WorldWideScience

Sample records for seasonal time series

  1. Modeling seasonality in bimonthly time series

    NARCIS (Netherlands)

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

    1992-01-01

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

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

    NARCIS (Netherlands)

    Ph.H.B.F. Franses (Philip Hans); B. Hobijn (Bart)

    1997-01-01

    textabstractIn this paper, we present tables with critical values for a variety of tests for seasonal and non-seasonal unit roots in seasonal time series. We consider (extensions of) the Hylleberg et al. and Osborn et al. test procedures. These extensions concern time series with increasing seasonal

  3. Analysis of Seasonal Signal in GPS Short-Baseline Time Series

    Science.gov (United States)

    Wang, Kaihua; Jiang, Weiping; Chen, Hua; An, Xiangdong; Zhou, Xiaohui; Yuan, Peng; Chen, Qusen

    2018-04-01

    Proper modeling of seasonal signals and their quantitative analysis are of interest in geoscience applications, which are based on position time series of permanent GPS stations. Seasonal signals in GPS short-baseline (paper, to better understand the seasonal signal in GPS short-baseline time series, we adopted and processed six different short-baselines with data span that varies from 2 to 14 years and baseline length that varies from 6 to 1100 m. To avoid seasonal signals that are overwhelmed by noise, each of the station pairs is chosen with significant differences in their height (> 5 m) or type of the monument. For comparison, we also processed an approximately zero baseline with a distance of pass-filtered (BP) noise is valid for approximately 40% of the baseline components, and another 20% of the components can be best modeled by a combination of the first-order Gauss-Markov (FOGM) process plus white noise (WN). The TEM displacements are then modeled by considering the monument height of the building structure beneath the GPS antenna. The median contributions of TEM to the annual amplitude in the vertical direction are 84% and 46% with and without additional parts of the monument, respectively. Obvious annual signals with amplitude > 0.4 mm in the horizontal direction are observed in five short-baselines, and the amplitudes exceed 1 mm in four of them. These horizontal seasonal signals are likely related to the propagation of daily/sub-daily TEM displacement or other signals related to the site environment. Mismodeling of the tropospheric delay may also introduce spurious seasonal signals with annual amplitudes of 5 and 2 mm, respectively, for two short-baselines with elevation differences greater than 100 m. The results suggest that the monument height of the additional part of a typical GPS station should be considered when estimating the TEM displacement and that the tropospheric delay should be modeled cautiously, especially with station pairs with

  4. Seasonal time series forecasting: a comparative study of arima and ...

    African Journals Online (AJOL)

    This paper addresses the concerns of Faraway and Chatfield (1998) who questioned the forecasting ability of Artificial Neural Networks (ANN). In particular the paper compares the performance of Artificial Neural Networks (ANN) and ARIMA models in forecasting of seasonal (monthly) Time series. Using the Airline data ...

  5. Hybrid model for forecasting time series with trend, seasonal and salendar variation patterns

    Science.gov (United States)

    Suhartono; Rahayu, S. P.; Prastyo, D. D.; Wijayanti, D. G. P.; Juliyanto

    2017-09-01

    Most of the monthly time series data in economics and business in Indonesia and other Moslem countries not only contain trend and seasonal, but also affected by two types of calendar variation effects, i.e. the effect of the number of working days or trading and holiday effects. The purpose of this research is to develop a hybrid model or a combination of several forecasting models to predict time series that contain trend, seasonal and calendar variation patterns. This hybrid model is a combination of classical models (namely time series regression and ARIMA model) and/or modern methods (artificial intelligence method, i.e. Artificial Neural Networks). A simulation study was used to show that the proposed procedure for building the hybrid model could work well for forecasting time series with trend, seasonal and calendar variation patterns. Furthermore, the proposed hybrid model is applied for forecasting real data, i.e. monthly data about inflow and outflow of currency at Bank Indonesia. The results show that the hybrid model tend to provide more accurate forecasts than individual forecasting models. Moreover, this result is also in line with the third results of the M3 competition, i.e. the hybrid model on average provides a more accurate forecast than the individual model.

  6. Short Term Prediction of PM10 Concentrations Using Seasonal Time Series Analysis

    Directory of Open Access Journals (Sweden)

    Hamid Hazrul Abdul

    2016-01-01

    Full Text Available Air pollution modelling is one of an important tool that usually used to make short term and long term prediction. Since air pollution gives a big impact especially to human health, prediction of air pollutants concentration is needed to help the local authorities to give an early warning to people who are in risk of acute and chronic health effects from air pollution. Finding the best time series model would allow prediction to be made accurately. This research was carried out to find the best time series model to predict the PM10 concentrations in Nilai, Negeri Sembilan, Malaysia. By considering two seasons which is wet season (north east monsoon and dry season (south west monsoon, seasonal autoregressive integrated moving average model were used to find the most suitable model to predict the PM10 concentrations in Nilai, Negeri Sembilan by using three error measures. Based on AIC statistics, results show that ARIMA (1, 1, 1 × (1, 0, 012 is the most suitable model to predict PM10 concentrations in Nilai, Negeri Sembilan.

  7. Modeling pollen time series using seasonal-trend decomposition procedure based on LOESS smoothing.

    Science.gov (United States)

    Rojo, Jesús; Rivero, Rosario; Romero-Morte, Jorge; Fernández-González, Federico; Pérez-Badia, Rosa

    2017-02-01

    Analysis of airborne pollen concentrations provides valuable information on plant phenology and is thus a useful tool in agriculture-for predicting harvests in crops such as the olive and for deciding when to apply phytosanitary treatments-as well as in medicine and the environmental sciences. Variations in airborne pollen concentrations, moreover, are indicators of changing plant life cycles. By modeling pollen time series, we can not only identify the variables influencing pollen levels but also predict future pollen concentrations. In this study, airborne pollen time series were modeled using a seasonal-trend decomposition procedure based on LOcally wEighted Scatterplot Smoothing (LOESS) smoothing (STL). The data series-daily Poaceae pollen concentrations over the period 2006-2014-was broken up into seasonal and residual (stochastic) components. The seasonal component was compared with data on Poaceae flowering phenology obtained by field sampling. Residuals were fitted to a model generated from daily temperature and rainfall values, and daily pollen concentrations, using partial least squares regression (PLSR). This method was then applied to predict daily pollen concentrations for 2014 (independent validation data) using results for the seasonal component of the time series and estimates of the residual component for the period 2006-2013. Correlation between predicted and observed values was r = 0.79 (correlation coefficient) for the pre-peak period (i.e., the period prior to the peak pollen concentration) and r = 0.63 for the post-peak period. Separate analysis of each of the components of the pollen data series enables the sources of variability to be identified more accurately than by analysis of the original non-decomposed data series, and for this reason, this procedure has proved to be a suitable technique for analyzing the main environmental factors influencing airborne pollen concentrations.

  8. The CACAO Method for Smoothing, Gap Filling, and Characterizing Seasonal Anomalies in Satellite Time Series

    Science.gov (United States)

    Verger, Aleixandre; Baret, F.; Weiss, M.; Kandasamy, S.; Vermote, E.

    2013-01-01

    Consistent, continuous, and long time series of global biophysical variables derived from satellite data are required for global change research. A novel climatology fitting approach called CACAO (Consistent Adjustment of the Climatology to Actual Observations) is proposed to reduce noise and fill gaps in time series by scaling and shifting the seasonal climatological patterns to the actual observations. The shift and scale CACAO parameters adjusted for each season allow quantifying shifts in the timing of seasonal phenology and inter-annual variations in magnitude as compared to the average climatology. CACAO was assessed first over simulated daily Leaf Area Index (LAI) time series with varying fractions of missing data and noise. Then, performances were analyzed over actual satellite LAI products derived from AVHRR Long-Term Data Record for the 1981-2000 period over the BELMANIP2 globally representative sample of sites. Comparison with two widely used temporal filtering methods-the asymmetric Gaussian (AG) model and the Savitzky-Golay (SG) filter as implemented in TIMESAT-revealed that CACAO achieved better performances for smoothing AVHRR time series characterized by high level of noise and frequent missing observations. The resulting smoothed time series captures well the vegetation dynamics and shows no gaps as compared to the 50-60% of still missing data after AG or SG reconstructions. Results of simulation experiments as well as confrontation with actual AVHRR time series indicate that the proposed CACAO method is more robust to noise and missing data than AG and SG methods for phenology extraction.

  9. Time series pCO2 at a coastal mooring: Internal consistency, seasonal cycles, and interannual variability

    Science.gov (United States)

    Reimer, Janet J.; Cai, Wei-Jun; Xue, Liang; Vargas, Rodrigo; Noakes, Scott; Hu, Xinping; Signorini, Sergio R.; Mathis, Jeremy T.; Feely, Richard A.; Sutton, Adrienne J.; Sabine, Christopher; Musielewicz, Sylvia; Chen, Baoshan; Wanninkhof, Rik

    2017-08-01

    Marine carbonate system monitoring programs often consist of multiple observational methods that include underway cruise data, moored autonomous time series, and discrete water bottle samples. Monitored parameters include all, or some of the following: partial pressure of CO2 of the water (pCO2w) and air, dissolved inorganic carbon (DIC), total alkalinity (TA), and pH. Any combination of at least two of the aforementioned parameters can be used to calculate the others. In this study at the Gray's Reef (GR) mooring in the South Atlantic Bight (SAB) we: examine the internal consistency of pCO2w from underway cruise, moored autonomous time series, and calculated from bottle samples (DIC-TA pairing); describe the seasonal to interannual pCO2w time series variability and air-sea flux (FCO2), as well as describe the potential sources of pCO2w variability; and determine the source/sink for atmospheric pCO2. Over the 8.5 years of GR mooring time series, mooring-underway and mooring-bottle calculated-pCO2w strongly correlate with r-values > 0.90. pCO2w and FCO2 time series follow seasonal thermal patterns; however, seasonal non-thermal processes, such as terrestrial export, net biological production, and air-sea exchange also influence variability. The linear slope of time series pCO2w increases by 5.2 ± 1.4 μatm y-1 with FCO2 increasing 51-70 mmol m-2 y-1. The net FCO2 sign can switch interannually with the magnitude varying greatly. Non-thermal pCO2w is also increasing over the time series, likely indicating that terrestrial export and net biological processes drive the long term pCO2w increase.

  10. Monitoring Seasonal Evapotranspiration in Vulnerable Agriculture using Time Series VHSR Satellite Data

    Science.gov (United States)

    Dalezios, Nicolas; Spyropoulos, Nicos V.; Tarquis, Ana M.

    2015-04-01

    The research work stems from the hypothesis that it is possible to perform an estimation of seasonal water needs of olive tree farms under drought periods by cross correlating high spatial, spectral and temporal resolution (~monthly) of satellite data, acquired at well defined time intervals of the phenological cycle of crops, with ground-truth information simultaneously applied during the image acquisitions. The present research is for the first time, demonstrating the coordinated efforts of space engineers, satellite mission control planners, remote sensing scientists and ground teams to record at specific time intervals of the phenological cycle of trees from ground "zero" and from 770 km above the Earth's surface, the status of plants for subsequent cross correlation and analysis regarding the estimation of the seasonal evapotranspiration in vulnerable agricultural environment. The ETo and ETc derived by Penman-Montieth equation and reference Kc tables, compared with new ETd using the Kc extracted from the time series satellite data. Several vegetation indices were also used especially the RedEdge and the chlorophyll one based on WorldView-2 RedEdge and second NIR bands to relate the tree status with water and nutrition needs. Keywords: Evapotransipration, Very High Spatial Resolution - VHSR, time series, remote sensing, vulnerability, agriculture, vegetation indeces.

  11. THE EFFECT OF DECOMPOSITION METHOD AS DATA PREPROCESSING ON NEURAL NETWORKS MODEL FOR FORECASTING TREND AND SEASONAL TIME SERIES

    Directory of Open Access Journals (Sweden)

    Subanar Subanar

    2006-01-01

    Full Text Available Recently, one of the central topics for the neural networks (NN community is the issue of data preprocessing on the use of NN. In this paper, we will investigate this topic particularly on the effect of Decomposition method as data processing and the use of NN for modeling effectively time series with both trend and seasonal patterns. Limited empirical studies on seasonal time series forecasting with neural networks show that some find neural networks are able to model seasonality directly and prior deseasonalization is not necessary, and others conclude just the opposite. In this research, we study particularly on the effectiveness of data preprocessing, including detrending and deseasonalization by applying Decomposition method on NN modeling and forecasting performance. We use two kinds of data, simulation and real data. Simulation data are examined on multiplicative of trend and seasonality patterns. The results are compared to those obtained from the classical time series model. Our result shows that a combination of detrending and deseasonalization by applying Decomposition method is the effective data preprocessing on the use of NN for forecasting trend and seasonal time series.

  12. A Seasonal Time-Series Model Based on Gene Expression Programming for Predicting Financial Distress.

    Science.gov (United States)

    Cheng, Ching-Hsue; Chan, Chia-Pang; Yang, Jun-He

    2018-01-01

    The issue of financial distress prediction plays an important and challenging research topic in the financial field. Currently, there have been many methods for predicting firm bankruptcy and financial crisis, including the artificial intelligence and the traditional statistical methods, and the past studies have shown that the prediction result of the artificial intelligence method is better than the traditional statistical method. Financial statements are quarterly reports; hence, the financial crisis of companies is seasonal time-series data, and the attribute data affecting the financial distress of companies is nonlinear and nonstationary time-series data with fluctuations. Therefore, this study employed the nonlinear attribute selection method to build a nonlinear financial distress prediction model: that is, this paper proposed a novel seasonal time-series gene expression programming model for predicting the financial distress of companies. The proposed model has several advantages including the following: (i) the proposed model is different from the previous models lacking the concept of time series; (ii) the proposed integrated attribute selection method can find the core attributes and reduce high dimensional data; and (iii) the proposed model can generate the rules and mathematical formulas of financial distress for providing references to the investors and decision makers. The result shows that the proposed method is better than the listing classifiers under three criteria; hence, the proposed model has competitive advantages in predicting the financial distress of companies.

  13. 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

  14. A Seasonal Time-Series Model Based on Gene Expression Programming for Predicting Financial Distress

    Science.gov (United States)

    2018-01-01

    The issue of financial distress prediction plays an important and challenging research topic in the financial field. Currently, there have been many methods for predicting firm bankruptcy and financial crisis, including the artificial intelligence and the traditional statistical methods, and the past studies have shown that the prediction result of the artificial intelligence method is better than the traditional statistical method. Financial statements are quarterly reports; hence, the financial crisis of companies is seasonal time-series data, and the attribute data affecting the financial distress of companies is nonlinear and nonstationary time-series data with fluctuations. Therefore, this study employed the nonlinear attribute selection method to build a nonlinear financial distress prediction model: that is, this paper proposed a novel seasonal time-series gene expression programming model for predicting the financial distress of companies. The proposed model has several advantages including the following: (i) the proposed model is different from the previous models lacking the concept of time series; (ii) the proposed integrated attribute selection method can find the core attributes and reduce high dimensional data; and (iii) the proposed model can generate the rules and mathematical formulas of financial distress for providing references to the investors and decision makers. The result shows that the proposed method is better than the listing classifiers under three criteria; hence, the proposed model has competitive advantages in predicting the financial distress of companies. PMID:29765399

  15. A Seasonal Time-Series Model Based on Gene Expression Programming for Predicting Financial Distress

    Directory of Open Access Journals (Sweden)

    Ching-Hsue Cheng

    2018-01-01

    Full Text Available The issue of financial distress prediction plays an important and challenging research topic in the financial field. Currently, there have been many methods for predicting firm bankruptcy and financial crisis, including the artificial intelligence and the traditional statistical methods, and the past studies have shown that the prediction result of the artificial intelligence method is better than the traditional statistical method. Financial statements are quarterly reports; hence, the financial crisis of companies is seasonal time-series data, and the attribute data affecting the financial distress of companies is nonlinear and nonstationary time-series data with fluctuations. Therefore, this study employed the nonlinear attribute selection method to build a nonlinear financial distress prediction model: that is, this paper proposed a novel seasonal time-series gene expression programming model for predicting the financial distress of companies. The proposed model has several advantages including the following: (i the proposed model is different from the previous models lacking the concept of time series; (ii the proposed integrated attribute selection method can find the core attributes and reduce high dimensional data; and (iii the proposed model can generate the rules and mathematical formulas of financial distress for providing references to the investors and decision makers. The result shows that the proposed method is better than the listing classifiers under three criteria; hence, the proposed model has competitive advantages in predicting the financial distress of companies.

  16. Year Ahead Demand Forecast of City Natural Gas Using Seasonal Time Series Methods

    Directory of Open Access Journals (Sweden)

    Mustafa Akpinar

    2016-09-01

    Full Text Available Consumption of natural gas, a major clean energy source, increases as energy demand increases. We studied specifically the Turkish natural gas market. Turkey’s natural gas consumption increased as well in parallel with the world‘s over the last decade. This consumption growth in Turkey has led to the formation of a market structure for the natural gas industry. This significant increase requires additional investments since a rise in consumption capacity is expected. One of the reasons for the consumption increase is the user-based natural gas consumption influence. This effect yields imbalances in demand forecasts and if the error rates are out of bounds, penalties may occur. In this paper, three univariate statistical methods, which have not been previously investigated for mid-term year-ahead monthly natural gas forecasting, are used to forecast natural gas demand in Turkey’s Sakarya province. Residential and low-consumption commercial data is used, which may contain seasonality. The goal of this paper is minimizing more or less gas tractions on mid-term consumption while improving the accuracy of demand forecasting. In forecasting models, seasonality and single variable impacts reinforce forecasts. This paper studies time series decomposition, Holt-Winters exponential smoothing and autoregressive integrated moving average (ARIMA methods. Here, 2011–2014 monthly data were prepared and divided into two series. The first series is 2011–2013 monthly data used for finding seasonal effects and model requirements. The second series is 2014 monthly data used for forecasting. For the ARIMA method, a stationary series was prepared and transformation process prior to forecasting was done. Forecasting results confirmed that as the computation complexity of the model increases, forecasting accuracy increases with lower error rates. Also, forecasting errors and the coefficients of determination values give more consistent results. Consequently

  17. Analyzing Seasonal Variations in Suicide With Fourier Poisson Time-Series Regression: A Registry-Based Study From Norway, 1969-2007.

    Science.gov (United States)

    Bramness, Jørgen G; Walby, Fredrik A; Morken, Gunnar; Røislien, Jo

    2015-08-01

    Seasonal variation in the number of suicides has long been acknowledged. It has been suggested that this seasonality has declined in recent years, but studies have generally used statistical methods incapable of confirming this. We examined all suicides occurring in Norway during 1969-2007 (more than 20,000 suicides in total) to establish whether seasonality decreased over time. Fitting of additive Fourier Poisson time-series regression models allowed for formal testing of a possible linear decrease in seasonality, or a reduction at a specific point in time, while adjusting for a possible smooth nonlinear long-term change without having to categorize time into discrete yearly units. The models were compared using Akaike's Information Criterion and analysis of variance. A model with a seasonal pattern was significantly superior to a model without one. There was a reduction in seasonality during the period. Both the model assuming a linear decrease in seasonality and the model assuming a change at a specific point in time were both superior to a model assuming constant seasonality, thus confirming by formal statistical testing that the magnitude of the seasonality in suicides has diminished. The additive Fourier Poisson time-series regression model would also be useful for studying other temporal phenomena with seasonal components. © The Author 2015. Published by Oxford University Press on behalf of the Johns Hopkins Bloomberg School of Public Health. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

  18. A COMPARATIVE STUDY OF FORECASTING MODELS FOR TREND AND SEASONAL TIME SERIES DOES COMPLEX MODEL ALWAYS YIELD BETTER FORECAST THAN SIMPLE MODELS

    Directory of Open Access Journals (Sweden)

    Suhartono Suhartono

    2005-01-01

    Full Text Available Many business and economic time series are non-stationary time series that contain trend and seasonal variations. Seasonality is a periodic and recurrent pattern caused by factors such as weather, holidays, or repeating promotions. A stochastic trend is often accompanied with the seasonal variations and can have a significant impact on various forecasting methods. In this paper, we will investigate and compare some forecasting methods for modeling time series with both trend and seasonal patterns. These methods are Winter's, Decomposition, Time Series Regression, ARIMA and Neural Networks models. In this empirical research, we study on the effectiveness of the forecasting performance, particularly to answer whether a complex method always give a better forecast than a simpler method. We use a real data, that is airline passenger data. The result shows that the more complex model does not always yield a better result than a simpler one. Additionally, we also find the possibility to do further research especially the use of hybrid model by combining some forecasting method to get better forecast, for example combination between decomposition (as data preprocessing and neural network model.

  19. Prediction uncertainty in seasonal partial duration series

    DEFF Research Database (Denmark)

    Rasmussen, Peter Funder; Rosbjerg, Dan

    1991-01-01

    In order to obtain a good description of the exceedances in a partial duration series it is often necessary to divide the year into a number (2-4) of seasons. Hereby a stationary exceedance distribution can be maintained within each season. This type of seasonal models may, however, not be suitable...... for prediction purposes due to the large number of parameters required. In the particular case with exponentially distributed exceedances and Poissonian occurrence times the precision of the T year event estimator has been thoroughly examined considering both seasonal and nonseasonal models. The two......-seasonal probability density function of the T year event estimator has been deduced and used in the assessment of the precision of approximate moments. The nonseasonal approach covered both a total omission of seasonality by pooling data from different flood seasons and a discarding of nonsignificant season(s) before...

  20. 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.

  1. Seasonality of service provision in hip and knee surgery: A possible contributor to waiting times? A time series analysis

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    Upshur Ross EG

    2006-03-01

    Full Text Available Abstract Background The question of how best to reduce waiting times for health care, particularly surgical procedures such as hip and knee replacements is among the most pressing concern of the Canadian health care system. The objective of this study was to test the hypothesis that significant seasonal variation exists in the performance of hip and knee replacement surgery in the province of Ontario. Methods We performed a retrospective, cross-sectional time series analysis examining all hip and knee replacement surgeries in people over the age of 65 in the province of Ontario, Canada between 1992 and 2002. The main outcome measure was monthly hospitalization rates per 100 000 population for all hip and knee replacements. Results There was a marked increase in the rate of hip and knee replacement surgery over the 10-year period as well as an increasing seasonal variation in surgeries. Highly significant (Fisher Kappa = 16.05, p 2Autoreg = 0.85 seasonality was identified in the data. Conclusion Holidays and utilization caps appear to exert a significant influence on the rate of service provision. It is expected that waiting times for hip and knee replacement could be reduced by reducing seasonal fluctuations in service provision and benchmarking services to peak delivery. The results highlight the importance of system behaviour in seasonal fluctuation of service delivery.

  2. Seasonality of service provision in hip and knee surgery: a possible contributor to waiting times? A time series analysis.

    Science.gov (United States)

    Upshur, Ross E G; Moineddin, Rahim; Crighton, Eric J; Mamdani, Muhammad

    2006-03-01

    The question of how best to reduce waiting times for health care, particularly surgical procedures such as hip and knee replacements is among the most pressing concern of the Canadian health care system. The objective of this study was to test the hypothesis that significant seasonal variation exists in the performance of hip and knee replacement surgery in the province of Ontario. We performed a retrospective, cross-sectional time series analysis examining all hip and knee replacement surgeries in people over the age of 65 in the province of Ontario, Canada between 1992 and 2002. The main outcome measure was monthly hospitalization rates per 100,000 population for all hip and knee replacements. There was a marked increase in the rate of hip and knee replacement surgery over the 10-year period as well as an increasing seasonal variation in surgeries. Highly significant (Fisher Kappa = 16.05, p Holidays and utilization caps appear to exert a significant influence on the rate of service provision. It is expected that waiting times for hip and knee replacement could be reduced by reducing seasonal fluctuations in service provision and benchmarking services to peak delivery. The results highlight the importance of system behaviour in seasonal fluctuation of service delivery.

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

    Science.gov (United States)

    Eymen, Abdurrahman; Köylü, Ümran

    2018-02-01

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

  4. The association of season and temperature with adverse pregnancy outcome in two German states, a time-series analysis.

    Directory of Open Access Journals (Sweden)

    Jennyfer Wolf

    Full Text Available A seasonality of low birth weight (LBW and preterm birth (PTB has been described for most regions and there is evidence that this pattern is caused by ambient outdoor temperature. However, the association as such, the direction of effect and the critical time of exposure remain controversial.Logistic, time-series regression was performed on nearly 300,000 births from two German states to study the association between season and daily mean temperature and changes in daily proportions of term LBW (tLBW or PTB. Analyses were adjusted for time-varying factors. Temperature exposures were examined during different periods of pregnancy.Weak evidence for an association between season of conception, season of birth or ambient outdoor temperature and tLBW or PTB was found. Results of analyses of temperature were not consistent between the two states. Different sources of bias which would have artificially led to stronger findings were detected and are described.No clear evidence for an association between season of conception, season of birth or temperature and tLBW or PTB was found. In the study of pregnancy outcome different sources of bias can be identified which can potentially explain heterogeneous findings of the past.

  5. The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016

    DEFF Research Database (Denmark)

    He, Changli; Kang, Jian; Terasvirta, Timo

    In this paper we introduce an autoregressive model with seasonal dummy variables in which coefficients of seasonal dummies vary smoothly and deterministically over time. The error variance of the model is seasonally heteroskedastic and multiplicatively decomposed, the decomposition being similar ...... temperature series. More specifically, the idea is to find out in which way and by how much the monthly temperatures are varying over time during the period of more than 240 years, if they do. Misspecification tests are applied to the estimated model and the findings discussed....

  6. Characterization of Land Transitions Patterns from Multivariate Time Series Using Seasonal Trend Analysis and Principal Component Analysis

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    Benoit Parmentier

    2014-12-01

    Full Text Available Characterizing biophysical changes in land change areas over large regions with short and noisy multivariate time series and multiple temporal parameters remains a challenging task. Most studies focus on detection rather than the characterization, i.e., the manner by which surface state variables are altered by the process of changes. In this study, a procedure is presented to extract and characterize simultaneous temporal changes in MODIS multivariate times series from three surface state variables the Normalized Difference Vegetation Index (NDVI, land surface temperature (LST and albedo (ALB. The analysis involves conducting a seasonal trend analysis (STA to extract three seasonal shape parameters (Amplitude 0, Amplitude 1 and Amplitude 2 and using principal component analysis (PCA to contrast trends in change and no-change areas. We illustrate the method by characterizing trends in burned and unburned pixels in Alaska over the 2001–2009 time period. Findings show consistent and meaningful extraction of temporal patterns related to fire disturbances. The first principal component (PC1 is characterized by a decrease in mean NDVI (Amplitude 0 with a concurrent increase in albedo (the mean and the annual amplitude and an increase in LST annual variability (Amplitude 1. These results provide systematic empirical evidence of surface changes associated with one type of land change, fire disturbances, and suggest that STA with PCA may be used to characterize many other types of land transitions over large landscape areas using multivariate Earth observation time series.

  7. Deterministic decomposition and seasonal ARIMA time series models applied to airport noise forecasting

    Science.gov (United States)

    Guarnaccia, Claudio; Quartieri, Joseph; Tepedino, Carmine

    2017-06-01

    One of the most hazardous physical polluting agents, considering their effects on human health, is acoustical noise. Airports are a strong source of acoustical noise, due to the airplanes turbines, to the aero-dynamical noise of transits, to the acceleration or the breaking during the take-off and landing phases of aircrafts, to the road traffic around the airport, etc.. The monitoring and the prediction of the acoustical level emitted by airports can be very useful to assess the impact on human health and activities. In the airports noise scenario, thanks to flights scheduling, the predominant sources may have a periodic behaviour. Thus, a Time Series Analysis approach can be adopted, considering that a general trend and a seasonal behaviour can be highlighted and used to build a predictive model. In this paper, two different approaches are adopted, thus two predictive models are constructed and tested. The first model is based on deterministic decomposition and is built composing the trend, that is the long term behaviour, the seasonality, that is the periodic component, and the random variations. The second model is based on seasonal autoregressive moving average, and it belongs to the stochastic class of models. The two different models are fitted on an acoustical level dataset collected close to the Nice (France) international airport. Results will be encouraging and will show good prediction performances of both the adopted strategies. A residual analysis is performed, in order to quantify the forecasting error features.

  8. 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.

  9. Outlier Detection in Structural Time Series Models

    DEFF Research Database (Denmark)

    Marczak, Martyna; Proietti, Tommaso

    investigate via Monte Carlo simulations how this approach performs for detecting additive outliers and level shifts in the analysis of nonstationary seasonal time series. The reference model is the basic structural model, featuring a local linear trend, possibly integrated of order two, stochastic seasonality......Structural change affects the estimation of economic signals, like the underlying growth rate or the seasonally adjusted series. An important issue, which has attracted a great deal of attention also in the seasonal adjustment literature, is its detection by an expert procedure. The general......–to–specific approach to the detection of structural change, currently implemented in Autometrics via indicator saturation, has proven to be both practical and effective in the context of stationary dynamic regression models and unit–root autoregressions. By focusing on impulse– and step–indicator saturation, we...

  10. 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.

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

    Science.gov (United States)

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

    2018-04-01

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

  12. Time series analysis of ozone data in Isfahan

    Science.gov (United States)

    Omidvari, M.; Hassanzadeh, S.; Hosseinibalam, F.

    2008-07-01

    Time series analysis used to investigate the stratospheric ozone formation and decomposition processes. Different time series methods are applied to detect the reason for extreme high ozone concentrations for each season. Data was convert into seasonal component and frequency domain, the latter has been evaluated by using the Fast Fourier Transform (FFT), spectral analysis. The power density spectrum estimated from the ozone data showed peaks at cycle duration of 22, 20, 36, 186, 365 and 40 days. According to seasonal component analysis most fluctuation was in 1999 and 2000, but the least fluctuation was in 2003. The best correlation between ozone and sun radiation was found in 2000. Other variables which are not available cause to this fluctuation in the 1999 and 2001. The trend of ozone is increasing in 1999 and is decreasing in other years.

  13. 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

  14. Forecasting Hourly Water Demands With Seasonal Autoregressive Models for Real-Time Application

    Science.gov (United States)

    Chen, Jinduan; Boccelli, Dominic L.

    2018-02-01

    Consumer water demands are not typically measured at temporal or spatial scales adequate to support real-time decision making, and recent approaches for estimating unobserved demands using observed hydraulic measurements are generally not capable of forecasting demands and uncertainty information. While time series modeling has shown promise for representing total system demands, these models have generally not been evaluated at spatial scales appropriate for representative real-time modeling. This study investigates the use of a double-seasonal time series model to capture daily and weekly autocorrelations to both total system demands and regional aggregated demands at a scale that would capture demand variability across a distribution system. Emphasis was placed on the ability to forecast demands and quantify uncertainties with results compared to traditional time series pattern-based demand models as well as nonseasonal and single-seasonal time series models. Additional research included the implementation of an adaptive-parameter estimation scheme to update the time series model when unobserved changes occurred in the system. For two case studies, results showed that (1) for the smaller-scale aggregated water demands, the log-transformed time series model resulted in improved forecasts, (2) the double-seasonal model outperformed other models in terms of forecasting errors, and (3) the adaptive adjustment of parameters during forecasting improved the accuracy of the generated prediction intervals. These results illustrate the capabilities of time series modeling to forecast both water demands and uncertainty estimates at spatial scales commensurate for real-time modeling applications and provide a foundation for developing a real-time integrated demand-hydraulic model.

  15. Stochastic model stationarization by eliminating the periodic term and its effect on time series prediction

    Science.gov (United States)

    Moeeni, Hamid; Bonakdari, Hossein; Fatemi, Seyed Ehsan

    2017-04-01

    Because time series stationarization has a key role in stochastic modeling results, three methods are analyzed in this study. The methods are seasonal differencing, seasonal standardization and spectral analysis to eliminate the periodic effect on time series stationarity. First, six time series including 4 streamflow series and 2 water temperature series are stationarized. The stochastic term for these series obtained with ARIMA is subsequently modeled. For the analysis, 9228 models are introduced. It is observed that seasonal standardization and spectral analysis eliminate the periodic term completely, while seasonal differencing maintains seasonal correlation structures. The obtained results indicate that all three methods present acceptable performance overall. However, model accuracy in monthly streamflow prediction is higher with seasonal differencing than with the other two methods. Another advantage of seasonal differencing over the other methods is that the monthly streamflow is never estimated as negative. Standardization is the best method for predicting monthly water temperature although it is quite similar to seasonal differencing, while spectral analysis performed the weakest in all cases. It is concluded that for each monthly seasonal series, seasonal differencing is the best stationarization method in terms of periodic effect elimination. Moreover, the monthly water temperature is predicted with more accuracy than monthly streamflow. The criteria of the average stochastic term divided by the amplitude of the periodic term obtained for monthly streamflow and monthly water temperature were 0.19 and 0.30, 0.21 and 0.13, and 0.07 and 0.04 respectively. As a result, the periodic term is more dominant than the stochastic term for water temperature in the monthly water temperature series compared to streamflow series.

  16. Detection of additive outliers in seasonal time series

    DEFF Research Database (Denmark)

    Haldrup, Niels; Montañés, Antonio; Sansó, Andreu

    The detection and location of additive outliers in integrated variables has attracted much attention recently because such outliers tend to affect unit root inference among other things. Most of these procedures have been developed for non-seasonal processes. However, the presence of seasonality......) to deal with data sampled at a seasonal frequency and the size and power properties are discussed. We also show that the presence of periodic heteroscedasticity will inflate the size of the tests and hence will tend to identify an excessive number of outliers. A modified Perron-Rodriguez test which allows...... periodically varying variances is suggested and it is shown to have excellent properties in terms of both power and size...

  17. Dimension Reduction of Multi-Spectral Satellite Image Time Series to Improve Deforestation Monitoring

    Directory of Open Access Journals (Sweden)

    Meng Lu

    2017-10-01

    Full Text Available In recent years, sequential tests for detecting structural changes in time series have been adapted for deforestation monitoring using satellite data. The input time series of such sequential tests is typically a vegetation index (e.g., NDVI, which uses two or three bands and ignores all other bands. Being limited to a vegetation index will not benefit from the richer spectral information provided by newly launched satellites and will bring two bottle-necks for deforestation monitoring. Firstly, it is hard to select a suitable vegetation index a priori. Secondly, a single vegetation index is typically affected by seasonal signals, noise and other natural dynamics, which decrease its power for deforestation detection. A novel multispectral time series change monitoring method that combines dimension reduction methods with a sequential hypothesis test is proposed to address these limitations. For each location, the proposed method automatically chooses a “suitable” index for deforestation monitoring. To demonstrate our approach, we implemented it in two study areas: a dry tropical forest in Bolivia (time series length: 444 with strong seasonality and a moist tropical forest in Brazil (time series length: 225 with almost no seasonality. Our method significantly improves accuracy in the presence of strong seasonality, in particular the temporal lag between disturbance and its detection.

  18. Forecasting with periodic autoregressive time series models

    NARCIS (Netherlands)

    Ph.H.B.F. Franses (Philip Hans); R. Paap (Richard)

    1999-01-01

    textabstractThis paper is concerned with forecasting univariate seasonal time series data using periodic autoregressive models. We show how one should account for unit roots and deterministic terms when generating out-of-sample forecasts. We illustrate the models for various quarterly UK consumption

  19. 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.

  20. Ocean time-series reveals recurring seasonal patterns of virioplankton dynamics in the northwestern Sargasso Sea.

    Science.gov (United States)

    Parsons, Rachel J; Breitbart, Mya; Lomas, Michael W; Carlson, Craig A

    2012-02-01

    There are an estimated 10(30) virioplankton in the world oceans, the majority of which are phages (viruses that infect bacteria). Marine phages encompass enormous genetic diversity, affect biogeochemical cycling of elements, and partially control aspects of prokaryotic production and diversity. Despite their importance, there is a paucity of data describing virioplankton distributions over time and depth in oceanic systems. A decade of high-resolution time-series data collected from the upper 300 m in the northwestern Sargasso Sea revealed recurring temporal and vertical patterns of virioplankton abundance in unprecedented detail. An annual virioplankton maximum developed between 60 and 100 m during periods of summer stratification and eroded during winter convective mixing. The timing and vertical positioning of this seasonal pattern was related to variability in water column stability and the dynamics of specific picophytoplankton and heterotrophic bacterioplankton lineages. Between 60 and 100 m, virioplankton abundance was negatively correlated to the dominant heterotrophic bacterioplankton lineage SAR11, as well as the less abundant picophytoplankton, Synechococcus. In contrast, virioplankton abundance was positively correlated to the dominant picophytoplankton lineage Prochlorococcus, and the less abundant alpha-proteobacteria, Rhodobacteraceae. Seasonally, virioplankton abundances were highly synchronous with Prochlorococcus distributions and the virioplankton to Prochlorococcus ratio remained remarkably constant during periods of water column stratification. The data suggest that a significant fraction of viruses in the mid-euphotic zone of the subtropical gyres may be cyanophages and patterns in their abundance are largely determined by Prochlorococcus dynamics in response to water column stability. This high-resolution, decadal survey of virioplankton abundance provides insight into the possible controls of virioplankton dynamics in the open ocean.

