the effect of time delay on the resonances is investigated. The fixed points correspond to a periodic motion for the starting system and we show the external excitation-response and frequency-response curves. We analyze the effect of time delay and the other different parameters on these oscillations.

Recurrent Neural Network Applications for Astronomical Time Series

Science.gov (United States)

Protopapas, Pavlos

2017-06-01

The benefits of good predictive models in astronomy lie in early event prediction systems and effective resource allocation. Current time series methods applicable to regular time series have not evolved to generalize for irregular time series. In this talk, I will describe two Recurrent Neural Network methods, Long Short-Term Memory (LSTM) and Echo State Networks (ESNs) for predicting irregular time series. Feature engineering along with a non-linear modeling proved to be an effective predictor. For noisy time series, the prediction is improved by training the network on error realizations using the error estimates from astronomical light curves. In addition to this, we propose a new neural network architecture to remove correlation from the residuals in order to improve prediction and compensate for the noisy data. Finally, I show how to set hyperparameters for a stable and performant solution correctly. In this work, we circumvent this obstacle by optimizing ESN hyperparameters using Bayesian optimization with Gaussian Process priors. This automates the tuning procedure, enabling users to employ the power of RNN without needing an in-depth understanding of the tuning procedure.

Measurements of time average series resonance effect in capacitively coupled radio frequency discharge plasma

International Nuclear Information System (INIS)

Bora, B.; Bhuyan, H.; Favre, M.; Wyndham, E.; Chuaqui, H.; Kakati, M.

2011-01-01

Self-excited plasma series resonance is observed in low pressure capacitvely coupled radio frequency discharges as high-frequency oscillations superimposed on the normal radio frequency current. This high-frequency contribution to the radio frequency current is generated by a series resonance between the capacitive sheath and the inductive and resistive bulk plasma. In this report, we present an experimental method to measure the plasma series resonance in a capacitively coupled radio frequency argon plasma by modifying the homogeneous discharge model. The homogeneous discharge model is modified by introducing a correction factor to the plasma resistance. Plasma parameters are also calculated by considering the plasma series resonances effect. Experimental measurements show that the self-excitation of the plasma series resonance, which arises in capacitive discharge due to the nonlinear interaction of plasma bulk and sheath, significantly enhances both the Ohmic and stochastic heating. The experimentally measured total dissipation, which is the sum of the Ohmic and stochastic heating, is found to increase significantly with decreasing pressure.

A 20-day period standing oscillation in the northern winter stratosphere

Directory of Open Access Journals (Sweden)

K. Hocke

2013-04-01

Full Text Available Observations of the ozone profile by a ground-based microwave radiometer in Switzerland indicate a dominant 20-day oscillation in stratospheric ozone, possibly related to oscillations of the polar vortex edge during winter. For further understanding of the nature of the 20-day oscillation, the ozone data set of ERA Interim meteorological reanalysis is analyzed at the latitude belt of 47.5° N and in the time from 1979 to 2010. Spectral analysis of ozone time series at 7 hPa indicates that the 20-day oscillation is maximal at two locations: 7.5° E, 47.5° N and 60° E, 47.5° N. Composites of the stream function are derived for different phases of the 20-day oscillation of stratospheric ozone at 7 hPa in the Northern Hemisphere. The streamline at Ψ = −2 × 107 m2 s−1 is in the vicinity of the polar vortex edge. The other streamline at Ψ = 4 × 107 m2 s1 surrounds the Aleutian anticyclone and goes to the subtropics. The composites show 20-day period standing oscillations at the polar vortex edge and in the subtropics above Northern Africa, India, and China. The 20-day period standing oscillation above Aral Sea and India is correlated to the strength of the Aleutian anticyclone.

Automated Detection of Oscillating Regions in the Solar Atmosphere

Science.gov (United States)

Ireland, J.; Marsh, M. S.; Kucera, T. A.; Young, C. A.

2010-01-01

Recently observed oscillations in the solar atmosphere have been interpreted and modeled as magnetohydrodynamic wave modes. This has allowed for the estimation of parameters that are otherwise hard to derive, such as the coronal magnetic-field strength. This work crucially relies on the initial detection of the oscillations, which is commonly done manually. The volume of Solar Dynamics Observatory (SDO) data will make manual detection inefficient for detecting all of the oscillating regions. An algorithm is presented that automates the detection of areas of the solar atmosphere that support spatially extended oscillations. The algorithm identifies areas in the solar atmosphere whose oscillation content is described by a single, dominant oscillation within a user-defined frequency range. The method is based on Bayesian spectral analysis of time series and image filtering. A Bayesian approach sidesteps the need for an a-priori noise estimate to calculate rejection criteria for the observed signal, and it also provides estimates of oscillation frequency, amplitude, and noise, and the error in all of these quantities, in a self-consistent way. The algorithm also introduces the notion of quality measures to those regions for which a positive detection is claimed, allowing for simple post-detection discrimination by the user. The algorithm is demonstrated on two Transition Region and Coronal Explorer (TRACE) datasets, and comments regarding its suitability for oscillation detection in SDO are made.

Symmetries and Invariants of the Time-dependent Oscillator Equation and the Envelope Equation

CERN Document Server

Qin, Hong

2005-01-01

Single-particle dynamics in a time-dependent focusing field is examined. The existence of the Courant-Snyder invariant* is fundamentally the result of the corresponding symmetry admitted by the oscillator equation with time-dependent frequency.** A careful analysis of the admitted symmetries reveals a deeper connection between the nonlinear envelope equation and the oscillator equation. A general theorem regarding the symmetries and invariants of the envelope equation, which includes the existence of the Courant-Snyder invariant as a special case, is demonstrated. The symmetries of the envelope equation enable a fast algorithm for finding matched solutions without using the conventional iterative shooting method.

Transition Icons for Time-Series Visualization and Exploratory Analysis.

Science.gov (United States)

Nickerson, Paul V; Baharloo, Raheleh; Wanigatunga, Amal A; Manini, Todd M; Tighe, Patrick J; Rashidi, Parisa

2018-03-01

The modern healthcare landscape has seen the rapid emergence of techniques and devices that temporally monitor and record physiological signals. The prevalence of time-series data within the healthcare field necessitates the development of methods that can analyze the data in order to draw meaningful conclusions. Time-series behavior is notoriously difficult to intuitively understand due to its intrinsic high-dimensionality, which is compounded in the case of analyzing groups of time series collected from different patients. Our framework, which we call transition icons, renders common patterns in a visual format useful for understanding the shared behavior within groups of time series. Transition icons are adept at detecting and displaying subtle differences and similarities, e.g., between measurements taken from patients receiving different treatment strategies or stratified by demographics. We introduce various methods that collectively allow for exploratory analysis of groups of time series, while being free of distribution assumptions and including simple heuristics for parameter determination. Our technique extracts discrete transition patterns from symbolic aggregate approXimation representations, and compiles transition frequencies into a bag of patterns constructed for each group. These transition frequencies are normalized and aligned in icon form to intuitively display the underlying patterns. We demonstrate the transition icon technique for two time-series datasets-postoperative pain scores, and hip-worn accelerometer activity counts. We believe transition icons can be an important tool for researchers approaching time-series data, as they give rich and intuitive information about collective time-series behaviors.

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

Science.gov (United States)

Czechowski, Zbigniew; Lovallo, Michele; Telesca, Luciano

2016-02-01

In this study, we investigate multifractal properties of connectivity time series resulting from the visibility graph applied to normally distributed time series generated by the Ito equations with multiplicative power-law noise. We show that multifractality of the connectivity time series (i.e., the series of numbers of links outgoing any node) increases with the exponent of the power-law noise. The multifractality of the connectivity time series could be due to the width of connectivity degree distribution that can be related to the exit time of the associated Ito time series. Furthermore, the connectivity time series are characterized by persistence, although the original Ito time series are random; this is due to the procedure of visibility graph that, connecting the values of the time series, generates persistence but destroys most of the nonlinear correlations. Moreover, the visibility graph is sensitive for detecting wide "depressions" in input time series.

Mathematical foundations of time series analysis a concise introduction

CERN Document Server

Beran, Jan

2017-01-01

This book provides a concise introduction to the mathematical foundations of time series analysis, with an emphasis on mathematical clarity. The text is reduced to the essential logical core, mostly using the symbolic language of mathematics, thus enabling readers to very quickly grasp the essential reasoning behind time series analysis. It appeals to anybody wanting to understand time series in a precise, mathematical manner. It is suitable for graduate courses in time series analysis but is equally useful as a reference work for students and researchers alike.

Time series analysis in the social sciences the fundamentals

CERN Document Server

Shin, Youseop

2017-01-01

Times Series Analysis in the Social Sciences is a practical and highly readable introduction written exclusively for students and researchers whose mathematical background is limited to basic algebra. The book focuses on fundamental elements of time series analysis that social scientists need to understand so they can employ time series analysis for their research and practice. Through step-by-step explanations and using monthly violent crime rates as case studies, this book explains univariate time series from the preliminary visual analysis through the modeling of seasonality, trends, and re

Data imputation analysis for Cosmic Rays time series

Science.gov (United States)

Fernandes, R. C.; Lucio, P. S.; Fernandez, J. H.

2017-05-01

The occurrence of missing data concerning Galactic Cosmic Rays time series (GCR) is inevitable since loss of data is due to mechanical and human failure or technical problems and different periods of operation of GCR stations. The aim of this study was to perform multiple dataset imputation in order to depict the observational dataset. The study has used the monthly time series of GCR Climax (CLMX) and Roma (ROME) from 1960 to 2004 to simulate scenarios of 10%, 20%, 30%, 40%, 50%, 60%, 70%, 80% and 90% of missing data compared to observed ROME series, with 50 replicates. Then, the CLMX station as a proxy for allocation of these scenarios was used. Three different methods for monthly dataset imputation were selected: AMÉLIA II - runs the bootstrap Expectation Maximization algorithm, MICE - runs an algorithm via Multivariate Imputation by Chained Equations and MTSDI - an Expectation Maximization algorithm-based method for imputation of missing values in multivariate normal time series. The synthetic time series compared with the observed ROME series has also been evaluated using several skill measures as such as RMSE, NRMSE, Agreement Index, R, R2, F-test and t-test. The results showed that for CLMX and ROME, the R2 and R statistics were equal to 0.98 and 0.96, respectively. It was observed that increases in the number of gaps generate loss of quality of the time series. Data imputation was more efficient with MTSDI method, with negligible errors and best skill coefficients. The results suggest a limit of about 60% of missing data for imputation, for monthly averages, no more than this. It is noteworthy that CLMX, ROME and KIEL stations present no missing data in the target period. This methodology allowed reconstructing 43 time series.

Algorithm for Compressing Time-Series Data

Science.gov (United States)

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

2012-01-01

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

Modeling of Volatility with Non-linear Time Series Model

OpenAIRE

Kim Song Yon; Kim Mun Chol

2013-01-01

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

Layered Ensemble Architecture for Time Series Forecasting.

Science.gov (United States)

Rahman, Md Mustafizur; Islam, Md Monirul; Murase, Kazuyuki; Yao, Xin

2016-01-01

Time series forecasting (TSF) has been widely used in many application areas such as science, engineering, and finance. The phenomena generating time series are usually unknown and information available for forecasting is only limited to the past values of the series. It is, therefore, necessary to use an appropriate number of past values, termed lag, for forecasting. This paper proposes a layered ensemble architecture (LEA) for TSF problems. Our LEA consists of two layers, each of which uses an ensemble of multilayer perceptron (MLP) networks. While the first ensemble layer tries to find an appropriate lag, the second ensemble layer employs the obtained lag for forecasting. Unlike most previous work on TSF, the proposed architecture considers both accuracy and diversity of the individual networks in constructing an ensemble. LEA trains different networks in the ensemble by using different training sets with an aim of maintaining diversity among the networks. However, it uses the appropriate lag and combines the best trained networks to construct the ensemble. This indicates LEAs emphasis on accuracy of the networks. The proposed architecture has been tested extensively on time series data of neural network (NN)3 and NN5 competitions. It has also been tested on several standard benchmark time series data. In terms of forecasting accuracy, our experimental results have revealed clearly that LEA is better than other ensemble and nonensemble methods.

A linearization time-domain CMOS smart temperature sensor using a curvature compensation oscillator.

Science.gov (United States)

Chen, Chun-Chi; Chen, Hao-Wen

2013-08-28

This paper presents an area-efficient time-domain CMOS smart temperature sensor using a curvature compensation oscillator for linearity enhancement with a -40 to 120 °C temperature range operability. The inverter-based smart temperature sensors can substantially reduce the cost and circuit complexity of integrated temperature sensors. However, a large curvature exists on the temperature-to-time transfer curve of the inverter-based delay line and results in poor linearity of the sensor output. For cost reduction and error improvement, a temperature-to-pulse generator composed of a ring oscillator and a time amplifier was used to generate a thermal sensing pulse with a sufficient width proportional to the absolute temperature (PTAT). Then, a simple but effective on-chip curvature compensation oscillator is proposed to simultaneously count and compensate the PTAT pulse with curvature for linearization. With such a simple structure, the proposed sensor possesses an extremely small area of 0.07 mm2 in a TSMC 0.35-mm CMOS 2P4M digital process. By using an oscillator-based scheme design, the proposed sensor achieves a fine resolution of 0.045 °C without significantly increasing the circuit area. With the curvature compensation, the inaccuracy of -1.2 to 0.2 °C is achieved in an operation range of -40 to 120 °C after two-point calibration for 14 packaged chips. The power consumption is measured as 23 mW at a sample rate of 10 samples/s.

Stochastic multiresonance for a fractional linear oscillator with time-delayed kernel and quadratic noise

Science.gov (United States)

Guo, Feng; Wang, Xue-Yuan; Zhu, Cheng-Yin; Cheng, Xiao-Feng; Zhang, Zheng-Yu; Huang, Xu-Hui

2017-12-01

The stochastic resonance for a fractional oscillator with time-delayed kernel and quadratic trichotomous noise is investigated. Applying linear system theory and Laplace transform, the system output amplitude (SPA) for the fractional oscillator is obtained. It is found that the SPA is a periodical function of the kernel delayed-time. Stochastic multiplicative phenomenon appears on the SPA versus the driving frequency, versus the noise amplitude, and versus the fractional exponent. The non-monotonous dependence of the SPA on the system parameters is also discussed.

A Method to Determine Oscillation Emergence Bifurcation in Time-Delayed LTI System with Single Lag

Directory of Open Access Journals (Sweden)

Yu Xiaodan

2014-01-01

Full Text Available One type of bifurcation named oscillation emergence bifurcation (OEB found in time-delayed linear time invariant (abbr. LTI systems is fully studied. The definition of OEB is initially put forward according to the eigenvalue variation. It is revealed that a real eigenvalue splits into a pair of conjugated complex eigenvalues when an OEB occurs, which means the number of the system eigenvalues will increase by one and a new oscillation mode will emerge. Next, a method to determine OEB bifurcation in the time-delayed LTI system with single lag is developed based on Lambert W function. A one-dimensional (1-dim time-delayed system is firstly employed to explain the mechanism of OEB bifurcation. Then, methods to determine the OEB bifurcation in 1-dim, 2-dim, and high-dimension time-delayed LTI systems are derived. Finally, simulation results validate the correctness and effectiveness of the presented method. Since OEB bifurcation occurs with a new oscillation mode emerging, work of this paper is useful to explore the complex phenomena and the stability of time-delayed dynamic systems.

Optimal model-free prediction from multivariate time series

Science.gov (United States)

Runge, Jakob; Donner, Reik V.; Kurths, Jürgen

2015-05-01

Forecasting a time series from multivariate predictors constitutes a challenging problem, especially using model-free approaches. Most techniques, such as nearest-neighbor prediction, quickly suffer from the curse of dimensionality and overfitting for more than a few predictors which has limited their application mostly to the univariate case. Therefore, selection strategies are needed that harness the available information as efficiently as possible. Since often the right combination of predictors matters, ideally all subsets of possible predictors should be tested for their predictive power, but the exponentially growing number of combinations makes such an approach computationally prohibitive. Here a prediction scheme that overcomes this strong limitation is introduced utilizing a causal preselection step which drastically reduces the number of possible predictors to the most predictive set of causal drivers making a globally optimal search scheme tractable. The information-theoretic optimality is derived and practical selection criteria are discussed. As demonstrated for multivariate nonlinear stochastic delay processes, the optimal scheme can even be less computationally expensive than commonly used suboptimal schemes like forward selection. The method suggests a general framework to apply the optimal model-free approach to select variables and subsequently fit a model to further improve a prediction or learn statistical dependencies. The performance of this framework is illustrated on a climatological index of El Niño Southern Oscillation.

A window-based time series feature extraction method.

Science.gov (United States)

Katircioglu-Öztürk, Deniz; Güvenir, H Altay; Ravens, Ursula; Baykal, Nazife

2017-10-01

This study proposes a robust similarity score-based time series feature extraction method that is termed as Window-based Time series Feature ExtraCtion (WTC). Specifically, WTC generates domain-interpretable results and involves significantly low computational complexity thereby rendering itself useful for densely sampled and populated time series datasets. In this study, WTC is applied to a proprietary action potential (AP) time series dataset on human cardiomyocytes and three precordial leads from a publicly available electrocardiogram (ECG) dataset. This is followed by comparing WTC in terms of predictive accuracy and computational complexity with shapelet transform and fast shapelet transform (which constitutes an accelerated variant of the shapelet transform). The results indicate that WTC achieves a slightly higher classification performance with significantly lower execution time when compared to its shapelet-based alternatives. With respect to its interpretable features, WTC has a potential to enable medical experts to explore definitive common trends in novel datasets. Copyright © 2017 Elsevier Ltd. All rights reserved.

Frequency-based time-series gene expression recomposition using PRIISM

Directory of Open Access Journals (Sweden)

Rosa Bruce A

2012-06-01

Full Text Available Abstract Background Circadian rhythm pathways influence the expression patterns of as much as 31% of the Arabidopsis genome through complicated interaction pathways, and have been found to be significantly disrupted by biotic and abiotic stress treatments, complicating treatment-response gene discovery methods due to clock pattern mismatches in the fold change-based statistics. The PRIISM (Pattern Recomposition for the Isolation of Independent Signals in Microarray data algorithm outlined in this paper is designed to separate pattern changes induced by different forces, including treatment-response pathways and circadian clock rhythm disruptions. Results Using the Fourier transform, high-resolution time-series microarray data is projected to the frequency domain. By identifying the clock frequency range from the core circadian clock genes, we separate the frequency spectrum to different sections containing treatment-frequency (representing up- or down-regulation by an adaptive treatment response, clock-frequency (representing the circadian clock-disruption response and noise-frequency components. Then, we project the components’ spectra back to the expression domain to reconstruct isolated, independent gene expression patterns representing the effects of the different influences. By applying PRIISM on a high-resolution time-series Arabidopsis microarray dataset under a cold treatment, we systematically evaluated our method using maximum fold change and principal component analyses. The results of this study showed that the ranked treatment-frequency fold change results produce fewer false positives than the original methodology, and the 26-hour timepoint in our dataset was the best statistic for distinguishing the most known cold-response genes. In addition, six novel cold-response genes were discovered. PRIISM also provides gene expression data which represents only circadian clock influences, and may be useful for circadian clock studies

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

Science.gov (United States)

Razavi, Saman; Vogel, Richard

2018-02-01

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

Aspherical bubble dynamics and oscillation times

Energy Technology Data Exchange (ETDEWEB)

Godwin, R.P.; Chapyak, E.J. [Los Alamos National Lab., NM (United States); Noack, J.; Vogel, A. [Medizinisches Laserzentrum Luebeck (Germany)

1999-03-01

The cavitation bubbles common in laser medicine are rarely perfectly spherical and are often located near tissue boundaries, in vessels, etc., which introduce aspherical dynamics. Here, novel features of aspherical bubble dynamics are explored. Time-resolved experimental photographs and simulations of large aspect ratio (length:diameter {approximately}20) cylindrical bubble dynamics are presented. The experiments and calculations exhibit similar dynamics. A small high-pressure cylindrical bubble initially expands radially with hardly any axial motion. Then, after reaching its maximum volume, a cylindrical bubble collapses along its long axis with relatively little radial motion. The growth-collapse period of these very aspherical bubbles differs only sightly from twice the Rayleigh collapse time for a spherical bubble with an equivalent maximum volume. This fact justifies using the temporal interval between the acoustic signals emitted upon bubble creation and collapse to estimate the maximum bubble volume. As a result, hydrophone measurements can provide an estimate of the bubble energy even for aspherical bubbles. The prolongation of the oscillation period of bubbles near solid boundaries relative to that of isolated spherical bubbles is also discussed.

Asymptotic solution for the El Niño time delay sea—air oscillator model

International Nuclear Information System (INIS)

Mo Jia-Qi; Lin Wan-Tao; Lin Yi-Hua

2011-01-01

A sea—air oscillator model is studied using the time delay theory. The aim is to find an asymptotic solving method for the El Niño-southern oscillation (ENSO) model. Employing the perturbed method, an asymptotic solution of the corresponding problem is obtained. Thus we can obtain the prognoses of the sea surface temperature (SST) anomaly and the related physical quantities. (general)

DTW-APPROACH FOR UNCORRELATED MULTIVARIATE TIME SERIES IMPUTATION

OpenAIRE

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

2017-01-01

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

Characterization of reliability of spike timing in spinal interneurons during oscillating inputs

DEFF Research Database (Denmark)

Beierholm, Ulrik; Nielsen, Carsten D.; Ryge, Jesper

2001-01-01

that interneurons can respond with a high reliability of spike timing, but only by combining fast and slow oscillations is it possible to obtain a high reliability of firing during rhythmic locomotor movements. Theoretical analysis of the rotation number provided new insights into the mechanism for obtaining......The spike timing in rhythmically active interneurons in the mammalian spinal locomotor network varies from cycle to cycle. We tested the contribution from passive membrane properties to this variable firing pattern, by measuring the reliability of spike timing, P, in interneurons in the isolated...... the analysis we used a leaky integrate and fire (LIF) model with a noise term added. The LIF model was able to reproduce the experimentally observed properties of P as well as the low-pass properties of the membrane. The LIF model enabled us to use the mathematical theory of nonlinear oscillators to analyze...

Variable Selection in Time Series Forecasting Using Random Forests

Directory of Open Access Journals (Sweden)

Hristos Tyralis

2017-10-01

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

Trend time-series modeling and forecasting with neural networks.