  1. Predictability of monthly temperature and precipitation using automatic time series forecasting methods

    Science.gov (United States)

    Papacharalampous, Georgia; Tyralis, Hristos; Koutsoyiannis, Demetris

    2018-02-01

    We investigate the predictability of monthly temperature and precipitation by applying automatic univariate time series forecasting methods to a sample of 985 40-year-long monthly temperature and 1552 40-year-long monthly precipitation time series. The methods include a naïve one based on the monthly values of the last year, as well as the random walk (with drift), AutoRegressive Fractionally Integrated Moving Average (ARFIMA), exponential smoothing state-space model with Box-Cox transformation, ARMA errors, Trend and Seasonal components (BATS), simple exponential smoothing, Theta and Prophet methods. Prophet is a recently introduced model inspired by the nature of time series forecasted at Facebook and has not been applied to hydrometeorological time series before, while the use of random walk, BATS, simple exponential smoothing and Theta is rare in hydrology. The methods are tested in performing multi-step ahead forecasts for the last 48 months of the data. We further investigate how different choices of handling the seasonality and non-normality affect the performance of the models. The results indicate that: (a) all the examined methods apart from the naïve and random walk ones are accurate enough to be used in long-term applications; (b) monthly temperature and precipitation can be forecasted to a level of accuracy which can barely be improved using other methods; (c) the externally applied classical seasonal decomposition results mostly in better forecasts compared to the automatic seasonal decomposition used by the BATS and Prophet methods; and (d) Prophet is competitive, especially when it is combined with externally applied classical seasonal decomposition.

  2. Satellite Image Time Series Decomposition Based on EEMD

    Directory of Open Access Journals (Sweden)

    Yun-long Kong

    2015-11-01

    Full Text Available Satellite Image Time Series (SITS have recently been of great interest due to the emerging remote sensing capabilities for Earth observation. Trend and seasonal components are two crucial elements of SITS. In this paper, a novel framework of SITS decomposition based on Ensemble Empirical Mode Decomposition (EEMD is proposed. EEMD is achieved by sifting an ensemble of adaptive orthogonal components called Intrinsic Mode Functions (IMFs. EEMD is noise-assisted and overcomes the drawback of mode mixing in conventional Empirical Mode Decomposition (EMD. Inspired by these advantages, the aim of this work is to employ EEMD to decompose SITS into IMFs and to choose relevant IMFs for the separation of seasonal and trend components. In a series of simulations, IMFs extracted by EEMD achieved a clear representation with physical meaning. The experimental results of 16-day compositions of Moderate Resolution Imaging Spectroradiometer (MODIS, Normalized Difference Vegetation Index (NDVI, and Global Environment Monitoring Index (GEMI time series with disturbance illustrated the effectiveness and stability of the proposed approach to monitoring tasks, such as applications for the detection of abrupt changes.

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

    Science.gov (United States)

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

    2016-01-01

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

  4. Mapping rice-fallow cropland areas for short-season grain legumes intensification in South Asia using MODIS 250 m time-series data

    Science.gov (United States)

    Gumma, Murali Krishna; Thenkabail, Prasad S.; Teluguntla, Pardhasaradhi G.; Rao, Mahesh N.; Mohammed, Irshad A.; Whitbread, Anthony M.

    2016-01-01

    The goal of this study was to map rainfed and irrigated rice-fallow cropland areas across South Asia, using MODIS 250 m time-series data and identify where the farming system may be intensified by the inclusion of a short-season crop during the fallow period. Rice-fallow cropland areas are those areas where rice is grown during the kharif growing season (June–October), followed by a fallow during the rabi season (November–February). These cropland areas are not suitable for growing rabi-season rice due to their high water needs, but are suitable for a short -season (≤3 months), low water-consuming grain legumes such as chickpea (Cicer arietinum L.), black gram, green gram, and lentils. Intensification (double-cropping) in this manner can improve smallholder farmer’s incomes and soil health via rich nitrogen-fixation legume crops as well as address food security challenges of ballooning populations without having to expand croplands. Several grain legumes, primarily chickpea, are increasingly grown across Asia as a source of income for smallholder farmers and at the same time providing rich and cheap source of protein that can improve the nutritional quality of diets in the region. The suitability of rainfed and irrigated rice-fallow croplands for grain legume cultivation across South Asia were defined by these identifiers: (a) rice crop is grown during the primary (kharif) crop growing season or during the north-west monsoon season (June–October); (b) same croplands are left fallow during the second (rabi) season or during the south-east monsoon season (November–February); and (c) ability to support low water-consuming, short-growing season (≤3 months) grain legumes (chickpea, black gram, green gram, and lentils) during rabi season. Existing irrigated or rainfed crops such as rice or wheat that were grown during kharif were not considered suitable for growing during the rabi season, because the moisture/water demand of these crops is too high. The

  5. 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.

  6. Assessing Sahelian vegetation and stress from seasonal time series of polar orbiting and geostationary satellite imagery

    DEFF Research Database (Denmark)

    Olsen, Jørgen Lundegaard

    that short term variations in anomalies from seasonally detrended time series of indices could carry information on vegetation stress was examined and confirmed. However, it was not found sufficiently robust on pixel level to be implemented for monitoring vegetation water stress on a per-pixel basis...... provide good sensitivity to canopy water content, which can make vegetation stress detection possible. Furthermore, the high frequency observations in the optical spectrum now available from geostationary instruments have the potential for detection of changes in vegetation related surface properties...... on short timescales, which are challenging from polar orbiting instruments. Geostationary NDVI and the NIR and SWIR based Shortwave Infrared Water Stress Index (SIWSI) indices are compared with extensive field data from the Dahra site, supplemented by data from the Agoufou and Demokeya sites. The indices...

  7. 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.

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

    Science.gov (United States)

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

    2016-01-01

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

  9. A study of regional trends in annual and seasonal precipitation and runoff series

    Energy Technology Data Exchange (ETDEWEB)

    Tveito, O.E.; Hisdal, H.

    1994-03-10

    In this study long and homogeneous time series of runoff and precipitation are studied to identify variations in time and space. The method of empirical orthogonal functions (EOF-method) is applied. Both annual observations, smoothed (using Gauss filter) and seasonal values are analyzed. The analysis shows that the temporal variations in runoff and precipitation coincide. The deviations occurring in the seasonal values are caused by snow accumulation and snow melt. In the filtered series temporal trends are found. A comparison between the different normal periods has been carried out for precipitation. The 1900-30 and 1960-90 periods differ from the 1930-60 period. This may be caused by different weather types dominating the different periods. The different weather types are reflected in different empirical orthogonal functions. This is verified by regional studies. The coinciding patterns in runoff and precipitation are important aspects in climate studies and for extrapolation purposes. 11 refs., 20 figs., 1 tab.

  10. 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.

  11. Testing for intracycle determinism in pseudoperiodic time series.

    Science.gov (United States)

    Coelho, Mara C S; Mendes, Eduardo M A M; Aguirre, Luis A

    2008-06-01

    A determinism test is proposed based on the well-known method of the surrogate data. Assuming predictability to be a signature of determinism, the proposed method checks for intracycle (e.g., short-term) determinism in the pseudoperiodic time series for which standard methods of surrogate analysis do not apply. The approach presented is composed of two steps. First, the data are preprocessed to reduce the effects of seasonal and trend components. Second, standard tests of surrogate analysis can then be used. The determinism test is applied to simulated and experimental pseudoperiodic time series and the results show the applicability of the proposed test.

  12. Modeling seasonal leptospirosis transmission and its association with rainfall and temperature in Thailand using time-series and ARIMAX analyses.

    Science.gov (United States)

    Chadsuthi, Sudarat; Modchang, Charin; Lenbury, Yongwimon; Iamsirithaworn, Sopon; Triampo, Wannapong

    2012-07-01

    To study the number of leptospirosis cases in relations to the seasonal pattern, and its association with climate factors. Time series analysis was used to study the time variations in the number of leptospirosis cases. The Autoregressive Integrated Moving Average (ARIMA) model was used in data curve fitting and predicting the next leptospirosis cases. We found that the amount of rainfall was correlated to leptospirosis cases in both regions of interest, namely the northern and northeastern region of Thailand, while the temperature played a role in the northeastern region only. The use of multivariate ARIMA (ARIMAX) model showed that factoring in rainfall (with an 8 months lag) yields the best model for the northern region while the model, which factors in rainfall (with a 10 months lag) and temperature (with an 8 months lag) was the best for the northeastern region. The models are able to show the trend in leptospirosis cases and closely fit the recorded data in both regions. The models can also be used to predict the next seasonal peak quite accurately. Copyright © 2012 Hainan Medical College. Published by Elsevier B.V. All rights reserved.

  13. Spatial analysis of precipitation time series over the Upper Indus Basin

    Science.gov (United States)

    Latif, Yasir; Yaoming, Ma; Yaseen, Muhammad

    2018-01-01

    The upper Indus basin (UIB) holds one of the most substantial river systems in the world, contributing roughly half of the available surface water in Pakistan. This water provides necessary support for agriculture, domestic consumption, and hydropower generation; all critical for a stable economy in Pakistan. This study has identified trends, analyzed variability, and assessed changes in both annual and seasonal precipitation during four time series, identified herein as: (first) 1961-2013, (second) 1971-2013, (third) 1981-2013, and (fourth) 1991-2013, over the UIB. This study investigated spatial characteristics of the precipitation time series over 15 weather stations and provides strong evidence of annual precipitation by determining significant trends at 6 stations (Astore, Chilas, Dir, Drosh, Gupis, and Kakul) out of the 15 studied stations, revealing a significant negative trend during the fourth time series. Our study also showed significantly increased precipitation at Bunji, Chitral, and Skardu, whereas such trends at the rest of the stations appear insignificant. Moreover, our study found that seasonal precipitation decreased at some locations (at a high level of significance), as well as periods of scarce precipitation during all four seasons. The observed decreases in precipitation appear stronger and more significant in autumn; having 10 stations exhibiting decreasing precipitation during the fourth time series, with respect to time and space. Furthermore, the observed decreases in precipitation appear robust and more significant for regions at high elevation (>1300 m). This analysis concludes that decreasing precipitation dominated the UIB, both temporally and spatially including in the higher areas.

  14. EO-1 Hyperion Reflectance Time Series at Calibration and Validation Sites: Stability and Sensitivity to Seasonal Dynamics

    Science.gov (United States)

    Campbell, Petya K. Entcheva; Middleton, Elizabeth M.; Thome, Kurt J.; Kokaly, Raymond F.; Huemmrich, Karl Fred; Lagomasino, David; Novick, Kimberly A.; Brunsell, Nathaniel A.

    2013-01-01

    This study evaluated Earth Observing 1 (EO-1) Hyperion reflectance time series at established calibration sites to assess the instrument stability and suitability for monitoring vegetation functional parameters. Our analysis using three pseudo-invariant calibration sites in North America indicated that the reflectance time series are devoid of apparent spectral trends and their stability consistently is within 2.5-5 percent throughout most of the spectral range spanning the 12-plus year data record. Using three vegetated sites instrumented with eddy covariance towers, the Hyperion reflectance time series were evaluated for their ability to determine important variables of ecosystem function. A number of narrowband and derivative vegetation indices (VI) closely described the seasonal profiles in vegetation function and ecosystem carbon exchange (e.g., net and gross ecosystem productivity) in three very different ecosystems, including a hardwood forest and tallgrass prairie in North America, and a Miombo woodland in Africa. Our results demonstrate the potential for scaling the carbon flux tower measurements to local and regional landscape levels. The VIs with stronger relationships to the CO2 parameters were derived using continuous reflectance spectra and included wavelengths associated with chlorophyll content and/or chlorophyll fluorescence. Since these indices cannot be calculated from broadband multispectral instrument data, the opportunity to exploit these spectrometer-based VIs in the future will depend on the launch of satellites such as EnMAP and HyspIRI. This study highlights the practical utility of space-borne spectrometers for characterization of the spectral stability and uniformity of the calibration sites in support of sensor cross-comparisons, and demonstrates the potential of narrowband VIs to track and spatially extend ecosystem functional status as well as carbon processes measured at flux towers.

  15. EO-1 Hyperion reflectance time series at calibration and validation sites: stability and sensitivity to seasonal dynamics

    Science.gov (United States)

    Campbell, P.K.E.; Middleton, E.M.; Thome, K.J.; Kokaly, Raymond F.; Huemmrich, K.F.; Novick, K.A.; Brunsell, N.A.

    2013-01-01

    This study evaluated Earth Observing 1 (EO-1) Hyperion reflectance time series at established calibration sites to assess the instrument stability and suitability for monitoring vegetation functional parameters. Our analysis using three pseudo-invariant calibration sites in North America indicated that the reflectance time series are devoid of apparent spectral trends and their stability consistently is within 2.5-5 percent throughout most of the spectral range spanning the 12+ year data record. Using three vegetated sites instrumented with eddy covariance towers, the Hyperion reflectance time series were evaluated for their ability to determine important variables of ecosystem function. A number of narrowband and derivative vegetation indices (VI) closely described the seasonal profiles in vegetation function and ecosystem carbon exchange (e.g., net and gross ecosystem productivity) in three very different ecosystems, including a hardwood forest and tallgrass prairie in North America, and a Miombo woodland in Africa. Our results demonstrate the potential for scaling the carbon flux tower measurements to local and regional landscape levels. The VIs with stronger relationships to the CO2 parameters were derived using continuous reflectance spectra and included wavelengths associated with chlorophyll content and/or chlorophyll fluorescence. Since these indices cannot be calculated from broadband multispectral instrument data, the opportunity to exploit these spectrometer-based VIs in the future will depend on the launch of satellites such as EnMAP and HyspIRI. This study highlights the practical utility of space-borne spectrometers for characterization of the spectral stability and uniformity of the calibration sites in support of sensor cross-comparisons, and demonstrates the potential of narrowband VIs to track and spatially extend ecosystem functional status as well as carbon processes measured at flux towers.

  16. Trend Change Detection in NDVI Time Series: Effects of Inter-Annual Variability and Methodology

    Science.gov (United States)

    Forkel, Matthias; Carvalhais, Nuno; Verbesselt, Jan; Mahecha, Miguel D.; Neigh, Christopher S.R.; Reichstein, Markus

    2013-01-01

    Changing trends in ecosystem productivity can be quantified using satellite observations of Normalized Difference Vegetation Index (NDVI). However, the estimation of trends from NDVI time series differs substantially depending on analyzed satellite dataset, the corresponding spatiotemporal resolution, and the applied statistical method. Here we compare the performance of a wide range of trend estimation methods and demonstrate that performance decreases with increasing inter-annual variability in the NDVI time series. Trend slope estimates based on annual aggregated time series or based on a seasonal-trend model show better performances than methods that remove the seasonal cycle of the time series. A breakpoint detection analysis reveals that an overestimation of breakpoints in NDVI trends can result in wrong or even opposite trend estimates. Based on our results, we give practical recommendations for the application of trend methods on long-term NDVI time series. Particularly, we apply and compare different methods on NDVI time series in Alaska, where both greening and browning trends have been previously observed. Here, the multi-method uncertainty of NDVI trends is quantified through the application of the different trend estimation methods. Our results indicate that greening NDVI trends in Alaska are more spatially and temporally prevalent than browning trends. We also show that detected breakpoints in NDVI trends tend to coincide with large fires. Overall, our analyses demonstrate that seasonal trend methods need to be improved against inter-annual variability to quantify changing trends in ecosystem productivity with higher accuracy.

  17. Monitoring Inter- and Intra-Seasonal Dynamics of Rapidly Degrading Ice-Rich Permafrost Riverbanks in the Lena Delta with TerraSAR-X Time Series

    Directory of Open Access Journals (Sweden)

    Samuel Stettner

    2017-12-01

    Full Text Available Arctic warming is leading to substantial changes to permafrost including rapid degradation of ice and ice-rich coasts and riverbanks. In this study, we present and evaluate a high spatiotemporal resolution three-year time series of X-Band microwave satellite data from the TerraSAR-X (TSX satellite to quantify cliff-top erosion (CTE of an ice-rich permafrost riverbank in the central Lena Delta. We apply a threshold on TSX backscatter images and automatically extract cliff-top lines to derive intra- and inter-annual CTE. In order to examine the drivers of erosion we statistically compare CTE with climatic baseline data using linear mixed models and analysis of variance (ANOVA. Our evaluation of TSX-derived CTE against annual optical-derived CTE and seasonal in situ measurements showed good agreement between all three datasets. We observed continuous erosion from June to September in 2014 and 2015 with no significant seasonality across the thawing season. We found the highest net annual cliff-top erosion of 6.9 m in 2014, in accordance with above-average mean temperatures and thawing degree days as well as low precipitation. We found high net annual erosion and erosion variability in 2015 associated with moderate mean temperatures but above average precipitation. According to linear mixed models, climate parameters alone could not explain intra-seasonal erosional patterns and additional factors such as ground ice content likely drive the observed erosion. Finally, mean backscatter intensity on the cliff surface decreased from −5.29 to −6.69 dB from 2013 to 2015, respectively, likely resulting from changes in surface geometry and properties that could be connected to partial slope stabilization. Overall, we conclude that X-Band backscatter time series can successfully be used to complement optical remote sensing and in situ monitoring of rapid tundra permafrost erosion at riverbanks and coasts by reliably providing information about intra-seasonal

  18. Forecasting the Reference Evapotranspiration Using Time Series Model

    Directory of Open Access Journals (Sweden)

    H. Zare Abyaneh

    2016-10-01

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

  19. Forecast models for suicide: Time-series analysis with data from Italy.

    Science.gov (United States)

    Preti, Antonio; Lentini, Gianluca

    2016-01-01

    The prediction of suicidal behavior is a complex task. To fine-tune targeted preventative interventions, predictive analytics (i.e. forecasting future risk of suicide) is more important than exploratory data analysis (pattern recognition, e.g. detection of seasonality in suicide time series). This study sets out to investigate the accuracy of forecasting models of suicide for men and women. A total of 101 499 male suicides and of 39 681 female suicides - occurred in Italy from 1969 to 2003 - were investigated. In order to apply the forecasting model and test its accuracy, the time series were split into a training set (1969 to 1996; 336 months) and a test set (1997 to 2003; 84 months). The main outcome was the accuracy of forecasting models on the monthly number of suicides. These measures of accuracy were used: mean absolute error; root mean squared error; mean absolute percentage error; mean absolute scaled error. In both male and female suicides a change in the trend pattern was observed, with an increase from 1969 onwards to reach a maximum around 1990 and decrease thereafter. The variances attributable to the seasonal and trend components were, respectively, 24% and 64% in male suicides, and 28% and 41% in female ones. Both annual and seasonal historical trends of monthly data contributed to forecast future trends of suicide with a margin of error around 10%. The finding is clearer in male than in female time series of suicide. The main conclusion of the study is that models taking seasonality into account seem to be able to derive information on deviation from the mean when this occurs as a zenith, but they fail to reproduce it when it occurs as a nadir. Preventative efforts should concentrate on the factors that influence the occurrence of increases above the main trend in both seasonal and cyclic patterns of suicides.

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

    Science.gov (United States)

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

    2007-11-21

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

  1. New insights into soil temperature time series modeling: linear or nonlinear?

    Science.gov (United States)

    Bonakdari, Hossein; Moeeni, Hamid; Ebtehaj, Isa; Zeynoddin, Mohammad; Mahoammadian, Abdolmajid; Gharabaghi, Bahram

    2018-03-01

    Soil temperature (ST) is an important dynamic parameter, whose prediction is a major research topic in various fields including agriculture because ST has a critical role in hydrological processes at the soil surface. In this study, a new linear methodology is proposed based on stochastic methods for modeling daily soil temperature (DST). With this approach, the ST series components are determined to carry out modeling and spectral analysis. The results of this process are compared with two linear methods based on seasonal standardization and seasonal differencing in terms of four DST series. The series used in this study were measured at two stations, Champaign and Springfield, at depths of 10 and 20 cm. The results indicate that in all ST series reviewed, the periodic term is the most robust among all components. According to a comparison of the three methods applied to analyze the various series components, it appears that spectral analysis combined with stochastic methods outperformed the seasonal standardization and seasonal differencing methods. In addition to comparing the proposed methodology with linear methods, the ST modeling results were compared with the two nonlinear methods in two forms: considering hydrological variables (HV) as input variables and DST modeling as a time series. In a previous study at the mentioned sites, Kim and Singh Theor Appl Climatol 118:465-479, (2014) applied the popular Multilayer Perceptron (MLP) neural network and Adaptive Neuro-Fuzzy Inference System (ANFIS) nonlinear methods and considered HV as input variables. The comparison results signify that the relative error projected in estimating DST by the proposed methodology was about 6%, while this value with MLP and ANFIS was over 15%. Moreover, MLP and ANFIS models were employed for DST time series modeling. Due to these models' relatively inferior performance to the proposed methodology, two hybrid models were implemented: the weights and membership function of MLP and

  2. Time series models of environmental exposures: Good predictions or good understanding.

    Science.gov (United States)

    Barnett, Adrian G; Stephen, Dimity; Huang, Cunrui; Wolkewitz, Martin

    2017-04-01

    Time series data are popular in environmental epidemiology as they make use of the natural experiment of how changes in exposure over time might impact on disease. Many published time series papers have used parameter-heavy models that fully explained the second order patterns in disease to give residuals that have no short-term autocorrelation or seasonality. This is often achieved by including predictors of past disease counts (autoregression) or seasonal splines with many degrees of freedom. These approaches give great residuals, but add little to our understanding of cause and effect. We argue that modelling approaches should rely more on good epidemiology and less on statistical tests. This includes thinking about causal pathways, making potential confounders explicit, fitting a limited number of models, and not over-fitting at the cost of under-estimating the true association between exposure and disease. Copyright © 2017 Elsevier Inc. All rights reserved.

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

    Science.gov (United States)

    Matsuda, Takeru; Komaki, Fumiyasu

    2017-02-01

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

  4. Deriving crop calendar using NDVI time-series

    Science.gov (United States)

    Patel, J. H.; Oza, M. P.

    2014-11-01

    Agricultural intensification is defined in terms as cropping intensity, which is the numbers of crops (single, double and triple) per year in a unit cropland area. Information about crop calendar (i.e. number of crops in a parcel of land and their planting & harvesting dates and date of peak vegetative stage) is essential for proper management of agriculture. Remote sensing sensors provide a regular, consistent and reliable measurement of vegetation response at various growth stages of crop. Therefore it is ideally suited for monitoring purpose. The spectral response of vegetation, as measured by the Normalized Difference Vegetation Index (NDVI) and its profiles, can provide a new dimension for describing vegetation growth cycle. The analysis based on values of NDVI at regular time interval provides useful information about various crop growth stages and performance of crop in a season. However, the NDVI data series has considerable amount of local fluctuation in time domain and needs to be smoothed so that dominant seasonal behavior is enhanced. Based on temporal analysis of smoothed NDVI series, it is possible to extract number of crop cycles per year and their crop calendar. In the present study, a methodology is developed to extract key elements of crop growth cycle (i.e. number of crops per year and their planting - peak - harvesting dates). This is illustrated by analysing MODIS-NDVI data series of one agricultural year (from June 2012 to May 2013) over Gujarat. Such an analysis is very useful for analysing dynamics of kharif and rabi crops.

  5. a Landsat Time-Series Stacks Model for Detection of Cropland Change

    Science.gov (United States)

    Chen, J.; Chen, J.; Zhang, J.

    2017-09-01

    Global, timely, accurate and cost-effective cropland monitoring with a fine spatial resolution will dramatically improve our understanding of the effects of agriculture on greenhouse gases emissions, food safety, and human health. Time-series remote sensing imagery have been shown particularly potential to describe land cover dynamics. The traditional change detection techniques are often not capable of detecting land cover changes within time series that are severely influenced by seasonal difference, which are more likely to generate pseuso changes. Here,we introduced and tested LTSM ( Landsat time-series stacks model), an improved Continuous Change Detection and Classification (CCDC) proposed previously approach to extract spectral trajectories of land surface change using a dense Landsat time-series stacks (LTS). The method is expected to eliminate pseudo changes caused by phenology driven by seasonal patterns. The main idea of the method is that using all available Landsat 8 images within a year, LTSM consisting of two term harmonic function are estimated iteratively for each pixel in each spectral band .LTSM can defines change area by differencing the predicted and observed Landsat images. The LTSM approach was compared with change vector analysis (CVA) method. The results indicated that the LTSM method correctly detected the "true change" without overestimating the "false" one, while CVA pointed out "true change" pixels with a large number of "false changes". The detection of change areas achieved an overall accuracy of 92.37 %, with a kappa coefficient of 0.676.

  6. 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.

  7. Evaluation of Reconstructed Remote Sensing Time Series Data

    Science.gov (United States)

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

    2011-12-01

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

  8. Seasonal timing in a warming world : plasticity of seasonal timing of growth and reproduction

    OpenAIRE

    Salis, L.

    2015-01-01

    In seasonal environments the timing of various biological processes is crucial for growth, survival and reproductive success of an individual. Nowadays, rapid large-scale climate change is altering species’ seasonal timing (phenology) in many eco¬systems. In this thesis Lucia Salis focuses on the study of seasonal timing in the food chain of the oak-winter moth-great tit. As temperature increased over the last decades, both phenologies of the host plant, the oak, and the herbivorous insect, t...

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

    International Nuclear Information System (INIS)

    Huang, Kaicheng; Zhou, Tao; Zhao, Xiang

    2014-01-01

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

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

    Indian Academy of Sciences (India)

    67

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

  11. Time Series in Education: The Analysis of Daily Attendance in Two High Schools

    Science.gov (United States)

    Koopmans, Matthijs

    2011-01-01

    This presentation discusses the use of a time series approach to the analysis of daily attendance in two urban high schools over the course of one school year (2009-10). After establishing that the series for both schools were stationary, they were examined for moving average processes, autoregression, seasonal dependencies (weekly cycles),…

  12. Forecasting of time series with trend and seasonal cycle using the airline model and artificial neural networks Pronóstico de series de tiempo con tendencia y ciclo estacional usando el modelo airline y redes neuronales artificiales

    Directory of Open Access Journals (Sweden)

    J D Velásquez

    2012-06-01

    Full Text Available Many time series with trend and seasonal pattern are successfully modeled and forecasted by the airline model of Box and Jenkins; however, this model neglects the presence of nonlinearity on data. In this paper, we propose a new nonlinear version of the airline model; for this, we replace the moving average linear component by a multilayer perceptron neural network. The proposedmodel is used for forecasting two benchmark time series; we found that theproposed model is able to forecast the time series with more accuracy that other traditional approaches.Muchas series de tiempo con tendencia y ciclos estacionales son exitosamente modeladas y pronosticadas usando el modelo airline de Box y Jenkins; sin embargo, la presencia de no linealidades en los datos son despreciadas por este modelo. En este artículo, se propone una nueva versión no lineal del modelo airline; para esto, se reemplaza la componente lineal de promedios móviles por un perceptrón multicapa. El modelo propuesto es usado para pronosticar dos series de tiempo benchmark; se encontró que el modelo propuesto es capaz de pronosticar las series de tiempo con mayor precisión que otras aproximaciones tradicionales.

  13. Trend analysis and change point detection of annual and seasonal temperature series in Peninsular Malaysia

    Science.gov (United States)

    Suhaila, Jamaludin; Yusop, Zulkifli

    2017-06-01

    Most of the trend analysis that has been conducted has not considered the existence of a change point in the time series analysis. If these occurred, then the trend analysis will not be able to detect an obvious increasing or decreasing trend over certain parts of the time series. Furthermore, the lack of discussion on the possible factors that influenced either the decreasing or the increasing trend in the series needs to be addressed in any trend analysis. Hence, this study proposes to investigate the trends, and change point detection of mean, maximum and minimum temperature series, both annually and seasonally in Peninsular Malaysia and determine the possible factors that could contribute to the significance trends. In this study, Pettitt and sequential Mann-Kendall (SQ-MK) tests were used to examine the occurrence of any abrupt climate changes in the independent series. The analyses of the abrupt changes in temperature series suggested that most of the change points in Peninsular Malaysia were detected during the years 1996, 1997 and 1998. These detection points captured by Pettitt and SQ-MK tests are possibly related to climatic factors, such as El Niño and La Niña events. The findings also showed that the majority of the significant change points that exist in the series are related to the significant trend of the stations. Significant increasing trends of annual and seasonal mean, maximum and minimum temperatures in Peninsular Malaysia were found with a range of 2-5 °C/100 years during the last 32 years. It was observed that the magnitudes of the increasing trend in minimum temperatures were larger than the maximum temperatures for most of the studied stations, particularly at the urban stations. These increases are suspected to be linked with the effect of urban heat island other than El Niño event.

  14. 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.

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

    Science.gov (United States)

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

    2017-12-01

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

  16. Timing of Seasonal Sales.

    OpenAIRE

    Courty, Pascal; Li, Hao

    1999-01-01

    We present a model of timing of seasonal sales where stores choose several designs at the beginning of the season without knowing wich one, if any, will be fashionable. Fashionable designs have a chance to fetch high prices in fashion markets while non-fashionable ones must be sold in a discount market. In the beginning of the season, stores charge high prices in the hope of capturing their fashion market. As the end of the season approaches with goods still on the shelves, stores adjust down...

  17. Seasonal timing in a warming world : Plasticity of seasonal timing of growth and reproduction

    NARCIS (Netherlands)

    Salis, Lucia

    2015-01-01

    In seasonal environments the timing of various biological processes is crucial for growth, survival and reproductive success of an individual. Nowadays, rapid large-scale climate change is altering species’ seasonal timing (phenology) in many eco¬systems. In this thesis Lucia Salis focuses on the

  18. The Santander Atlantic Time-Series Station (SATS): A Time Series combination of a monthly hydrographic Station and The Biscay AGL Oceanic Observatory.

    Science.gov (United States)

    Lavin, Alicia; Somavilla, Raquel; Cano, Daniel; Rodriguez, Carmen; Gonzalez-Pola, Cesar; Viloria, Amaia; Tel, Elena; Ruiz-Villareal, Manuel

    2017-04-01

    Long-Term Time Series Stations have been developed in order to document seasonal to decadal scale variations in key physical and biogeochemical parameters. Long-term time series measurements are crucial for determining the physical and biological mechanisms controlling the system. The Science and Technology Ministers of the G7 in their Tsukuba Communiqué have stated that 'many parts of the ocean interior are not sufficiently observed' and that 'it is crucial to develop far stronger scientific knowledge necessary to assess the ongoing changes in the ocean and their impact on economies.' Time series has been classically obtained by oceanographic ships that regularly cover standard sections and stations. From 1991, shelf and slope waters of the Southern Bay of Biscay are regularly sampled in a monthly hydrographic line north of Santander to a depth of 1000 m in early stages and for the whole water column down to 2580 m in recent times. Nearby, in June 2007, the IEO deployed an oceanic-meteorological buoy (AGL Buoy, 43° 50.67'N; 3° 46.20'W, and 40 km offshore, www.boya-agl.st.ieo.es). The Santander Atlantic Time Series Station is integrated in the Spanish Institute of Oceanography Observing Sistem (IEOOS). The long-term hydrographic monitoring has allowed to define the seasonality of the main oceanographic facts as the upwelling, the Iberian Poleward Current, low salinity incursions, trends and interannual variability at mixing layer, and at the main water masses North Atlantic Central Water and Mediterranean Water. The relation of these changes with the high frequency surface conditions recorded by the Biscay AGL has been examined using also satellite and reanalysis data. During the FIXO3 Project (Fixed-point Open Ocean Observatories), and using this combined sources, some products and quality controled series of high interest and utility for scientific purposes has been developed. Hourly products as Sea Surface Temperature and Salinity anomalies, wave significant

  19. Characterizing and estimating noise in InSAR and InSAR time series with MODIS

    Science.gov (United States)

    Barnhart, William D.; Lohman, Rowena B.

    2013-01-01

    InSAR time series analysis is increasingly used to image subcentimeter displacement rates of the ground surface. The precision of InSAR observations is often affected by several noise sources, including spatially correlated noise from the turbulent atmosphere. Under ideal scenarios, InSAR time series techniques can substantially mitigate these effects; however, in practice the temporal distribution of InSAR acquisitions over much of the world exhibit seasonal biases, long temporal gaps, and insufficient acquisitions to confidently obtain the precisions desired for tectonic research. Here, we introduce a technique for constraining the magnitude of errors expected from atmospheric phase delays on the ground displacement rates inferred from an InSAR time series using independent observations of precipitable water vapor from MODIS. We implement a Monte Carlo error estimation technique based on multiple (100+) MODIS-based time series that sample date ranges close to the acquisitions times of the available SAR imagery. This stochastic approach allows evaluation of the significance of signals present in the final time series product, in particular their correlation with topography and seasonality. We find that topographically correlated noise in individual interferograms is not spatially stationary, even over short-spatial scales (<10 km). Overall, MODIS-inferred displacements and velocities exhibit errors of similar magnitude to the variability within an InSAR time series. We examine the MODIS-based confidence bounds in regions with a range of inferred displacement rates, and find we are capable of resolving velocities as low as 1.5 mm/yr with uncertainties increasing to ∼6 mm/yr in regions with higher topographic relief.

  20. 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

  1. Analysis of monotonic greening and browning trends from global NDVI time-series

    NARCIS (Netherlands)

    Jong, de R.; Bruin, de S.; Wit, de A.J.W.; Schaepman, M.E.; Dent, D.L.

    2011-01-01

    Remotely sensed vegetation indices are widely used to detect greening and browning trends; especially the global coverage of time-series normalized difference vegetation index (NDVI) data which are available from 1981. Seasonality and serial auto-correlation in the data have previously been dealt

  2. Fodder Biomass Monitoring in Sahelian Rangelands Using Phenological Metrics from FAPAR Time Series

    DEFF Research Database (Denmark)

    Diouf, Abdoul Aziz; Brandt, Martin Stefan; Verger, Aleixandre

    2015-01-01

    Timely monitoring of plant biomass is critical for the management of forage resources in Sahelian rangelands. The estimation of annual biomass production in the Sahel is based on a simple relationship between satellite annual Normalized Difference Vegetation Index (NDVI) and in situ biomass data....... This study proposes a new methodology using multi-linear models between phenological metrics from the SPOT-VEGETATION time series of Fraction of Absorbed Photosynthetically Active Radiation (FAPAR) and in situ biomass. A model with three variables—large seasonal integral (LINTG), length of growing season......, and end of season decreasing rate—performed best (MAE = 605 kg·DM/ha; R2 = 0.68) across Sahelian ecosystems in Senegal (data for the period 1999–2013). A model with annual maximum (PEAK) and start date of season showed similar performances (MAE = 625 kg·DM/ha; R2 = 0.64), allowing a timely estimation...

  3. Forecasting incidence of dengue in Rajasthan, using time series analyses.

    Science.gov (United States)

    Bhatnagar, Sunil; Lal, Vivek; Gupta, Shiv D; Gupta, Om P

    2012-01-01

    To develop a prediction model for dengue fever/dengue haemorrhagic fever (DF/DHF) using time series data over the past decade in Rajasthan and to forecast monthly DF/DHF incidence for 2011. Seasonal autoregressive integrated moving average (SARIMA) model was used for statistical modeling. During January 2001 to December 2010, the reported DF/DHF cases showed a cyclical pattern with seasonal variation. SARIMA (0,0,1) (0,1,1) 12 model had the lowest normalized Bayesian information criteria (BIC) of 9.426 and mean absolute percentage error (MAPE) of 263.361 and appeared to be the best model. The proportion of variance explained by the model was 54.3%. Adequacy of the model was established through Ljung-Box test (Q statistic 4.910 and P-value 0.996), which showed no significant correlation between residuals at different lag times. The forecast for the year 2011 showed a seasonal peak in the month of October with an estimated 546 cases. Application of SARIMA model may be useful for forecast of cases and impending outbreaks of DF/DHF and other infectious diseases, which exhibit seasonal pattern.

  4. The application of time series models to cloud field morphology analysis

    Science.gov (United States)

    Chin, Roland T.; Jau, Jack Y. C.; Weinman, James A.

    1987-01-01

    A modeling method for the quantitative description of remotely sensed cloud field images is presented. A two-dimensional texture modeling scheme based on one-dimensional time series procedures is adopted for this purpose. The time series procedure used is the seasonal autoregressive, moving average (ARMA) process in Box and Jenkins. Cloud field properties such as directionality, clustering and cloud coverage can be retrieved by this method. It has been demonstrated that a cloud field image can be quantitatively defined by a small set of parameters and synthesized surrogates can be reconstructed from these model parameters. This method enables cloud climatology to be studied quantitatively.