Science.gov (United States)

Qi, Min; Zhang, G Peter

2008-05-01

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

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...

Non-parametric characterization of long-term rainfall time series

Science.gov (United States)

Tiwari, Harinarayan; Pandey, Brij Kishor

2018-03-01

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

COMPARISON THEOREMS AND APPLICATIONS OF OSCILLATION OF NEUTRAL DIFFERENTIAL EQUATIONS

Institute of Scientific and Technical Information of China (English)

燕居让

1991-01-01

We first establish comparison theorems of the oscillation for a higher-order neutral delaydifferential equation. By these comparison theorems, the criterion of oscillation propertiesof neutral delay differential equation is reduced to that of nonneutral delay differential equa-tion, from which we give a series of oscillation theorems for neutral delay differentialequation.

Quantifying non-linear dynamics of mass-springs in series oscillators via asymptotic approach

Science.gov (United States)

Starosta, Roman; Sypniewska-Kamińska, Grażyna; Awrejcewicz, Jan

2017-05-01

Dynamical regular response of an oscillator with two serially connected springs with nonlinear characteristics of cubic type and governed by a set of differential-algebraic equations (DAEs) is studied. The classical approach of the multiple scales method (MSM) in time domain has been employed and appropriately modified to solve the governing DAEs of two systems, i.e. with one- and two degrees-of-freedom. The approximate analytical solutions have been verified by numerical simulations.

Stochastic Models in the DORIS Position Time Series: Estimates from the IDS Contribution to the ITRF2014

Science.gov (United States)

Klos, A.; Bogusz, J.; Moreaux, G.

2017-12-01

This research focuses on the investigation of the deterministic and stochastic parts of the DORIS (Doppler Orbitography and Radiopositioning Integrated by Satellite) weekly coordinate time series from the IDS contribution to the ITRF2014A set of 90 stations was divided into three groups depending on when the data was collected at an individual station. To reliably describe the DORIS time series, we employed a mathematical model that included the long-term nonlinear signal, linear trend, seasonal oscillations (these three sum up to produce the Polynomial Trend Model) and a stochastic part, all being resolved with Maximum Likelihood Estimation (MLE). We proved that the values of the parameters delivered for DORIS data are strictly correlated with the time span of the observations, meaning that the most recent data are the most reliable ones. Not only did the seasonal amplitudes decrease over the years, but also, and most importantly, the noise level and its type changed significantly. We examined five different noise models to be applied to the stochastic part of the DORIS time series: a pure white noise (WN), a pure power-law noise (PL), a combination of white and power-law noise (WNPL), an autoregressive process of first order (AR(1)) and a Generalized Gauss Markov model (GGM). From our study it arises that the PL process may be chosen as the preferred one for most of the DORIS data. Moreover, the preferred noise model has changed through the years from AR(1) to pure PL with few stations characterized by a positive spectral index.

Introduction to time series analysis and forecasting

CERN Document Server

Montgomery, Douglas C; Kulahci, Murat

2015-01-01

Praise for the First Edition ""…[t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics."" -MAA Reviews Thoroughly updated throughout, Introduction to Time Series Analysis and Forecasting, Second Edition presents the underlying theories of time series analysis that are needed to analyze time-oriented data and construct real-world short- to medium-term statistical forecasts.    Authored by highly-experienced academics and professionals in engineering statistics, the Second Edition features discussions on both

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...

Time-averaged second-order pressure and velocity measurements in a pressurized oscillating flow prime mover

Energy Technology Data Exchange (ETDEWEB)

Paridaens, Richard [DynFluid, Arts et Metiers, 151 boulevard de l' Hopital, Paris (France); Kouidri, Smaine [LIMSI-CNRS, Orsay Cedex (France)

2016-11-15

Nonlinear phenomena in oscillating flow devices cause the appearance of a relatively minor secondary flow known as acoustic streaming, which is superimposed on the primary oscillating flow. Knowledge of control parameters, such as the time-averaged second-order velocity and pressure, would elucidate the non-linear phenomena responsible for this part of the decrease in the system's energetic efficiency. This paper focuses on the characterization of a travelling wave oscillating flow engine by measuring the time-averaged second order pressure and velocity. Laser Doppler velocimetry technique was used to measure the time-averaged second-order velocity. As streaming is a second-order phenomenon, its measurement requires specific settings especially in a pressurized device. Difficulties in obtaining the proper settings are highlighted in this study. The experiments were performed for mean pressures varying from 10 bars to 22 bars. Non-linear effect does not constantly increase with pressure.

RADON CONCENTRATION TIME SERIES MODELING AND APPLICATION DISCUSSION.

Science.gov (United States)

Stránský, V; Thinová, L

2017-11-01

In the year 2010 a continual radon measurement was established at Mladeč Caves in the Czech Republic using a continual radon monitor RADIM3A. In order to model radon time series in the years 2010-15, the Box-Jenkins Methodology, often used in econometrics, was applied. Because of the behavior of radon concentrations (RCs), a seasonal integrated, autoregressive moving averages model with exogenous variables (SARIMAX) has been chosen to model the measured time series. This model uses the time series seasonality, previously acquired values and delayed atmospheric parameters, to forecast RC. The developed model for RC time series is called regARIMA(5,1,3). Model residuals could be retrospectively compared with seismic evidence of local or global earthquakes, which occurred during the RCs measurement. This technique enables us to asses if continuously measured RC could serve an earthquake precursor. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Similarity estimators for irregular and age uncertain time series

Science.gov (United States)

Rehfeld, K.; Kurths, J.

2013-09-01

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

Similarity estimators for irregular and age-uncertain time series

Science.gov (United States)

Rehfeld, K.; Kurths, J.

2014-01-01

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

Robust Forecasting of Non-Stationary Time Series

OpenAIRE

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

2010-01-01

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

Nature's Autonomous Oscillators

Science.gov (United States)

Mayr, H. G.; Yee, J.-H.; Mayr, M.; Schnetzler, R.

2012-01-01

Nonlinearity is required to produce autonomous oscillations without external time dependent source, and an example is the pendulum clock. The escapement mechanism of the clock imparts an impulse for each swing direction, which keeps the pendulum oscillating at the resonance frequency. Among nature's observed autonomous oscillators, examples are the quasi-biennial oscillation and bimonthly oscillation of the Earth atmosphere, and the 22-year solar oscillation. The oscillations have been simulated in numerical models without external time dependent source, and in Section 2 we summarize the results. Specifically, we shall discuss the nonlinearities that are involved in generating the oscillations, and the processes that produce the periodicities. In biology, insects have flight muscles, which function autonomously with wing frequencies that far exceed the animals' neural capacity; Stretch-activation of muscle contraction is the mechanism that produces the high frequency oscillation of insect flight, discussed in Section 3. The same mechanism is also invoked to explain the functioning of the cardiac muscle. In Section 4, we present a tutorial review of the cardio-vascular system, heart anatomy, and muscle cell physiology, leading up to Starling's Law of the Heart, which supports our notion that the human heart is also a nonlinear oscillator. In Section 5, we offer a broad perspective of the tenuous links between the fluid dynamical oscillators and the human heart physiology.

Exploration of CPT violation via time-dependent geometric quantities embedded in neutrino oscillation through fluctuating matter

Energy Technology Data Exchange (ETDEWEB)

Wang, Zisheng, E-mail: zishengwang@yahoo.com [College of Physics and Communication Electronics, Jiangxi Normal University, Nanchang 330022 (China); Institute of Applied Physics and Materials Engineering, University of Macau, Macao SAR (China); Pan, Hui, E-mail: huipan@umac.mo [Institute of Applied Physics and Materials Engineering, University of Macau, Macao SAR (China)

2017-02-15

We propose a new approach to explore CPT violation of neutrino oscillations through a fluctuating matter based on time-dependent geometric quantities. By mapping the neutrino oscillations onto a Poincaré sphere structure, we obtain an analytic solution of master equation and further define the geometric quantities, i.e., radius of Poincaré sphere and geometric phase. We find that the mixing process between electron and muon neutrinos can be described by the radius of Poincaré sphere that depends on the intrinsic CP-violating angle. Such a radius reveals a dynamic mechanism of CPT-violation, i.e., both spontaneous symmetry breaking and Majorana–Dirac neutrino confusion. We show that the time-dependent geometric phase can be used to find the neutrino nature and observe the CPT-violation because it is strongly enhanced under the neutrino propagation. We further show that the time-dependent geometric phase can be easily detected by simulating the neutrino oscillation based on fluctuating magnetic fields in nuclear magnetic resonance, which makes the experimental observation of CPT-violation possible in the neutrino mixing and oscillations.

Remarks to the local power oscillation phenomenon at BWRs

International Nuclear Information System (INIS)

Lange, Carsten; Hennig, Dieter; Hurtado, Antonio

2011-01-01

In the framework of BWR stability analysis, local neutron-flux oscillation events have attracted the attention of a number of researchers. In 1996, an unusual instability event occurred at Forsmark-1 in which superimposed on the classical, spatial mode oscillations, there were relatively large-amplitude, highly localised oscillations. Subsequent time-series analysis of the local power range monitor (LPRM) signals resulted in a space-dependent decay ratio, an inexplicable result. Furthermore, noise analysis-based localization techniques pointed towards the existence of two strong 'perturbation sources' in the two halves of the core, one of them coinciding with the radial position of an unseated bundle. In the scope of a theoretical work, the possibility of a space-dependent decay ratio was discussed but not comprehensively understood. Motivated by these findings the effect of local neutron-flux oscillations on the BWR stability behaviour is discussed and one possible interpretation is proposed which is able to explain the space dependent decay ratio and the long term oscillation pattern as well. The effect of the local neutron flux oscillating sources on the space and time dependent neutron field is described by a rigorous application of the mode expansion approach. The consequences to signal analysis are then discussed. It will be pointed out in the paper that when a BWR system is stable regarding power oscillations but driven by local neutron-flux oscillating sources, the decay ratio is on the one hand not space-dependent and on the other hand it does not indicate the real BWR stability behaviour. The RAM-ROM method is applied to the Forsmark case M2 and an operational point (KKB-B8) of NPP Brunsbüttel, where a local neutron-flux oscillation is superimposed on an unstable global power oscillation. The results of the bifurcation analysis, using BIFDD, and of the numerical integration are presented for KKB-B8 and Forsmark M2. (author)

DAMPING OF SUBSYNCHRONOUS MODES OF OSCILLATIONS

Directory of Open Access Journals (Sweden)

JAGADEESH PASUPULETI

2006-06-01

Full Text Available The IEEE bench mark model 2 series compensated system is considered for analysis. It consists of single machine supplying power to infinite bus through two parallel lines one of which is series compensated. The mechanical system considered consists of six mass, viz, high pressure turbine, intermediate pressure turbine, two low pressure turbines, generator and an exciter. The excitation system considered is IEEE type 1 with saturation. The auxiliary controls considered to damp the unstable subsynchronous modes of oscillations are Power System Stabilizer (PSS and Static var Compensator (SVC. The different cases of power system stabilizer and reactive power controls are adapted to study the effectiveness of damping these unstable subsynchronous modes of oscillations.

Time Series Econometrics for the 21st Century

Science.gov (United States)

Hansen, Bruce E.