  5. Near Real Time Change-Point detection in Optical and Thermal Infrared Time Series Using Bayesian Inference over the Dry Chaco Forest

    Science.gov (United States)

    Barraza Bernadas, V.; Grings, F.; Roitberg, E.; Perna, P.; Karszenbaum, H.

    2017-12-01

    The Dry Chaco region (DCF) has the highest absolute deforestation rates of all Argentinian forests. The most recent report indicates a current deforestation rate of 200,000 Ha year-1. In order to better monitor this process, DCF was chosen to implement an early warning program for illegal deforestation. Although the area is intensively studied using medium resolution imagery (Landsat), the products obtained have a yearly pace and therefore unsuited for an early warning program. In this paper, we evaluated the performance of an online Bayesian change-point detection algorithm for MODIS Enhanced Vegetation Index (EVI) and Land Surface Temperature (LST) datasets. The goal was to to monitor the abrupt changes in vegetation dynamics associated with deforestation events. We tested this model by simulating 16-day EVI and 8-day LST time series with varying amounts of seasonality, noise, length of the time series and by adding abrupt changes with different magnitudes. This model was then tested on real satellite time series available through the Google Earth Engine, over a pilot area in DCF, where deforestation was common in the 2004-2016 period. A comparison with yearly benchmark products based on Landsat images is also presented (REDAF dataset). The results shows the advantages of using an automatic model to detect a changepoint in the time series than using only visual inspection techniques. Simulating time series with varying amounts of seasonality and noise, and by adding abrupt changes at different times and magnitudes, revealed that this model is robust against noise, and is not influenced by changes in amplitude of the seasonal component. Furthermore, the results compared favorably with REDAF dataset (near 65% of agreement). These results show the potential to combine LST and EVI to identify deforestation events. This work is being developed within the frame of the national Forest Law for the protection and sustainable development of Native Forest in Argentina in

  6. Assessments of higher-order ionospheric effects on GPS coordinate time series: A case study of CMONOC with longer time series

    Science.gov (United States)

    Jiang, Weiping; Deng, Liansheng; Zhou, Xiaohui; Ma, Yifang

    2014-05-01

    Higher-order ionospheric (HIO) corrections are proposed to become a standard part for precise GPS data analysis. For this study, we deeply investigate the impacts of the HIO corrections on the coordinate time series by implementing re-processing of the GPS data from Crustal Movement Observation Network of China (CMONOC). Nearly 13 year data are used in our three processing runs: (a) run NO, without HOI corrections, (b) run IG, both second- and third-order corrections are modeled using the International Geomagnetic Reference Field 11 (IGRF11) to model the magnetic field, (c) run ID, the same with IG but dipole magnetic model are applied. Both spectral analysis and noise analysis are adopted to investigate these effects. Results show that for CMONOC stations, HIO corrections are found to have brought an overall improvement. After the corrections are applied, the noise amplitudes decrease, with the white noise amplitudes showing a more remarkable variation. Low-latitude sites are more affected. For different coordinate components, the impacts vary. The results of an analysis of stacked periodograms show that there is a good match between the seasonal amplitudes and the HOI corrections, and the observed variations in the coordinate time series are related to HOI effects. HOI delays partially explain the seasonal amplitudes in the coordinate time series, especially for the U component. The annual amplitudes for all components are decreased for over one-half of the selected CMONOC sites. Additionally, the semi-annual amplitudes for the sites are much more strongly affected by the corrections. However, when diplole model is used, the results are not as optimistic as IGRF model. Analysis of dipole model indicate that HIO delay lead to the increase of noise amplitudes, and that HIO delays with dipole model can generate false periodic signals. When dipole model are used in modeling HIO terms, larger residual and noise are brought in rather than the effective improvements.

  7. Time-series modeling: applications to long-term finfish monitoring data

    International Nuclear Information System (INIS)

    Bireley, L.E.

    1985-01-01

    The growing concern and awareness that developed during the 1970's over the effects that industry had on the environment caused the electric utility industry in particular to develop monitoring programs. These programs generate long-term series of data that are not very amenable to classical normal-theory statistical analysis. The monitoring data collected from three finfish programs (impingement, trawl and seine) at the Millstone Nuclear Power Station were typical of such series and thus were used to develop methodology that used the full extent of the information in the series. The basis of the methodology was classic Box-Jenkins time-series modeling; however, the models also included deterministic components that involved flow, season and time as predictor variables. Time entered into the models as harmonic regression terms. Of the 32 models fitted to finfish catch data, 19 were found to account for more than 70% of the historical variation. The models were than used to forecast finfish catches a year in advance and comparisons were made to actual data. Usually the confidence intervals associated with the forecasts encompassed most of the observed data. The technique can provide the basis for intervention analysis in future impact assessments

  8. 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

  9. Near-Real-Time Monitoring of Insect Defoliation Using Landsat Time Series

    Directory of Open Access Journals (Sweden)

    Valerie J. Pasquarella

    2017-07-01

    Full Text Available Introduced insects and pathogens impact millions of acres of forested land in the United States each year, and large-scale monitoring efforts are essential for tracking the spread of outbreaks and quantifying the extent of damage. However, monitoring the impacts of defoliating insects presents a significant challenge due to the ephemeral nature of defoliation events. Using the 2016 gypsy moth (Lymantria dispar outbreak in Southern New England as a case study, we present a new approach for near-real-time defoliation monitoring using synthetic images produced from Landsat time series. By comparing predicted and observed images, we assessed changes in vegetation condition multiple times over the course of an outbreak. Initial measures can be made as imagery becomes available, and season-integrated products provide a wall-to-wall assessment of potential defoliation at 30 m resolution. Qualitative and quantitative comparisons suggest our Landsat Time Series (LTS products improve identification of defoliation events relative to existing products and provide a repeatable metric of change in condition. Our synthetic-image approach is an important step toward using the full temporal potential of the Landsat archive for operational monitoring of forest health over large extents, and provides an important new tool for understanding spatial and temporal dynamics of insect defoliators.

  10. Changing Seasonality and the Role of the Shoulder Season - Evidence from Denamrk

    DEFF Research Database (Denmark)

    Sørensen, Nils Karl

    2009-01-01

    the issue of the shoulder season in a time series framework. Departing from a discussion of the nature of types of seasonal variation, a test is set up in order to examine the impact of the shoulder season. The test examines the impact on the mean share of hotel nights in the shoulder season months in two...

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

    Science.gov (United States)

    Brenčič, Mihael

    2016-01-01

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

  12. Time series analysis for psychological research: examining and forecasting change.

    Science.gov (United States)

    Jebb, Andrew T; Tay, Louis; Wang, Wei; Huang, Qiming

    2015-01-01

    Psychological research has increasingly recognized the importance of integrating temporal dynamics into its theories, and innovations in longitudinal designs and analyses have allowed such theories to be formalized and tested. However, psychological researchers may be relatively unequipped to analyze such data, given its many characteristics and the general complexities involved in longitudinal modeling. The current paper introduces time series analysis to psychological research, an analytic domain that has been essential for understanding and predicting the behavior of variables across many diverse fields. First, the characteristics of time series data are discussed. Second, different time series modeling techniques are surveyed that can address various topics of interest to psychological researchers, including describing the pattern of change in a variable, modeling seasonal effects, assessing the immediate and long-term impact of a salient event, and forecasting future values. To illustrate these methods, an illustrative example based on online job search behavior is used throughout the paper, and a software tutorial in R for these analyses is provided in the Supplementary Materials.

  13. Time series analysis for psychological research: examining and forecasting change

    Science.gov (United States)

    Jebb, Andrew T.; Tay, Louis; Wang, Wei; Huang, Qiming

    2015-01-01

    Psychological research has increasingly recognized the importance of integrating temporal dynamics into its theories, and innovations in longitudinal designs and analyses have allowed such theories to be formalized and tested. However, psychological researchers may be relatively unequipped to analyze such data, given its many characteristics and the general complexities involved in longitudinal modeling. The current paper introduces time series analysis to psychological research, an analytic domain that has been essential for understanding and predicting the behavior of variables across many diverse fields. First, the characteristics of time series data are discussed. Second, different time series modeling techniques are surveyed that can address various topics of interest to psychological researchers, including describing the pattern of change in a variable, modeling seasonal effects, assessing the immediate and long-term impact of a salient event, and forecasting future values. To illustrate these methods, an illustrative example based on online job search behavior is used throughout the paper, and a software tutorial in R for these analyses is provided in the Supplementary Materials. PMID:26106341

  14. 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

  15. Analyses of GIMMS NDVI Time Series in Kogi State, Nigeria

    Science.gov (United States)

    Palka, Jessica; Wessollek, Christine; Karrasch, Pierre

    2017-10-01

    The value of remote sensing data is particularly evident where an areal monitoring is needed to provide information on the earth's surface development. The use of temporal high resolution time series data allows for detecting short-term changes. In Kogi State in Nigeria different vegetation types can be found. As the major population in this region is living in rural communities with crop farming the existing vegetation is slowly being altered. The expansion of agricultural land causes loss of natural vegetation, especially in the regions close to the rivers which are suitable for crop production. With regard to these facts, two questions can be dealt with covering different aspects of the development of vegetation in the Kogi state, the determination and evaluation of the general development of the vegetation in the study area (trend estimation) and analyses on a short-term behavior of vegetation conditions, which can provide information about seasonal effects in vegetation development. For this purpose, the GIMMS-NDVI data set, provided by the NOAA, provides information on the normalized difference vegetation index (NDVI) in a geometric resolution of approx. 8 km. The temporal resolution of 15 days allows the already described analyses. For the presented analysis data for the period 1981-2012 (31 years) were used. The implemented workflow mainly applies methods of time series analysis. The results show that in addition to the classical seasonal development, artefacts of different vegetation periods (several NDVI maxima) can be found in the data. The trend component of the time series shows a consistently positive development in the entire study area considering the full investigation period of 31 years. However, the results also show that this development has not been continuous and a simple linear modeling of the NDVI increase is only possible to a limited extent. For this reason, the trend modeling was extended by procedures for detecting structural breaks in

  16. TIME SERIES CHARACTERISTIC ANALYSIS OF RAINFALL, LAND USE AND FLOOD DISCHARGE BASED ON ARIMA BOX-JENKINS MODEL

    Directory of Open Access Journals (Sweden)

    Abror Abror

    2014-01-01

    Full Text Available Indonesia located in tropic area consists of wet season and dry season. However, in last few years, in river discharge in dry season is very little, but in contrary, in wet season, frequency of flood increases with sharp peak and increasingly great water elevation. The increased flood discharge may occur due to change in land use or change in rainfall characteristic. Both matters should get clarity. Therefore, a research should be done to analyze rainfall characteristic, land use and flood discharge in some watershed area (DAS quantitatively from time series data. The research was conducted in DAS Gintung in Parakankidang, DAS Gung in Danawarih, DAS Rambut in Cipero, DAS Kemiri in Sidapurna and DAS Comal in Nambo, located in Tegal Regency and Pemalang Regency in Central Java Province. This research activity consisted of three main steps: input, DAS system and output. Input is DAS determination and selection and searching secondary data. DAS system is early secondary data processing consisting of rainfall analysis, HSS GAMA I parameter, land type analysis and DAS land use. Output is final processing step that consisting of calculation of Tadashi Tanimoto, USSCS effective rainfall, flood discharge, ARIMA analysis, result analysis and conclusion. Analytical calculation of ARIMA Box-Jenkins time series used software Number Cruncher Statistical Systems and Power Analysis Sample Size (NCSS-PASS version 2000, which result in time series characteristic in form of time series pattern, mean square errors (MSE, root mean square ( RMS, autocorrelation of residual and trend. Result of this research indicates that composite CN and flood discharge is proportional that means when composite CN trend increase then flood discharge trend also increase and vice versa. Meanwhile, decrease of rainfall trend is not always followed with decrease in flood discharge trend. The main cause of flood discharge characteristic is DAS management characteristic, not change in

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

    Science.gov (United States)

    Shoujing, Yin; Qiao, Wang; Chuanqing, Wu; Xiaoling, Chen; Wandong, Ma; Huiqin, Mao

    2014-03-01

    Time-series remote sensing images record changes happening on the earth surface, which include not only abnormal changes like human activities and emergencies (e.g. fire, drought, insect pest etc.), but also changes caused by vegetation phenology and climate changes. Yet, challenges occur in analyzing global environment changes and even the internal forces. This paper proposes a robust Anomaly Based Change Detection method (ABCD) for time-series images analysis by detecting abnormal points in data sets, which do not need to follow a normal distribution. With ABCD we can detect when and where changes occur, which is the prerequisite condition of global change studies. ABCD was tested initially with 10-day SPOT VGT NDVI (Normalized Difference Vegetation Index) times series tracking land cover type changes, seasonality and noise, then validated to real data in a large area in Jiangxi, south of China. Initial results show that ABCD can precisely detect spatial and temporal changes from long time series images rapidly.

  18. 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...

  19. 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.

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

    Directory of Open Access Journals (Sweden)

    Santosh Bhandari

    2012-06-01

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

  1. 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

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

    Science.gov (United States)

    Gemitzi, Alexandra; Stefanopoulos, Kyriakos

    2011-06-01

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

  3. Work-related accidents among the Iranian population: a time series analysis, 2000-2011.

    Science.gov (United States)

    Karimlou, Masoud; Salehi, Masoud; Imani, Mehdi; Hosseini, Agha-Fatemeh; Dehnad, Afsaneh; Vahabi, Nasim; Bakhtiyari, Mahmood

    2015-01-01

    Work-related accidents result in human suffering and economic losses and are considered as a major health problem worldwide, especially in the economically developing world. To introduce seasonal autoregressive moving average (ARIMA) models for time series analysis of work-related accident data for workers insured by the Iranian Social Security Organization (ISSO) between 2000 and 2011. In this retrospective study, all insured people experiencing at least one work-related accident during a 10-year period were included in the analyses. We used Box-Jenkins modeling to develop a time series model of the total number of accidents. There was an average of 1476 accidents per month (1476·05±458·77, mean±SD). The final ARIMA (p,d,q) (P,D,Q)s model for fitting to data was: ARIMA(1,1,1)×(0,1,1)12 consisting of the first ordering of the autoregressive, moving average and seasonal moving average parameters with 20·942 mean absolute percentage error (MAPE). The final model showed that time series analysis of ARIMA models was useful for forecasting the number of work-related accidents in Iran. In addition, the forecasted number of work-related accidents for 2011 explained the stability of occurrence of these accidents in recent years, indicating a need for preventive occupational health and safety policies such as safety inspection.

  4. Forecasting the Seasonal Timing of Maine's Lobster Fishery

    Directory of Open Access Journals (Sweden)

    Katherine E. Mills

    2017-11-01

    Full Text Available The fishery for American lobster is currently the highest-valued commercial fishery in the United States, worth over US$620 million in dockside value in 2015. During a marine heat wave in 2012, the fishery was disrupted by the early warming of spring ocean temperatures and subsequent influx of lobster landings. This situation resulted in a price collapse, as the supply chain was not prepared for the early and abundant landings of lobsters. Motivated by this series of events, we have developed a forecast of when the Maine (USA lobster fishery will shift into its high volume summer landings period. The forecast uses a regression approach to relate spring ocean temperatures derived from four NERACOOS buoys along the coast of Maine to the start day of the high landings period of the fishery. Tested against conditions in past years, the forecast is able to predict the start day to within 1 week of the actual start, and the forecast can be issued 3–4 months prior to the onset of the high-landings period, providing valuable lead-time for the fishery and its associated supply chain to prepare for the upcoming season. Forecast results are conveyed in a probabilistic manner and are updated weekly over a 6-week forecasting period so that users can assess the certainty and consistency of the forecast and factor the uncertainty into their use of the information in a given year. By focusing on the timing of events, this type of seasonal forecast provides climate-relevant information to users at time scales that are meaningful for operational decisions. As climate change alters seasonal phenology and reduces the reliability of past experience as a guide for future expectations, this type of forecast can enable fishing industry participants to better adjust to and prepare for operating in the context of climate change.

  5. Forecasting the number of zoonotic cutaneous leishmaniasis cases in south of Fars province, Iran using seasonal ARIMA time series method.

    Science.gov (United States)

    Sharafi, Mehdi; Ghaem, Haleh; Tabatabaee, Hamid Reza; Faramarzi, Hossein

    2017-01-01

    To predict the trend of cutaneous leishmaniasis and assess the relationship between the disease trend and weather variables in south of Fars province using Seasonal Autoregressive Integrated Moving Average (SARIMA) model. The trend of cutaneous leishmaniasis was predicted using Mini tab software and SARIMA model. Besides, information about the disease and weather conditions was collected monthly based on time series design during January 2010 to March 2016. Moreover, various SARIMA models were assessed and the best one was selected. Then, the model's fitness was evaluated based on normality of the residuals' distribution, correspondence between the fitted and real amounts, and calculation of Akaike Information Criteria (AIC) and Bayesian Information Criteria (BIC). The study results indicated that SARIMA model (4,1,4)(0,1,0) (12) in general and SARIMA model (4,1,4)(0,1,1) (12) in below and above 15 years age groups could appropriately predict the disease trend in the study area. Moreover, temperature with a three-month delay (lag3) increased the disease trend, rainfall with a four-month delay (lag4) decreased the disease trend, and rainfall with a nine-month delay (lag9) increased the disease trend. Based on the results, leishmaniasis follows a descending trend in the study area in case drought condition continues, SARIMA models can suitably measure the disease trend, and the disease follows a seasonal trend. Copyright © 2017 Hainan Medical University. Production and hosting by Elsevier B.V. All rights reserved.

  6. A high-fidelity weather time series generator using the Markov Chain process on a piecewise level

    Science.gov (United States)

    Hersvik, K.; Endrerud, O.-E. V.

    2017-12-01

    A method is developed for generating a set of unique weather time-series based on an existing weather series. The method allows statistically valid weather variations to take place within repeated simulations of offshore operations. The numerous generated time series need to share the same statistical qualities as the original time series. Statistical qualities here refer mainly to the distribution of weather windows available for work, including durations and frequencies of such weather windows, and seasonal characteristics. The method is based on the Markov chain process. The core new development lies in how the Markov Process is used, specifically by joining small pieces of random length time series together rather than joining individual weather states, each from a single time step, which is a common solution found in the literature. This new Markov model shows favorable characteristics with respect to the requirements set forth and all aspects of the validation performed.

  7. A non-Gaussian generalisation of the Airline model for robust Seasonal Adjustment

    NARCIS (Netherlands)

    Aston, J.; Koopman, S.J.

    2006-01-01

    In their seminal book Time Series Analysis: Forecasting and Control, Box and Jenkins (1976) introduce the Airline model, which is still routinely used for the modelling of economic seasonal time series. The Airline model is for a differenced time series (in levels and seasons) and constitutes a

  8. Global sampling of the seasonal changes in vegetation biophysical properties and associated carbon flux dynamics: using the synergy of information captured by spectral time series

    Science.gov (United States)

    Campbell, P. K. E.; Huemmrich, K. F.; Middleton, E.; Voorhis, S.; Landis, D.

    2016-12-01

    Spatial heterogeneity and seasonal dynamics in vegetation function contribute significantly to the uncertainties in regional and global CO2 budgets. High spectral resolution imaging spectroscopy ( 10 nm, 400-2500 nm) provides an efficient tool for synoptic evaluation of the factors significantly affecting the ability of the vegetation to sequester carbon and to reflect radiation, due to changes in vegetation chemical and structural composition. EO-1 Hyperion has collected more than 15 years of repeated observations for vegetation studies, and currently Hyperion time series are available for study of vegetation carbon dynamics at a number of FLUX sites. This study presents results from the analysis of EO-1 Hyperion and FLUX seasonal composites for a range of ecosystems across the globe. Spectral differences and seasonal trends were evaluated for each vegetation type and specific phenology. Evaluating the relationships between CO2 flux parameters (e.g., Net ecosystem production - NEP; Gross Ecosystem Exchange - GEE, CO2 flux, μmol m-2 s-1) and spectral parameters for these very different ecosystems, high correlations were established to parameters associated with canopy water and chlorophyll content for deciduous, and photosynthetic function for conifers. Imaging spectrometry provided high spatial resolution maps of CO2 fluxes absorbed by vegetation, and was efficient in tracing seasonal flux dynamics. This study will present examples for key ecosystem tipes to demonstrate the ability of imaging spectrometry and EO-1 Hyperion to map and compare CO2 flux dynamics across the globe.

  9. ESTIMATING RELIABILITY OF DISTURBANCES IN SATELLITE TIME SERIES DATA BASED ON STATISTICAL ANALYSIS

    Directory of Open Access Journals (Sweden)

    Z.-G. Zhou

    2016-06-01

    Full Text Available Normally, the status of land cover is inherently dynamic and changing continuously on temporal scale. However, disturbances or abnormal changes of land cover — caused by such as forest fire, flood, deforestation, and plant diseases — occur worldwide at unknown times and locations. Timely detection and characterization of these disturbances is of importance for land cover monitoring. Recently, many time-series-analysis methods have been developed for near real-time or online disturbance detection, using satellite image time series. However, the detection results were only labelled with “Change/ No change” by most of the present methods, while few methods focus on estimating reliability (or confidence level of the detected disturbances in image time series. To this end, this paper propose a statistical analysis method for estimating reliability of disturbances in new available remote sensing image time series, through analysis of full temporal information laid in time series data. The method consists of three main steps. (1 Segmenting and modelling of historical time series data based on Breaks for Additive Seasonal and Trend (BFAST. (2 Forecasting and detecting disturbances in new time series data. (3 Estimating reliability of each detected disturbance using statistical analysis based on Confidence Interval (CI and Confidence Levels (CL. The method was validated by estimating reliability of disturbance regions caused by a recent severe flooding occurred around the border of Russia and China. Results demonstrated that the method can estimate reliability of disturbances detected in satellite image with estimation error less than 5% and overall accuracy up to 90%.

  10. 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...

  11. Detecting Forest Disturbance Events from MODIS and Landsat Time Series for the Conterminous United States

    Science.gov (United States)

    Zhang, G.; Ganguly, S.; Saatchi, S. S.; Hagen, S. C.; Harris, N.; Yu, Y.; Nemani, R. R.

    2013-12-01

    Spatial and temporal patterns of forest disturbance and regrowth processes are key for understanding aboveground terrestrial vegetation biomass and carbon stocks at regional-to-continental scales. The NASA Carbon Monitoring System (CMS) program seeks key input datasets, especially information related to impacts due to natural/man-made disturbances in forested landscapes of Conterminous U.S. (CONUS), that would reduce uncertainties in current carbon stock estimation and emission models. This study provides a end-to-end forest disturbance detection framework based on pixel time series analysis from MODIS (Moderate Resolution Imaging Spectroradiometer) and Landsat surface spectral reflectance data. We applied the BFAST (Breaks for Additive Seasonal and Trend) algorithm to the Normalized Difference Vegetation Index (NDVI) data for the time period from 2000 to 2011. A harmonic seasonal model was implemented in BFAST to decompose the time series to seasonal and interannual trend components in order to detect abrupt changes in magnitude and direction of these components. To apply the BFAST for whole CONUS, we built a parallel computing setup for processing massive time-series data using the high performance computing facility of the NASA Earth Exchange (NEX). In the implementation process, we extracted the dominant deforestation events from the magnitude of abrupt changes in both seasonal and interannual components, and estimated dates for corresponding deforestation events. We estimated the recovery rate for deforested regions through regression models developed between NDVI values and time since disturbance for all pixels. A similar implementation of the BFAST algorithm was performed over selected Landsat scenes (all Landsat cloud free data was used to generate NDVI from atmospherically corrected spectral reflectances) to demonstrate the spatial coherence in retrieval layers between MODIS and Landsat. In future, the application of this largely parallel disturbance

  12. River flood seasonality in the Northeast United States and trends in annual timing

    Science.gov (United States)

    Collins, M. J.

    2017-12-01

    The New England and Mid-Atlantic regions of the Northeast United States have experienced climate-associated increases in both the magnitude and frequency of floods. However, a detailed understanding of flood seasonality across these regions, and how flood seasonality may have changed over the instrumental record, has not been established. The annual timing of river floods reflects the flood-generating mechanisms operating in a basin and many aquatic and riparian organisms are adapted to flood seasonality, as are human uses of river channels and floodplains. Changes in flood seasonality may indicate changes in flood-generating mechanisms, and their interactions, with important implications for habitats, floodplain infrastructure, and human communities. For example, changes in spring or fall flood timing may negatively or positively affect a vulnerable life stage for a migratory fish (e.g., egg setting) depending on whether floods occur more frequently before or after the life history event. In this study I apply an objective, probabilistic method for identifying flood seasons at a monthly resolution for 90 climate-sensitive watersheds in New England and the Mid-Atlantic (Hydrologic Unit Codes 01 and 02). Historical trends in flood timing during the year are also investigated. The analyses are based on partial duration flood series that are an average of 85 years long. The seasonality of flooding in these regions, and any historical changes, are considered in the context of other ongoing or expected phenological changes in the Northeast U.S. environment that affect flood generation—e.g., the timing of leaf-off/leaf-out for deciduous plants. How these factors interact will affect whether and how flood magnitudes and frequencies change in the future and associated impacts.

  13. Validation of Vegetation Index Time Series from Suomi NPP Visible Infrared Imaging Radiometer Suite Using Tower Radiation Flux Measurements

    Science.gov (United States)

    Miura, T.; Kato, A.; Wang, J.; Vargas, M.; Lindquist, M.

    2015-12-01

    Satellite vegetation index (VI) time series data serve as an important means to monitor and characterize seasonal changes of terrestrial vegetation and their interannual variability. It is, therefore, critical to ensure quality of such VI products and one method of validating VI product quality is cross-comparison with in situ flux tower measurements. In this study, we evaluated the quality of VI time series derived from Visible Infrared Imaging Radiometer Suite (VIIRS) onboard the Suomi National Polar-orbiting Partnership (NPP) spacecraft by cross-comparison with in situ radiation flux measurements at select flux tower sites over North America and Europe. VIIRS is a new polar-orbiting satellite sensor series, slated to replace National Oceanic and Atmospheric Administration's Advanced Very High Resolution Radiometer in the afternoon overpass and to continue the highly-calibrated data streams initiated with Moderate Resolution Imaging Spectrometer of National Aeronautics and Space Administration's Earth Observing System. The selected sites covered a wide range of biomes, including croplands, grasslands, evergreen needle forest, woody savanna, and open shrublands. The two VIIRS indices of the Top-of-Atmosphere (TOA) Normalized Difference Vegetation Index (NDVI) and the atmospherically-corrected, Top-of-Canopy (TOC) Enhanced Vegetation Index (EVI) (daily, 375 m spatial resolution) were compared against the TOC NDVI and a two-band version of EVI (EVI2) calculated from tower radiation flux measurements, respectively. VIIRS and Tower VI time series showed comparable seasonal profiles across biomes with statistically significant correlations (> 0.60; p-value 0.95), with mean differences of 2.3 days and 5.0 days for the NDVI and the EVI, respectively. These results indicate that VIIRS VI time series can capture seasonal evolution of vegetated land surface as good as in situ radiometric measurements. Future studies that address biophysical or physiological interpretations

  14. Testing for seasonal unit roots in monthly panels of time series

    NARCIS (Netherlands)

    R.M. Kunst (Robert); Ph.H.B.F. Franses (Philip Hans)

    2009-01-01

    textabstractWe consider the problem of testing for seasonal unit roots in monthly panel data. To this aim, we generalize the quarterly CHEGY test to the monthly case. This parametric test is contrasted with a new nonparametric test, which is the panel counterpart to the univariate RURS test that

  15. 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.

  16. Time series regression model for infectious disease and weather.

    Science.gov (United States)

    Imai, Chisato; Armstrong, Ben; Chalabi, Zaid; Mangtani, Punam; Hashizume, Masahiro

    2015-10-01

    Time series regression has been developed and long used to evaluate the short-term associations of air pollution and weather with mortality or morbidity of non-infectious diseases. The application of the regression approaches from this tradition to infectious diseases, however, is less well explored and raises some new issues. We discuss and present potential solutions for five issues often arising in such analyses: changes in immune population, strong autocorrelations, a wide range of plausible lag structures and association patterns, seasonality adjustments, and large overdispersion. The potential approaches are illustrated with datasets of cholera cases and rainfall from Bangladesh and influenza and temperature in Tokyo. Though this article focuses on the application of the traditional time series regression to infectious diseases and weather factors, we also briefly introduce alternative approaches, including mathematical modeling, wavelet analysis, and autoregressive integrated moving average (ARIMA) models. Modifications proposed to standard time series regression practice include using sums of past cases as proxies for the immune population, and using the logarithm of lagged disease counts to control autocorrelation due to true contagion, both of which are motivated from "susceptible-infectious-recovered" (SIR) models. The complexity of lag structures and association patterns can often be informed by biological mechanisms and explored by using distributed lag non-linear models. For overdispersed models, alternative distribution models such as quasi-Poisson and negative binomial should be considered. Time series regression can be used to investigate dependence of infectious diseases on weather, but may need modifying to allow for features specific to this context. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

  17. A Gaussian Process Based Online Change Detection Algorithm for Monitoring Periodic Time Series

    Energy Technology Data Exchange (ETDEWEB)

    Chandola, Varun [ORNL; Vatsavai, Raju [ORNL

    2011-01-01

    Online time series change detection is a critical component of many monitoring systems, such as space and air-borne remote sensing instruments, cardiac monitors, and network traffic profilers, which continuously analyze observations recorded by sensors. Data collected by such sensors typically has a periodic (seasonal) component. Most existing time series change detection methods are not directly applicable to handle such data, either because they are not designed to handle periodic time series or because they cannot operate in an online mode. We propose an online change detection algorithm which can handle periodic time series. The algorithm uses a Gaussian process based non-parametric time series prediction model and monitors the difference between the predictions and actual observations within a statistically principled control chart framework to identify changes. A key challenge in using Gaussian process in an online mode is the need to solve a large system of equations involving the associated covariance matrix which grows with every time step. The proposed algorithm exploits the special structure of the covariance matrix and can analyze a time series of length T in O(T^2) time while maintaining a O(T) memory footprint, compared to O(T^4) time and O(T^2) memory requirement of standard matrix manipulation methods. We experimentally demonstrate the superiority of the proposed algorithm over several existing time series change detection algorithms on a set of synthetic and real time series. Finally, we illustrate the effectiveness of the proposed algorithm for identifying land use land cover changes using Normalized Difference Vegetation Index (NDVI) data collected for an agricultural region in Iowa state, USA. Our algorithm is able to detect different types of changes in a NDVI validation data set (with ~80% accuracy) which occur due to crop type changes as well as disruptive changes (e.g., natural disasters).

  18. Trends and structural shifts in health tourism: evidence from seasonal time-series data on health-related travel spending by Canada during 1970-2010.

    Science.gov (United States)

    Loh, Chung-Ping A

    2015-05-01

    There has been a growing interest in better understanding the trends and determinants of health tourism activities. While much of the expanding literature on health tourism offers theoretical or qualitative discussion, empirical evidences has been lacking. This study employs Canada's outbound health tourism activities as an example to examine the trends in health tourism and its association with changing domestic health care market characteristics. A time-series model that accounts for potential structural changes in the trend is employed to analyze the quarterly health-related travel spending series reported in the Balance of Payments Statistics (BOPS) during 1970-2010 (n = 156). We identified a structural shift point which marks the start of an accelerated growth of health tourism and a flattened seasonality in such activities. We found that the health tourism activities of Canadian consumers increase when the private investment in medical facilities declines or when the private MPI increases during the years following the structural-change. We discussed the possible linkage of the structural shift to the General Agreement on Trade in Services (GATS), which went into effect in January, 1995. Copyright © 2015 Elsevier Ltd. All rights reserved.

  19. Spatiotemporal Patterns of Precipitation-Modulated Landslide Deformation From Independent Component Analysis of InSAR Time Series

    Science.gov (United States)

    Cohen-Waeber, J.; Bürgmann, R.; Chaussard, E.; Giannico, C.; Ferretti, A.

    2018-02-01

    Long-term landslide deformation is disruptive and costly in urbanized environments. We rely on TerraSAR-X satellite images (2009-2014) and an improved data processing algorithm (SqueeSAR™) to produce an exceptionally dense Interferometric Synthetic Aperture Radar ground deformation time series for the San Francisco East Bay Hills. Independent and principal component analyses of the time series reveal four distinct spatial and temporal surface deformation patterns in the area around Blakemont landslide, which we relate to different geomechanical processes. Two components of time-dependent landslide deformation isolate continuous motion and motion driven by precipitation-modulated pore pressure changes controlled by annual seasonal cycles and multiyear drought conditions. Two components capturing more widespread seasonal deformation separate precipitation-modulated soil swelling from annual cycles that may be related to groundwater level changes and thermal expansion of buildings. High-resolution characterization of landslide response to precipitation is a first step toward improved hazard forecasting.

  20. Work-related accidents among the Iranian population: a time series analysis, 2000–2011

    Science.gov (United States)

    Karimlou, Masoud; Imani, Mehdi; Hosseini, Agha-Fatemeh; Dehnad, Afsaneh; Vahabi, Nasim; Bakhtiyari, Mahmood

    2015-01-01

    Background Work-related accidents result in human suffering and economic losses and are considered as a major health problem worldwide, especially in the economically developing world. Objectives To introduce seasonal autoregressive moving average (ARIMA) models for time series analysis of work-related accident data for workers insured by the Iranian Social Security Organization (ISSO) between 2000 and 2011. Methods In this retrospective study, all insured people experiencing at least one work-related accident during a 10-year period were included in the analyses. We used Box–Jenkins modeling to develop a time series model of the total number of accidents. Results There was an average of 1476 accidents per month (1476·05±458·77, mean±SD). The final ARIMA (p,d,q) (P,D,Q)s model for fitting to data was: ARIMA(1,1,1)×(0,1,1)12 consisting of the first ordering of the autoregressive, moving average and seasonal moving average parameters with 20·942 mean absolute percentage error (MAPE). Conclusions The final model showed that time series analysis of ARIMA models was useful for forecasting the number of work-related accidents in Iran. In addition, the forecasted number of work-related accidents for 2011 explained the stability of occurrence of these accidents in recent years, indicating a need for preventive occupational health and safety policies such as safety inspection. PMID:26119774

  1. 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

  2. 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...

  3. 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

  4. A comparison of the stochastic and machine learning approaches in hydrologic time series forecasting

    Science.gov (United States)

    Kim, T.; Joo, K.; Seo, J.; Heo, J. H.

    2016-12-01

    Hydrologic time series forecasting is an essential task in water resources management and it becomes more difficult due to the complexity of runoff process. Traditional stochastic models such as ARIMA family has been used as a standard approach in time series modeling and forecasting of hydrological variables. Due to the nonlinearity in hydrologic time series data, machine learning approaches has been studied with the advantage of discovering relevant features in a nonlinear relation among variables. This study aims to compare the predictability between the traditional stochastic model and the machine learning approach. Seasonal ARIMA model was used as the traditional time series model, and Random Forest model which consists of decision tree and ensemble method using multiple predictor approach was applied as the machine learning approach. In the application, monthly inflow data from 1986 to 2015 of Chungju dam in South Korea were used for modeling and forecasting. In order to evaluate the performances of the used models, one step ahead and multi-step ahead forecasting was applied. Root mean squared error and mean absolute error of two models were compared.

  5. 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 ...

  6. MAPPING WETLANDS OF DONGTING LAKE IN CHINA USING LANDSAT AND SENTINEL-1 TIME SERIES AT 30M

    Directory of Open Access Journals (Sweden)

    L. Xing

    2018-04-01

    Full Text Available Mapping and monitoring wetlands of Dongting lake using optical sensor data has been limited by cloud cover, and open access Sentinal-1 C-band data could provide cloud-free SAR images with both have high spatial and temporal resolution, which offer new opportunities for monitoring wetlands. In this study, we combined optical data and SAR data to map wetland of Dongting Lake reserves in 2016. Firstly, we generated two monthly composited Landsat land surface reflectance, NDVI, NDWI, TC-Wetness time series and Sentinel-1 (backscattering coefficient for VH and VV time series. Secondly, we derived surface water body with two monthly frequencies based on the threshold method using the Sentinel-1 time series. Then the permanent water and seasonal water were separated by the submergence ratio. Other land cover types were identified based on SVM classifier using Landsat time series. Results showed that (1 the overall accuracies and kappa coefficients were above 86.6 % and 0.8. (3 Natural wetlands including permanent water body (14.8 %, seasonal water body (34.6 %, and permanent marshes (10.9 % were the main land cover types, accounting for 60.3 % of the three wetland reserves. Human-made wetlands, such as rice fields, accounted 34.3 % of the total area. Generally, this study proposed a new flowchart for wetlands mapping in Dongting lake by combining multi-source remote sensing data, and the use of the two-monthly composited optical time series effectively made up the missing data due to the clouds and increased the possibility of precise wetlands classification.

  7. Mapping Wetlands of Dongting Lake in China Using Landsat and SENTINEL-1 Time Series at 30M

    Science.gov (United States)

    Xing, L.; Tang, X.; Wang, H.; Fan, W.; Gao, X.

    2018-04-01

    Mapping and monitoring wetlands of Dongting lake using optical sensor data has been limited by cloud cover, and open access Sentinal-1 C-band data could provide cloud-free SAR images with both have high spatial and temporal resolution, which offer new opportunities for monitoring wetlands. In this study, we combined optical data and SAR data to map wetland of Dongting Lake reserves in 2016. Firstly, we generated two monthly composited Landsat land surface reflectance, NDVI, NDWI, TC-Wetness time series and Sentinel-1 (backscattering coefficient for VH and VV) time series. Secondly, we derived surface water body with two monthly frequencies based on the threshold method using the Sentinel-1 time series. Then the permanent water and seasonal water were separated by the submergence ratio. Other land cover types were identified based on SVM classifier using Landsat time series. Results showed that (1) the overall accuracies and kappa coefficients were above 86.6 % and 0.8. (3) Natural wetlands including permanent water body (14.8 %), seasonal water body (34.6 %), and permanent marshes (10.9 %) were the main land cover types, accounting for 60.3 % of the three wetland reserves. Human-made wetlands, such as rice fields, accounted 34.3 % of the total area. Generally, this study proposed a new flowchart for wetlands mapping in Dongting lake by combining multi-source remote sensing data, and the use of the two-monthly composited optical time series effectively made up the missing data due to the clouds and increased the possibility of precise wetlands classification.

  8. 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 ...

  9. Spatiotemporal Dynamics of Surface Water Extent from Three Decades of Seasonally Continuous Landsat Time Series at Subcontinental Scale

    Science.gov (United States)

    Tulbure, M. G.; Broich, M.; Stehman, Stephen V.

    2016-06-01

    Surface water is a critical resource in semi-arid areas. The Murray-Darling Basin (MDB) of Australia, one of the largest semi-arid basins in the world is aiming to set a worldwide example of how to balance multiple interests (i.e. environment, agriculture and urban use), but has suffered significant water shrinkages during the Millennium Drought (1999-2009), followed by extensive flooding. Baseline information and systematic quantification of surface water (SW) extent and flooding dynamics in space and time are needed for managing SW resources across the basin but are currently lacking. To synoptically quantify changes in SW extent and flooding dynamics over MDB, we used seasonally continuous Landsat TM and ETM+ data (1986 - 2011) and generic machine learning algorithms. We further mapped flooded forest at a riparian forest site that experienced severe tree dieback due to changes in flooding regime. We used a stratified sampling design to assess the accuracy of the SW product across time. Accuracy assessment yielded an overall classification accuracy of 99.94%, with producer's and user's accuracy of SW of 85.4% and 97.3%, respectively. Overall accuracy was the same for Landsat 5 and 7 data but user's and producer's accuracy of water were higher for Landsat 7 than 5 data and stable over time. Our validated results document a rapid loss in SW bodies. The number, size, and total area of SW showed high seasonal variability with highest numbers in winter and lowest numbers in summer. SW extent per season per year showed high interannual and seasonal variability, with low seasonal variability during the Millennium Drought. Examples of current uses of the new dataset will be presented and include (1) assessing ecosystem response to flooding with implications for environmental water releases, one of the largest investment in environment in Australia; (2) quantifying drivers of SW dynamics (e.g. climate, human activity); (3) quantifying changes in SW dynamics and

  10. 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…

  11. Application of Synthetic Storm Technique for Diurnal and Seasonal Variation of Slant Path Ka-Band Rain Attenuation Time Series over a Subtropical Location in South Africa

    Directory of Open Access Journals (Sweden)

    J. S. Ojo

    2015-01-01

    Full Text Available As technology advances and more demands are on satellite services, rain-induced attenuation still creates one of the most damaging effects of the atmosphere on the quality of radio communication signals, especially those operating above 10 GHz. System designers therefore require statistical information on rain-induced attenuation over the coverage area in order to determine the appropriate transmitter and receiver characteristics to be adopted. This paper presents results on the time-varying rain characterization and diurnal variation of slant path rain attenuation in the Ka-band frequency simulated with synthetic storm techniques over a subtropical location in South Africa using 10-year rain rate time-series data. The analysis is based on the CDF of one-minute rain rate; time-series seasonal variation of rain rate observed over four time intervals: 00:00–06:00, 06:00–12:00, 12:00–18:00, and 18:00–24:00; diurnal fades margin; and diurnal variation of rain attenuation. Comparison was also made between the synthesized values and measured attenuation data. The predicted statistics are in good agreement with those obtained from the propagation beacon measurement in the area. The overall results will be needed for an acceptable planning that can effectively reduce the fade margin to a very low value for an optimum data communication over this area.

  12. Interrupted time series analysis in drug utilization research is increasing: systematic review and recommendations.

    Science.gov (United States)

    Jandoc, Racquel; Burden, Andrea M; Mamdani, Muhammad; Lévesque, Linda E; Cadarette, Suzanne M

    2015-08-01

    To describe the use and reporting of interrupted time series methods in drug utilization research. We completed a systematic search of MEDLINE, Web of Science, and reference lists to identify English language articles through to December 2013 that used interrupted time series methods in drug utilization research. We tabulated the number of studies by publication year and summarized methodological detail. We identified 220 eligible empirical applications since 1984. Only 17 (8%) were published before 2000, and 90 (41%) were published since 2010. Segmented regression was the most commonly applied interrupted time series method (67%). Most studies assessed drug policy changes (51%, n = 112); 22% (n = 48) examined the impact of new evidence, 18% (n = 39) examined safety advisories, and 16% (n = 35) examined quality improvement interventions. Autocorrelation was considered in 66% of studies, 31% reported adjusting for seasonality, and 15% accounted for nonstationarity. Use of interrupted time series methods in drug utilization research has increased, particularly in recent years. Despite methodological recommendations, there is large variation in reporting of analytic methods. Developing methodological and reporting standards for interrupted time series analysis is important to improve its application in drug utilization research, and we provide recommendations for consideration. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

  13. A Kalman Filter-Based Method to Generate Continuous Time Series of Medium-Resolution NDVI Images

    Directory of Open Access Journals (Sweden)

    Fernando Sedano

    2014-12-01

    Full Text Available A data assimilation method to produce complete temporal sequences of synthetic medium-resolution images is presented. The method implements a Kalman filter recursive algorithm that integrates medium and moderate resolution imagery. To demonstrate the approach, time series of 30-m spatial resolution NDVI images at 16-day time steps were generated using Landsat NDVI images and MODIS NDVI products at four sites with different ecosystems and land cover-land use dynamics. The results show that the time series of synthetic NDVI images captured seasonal land surface dynamics and maintained the spatial structure of the landscape at higher spatial resolution. The time series of synthetic medium-resolution NDVI images were validated within a Monte Carlo simulation framework. Normalized residuals decreased as the number of available observations increased, ranging from 0.2 to below 0.1. Residuals were also significantly lower for time series of synthetic NDVI images generated at combined recursion (smoothing than individually at forward and backward recursions (filtering. Conversely, the uncertainties of the synthetic images also decreased when the number of available observations increased and combined recursions were implemented.

  14. A modified temporal criterion to meta-optimize the extended Kalman filter for land cover classification of remotely sensed time series

    Science.gov (United States)

    Salmon, B. P.; Kleynhans, W.; Olivier, J. C.; van den Bergh, F.; Wessels, K. J.

    2018-05-01

    Humans are transforming land cover at an ever-increasing rate. Accurate geographical maps on land cover, especially rural and urban settlements are essential to planning sustainable development. Time series extracted from MODerate resolution Imaging Spectroradiometer (MODIS) land surface reflectance products have been used to differentiate land cover classes by analyzing the seasonal patterns in reflectance values. The proper fitting of a parametric model to these time series usually requires several adjustments to the regression method. To reduce the workload, a global setting of parameters is done to the regression method for a geographical area. In this work we have modified a meta-optimization approach to setting a regression method to extract the parameters on a per time series basis. The standard deviation of the model parameters and magnitude of residuals are used as scoring function. We successfully fitted a triply modulated model to the seasonal patterns of our study area using a non-linear extended Kalman filter (EKF). The approach uses temporal information which significantly reduces the processing time and storage requirements to process each time series. It also derives reliability metrics for each time series individually. The features extracted using the proposed method are classified with a support vector machine and the performance of the method is compared to the original approach on our ground truth data.

  15. Mapping Cropland and Crop-type Distribution Using Time Series MODIS Data

    Science.gov (United States)

    Lu, D.; Chen, Y.; Moran, E. F.; Batistella, M.; Luo, L.; Pokhrel, Y.; Deb, K.

    2016-12-01

    Mapping regional and global cropland distribution has attracted great attention in the past decade, but the separation of crop types is challenging due to the spectral confusion and cloud cover problems during the growing season in Brazil. The objective of this study is to develop a new approach to identify crop types (including soybean, cotton, maize) and planting patterns (soybean-maize, soybean-cotton, and single crop) in Mato Grosso, Goias and Tocantins States, Brazil. The time series moderate resolution imaging spectroradiometer (MODIS) normalized difference vegetation index (NDVI) (MOD13Q1) in 2015/2016 were used in this research and field survey data were collected in May 2016. The major steps include: (1) reconstruct time series NDVI data contaminated by noise and clouds using the temporal interpolation algorithm; (2) identify the best periods and develop temporal indices and phenology parameters to distinguish cropland from other land cover types based on time series NDVI data; (3) develop a crop temporal difference index (CTDI) to extract crop types and patterns using time series NDVI data. This research shows that (1) the cropland occupied approximately 16.85% of total land in these three states; (2) soybean-maize and soybean-cotton were two major crop patterns which occupied 54.80% and 19.30% of total cropland area. This research indicates that the proposed approach is promising for accurately and rapidly mapping cropland and crop-type distribution in these three states of Brazil.

  16. 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...

  17. 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.

  18. Phenomapping of rangelands in South Africa using time series of RapidEye data

    Science.gov (United States)

    Parplies, André; Dubovyk, Olena; Tewes, Andreas; Mund, Jan-Peter; Schellberg, Jürgen

    2016-12-01

    Phenomapping is an approach which allows the derivation of spatial patterns of vegetation phenology and rangeland productivity based on time series of vegetation indices. In our study, we propose a new spatial mapping approach which combines phenometrics derived from high resolution (HR) satellite time series with spatial logistic regression modeling to discriminate land management systems in rangelands. From the RapidEye time series for selected rangelands in South Africa, we calculated bi-weekly noise reduced Normalized Difference Vegetation Index (NDVI) images. For the growing season of 2011⿿2012, we further derived principal phenology metrics such as start, end and length of growing season and related phenological variables such as amplitude, left derivative and small integral of the NDVI curve. We then mapped these phenometrics across two different tenure systems, communal and commercial, at the very detailed spatial resolution of 5 m. The result of a binary logistic regression (BLR) has shown that the amplitude and the left derivative of the NDVI curve were statistically significant. These indicators are useful to discriminate commercial from communal rangeland systems. We conclude that phenomapping combined with spatial modeling is a powerful tool that allows efficient aggregation of phenology and productivity metrics for spatially explicit analysis of the relationships of crop phenology with site conditions and management. This approach has particular potential for disaggregated and patchy environments such as in farming systems in semi-arid South Africa, where phenology varies considerably among and within years. Further, we see a strong perspective for phenomapping to support spatially explicit modelling of vegetation.

  19. : Signal Decomposition of High Resolution Time Series River data to Separate Local and Regional Components of Conductivity

    Science.gov (United States)

    Signal processing techniques were applied to high-resolution time series data obtained from conductivity loggers placed upstream and downstream of a wastewater treatment facility along a river. Data was collected over 14-60 days, and several seasons. The power spectral densit...

  20. 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 ...

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

    Science.gov (United States)

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

    2018-04-01

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

  2. 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.

  3. Seasonal signatures in SFG vibrational spectra of the sea surface nanolayer at Boknis Eck Time Series Station (SW Baltic Sea

    Directory of Open Access Journals (Sweden)

    K. Laß

    2013-08-01

    Full Text Available The very thin sea surface nanolayer on top of the sea surface microlayer, sometimes just one monomolecular layer thick, forms the interface between ocean and atmosphere. Due to the small dimension and tiny amount of substance, knowledge about the development of the layer in the course of the year is scarce. In this work, the sea surface nanolayer at Boknis Eck Time Series Station (BE, southwestern Baltic Sea, has been investigated over a period of three and a half years. Surface water samples were taken monthly by screen sampling and were analyzed in terms of organic content and composition by sum frequency generation spectroscopy, which is specifically sensitive to interfacial layers. A yearly periodicity has been observed with a pronounced abundance of sea surface nanolayer material (such as carbohydrate-rich material during the summer months. On the basis of our results we conclude that the abundance of organic material in the nanolayer at Boknis Eck is not directly related to phytoplankton abundance alone. We speculate that indeed sloppy feeding of zooplankton together with photochemical and/or microbial processing of organic precursor compounds is responsible for the pronounced seasonality.

  4. Seasonal signatures in SFG vibrational spectra of the sea surface nanolayer at Boknis Eck Time Series Station (SW Baltic Sea)

    Science.gov (United States)

    Laß, K.; Bange, H. W.; Friedrichs, G.

    2013-08-01

    The very thin sea surface nanolayer on top of the sea surface microlayer, sometimes just one monomolecular layer thick, forms the interface between ocean and atmosphere. Due to the small dimension and tiny amount of substance, knowledge about the development of the layer in the course of the year is scarce. In this work, the sea surface nanolayer at Boknis Eck Time Series Station (BE), southwestern Baltic Sea, has been investigated over a period of three and a half years. Surface water samples were taken monthly by screen sampling and were analyzed in terms of organic content and composition by sum frequency generation spectroscopy, which is specifically sensitive to interfacial layers. A yearly periodicity has been observed with a pronounced abundance of sea surface nanolayer material (such as carbohydrate-rich material) during the summer months. On the basis of our results we conclude that the abundance of organic material in the nanolayer at Boknis Eck is not directly related to phytoplankton abundance alone. We speculate that indeed sloppy feeding of zooplankton together with photochemical and/or microbial processing of organic precursor compounds is responsible for the pronounced seasonality.

  5. 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.

  6. 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.

  7. Time-causal decomposition of geomagnetic time series into secular variation, solar quiet, and disturbance signals

    Science.gov (United States)

    Rigler, E. Joshua

    2017-04-26

    A theoretical basis and prototype numerical algorithm are provided that decompose regular time series of geomagnetic observations into three components: secular variation; solar quiet, and disturbance. Respectively, these three components correspond roughly to slow changes in the Earth’s internal magnetic field, periodic daily variations caused by quasi-stationary (with respect to the sun) electrical current systems in the Earth’s magnetosphere, and episodic perturbations to the geomagnetic baseline that are typically driven by fluctuations in a solar wind that interacts electromagnetically with the Earth’s magnetosphere. In contrast to similar algorithms applied to geomagnetic data in the past, this one addresses the issue of real time data acquisition directly by applying a time-causal, exponential smoother with “seasonal corrections” to the data as soon as they become available.

  8. Detection of seasonal cycles of erosion processes in a black marl gully from a time series of high-resolution digital elevation models (DEMs

    Directory of Open Access Journals (Sweden)

    J. Bechet

    2016-10-01

    Full Text Available The Roubine catchment located in the experimental research station of Draix-Bléone (south French Alps is situated in Callovo-Oxfordian black marls, a lithology particularly prone to erosion and weathering processes. For 30 years, this small watershed (0.13 ha has been monitored for analysing hillslope processes on the scale of elementary gullies. Since 2007, surface changes have been monitored by comparing high-resolution digital elevation models (HRDEMs produced from terrestrial laser scanner (TLS. The objectives are (1 to detect and (2 to quantify the sediment production and the evolution of the gully morphology in terms of sediment availability/transport capacity vs. rainfall and runoff generation. Time series of TLS observations have been acquired periodically based on the seasonal runoff activity with a very high point cloud density ensuring a resolution of the digital elevation model (DEM on the centimetre scale. The topographic changes over a time span of 2 years are analysed. Quantitative analyses of the seasonal erosion activity and of the sediment fluxes show and confirm that during winter, loose regolith is created by mechanical weathering, and it is eroded and accumulates in the rills and gullies. Because of limited rainfall intensity in spring, part of the material is transported in the main gullies, which are assumed to be a transport-limited erosion system. In the late spring and summer the rainfall intensities increase, allowing the regolith, weathered and accumulated in the gullies and rills during the earlier seasons, to be washed out. Later in the year the catchment acts as a sediment-limited system because no more loose regolith is available. One interesting result is the fact that in the gullies the erosion–deposition processes are more active around the slope angle value of 35°, which probably indicates a behaviour close to dry granular material. It is also observed that there exist thresholds for the rainfall

  9. The Oceanic Flux Program: A three decade time-series of particle flux in the deep Sargasso Sea

    Science.gov (United States)

    Weber, J. C.; Conte, M. H.

    2010-12-01

    The Oceanic Flux Program (OFP), 75 km SE of Bermuda, is the longest running time-series of its kind. Initiated in 1978, the OFP has produced an unsurpassed, nearly continuous record of temporal variability in deep ocean fluxes, with a >90% temporal coverage at 3200m depth. The OFP, in conjunction with the co-located Bermuda-Atlantic Time Series (BATS) and the Bermuda Testbed Mooring (BTM) time-series, has provided key observations enabling detailed assessment of how seasonal and non-seasonal variability in the deep ocean is linked with the overlying physical and biogeochemical environment. This talk will focus on the short-term flux variability that overlies the seasonal flux pattern in the Sargasso Sea, emphasizing episodic extreme flux events. Extreme flux events are responsible for much of the year-to-year variability in mean annual flux and are most often observed during early winter and late spring when surface stratification is weak or transient. In addition to biological phenomena (e.g. salp blooms), passage of productive meso-scale features such as eddies, which alter surface water mixing characteristics and surface export fluxes, may initiate some extreme flux events. Yet other productive eddies show a minimal influence on the deep flux, underscoring the importance of upper ocean ecosystem structure and midwater processes on the coupling between the surface ocean environment and deep fluxes. Using key organic and inorganic tracers, causative processes that influence deep flux generation and the strength of the coupling with the surface ocean environment can be identified.

  10. Mapping Clearances in Tropical Dry Forests Using Breakpoints, Trend, and Seasonal Components from MODIS Time Series: Does Forest Type Matter?

    NARCIS (Netherlands)

    Grogan, Kenneth; Pflugmacher, Dirk; Hostert, Patrick; Verbesselt, Jan; Fensholt, Rasmus

    2016-01-01

    Tropical environments present a unique challenge for optical time series analysis, primarily owing to fragmented data availability, persistent cloud cover and atmospheric aerosols. Additionally, little is known of whether the performance of time series change detection is affected by diverse forest

  11. Dissolved organic nitrogen dynamics in the North Sea: A time series analysis (1995-2005)

    Science.gov (United States)

    Van Engeland, T.; Soetaert, K.; Knuijt, A.; Laane, R. W. P. M.; Middelburg, J. J.

    2010-09-01

    Dissolved organic nitrogen (DON) dynamics in the North Sea was explored by means of long-term time series of nitrogen parameters from the Dutch national monitoring program. Generally, the data quality was good with little missing data points. Different imputation methods were used to verify the robustness of the patterns against these missing data. No long-term trends in DON concentrations were found over the sampling period (1995-2005). Inter-annual variability in the different time series showed both common and station-specific behavior. The stations could be divided into two regions, based on absolute concentrations and the dominant times scales of variability. Average DON concentrations were 11 μmol l -1 in the coastal region and 5 μmol l -1 in the open sea. Organic fractions of total dissolved nitrogen (TDN) averaged 38 and 71% in the coastal zone and open sea, respectively, but increased over time due to decreasing dissolved inorganic nitrogen (DIN) concentrations. In both regions intra-annual variability dominated over inter-annual variability, but DON variation in the open sea was markedly shifted towards shorter time scales relative to coastal stations. In the coastal zone a consistent seasonal DON cycle existed with high values in spring-summer and low values in autumn-winter. In the open sea seasonality was weak. A marked shift in the seasonality was found at the Dogger Bank, with DON accumulation towards summer and low values in winter prior to 1999, and accumulation in spring and decline throughout summer after 1999. This study clearly shows that DON is a dynamic actor in the North Sea and should be monitored systematically to enable us to understand fully the functioning of this ecosystem.

  12. Seasonality in ocean microbial communities.

    Science.gov (United States)

    Giovannoni, Stephen J; Vergin, Kevin L

    2012-02-10

    Ocean warming occurs every year in seasonal cycles that can help us to understand long-term responses of plankton to climate change. Rhythmic seasonal patterns of microbial community turnover are revealed when high-resolution measurements of microbial plankton diversity are applied to samples collected in lengthy time series. Seasonal cycles in microbial plankton are complex, but the expansion of fixed ocean stations monitoring long-term change and the development of automated instrumentation are providing the time-series data needed to understand how these cycles vary across broad geographical scales. By accumulating data and using predictive modeling, we gain insights into changes that will occur as the ocean surface continues to warm and as the extent and duration of ocean stratification increase. These developments will enable marine scientists to predict changes in geochemical cycles mediated by microbial communities and to gauge their broader impacts.

  13. 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.

  14. 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

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

    Directory of Open Access Journals (Sweden)

    L. Gudmundsson

    2018-04-01

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

  16. 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.

  17. 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

  18. 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...

  19. Fodder Biomass Monitoring in Sahelian Rangelands Using Phenological Metrics from FAPAR Time Series

    Directory of Open Access Journals (Sweden)

    Abdoul Aziz Diouf

    2015-07-01

    Full Text Available Timely monitoring of plant biomass is critical for the management of forage resources in Sahelian rangelands. The estimation of annual biomass production in the Sahel is based on a simple relationship between satellite annual Normalized Difference Vegetation Index (NDVI and in situ biomass data. This study proposes a new methodology using multi-linear models between phenological metrics from the SPOT-VEGETATION time series of Fraction of Absorbed Photosynthetically Active Radiation (FAPAR and in situ biomass. A model with three variables—large seasonal integral (LINTG, length of growing season, and end of season decreasing rate—performed best (MAE = 605 kg·DM/ha; R2 = 0.68 across Sahelian ecosystems in Senegal (data for the period 1999–2013. A model with annual maximum (PEAK and start date of season showed similar performances (MAE = 625 kg·DM/ha; R2 = 0.64, allowing a timely estimation of forage availability. The subdivision of the study area in ecoregions increased overall accuracy (MAE = 489.21 kg·DM/ha; R2 = 0.77, indicating that a relation between metrics and ecosystem properties exists. LINTG was the main explanatory variable for woody rangelands with high leaf biomass, whereas for areas dominated by herbaceous vegetation, it was the PEAK metric. The proposed approach outperformed the established biomass NDVI-based product (MAE = 818 kg·DM/ha and R2 = 0.51 and should improve the operational monitoring of forage resources in Sahelian rangelands.

  20. 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.

  1. 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.

  2. 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

  3. 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...

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

    Science.gov (United States)

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

    2010-05-01

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

  5. Noise Reduction and Gap Filling of fAPAR Time Series Using an Adapted Local Regression Filter

    Directory of Open Access Journals (Sweden)

    Álvaro Moreno

    2014-08-01

    Full Text Available Time series of remotely sensed data are an important source of information for understanding land cover dynamics. In particular, the fraction of absorbed photosynthetic active radiation (fAPAR is a key variable in the assessment of vegetation primary production over time. However, the fAPAR series derived from polar orbit satellites are not continuous and consistent in space and time. Filtering methods are thus required to fill in gaps and produce high-quality time series. This study proposes an adapted (iteratively reweighted local regression filter (LOESS and performs a benchmarking intercomparison with four popular and generally applicable smoothing methods: Double Logistic (DLOG, smoothing spline (SSP, Interpolation for Data Reconstruction (IDR and adaptive Savitzky-Golay (ASG. This paper evaluates the main advantages and drawbacks of the considered techniques. The results have shown that ASG and the adapted LOESS perform better in recovering fAPAR time series over multiple controlled noisy scenarios. Both methods can robustly reconstruct the fAPAR trajectories, reducing the noise up to 80% in the worst simulation scenario, which might be attributed to the quality control (QC MODIS information incorporated into these filtering algorithms, their flexibility and adaptation to the upper envelope. The adapted LOESS is particularly resistant to outliers. This method clearly outperforms the other considered methods to deal with the high presence of gaps and noise in satellite data records. The low RMSE and biases obtained with the LOESS method (|rMBE| < 8%; rRMSE < 20% reveals an optimal reconstruction even in most extreme situations with long seasonal gaps. An example of application of the LOESS method to fill in invalid values in real MODIS images presenting persistent cloud and snow coverage is also shown. The LOESS approach is recommended in most remote sensing applications, such as gap-filling, cloud-replacement, and observing temporal

  6. 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.

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

    Science.gov (United States)

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

    2017-12-01

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

  8. 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

  9. 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.

  10. Effects of Forecasts on the Revisions of Concurrent Seasonally Adjusted Data Using the X-11 Seasonal Adjustment Procedure.

    Science.gov (United States)

    Bobbitt, Larry; Otto, Mark

    Three Autoregressive Integrated Moving Averages (ARIMA) forecast procedures for Census Bureau X-11 concurrent seasonal adjustment were empirically tested. Forty time series from three Census Bureau economic divisions (business, construction, and industry) were analyzed. Forecasts were obtained from fitted seasonal ARIMA models augmented with…

  11. 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.

  12. A population based time series analysis of asthma hospitalisations in Ontario, Canada: 1988 to 2000

    Directory of Open Access Journals (Sweden)

    Upshur Ross EG

    2001-08-01

    Full Text Available Abstract Background Asthma is a common yet incompletely understood health problem associated with a high morbidity burden. A wide variety of seasonally variable environmental stimuli such as viruses and air pollution are believed to influence asthma morbidity. This study set out to examine the seasonal patterns of asthma hospitalisations in relation to age and gender for the province of Ontario over a period of 12 years. Methods A retrospective, population-based study design was used to assess temporal patterns in hospitalisations for asthma from April 1, 1988 to March 31, 2000. Approximately 14 million residents of Ontario eligible for universal healthcare coverage during this time were included for analysis. Time series analyses were conducted on monthly aggregations of hospitalisations. Results There is strong evidence of an autumn peak and summer trough seasonal pattern occurring every year over the 12-year period (Fisher-Kappa (FK = 23.93, p > 0.01; Bartlett Kolmogorov Smirnov (BKS = 0.459, p Conclusions A clear and consistent seasonal pattern was observed in this study for asthma hospitalisations. These findings have important implications for the development of effective management and prevention strategies.

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

    Science.gov (United States)

    Dreveton, Christine; Guillou, Yann

    2004-07-01

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

  14. Monitoring cotton root rot by synthetic Sentinel-2 NDVI time series using improved spatial and temporal data fusion.

    Science.gov (United States)

    Wu, Mingquan; Yang, Chenghai; Song, Xiaoyu; Hoffmann, Wesley Clint; Huang, Wenjiang; Niu, Zheng; Wang, Changyao; Li, Wang; Yu, Bo

    2018-01-31

    To better understand the progression of cotton root rot within the season, time series monitoring is required. In this study, an improved spatial and temporal data fusion approach (ISTDFA) was employed to combine 250-m Moderate Resolution Imaging Spectroradiometer (MODIS) Normalized Different Vegetation Index (NDVI) and 10-m Sentinetl-2 NDVI data to generate a synthetic Sentinel-2 NDVI time series for monitoring this disease. Then, the phenology of healthy cotton and infected cotton was modeled using a logistic model. Finally, several phenology parameters, including the onset day of greenness minimum (OGM), growing season length (GLS), onset of greenness increase (OGI), max NDVI value, and integral area of the phenology curve, were calculated. The results showed that ISTDFA could be used to combine time series MODIS and Sentinel-2 NDVI data with a correlation coefficient of 0.893. The logistic model could describe the phenology curves with R-squared values from 0.791 to 0.969. Moreover, the phenology curve of infected cotton showed a significant difference from that of healthy cotton. The max NDVI value, OGM, GSL and the integral area of the phenology curve for infected cotton were reduced by 0.045, 30 days, 22 days, and 18.54%, respectively, compared with those for healthy cotton.

  15. Spatio-temporal change detection from multidimensional arrays: Detecting deforestation from MODIS time series

    Science.gov (United States)

    Lu, Meng; Pebesma, Edzer; Sanchez, Alber; Verbesselt, Jan

    2016-07-01

    Growing availability of long-term satellite imagery enables change modeling with advanced spatio-temporal statistical methods. Multidimensional arrays naturally match the structure of spatio-temporal satellite data and can provide a clean modeling process for complex spatio-temporal analysis over large datasets. Our study case illustrates the detection of breakpoints in MODIS imagery time series for land cover change in the Brazilian Amazon using the BFAST (Breaks For Additive Season and Trend) change detection framework. BFAST includes an Empirical Fluctuation Process (EFP) to alarm the change and a change point time locating process. We extend the EFP to account for the spatial autocorrelation between spatial neighbors and assess the effects of spatial correlation when applying BFAST on satellite image time series. In addition, we evaluate how sensitive EFP is to the assumption that its time series residuals are temporally uncorrelated, by modeling it as an autoregressive process. We use arrays as a unified data structure for the modeling process, R to execute the analysis, and an array database management system to scale computation. Our results point to BFAST as a robust approach against mild temporal and spatial correlation, to the use of arrays to ease the modeling process of spatio-temporal change, and towards communicable and scalable analysis.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    1996-12-31

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

  17. 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.

  18. First Ground-Based Infrared Solar Absorption Measurements of Free Tropospheric Methanol (CH3OH): Multidecade Infrared Time Series from Kitt Peak (31.9 deg N 111.6 deg W): Trend, Seasonal Cycle, and Comparison with Previous Measurements

    Science.gov (United States)

    Rinsland, Curtis P.; Mahieu, Emmanuel; Chiou, Linda; Herbin, Herve

    2009-01-01

    Atmospheric CH3OH (methanol) free tropospheric (2.09-14-km altitude) time series spanning 22 years has been analyzed on the basis of high-spectral resolution infrared solar absorption spectra of the strong vs band recorded from the U.S. National Solar Observatory on Kitt Peak (latitude 31.9degN, 111.6degW, 2.09-km altitude) with a 1-m Fourier transform spectrometer (FTS). The measurements span October 1981 to December 2003 and are the first long time series of CH3OH measurements obtained from the ground. The results were analyzed with SFIT2 version 3.93 and show a factor of three variations with season, a maximum at the beginning of July, a winter minimum, and no statistically significant long-term trend over the measurement time span.

  19. Time series measurements of carbon fluxes from a mangrove-dominated estuary

    Science.gov (United States)

    Volta, C.; Ho, D. T.; Friederich, G.; Del Castillo, C. E.; Engel, V. C.; Bhat, M.

    2017-12-01

    Mangrove ecosystems are among the most important and productive coastal ecosystems globally, and due to their high productivity and rapid carbon cycling, these ecosystems are important modulators of carbon fluxes from the land to the ocean and between the water and the atmosphere. Therefore, they may play a crucial role in the global carbon cycle and climate. Nonetheless, to date, estimates of carbon fluxes in mangrove-dominated estuaries are associated with large uncertainties, because studies have typically focused on limited spatial and temporal scales. For the first time, continuous time series measurements of temperature, salinity, CDOM, pH and pCO2 covering both the dry and the wet seasons were made in Shark River, a tidal estuary in the largest contiguous mangrove forest in North America. The measurements were made at two permanent stations along the estuarine domain, and allowed estimates of net dissolved carbon export from the Shark River to the Gulf of Mexico, as well as the CO2 emissions to the atmosphere to be made at seasonal and annual timescales. Results reveal that, compared to the dry season, the wet season was characterized by higher dissolved carbon export and CO2 emissions, due to meteorological, hydrological, and biogeochemical processes. Additionally, an analysis of relationships between hydrodynamic control factors (i.e. water discharge and water level) in the upstream freshwater marsh and carbon fluxes in the Shark River highlighted the importance of developing good water management strategies in the future. Finally, the study estimated the social cost of carbon fluxes in the Shark River estuary as a contribution to carbon accounting in mangrove ecosystems.

  20. 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

  1. 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.

  2. 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.

  3. Mapping Rubber Plantations and Natural Forests in Xishuangbanna (Southwest China Using Multi-Spectral Phenological Metrics from MODIS Time Series

    Directory of Open Access Journals (Sweden)

    Sebastian van der Linden

    2013-05-01

    Full Text Available We developed and evaluated a new approach for mapping rubber plantations and natural forests in one of Southeast Asia’s biodiversity hot spots, Xishuangbanna in China. We used a one-year annual time series of Moderate Resolution Imaging Spectroradiometer (MODIS, Enhanced Vegetation Index (EVI and short-wave infrared (SWIR reflectance data to develop phenological metrics. These phenological metrics were used to classify rubber plantations and forests with the Random Forest classification algorithm. We evaluated which key phenological characteristics were important to discriminate rubber plantations and natural forests by estimating the influence of each metric on the classification accuracy. As a benchmark, we compared the best classification with a classification based on the full, fitted time series data. Overall classification accuracies derived from EVI and SWIR time series alone were 64.4% and 67.9%, respectively. Combining the phenological metrics from EVI and SWIR time series improved the accuracy to 73.5%. Using the full, smoothed time series data instead of metrics derived from the time series improved the overall accuracy only slightly (1.3%, indicating that the phenological metrics were sufficient to explain the seasonal changes captured by the MODIS time series. The results demonstrate a promising utility of phenological metrics for mapping and monitoring rubber expansion with MODIS.

  4. 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)""…

  5. Approaches in highly parameterized inversion: TSPROC, a general time-series processor to assist in model calibration and result summarization

    Science.gov (United States)

    Westenbroek, Stephen M.; Doherty, John; Walker, John F.; Kelson, Victor A.; Hunt, Randall J.; Cera, Timothy B.

    2012-01-01

    The TSPROC (Time Series PROCessor) computer software uses a simple scripting language to process and analyze time series. It was developed primarily to assist in the calibration of environmental models. The software is designed to perform calculations on time-series data commonly associated with surface-water models, including calculation of flow volumes, transformation by means of basic arithmetic operations, and generation of seasonal and annual statistics and hydrologic indices. TSPROC can also be used to generate some of the key input files required to perform parameter optimization by means of the PEST (Parameter ESTimation) computer software. Through the use of TSPROC, the objective function for use in the model-calibration process can be focused on specific components of a hydrograph.

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

    Science.gov (United States)

    Suepa, Tanita

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

  7. Entropic Analysis of Electromyography Time Series

    Science.gov (United States)

    Kaufman, Miron; Sung, Paul

    2005-03-01

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

  8. 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.

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

    Directory of Open Access Journals (Sweden)

    S. A. Salleh

    2012-07-01

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

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

    Science.gov (United States)

    Forootan, Ehsan; Kusche, Jürgen

    2016-04-01

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

  11. 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....

  12. Big Data impacts on stochastic Forecast Models: Evidence from FX time series

    Directory of Open Access Journals (Sweden)

    Sebastian Dietz

    2013-12-01

    Full Text Available With the rise of the Big Data paradigm new tasks for prediction models appeared. In addition to the volume problem of such data sets nonlinearity becomes important, as the more detailed data sets contain also more comprehensive information, e.g. about non regular seasonal or cyclical movements as well as jumps in time series. This essay compares two nonlinear methods for predicting a high frequency time series, the USD/Euro exchange rate. The first method investigated is Autoregressive Neural Network Processes (ARNN, a neural network based nonlinear extension of classical autoregressive process models from time series analysis (see Dietz 2011. Its advantage is its simple but scalable time series process model architecture, which is able to include all kinds of nonlinearities based on the universal approximation theorem of Hornik, Stinchcombe and White 1989 and the extensions of Hornik 1993. However, restrictions related to the numeric estimation procedures limit the flexibility of the model. The alternative is a Support Vector Machine Model (SVM, Vapnik 1995. The two methods compared have different approaches of error minimization (Empirical error minimization at the ARNN vs. structural error minimization at the SVM. Our new finding is, that time series data classified as “Big Data” need new methods for prediction. Estimation and prediction was performed using the statistical programming language R. Besides prediction results we will also discuss the impact of Big Data on data preparation and model validation steps. Normal 0 21 false false false DE X-NONE X-NONE /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Normale Tabelle"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-priority:99; mso-style-parent:""; mso-padding-alt:0cm 5.4pt 0cm 5.4pt; mso-para-margin:0cm; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman","serif";}

  13. Monitoring Forest Regrowth Using a Multi-Platform Time Series

    Science.gov (United States)

    Sabol, Donald E., Jr.; Smith, Milton O.; Adams, John B.; Gillespie, Alan R.; Tucker, Compton J.