2017-01-01

The field of econometrics largely started with time series analysis because many early datasets were time-series macroeconomic data. As the field developed, more cross-sectional and longitudinal datasets were collected, which today dominate the majority of academic empirical research. In nonacademic (private sector, central bank, and governmental)…

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

African Journals Online (AJOL)

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

Time Series Analysis of Insar Data: Methods and Trends

Science.gov (United States)

Osmanoglu, Batuhan; Sunar, Filiz; Wdowinski, Shimon; Cano-Cabral, Enrique

2015-01-01

Time series analysis of InSAR data has emerged as an important tool for monitoring and measuring the displacement of the Earth's surface. Changes in the Earth's surface can result from a wide range of phenomena such as earthquakes, volcanoes, landslides, variations in ground water levels, and changes in wetland water levels. Time series analysis is applied to interferometric phase measurements, which wrap around when the observed motion is larger than one-half of the radar wavelength. Thus, the spatio-temporal ''unwrapping" of phase observations is necessary to obtain physically meaningful results. Several different algorithms have been developed for time series analysis of InSAR data to solve for this ambiguity. These algorithms may employ different models for time series analysis, but they all generate a first-order deformation rate, which can be compared to each other. However, there is no single algorithm that can provide optimal results in all cases. Since time series analyses of InSAR data are used in a variety of applications with different characteristics, each algorithm possesses inherently unique strengths and weaknesses. In this review article, following a brief overview of InSAR technology, we discuss several algorithms developed for time series analysis of InSAR data using an example set of results for measuring subsidence rates in Mexico City.

The DKP oscillator with a linear interaction in the cosmic string space-time

Energy Technology Data Exchange (ETDEWEB)

Hosseinpour, Mansoureh; Hassanabadi, Hassan [Shahrood University of Technology, Faculty of Physics, Shahrood (Iran, Islamic Republic of); Andrade, Fabiano M. [Universidade Estadual de Ponta Grossa, Departamento de Matematica e Estatistica, Ponta Grossa, Parana (Brazil)

2018-02-15

We study the relativistic quantum dynamics of a DKP oscillator field subject to a linear interaction in cosmic string space-time in order to better understand the effects of gravitational fields produced by topological defects on the scalar field. We obtain the solution of DKP oscillator in the cosmic string background. Also, we solve it with an ansatz in the presence of a linear interaction. We obtain the wave functions and the energy levels of the relativistic field in that background. (orig.)

Method to Minimize the Low-Frequency Neutral-Point Voltage Oscillations With Time-Offset Injection for Neutral-Point-Clamped Inverters

DEFF Research Database (Denmark)

Choi, Ui-Min; Blaabjerg, Frede; Lee, Kyo-Beum

2015-01-01

time of small- and medium-voltage vectors. However, if the power factor is lower, there is a limitation to eliminate neutral-point oscillations. In this case, the proposed method can be improved by changing the switching sequence properly. Additionally, a method for neutral-point voltage balancing......This paper proposes a method to reduce the low-frequency neutral-point voltage oscillations. The neutral-point voltage oscillations are considerably reduced by adding a time offset to the three-phase turn-on times. The proper time offset is simply calculated considering the phase currents and dwell...

Interpretation of a compositional time series

Science.gov (United States)

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

2012-04-01

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

Magma chamber interaction giving rise to asymmetric oscillations

Science.gov (United States)

Walwer, D.; Ghil, M.; Calais, E.

2017-12-01

Geodetic time series at four volcanoes (Okmok, Akutan, Shishaldin, and Réunion) are processed using Multi-channel Singular Spectrum Analysis (M-SSA) and reveal sawtooth-shaped oscillations ; the latter are characterized by short intervals of fast inflations followed by longer intervals of slower deflations. At Okmok and Akutan, the oscillations are first damped and then accentuated. At Okmok, the increase in amplitude of the oscillations is followed by an eruption. We first show that the dynamics of these four volcanoes bears similarities with that of a simple nonlinear, dissipative oscillator, indicating that the inflation-deflation episodes are relaxation oscillations. These observations imply that ab initio dynamical models of magma chambers should possess an asymmetric oscillatory regime. Next, based on the work of Whitehead and Helfrich [1991], we show that a model of two magma chambers — connected by a cylindrical conduit in which the magma viscosity depends on temperature — gives rise to asymmetric overpressure oscillations in the magma reservoirs. These oscillations lead to surface deformations that are consistent with those observed at the four volcanoes in this study. This relaxation oscillation regime occurs only when the vertical temperature gradient in the host rock between the two magma chambers is large enough and when the magma flux entering the volcanic system is sufficiently high. The magma being supplied by a deeper source region, the input flux depends on the pressure difference between the source and the deepest reservoir. When this difference is not sufficiently high, the magma flux exponentially decreases, leading to damped oscillations as observed at Akutan and Okmok. The combination of observational and modeling results clearly supports the role of relaxation oscillations in the dynamics of volcanic systems.

Capturing Structure Implicitly from Time-Series having Limited Data

OpenAIRE

Emaasit, Daniel; Johnson, Matthew

2018-01-01

Scientific fields such as insider-threat detection and highway-safety planning often lack sufficient amounts of time-series data to estimate statistical models for the purpose of scientific discovery. Moreover, the available limited data are quite noisy. This presents a major challenge when estimating time-series models that are robust to overfitting and have well-calibrated uncertainty estimates. Most of the current literature in these fields involve visualizing the time-series for noticeabl...

Self-affinity in the dengue fever time series

Science.gov (United States)

Azevedo, S. M.; Saba, H.; Miranda, J. G. V.; Filho, A. S. Nascimento; Moret, M. A.

2016-06-01

Dengue is a complex public health problem that is common in tropical and subtropical regions. This disease has risen substantially in the last three decades, and the physical symptoms depict the self-affine behavior of the occurrences of reported dengue cases in Bahia, Brazil. This study uses detrended fluctuation analysis (DFA) to verify the scale behavior in a time series of dengue cases and to evaluate the long-range correlations that are characterized by the power law α exponent for different cities in Bahia, Brazil. The scaling exponent (α) presents different long-range correlations, i.e. uncorrelated, anti-persistent, persistent and diffusive behaviors. The long-range correlations highlight the complex behavior of the time series of this disease. The findings show that there are two distinct types of scale behavior. In the first behavior, the time series presents a persistent α exponent for a one-month period. For large periods, the time series signal approaches subdiffusive behavior. The hypothesis of the long-range correlations in the time series of the occurrences of reported dengue cases was validated. The observed self-affinity is useful as a forecasting tool for future periods through extrapolation of the α exponent behavior. This complex system has a higher predictability in a relatively short time (approximately one month), and it suggests a new tool in epidemiological control strategies. However, predictions for large periods using DFA are hidden by the subdiffusive behavior.

OSCILLATION CRITERIA FOR A FOURTH ORDER SUBLINEAR DYNAMIC EQUATION ON TIME SCALE

Institute of Scientific and Technical Information of China (English)

无

2011-01-01

Some new criteria for the oscillation of a fourth order sublinear and/or linear dynamic equation on time scale are established. Our results are new for the corresponding fourth order differential equations as well as difference equations.

On the plurality of times: disunified time and the A-series | Nefdt ...

African Journals Online (AJOL)

Then, I attempt to show that disunified time is a problem for a semantics based on the A-series since A-truthmakers are hard to come by in a universe of temporally disconnected time-series. Finally, I provide a novel argument showing that presentists should be particularly fearful of such a universe. South African Journal of ...

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

Science.gov (United States)

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

2015-08-01

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

Two port network analysis for three impedance based oscillators

KAUST Repository

Said, Lobna A.

2011-12-01

Two-port network representations are applied to analyze complex networks which can be dissolved into sub-networks connected in series, parallel or cascade. In this paper, the concept of two-port network has been studied for oscillators. Three impedance oscillator based on two port concept has been analyzed using different impedance structures. The effect of each structure on the oscillation condition and the frequency of oscillation have been introduced. Two different implementations using MOS and BJT have been introduced. © 2011 IEEE.

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 ...

Anharmonic potential in the oscillator representation

International Nuclear Information System (INIS)

Dineykhan, M.; Efimov, G.V.

1994-01-01

In the non relativistic and relativized Schroedinger equation the Wick ordering method called the oscillator representation is proposed to calculate the energy spectrum for a wide class of potentials allowing the existence of a bound state. The oscillator representation method gives a unique regular way to describe and calculate the energy levels of ground as well as orbital and radial excitation states for a wide class of potentials. The results of the zeroth approximation oscillator representation are in good agreement with the exact values for the anharmonic potentials. The oscillator representation method was applied to the relativized Schroedinger equation too. The perturbation series converges fairly fast, i.e., the highest perturbation corrections over the interaction Hamiltonian are small enough. 29 refs.; 4 tabs. (author)

Synchronization effects in two coupled one-dimensional lattices of phase oscillators

International Nuclear Information System (INIS)

Pando L, Carlos L.

2001-03-01

We study synchronization effects in a model consisting of two identical unidirectionally coupled 1-D arrays of phase oscillators. The master array is in the spatio-temporal chaos regime and the coupling across the two arrays is not strong enough in order to reach complete synchronization. The time series of the distance between the arrays is the main object of our study and this shows on-off intermittency. We can approximate the dynamics of the aforementioned time series with that of a first-order Markov process with two symbols. This model can be implemented in arrays of phase-locked loops (PPL) and Josephson junctions. (author)

Relaxation oscillation logic in Josephson junction circuits

International Nuclear Information System (INIS)

Fulton, T.A.

1981-01-01

A dc powered, self-resetting Josephson junction logic circuit relying on relaxation oscillations is described. A pair of Josephson junction gates are connected in series, a first shunt is connected in parallel with one of the gates, and a second shunt is connected in parallel with the series combination of gates. The resistance of the shunts and the dc bias current bias the gates so that they are capable of undergoing relaxation oscillations. The first shunt forms an output line whereas the second shunt forms a control loop. The bias current is applied to the gates so that, in the quiescent state, the gate in parallel with the second shunt is at V O, and the other gate is undergoing relaxation oscillations. By controlling the state of the first gate with the current in the output loop of another identical circuit, the invert function is performed

Theta oscillation and neuronal activity in rat hippocampus areinvolved in temporal discrimination of time in seconds

Directory of Open Access Journals (Sweden)

Tomoaki eNakazono

2015-06-01

Full Text Available The discovery of time cells revealed that the rodent hippocampus has information of time.Previous studies have suggested that a role of hippocampal time cells is to integratetemporally segregated events into a sequence using working memory with time perception.However, it is unclear that hippocampal cells contribute to time perception itself becausemost previous studies employed delayed matching-to-sample tasks that did not evaluatetime perception separately from working memory processes. Here, we investigated thefunction of the rat hippocampus in time perception using a temporal discrimination task. Inthe task, rats had to discriminate between durations of 1 and 3 sec to get a reward, andmaintaining task-related information as working memory was not required. We found thatsome hippocampal neurons showed firing rate modulation similar to that of time cells.Moreover, theta oscillation of local field potentials (LFPs showed a transient enhancementof power during time discrimination periods. However, there were little relationshipsbetween the neuronal activities and theta oscillations. These results suggest that both theindividual neuronal activities and theta oscillations of LFPs in the hippocampus have a possibility to be engaged in seconds order time perception; however, they participate in different ways.

Characterization of time series via Rényi complexity-entropy curves

Science.gov (United States)

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

2018-05-01

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

Quantifying Selection with Pool-Seq Time Series Data.

Science.gov (United States)

Taus, Thomas; Futschik, Andreas; Schlötterer, Christian

2017-11-01

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

A time-variant analysis of the 1/f^(2) phase noise in CMOS parallel LC-Tank quadrature oscillators

DEFF Research Database (Denmark)

Andreani, Pietro

2006-01-01

This paper presents a study of 1/f2 phase noise in quadrature oscillators built by connecting two differential LC-tank oscillators in a parallel fashion. The analysis clearly demonstrates the necessity of adopting a time-variant theory of phase noise, where a more simplistic, time...

Transformer induced instability of the series resonant converter

Science.gov (United States)

King, R. J.; Stuart, T. A.

1983-01-01

It is shown that the common series resonant power converter is subject to a low frequency oscillation that can lead to the loss of cyclic stability. This oscillation is caused by a low frequency resonant circuit formed by the normal L and C components in series with the magnetizing inductance of the output transformer. Three methods for eliminating this oscillation are presented and analyzed. One of these methods requires a change in the circuit topology during the resonance cycle. This requires a new set of steady state equations which are derived and presented in a normalized form. Experimental results are included which demonstrate the nature of the low frequency oscillation before cyclic stability is lost.

Method to minimize the low-frequency neutral-point voltage oscillations with time-offset injection for neutral-point-clamped inverters

DEFF Research Database (Denmark)

Choi, Uimin; Lee, Kyo-Beum; Blaabjerg, Frede

2013-01-01

This paper proposes a method to reduce the low-frequency neutral-point voltage oscillations. The neutral-point voltage oscillations are considerably reduced by adding a time-offset to the three phase turn-on times. The proper time-offset is simply calculated considering the phase currents and dwell...

A multidisciplinary database for geophysical time series management

Science.gov (United States)

Montalto, P.; Aliotta, M.; Cassisi, C.; Prestifilippo, M.; Cannata, A.

2013-12-01

The variables collected by a sensor network constitute a heterogeneous data source that needs to be properly organized in order to be used in research and geophysical monitoring. With the time series term we refer to a set of observations of a given phenomenon acquired sequentially in time. When the time intervals are equally spaced one speaks of period or sampling frequency. Our work describes in detail a possible methodology for storage and management of time series using a specific data structure. We designed a framework, hereinafter called TSDSystem (Time Series Database System), in order to acquire time series from different data sources and standardize them within a relational database. The operation of standardization provides the ability to perform operations, such as query and visualization, of many measures synchronizing them using a common time scale. The proposed architecture follows a multiple layer paradigm (Loaders layer, Database layer and Business Logic layer). Each layer is specialized in performing particular operations for the reorganization and archiving of data from different sources such as ASCII, Excel, ODBC (Open DataBase Connectivity), file accessible from the Internet (web pages, XML). In particular, the loader layer performs a security check of the working status of each running software through an heartbeat system, in order to automate the discovery of acquisition issues and other warning conditions. Although our system has to manage huge amounts of data, performance is guaranteed by using a smart partitioning table strategy, that keeps balanced the percentage of data stored in each database table. TSDSystem also contains modules for the visualization of acquired data, that provide the possibility to query different time series on a specified time range, or follow the realtime signal acquisition, according to a data access policy from the users.

Instantons and Borel resummability for the perturbed supersymmetric anharmonic oscillator

International Nuclear Information System (INIS)

Verbaarschot, J.J.M.; West, P.

1991-01-01

In this paper we give an analytical derivation of the large-order behavior of the perturbation series for both the ground state and the excited states of the supersymmetric anharmonic oscillator and of the anharmonic oscillator obtained from the supersymmetric case by varying the strength of the fermion coupling. The results which are obtained with the help of instanton calculus coincide with those obtained numerically in previous work. The large-order perturbation series of the ground state vanishes in the supersymmetric case, whereas away from the supersymmetric point the perturbation series diverges factorially. The perturbation series of the excited states diverges factorially both at the supersymmetric point and away from this point

Modeling financial time series with S-plus

CERN Document Server

Zivot, Eric

2003-01-01

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

Application of Time Series Analysis in Determination of Lag Time in Jahanbin Basin

Directory of Open Access Journals (Sweden)

Seied Yahya Mirzaee

2005-11-01

    One of the important issues that have significant role in study of hydrology of basin is determination of lag time. Lag time has significant role in hydrological studies. Quantity of rainfall related lag time depends on several factors, such as permeability, vegetation cover, catchments slope, rainfall intensity, storm duration and type of rain. Determination of lag time is important parameter in many projects such as dam design and also water resource studies. Lag time of basin could be calculated using various methods. One of these methods is time series analysis of spectral density. The analysis is based on fouries series. The time series is approximated with Sinuous and Cosines functions. In this method harmonically significant quantities with individual frequencies are presented. Spectral density under multiple time series could be used to obtain basin lag time for annual runoff and short-term rainfall fluctuation. A long lag time could be due to snowmelt as well as melting ice due to rainfalls in freezing days. In this research the lag time of Jahanbin basin has been determined using spectral density method. The catchments is subjected to both rainfall and snowfall. For short term rainfall fluctuation with a return period  2, 3, 4 months, the lag times were found 0.18, 0.5 and 0.083 month, respectively.

Modeling Time Series Data for Supervised Learning

Science.gov (United States)

Baydogan, Mustafa Gokce

2012-01-01

Temporal data are increasingly prevalent and important in analytics. Time series (TS) data are chronological sequences of observations and an important class of temporal data. Fields such as medicine, finance, learning science and multimedia naturally generate TS data. Each series provide a high-dimensional data vector that challenges the learning…

Empirical method to measure stochasticity and multifractality in nonlinear time series

Science.gov (United States)

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

2013-12-01

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

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

Science.gov (United States)

Liu, Zitao; Hauskrecht, Milos

2015-09-01

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

Clinical time series prediction: towards a hierarchical dynamical system framework

Science.gov (United States)

Liu, Zitao; Hauskrecht, Milos

2014-01-01

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

Turbulencelike Behavior of Seismic Time Series

International Nuclear Information System (INIS)

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

2009-01-01

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

Characterizing time series: when Granger causality triggers complex networks

Science.gov (United States)

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

2012-08-01

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

Characterizing time series: when Granger causality triggers complex networks

International Nuclear Information System (INIS)

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

2012-01-01

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

Effects of stochastic time-delayed feedback on a dynamical system modeling a chemical oscillator

Science.gov (United States)

González Ochoa, Héctor O.; Perales, Gualberto Solís; Epstein, Irving R.; Femat, Ricardo

2018-05-01

We examine how stochastic time-delayed negative feedback affects the dynamical behavior of a model oscillatory reaction. We apply constant and stochastic time-delayed negative feedbacks to a point Field-Körös-Noyes photosensitive oscillator and compare their effects. Negative feedback is applied in the form of simulated inhibitory electromagnetic radiation with an intensity proportional to the concentration of oxidized light-sensitive catalyst in the oscillator. We first characterize the system under nondelayed inhibitory feedback; then we explore and compare the effects of constant (deterministic) versus stochastic time-delayed feedback. We find that the oscillatory amplitude, frequency, and waveform are essentially preserved when low-dispersion stochastic delayed feedback is used, whereas small but measurable changes appear when a large dispersion is applied.

Multivariate time series analysis with R and financial applications

CERN Document Server

Tsay, Ruey S

2013-01-01

Since the publication of his first book, Analysis of Financial Time Series, Ruey Tsay has become one of the most influential and prominent experts on the topic of time series. Different from the traditional and oftentimes complex approach to multivariate (MV) time series, this sequel book emphasizes structural specification, which results in simplified parsimonious VARMA modeling and, hence, eases comprehension. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-worl

Oscillation mode linewidths of main-sequence and subgiant stars observed by Kepler

DEFF Research Database (Denmark)

Appourchaux, T.; Benomar, O.; Gruberbauer, M.

2012-01-01

Solar-like oscillations have been observed by {{\\it Kepler}} and CoRoT in several solar-type stars. We study the variations of stellar p-mode linewidth as a function of effective temperature. Time series of 9 months of Kepler data have been used. The power spectra of 42 cool main-sequence stars a...

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

Science.gov (United States)

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

2015-09-01

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

Synchronization of Time-Continuous Chaotic Oscillators

DEFF Research Database (Denmark)

Yanchuk, S.; Maistrenko, Yuri; Mosekilde, Erik

2003-01-01

Considering a system of two coupled identical chaotic oscillators, the paper first establishes the conditions of transverse stability for the fully synchronized chaotic state. Periodic orbit threshold theory is applied to determine the bifurcations through which low-periodic orbits embedded...

Stochastic time series analysis of hydrology data for water resources

Science.gov (United States)

Sathish, S.; Khadar Babu, S. K.

2017-11-01

The prediction to current publication of stochastic time series analysis in hydrology and seasonal stage. The different statistical tests for predicting the hydrology time series on Thomas-Fiering model. The hydrology time series of flood flow have accept a great deal of consideration worldwide. The concentration of stochastic process areas of time series analysis method are expanding with develop concerns about seasonal periods and global warming. The recent trend by the researchers for testing seasonal periods in the hydrologic flowseries using stochastic process on Thomas-Fiering model. The present article proposed to predict the seasonal periods in hydrology using Thomas-Fiering model.

Neural network versus classical time series forecasting models

Science.gov (United States)

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

2017-05-01

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

Nonlinear time series analysis of the human electrocardiogram

International Nuclear Information System (INIS)

Perc, Matjaz

2005-01-01

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

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

Science.gov (United States)

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

2014-11-01

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

Hidden Markov Models for Time Series An Introduction Using R

CERN Document Server

Zucchini, Walter

2009-01-01

Illustrates the flexibility of HMMs as general-purpose models for time series data. This work presents an overview of HMMs for analyzing time series data, from continuous-valued, circular, and multivariate series to binary data, bounded and unbounded counts and categorical observations.

Constructing ordinal partition transition networks from multivariate time series.

Science.gov (United States)

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

2017-08-10

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

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

Science.gov (United States)

Little, Douglas J; Kane, Deb M

2016-08-01

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

Multiresolution analysis of Bursa Malaysia KLCI time series

Science.gov (United States)

Ismail, Mohd Tahir; Dghais, Amel Abdoullah Ahmed

2017-05-01

In general, a time series is simply a sequence of numbers collected at regular intervals over a period. Financial time series data processing is concerned with the theory and practice of processing asset price over time, such as currency, commodity data, and stock market data. The primary aim of this study is to understand the fundamental characteristics of selected financial time series by using the time as well as the frequency domain analysis. After that prediction can be executed for the desired system for in sample forecasting. In this study, multiresolution analysis which the assist of discrete wavelet transforms (DWT) and maximal overlap discrete wavelet transform (MODWT) will be used to pinpoint special characteristics of Bursa Malaysia KLCI (Kuala Lumpur Composite Index) daily closing prices and return values. In addition, further case study discussions include the modeling of Bursa Malaysia KLCI using linear ARIMA with wavelets to address how multiresolution approach improves fitting and forecasting results.