    1996-01-01

    Over the past 50 years, the forests of western Washington and Oregon have been extensively harvested for timber. This has resulted in a heterogeneous mosaic of remaining mature forests, clear-cuts, new plantations, and second-growth stands that now occur in areas that formerly were dominated by extensive old-growth forests and younger forests resulting from fire disturbance. Traditionally, determination of seral stage and stand condition have been made using aerial photography and spot field observations, a methodology that is not only time- and resource-intensive, but falls short of providing current information on a regional scale. These limitations may be solved, in part, through the use of multispectral images which can cover large areas at spatial resolutions in the order of tens of meters. The use of multiple images comprising a time series potentially can be used to monitor land use (e.g. cutting and replanting), and to observe natural processes such as regeneration, maturation and phenologic change. These processes are more likely to be spectrally observed in a time series composed of images taken during different seasons over a long period of time. Therefore, for many areas, it may be necessary to use a variety of images taken with different imaging systems. A common framework for interpretation is needed that reduces topographic, atmospheric, instrumental, effects as well as differences in lighting geometry between images. The present state of remote-sensing technology in general use does not realize the full potential of the multispectral data in areas of high topographic relief. For example, the primary method for analyzing images of forested landscapes in the Northwest has been with statistical classifiers (e.g. parallelepiped, nearest-neighbor, maximum likelihood, etc.), often applied to uncalibrated multispectral data. Although this approach has produced useful information from individual images in some areas, landcover classes defined by these

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

    Science.gov (United States)

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

    2014-01-01

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

  15. Forecasting air quality time series using deep learning.

    Science.gov (United States)

    Freeman, Brian S; Taylor, Graham; Gharabaghi, Bahram; Thé, Jesse

    2018-04-13

    This paper presents one of the first applications of deep learning (DL) techniques to predict air pollution time series. Air quality management relies extensively on time series data captured at air monitoring stations as the basis of identifying population exposure to airborne pollutants and determining compliance with local ambient air standards. In this paper, 8 hr averaged surface ozone (O 3 ) concentrations were predicted using deep learning consisting of a recurrent neural network (RNN) with long short-term memory (LSTM). Hourly air quality and meteorological data were used to train and forecast values up to 72 hours with low error rates. The LSTM was able to forecast the duration of continuous O 3 exceedances as well. Prior to training the network, the dataset was reviewed for missing data and outliers. Missing data were imputed using a novel technique that averaged gaps less than eight time steps with incremental steps based on first-order differences of neighboring time periods. Data were then used to train decision trees to evaluate input feature importance over different time prediction horizons. The number of features used to train the LSTM model was reduced from 25 features to 5 features, resulting in improved accuracy as measured by Mean Absolute Error (MAE). Parameter sensitivity analysis identified look-back nodes associated with the RNN proved to be a significant source of error if not aligned with the prediction horizon. Overall, MAE's less than 2 were calculated for predictions out to 72 hours. Novel deep learning techniques were used to train an 8-hour averaged ozone forecast model. Missing data and outliers within the captured data set were replaced using a new imputation method that generated calculated values closer to the expected value based on the time and season. Decision trees were used to identify input variables with the greatest importance. The methods presented in this paper allow air managers to forecast long range air pollution

  16. Climate-driven seasonal geocenter motion during the GRACE period

    Science.gov (United States)

    Zhang, Hongyue; Sun, Yu

    2018-03-01

    Annual cycles in the geocenter motion time series are primarily driven by mass changes in the Earth's hydrologic system, which includes land hydrology, atmosphere, and oceans. Seasonal variations of the geocenter motion have been reliably determined according to Sun et al. (J Geophys Res Solid Earth 121(11):8352-8370, 2016) by combining the Gravity Recovery And Climate Experiment (GRACE) data with an ocean model output. In this study, we reconstructed the observed seasonal geocenter motion with geophysical model predictions of mass variations in the polar ice sheets, continental glaciers, terrestrial water storage (TWS), and atmosphere and dynamic ocean (AO). The reconstructed geocenter motion time series is shown to be in close agreement with the solution based on GRACE data supporting with an ocean bottom pressure model. Over 85% of the observed geocenter motion time series, variance can be explained by the reconstructed solution, which allows a further investigation of the driving mechanisms. We then demonstrated that AO component accounts for 54, 62, and 25% of the observed geocenter motion variances in the X, Y, and Z directions, respectively. The TWS component alone explains 42, 32, and 39% of the observed variances. The net mass changes over oceans together with self-attraction and loading effects also contribute significantly (about 30%) to the seasonal geocenter motion in the X and Z directions. Other contributing sources, on the other hand, have marginal (less than 10%) impact on the seasonal variations but introduce a linear trend in the time series.

  17. Time Series Forecasting of the Number of Malaysia Airlines and AirAsia Passengers

    Science.gov (United States)

    Asrah, N. M.; Nor, M. E.; Rahim, S. N. A.; Leng, W. K.

    2018-04-01

    The standard practice in forecasting process involved by fitting a model and further analysis on the residuals. If we know the distributional behaviour of the time series data, it can help us to directly analyse the model identification, parameter estimation, and model checking. In this paper, we want to compare the distributional behaviour data from the number of Malaysia Airlines (MAS) and AirAsia passenger’s. From the previous research, the AirAsia passengers are govern by geometric Brownian motion (GBM). The data were normally distributed, stationary and independent. Then, GBM was used to forecast the number of AirAsia passenger’s. The same methods were applied to MAS data and the results then were compared. Unfortunately, the MAS data were not govern by GBM. Then, the standard approach in time series forecasting will be applied to MAS data. From this comparison, we can conclude that the number of AirAsia passengers are always in peak season rather than MAS passengers.

  18. 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.

  19. Modeling activity patterns of wildlife using time-series analysis.

    Science.gov (United States)

    Zhang, Jindong; Hull, Vanessa; Ouyang, Zhiyun; He, Liang; Connor, Thomas; Yang, Hongbo; Huang, Jinyan; Zhou, Shiqiang; Zhang, Zejun; Zhou, Caiquan; Zhang, Hemin; Liu, Jianguo

    2017-04-01

    The study of wildlife activity patterns is an effective approach to understanding fundamental ecological and evolutionary processes. However, traditional statistical approaches used to conduct quantitative analysis have thus far had limited success in revealing underlying mechanisms driving activity patterns. Here, we combine wavelet analysis, a type of frequency-based time-series analysis, with high-resolution activity data from accelerometers embedded in GPS collars to explore the effects of internal states (e.g., pregnancy) and external factors (e.g., seasonal dynamics of resources and weather) on activity patterns of the endangered giant panda ( Ailuropoda melanoleuca ). Giant pandas exhibited higher frequency cycles during the winter when resources (e.g., water and forage) were relatively poor, as well as during spring, which includes the giant panda's mating season. During the summer and autumn when resources were abundant, pandas exhibited a regular activity pattern with activity peaks every 24 hr. A pregnant individual showed distinct differences in her activity pattern from other giant pandas for several months following parturition. These results indicate that animals adjust activity cycles to adapt to seasonal variation of the resources and unique physiological periods. Wavelet coherency analysis also verified the synchronization of giant panda activity level with air temperature and solar radiation at the 24-hr band. Our study also shows that wavelet analysis is an effective tool for analyzing high-resolution activity pattern data and its relationship to internal and external states, an approach that has the potential to inform wildlife conservation and management across species.

  20. Seasonality of absolute humidity explains seasonality of influenza-like illness in Vietnam.

    Science.gov (United States)

    Thai, Pham Quang; Choisy, Marc; Duong, Tran Nhu; Thiem, Vu Dinh; Yen, Nguyen Thu; Hien, Nguyen Tran; Weiss, Daniel J; Boni, Maciej F; Horby, Peter

    2015-12-01

    Experimental and ecological studies have shown the role of climatic factors in driving the epidemiology of influenza. In particular, low absolute humidity (AH) has been shown to increase influenza virus transmissibility and has been identified to explain the onset of epidemics in temperate regions. Here, we aim to study the potential climatic drivers of influenza-like illness (ILI) epidemiology in Vietnam, a tropical country characterized by a high diversity of climates. We specifically focus on quantifying and explaining the seasonality of ILI. We used 18 years (1993-2010) of monthly ILI notifications aggregated by province (52) and monthly climatic variables (minimum, mean, maximum temperatures, absolute and relative humidities, rainfall and hours of sunshine) from 67 weather stations across Vietnam. Seasonalities were quantified from global wavelet spectra, using the value of the power at the period of 1 year as a measure of the intensity of seasonality. The 7 climatic time series were characterized by 534 summary statistics which were entered into a regression tree to identify factors associated with the seasonality of AH. Results were extrapolated to the global scale using simulated climatic times series from the NCEP/NCAR project. The intensity of ILI seasonality in Vietnam is best explained by the intensity of AH seasonality. We find that ILI seasonality is weak in provinces experiencing weak seasonal fluctuations in AH (annual power power >17.6). In Vietnam, AH and ILI are positively correlated. Our results identify a role for AH in driving the epidemiology of ILI in a tropical setting. However, in contrast to temperate regions, high rather than low AH is associated with increased ILI activity. Fluctuation in AH may be the climate factor that underlies and unifies the seasonality of ILI in both temperate and tropical regions. Alternatively, the mechanism of action of AH on disease transmission may be different in cold-dry versus hot-humid settings

  1. 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.

  2. Time Series of Images to Improve Tree Species Classification

    Science.gov (United States)

    Miyoshi, G. T.; Imai, N. N.; de Moraes, M. V. A.; Tommaselli, A. M. G.; Näsi, R.

    2017-10-01

    Tree species classification provides valuable information to forest monitoring and management. The high floristic variation of the tree species appears as a challenging issue in the tree species classification because the vegetation characteristics changes according to the season. To help to monitor this complex environment, the imaging spectroscopy has been largely applied since the development of miniaturized sensors attached to Unmanned Aerial Vehicles (UAV). Considering the seasonal changes in forests and the higher spectral and spatial resolution acquired with sensors attached to UAV, we present the use of time series of images to classify four tree species. The study area is an Atlantic Forest area located in the western part of São Paulo State. Images were acquired in August 2015 and August 2016, generating three data sets of images: only with the image spectra of 2015; only with the image spectra of 2016; with the layer stacking of images from 2015 and 2016. Four tree species were classified using Spectral angle mapper (SAM), Spectral information divergence (SID) and Random Forest (RF). The results showed that SAM and SID caused an overfitting of the data whereas RF showed better results and the use of the layer stacking improved the classification achieving a kappa coefficient of 18.26 %.

  3. Multivariate Time Series Decomposition into Oscillation Components.

    Science.gov (United States)

    Matsuda, Takeru; Komaki, Fumiyasu

    2017-08-01

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

  4. 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…

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

    Directory of Open Access Journals (Sweden)

    Laura Ulsig

    2017-01-01

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

  6. Neural networks and traditional time series methods: a synergistic combination in state economic forecasts.

    Science.gov (United States)

    Hansen, J V; Nelson, R D

    1997-01-01

    Ever since the initial planning for the 1997 Utah legislative session, neural-network forecasting techniques have provided valuable insights for analysts forecasting tax revenues. These revenue estimates are critically important since agency budgets, support for education, and improvements to infrastructure all depend on their accuracy. Underforecasting generates windfalls that concern taxpayers, whereas overforecasting produces budget shortfalls that cause inadequately funded commitments. The pattern finding ability of neural networks gives insightful and alternative views of the seasonal and cyclical components commonly found in economic time series data. Two applications of neural networks to revenue forecasting clearly demonstrate how these models complement traditional time series techniques. In the first, preoccupation with a potential downturn in the economy distracts analysis based on traditional time series methods so that it overlooks an emerging new phenomenon in the data. In this case, neural networks identify the new pattern that then allows modification of the time series models and finally gives more accurate forecasts. In the second application, data structure found by traditional statistical tools allows analysts to provide neural networks with important information that the networks then use to create more accurate models. In summary, for the Utah revenue outlook, the insights that result from a portfolio of forecasts that includes neural networks exceeds the understanding generated from strictly statistical forecasting techniques. In this case, the synergy clearly results in the whole of the portfolio of forecasts being more accurate than the sum of the individual parts.

  7. 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...

  8. 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...

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

    Science.gov (United States)

    Romilly, Peter

    2005-07-01

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

  10. 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

  11. 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

  12. 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...

  13. Benchmarking the Algorithms to Detect Seasonal Signals Under Different Noise Conditions

    Science.gov (United States)

    Klos, A.; Bogusz, J.; Bos, M. S.

    2017-12-01

    Global Positioning System (GPS) position time series contain seasonal signals. Among the others, annual and semi-annual are the most powerful. Widely, these oscillations are modelled as curves with constant amplitudes, using the Weighted Least-Squares (WLS) algorithm. However, in reality, the seasonal signatures vary over time, as their geophysical causes are not constant. Different algorithms have been already used to cover this time-variability, as Wavelet Decomposition (WD), Singular Spectrum Analysis (SSA), Chebyshev Polynomial (CP) or Kalman Filter (KF). In this research, we employed 376 globally distributed GPS stations which time series contributed to the newest International Terrestrial Reference Frame (ITRF2014). We show that for c.a. 20% of stations the amplitudes of seasonal signal varies over time of more than 1.0 mm. Then, we compare the WD, SSA, CP and KF algorithms for a set of synthetic time series to quantify them under different noise conditions. We show that when variations of seasonal signals are ignored, the power-law character is biased towards flicker noise. The most reliable estimates of the variations were found to be given by SSA and KF. These methods also perform the best for other noise levels while WD, and to a lesser extend also CP, have trouble in separating the seasonal signal from the noise which leads to an underestimation in the spectral index of power-law noise of around 0.1. For real ITRF2014 GPS data we discovered, that SSA and KF are capable to model 49-84% and 77-90% of the variance of the true varying seasonal signals, respectively.

  14. 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

  15. 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...

  16. Automated classification of Permanent Scatterers time-series based on statistical characterization tests

    Science.gov (United States)

    Berti, Matteo; Corsini, Alessandro; Franceschini, Silvia; Iannacone, Jean Pascal

    2013-04-01

    time series are typically affected by a significant noise to signal ratio. The results of the analysis show that even with such a rough-quality dataset, our automated classification procedure can greatly improve radar interpretation of mass movements. In general, uncorrelated PS (type 0) are concentrated in flat areas such as fluvial terraces and valley bottoms, and along stable watershed divides; linear PS (type 1) are mainly located on slopes (both inside or outside mapped landslides) or near the edge of scarps or steep slopes; non-linear PS (types 2 to 5) typically fall inside landslide deposits or in the surrounding areas. The spatial distribution of classified PS allows to detect deformation phenomena not visible by considering the average velocity alone, and provide important information on the temporal evolution of the phenomena such as acceleration, deceleration, seasonal fluctuations, abrupt or continuous changes of the displacement rate. Based on these encouraging results we integrated all the classification algorithms into a Graphical User Interface (called PSTime) which is freely available as a standalone application.

  17. TIME SERIES ANALYSIS USING A UNIQUE MODEL OF TRANSFORMATION

    Directory of Open Access Journals (Sweden)

    Goran Klepac

    2007-12-01

    Full Text Available REFII1 model is an authorial mathematical model for time series data mining. The main purpose of that model is to automate time series analysis, through a unique transformation model of time series. An advantage of this approach of time series analysis is the linkage of different methods for time series analysis, linking traditional data mining tools in time series, and constructing new algorithms for analyzing time series. It is worth mentioning that REFII model is not a closed system, which means that we have a finite set of methods. At first, this is a model for transformation of values of time series, which prepares data used by different sets of methods based on the same model of transformation in a domain of problem space. REFII model gives a new approach in time series analysis based on a unique model of transformation, which is a base for all kind of time series analysis. The advantage of REFII model is its possible application in many different areas such as finance, medicine, voice recognition, face recognition and text mining.

  18. Frontiers in Time Series and Financial Econometrics

    OpenAIRE

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

    2015-01-01

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

  19. 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).

  20. 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...

  1. 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.

  2. Estimating inter-annual variability in winter wheat sowing dates from satellite time series in Camargue, France

    Science.gov (United States)

    Manfron, Giacinto; Delmotte, Sylvestre; Busetto, Lorenzo; Hossard, Laure; Ranghetti, Luigi; Brivio, Pietro Alessandro; Boschetti, Mirco

    2017-05-01

    Crop simulation models are commonly used to forecast the performance of cropping systems under different hypotheses of change. Their use on a regional scale is generally constrained, however, by a lack of information on the spatial and temporal variability of environment-related input variables (e.g., soil) and agricultural practices (e.g., sowing dates) that influence crop yields. Satellite remote sensing data can shed light on such variability by providing timely information on crop dynamics and conditions over large areas. This paper proposes a method for analyzing time series of MODIS satellite data in order to estimate the inter-annual variability of winter wheat sowing dates. A rule-based method was developed to automatically identify a reliable sample of winter wheat field time series, and to infer the corresponding sowing dates. The method was designed for a case study in the Camargue region (France), where winter wheat is characterized by vernalization, as in other temperate regions. The detection criteria were chosen on the grounds of agronomic expertise and by analyzing high-confidence time-series vegetation index profiles for winter wheat. This automatic method identified the target crop on more than 56% (four-year average) of the cultivated areas, with low commission errors (11%). It also captured the seasonal variability in sowing dates with errors of ±8 and ±16 days in 46% and 66% of cases, respectively. Extending the analysis to the years 2002-2012 showed that sowing in the Camargue was usually done on or around November 1st (±4 days). Comparing inter-annual sowing date variability with the main local agro-climatic drivers showed that the type of preceding crop and the weather conditions during the summer season before the wheat sowing had a prominent role in influencing winter wheat sowing dates.

  3. Detecting chaos in irregularly sampled time series.

    Science.gov (United States)

    Kulp, C W

    2013-09-01

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

  4. Building Chaotic Model From Incomplete Time Series

    Science.gov (United States)

    Siek, Michael; Solomatine, Dimitri

    2010-05-01

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

  5. Multivariate Time Series Search

    Data.gov (United States)

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

  6. Analysing Stable Time Series

    National Research Council Canada - National Science Library

    Adler, Robert

    1997-01-01

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

  7. 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 ...

  8. Assimilation of LAI time-series in crop production models

    Science.gov (United States)

    Kooistra, Lammert; Rijk, Bert; Nannes, Louis

    2014-05-01

    Agriculture is worldwide a large consumer of freshwater, nutrients and land. Spatial explicit agricultural management activities (e.g., fertilization, irrigation) could significantly improve efficiency in resource use. In previous studies and operational applications, remote sensing has shown to be a powerful method for spatio-temporal monitoring of actual crop status. As a next step, yield forecasting by assimilating remote sensing based plant variables in crop production models would improve agricultural decision support both at the farm and field level. In this study we investigated the potential of remote sensing based Leaf Area Index (LAI) time-series assimilated in the crop production model LINTUL to improve yield forecasting at field level. The effect of assimilation method and amount of assimilated observations was evaluated. The LINTUL-3 crop production model was calibrated and validated for a potato crop on two experimental fields in the south of the Netherlands. A range of data sources (e.g., in-situ soil moisture and weather sensors, destructive crop measurements) was used for calibration of the model for the experimental field in 2010. LAI from cropscan field radiometer measurements and actual LAI measured with the LAI-2000 instrument were used as input for the LAI time-series. The LAI time-series were assimilated in the LINTUL model and validated for a second experimental field on which potatoes were grown in 2011. Yield in 2011 was simulated with an R2 of 0.82 when compared with field measured yield. Furthermore, we analysed the potential of assimilation of LAI into the LINTUL-3 model through the 'updating' assimilation technique. The deviation between measured and simulated yield decreased from 9371 kg/ha to 8729 kg/ha when assimilating weekly LAI measurements in the LINTUL model over the season of 2011. LINTUL-3 furthermore shows the main growth reducing factors, which are useful for farm decision support. The combination of crop models and sensor

  9. Analysis of time series for postal shipments in Regional VII East Java Indonesia

    Science.gov (United States)

    Kusrini, DE; Ulama, B. S. S.; Aridinanti, L.

    2018-03-01

    The change of number delivery goods through PT. Pos Regional VII East Java Indonesia indicates that the trend of increasing and decreasing the delivery of documents and non-documents in PT. Pos Regional VII East Java Indonesia is strongly influenced by conditions outside of PT. Pos Regional VII East Java Indonesia so that the prediction the number of document and non-documents requires a model that can accommodate it. Based on the time series plot monthly data fluctuations occur from 2013-2016 then the model is done using ARIMA or seasonal ARIMA and selected the best model based on the smallest AIC value. The results of data analysis about the number of shipments on each product sent through the Sub-Regional Postal Office VII East Java indicates that there are 5 post offices of 26 post offices entering the territory. The largest number of shipments is available on the PPB (Paket Pos Biasa is regular package shipment/non-document ) and SKH (Surat Kilat Khusus is Special Express Mail/document) products. The time series model generated is largely a Random walk model meaning that the number of shipment in the future is influenced by random effects that are difficult to predict. Some are AR and MA models, except for Express shipment products with Malang post office destination which has seasonal ARIMA model on lag 6 and 12. This means that the number of items in the following month is affected by the number of items in the previous 6 months.

  10. Factors that influence standard automated perimetry test results in glaucoma: test reliability, technician experience, time of day, and season.

    Science.gov (United States)

    Junoy Montolio, Francisco G; Wesselink, Christiaan; Gordijn, Marijke; Jansonius, Nomdo M

    2012-10-09

    To determine the influence of several factors on standard automated perimetry test results in glaucoma. Longitudinal Humphrey field analyzer 30-2 Swedish interactive threshold algorithm data from 160 eyes of 160 glaucoma patients were used. The influence of technician experience, time of day, and season on the mean deviation (MD) was determined by performing linear regression analysis of MD against time on a series of visual fields and subsequently performing a multiple linear regression analysis with the MD residuals as dependent variable and the factors mentioned above as independent variables. Analyses were performed with and without adjustment for the test reliability (fixation losses and false-positive and false-negative answers) and with and without stratification according to disease stage (baseline MD). Mean follow-up was 9.4 years, with on average 10.8 tests per patient. Technician experience, time of day, and season were associated with the MD. Approximately 0.2 dB lower MD values were found for inexperienced technicians (P Technician experience, time of day, season, and the percentage of false-positive answers have a significant influence on the MD of standard automated perimetry.

  11. 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...

  12. 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.

  13. 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...

  14. The Seasonal KPSS Test: Examining Possible Applications with Monthly Data and Additional Deterministic Terms

    Directory of Open Access Journals (Sweden)

    Ghassen El Montasser

    2015-05-01

    Full Text Available The literature has been notably less definitive in distinguishing between finite sample studies of seasonal stationarity than in seasonal unit root tests. Although the use of seasonal stationarity and unit root tests is advised to determine correctly the most appropriate form of the trend in a seasonal time series, such a use is rarely noted in the relevant studies on this topic. Recently, the seasonal KPSS test, with a null hypothesis of no seasonal unit roots, and based on quarterly data, has been introduced in the literature. The asymptotic theory of the seasonal KPSS test depends on whether data have been filtered by a preliminary regression. More specifically, one may proceed to extracting deterministic components, such as the mean and trend, from the data before testing. In this paper, we examine the effects of de-trending on the properties of the seasonal KPSS test in finite samples. A sketch of the test’s limit theory is subsequently provided. Moreover, a Monte Carlo study is conducted to analyze the behavior of the test for a monthly time series. The focus on this time-frequency is significant because, as we mentioned above, it was introduced for quarterly data. Overall, the results indicated that the seasonal KPSS test preserved its good size and power properties. Furthermore, our results corroborate those reported elsewhere in the literature for conventional stationarity tests. These subsequent results assumed that the nonparametric corrections of residual variances may lead to better in-sample properties of the seasonal KPSS test. Next, the seasonal KPSS test is applied to a monthly series of the United States (US consumer price index. We were able to identify a number of seasonal unit roots in this time series. [1] [1]    Table 1 in this paper is copyrighted and initially published by JMASM in 2012, Volume 11, Issue 1, pp. 69–77, ISSN: 1538–9472, JMASM Inc., PO Box 48023, Oak Park, MI 48237, USA, ea@jmasm.com.

  15. 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.

  16. 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. .

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

    Science.gov (United States)

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

    2008-08-13

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

  18. 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...

  19. 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...

  20. 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.

  1. 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.

  2. Effects on noise properties of GPS time series caused by higher-order ionospheric corrections

    Science.gov (United States)

    Jiang, Weiping; Deng, Liansheng; Li, Zhao; Zhou, Xiaohui; Liu, Hongfei

    2014-04-01

    Higher-order ionospheric (HOI) effects are one of the principal technique-specific error sources in precise global positioning system (GPS) analysis. These effects also influence the non-linear characteristics of GPS coordinate time series. In this paper, we investigate these effects on coordinate time series in terms of seasonal variations and noise amplitudes. Both power spectral techniques and maximum likelihood estimators (MLE) are used to evaluate these effects quantitatively and qualitatively. Our results show an overall improvement for the analysis of global sites if HOI effects are considered. We note that the noise spectral index that is used for the determination of the optimal noise models in our analysis ranged between -1 and 0 both with and without HOI corrections, implying that the coloured noise cannot be removed by these corrections. However, the corrections were found to have improved noise properties for global sites. After the corrections were applied, the noise amplitudes at most sites decreased, among which the white noise amplitudes decreased remarkably. The white noise amplitudes of up to 81.8% of the selected sites decreased in the up component, and the flicker noise of 67.5% of the sites decreased in the north component. Stacked periodogram results show that, no matter whether the HOI effects are considered or not, a common fundamental period of 1.04 cycles per year (cpy), together with the expected annual and semi-annual signals, can explain all peaks of the north and up components well. For the east component, however, reasonable results can be obtained only based on HOI corrections. HOI corrections are useful for better detecting the periodic signals in GPS coordinate time series. Moreover, the corrections contributed partly to the seasonal variations of the selected sites, especially for the up component. Statistically, HOI corrections reduced more than 50% and more than 65% of the annual and semi-annual amplitudes respectively at the

  3. 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.

  4. 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.

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

    Science.gov (United States)

    Sysoev, I V; Prokhorov, M D; Ponomarenko, V I; Bezruchko, B P

    2014-06-01

    We propose a method to recover from time series the parameters of coupled time-delay systems and the architecture of couplings between them. The method is based on a reconstruction of model delay-differential equations and estimation of statistical significance of couplings. It can be applied to networks composed of nonidentical nodes with an arbitrary number of unidirectional and bidirectional couplings. We test our method on chaotic and periodic time series produced by model equations of ensembles of diffusively coupled time-delay systems in the presence of noise, and apply it to experimental time series obtained from electronic oscillators with delayed feedback coupled by resistors.

  6. Time series linear regression of half-hourly radon levels in a residence

    International Nuclear Information System (INIS)

    Hull, D.A.

    1990-01-01

    This paper uses time series linear regression modelling to assess the impact of temperature and pressure differences on the radon measured in the basement and in the basement drain of a research house in the Princeton area of New Jersey. The models examine half-hour averages of several climate and house parameters for several periods of up to 11 days. The drain radon concentrations follow a strong diurnal pattern that shifts 12 hours in phase between the summer and the fall seasons. This shift can be linked both to the change in temperature differences between seasons and to an experiment which involved sealing the connection between the drain and the basement. We have found that both the basement and the drain radon concentrations are correlated to basement-outdoor and soil-outdoor temperature differences (the coefficient of determination varies between 0.6 and 0.8). The statistical models for the summer periods clearly describe a physical system where the basement drain pumps radon in during the night and sucks radon out during the day

  7. The impact of policy guidelines on hospital antibiotic use over a decade: a segmented time series analysis.

    Directory of Open Access Journals (Sweden)

    Sujith J Chandy

    Full Text Available Antibiotic pressure contributes to rising antibiotic resistance. Policy guidelines encourage rational prescribing behavior, but effectiveness in containing antibiotic use needs further assessment. This study therefore assessed the patterns of antibiotic use over a decade and analyzed the impact of different modes of guideline development and dissemination on inpatient antibiotic use.Antibiotic use was calculated monthly as defined daily doses (DDD per 100 bed days for nine antibiotic groups and overall. This time series compared trends in antibiotic use in five adjacent time periods identified as 'Segments,' divided based on differing modes of guideline development and implementation: Segment 1--Baseline prior to antibiotic guidelines development; Segment 2--During preparation of guidelines and booklet dissemination; Segment 3--Dormant period with no guidelines dissemination; Segment 4--Booklet dissemination of revised guidelines; Segment 5--Booklet dissemination of revised guidelines with intranet access. Regression analysis adapted for segmented time series and adjusted for seasonality assessed changes in antibiotic use trend.Overall antibiotic use increased at a monthly rate of 0.95 (SE = 0.18, 0.21 (SE = 0.08 and 0.31 (SE = 0.06 for Segments 1, 2 and 3, stabilized in Segment 4 (0.05; SE = 0.10 and declined in Segment 5 (-0.37; SE = 0.11. Segments 1, 2 and 4 exhibited seasonal fluctuations. Pairwise segmented regression adjusted for seasonality revealed a significant drop in monthly antibiotic use of 0.401 (SE = 0.089; p<0.001 for Segment 5 compared to Segment 4. Most antibiotic groups showed similar trends to overall use.Use of overall and specific antibiotic groups showed varied patterns and seasonal fluctuations. Containment of rising overall antibiotic use was possible during periods of active guideline dissemination. Wider access through intranet facilitated significant decline in use. Stakeholders and policy

  8. 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...

  9. Big Data Mining of Energy Time Series for Behavioral Analytics and Energy Consumption Forecasting

    Directory of Open Access Journals (Sweden)

    Shailendra Singh

    2018-02-01

    Full Text Available Responsible, efficient and environmentally aware energy consumption behavior is becoming a necessity for the reliable modern electricity grid. In this paper, we present an intelligent data mining model to analyze, forecast and visualize energy time series to uncover various temporal energy consumption patterns. These patterns define the appliance usage in terms of association with time such as hour of the day, period of the day, weekday, week, month and season of the year as well as appliance-appliance associations in a household, which are key factors to infer and analyze the impact of consumers’ energy consumption behavior and energy forecasting trend. This is challenging since it is not trivial to determine the multiple relationships among different appliances usage from concurrent streams of data. Also, it is difficult to derive accurate relationships between interval-based events where multiple appliance usages persist for some duration. To overcome these challenges, we propose unsupervised data clustering and frequent pattern mining analysis on energy time series, and Bayesian network prediction for energy usage forecasting. We perform extensive experiments using real-world context-rich smart meter datasets. The accuracy results of identifying appliance usage patterns using the proposed model outperformed Support Vector Machine (SVM and Multi-Layer Perceptron (MLP at each stage while attaining a combined accuracy of 81.82%, 85.90%, 89.58% for 25%, 50% and 75% of the training data size respectively. Moreover, we achieved energy consumption forecast accuracies of 81.89% for short-term (hourly and 75.88%, 79.23%, 74.74%, and 72.81% for the long-term; i.e., day, week, month, and season respectively.

  10. 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.

  11. Time series trends of the safety effects of pavement resurfacing.

    Science.gov (United States)

    Park, Juneyoung; Abdel-Aty, Mohamed; Wang, Jung-Han

    2017-04-01

    This study evaluated the safety performance of pavement resurfacing projects on urban arterials in Florida using the observational before and after approaches. The safety effects of pavement resurfacing were quantified in the crash modification factors (CMFs) and estimated based on different ranges of heavy vehicle traffic volume and time changes for different severity levels. In order to evaluate the variation of CMFs over time, crash modification functions (CMFunctions) were developed using nonlinear regression and time series models. The results showed that pavement resurfacing projects decrease crash frequency and are found to be more safety effective to reduce severe crashes in general. Moreover, the results of the general relationship between the safety effects and time changes indicated that the CMFs increase over time after the resurfacing treatment. It was also found that pavement resurfacing projects for the urban roadways with higher heavy vehicle volume rate are more safety effective than the roadways with lower heavy vehicle volume rate. Based on the exploration and comparison of the developed CMFucntions, the seasonal autoregressive integrated moving average (SARIMA) and exponential functional form of the nonlinear regression models can be utilized to identify the trend of CMFs over time. Copyright © 2017 Elsevier Ltd. All rights reserved.

  12. 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.

  13. 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.

  14. 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.

  15. Wheat Yield Forecasting for Punjab Province from Vegetation Index Time Series and Historic Crop Statistics

    Directory of Open Access Journals (Sweden)

    Jan Dempewolf

    2014-10-01

    Full Text Available Policy makers, government planners and agricultural market participants in Pakistan require accurate and timely information about wheat yield and production. Punjab Province is by far the most important wheat producing region in the country. The manual collection of field data and data processing for crop forecasting by the provincial government requires significant amounts of time before official reports can be released. Several studies have shown that wheat yield can be effectively forecast using satellite remote sensing data. In this study, we developed a methodology for estimating wheat yield and area for Punjab Province from freely available Landsat and MODIS satellite imagery approximately six weeks before harvest. Wheat yield was derived by regressing reported yield values against time series of four different peak-season MODIS-derived vegetation indices. We also tested deriving wheat area from the same MODIS time series using a regression-tree approach. Among the four evaluated indices, WDRVI provided more consistent and accurate yield forecasts compared to NDVI, EVI2 and saturation-adjusted normalized difference vegetation index (SANDVI. The lowest RMSE values at the district level for forecast versus reported yield were found when using six or more years of training data. Forecast yield for the 2007/2008 to 2012/2013 growing seasons were within 0.2% and 11.5% of final reported values. Absolute deviations of wheat area and production forecasts from reported values were slightly greater compared to using the previous year's or the three- or six-year moving average values, implying that 250-m MODIS data does not provide sufficient spatial resolution for providing improved wheat area and production forecasts.

  16. 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

  17. Mapping Invasive Tamarisk (Tamarix: A Comparison of Single-Scene and Time-Series Analyses of Remotely Sensed Data

    Directory of Open Access Journals (Sweden)

    Paul H. Evangelista

    2009-08-01

    Full Text Available In this study, we tested the Maximum Entropy model (Maxent for its application and performance in remotely sensing invasive Tamarix sp. Six Landsat 7 ETM+ satellite scenes and a suite of vegetation indices at different times of the growing season were selected for our study area along the Arkansas River in Colorado. Satellite scenes were selected for April, May, June, August, September, and October and tested in single-scene and time-series analyses. The best model was a time-series analysis fit with all spectral variables, which had an AUC = 0.96, overall accuracy = 0.90, and Kappa = 0.79. The top predictor variables were June tasselled cap wetness, September tasselled cap wetness, and October band 3. A second time-series analysis, where the variables that were highly correlated and demonstrated low predictive strengths were removed, was the second best model. The third best model was the October single-scene analysis. Our results may prove to be an effective approach for mapping Tamarix sp., which has been a challenge for resource managers. Of equal importance is the positive performance of the Maxent model in handling remotely sensed datasets.

  18. Blind source separation problem in GPS time series

    Science.gov (United States)

    Gualandi, A.; Serpelloni, E.; Belardinelli, M. E.

    2016-04-01

    A critical point in the analysis of ground displacement time series, as those recorded by space geodetic techniques, is the development of data-driven methods that allow the different sources of deformation to be discerned and characterized in the space and time domains. Multivariate statistic includes several approaches that can be considered as a part of data-driven methods. A widely used technique is the principal component analysis (PCA), which allows us to reduce the dimensionality of the data space while maintaining most of the variance of the dataset explained. However, PCA does not perform well in finding the solution to the so-called blind source separation (BSS) problem, i.e., in recovering and separating the original sources that generate the observed data. This is mainly due to the fact that PCA minimizes the misfit calculated using an L2 norm (χ 2), looking for a new Euclidean space where the projected data are uncorrelated. The independent component analysis (ICA) is a popular technique adopted to approach the BSS problem. However, the independence condition is not easy to impose, and it is often necessary to introduce some approximations. To work around this problem, we test the use of a modified variational Bayesian ICA (vbICA) method to recover the multiple sources of ground deformation even in the presence of missing data. The vbICA method models the probability density function (pdf) of each source signal using a mix of Gaussian distributions, allowing for more flexibility in the description of the pdf of the sources with respect to standard ICA, and giving a more reliable estimate of them. Here we present its application to synthetic global positioning system (GPS) position time series, generated by simulating deformation near an active fault, including inter-seismic, co-seismic, and post-seismic signals, plus seasonal signals and noise, and an additional time-dependent volcanic source. We evaluate the ability of the PCA and ICA decomposition

  19. 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.