Modelling bursty time series

International Nuclear Information System (INIS)

Vajna, Szabolcs; Kertész, János; Tóth, Bálint

2013-01-01

Many human-related activities show power-law decaying interevent time distribution with exponents usually varying between 1 and 2. We study a simple task-queuing model, which produces bursty time series due to the non-trivial dynamics of the task list. The model is characterized by a priority distribution as an input parameter, which describes the choice procedure from the list. We give exact results on the asymptotic behaviour of the model and we show that the interevent time distribution is power-law decaying for any kind of input distributions that remain normalizable in the infinite list limit, with exponents tunable between 1 and 2. The model satisfies a scaling law between the exponents of interevent time distribution (β) and autocorrelation function (α): α + β = 2. This law is general for renewal processes with power-law decaying interevent time distribution. We conclude that slowly decaying autocorrelation function indicates long-range dependence only if the scaling law is violated. (paper)

Timing calibration and spectral cleaning of LOFAR time series data

NARCIS (Netherlands)

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

We describe a method for spectral cleaning and timing calibration of short time series data of the voltage in individual radio interferometer receivers. It makes use of phase differences in fast Fourier transform (FFT) spectra across antenna pairs. For strong, localized terrestrial sources these are

Time series momentum and contrarian effects in the Chinese stock market

Science.gov (United States)

Shi, Huai-Long; Zhou, Wei-Xing

2017-10-01

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

Time-Series Analysis: A Cautionary Tale

Science.gov (United States)

Damadeo, Robert

2015-01-01

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

Characterizing interdependencies of multiple time series theory and applications

CERN Document Server

Hosoya, Yuzo; Takimoto, Taro; Kinoshita, Ryo

2017-01-01

This book introduces academic researchers and professionals to the basic concepts and methods for characterizing interdependencies of multiple time series in the frequency domain. Detecting causal directions between a pair of time series and the extent of their effects, as well as testing the non existence of a feedback relation between them, have constituted major focal points in multiple time series analysis since Granger introduced the celebrated definition of causality in view of prediction improvement. Causality analysis has since been widely applied in many disciplines. Although most analyses are conducted from the perspective of the time domain, a frequency domain method introduced in this book sheds new light on another aspect that disentangles the interdependencies between multiple time series in terms of long-term or short-term effects, quantitatively characterizing them. The frequency domain method includes the Granger noncausality test as a special case. Chapters 2 and 3 of the book introduce an i...

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

Science.gov (United States)

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

2017-04-01

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

Drunk driving detection based on classification of multivariate time series.

Science.gov (United States)

Li, Zhenlong; Jin, Xue; Zhao, Xiaohua

2015-09-01

This paper addresses the problem of detecting drunk driving based on classification of multivariate time series. First, driving performance measures were collected from a test in a driving simulator located in the Traffic Research Center, Beijing University of Technology. Lateral position and steering angle were used to detect drunk driving. Second, multivariate time series analysis was performed to extract the features. A piecewise linear representation was used to represent multivariate time series. A bottom-up algorithm was then employed to separate multivariate time series. The slope and time interval of each segment were extracted as the features for classification. Third, a support vector machine classifier was used to classify driver's state into two classes (normal or drunk) according to the extracted features. The proposed approach achieved an accuracy of 80.0%. Drunk driving detection based on the analysis of multivariate time series is feasible and effective. The approach has implications for drunk driving detection. Copyright © 2015 Elsevier Ltd and National Safety Council. All rights reserved.

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.

Evaluation of scaling invariance embedded in short time series.

Science.gov (United States)

Pan, Xue; Hou, Lei; Stephen, Mutua; Yang, Huijie; Zhu, Chenping

2014-01-01

Scaling invariance of time series has been making great contributions in diverse research fields. But how to evaluate scaling exponent from a real-world series is still an open problem. Finite length of time series may induce unacceptable fluctuation and bias to statistical quantities and consequent invalidation of currently used standard methods. In this paper a new concept called correlation-dependent balanced estimation of diffusion entropy is developed to evaluate scale-invariance in very short time series with length ~10(2). Calculations with specified Hurst exponent values of 0.2,0.3,...,0.9 show that by using the standard central moving average de-trending procedure this method can evaluate the scaling exponents for short time series with ignorable bias (≤0.03) and sharp confidential interval (standard deviation ≤0.05). Considering the stride series from ten volunteers along an approximate oval path of a specified length, we observe that though the averages and deviations of scaling exponents are close, their evolutionary behaviors display rich patterns. It has potential use in analyzing physiological signals, detecting early warning signals, and so on. As an emphasis, the our core contribution is that by means of the proposed method one can estimate precisely shannon entropy from limited records.

Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.

Science.gov (United States)

Xu, Zhiguang; MacEachern, Steven; Xu, Xinyi

2015-02-01

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

Geomechanical time series and its singularity spectrum analysis

Czech Academy of Sciences Publication Activity Database

Lyubushin, Alexei A.; Kaláb, Zdeněk; Lednická, Markéta

2012-01-01

Roč. 47, č. 1 (2012), s. 69-77 ISSN 1217-8977 R&D Projects: GA ČR GA105/09/0089 Institutional research plan: CEZ:AV0Z30860518 Keywords : geomechanical time series * singularity spectrum * time series segmentation * laser distance meter Subject RIV: DC - Siesmology, Volcanology, Earth Structure Impact factor: 0.347, year: 2012 http://www.akademiai.com/content/88v4027758382225/fulltext.pdf

Pseudo-random bit generator based on lag time series

Science.gov (United States)

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

2014-12-01

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

Non-linear forecasting in high-frequency financial time series

Science.gov (United States)

Strozzi, F.; Zaldívar, J. M.

2005-08-01

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

Analysis of JET ELMy time series

International Nuclear Information System (INIS)

Zvejnieks, G.; Kuzovkov, V.N.

2005-01-01

Full text: Achievement of the planned operational regime in the next generation tokamaks (such as ITER) still faces principal problems. One of the main challenges is obtaining the control of edge localized modes (ELMs), which should lead to both long plasma pulse times and reasonable divertor life time. In order to control ELMs the hypothesis was proposed by Degeling [1] that ELMs exhibit features of chaotic dynamics and thus a standard chaos control methods might be applicable. However, our findings which are based on the nonlinear autoregressive (NAR) model contradict this hypothesis for JET ELMy time-series. In turn, it means that ELM behavior is of a relaxation or random type. These conclusions coincide with our previous results obtained for ASDEX Upgrade time series [2]. [1] A.W. Degeling, Y.R. Martin, P.E. Bak, J. B.Lister, and X. Llobet, Plasma Phys. Control. Fusion 43, 1671 (2001). [2] G. Zvejnieks, V.N. Kuzovkov, O. Dumbrajs, A.W. Degeling, W. Suttrop, H. Urano, and H. Zohm, Physics of Plasmas 11, 5658 (2004)

The Statistical Analysis of Time Series

CERN Document Server

Anderson, T W

2011-01-01

The Wiley Classics Library consists of selected books that have become recognized classics in their respective fields. With these new unabridged and inexpensive editions, Wiley hopes to extend the life of these important works by making them available to future generations of mathematicians and scientists. Currently available in the Series: T. W. Anderson Statistical Analysis of Time Series T. S. Arthanari & Yadolah Dodge Mathematical Programming in Statistics Emil Artin Geometric Algebra Norman T. J. Bailey The Elements of Stochastic Processes with Applications to the Natural Sciences George

Analysis of time series and size of equivalent sample

International Nuclear Information System (INIS)

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

2004-01-01

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

Spatiotemporal coding of inputs for a system of globally coupled phase oscillators

Science.gov (United States)

Wordsworth, John; Ashwin, Peter

2008-12-01

We investigate the spatiotemporal coding of low amplitude inputs to a simple system of globally coupled phase oscillators with coupling function g(ϕ)=-sin(ϕ+α)+rsin(2ϕ+β) that has robust heteroclinic cycles (slow switching between cluster states). The inputs correspond to detuning of the oscillators. It was recently noted that globally coupled phase oscillators can encode their frequencies in the form of spatiotemporal codes of a sequence of cluster states [P. Ashwin, G. Orosz, J. Wordsworth, and S. Townley, SIAM J. Appl. Dyn. Syst. 6, 728 (2007)]. Concentrating on the case of N=5 oscillators we show in detail how the spatiotemporal coding can be used to resolve all of the information that relates the individual inputs to each other, providing that a long enough time series is considered. We investigate robustness to the addition of noise and find a remarkable stability, especially of the temporal coding, to the addition of noise even for noise of a comparable magnitude to the inputs.

Triple inverter pierce oscillator circuit suitable for CMOS

Science.gov (United States)

Wessendorf,; Kurt, O [Albuquerque, NM

2007-02-27

An oscillator circuit is disclosed which can be formed using discrete field-effect transistors (FETs), or as a complementary metal-oxide-semiconductor (CMOS) integrated circuit. The oscillator circuit utilizes a Pierce oscillator design with three inverter stages connected in series. A feedback resistor provided in a feedback loop about a second inverter stage provides an almost ideal inverting transconductance thereby allowing high-Q operation at the resonator-controlled frequency while suppressing a parasitic oscillation frequency that is inherent in a Pierce configuration using a "standard" triple inverter for the sustaining amplifier. The oscillator circuit, which operates in a range of 10 50 MHz, has applications for use as a clock in a microprocessor and can also be used for sensor applications.

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.

Forecasting with nonlinear time series models

DEFF Research Database (Denmark)

Kock, Anders Bredahl; Teräsvirta, Timo

In this paper, nonlinear models are restricted to mean nonlinear parametric models. Several such models popular in time series econo- metrics are presented and some of their properties discussed. This in- cludes two models based on universal approximators: the Kolmogorov- Gabor polynomial model...... applied to economic fore- casting problems, is briefly highlighted. A number of large published studies comparing macroeconomic forecasts obtained using different time series models are discussed, and the paper also contains a small simulation study comparing recursive and direct forecasts in a partic...... and two versions of a simple artificial neural network model. Techniques for generating multi-period forecasts from nonlinear models recursively are considered, and the direct (non-recursive) method for this purpose is mentioned as well. Forecasting with com- plex dynamic systems, albeit less frequently...

Dynamical Friedel oscillations of a Fermi sea

Science.gov (United States)

Zhang, J. M.; Liu, Y.

2018-02-01

We study the scenario of quenching an interaction-free Fermi sea on a one-dimensional lattice ring by suddenly changing the potential of a site. From the point-of-view of the conventional Friedel oscillation, which is a static or equilibrium problem, it is of interest what temporal and spatial oscillations the local sudden quench will induce. Numerically, the primary observation is that for a generic site, the local particle density switches between two plateaus periodically in time. Making use of the proximity of the realistic model to an exactly solvable model and employing the Abel regularization to assign a definite value to a divergent series, we obtain an analytical formula for the heights of the plateaus, which turns out to be very accurate for sites not too close to the quench site. The unexpect relevance and the incredible accuracy of the Abel regularization are yet to be understood. Eventually, when the contribution of the defect mode is also taken into account, the plateaus for those sites close to or on the quench site can also be accurately predicted. We have also studied the infinite lattice case. In this case, ensuing the quench, the out-going wave fronts leave behind a stable density oscillation pattern. Because of some interesting single-particle property, this dynamically generated Friedel oscillation differs from its conventional static counterpart only by the defect mode.