  20. Forecasting of exported volume for brazilian fruits by time series analysis: an arima/garch approach

    Directory of Open Access Journals (Sweden)

    Abdinardo Moreira Barreto de Oliveira

    2015-06-01

    Full Text Available The aim of this paper was to offer econometric forecasting models to the Brazilian exported volume fruits, with a view to assisting the planning and production control, also motivated by the existence of a few published papers dealing with this issue. In this sense, it was used the ARIMA/GARCH models, considering, likewise, the occurrence of a multiplicative stochastic seasonality in these series. They were collected 300 observations of exported net weight (kg between Jan/1989 and Dec/2013 of the following fruits: pineapple, banana, orange, lemon, apple, papaya, mango, watermelon, melon and grape, which selection criteria was its importance in the exported basket fruit, because they represented 97% of total received dollars, and 99% of total volume sold in 2010, of a population about 28 kinds of exported fruits. The results showed that it was not only observed the existence of a 12 month multiplicative seasonality in banana and mango. On the other hand, they were identified two fruits groups: (1 those which are continuously exported, and (2 those which have export peaks. On the quality of the models, they were considered satisfactory for six of the ten fruits analyzed. On the volatility, it was seen a high persistence in banana and papaya series, pointing to the existence of a structural break in time series, which could be linked to the economic crises happened in the last 17 years.

  1. Seasonality Effects on Nonlinear Properties of Hydrometeorological Records: A New Method of Data Analysis

    Science.gov (United States)

    Livina, V. N.; Ashkenazy, Y.; Bunde, A.; Havlin, S.

    2007-12-01

    Climatic time series in general, and hydrological time series in particular, exhibit pronounced annual periodicity. This periodicity and its corresponding harmonics affect the nonlinear properties of the relevant time series (i.e., the long-range volatility correlations and width of multifractal spectrum) and thus have to be filtered out before studying fractal and volatility properties. We compare several filtering techniques (one of them proposed here) and find that in order to eliminate the periodicity effect on the nonlinear properties of the time series (i.e., the volatility and multifractal properties) it is necessary to filter out the seasonal standard deviation in addition to the filtering of the seasonal mean. The obtained results indicate weak volatility correlations (weak nonlinearity) in the river data, and this can be seen using different filterings approaches. [1] Livina~V.~N., Y.~Ashkenazy, A.~Bunde, and S.~Havlin, Seasonality effects on nonlinear properties of hydrometeorological records, in Extremes, Trends, and Correlations in Hydrology and Climate (ed. by J.P.Kropp & H.-J.Schellnhuber), Springer, Berlin, submitted.

  2. 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

  3. Stochastic approaches for time series forecasting of boron: a case study of Western Turkey.

    Science.gov (United States)

    Durdu, Omer Faruk

    2010-10-01

    In the present study, a seasonal and non-seasonal prediction of boron concentrations time series data for the period of 1996-2004 from Büyük Menderes river in western Turkey are addressed by means of linear stochastic models. The methodology presented here is to develop adequate linear stochastic models known as autoregressive integrated moving average (ARIMA) and multiplicative seasonal autoregressive integrated moving average (SARIMA) to predict boron content in the Büyük Menderes catchment. Initially, the Box-Whisker plots and Kendall's tau test are used to identify the trends during the study period. The measurements locations do not show significant overall trend in boron concentrations, though marginal increasing and decreasing trends are observed for certain periods at some locations. ARIMA modeling approach involves the following three steps: model identification, parameter estimation, and diagnostic checking. In the model identification step, considering the autocorrelation function (ACF) and partial autocorrelation function (PACF) results of boron data series, different ARIMA models are identified. The model gives the minimum Akaike information criterion (AIC) is selected as the best-fit model. The parameter estimation step indicates that the estimated model parameters are significantly different from zero. The diagnostic check step is applied to the residuals of the selected ARIMA models and the results indicate that the residuals are independent, normally distributed, and homoscadastic. For the model validation purposes, the predicted results using the best ARIMA models are compared to the observed data. The predicted data show reasonably good agreement with the actual data. The comparison of the mean and variance of 3-year (2002-2004) observed data vs predicted data from the selected best models show that the boron model from ARIMA modeling approaches could be used in a safe manner since the predicted values from these models preserve the basic

  4. Mapping Rice Cropping Systems in Vietnam Using an NDVI-Based Time-Series Similarity Measurement Based on DTW Distance

    Directory of Open Access Journals (Sweden)

    Xudong Guan

    2016-01-01

    Full Text Available Normalized Difference Vegetation Index (NDVI derived from Moderate Resolution Imaging Spectroradiometer (MODIS time-series data has been widely used in the fields of crop and rice classification. The cloudy and rainy weather characteristics of the monsoon season greatly reduce the likelihood of obtaining high-quality optical remote sensing images. In addition, the diverse crop-planting system in Vietnam also hinders the comparison of NDVI among different crop stages. To address these problems, we apply a Dynamic Time Warping (DTW distance-based similarity measure approach and use the entire yearly NDVI time series to reduce the inaccuracy of classification using a single image. We first de-noise the NDVI time series using S-G filtering based on the TIMESAT software. Then, a standard NDVI time-series base for rice growth is established based on field survey data and Google Earth sample data. NDVI time-series data for each pixel are constructed and the DTW distance with the standard rice growth NDVI time series is calculated. Then, we apply thresholds to extract rice growth areas. A qualitative assessment using statistical data and a spatial assessment using sampled data from the rice-cropping map reveal a high mapping accuracy at the national scale between the statistical data, with the corresponding R2 being as high as 0.809; however, the mapped rice accuracy decreased at the provincial scale due to the reduced number of rice planting areas per province. An analysis of the results indicates that the 500-m resolution MODIS data are limited in terms of mapping scattered rice parcels. The results demonstrate that the DTW-based similarity measure of the NDVI time series can be effectively used to map large-area rice cropping systems with diverse cultivation processes.

  5. Time-Series Approaches for Forecasting the Number of Hospital Daily Discharged Inpatients.

    Science.gov (United States)

    Ting Zhu; Li Luo; Xinli Zhang; Yingkang Shi; Wenwu Shen

    2017-03-01

    For hospitals where decisions regarding acceptable rates of elective admissions are made in advance based on expected available bed capacity and emergency requests, accurate predictions of inpatient bed capacity are especially useful for capacity reservation purposes. As given, the remaining unoccupied beds at the end of each day, bed capacity of the next day can be obtained by examining the forecasts of the number of discharged patients during the next day. The features of fluctuations in daily discharges like trend, seasonal cycles, special-day effects, and autocorrelation complicate decision optimizing, while time-series models can capture these features well. This research compares three models: a model combining seasonal regression and ARIMA, a multiplicative seasonal ARIMA (MSARIMA) model, and a combinatorial model based on MSARIMA and weighted Markov Chain models in generating forecasts of daily discharges. The models are applied to three years of discharge data of an entire hospital. Several performance measures like the direction of the symmetry value, normalized mean squared error, and mean absolute percentage error are utilized to capture the under- and overprediction in model selection. The findings indicate that daily discharges can be forecast by using the proposed models. A number of important practical implications are discussed, such as the use of accurate forecasts in discharge planning, admission scheduling, and capacity reservation.

  6. 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

  7. A Phenology-Based Method for Monitoring Woody and Herbaceous Vegetation in Mediterranean Forests from NDVI Time Series

    OpenAIRE

    David Helman; Itamar M. Lensky; Naama Tessler; Yagil Osem

    2015-01-01

    We present an efficient method for monitoring woody (i.e., evergreen) and herbaceous (i.e., ephemeral) vegetation in Mediterranean forests at a sub pixel scale from Normalized Difference Vegetation Index (NDVI) time series derived from the Moderate Resolution Imaging Spectroradiometer (MODIS). The method is based on the distinct development periods of those vegetation components. In the dry season, herbaceous vegetation is absent or completely dry in Mediterranean forests. Thus the mean NDVI ...

  8. Characterizing time series via complexity-entropy curves

    Science.gov (United States)

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

    2017-06-01

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

  9. 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.

  10. Dynamic and Regression Modeling of Ocean Variability in the Tide-Gauge Record at Seasonal and Longer Periods

    Science.gov (United States)

    Hill, Emma M.; Ponte, Rui M.; Davis, James L.

    2007-01-01

    Comparison of monthly mean tide-gauge time series to corresponding model time series based on a static inverted barometer (IB) for pressure-driven fluctuations and a ocean general circulation model (OM) reveals that the combined model successfully reproduces seasonal and interannual changes in relative sea level at many stations. Removal of the OM and IB from the tide-gauge record produces residual time series with a mean global variance reduction of 53%. The OM is mis-scaled for certain regions, and 68% of the residual time series contain a significant seasonal variability after removal of the OM and IB from the tide-gauge data. Including OM admittance parameters and seasonal coefficients in a regression model for each station, with IB also removed, produces residual time series with mean global variance reduction of 71%. Examination of the regional improvement in variance caused by scaling the OM, including seasonal terms, or both, indicates weakness in the model at predicting sea-level variation for constricted ocean regions. The model is particularly effective at reproducing sea-level variation for stations in North America, Europe, and Japan. The RMS residual for many stations in these areas is 25-35 mm. The production of "cleaner" tide-gauge time series, with oceanographic variability removed, is important for future analysis of nonsecular and regionally differing sea-level variations. Understanding the ocean model's strengths and weaknesses will allow for future improvements of the model.

  11. Seasonal Changes in Central England Temperatures

    DEFF Research Database (Denmark)

    Proietti, Tommaso; Hillebrand, Eric

    The aim of this paper is to assess how climate change is reflected in the variation of the seasonal patterns of the monthly Central England Temperature time series between 1772 and 2013. In particular, we model changes in the amplitude and phase of the seasonal cycle. Starting from the seminal work...... by Thomson (“The Seasons, Global Temperature and Precession”, Science, 7 April 1995, vol 268, p. 59–68), a number of studies have documented a shift in the phase of the annual cycle implying an earlier onset of the spring season at various European locations. A significant reduction in the amplitude...... and stochastic trends, as well as seasonally varying autocorrelation and residual variances. The model can be summarized as containing a permanent and a transitory component, where global warming is captured in the permanent component, on which the seasons load differentially. The phase of the seasonal cycle...

  12. 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.

  13. Assessment and prediction of road accident injuries trend using time-series models in Kurdistan.

    Science.gov (United States)

    Parvareh, Maryam; Karimi, Asrin; Rezaei, Satar; Woldemichael, Abraha; Nili, Sairan; Nouri, Bijan; Nasab, Nader Esmail

    2018-01-01

    Road traffic accidents are commonly encountered incidents that can cause high-intensity injuries to the victims and have direct impacts on the members of the society. Iran has one of the highest incident rates of road traffic accidents. The objective of this study was to model the patterns of road traffic accidents leading to injury in Kurdistan province, Iran. A time-series analysis was conducted to characterize and predict the frequency of road traffic accidents that lead to injury in Kurdistan province. The injuries were categorized into three separate groups which were related to the car occupants, motorcyclists and pedestrian road traffic accident injuries. The Box-Jenkins time-series analysis was used to model the injury observations applying autoregressive integrated moving average (ARIMA) and seasonal autoregressive integrated moving average (SARIMA) from March 2009 to February 2015 and to predict the accidents up to 24 months later (February 2017). The analysis was carried out using R-3.4.2 statistical software package. A total of 5199 pedestrians, 9015 motorcyclists, and 28,906 car occupants' accidents were observed. The mean (SD) number of car occupant, motorcyclist and pedestrian accident injuries observed were 401.01 (SD 32.78), 123.70 (SD 30.18) and 71.19 (SD 17.92) per year, respectively. The best models for the pattern of car occupant, motorcyclist, and pedestrian injuries were the ARIMA (1, 0, 0), SARIMA (1, 0, 2) (1, 0, 0) 12 , and SARIMA (1, 1, 1) (0, 0, 1) 12 , respectively. The motorcyclist and pedestrian injuries showed a seasonal pattern and the peak was during summer (August). The minimum frequency for the motorcyclist and pedestrian injuries were observed during the late autumn and early winter (December and January). Our findings revealed that the observed motorcyclist and pedestrian injuries had a seasonal pattern that was explained by air temperature changes overtime. These findings call the need for close monitoring of the

  14. 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.

  15. 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

  16. Identification of pests and diseases of Dalbergia hainanensis based on EVI time series and classification of decision tree

    Science.gov (United States)

    Luo, Qiu; Xin, Wu; Qiming, Xiong

    2017-06-01

    In the process of vegetation remote sensing information extraction, the problem of phenological features and low performance of remote sensing analysis algorithm is not considered. To solve this problem, the method of remote sensing vegetation information based on EVI time-series and the classification of decision-tree of multi-source branch similarity is promoted. Firstly, to improve the time-series stability of recognition accuracy, the seasonal feature of vegetation is extracted based on the fitting span range of time-series. Secondly, the decision-tree similarity is distinguished by adaptive selection path or probability parameter of component prediction. As an index, it is to evaluate the degree of task association, decide whether to perform migration of multi-source decision tree, and ensure the speed of migration. Finally, the accuracy of classification and recognition of pests and diseases can reach 87%--98% of commercial forest in Dalbergia hainanensis, which is significantly better than that of MODIS coverage accuracy of 80%--96% in this area. Therefore, the validity of the proposed method can be verified.

  17. 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.

  18. 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.

  19. Review of current GPS methodologies for producing accurate time series and their error sources

    Science.gov (United States)

    He, Xiaoxing; Montillet, Jean-Philippe; Fernandes, Rui; Bos, Machiel; Yu, Kegen; Hua, Xianghong; Jiang, Weiping

    2017-05-01

    The Global Positioning System (GPS) is an important tool to observe and model geodynamic processes such as plate tectonics and post-glacial rebound. In the last three decades, GPS has seen tremendous advances in the precision of the measurements, which allow researchers to study geophysical signals through a careful analysis of daily time series of GPS receiver coordinates. However, the GPS observations contain errors and the time series can be described as the sum of a real signal and noise. The signal itself can again be divided into station displacements due to geophysical causes and to disturbing factors. Examples of the latter are errors in the realization and stability of the reference frame and corrections due to ionospheric and tropospheric delays and GPS satellite orbit errors. There is an increasing demand on detecting millimeter to sub-millimeter level ground displacement signals in order to further understand regional scale geodetic phenomena hence requiring further improvements in the sensitivity of the GPS solutions. This paper provides a review spanning over 25 years of advances in processing strategies, error mitigation methods and noise modeling for the processing and analysis of GPS daily position time series. The processing of the observations is described step-by-step and mainly with three different strategies in order to explain the weaknesses and strengths of the existing methodologies. In particular, we focus on the choice of the stochastic model in the GPS time series, which directly affects the estimation of the functional model including, for example, tectonic rates, seasonal signals and co-seismic offsets. Moreover, the geodetic community continues to develop computational methods to fully automatize all phases from analysis of GPS time series. This idea is greatly motivated by the large number of GPS receivers installed around the world for diverse applications ranging from surveying small deformations of civil engineering structures (e

  20. 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.

  1. [Approximation to the dynamics of meningococcal meningitis through dynamic systems and time series].

    Science.gov (United States)

    Canals, M

    1996-02-01

    Meningococcal meningitis is subjected to epidemiological surveillance due to its severity and the occasional presentation of epidemic outbreaks. This work analyses previous disease models, generate new ones and analyses monthly cases using ARIMA time series models. The results show that disease dynamics for closed populations is epidemic and the epidemic size is related to the proportion of carriers and the transmissiveness of the agent. In open populations, disease dynamics depends on the admission rate of susceptible and the relative admission of infected individuals. Our model considers a logistic populational growth and carrier admission proportional to populational size, generating an endemic dynamics. Considering a non-instantaneous system response, a greater realism is obtained establishing that the endemic situation may present a dynamics highly sensitive to initial conditions, depending on the transmissiveness and proportion of susceptible individuals in the population. Time series model showed an adequate predictive capacity in terms no longer than 10 months. The lack of long term predictability was attributed to local changes in the proportion of carriers or on transmissiveness that lead to chaotic dynamics over a seasonal pattern. Predictions for 1995 and 1996 were obtained.

  2. 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...

  3. Seasonality of Kawasaki Disease: A Global Perspective

    Science.gov (United States)

    Burns, Jane C.; Herzog, Lauren; Fabri, Olivia; Tremoulet, Adriana H.; Rodó, Xavier; Uehara, Ritei; Burgner, David; Bainto, Emelia; Pierce, David; Tyree, Mary; Cayan, Daniel

    2013-01-01

    Background Understanding global seasonal patterns of Kawasaki disease (KD) may provide insight into the etiology of this vasculitis that is now the most common cause of acquired heart disease in children in developed countries worldwide. Methods Data from 1970-2012 from 25 countries distributed over the globe were analyzed for seasonality. The number of KD cases from each location was normalized to minimize the influence of greater numbers from certain locations. The presence of seasonal variation of KD at the individual locations was evaluated using three different tests: time series modeling, spectral analysis, and a Monte Carlo technique. Results A defined seasonal structure emerged demonstrating broad coherence in fluctuations in KD cases across the Northern Hemisphere extra-tropical latitudes. In the extra-tropical latitudes of the Northern Hemisphere, KD case numbers were highest in January through March and approximately 40% higher than in the months of lowest case numbers from August through October. Datasets were much sparser in the tropics and the Southern Hemisphere extra-tropics and statistical significance of the seasonality tests was weak, but suggested a maximum in May through June, with approximately 30% higher number of cases than in the least active months of February, March and October. The seasonal pattern in the Northern Hemisphere extra-tropics was consistent across the first and second halves of the sample period. Conclusion Using the first global KD time series, analysis of sites located in the Northern Hemisphere extra-tropics revealed statistically significant and consistent seasonal fluctuations in KD case numbers with high numbers in winter and low numbers in late summer and fall. Neither the tropics nor the Southern Hemisphere extra-tropics registered a statistically significant aggregate seasonal cycle. These data suggest a seasonal exposure to a KD agent that operates over large geographic regions and is concentrated during winter

  4. Wet tropospheric delays forecast based on Vienna Mapping Function time series analysis

    Science.gov (United States)

    Rzepecka, Zofia; Kalita, Jakub

    2016-04-01

    It is well known that the dry part of the zenith tropospheric delay (ZTD) is much easier to model than the wet part (ZTW). The aim of the research is applying stochastic modeling and prediction of ZTW using time series analysis tools. Application of time series analysis enables closer understanding of ZTW behavior as well as short-term prediction of future ZTW values. The ZTW data used for the studies were obtained from the GGOS service hold by Vienna technical University. The resolution of the data is six hours. ZTW for the years 2010 -2013 were adopted for the study. The International GNSS Service (IGS) permanent stations LAMA and GOPE, located in mid-latitudes, were admitted for the investigations. Initially the seasonal part was separated and modeled using periodic signals and frequency analysis. The prominent annual and semi-annual signals were removed using sines and consines functions. The autocorrelation of the resulting signal is significant for several days (20-30 samples). The residuals of this fitting were further analyzed and modeled with ARIMA processes. For both the stations optimal ARMA processes based on several criterions were obtained. On this basis predicted ZTW values were computed for one day ahead, leaving the white process residuals. Accuracy of the prediction can be estimated at about 3 cm.

  5. 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...

  6. 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.

  7. 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.

  8. 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...

  9. 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.

  10. Time Series Remote Sensing in Monitoring the Spatio-Temporal Dynamics of Plant Invasions: A Study of Invasive Saltcedar (Tamarix Spp.)

    Science.gov (United States)

    Diao, Chunyuan

    In today's big data era, the increasing availability of satellite and airborne platforms at various spatial and temporal scales creates unprecedented opportunities to understand the complex and dynamic systems (e.g., plant invasion). Time series remote sensing is becoming more and more important to monitor the earth system dynamics and interactions. To date, most of the time series remote sensing studies have been conducted with the images acquired at coarse spatial scale, due to their relatively high temporal resolution. The construction of time series at fine spatial scale, however, is limited to few or discrete images acquired within or across years. The objective of this research is to advance the time series remote sensing at fine spatial scale, particularly to shift from discrete time series remote sensing to continuous time series remote sensing. The objective will be achieved through the following aims: 1) Advance intra-annual time series remote sensing under the pure-pixel assumption; 2) Advance intra-annual time series remote sensing under the mixed-pixel assumption; 3) Advance inter-annual time series remote sensing in monitoring the land surface dynamics; and 4) Advance the species distribution model with time series remote sensing. Taking invasive saltcedar as an example, four methods (i.e., phenological time series remote sensing model, temporal partial unmixing method, multiyear spectral angle clustering model, and time series remote sensing-based spatially explicit species distribution model) were developed to achieve the objectives. Results indicated that the phenological time series remote sensing model could effectively map saltcedar distributions through characterizing the seasonal phenological dynamics of plant species throughout the year. The proposed temporal partial unmixing method, compared to conventional unmixing methods, could more accurately estimate saltcedar abundance within a pixel by exploiting the adequate temporal signatures of

  11. Overview of the US JGOFS Bermuda Atlantic Time-series Study (BATS): a decade-scale look at ocean biology and biogeochemistry

    Science.gov (United States)

    Steinberg, Deborah K.; Carlson, Craig A.; Bates, Nicholas R.; Johnson, Rodney J.; Michaels, Anthony F.; Knap, Anthony H.

    The Bermuda Atlantic Time-series Study (BATS) commenced monthly sampling in October 1988 as part of the US Joint Global Ocean Flux Study (JGOFS) program. The goals of the US JGOFS time-series research are to better understand the basic processes that control ocean biogeochemistry on seasonal to decadal time-scales, determine the role of the oceans in the global carbon budget, and ultimately improve our ability to predict the effects of climate change on ecosystems. The BATS program samples the ocean on a biweekly to monthly basis, a strategy that resolves major seasonal patterns and interannual variability. The core cruises last 4-5 d during which hydrography, nutrients, particle flux, pigments and primary production, bacterioplankton abundance and production, and often complementary ancillary measurements are made. This overview focuses on patterns in ocean biology and biogeochemistry over a decade at the BATS site, concentrating on seasonal and interannual changes in community structure, and the physical forcing and other factors controlling the temporal dynamics. Significant seasonal and interannual variability in phytoplankton and bacterioplankton production, biomass, and community structure exists at BATS. No strong relationship exists between primary production and particle flux during the 10 yr record, with the relationship slightly improved by applying an artificial lag of 1 week between production and flux. The prokaryotic picoplankton regularly dominate the phytoplankton community; diatom blooms are rare but occur periodically in the BATS time series. The increase in Chl a concentrations during bloom periods is due to increases by most of the taxa present, rather than by any single group, and there is seasonal succession of phytoplankton. The bacterioplankton often dominate the living biomass, indicating the potential to consume large amounts of carbon and play a major ecological role within the microbial food web. Bacterial biomass, production, and

  12. A time series analysis of environmental and metrological factors impact on cutaneous leishmaniasis incidence in an endemic area of Dehloran, Iran.

    Science.gov (United States)

    Nikonahad, Ali; Khorshidi, Ali; Ghaffari, Hamid Reza; Aval, Hamideh Ebrahimi; Miri, Mohammad; Amarloei, Ali; Nourmoradi, Heshmatollah; Mohammadi, Amir

    2017-06-01

    The aim of this study was to investigate the relationship between the environmental and metrological variables and cutaneous leishmaniasis (CL) transmission and its prediction in a region susceptible to this disease prevalence using a time series model. The accurate locations of 4437 CL diagnosed from 2011 to 2015 were obtained to be used in the time series model. Temperature, number of days with temperature over 30 °C, and number of earthquake were related to CL incidence using the Seasonal Auto-correlated Integrated Moving Average (SARIMA) model according to the Box-Jenkins method. In addition, the relationship between land use and surface soil type in 500- and 1000-m radius around the CL patients were investigated. The SARIMA models showed significant associations between environmental and meteorological variables and CL incidence adjusted for seasonality and auto-correlation. The result indicated that there are need more robust preventive programs in earthquake-prone areas with high temperature and inceptisol soil type than other areas. In addition, the region with these characteristics should be considered as high-risk areas for CL prevalence.

  13. Time to Get Your Seasonal Flu Shot | NIH MedlinePlus the Magazine

    Science.gov (United States)

    ... page please turn JavaScript on. Feature: Flu Season Time to Get Your Seasonal Flu Shot Past Issues / ... able to infect others for an even longer time. How serious is the flu? Certain people are ...

  14. 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.

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

    Directory of Open Access Journals (Sweden)

    Taifeng Dong

    2016-03-01

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

  16. 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...

  17. 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...

  18. 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...

  19. 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.

  20. Breaks in MODIS time series portend vegetation change: verification using long-term data in an arid grassland ecosystem.

    Science.gov (United States)

    Browning, Dawn M; Maynard, Jonathan J; Karl, Jason W; Peters, Debra C

    2017-07-01

    Frequency and severity of extreme climatic events are forecast to increase in the 21st century. Predicting how managed ecosystems may respond to climatic extremes is intensified by uncertainty associated with knowing when, where, and how long effects of extreme events will be manifest in an ecosystem. In water-limited ecosystems with high inter-annual variability in rainfall, it is important to be able to distinguish responses that result from seasonal fluctuations in rainfall from long-term directional increases or decreases in precipitation. A tool that successfully distinguishes seasonal from directional biomass responses would allow land managers to make informed decisions about prioritizing mitigation strategies, allocating human resource monitoring efforts, and mobilizing resources to withstand extreme climatic events. We leveraged long-term observations (2000-2013) of quadrat-level plant biomass at multiple locations across a semiarid landscape in southern New Mexico to verify the use of Normalized Difference Vegetation Index (NDVI) time series derived from 250-m Moderate Resolution Imaging Spectroradiometer (MODIS) data as a proxy for changes in aboveground productivity. This period encompassed years of sustained drought (2000-2003) and record-breaking high rainfall (2006 and 2008) followed by subsequent drought years (2011 through 2013) that resulted in a restructuring of plant community composition in some locations. Our objective was to decompose vegetation patterns derived from MODIS NDVI over this period into contributions from (1) the long-term trend, (2) seasonal cycle, and (3) unexplained variance using the Breaks for Additive Season and Trend (BFAST) model. BFAST breakpoints in NDVI trend and seasonal components were verified with field-estimated biomass at 15 sites that differed in species richness, vegetation cover, and soil properties. We found that 34 of 45 breaks in NDVI trend reflected large changes in mean biomass and 16 of 19 seasonal

  1. Seasonal adjustment methods and real time trend-cycle estimation

    CERN Document Server

    Bee Dagum, Estela

    2016-01-01

    This book explores widely used seasonal adjustment methods and recent developments in real time trend-cycle estimation. It discusses in detail the properties and limitations of X12ARIMA, TRAMO-SEATS and STAMP - the main seasonal adjustment methods used by statistical agencies. Several real-world cases illustrate each method and real data examples can be followed throughout the text. The trend-cycle estimation is presented using nonparametric techniques based on moving averages, linear filters and reproducing kernel Hilbert spaces, taking recent advances into account. The book provides a systematical treatment of results that to date have been scattered throughout the literature. Seasonal adjustment and real time trend-cycle prediction play an essential part at all levels of activity in modern economies. They are used by governments to counteract cyclical recessions, by central banks to control inflation, by decision makers for better modeling and planning and by hospitals, manufacturers, builders, transportat...

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

    Science.gov (United States)

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

    2014-12-01

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

  3. [Winter wheat area estimation with MODIS-NDVI time series based on parcel].

    Science.gov (United States)

    Li, Le; Zhang, Jin-shui; Zhu, Wen-quan; Hu, Tan-gao; Hou, Dong

    2011-05-01

    Several attributes of MODIS (moderate resolution imaging spectrometer) data, especially the short temporal intervals and the global coverage, provide an extremely efficient way to map cropland and monitor its seasonal change. However, the reliability of their measurement results is challenged because of the limited spatial resolution. The parcel data has clear geo-location and obvious boundary information of cropland. Also, the spectral differences and the complexity of mixed pixels are weak in parcels. All of these make that area estimation based on parcels presents more advantage than on pixels. In the present study, winter wheat area estimation based on MODIS-NDVI time series has been performed with the support of cultivated land parcel in Tongzhou, Beijing. In order to extract the regional winter wheat acreage, multiple regression methods were used to simulate the stable regression relationship between MODIS-NDVI time series data and TM samples in parcels. Through this way, the consistency of the extraction results from MODIS and TM can stably reach up to 96% when the amount of samples accounts for 15% of the whole area. The results shows that the use of parcel data can effectively improve the error in recognition results in MODIS-NDVI based multi-series data caused by the low spatial resolution. Therefore, with combination of moderate and low resolution data, the winter wheat area estimation became available in large-scale region which lacks completed medium resolution images or has images covered with clouds. Meanwhile, it carried out the preliminary experiments for other crop area estimation.

  4. A Procedure for Identification of Appropriate State Space and ARIMA Models Based on Time-Series Cross-Validation

    Directory of Open Access Journals (Sweden)

    Patrícia Ramos

    2016-11-01

    Full Text Available In this work, a cross-validation procedure is used to identify an appropriate Autoregressive Integrated Moving Average model and an appropriate state space model for a time series. A minimum size for the training set is specified. The procedure is based on one-step forecasts and uses different training sets, each containing one more observation than the previous one. All possible state space models and all ARIMA models where the orders are allowed to range reasonably are fitted considering raw data and log-transformed data with regular differencing (up to second order differences and, if the time series is seasonal, seasonal differencing (up to first order differences. The value of root mean squared error for each model is calculated averaging the one-step forecasts obtained. The model which has the lowest root mean squared error value and passes the Ljung–Box test using all of the available data with a reasonable significance level is selected among all the ARIMA and state space models considered. The procedure is exemplified in this paper with a case study of retail sales of different categories of women’s footwear from a Portuguese retailer, and its accuracy is compared with three reliable forecasting approaches. The results show that our procedure consistently forecasts more accurately than the other approaches and the improvements in the accuracy are significant.

  5. 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.

  6. 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.

  7. 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.

  8. 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.

  9. 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").

  10. 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.

  11. 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.

  12. On the importance of the long-term seasonal component in day-ahead electricity price forecasting

    International Nuclear Information System (INIS)

    Nowotarski, Jakub; Weron, Rafał

    2016-01-01

    In day-ahead electricity price forecasting (EPF) the daily and weekly seasonalities are always taken into account, but the long-term seasonal component (LTSC) is believed to add unnecessary complexity to the already parameter-rich models and is generally ignored. Conducting an extensive empirical study involving state-of-the-art time series models we show that (i) decomposing a series of electricity prices into a LTSC and a stochastic component, (ii) modeling them independently and (iii) combining their forecasts can bring – contrary to a common belief – an accuracy gain compared to an approach in which a given time series model is calibrated to the prices themselves. - Highlights: • A new class of Seasonal Component AutoRegressive (SCAR) models is introduced. • Electricity prices are decomposed into a trend-seasonal and a stochastic component. • Both components are modeled independently, their forecasts are combined. • Significant accuracy gains can be achieved compared to commonly used approaches.

  13. Time series modeling for syndromic surveillance

    Directory of Open Access Journals (Sweden)

    Mandl Kenneth D

    2003-01-01

    Full Text Available Abstract Background Emergency department (ED based syndromic surveillance systems identify abnormally high visit rates that may be an early signal of a bioterrorist attack. For example, an anthrax outbreak might first be detectable as an unusual increase in the number of patients reporting to the ED with respiratory symptoms. Reliably identifying these abnormal visit patterns requires a good understanding of the normal patterns of healthcare usage. Unfortunately, systematic methods for determining the expected number of (ED visits on a particular day have not yet been well established. We present here a generalized methodology for developing models of expected ED visit rates. Methods Using time-series methods, we developed robust models of ED utilization for the purpose of defining expected visit rates. The models were based on nearly a decade of historical data at a major metropolitan academic, tertiary care pediatric emergency department. The historical data were fit using trimmed-mean seasonal models, and additional models were fit with autoregressive integrated moving average (ARIMA residuals to account for recent trends in the data. The detection capabilities of the model were tested with simulated outbreaks. Results Models were built both for overall visits and for respiratory-related visits, classified according to the chief complaint recorded at the beginning of each visit. The mean absolute percentage error of the ARIMA models was 9.37% for overall visits and 27.54% for respiratory visits. A simple detection system based on the ARIMA model of overall visits was able to detect 7-day-long simulated outbreaks of 30 visits per day with 100% sensitivity and 97% specificity. Sensitivity decreased with outbreak size, dropping to 94% for outbreaks of 20 visits per day, and 57% for 10 visits per day, all while maintaining a 97% benchmark specificity. Conclusions Time series methods applied to historical ED utilization data are an important tool

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

    Directory of Open Access Journals (Sweden)

    E. Nasanbat

    2018-04-01

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

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

    Science.gov (United States)

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

    2018-04-01

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

  16. Prediction of traffic-related nitrogen oxides concentrations using Structural Time-Series models

    Science.gov (United States)

    Lawson, Anneka Ruth; Ghosh, Bidisha; Broderick, Brian

    2011-09-01

    Ambient air quality monitoring, modeling and compliance to the standards set by European Union (EU) directives and World Health Organization (WHO) guidelines are required to ensure the protection of human and environmental health. Congested urban areas are most susceptible to traffic-related air pollution which is the most problematic source of air pollution in Ireland. Long-term continuous real-time monitoring of ambient air quality at such urban centers is essential but often not realistic due to financial and operational constraints. Hence, the development of a resource-conservative ambient air quality monitoring technique is essential to ensure compliance with the threshold values set by the standards. As an intelligent and advanced statistical methodology, a Structural Time Series (STS) based approach has been introduced in this paper to develop a parsimonious and computationally simple air quality model. In STS methodology, the different components of a time-series dataset such as the trend, seasonal, cyclical and calendar variations can be modeled separately. To test the effectiveness of the proposed modeling strategy, average hourly concentrations of nitrogen dioxide and nitrogen oxides from a congested urban arterial in Dublin city center were modeled using STS methodology. The prediction error estimates from the developed air quality model indicate that the STS model can be a useful tool in predicting nitrogen dioxide and nitrogen oxides concentrations in urban areas and will be particularly useful in situations where the information on external variables such as meteorology or traffic volume is not available.

  17. Phytoplankton biomass and microbial abundances during the spring upwelling season in the coastal area off Concepción, central-southern Chile: Variability around a time series station

    Science.gov (United States)

    Morales, Carmen E.; Anabalón, Valeria

    2012-01-01

    In the coastal system off Concepción, time series observations at a fixed station (St. 18) have shown strong seasonal changes in the oceanographic environment of the upper layer (blooms, dominated by microplanktonic diatoms, have usually overshadowed the relevance of the smaller microbial components during upwelling. This study focuses on the variability of oceanographic conditions and their association with the structure of the planktonic community (size fractionated chlorophyll-a and microbial abundances) in the upper layer during the upwelling season, examining the extent to which St. 18 is representative of the coastal system off Concepción during springtime. For this purpose, data from three consecutive springs (2004, 2005, 2006) were compared, which included cruises for all years (8 stations around St. 18) as well as monthly sampling at St. 18. Most of the spatial (submesoscale) variability in chlorophyll-a and the microbial components was not significant, but data dispersion around mean values was high. Water column structure (temperature and salinity) in the upper layer explained a significant fraction (25-65%) of the spatial variability in most of the planktonic components; their responses to oceanographic variability were linear in some cases and non-linear in others. For the most part, St. 18 appears to adequately represent mean oceanographic conditions and the structure of planktonic communities in the coastal waters off Concepción during springtime, however spatial variability needs to be taken into account in the interpretations of temporal changes at this fixed station as well as in assessments of carbon flow within, and exportation processes from, this upwelling system.

  18. Land cover change mapping using MODIS time series to improve emissions inventories

    Science.gov (United States)

    López-Saldaña, Gerardo; Quaife, Tristan; Clifford, Debbie

    2016-04-01

    MELODIES is an FP7 funded project to develop innovative and sustainable services, based upon Open Data, for users in research, government, industry and the general public in a broad range of societal and environmental benefit areas. Understanding and quantifying land surface changes is necessary for estimating greenhouse gas and ammonia emissions, and for meeting air quality limits and targets. More sophisticated inventories methodologies for at least key emission source are needed due to policy-driven air quality directives. Quantifying land cover changes on an annual basis requires greater spatial and temporal disaggregation of input data. The main aim of this study is to develop a methodology for using Earth Observations (EO) to identify annual land surface changes that will improve emissions inventories from agriculture and land use/land use change and forestry (LULUCF) in the UK. First goal is to find the best sets of input features that describe accurately the surface dynamics. In order to identify annual and inter-annual land surface changes, a times series of surface reflectance was used to capture seasonal variability. Daily surface reflectance images from the Moderate Resolution Imaging Spectroradiometer (MODIS) at 500m resolution were used to invert a Bidirectional Reflectance Distribution Function (BRDF) model to create the seamless time series. Given the limited number of cloud-free observations, a BRDF climatology was used to constrain the model inversion and where no high-scientific quality observations were available at all, as a gap filler. The Land Cover Map 2007 (LC2007) produced by the Centre for Ecology & Hydrology (CEH) was used for training and testing purposes. A land cover product was created for 2003 to 2015 and a bayesian approach was created to identified land cover changes. We will present the results of the time series development and the first exercises when creating the land cover and land cover changes products.

  19. Development of indicators of vegetation recovery based on time series analysis of SPOT Vegetation data

    Science.gov (United States)

    Lhermitte, S.; Tips, M.; Verbesselt, J.; Jonckheere, I.; Van Aardt, J.; Coppin, Pol

    2005-10-01

    Large-scale wild fires have direct impacts on natural ecosystems and play a major role in the vegetation ecology and carbon budget. Accurate methods for describing post-fire development of vegetation are therefore essential for the understanding and monitoring of terrestrial ecosystems. Time series analysis of satellite imagery offers the potential to quantify these parameters with spatial and temporal accuracy. Current research focuses on the potential of time series analysis of SPOT Vegetation S10 data (1999-2001) to quantify the vegetation recovery of large-scale burns detected in the framework of GBA2000. The objective of this study was to provide quantitative estimates of the spatio-temporal variation of vegetation recovery based on remote sensing indicators. Southern Africa was used as a pilot study area, given the availability of ground and satellite data. An automated technique was developed to extract consistent indicators of vegetation recovery from the SPOT-VGT time series. Reference areas were used to quantify the vegetation regrowth by means of Regeneration Indices (RI). Two kinds of recovery indicators (time and value- based) were tested for RI's of NDVI, SR, SAVI, NDWI, and pure band information. The effects of vegetation structure and temporal fire regime features on the recovery indicators were subsequently analyzed. Statistical analyses were conducted to assess whether the recovery indicators were different for different vegetation types and dependent on timing of the burning season. Results highlighted the importance of appropriate reference areas and the importance of correct normalization of the SPOT-VGT data.

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

    Science.gov (United States)

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

    2017-10-01

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

  1. Time series modelling to forecast prehospital EMS demand for diabetic emergencies.

    Science.gov (United States)

    Villani, Melanie; Earnest, Arul; Nanayakkara, Natalie; Smith, Karen; de Courten, Barbora; Zoungas, Sophia

    2017-05-05

    Acute diabetic emergencies are often managed by prehospital Emergency Medical Services (EMS). The projected growth in prevalence of diabetes is likely to result in rising demand for prehospital EMS that are already under pressure. The aims of this study were to model the temporal trends and provide forecasts of prehospital attendances for diabetic emergencies. A time series analysis on monthly cases of hypoglycemia and hyperglycemia was conducted using data from the Ambulance Victoria (AV) electronic database between 2009 and 2015. Using the seasonal autoregressive integrated moving average (SARIMA) modelling process, different models were evaluated. The most parsimonious model with the highest accuracy was selected. Forty-one thousand four hundred fifty-four prehospital diabetic emergencies were attended over a seven-year period with an increase in the annual median monthly caseload between 2009 (484.5) and 2015 (549.5). Hypoglycemia (70%) and people with type 1 diabetes (48%) accounted for most attendances. The SARIMA (0,1,0,12) model provided the best fit, with a MAPE of 4.2% and predicts a monthly caseload of approximately 740 by the end of 2017. Prehospital EMS demand for diabetic emergencies is increasing. SARIMA time series models are a valuable tool to allow forecasting of future caseload with high accuracy and predict increasing cases of prehospital diabetic emergencies into the future. The model generated by this study may be used by service providers to allow appropriate planning and resource allocation of EMS for diabetic emergencies.

  2. Surface energy balance of seasonal snow cover for snow-melt ...

    Indian Academy of Sciences (India)

    This study describes time series analysis of snow-melt, radiation data and energy balance for a seasonal snow cover at Dhundi field station of SASE, which lies in Pir Panjal range of the. N–W Himalaya, for a winter season from 13 January to 12 April 2005. The analysis shows that mean snow surface temperature remains ...

  3. 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.

  4. 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...

  5. 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.

  6. 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.

  7. 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...

  8. Atmospheric modelling and prediction at time scales from days to seasons

    CSIR Research Space (South Africa)

    Landman, WA

    2010-09-01

    Full Text Available to seasonal forecasts, and produce multi-decadal climate change projections. This paper focuses on the shorter time-range from days to seasons. The conformal-cubic atmospheric model (CCAM) is an atmospheric global circulation model (AGCM) that can operate...

  9. 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

  10. 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...

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

    Science.gov (United States)

    Liu, Jinxiu; Heiskanen, Janne; Maeda, Eduardo Eiji; Pellikka, Petri K. E.

    2018-02-01

    West African savannas are subject to regular fires, which have impacts on vegetation structure, biodiversity and carbon balance. An efficient and accurate mapping of burned area associated with seasonal fires can greatly benefit decision making in land management. Since coarse resolution burned area products cannot meet the accuracy needed for fire management and climate modelling at local scales, the medium resolution Landsat data is a promising alternative for local scale studies. In this study, we developed an algorithm for continuous monitoring of annual burned areas using Landsat time series. The algorithm is based on burned pixel detection using harmonic model fitting with Landsat time series and breakpoint identification in the time series data. This approach was tested in a savanna area in southern Burkina Faso using 281 images acquired between October 2000 and April 2016. An overall accuracy of 79.2% was obtained with balanced omission and commission errors. This represents a significant improvement in comparison with MODIS burned area product (67.6%), which had more omission errors than commission errors, indicating underestimation of the total burned area. By observing the spatial distribution of burned areas, we found that the Landsat based method misclassified cropland and cloud shadows as burned areas due to the similar spectral response, and MODIS burned area product omitted small and fragmented burned areas. The proposed algorithm is flexible and robust against decreased data availability caused by clouds and Landsat 7 missing lines, therefore having a high potential for being applied in other landscapes in future studies.

  12. 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

  13. 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

  14. Regional Landslide Mapping Aided by Automated Classification of SqueeSAR™ Time Series (Northern Apennines, Italy)

    Science.gov (United States)

    Iannacone, J.; Berti, M.; Allievi, J.; Del Conte, S.; Corsini, A.

    2013-12-01

    Space borne InSAR has proven to be very valuable for landslides detection. In particular, extremely slow landslides (Cruden and Varnes, 1996) can be now clearly identified, thanks to the millimetric precision reached by recent multi-interferometric algorithms. The typical approach in radar interpretation for landslides mapping is based on average annual velocity of the deformation which is calculated over the entire times series. The Hotspot and Cluster Analysis (Lu et al., 2012) and the PSI-based matrix approach (Cigna et al., 2013) are examples of landslides mapping techniques based on average annual velocities. However, slope movements can be affected by non-linear deformation trends, (i.e. reactivation of dormant landslides, deceleration due to natural or man-made slope stabilization, seasonal activity, etc). Therefore, analyzing deformation time series is crucial in order to fully characterize slope dynamics. While this is relatively simple to be carried out manually when dealing with small dataset, the time series analysis over regional scale dataset requires automated classification procedures. Berti et al. (2013) developed an automatic procedure for the analysis of InSAR time series based on a sequence of statistical tests. The analysis allows to classify the time series into six distinctive target trends (0=uncorrelated; 1=linear; 2=quadratic; 3=bilinear; 4=discontinuous without constant velocity; 5=discontinuous with change in velocity) which are likely to represent different slope processes. The analysis also provides a series of descriptive parameters which can be used to characterize the temporal changes of ground motion. All the classification algorithms were integrated into a Graphical User Interface called PSTime. We investigated an area of about 2000 km2 in the Northern Apennines of Italy by using SqueeSAR™ algorithm (Ferretti et al., 2011). Two Radarsat-1 data stack, comprising of 112 scenes in descending orbit and 124 scenes in ascending orbit

  15. 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...

  16. Modelling the behaviour of uranium-series radionuclides in soils and plants taking into account seasonal variations in soil hydrology

    International Nuclear Information System (INIS)

    Pérez-Sánchez, D.; Thorne, M.C.

    2014-01-01

    In a previous paper, a mathematical model for the behaviour of 79 Se in soils and plants was described. Subsequently, a review has been published relating to the behaviour of 238 U-series radionuclides in soils and plants. Here, we bring together those two strands of work to describe a new mathematical model of the behaviour of 238 U-series radionuclides entering soils in solution and their uptake by plants. Initial studies with the model that are reported here demonstrate that it is a powerful tool for exploring the behaviour of this decay chain or subcomponents of it in soil-plant systems under different hydrological regimes. In particular, it permits studies of the degree to which secular equilibrium assumptions are appropriate when modelling this decay chain. Further studies will be undertaken and reported separately examining sensitivities of model results to input parameter values and also applying the model to sites contaminated with 238 U-series radionuclides. - Highlights: • Kinetic model of radionuclide transport in soils and uptake by plants. • Takes soil hydrology and redox conditions into account. • Applicable to the whole U-238 chain, including Rn-222, Pb-210 and Po-210. • Demonstrates intra-season and inter-season variability on timescales up to thousands of years

  17. 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)…

  18. 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 ...

  19. Testing For Seasonal Cointegration and Error Correction: The U.S. Pecan Price-Inventory Relationship

    OpenAIRE

    Ibrahim, Mohammed; Florkowski, Wojciech J.

    2005-01-01

    Using time series data we examine behavior of pecan prices and inventories at zero and seasonal frequencies, given results of seasonal cointegration tests. Both, seasonally unadjusted and adjusted quarterly data are used (1991-2002). Results suggest that, first, shelled and total pecan inventories and shelled pecan prices have common unit roots at both the non-seasonal and seasonal frequencies; second, there is no long run equilibrium between pecan prices and shelled or total inventories when...

  20. 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.

  1. Towards Detection of Cutting in Hay Meadows by Using of NDVI and EVI Time Series

    Directory of Open Access Journals (Sweden)

    Andrej Halabuk

    2015-05-01

    Full Text Available The main requirement for preserving European hay meadows in good condition is through prerequisite cut management. However, monitoring these practices on a larger scale is very difficult. Our study analyses the use of MODIS vegetation indices products, namely EVI and NDVI, to discriminate cut and uncut meadows in Slovakia. We tested the added value of simple transformations of raw data series (seasonal statistics, first difference series, compared EVI and NDVI, and analyzed optimal periods, the number of scenes and the effect of smoothing on classification performance. The first difference series transformation saw substantial improvement in classification results. The best case NDVI series classification yielded overall accuracy of 85% with balanced rates of producer’s and user’s accuracies for both classes. EVI yielded slightly lower values, though not significantly different, although user accuracy of cut meadows achieved only 67%. Optimal periods for discriminating cut and uncut meadows lay between 16 May and 4 August, meaning only seven consecutive images are enough to accurately detect cutting in hay meadows. More importantly, the 16-day compositing period seemed to be enough for detection of cutting, which would be the time span that might be hopefully achieved by upcoming on-board HR sensors (e.g., Sentinel-2.

  2. Using Accretionary Hard Parts to Study Changes in Seasonality over Geologic Time

    Science.gov (United States)

    Ivany, L. C.; Judd, E. J.

    2017-12-01

    Seasonality has been an enigma for deep-time research. Proxies for mean annual temperature (MAT) are the mainstay of paleoclimate studies, and while these are tremendously informative, seasonal extremes are the variables that matter most for many paleoclimatic, paleoceanographic, and physiologic processes. Seasonality has been difficult to constrain in the rock record, however, because of the need for subannual resolution - very few such archives exist. One of the most promising comes in the form of the mineralized hard parts of organisms that grow by accretion, e.g., mollusks, corals, fish otoliths. Such materials carry a chemical signature of temperature at the time of precipitation, allowing for assessment of the seasonal temperature extremes experienced by the organism. Interpretation of these records in the context of climate, however, are complicated by the overprint of biology - organisms don't necessarily grow all year long, resulting in a truncation of the seasonal cycle regardless of sampling resolution. Furthermore, unrecognized differences in depositional environment or taxon ecology among samples can make comparisons over time even more tenuous. Even with internally consistent datasets, assessment of pattern is rarely based on more than visual inspection. An iterative computational procedure predicated on the assumption of sinusoidal variation in temperature and growth rate can circumvent these concerns. Deviations in the shape of oxygen isotope profiles from the predicted sinusoid allow recovery of the mean and amplitude of temperature variation as well as the timing and duration of growth within years. Estimates of such parameters from multiple specimens allow for meaningful comparisons over time, both for seasonality and the growth response of organisms. We apply this approach to datasets of seasonal variation through the Paleogene of the US Gulf Coastal Plain and the Eocene of Antarctica derived largely from marine bivalve mollusks. In the

  3. Regional Land Subsidence Analysis in Eastern Beijing Plain by InSAR Time Series and Wavelet Transforms

    Directory of Open Access Journals (Sweden)

    Mingliang Gao

    2018-02-01

    Full Text Available Land subsidence is the disaster phenomenon of environmental geology with regionally surface altitude lowering caused by the natural or man-made factors. Beijing, the capital city of China, has suffered from land subsidence since the 1950s, and extreme groundwater extraction has led to subsidence rates of more than 100 mm/year. In this study, we employ two SAR datasets acquired by Envisat and TerraSAR-X satellites to investigate the surface deformation in Beijing Plain from 2003 to 2013 based on the multi-temporal InSAR technique. Furthermore, we also use observation wells to provide in situ hydraulic head levels to perform the evolution of land subsidence and spatial-temporal changes of groundwater level. Then, we analyze the accumulated displacement and hydraulic head level time series using continuous wavelet transform to separate periodic signal components. Finally, cross wavelet transform (XWT and wavelet transform coherence (WTC are implemented to analyze the relationship between the accumulated displacement and hydraulic head level time series. The results show that the subsidence centers in the northern Beijing Plain is spatially consistent with the groundwater drop funnels. According to the analysis of well based results located in different areas, the long-term groundwater exploitation in the northern subsidence area has led to the continuous decline of the water level, resulting in the inelastic and permanent compaction, while for the monitoring wells located outside the subsidence area, the subsidence time series show obvious elastic deformation characteristics (seasonal characteristics as the groundwater level changes. Moreover, according to the wavelet transformation, the land subsidence time series at monitoring well site lags several months behind the groundwater level change.

  4. 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...

  5. Spaceborne Sun-Induced Vegetation Fluorescence Time Series from 2007 to 2015 Evaluated with Australian Flux Tower Measurements

    Science.gov (United States)

    Sanders, Abram F. J.; Verstraeten, Willem W.; Kooreman, Maurits L.; van Leth, Thomas C.; Beringer, Jason; Joiner, Joanna

    2016-01-01

    A global, monthly averaged time series of Sun-induced Fluorescence (SiF), spanning January 2007 to June 2015, was derived from Metop-A Global Ozone Monitoring Experiment 2 (GOME-2) spectral measurements. Far-red SiF was retrieved using the filling-in of deep solar Fraunhofer lines and atmospheric absorption bands based on the general methodology described by Joiner et al, AMT, 2013. A Principal Component (PC) analysis of spectra over non-vegetated areas was performed to describe the effects of atmospheric absorption. Our implementation (SiF KNMI) is an independent algorithm and differs from the latest implementation of Joiner et al, AMT, 2013 (SiF NASA, v26), because we used desert reference areas for determining PCs (as opposed to cloudy ocean and some desert) and a wider fit window that covers water vapour and oxygen absorption bands (as opposed to only Fraunhofer lines). As a consequence, more PCs were needed (35 as opposed to 12). The two time series (SiF KNMI and SiF NASA, v26) correlate well (overall R of 0.78) except for tropical rain forests. Sensitivity experiments suggest the strong impact of the water vapour absorption band on retrieved SiF values. Furthermore, we evaluated the SiF time series with Gross Primary Productivity (GPP) derived from twelve flux towers in Australia. Correlations for individual towers range from 0.37 to 0.84. They are particularly high for managed biome types. In the de-seasonalized Australian SiF time series, the break of the Millennium Drought during local summer of 2010/2011 is clearly observed.

  6. 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.

  7. 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 ...

  8. 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.

  9. 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 ...

  10. Understanding Aggregation and Estimating Seasonal Abundance of Chrysaora quinquecirrha Medusae from a Fixed-station Time Series in the Choptank River, Chesapeake Bay

    Science.gov (United States)

    Tay, J.; Hood, R. R.

    2016-02-01

    Although jellyfish exert strong control over marine plankton dynamics (Richardson et al. 2009, Robison et al. 2014) and negatively impact human commercial and recreational activities (Purcell et al. 2007, Purcell 2012), jellyfish biomass is not well quantified due primarily to sampling difficulties with plankton nets or fisheries trawls (Haddock 2004). As a result, some of the longest records of jellyfish are visual shore-based surveys, such as the fixed-station time series of Chrysaora quinquecirrha that began in 1960 in the Patuxent River in Chesapeake Bay, USA (Cargo and King 1990). Time series counts from fixed-station surveys capture two signals: 1) demographic change at timescales on the order of reproductive processes and 2) spatial patchiness at shorter timescales as different parcels of water move in and out of the survey area by tidal and estuarine advection and turbulent mixing (Lee and McAlice 1979). In this study, our goal was to separate these two signals using a 4-year time series of C. quinquecirrha medusa counts from a fixed-station in the Choptank River, Chesapeake Bay. Idealized modeling of tidal and estuarine advection was used to conceptualize the sampling scheme. Change point and time series analysis was used to detect demographic changes. Indices of aggregation (Negative Binomial coefficient, Taylor's Power Law coefficient, and Morisita's Index) were calculated to describe the spatial patchiness of the medusae. Abundance estimates revealed a bloom cycle that differed in duration and magnitude for each of the study years. Indices of aggregation indicated that medusae were aggregated and that patches grew in the number of individuals, and likely in size, as abundance increased. Further inference from the conceptual modeling suggested that medusae patch structure was generally homogenous over the tidal extent. This study highlights the benefits of using fixed-station shore-based surveys for understanding the biology and ecology of jellyfish.

  11. Reanalysis data underestimate significant changes in growing season weather in Kazakhstan

    Energy Technology Data Exchange (ETDEWEB)

    Wright, C K; Henebry, G M [Geographic Information Science Center of Excellence (GIScCE), South Dakota State University, Brookings, SD (United States); De Beurs, K M [Department of Geography, Virginia Polytechnic Institute and State University, Blacksburg, VA (United States); Akhmadieva, Z K [Kazakhstan Scientific Research Institute of Ecology and Climate, Ministry of Environment Protection of the Republic of Kazakhstan, Astana (Kazakhstan); Groisman, P Y, E-mail: Geoffrey.Henebry@sdstate.ed [National Climatic Data Center, University Corporation for Atmospheric Research, Asheville, NC (United States)

    2009-10-15

    We present time series analyses of recently compiled climate station data which allowed us to assess contemporary trends in growing season weather across Kazakhstan as drivers of a significant decline in growing season normalized difference vegetation index (NDVI) recently observed by satellite remote sensing across much of Central Asia. We used a robust nonparametric time series analysis method, the seasonal Kendall trend test to analyze georeferenced time series of accumulated growing season precipitation (APPT) and accumulated growing degree-days (AGDD). Over the period 2000-2006 we found geographically extensive, statistically significant (p<0.05) decreasing trends in APPT and increasing trends in AGDD. The temperature trends were especially apparent during the warm season and coincided with precipitation decreases in northwest Kazakhstan, indicating that pervasive drought conditions and higher temperature excursions were the likely drivers of NDVI declines observed in Kazakhstan over the same period. We also compared the APPT and AGDD trends at individual stations with results from trend analysis of gridded monthly precipitation data from the Global Precipitation Climatology Centre (GPCC) Full Data Reanalysis v4 and gridded daily near surface air temperature from the National Centers for Climate Prediction Reanalysis v2 (NCEP R2). We found substantial deviation between the station and the reanalysis trends, suggesting that GPCC and NCEP data substantially underestimate the geographic extent of recent drought in Kazakhstan. Although gridded climate products offer many advantages in ease of use and complete coverage, our findings for Kazakhstan should serve as a caveat against uncritical use of GPCC and NCEP reanalysis data and demonstrate the importance of compiling and standardizing daily climate data from data-sparse regions like Central Asia.

  12. Reanalysis data underestimate significant changes in growing season weather in Kazakhstan

    International Nuclear Information System (INIS)

    Wright, C K; Henebry, G M; De Beurs, K M; Akhmadieva, Z K; Groisman, P Y

    2009-01-01

    We present time series analyses of recently compiled climate station data which allowed us to assess contemporary trends in growing season weather across Kazakhstan as drivers of a significant decline in growing season normalized difference vegetation index (NDVI) recently observed by satellite remote sensing across much of Central Asia. We used a robust nonparametric time series analysis method, the seasonal Kendall trend test to analyze georeferenced time series of accumulated growing season precipitation (APPT) and accumulated growing degree-days (AGDD). Over the period 2000-2006 we found geographically extensive, statistically significant (p<0.05) decreasing trends in APPT and increasing trends in AGDD. The temperature trends were especially apparent during the warm season and coincided with precipitation decreases in northwest Kazakhstan, indicating that pervasive drought conditions and higher temperature excursions were the likely drivers of NDVI declines observed in Kazakhstan over the same period. We also compared the APPT and AGDD trends at individual stations with results from trend analysis of gridded monthly precipitation data from the Global Precipitation Climatology Centre (GPCC) Full Data Reanalysis v4 and gridded daily near surface air temperature from the National Centers for Climate Prediction Reanalysis v2 (NCEP R2). We found substantial deviation between the station and the reanalysis trends, suggesting that GPCC and NCEP data substantially underestimate the geographic extent of recent drought in Kazakhstan. Although gridded climate products offer many advantages in ease of use and complete coverage, our findings for Kazakhstan should serve as a caveat against uncritical use of GPCC and NCEP reanalysis data and demonstrate the importance of compiling and standardizing daily climate data from data-sparse regions like Central Asia.

  13. Development of temporal modelling for forecasting and prediction of malaria infections using time-series and ARIMAX analyses: a case study in endemic districts of Bhutan.

    Science.gov (United States)

    Wangdi, Kinley; Singhasivanon, Pratap; Silawan, Tassanee; Lawpoolsri, Saranath; White, Nicholas J; Kaewkungwal, Jaranit

    2010-09-03

    Malaria still remains a public health problem in some districts of Bhutan despite marked reduction of cases in last few years. To strengthen the country's prevention and control measures, this study was carried out to develop forecasting and prediction models of malaria incidence in the endemic districts of Bhutan using time series and ARIMAX. This study was carried out retrospectively using the monthly reported malaria cases from the health centres to Vector-borne Disease Control Programme (VDCP) and the meteorological data from Meteorological Unit, Department of Energy, Ministry of Economic Affairs. Time series analysis was performed on monthly malaria cases, from 1994 to 2008, in seven malaria endemic districts. The time series models derived from a multiplicative seasonal autoregressive integrated moving average (ARIMA) was deployed to identify the best model using data from 1994 to 2006. The best-fit model was selected for each individual district and for the overall endemic area was developed and the monthly cases from January to December 2009 and 2010 were forecasted. In developing the prediction model, the monthly reported malaria cases and the meteorological factors from 1996 to 2008 of the seven districts were analysed. The method of ARIMAX modelling was employed to determine predictors of malaria of the subsequent month. It was found that the ARIMA (p, d, q) (P, D, Q)s model (p and P representing the auto regressive and seasonal autoregressive; d and D representing the non-seasonal differences and seasonal differencing; and q and Q the moving average parameters and seasonal moving average parameters, respectively and s representing the length of the seasonal period) for the overall endemic districts was (2,1,1)(0,1,1)12; the modelling data from each district revealed two most common ARIMA models including (2,1,1)(0,1,1)12 and (1,1,1)(0,1,1)12. The forecasted monthly malaria cases from January to December 2009 and 2010 varied from 15 to 82 cases in 2009

  14. 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.

  15. 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.

  16. 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.

  17. 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.

  18. 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.

  19. Probabilistic mapping of flood-induced backscatter changes in SAR time series

    Science.gov (United States)

    Schlaffer, Stefan; Chini, Marco; Giustarini, Laura; Matgen, Patrick

    2017-04-01

    The information content of flood extent maps can be increased considerably by including information on the uncertainty of the flood area delineation. This additional information can be of benefit in flood forecasting and monitoring. Furthermore, flood probability maps can be converted to binary maps showing flooded and non-flooded areas by applying a threshold probability value pF = 0.5. In this study, a probabilistic change detection approach for flood mapping based on synthetic aperture radar (SAR) time series is proposed. For this purpose, conditional probability density functions (PDFs) for land and open water surfaces were estimated from ENVISAT ASAR Wide Swath (WS) time series containing >600 images using a reference mask of permanent water bodies. A pixel-wise harmonic model was used to account for seasonality in backscatter from land areas caused by soil moisture and vegetation dynamics. The approach was evaluated for a large-scale flood event along the River Severn, United Kingdom. The retrieved flood probability maps were compared to a reference flood mask derived from high-resolution aerial imagery by means of reliability diagrams. The obtained performance measures indicate both high reliability and confidence although there was a slight under-estimation of the flood extent, which may in part be attributed to topographically induced radar shadows along the edges of the floodplain. Furthermore, the results highlight the importance of local incidence angle for the separability between flooded and non-flooded areas as specular reflection properties of open water surfaces increase with a more oblique viewing geometry.

  20. Observational evidence of seasonality in the timing of loop current eddy separation

    Science.gov (United States)

    Hall, Cody A.; Leben, Robert R.

    2016-12-01

    Observational datasets, reports and analyses over the time period from 1978 through 1992 are reviewed to derive pre-altimetry Loop Current (LC) eddy separation dates. The reanalysis identified 20 separation events in the 15-year record. Separation dates are estimated to be accurate to approximately ± 1.5 months and sufficient to detect statistically significant LC eddy separation seasonality, which was not the case for previously published records because of the misidentification of separation events and their timing. The reanalysis indicates that previously reported LC eddy separation dates, determined for the time period before the advent of continuous altimetric monitoring in the early 1990s, are inaccurate because of extensive reliance on satellite sea surface temperature (SST) imagery. Automated LC tracking techniques are used to derive LC eddy separation dates in three different altimetry-based sea surface height (SSH) datasets over the time period from 1993 through 2012. A total of 28-30 LC eddy separation events were identified in the 20-year record. Variations in the number and dates of eddy separation events are attributed to the different mean sea surfaces and objective-analysis smoothing procedures used to produce the SSH datasets. Significance tests on various altimetry and pre-altimetry/altimetry combined date lists consistently show that the seasonal distribution of separation events is not uniform at the 95% confidence level. Randomization tests further show that the seasonal peak in LC eddy separation events in August and September is highly unlikely to have occurred by chance. The other seasonal peak in February and March is less significant, but possibly indicates two seasons of enhanced probability of eddy separation centered near the spring and fall equinoxes. This is further quantified by objectively dividing the seasonal distribution into two seasons using circular statistical techniques and a k-means clustering algorithm. The estimated

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

    Directory of Open Access Journals (Sweden)

    Stuart E. Marsh

    2010-01-01

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

  2. Modeling financial time series with S-plus

    CERN Document Server

    Zivot, Eric

    2003-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Seied Yahya Mirzaee

    2005-11-01

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

  4. Annual land cover change mapping using MODIS time series to improve emissions inventories.

    Science.gov (United States)

    López Saldaña, G.; Quaife, T. L.; Clifford, D.

    2014-12-01

    Understanding and quantifying land surface changes is necessary for estimating greenhouse gas and ammonia emissions, and for meeting air quality limits and targets. More sophisticated inventories methodologies for at least key emission source are needed due to policy-driven air quality directives. Quantifying land cover changes on an annual basis requires greater spatial and temporal disaggregation of input data. The main aim of this study is to develop a methodology for using Earth Observations (EO) to identify annual land surface changes that will improve emissions inventories from agriculture and land use/land use change and forestry (LULUCF) in the UK. First goal is to find the best sets of input features that describe accurately the surface dynamics. In order to identify annual and inter-annual land surface changes, a times series of surface reflectance was used to capture seasonal variability. Daily surface reflectance images from the Moderate Resolution Imaging Spectroradiometer (MODIS) at 500m resolution were used to invert a Bidirectional Reflectance Distribution Function (BRDF) model to create the seamless time series. Given the limited number of cloud-free observations, a BRDF climatology was used to constrain the model inversion and where no high-scientific quality observations were available at all, as a gap filler. The Land Cover Map 2007 (LC2007) produced by the Centre for Ecology & Hydrology (CEH) was used for training and testing purposes. A prototype land cover product was created for 2006 to 2008. Several machine learning classifiers were tested as well as different sets of input features going from the BRDF parameters to spectral Albedo. We will present the results of the time series development and the first exercises when creating the prototype land cover product.

  5. 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…

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

    Science.gov (United States)

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

    2013-12-01

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

  7. 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.

  8. 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

  9. 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

  10. 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.

  11. 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)

  12. Sub-seasonal-to-seasonal Reservoir Inflow Forecast using Bayesian Hierarchical Hidden Markov Model

    Science.gov (United States)

    Mukhopadhyay, S.; Arumugam, S.

    2017-12-01

    Sub-seasonal-to-seasonal (S2S) (15-90 days) streamflow forecasting is an emerging area of research that provides seamless information for reservoir operation from weather time scales to seasonal time scales. From an operational perspective, sub-seasonal inflow forecasts are highly valuable as these enable water managers to decide short-term releases (15-30 days), while holding water for seasonal needs (e.g., irrigation and municipal supply) and to meet end-of-the-season target storage at a desired level. We propose a Bayesian Hierarchical Hidden Markov Model (BHHMM) to develop S2S inflow forecasts for the Tennessee Valley Area (TVA) reservoir system. Here, the hidden states are predicted by relevant indices that influence the inflows at S2S time scale. The hidden Markov model also captures the both spatial and temporal hierarchy in predictors that operate at S2S time scale with model parameters being estimated as a posterior distribution using a Bayesian framework. We present our work in two steps, namely single site model and multi-site model. For proof of concept, we consider inflows to Douglas Dam, Tennessee, in the single site model. For multisite model we consider reservoirs in the upper Tennessee valley. Streamflow forecasts are issued and updated continuously every day at S2S time scale. We considered precipitation forecasts obtained from NOAA Climate Forecast System (CFSv2) GCM as predictors for developing S2S streamflow forecasts along with relevant indices for predicting hidden states. Spatial dependence of the inflow series of reservoirs are also preserved in the multi-site model. To circumvent the non-normality of the data, we consider the HMM in a Generalized Linear Model setting. Skill of the proposed approach is tested using split sample validation against a traditional multi-site canonical correlation model developed using the same set of predictors. From the posterior distribution of the inflow forecasts, we also highlight different system behavior

  13. Random Modeling of Daily Rainfall and Runoff Using a Seasonal Model and Wavelet Denoising

    Directory of Open Access Journals (Sweden)

    Chien-ming Chou

    2014-01-01

    Full Text Available Instead of Fourier smoothing, this study applied wavelet denoising to acquire the smooth seasonal mean and corresponding perturbation term from daily rainfall and runoff data in traditional seasonal models, which use seasonal means for hydrological time series forecasting. The denoised rainfall and runoff time series data were regarded as the smooth seasonal mean. The probability distribution of the percentage coefficients can be obtained from calibrated daily rainfall and runoff data. For validated daily rainfall and runoff data, percentage coefficients were randomly generated according to the probability distribution and the law of linear proportion. Multiplying the generated percentage coefficient by the smooth seasonal mean resulted in the corresponding perturbation term. Random modeling of daily rainfall and runoff can be obtained by adding the perturbation term to the smooth seasonal mean. To verify the accuracy of the proposed method, daily rainfall and runoff data for the Wu-Tu watershed were analyzed. The analytical results demonstrate that wavelet denoising enhances the precision of daily rainfall and runoff modeling of the seasonal model. In addition, the wavelet denoising technique proposed in this study can obtain the smooth seasonal mean of rainfall and runoff processes and is suitable for modeling actual daily rainfall and runoff processes.

  14. 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

  15. 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.

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

    Science.gov (United States)

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

    2016-12-01

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

  17. 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

  18. Seasonal Adjustment with the R Packages x12 and x12GUI

    OpenAIRE

    Kowarik, Alexander; Meraner, Angelika; Templ, Matthias; Schopfhauser, Daniel

    2014-01-01

    The X-12-ARIMA seasonal adjustment program of the US Census Bureau extracts the different components (mainly: seasonal component, trend component, outlier component and irregular component) of a monthly or quarterly time series. It is the state-of-the- art technology for seasonal adjustment used in many statistical offices. It is possible to include a moving holiday effect, a trading day effect and user-defined regressors, and additionally incorporates automatic outlier detection. The procedu...

  19. 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.

  20. 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.

  1. 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.

  2. 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.

  3. 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.

  4. 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)

  5. 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

  6. 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.

  7. 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.

  8. 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...

  9. 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.

  10. 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.

  11. Examining secular trend  and seasonality in count data using dynamic generalized linear modelling

    DEFF Research Database (Denmark)

    Lundbye-Christensen, Søren; Dethlefsen, Claus; Gorst-Rasmussen, Anders

    series regression model for Poisson counts. It differs in allowing the regression coefficients to vary gradually over time in a random fashion. Data  In the period January 1980 to 1999, 17,989 incidents of acute myocardial infarction were recorded in the county of Northern Jutland, Denmark. Records were......Aims  Time series of incidence counts often show secular trends and seasonal patterns. We present a model for incidence counts capable of handling a possible gradual change in growth rates and seasonal patterns, serial correlation and overdispersion. Methods  The model resembles an ordinary time...... updated daily. Results  The model with a seasonal pattern and an approximately linear trend was fitted to the data, and diagnostic plots indicate a good model fit. The analysis with the dynamic model revealed peaks coinciding with influenza epidemics. On average the peak-to-trough ratio is estimated...

  12. Assessing error sources for Landsat time series analysis for tropical test sites in Viet Nam and Ethiopia

    Science.gov (United States)

    Schultz, Michael; Verbesselt, Jan; Herold, Martin; Avitabile, Valerio

    2013-10-01

    Researchers who use remotely sensed data can spend half of their total effort analysing prior data. If this data preprocessing does not match the application, this time spent on data analysis can increase considerably and can lead to inaccuracies. Despite the existence of a number of methods for pre-processing Landsat time series, each method has shortcomings, particularly for mapping forest changes under varying illumination, data availability and atmospheric conditions. Based on the requirements of mapping forest changes as defined by the United Nations (UN) Reducing Emissions from Forest Degradation and Deforestation (REDD) program, the accurate reporting of the spatio-temporal properties of these changes is necessary. We compared the impact of three fundamentally different radiometric preprocessing techniques Moderate Resolution Atmospheric TRANsmission (MODTRAN), Second Simulation of a Satellite Signal in the Solar Spectrum (6S) and simple Dark Object Subtraction (DOS) on mapping forest changes using Landsat time series data. A modification of Breaks For Additive Season and Trend (BFAST) monitor was used to jointly map the spatial and temporal agreement of forest changes at test sites in Ethiopia and Viet Nam. The suitability of the pre-processing methods for the occurring forest change drivers was assessed using recently captured Ground Truth and high resolution data (1000 points). A method for creating robust generic forest maps used for the sampling design is presented. An assessment of error sources has been performed identifying haze as a major source for time series analysis commission error.

  13. Spatio-temporal monitoring of vegetation phenology in the dry sub-humid region of Nigeria using time series of AVHRR NDVI and TAMSAT datasets

    Science.gov (United States)

    Osunmadewa, Babatunde Adeniyi; Gebrehiwot, Worku Zewdie; Csaplovics, Elmar; Adeofun, Olabinjo Clement

    2018-03-01

    Time series data are of great importance for monitoring vegetation phenology in the dry sub-humid regions where change in land cover has influence on biomass productivity. However few studies have inquired into examining the impact of rainfall and land cover change on vegetation phenology. This study explores Seasonal Trend Analysis (STA) approach in order to investigate overall greenness, peak of annual greenness and timing of annual greenness in the seasonal NDVI cycle. Phenological pattern for the start of season (SOS) and end of season (EOS) was also examined across different land cover types in four selected locations. A significant increase in overall greenness (amplitude 0) and a significant decrease in other greenness trend maps (amplitude 1 and phase 1) was observed over the study period. Moreover significant positive trends in overall annual rainfall (amplitude 0) was found which follows similar pattern with vegetation trend. Variation in the timing of peak of greenness (phase 1) was seen in the four selected locations, this indicate a change in phenological trend. Additionally, strong relationship was revealed by the result of the pixel-wise regression between NDVI and rainfall. Change in vegetation phenology in the study area is attributed to climatic variability than anthropogenic activities.