Nonparametric factor analysis of time series

OpenAIRE

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

1998-01-01

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

Hierarchical structure of the energy landscape of proteins revisited by time series analysis. II. Investigation of explicit solvent effects

Science.gov (United States)

Alakent, Burak; Camurdan, Mehmet C.; Doruker, Pemra

2005-10-01

Time series analysis tools are employed on the principal modes obtained from the Cα trajectories from two independent molecular-dynamics simulations of α-amylase inhibitor (tendamistat). Fluctuations inside an energy minimum (intraminimum motions), transitions between minima (interminimum motions), and relaxations in different hierarchical energy levels are investigated and compared with those encountered in vacuum by using different sampling window sizes and intervals. The low-frequency low-indexed mode relationship, established in vacuum, is also encountered in water, which shows the reliability of the important dynamics information offered by principal components analysis in water. It has been shown that examining a short data collection period (100ps) may result in a high population of overdamped modes, while some of the low-frequency oscillations (memory: future conformations are less dependent on previous conformations due to the lowering of energy barriers in hierarchical levels of the energy landscape. In short-time dynamics (sight contradicts. However, this comes about because water enhances the transitions between minima and forces the protein to reduce its already inherent inability to maintain oscillations observed in vacuum. Some of the frequencies lower than 10cm-1 are found to be overdamped, while those higher than 20cm-1 are slightly increased. As for the long-time dynamics in water, it is found that random-walk motion is maintained for approximately 200ps (about five times of that in vacuum) in the low-indexed modes, showing the lowering of energy barriers between the higher-level minima.

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.

Metagenomics meets time series analysis: unraveling microbial community dynamics

NARCIS (Netherlands)

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

2015-01-01

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

Time series forecasting based on deep extreme learning machine

NARCIS (Netherlands)

Guo, Xuqi; Pang, Y.; Yan, Gaowei; Qiao, Tiezhu; Yang, Guang-Hong; Yang, Dan

2017-01-01

Multi-layer Artificial Neural Networks (ANN) has caught widespread attention as a new method for time series forecasting due to the ability of approximating any nonlinear function. In this paper, a new local time series prediction model is established with the nearest neighbor domain theory, in

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

International Nuclear Information System (INIS)

Rhodes, C.; Morari, M.

1997-01-01

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

CauseMap: fast inference of causality from complex time series.

Science.gov (United States)

Maher, M Cyrus; Hernandez, Ryan D

2015-01-01

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

CauseMap: fast inference of causality from complex time series

Directory of Open Access Journals (Sweden)

M. Cyrus Maher

2015-03-01

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

Time domain series system definition and gear set reliability modeling

International Nuclear Information System (INIS)

Xie, Liyang; Wu, Ningxiang; Qian, Wenxue

2016-01-01

Time-dependent multi-configuration is a typical feature for mechanical systems such as gear trains and chain drives. As a series system, a gear train is distinct from a traditional series system, such as a chain, in load transmission path, system-component relationship, system functioning manner, as well as time-dependent system configuration. Firstly, the present paper defines time-domain series system to which the traditional series system reliability model is not adequate. Then, system specific reliability modeling technique is proposed for gear sets, including component (tooth) and subsystem (tooth-pair) load history description, material priori/posterior strength expression, time-dependent and system specific load-strength interference analysis, as well as statistically dependent failure events treatment. Consequently, several system reliability models are developed for gear sets with different tooth numbers in the scenario of tooth root material ultimate tensile strength failure. The application of the models is discussed in the last part, and the differences between the system specific reliability model and the traditional series system reliability model are illustrated by virtue of several numerical examples. - Highlights: • A new type of series system, i.e. time-domain multi-configuration series system is defined, that is of great significance to reliability modeling. • Multi-level statistical analysis based reliability modeling method is presented for gear transmission system. • Several system specific reliability models are established for gear set reliability estimation. • The differences between the traditional series system reliability model and the new model are illustrated.

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.

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

Science.gov (United States)

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

2013-01-01

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

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

Science.gov (United States)

Faes, Luca; Zhao, He; Chon, Ki H; Nollo, Giandomenico

2009-03-01

We propose a method to extend to time-varying (TV) systems the procedure for generating typical surrogate time series, in order to test the presence of nonlinear dynamics in potentially nonstationary signals. The method is based on fitting a TV autoregressive (AR) model to the original series and then regressing the model coefficients with random replacements of the model residuals to generate TV AR surrogate series. The proposed surrogate series were used in combination with a TV sample entropy (SE) discriminating statistic to assess nonlinearity in both simulated and experimental time series, in comparison with traditional time-invariant (TIV) surrogates combined with the TIV SE discriminating statistic. Analysis of simulated time series showed that using TIV surrogates, linear nonstationary time series may be erroneously regarded as nonlinear and weak TV nonlinearities may remain unrevealed, while the use of TV AR surrogates markedly increases the probability of a correct interpretation. Application to short (500 beats) heart rate variability (HRV) time series recorded at rest (R), after head-up tilt (T), and during paced breathing (PB) showed: 1) modifications of the SE statistic that were well interpretable with the known cardiovascular physiology; 2) significant contribution of nonlinear dynamics to HRV in all conditions, with significant increase during PB at 0.2 Hz respiration rate; and 3) a disagreement between TV AR surrogates and TIV surrogates in about a quarter of the series, suggesting that nonstationarity may affect HRV recordings and bias the outcome of the traditional surrogate-based nonlinearity test.

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

Science.gov (United States)

Schäfer, Rudi; Guhr, Thomas

2010-09-01

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

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

Science.gov (United States)

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

2007-07-01

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

Stochastic models in the DORIS position time series: estimates for IDS contribution to ITRF2014

Science.gov (United States)

Klos, Anna; Bogusz, Janusz; Moreaux, Guilhem

2017-11-01

This paper focuses on the investigation of the deterministic and stochastic parts of the Doppler Orbitography and Radiopositioning Integrated by Satellite (DORIS) weekly time series aligned to the newest release of ITRF2014. A set of 90 stations was divided into three groups depending on when the data were collected at an individual station. To reliably describe the DORIS time series, we employed a mathematical model that included the long-term nonlinear signal, linear trend, seasonal oscillations and a stochastic part, all being estimated with maximum likelihood estimation. We proved that the values of the parameters delivered for DORIS data are strictly correlated with the time span of the observations. The quality of the most recent data has significantly improved. Not only did the seasonal amplitudes decrease over the years, but also, and most importantly, the noise level and its type changed significantly. Among several tested models, the power-law process may be chosen as the preferred one for most of the DORIS data. Moreover, the preferred noise model has changed through the years from an autoregressive process to pure power-law noise with few stations characterised by a positive spectral index. For the latest observations, the medians of the velocity errors were equal to 0.3, 0.3 and 0.4 mm/year, respectively, for the North, East and Up components. In the best cases, a velocity uncertainty of DORIS sites of 0.1 mm/year is achievable when the appropriate coloured noise model is taken into consideration.

Fermi field and Dirac oscillator in a Som-Raychaudhuri space-time

Science.gov (United States)

de Montigny, Marc; Zare, Soroush; Hassanabadi, Hassan

2018-05-01

We investigate the relativistic dynamics of a Dirac field in the Som-Raychaudhuri space-time, which is described by a Gödel-type metric and a stationary cylindrical symmetric solution of Einstein field equations for a charged dust distribution in rigid rotation. In order to analyze the effect of various physical parameters of this space-time, we solve the Dirac equation in the Som-Raychaudhuri space-time and obtain the energy levels and eigenfunctions of the Dirac operator by using the Nikiforov-Uvarov method. We also examine the behaviour of the Dirac oscillator in the Som-Raychaudhuri space-time, in particular, the effect of its frequency and the vorticity parameter.

Development of synchronized, autonomous, and self-regulated oscillations in transpiration rate of a whole tomato plant under water stress.

Science.gov (United States)

Wallach, Rony; Da-Costa, Noam; Raviv, Michael; Moshelion, Menachem

2010-07-01

Plants respond to many environmental changes by rapidly adjusting their hydraulic conductivity and transpiration rate, thereby optimizing water-use efficiency and preventing damage due to low water potential. A multiple-load-cell apparatus, time-series analysis of the measured data, and residual low-pass filtering methods were used to monitor continuously and analyse transpiration of potted tomato plants (Solanum lycopersicum cv. Ailsa Craig) grown in a temperature-controlled greenhouse during well-irrigated and drought periods. A time derivative of the filtered residual time series yielded oscillatory behaviour of the whole plant's transpiration (WPT) rate. A subsequent cross-correlation analysis between the WPT oscillatory pattern and wet-wick evaporation rates (vertical cotton fabric, 0.14 m(2) partly submerged in water in a container placed on an adjacent load cell) revealed that autonomous oscillations in WPT rate develop under a continuous increase in water stress, whereas these oscillations correspond with the fluctuations in evaporation rate when water is fully available. The relative amplitude of these autonomous oscillations increased with water stress as transpiration rate decreased. These results support the recent finding that an increase in xylem tension triggers hydraulic signals that spread instantaneously via the plant vascular system and control leaf conductance. The regulatory role of synchronized oscillations in WPT rate in eliminating critical xylem tension points and preventing embolism is discussed.

Design and implementation of double oscillator time-to-digital converter using SFQ logic circuits

International Nuclear Information System (INIS)

Nishigai, T.; Ito, M.; Yoshikawa, N.; Fujimaki, A.; Terai, H.; Yorozu, S.

2005-01-01

We have designed, fabricated and tested a time-to-digital converter (TDC) using SFQ logic circuits. The proposed TDC consists of two sets of ring oscillators and binary counters, and a coincidence detector (CD), which detects the coincidence of the arrival of two SFQ pulses from two ring oscillators. The advantage of the proposed TDC is its simple circuit structure with wide measurement range. The time resolution of the proposed TDC is limited by the resolution of the CD, which is about 10 ps because it is made by an NDRO cell in this study. The circuits are implemented using NEC 2.5 kA/cm 2 Nb standard process and the CONNECT cell library. We have demonstrated the measurement of the propagation delay of a Josephson transmission line by the TDC with the time resolution of about 10 ps

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.

Science.gov (United States)

Ni, He; Yin, Hujun

2008-12-01

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

A critical oscillation constant as a variable of time scales for half-linear dynamic equations

Czech Academy of Sciences Publication Activity Database

Řehák, Pavel

2010-01-01

Roč. 60, č. 2 (2010), s. 237-256 ISSN 0139-9918 R&D Projects: GA AV ČR KJB100190701 Institutional research plan: CEZ:AV0Z10190503 Keywords : dynamic equation * time scale * half-linear equation * (non)oscillation criteria * Hille-Nehari criteria * Kneser criteria * critical constant * oscillation constant * Hardy inequality Subject RIV: BA - General Mathematics Impact factor: 0.316, year: 2010 http://link.springer.com/article/10.2478%2Fs12175-010-0009-7

Switching phase states in two van der Pol oscillators coupled by ttochastically time-varying resistor

OpenAIRE

Uwate, Y; Nishio, Y; Stoop, R

2009-01-01

We explore the synchronization and switching behavior of a system of two identical van der Pol oscillators coupled by a stochastically timevarying resistor. Triggered by the time-varying resistor, the system of oscillators switches between synchronized and anti-synchronized behavior. We find that the preference of the synchronized/antisynchronized state is determined by the ratio of the probabilities of the two resistor states. The length of the phases of maintained resistor states, however, ...

Land-cover separability analysis of MODIS time-series data using a combined simple harmonic oscillator and a mean reverting stochastic process

CSIR Research Space (South Africa)

Grobler, TL

2012-06-01

Full Text Available . The Fourier transform and maximum-likelihood parameter estimation are used to estimate the harmonic and noise parameters of the colored simple harmonic oscillator. Two case studies in South Africa show that reliable class differentiation can be obtained...

The Prediction of Teacher Turnover Employing Time Series Analysis.

Science.gov (United States)

Costa, Crist H.

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

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.

Chaotic time series prediction: From one to another

International Nuclear Information System (INIS)

Zhao Pengfei; Xing Lei; Yu Jun

2009-01-01

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

Grammar-based feature generation for time-series prediction

CERN Document Server

De Silva, Anthony Mihirana

2015-01-01

This book proposes a novel approach for time-series prediction using machine learning techniques with automatic feature generation. Application of machine learning techniques to predict time-series continues to attract considerable attention due to the difficulty of the prediction problems compounded by the non-linear and non-stationary nature of the real world time-series. The performance of machine learning techniques, among other things, depends on suitable engineering of features. This book proposes a systematic way for generating suitable features using context-free grammar. A number of feature selection criteria are investigated and a hybrid feature generation and selection algorithm using grammatical evolution is proposed. The book contains graphical illustrations to explain the feature generation process. The proposed approaches are demonstrated by predicting the closing price of major stock market indices, peak electricity load and net hourly foreign exchange client trade volume. The proposed method ...

Forecasting autoregressive time series under changing persistence

DEFF Research Database (Denmark)

Kruse, Robinson

Changing persistence in time series models means that a structural change from nonstationarity to stationarity or vice versa occurs over time. Such a change has important implications for forecasting, as negligence may lead to inaccurate model predictions. This paper derives generally applicable...

Recurrent Neural Networks for Multivariate Time Series with Missing Values.

Science.gov (United States)

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

2018-04-17

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

Emergence of slow collective oscillations in neural networks with spike-timing dependent plasticity

DEFF Research Database (Denmark)

Mikkelsen, Kaare; Imparato, Alberto; Torcini, Alessandro

2013-01-01

The collective dynamics of excitatory pulse coupled neurons with spike timing dependent plasticity (STDP) is studied. The introduction of STDP induces persistent irregular oscillations between strongly and weakly synchronized states, reminiscent of brain activity during slow-wave sleep. We explain...

Conditional time series forecasting with convolutional neural networks

NARCIS (Netherlands)

A. Borovykh (Anastasia); S.M. Bohte (Sander); C.W. Oosterlee (Cornelis)

2017-01-01

textabstractForecasting financial time series using past observations has been a significant topic of interest. While temporal relationships in the data exist, they are difficult to analyze and predict accurately due to the non-linear trends and noise present in the series. We propose to learn these

Time Series Analysis of Wheat Futures Reward in China

Institute of Scientific and Technical Information of China (English)

无

2005-01-01

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

Oscillations of serum and tissue lipids in rats X-irradiated at different times of day

International Nuclear Information System (INIS)

Ahlers, I.; Ahlersova, E.; Toropila, M.; Smajda, B.; Praslicka, M.

1983-01-01

Young male Wistar rats (mean body mass 200 g) adapted to a 12:12 h light:dark regimen (7 a.m. to 7 p.m., 7 p.m. to 7 a.m.) were X-irradiated at 3-h intervals during one day with doses of 2.39 or 14.25 Gy and were killed 48 or 24 h afterwards. Nonesterified fatty acids were determined in their serum and white and brown adipose tissue, and triacylglycerols, phospholipids and total cholesterol in their serum and liver. The reaction of serum and tissue lipids during the day varied after both non-lethal and lethal irradiation. After non-lethal exposure, most of the curves, as regards their course, the presence of rhythm and their oscillation properties, concurred with the lipid indicator curves in the control series and indicated that the organism's response is dependent on the time of day. Circadian variation of serum and adipose tissue nonesterified fatty acid levels, the liver triacylglycerol concentration and the adrenal cholesterol concentration in lethally irradiated animals showed no significant dependence on the time of application of the stimulus. An analysis of circadian variation of the effectiveness of a stimulus facilitates understanding of the organism's reactivity better than a single examination in the morning. (author)

forecasting with nonlinear time series model: a monte-carlo

African Journals Online (AJOL)

PUBLICATIONS1

erated recursively up to any step greater than one. For nonlinear time series model, point forecast for step one can be done easily like in the linear case but forecast for a step greater than or equal to ..... London. Franses, P. H. (1998). Time series models for business and Economic forecasting, Cam- bridge University press.

Time series analysis of temporal networks

Science.gov (United States)

Sikdar, Sandipan; Ganguly, Niloy; Mukherjee, Animesh

2016-01-01

A common but an important feature of all real-world networks is that they are temporal in nature, i.e., the network structure changes over time. Due to this dynamic nature, it becomes difficult to propose suitable growth models that can explain the various important characteristic properties of these networks. In fact, in many application oriented studies only knowing these properties is sufficient. For instance, if one wishes to launch a targeted attack on a network, this can be done even without the knowledge of the full network structure; rather an estimate of some of the properties is sufficient enough to launch the attack. We, in this paper show that even if the network structure at a future time point is not available one can still manage to estimate its properties. We propose a novel method to map a temporal network to a set of time series instances, analyze them and using a standard forecast model of time series, try to predict the properties of a temporal network at a later time instance. To our aim, we consider eight properties such as number of active nodes, average degree, clustering coefficient etc. and apply our prediction framework on them. We mainly focus on the temporal network of human face-to-face contacts and observe that it represents a stochastic process with memory that can be modeled as Auto-Regressive-Integrated-Moving-Average (ARIMA). We use cross validation techniques to find the percentage accuracy of our predictions. An important observation is that the frequency domain properties of the time series obtained from spectrogram analysis could be used to refine the prediction framework by identifying beforehand the cases where the error in prediction is likely to be high. This leads to an improvement of 7.96% (for error level ≤20%) in prediction accuracy on an average across all datasets. As an application we show how such prediction scheme can be used to launch targeted attacks on temporal networks. Contribution to the Topical Issue

Notes on economic time series analysis system theoretic perspectives

CERN Document Server

Aoki, Masanao

1983-01-01

In seminars and graduate level courses I have had several opportunities to discuss modeling and analysis of time series with economists and economic graduate students during the past several years. These experiences made me aware of a gap between what economic graduate students are taught about vector-valued time series and what is available in recent system literature. Wishing to fill or narrow the gap that I suspect is more widely spread than my personal experiences indicate, I have written these notes to augment and reor­ ganize materials I have given in these courses and seminars. I have endeavored to present, in as much a self-contained way as practicable, a body of results and techniques in system theory that I judge to be relevant and useful to economists interested in using time series in their research. I have essentially acted as an intermediary and interpreter of system theoretic results and perspectives in time series by filtering out non-essential details, and presenting coherent accounts of wha...

Dynamical analysis and visualization of tornadoes time series.

Directory of Open Access Journals (Sweden)

António M Lopes

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

Dynamical analysis and visualization of tornadoes time series.

Science.gov (United States)

Lopes, António M; Tenreiro Machado, J A

2015-01-01

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

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

Science.gov (United States)

Andronov, I. L.

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

Modelling road accidents: An approach using structural time series

Science.gov (United States)

Junus, Noor Wahida Md; Ismail, Mohd Tahir

2014-09-01

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

Improved time-dependent harmonic oscillator method for vibrationally inelastic collisions

International Nuclear Information System (INIS)

DePristo, A.E.

1985-01-01

A quantal solution to vibrationally inelastic collisions is presented based upon a linear expansion of the interaction potential around the time-dependent classical positions of all translational and vibrational degrees of freedom. The full time-dependent wave function is a product of a Gaussian translational wave packet and a multidimensional harmonic oscillator wave function, both centered around the appropriate classical position variables. The computational requirements are small since the initial vibrational coordinates are the equilibrium values in the classical trajectory (i.e., phase space sampling does not occur). Different choices of the initial width of the translational wave packet and the initial classical translational momenta are possible, and two combinations are investigated. The first involves setting the initial classical momenta equal to the quantal expectation value, and varying the width to satisfy normalization of the transition probability matrix. The second involves adjusting the initial classical momenta to ensure detailed balancing for each set of transitions, i→f and f→i, and varying the width to satisfy normalization. This choice illustrates the origin of the empirical correction of using the arithmetic average momenta as the initial classical momenta in the forced oscillator approximation. Both methods are tested for the collinear collision systems CO 2 --(He, Ne), and are found to be accurate except for near-resonant vibration--vibration exchange at low initial kinetic energies

Detecting phase synchronization between coupled non-phase-coherent oscillators

International Nuclear Information System (INIS)

Follmann, Rosangela; Macau, Elbert E.N.; Rosa, Epaminondas

2009-01-01

We compare two methods for detecting phase synchronization in coupled non-phase-coherent oscillators. One method is based on the locking of self-sustained oscillators with an irregular signal. The other uses trajectory recurrences in phase space. We identify the pros and cons of both methods and propose guidelines to detect phase synchronization in data series.

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

Science.gov (United States)

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

2016-02-09

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

The Spatial and Temporal Variability of the North Atlantic Oscillation Recorded in Ice Core Major Ion Time Series

Science.gov (United States)

Wawrzeniak, T. L.; Wake, C. P.; Fischer, H.; Fisher, D. A.; Schwikowski, M.

2006-05-01

The North Atlantic Oscillation represents a significant mode of atmospheric variability for the Arctic and sub- Artic climate system. Developing a longer-term record of the spatial and temporal variability of the NAO could improve our understanding of natural climate variability in the region. Previous work has shown a significant relationship between Greenland ice core records and the NAO. Here, we have compared sea-salt and dust records from nine ice cores around the Arctic region to sea level pressure and NAO indices to evaluate the extent to which these ice cores can be used to reconstruct the NAO.

TEMPORAL EVOLUTION OF CHROMOSPHERIC OSCILLATIONS IN FLARING REGIONS: A PILOT STUDY

Energy Technology Data Exchange (ETDEWEB)

Monsue, T.; Stassun, K. G. [Department of Physics and Astronomy, Vanderbilt University, Nashville, TN 37235 (United States); Hill, F., E-mail: teresa.monsue@vanderbilt.edu, E-mail: keivan.stassun@vanderbilt.edu, E-mail: hill@email.noao.edu [National Solar Observatory, Tucson, AZ 85719 (United States)

2016-10-01

We have analyzed H α intensity images obtained at a 1 minute cadence with the Global Oscillation Network Group (GONG) system to investigate the properties of oscillations in the 0–8 mHz frequency band at the location and time of strong M- and X-class flares. For each of three subregions within two flaring active regions, we extracted time series from multiple distinct positions, including the flare core and quieter surrounding areas. The time series were analyzed with a moving power-map analysis to examine power as a function of frequency and time. We find that, in the flare core of all three subregions, the low-frequency power (∼1–2 mHz) is substantially enhanced immediately prior to and after the flare, and that power at all frequencies up to 8 mHz is depleted at flare maximum. This depletion is both frequency- and time-dependent, which probably reflects the changing depths visible during the flare in the bandpass of the filter. These variations are not observed outside the flare cores. The depletion may indicate that acoustic energy is being converted into thermal energy at flare maximum, while the low-frequency enhancement may arise from an instability in the chromosphere and provide an early warning of the flare onset. Dark lanes of reduced wave power are also visible in the power maps, which may arise from the interaction of the acoustic waves and the magnetic field.

Time series patterns and language support in DBMS

Science.gov (United States)

Telnarova, Zdenka

2017-07-01

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

Two-fractal overlap time series: Earthquakes and market crashes

Indian Academy of Sciences (India)