  14. Spatio-temporal monitoring of vegetation phenology in the dry sub-humid region of Nigeria using time series of AVHRR NDVI and TAMSAT datasets

    Directory of Open Access Journals (Sweden)

    Osunmadewa Babatunde Adeniyi

    2018-03-01

    Full Text Available Time series data are of great importance for monitoring vegetation phenology in the dry sub-humid regions where change in land cover has influence on biomass productivity. However few studies have inquired into examining the impact of rainfall and land cover change on vegetation phenology. This study explores Seasonal Trend Analysis (STA approach in order to investigate overall greenness, peak of annual greenness and timing of annual greenness in the seasonal NDVI cycle. Phenological pattern for the start of season (SOS and end of season (EOS was also examined across different land cover types in four selected locations. A significant increase in overall greenness (amplitude 0 and a significant decrease in other greenness trend maps (amplitude 1 and phase 1 was observed over the study period. Moreover significant positive trends in overall annual rainfall (amplitude 0 was found which follows similar pattern with vegetation trend. Variation in the timing of peak of greenness (phase 1 was seen in the four selected locations, this indicate a change in phenological trend. Additionally, strong relationship was revealed by the result of the pixel-wise regression between NDVI and rainfall. Change in vegetation phenology in the study area is attributed to climatic variability than anthropogenic activities.

  15. 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.

  16. 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.

  17. 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.

  18. 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

  19. Global Analysis of Empirical Relationships Between Annual Climate and Seasonality of NDVI

    Science.gov (United States)

    Potter, C. S.

    1997-01-01

    This study describes the use of satellite data to calibrate a new climate-vegetation greenness function for global change studies. We examined statistical relationships between annual climate indexes (temperature, precipitation, and surface radiation) and seasonal attributes of the AVHRR Normalized Difference Vegetation Index (NDVI) time series for the mid-1980s in order to refine our empirical understanding of intraannual patterns and global abiotic controls on natural vegetation dynamics. Multiple linear regression results using global l(sup o) gridded data sets suggest that three climate indexes: growing degree days, annual precipitation total, and an annual moisture index together can account to 70-80 percent of the variation in the NDVI seasonal extremes (maximum and minimum values) for the calibration year 1984. Inclusion of the same climate index values from the previous year explained no significant additional portion of the global scale variation in NDVI seasonal extremes. The monthly timing of NDVI extremes was closely associated with seasonal patterns in maximum and minimum temperature and rainfall, with lag times of 1 to 2 months. We separated well-drained areas from l(sup o) grid cells mapped as greater than 25 percent inundated coverage for estimation of both the magnitude and timing of seasonal NDVI maximum values. Predicted monthly NDVI, derived from our climate-based regression equations and Fourier smoothing algorithms, shows good agreement with observed NDVI at a series of ecosystem test locations from around the globe. Regions in which NDVI seasonal extremes were not accurately predicted are mainly high latitude ecosystems and other remote locations where climate station data are sparse.

  20. 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.

  1. 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.

  2. Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots

    DEFF Research Database (Denmark)

    Jansson, Michael; Nielsen, Morten Ørregaard

    In an important generalization of zero frequency autore- gressive unit root tests, Hylleberg, Engle, Granger, and Yoo (1990) developed regression-based tests for unit roots at the seasonal frequencies in quarterly time series. We develop likelihood ratio tests for seasonal unit roots and show...... that these tests are "nearly efficient" in the sense of Elliott, Rothenberg, and Stock (1996), i.e. that their local asymptotic power functions are indistinguishable from the Gaussian power envelope. Currently available nearly efficient testing procedures for seasonal unit roots are regression-based and require...... the choice of a GLS detrending parameter, which our likelihood ratio tests do not....

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

    Science.gov (United States)

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

    2016-03-01

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

  4. Analysis of JET ELMy time series

    International Nuclear Information System (INIS)

    Zvejnieks, G.; Kuzovkov, V.N.

    2005-01-01

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

  5. The Statistical Analysis of Time Series

    CERN Document Server

    Anderson, T W

    2011-01-01

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

  6. Analysis of time series and size of equivalent sample

    International Nuclear Information System (INIS)

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

    2004-01-01

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

  7. Forecasting of particulate matter time series using wavelet analysis and wavelet-ARMA/ARIMA model in Taiyuan, China.

    Science.gov (United States)

    Zhang, Hong; Zhang, Sheng; Wang, Ping; Qin, Yuzhe; Wang, Huifeng

    2017-07-01

    Particulate matter with aerodynamic diameter below 10 μm (PM 10 ) forecasting is difficult because of the uncertainties in describing the emission and meteorological fields. This paper proposed a wavelet-ARMA/ARIMA model to forecast the short-term series of the PM 10 concentrations. It was evaluated by experiments using a 10-year data set of daily PM 10 concentrations from 4 stations located in Taiyuan, China. The results indicated the following: (1) PM 10 concentrations of Taiyuan had a decreasing trend during 2005 to 2012 but increased in 2013. PM 10 concentrations had an obvious seasonal fluctuation related to coal-fired heating in winter and early spring. (2) Spatial differences among the four stations showed that the PM 10 concentrations in industrial and heavily trafficked areas were higher than those in residential and suburb areas. (3) Wavelet analysis revealed that the trend variation and the changes of the PM 10 concentration of Taiyuan were complicated. (4) The proposed wavelet-ARIMA model could be efficiently and successfully applied to the PM 10 forecasting field. Compared with the traditional ARMA/ARIMA methods, this wavelet-ARMA/ARIMA method could effectively reduce the forecasting error, improve the prediction accuracy, and realize multiple-time-scale prediction. Wavelet analysis can filter noisy signals and identify the variation trend and the fluctuation of the PM 10 time-series data. Wavelet decomposition and reconstruction reduce the nonstationarity of the PM 10 time-series data, and thus improve the accuracy of the prediction. This paper proposed a wavelet-ARMA/ARIMA model to forecast the PM 10 time series. Compared with the traditional ARMA/ARIMA method, this wavelet-ARMA/ARIMA method could effectively reduce the forecasting error, improve the prediction accuracy, and realize multiple-time-scale prediction. The proposed model could be efficiently and successfully applied to the PM 10 forecasting field.

  8. Temporal Patterns in Fine Particulate Matter Time Series in Beijing: A Calendar View

    Science.gov (United States)

    Liu, Jianzheng; Li, Jie; Li, Weifeng

    2016-08-01

    Extremely high fine particulate matter (PM2.5) concentration has become synonymous to Beijing, the capital of China, posing critical challenges to its sustainable development and leading to major public health concerns. In order to formulate mitigation measures and policies, knowledge on PM2.5 variation patterns should be obtained. While previous studies are limited either because of availability of data, or because of problematic a priori assumptions that PM2.5 concentration follows subjective seasonal, monthly, or weekly patterns, our study aims to reveal the data on a daily basis through visualization rather than imposing subjective periodic patterns upon the data. To achieve this, we conduct two time-series cluster analyses on full-year PM2.5 data in Beijing in 2014, and provide an innovative calendar visualization of PM2.5 measurements throughout the year. Insights from the analysis on temporal variation of PM2.5 concentration show that there are three diurnal patterns and no weekly patterns; seasonal patterns exist but they do not follow a strict temporal division. These findings advance current understanding on temporal patterns in PM2.5 data and offer a different perspective which can help with policy formulation on PM2.5 mitigation.

  9. Application of Seasonal Trend Loess to GPS data in Cascadia

    Science.gov (United States)

    Bal, A.; Bartlow, N. M.

    2016-12-01

    Plate Boundary Observatory GPS stations provide crucial data for the study of slow slip events and volcanic hazards in the Cascadia region. However, these GPS stations also record seasonal changes in deformation caused by hydrologic, atmospheric, and other seasonal loading. Removing these signals is necessary for accurately modeling the tectonic sources of deformation. Traditionally, seasonal trends in data been accounted for by fitting and removing sine curves from the data. However, not all seasonal trends follow a sinusoidal shape. Seasonal Trend Loess, or STL, is a filtering procedure for a decomposing a time series into trend, seasonal, and remainder components (Cleveland et. al, Journal of Official Statistics, 1990). STL has a simple design that consists of a sequence of applications of the loess smoother which allows for fast computation of large amounts of trend and seasonal smoothing. STL allows for non-sinusoidal shapes in seasonal deformation signals, and allows for evolution of seasonal signals over time. We applied Seasonal Trend Loess to GPS data from the Cascadia region. We compared our results to a traditional sine wave fit for seasonal removal at selected stations, including stations with slow slip event and volcanic signals. We hope that the STL method may be able to more accurately differentiate seasonal and tectonic deformation signals.

  10. 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.

  11. 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...

  12. 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.

  13. 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.

  14. Time Series Outlier Detection Based on Sliding Window Prediction

    Directory of Open Access Journals (Sweden)

    Yufeng Yu

    2014-01-01

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

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

    NARCIS (Netherlands)

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

    2015-01-01

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

  16. Time series forecasting based on deep extreme learning machine

    NARCIS (Netherlands)

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

    2017-01-01

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

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

    International Nuclear Information System (INIS)

    Rhodes, C.; Morari, M.

    1997-01-01

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

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

    Science.gov (United States)

    Maher, M Cyrus; Hernandez, Ryan D

    2015-01-01

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

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

    Directory of Open Access Journals (Sweden)

    M. Cyrus Maher

    2015-03-01

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

  20. Time domain series system definition and gear set reliability modeling

    International Nuclear Information System (INIS)

    Xie, Liyang; Wu, Ningxiang; Qian, Wenxue

    2016-01-01

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

  1. Track Irregularity Time Series Analysis and Trend Forecasting

    Directory of Open Access Journals (Sweden)

    Jia Chaolong

    2012-01-01

    Full Text Available The combination of linear and nonlinear methods is widely used in the prediction of time series data. This paper analyzes track irregularity time series data by using gray incidence degree models and methods of data transformation, trying to find the connotative relationship between the time series data. In this paper, GM (1,1 is based on first-order, single variable linear differential equations; after an adaptive improvement and error correction, it is used to predict the long-term changing trend of track irregularity at a fixed measuring point; the stochastic linear AR, Kalman filtering model, and artificial neural network model are applied to predict the short-term changing trend of track irregularity at unit section. Both long-term and short-term changes prove that the model is effective and can achieve the expected accuracy.

  2. 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.

  3. 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.

  4. Time Series Analysis for Forecasting Hospital Census: Application to the Neonatal Intensive Care Unit.

    Science.gov (United States)

    Capan, Muge; Hoover, Stephen; Jackson, Eric V; Paul, David; Locke, Robert

    2016-01-01

    Accurate prediction of future patient census in hospital units is essential for patient safety, health outcomes, and resource planning. Forecasting census in the Neonatal Intensive Care Unit (NICU) is particularly challenging due to limited ability to control the census and clinical trajectories. The fixed average census approach, using average census from previous year, is a forecasting alternative used in clinical practice, but has limitations due to census variations. Our objectives are to: (i) analyze the daily NICU census at a single health care facility and develop census forecasting models, (ii) explore models with and without patient data characteristics obtained at the time of admission, and (iii) evaluate accuracy of the models compared with the fixed average census approach. We used five years of retrospective daily NICU census data for model development (January 2008 - December 2012, N=1827 observations) and one year of data for validation (January - December 2013, N=365 observations). Best-fitting models of ARIMA and linear regression were applied to various 7-day prediction periods and compared using error statistics. The census showed a slightly increasing linear trend. Best fitting models included a non-seasonal model, ARIMA(1,0,0), seasonal ARIMA models, ARIMA(1,0,0)x(1,1,2)7 and ARIMA(2,1,4)x(1,1,2)14, as well as a seasonal linear regression model. Proposed forecasting models resulted on average in 36.49% improvement in forecasting accuracy compared with the fixed average census approach. Time series models provide higher prediction accuracy under different census conditions compared with the fixed average census approach. Presented methodology is easily applicable in clinical practice, can be generalized to other care settings, support short- and long-term census forecasting, and inform staff resource planning.

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

    Science.gov (United States)

    Schäfer, Rudi; Guhr, Thomas

    2010-09-01

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

  6. Clock gene evolution: seasonal timing, phylogenetic signal, or functional constraint?

    Science.gov (United States)

    Krabbenhoft, Trevor J; Turner, Thomas F

    2014-01-01

    Genetic determinants of seasonal reproduction are not fully understood but may be important predictors of organism responses to climate change. We used a comparative approach to study the evolution of seasonal timing within a fish community in a natural common garden setting. We tested the hypothesis that allelic length variation in the PolyQ domain of a circadian rhythm gene, Clock1a, corresponded to interspecific differences in seasonal reproductive timing across 5 native and 1 introduced cyprinid fishes (n = 425 individuals) that co-occur in the Rio Grande, NM, USA. Most common allele lengths were longer in native species that initiated reproduction earlier (Spearman's r = -0.70, P = 0.23). Clock1a allele length exhibited strong phylogenetic signal and earlier spawners were evolutionarily derived. Aside from length variation in Clock1a, all other amino acids were identical across native species, suggesting functional constraint over evolutionary time. Interestingly, the endangered Rio Grande silvery minnow (Hybognathus amarus) exhibited less allelic variation in Clock1a and observed heterozygosity was 2- to 6-fold lower than the 5 other (nonimperiled) species. Reduced genetic variation in this functionally important gene may impede this species' capacity to respond to ongoing environmental change.

  7. 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.

  8. 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...

  9. The magic school bus TV project. Final technical performance report, July 1, 1992--July 31, 1995. Season III

    Energy Technology Data Exchange (ETDEWEB)

    NONE

    1997-03-01

    For Season III, our goal has been to produce 13 new episodes that can optimally benefit from our research and experience in developing this unique series. With a total of 39 episodes, MSB`s third season will move the production from a weekly to a daily series, airing Monday to Friday and Sundays on PBS. As we delivered the 13 Season II episodes to PBS during fall of 1995, we also completed 13 more scripts for Season III production. During the remaining portion of Season III, these 13 scripts are being animated and prepared for delivery to PBS for an October 7th, 1996 launch date. Based on staggered phases of production used since the project`s inception, the development of science topics and show scripting for Season IV occurs at the same time that Season III shows are in animation and post-production. Thus, topics for Season IV shows are being selected, and science research and scripting have also begun during this time period. Both the National Science Foundation and PBS have made a commitment to Season IV, and a proposal has been submitted to Microsoft for consideration.

  10. 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.

  11. Discriminating the Mediterranean Pinus spp. using the land surface phenology extracted from the whole MODIS NDVI time series and machine learning algorithms

    Science.gov (United States)

    Rodriguez-Galiano, Victor; Aragones, David; Caparros-Santiago, Jose A.; Navarro-Cerrillo, Rafael M.

    2017-10-01

    Land surface phenology (LSP) can improve the characterisation of forest areas and their change processes. The aim of this work was: i) to characterise the temporal dynamics in Mediterranean Pinus forests, and ii) to evaluate the potential of LSP for species discrimination. The different experiments were based on 679 mono-specific plots for the 5 native species on the Iberian Peninsula: P. sylvestris, P. pinea, P. halepensis, P. nigra and P. pinaster. The entire MODIS NDVI time series (2000-2016) of the MOD13Q1 product was used to characterise phenology. The following phenological parameters were extracted: the start, end and median days of the season, and the length of the season in days, as well as the base value, maximum value, amplitude and integrated value. Multi-temporal metrics were calculated to synthesise the inter-annual variability of the phenological parameters. The species were discriminated by the application of Random Forest (RF) classifiers from different subsets of variables: model 1) NDVI-smoothed time series, model 2) multi-temporal metrics of the phenological parameters, and model 3) multi-temporal metrics and the auxiliary physical variables (altitude, slope, aspect and distance to the coastline). Model 3 was the best, with an overall accuracy of 82%, a kappa coefficient of 0.77 and whose most important variables were: elevation, coast distance, and the end and start days of the growing season. The species that presented the largest errors was P. nigra, (kappa= 0.45), having locations with a similar behaviour to P. sylvestris or P. pinaster.

  12. 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…

  13. 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.

  14. 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.

  15. 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 ...

  16. 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...

  17. 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.

  18. 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

  19. Time Series Analysis of Wheat Futures Reward in China

    Institute of Scientific and Technical Information of China (English)

    2005-01-01

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

  20. Seasonal Patterns of Gastrointestinal Illness and Streamflow along the Ohio River

    Directory of Open Access Journals (Sweden)

    Elena N. Naumova

    2012-05-01

    Full Text Available Waterborne gastrointestinal (GI illnesses demonstrate seasonal increases associated with water quality and meteorological characteristics. However, few studies have been conducted on the association of hydrological parameters, such as streamflow, and seasonality of GI illnesses. Streamflow is correlated with biological contamination and can be used as proxy for drinking water contamination. We compare seasonal patterns of GI illnesses in the elderly (65 years and older along the Ohio River for a 14-year period (1991–2004 to seasonal patterns of streamflow. Focusing on six counties in close proximity to the river, we compiled weekly time series of hospitalizations for GI illnesses and streamflow data. Seasonal patterns were explored using Poisson annual harmonic regression with and without adjustment for streamflow. GI illnesses demonstrated significant seasonal patterns with peak timing preceding peak timing of streamflow for all six counties. Seasonal patterns of illness remain consistent after adjusting for streamflow. This study found that the time of peak GI illness precedes the peak of streamflow, suggesting either an indirect relationship or a more direct path whereby pathogens enter water supplies prior to the peak in streamflow. Such findings call for interdisciplinary research to better understand associations among streamflow, pathogen loading, and rates of gastrointestinal illnesses.

  1. Climate-driven seasonal geocenter motion during the GRACE period

    NARCIS (Netherlands)

    Zhang, Hongyue; Sun, Y.

    2018-01-01

    Annual cycles in the geocenter motion time series are primarily driven by mass changes in the Earth’s hydrologic system, which includes land hydrology, atmosphere, and oceans. Seasonal variations of the geocenter motion have been reliably determined according to Sun et al. (J Geophys Res Solid

  2. forecasting with nonlinear time series model: a monte-carlo

    African Journals Online (AJOL)

    PUBLICATIONS1

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

  3. Time series analysis of temporal networks

    Science.gov (United States)

    Sikdar, Sandipan; Ganguly, Niloy; Mukherjee, Animesh

    2016-01-01

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

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

    KAUST Repository

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

    2018-01-01

    We present a new method for time series clustering which we call the Hierarchical Spectral Merger (HSM) method. This procedure is based on the spectral theory of time series and identifies series that share similar oscillations or waveforms

  5. Notes on economic time series analysis system theoretic perspectives

    CERN Document Server

    Aoki, Masanao

    1983-01-01

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

  6. Modeling and forecasting of the under-five mortality rate in Kermanshah province in Iran: a time series analysis.

    Science.gov (United States)

    Rostami, Mehran; Jalilian, Abdollah; Hamzeh, Behrooz; Laghaei, Zahra

    2015-01-01

    The target of the Fourth Millennium Development Goal (MDG-4) is to reduce the rate of under-five mortality by two-thirds between 1990 and 2015. Despite substantial progress towards achieving the target of the MDG-4 in Iran at the national level, differences at the sub-national levels should be taken into consideration. The under-five mortality data available from the Deputy of Public Health, Kermanshah University of Medical Sciences, was used in order to perform a time series analysis of the monthly under-five mortality rate (U5MR) from 2005 to 2012 in Kermanshah province in the west of Iran. After primary analysis, a seasonal auto-regressive integrated moving average model was chosen as the best fitting model based on model selection criteria. The model was assessed and proved to be adequate in describing variations in the data. However, the unexpected presence of a stochastic increasing trend and a seasonal component with a periodicity of six months in the fitted model are very likely to be consequences of poor quality of data collection and reporting systems. The present work is the first attempt at time series modeling of the U5MR in Iran, and reveals that improvement of under-five mortality data collection in health facilities and their corresponding systems is a major challenge to fully achieving the MGD-4 in Iran. Studies similar to the present work can enhance the understanding of the invisible patterns in U5MR, monitor progress towards the MGD-4, and predict the impact of future variations on the U5MR.

  7. 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.

  8. 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.

  9. "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).

  10. Seasonal change of residence time in spring water and groundwater at a mountainous headwater catchment

    Science.gov (United States)

    Nagano, Kosuke; Tsujimura, Maki; Onda, Yuichi; Iwagami, Sho; Sakakibara, Koichi; Sato, Yutaro

    2017-04-01

    Determination of water age in headwater is important to consider water pathway, source and storage in the catchment. Previous studies showed that groundwater residence time changes seasonally. These studies reported that mean residence time of water in dry season tends to be longer than that in rainy season, and it becomes shorter as precipitation and discharge amount increases. However, there are few studies to clarify factors causing seasonal change in mean residence time in spring water and groundwater based on observed data. Therefore, this study aims to reveal the relationship between mean residence time and groundwater flow system using SFconcentration in spring and 10 minutes interval hydrological data such as discharge volume, groundwater level and precipitation amount in a headwater catchment in Fukushima, Japan. The SF6 concentration data in spring water observed from April 2015 to November 2016 shows the mean residence time of springs ranged from zero to 14 years. We also observed a clear negative correlation between discharge rate and residence time in the spring. The residence time in shallow groundwater in rainy season was younger as compared with that in low rainfall period. Therefore, the shallow groundwater with young residence time seems to contribute to the spring in rainy season, causing shorter residence time. Additionally, the residence time of groundwater ranged from 3 to 5 years even in low rainfall period. The residence time in high groundwater table level in ridge was older as compared with that in low groundwater table level. These suggest that the contribution of groundwater with older age in the ridge becomes dominant in the low discharge.

  11. Pollen exposure and hospitalization due to asthma exacerbations: daily time series in a European city

    Science.gov (United States)

    Osborne, Nicholas J.; Alcock, Ian; Wheeler, Benedict W.; Hajat, Shakoor; Sarran, Christophe; Clewlow, Yolanda; McInnes, Rachel N.; Hemming, Deborah; White, Mathew; Vardoulakis, Sotiris; Fleming, Lora E.

    2017-10-01

    Exposure to pollen can contribute to increased hospital admissions for asthma exacerbation. This study applied an ecological time series analysis to examine associations between atmospheric concentrations of different pollen types and the risk of hospitalization for asthma in London from 2005 to 2011. The analysis examined short-term associations between daily pollen counts and hospital admissions in the presence of seasonal and long-term patterns, and allowed for time lags between exposure and admission. Models were adjusted for temperature, precipitation, humidity, day of week, and air pollutants. Analyses revealed an association between daily counts (continuous) of grass pollen and adult hospital admissions for asthma in London, with a 4-5-day lag. When grass pollen concentrations were categorized into Met Office pollen `alert' levels, `very high' days (vs. `low') were associated with increased admissions 2-5 days later, peaking at an incidence rate ratio of 1.46 (95%, CI 1.20-1.78) at 3 days. Increased admissions were also associated with `high' versus `low' pollen days at a 3-day lag. Results from tree pollen models were inconclusive and likely to have been affected by the shorter pollen seasons and consequent limited number of observation days with higher tree pollen concentrations. Future reductions in asthma hospitalizations may be achieved by better understanding of environmental risks, informing improved alert systems and supporting patients to take preventive measures.

  12. 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.

  13. Large-scale heterogeneity of Amazonian phenology revealed from 26-year long AVHRR/NDVI time-series

    International Nuclear Information System (INIS)

    Silva, Fabrício B; Shimabukuro, Yosio E; Aragão, Luiz E O C; Anderson, Liana O; Pereira, Gabriel; Cardozo, Franciele; Arai, Egídio

    2013-01-01

    Depiction of phenological cycles in tropical forests is critical for an understanding of seasonal patterns in carbon and water fluxes as well as the responses of vegetation to climate variations. However, the detection of clear spatially explicit phenological patterns across Amazonia has proven difficult using data from the Moderate Resolution Imaging Spectroradiometer (MODIS). In this work, we propose an alternative approach based on a 26-year time-series of the normalized difference vegetation index (NDVI) from the Advanced Very High Resolution Radiometer (AVHRR) to identify regions with homogeneous phenological cycles in Amazonia. Specifically, we aim to use a pattern recognition technique, based on temporal signal processing concepts, to map Amazonian phenoregions and to compare the identified patterns with field-derived information. Our automated method recognized 26 phenoregions with unique intra-annual seasonality. This result highlights the fact that known vegetation types in Amazonia are not only structurally different but also phenologically distinct. Flushing of new leaves observed in the field is, in most cases, associated to a continuous increase in NDVI. The peak in leaf production is normally observed from the beginning to the middle of the wet season in 66% of the field sites analyzed. The phenoregion map presented in this work gives a new perspective on the dynamics of Amazonian canopies. It is clear that the phenology across Amazonia is more variable than previously detected using remote sensing data. An understanding of the implications of this spatial heterogeneity on the seasonality of Amazonian forest processes is a crucial step towards accurately quantifying the role of tropical forests within global biogeochemical cycles. (letter)

  14. 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.

  15. Teaching Future Teachers Basic Astronomy Concepts--Seasonal Changes--at a Time of Reform in Science Education

    Science.gov (United States)

    Trumper, Ricardo

    2006-01-01

    Bearing in mind students' misconceptions about basic concepts in astronomy, the present study conducted a series of constructivist activities aimed at changing future elementary and junior high school teachers' conceptions about the cause of seasonal changes, and several characteristics of the Sun-Earth-Moon relative movements like Moon phases,…

  16. HYPE: a WFD tool for the identification of significant and sustained upward trends in groundwater time series

    Science.gov (United States)

    Lopez, Benjamin; Croiset, Nolwenn; Laurence, Gourcy

    2014-05-01

    The Water Framework Directive 2006/11/CE (WFD) on the protection of groundwater against pollution and deterioration asks Member States to identify significant and sustained upward trends in all bodies or groups of bodies of groundwater that are characterised as being at risk in accordance with Annex II to Directive 2000/60/EC. The Directive indicates that the procedure for the identification of significant and sustained upward trends must be based on a statistical method. Moreover, for significant increases of concentrations of pollutants, trend reversals are identified as being necessary. This means to be able to identify significant trend reversals. A specific tool, named HYPE, has been developed in order to help stakeholders working on groundwater trend assessment. The R encoded tool HYPE provides statistical analysis of groundwater time series. It follows several studies on the relevancy of the use of statistical tests on groundwater data series (Lopez et al., 2011) and other case studies on the thematic (Bourgine et al., 2012). It integrates the most powerful and robust statistical tests for hydrogeological applications. HYPE is linked to the French national database on groundwater data (ADES). So monitoring data gathered by the Water Agencies can be directly processed. HYPE has two main modules: - a characterisation module, which allows to visualize time series. HYPE calculates the main statistical characteristics and provides graphical representations; - a trend module, which identifies significant breaks, trends and trend reversals in time series, providing result table and graphical representation (cf figure). Additional modules are also implemented to identify regional and seasonal trends and to sample time series in a relevant way. HYPE has been used successfully in 2012 by the French Water Agencies to satisfy requirements of the WFD, concerning characterization of groundwater bodies' qualitative status and evaluation of the risk of non-achievement of

  17. Two-fractal overlap time series: Earthquakes and market crashes

    Indian Academy of Sciences (India)

    velocity over the other and time series of stock prices. An anticipation method for some of the crashes have been proposed here, based on these observations. Keywords. Cantor set; time series; earthquake; market crash. PACS Nos 05.00; 02.50.-r; 64.60; 89.65.Gh; 95.75.Wx. 1. Introduction. Capturing dynamical patterns of ...

  18. Nonlinear time series analysis with R

    CERN Document Server

    Huffaker, Ray; Rosa, Rodolfo

    2017-01-01

    In the process of data analysis, the investigator is often facing highly-volatile and random-appearing observed data. A vast body of literature shows that the assumption of underlying stochastic processes was not necessarily representing the nature of the processes under investigation and, when other tools were used, deterministic features emerged. Non Linear Time Series Analysis (NLTS) allows researchers to test whether observed volatility conceals systematic non linear behavior, and to rigorously characterize governing dynamics. Behavioral patterns detected by non linear time series analysis, along with scientific principles and other expert information, guide the specification of mechanistic models that serve to explain real-world behavior rather than merely reproducing it. Often there is a misconception regarding the complexity of the level of mathematics needed to understand and utilize the tools of NLTS (for instance Chaos theory). However, mathematics used in NLTS is much simpler than many other subjec...

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

    Science.gov (United States)

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

    2017-12-01

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

  20. A Phenology-Based Method for Monitoring Woody and Herbaceous Vegetation in Mediterranean Forests from NDVI Time Series

    Directory of Open Access Journals (Sweden)

    David Helman

    2015-09-01

    Full Text Available We present an efficient method for monitoring woody (i.e., evergreen and herbaceous (i.e., ephemeral vegetation in Mediterranean forests at a sub pixel scale from Normalized Difference Vegetation Index (NDVI time series derived from the Moderate Resolution Imaging Spectroradiometer (MODIS. The method is based on the distinct development periods of those vegetation components. In the dry season, herbaceous vegetation is absent or completely dry in Mediterranean forests. Thus the mean NDVI in the dry season was attributed to the woody vegetation (NDVIW. A constant NDVI value was assumed for soil background during this period. In the wet season, changes in NDVI were attributed to the development of ephemeral herbaceous vegetation in the forest floor and its maximum value to the peak green cover (NDVIH. NDVIW and NDVIH agreed well with field estimates of leaf area index and fraction of vegetation cover in two differently structured Mediterranean forests. To further assess the method’s assumptions, understory NDVI was retrieved form MODIS Bidirectional Reflectance Distribution Function (BRDF data and compared with NDVIH. After calibration, leaf area index and woody and herbaceous vegetation covers were assessed for those forests. Applicability for pre- and post-fire monitoring is presented as a potential use of this method for forest management in Mediterranean-climate regions.

  1. Vector bilinear autoregressive time series model and its superiority ...

    African Journals Online (AJOL)

    In this research, a vector bilinear autoregressive time series model was proposed and used to model three revenue series (X1, X2, X3) . The “orders” of the three series were identified on the basis of the distribution of autocorrelation and partial autocorrelation functions and were used to construct the vector bilinear models.

  2. Mapping cropping patterns in irrigated rice fields in West Java: Towards mapping vulnerability to flooding using time-series MODIS imageries

    Science.gov (United States)

    Sianturi, Riswan; Jetten, V. G.; Sartohadi, Junun

    2018-04-01

    Information on the vulnerability to flooding is vital to understand the potential damages from flood events. A method to determine the vulnerability to flooding in irrigated rice fields using the Enhanced Vegetation Index (EVI) was proposed in this study. In doing so, the time-series EVI derived from time-series 8 day 500 m spatial resolution MODIS imageries (MOD09A1) was used to generate cropping patterns in irrigated rice fields in West Java. Cropping patterns were derived from the spatial distribution and phenology metrics so that it is possible to show the variation of vulnerability in space and time. Vulnerability curves and cropping patterns were used to determine the vulnerability to flooding in irrigated rice fields. Cropping patterns capture the shift in the vulnerability, which may lead to either an increase or decrease of the degree of damage in rice fields of origin and other rice fields. The comparison of rice field areas between MOD09A1 and ALOS PALSAR and MOD09A1 and Agricultural Statistics showed consistent results with R2 = 0.81 and R2 = 0.93, respectively. The estimated and observed DOYs showed RMSEs = 9.21, 9.29, and 9.69 days for the Start of Season (SOS), heading stage, and End of Season (EOS), respectively. Using the method, one can estimate the relative damage provided available information on the flood depth and velocity. The results of the study may support the efforts to reduce the potential damages from flooding in irrigated rice fields.

  3. 25 years of time series forecasting

    NARCIS (Netherlands)

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

    2006-01-01

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

  4. Markov Trends in Macroeconomic Time Series

    NARCIS (Netherlands)

    R. Paap (Richard)

    1997-01-01

    textabstractMany macroeconomic time series are characterised by long periods of positive growth, expansion periods, and short periods of negative growth, recessions. A popular model to describe this phenomenon is the Markov trend, which is a stochastic segmented trend where the slope depends on the

  5. On clustering fMRI time series

    DEFF Research Database (Denmark)

    Goutte, Cyril; Toft, Peter Aundal; Rostrup, E.

    1999-01-01

    Analysis of fMRI time series is often performed by extracting one or more parameters for the individual voxels. Methods based, e.g., on various statistical tests are then used to yield parameters corresponding to probability of activation or activation strength. However, these methods do...

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

    Science.gov (United States)

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

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

    Science.gov (United States)

    Yujun, Yang; Jianping, Li; Yimei, Yang

    This paper introduces a multiscale multifractal multiproperty analysis based on Rényi entropy (3MPAR) method to analyze short-range and long-range characteristics of financial time series, and then applies this method to the five time series of five properties in four stock indices. Combining the two analysis techniques of Rényi entropy and multifractal detrended fluctuation analysis (MFDFA), the 3MPAR method focuses on the curves of Rényi entropy and generalized Hurst exponent of five properties of four stock time series, which allows us to study more universal and subtle fluctuation characteristics of financial time series. By analyzing the curves of the Rényi entropy and the profiles of the logarithm distribution of MFDFA of five properties of four stock indices, the 3MPAR method shows some fluctuation characteristics of the financial time series and the stock markets. Then, it also shows a richer information of the financial time series by comparing the profile of five properties of four stock indices. In this paper, we not only focus on the multifractality of time series but also the fluctuation characteristics of the financial time series and subtle differences in the time series of different properties. We find that financial time series is far more complex than reported in some research works using one property of time series.

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

    OpenAIRE

    Santos, Tiago; Kern, Roman

    2017-01-01

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

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

    Science.gov (United States)

    2018-02-01

    Figures Fig. 1 Time -series function on a fixed graph.............................................2 iv Approved for public release; distribution is...φi〉`2(V)φi (39) 6= f̄ (40) Instead, we simply recover the average of f over time . 13 Approved for public release; distribution is unlimited. This...ARL-TR-8276• FEB 2018 US Army Research Laboratory Signal Processing for Time -Series Functions on a Graph by Humberto Muñoz-Barona, Jean Vettel, and

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

    CERN Document Server

    Turkman, Kamil Feridun; Zea Bermudez, Patrícia

    2014-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2003-02-07

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

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

    International Nuclear Information System (INIS)

    Miyazaki, Y; Kinzel, W; Shinomoto, S

    2003-01-01

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

  13. Time series analytics using sliding window metaheuristic optimization-based machine learning system for identifying building energy consumption patterns

    International Nuclear Information System (INIS)

    Chou, Jui-Sheng; Ngo, Ngoc-Tri

    2016-01-01

    Highlights: • This study develops a novel time-series sliding window forecast system. • The system integrates metaheuristics, machine learning and time-series models. • Site experiment of smart grid infrastructure is installed to retrieve real-time data. • The proposed system accurately predicts energy consumption in residential buildings. • The forecasting system can help users minimize their electricity usage. - Abstract: Smart grids are a promising solution to the rapidly growing power demand because they can considerably increase building energy efficiency. This study developed a novel time-series sliding window metaheuristic optimization-based machine learning system for predicting real-time building energy consumption data collected by a smart grid. The proposed system integrates a seasonal autoregressive integrated moving average (SARIMA) model and metaheuristic firefly algorithm-based least squares support vector regression (MetaFA-LSSVR) model. Specifically, the proposed system fits the SARIMA model to linear data components in the first stage, and the MetaFA-LSSVR model captures nonlinear data components in the second stage. Real-time data retrieved from an experimental smart grid installed in a building were used to evaluate the efficacy and effectiveness of the proposed system. A k-week sliding window approach is proposed for employing historical data as input for the novel time-series forecasting system. The prediction system yielded high and reliable accuracy rates in 1-day-ahead predictions of building energy consumption, with a total error rate of 1.181% and mean absolute error of 0.026 kW h. Notably, the system demonstrates an improved accuracy rate in the range of 36.8–113.2% relative to those of the linear forecasting model (i.e., SARIMA) and nonlinear forecasting models (i.e., LSSVR and MetaFA-LSSVR). Therefore, end users can further apply the forecasted information to enhance efficiency of energy usage in their buildings, especially

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

    DEFF Research Database (Denmark)

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

    2015-01-01

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

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

    KAUST Repository

    Euán, Carolina

    2018-04-12

    We present a new method for time series clustering which we call the Hierarchical Spectral Merger (HSM) method. This procedure is based on the spectral theory of time series and identifies series that share similar oscillations or waveforms. The extent of similarity between a pair of time series is measured using the total variation distance between their estimated spectral densities. At each step of the algorithm, every time two clusters merge, a new spectral density is estimated using the whole information present in both clusters, which is representative of all the series in the new cluster. The method is implemented in an R package HSMClust. We present two applications of the HSM method, one to data coming from wave-height measurements in oceanography and the other to electroencefalogram (EEG) data.

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

    International Nuclear Information System (INIS)

    Russak, Viivi

    1999-01-01

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

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

    International Nuclear Information System (INIS)

    Albers, D.J.; Hripcsak, George

    2012-01-01

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

  18. Seasonal Hydrological Loading in Southern Tibet Detected by Joint Analysis of GPS and GRACE.

    Science.gov (United States)

    Zou, Rong; Wang, Qi; Freymueller, Jeffrey T; Poutanen, Markku; Cao, Xuelian; Zhang, Caihong; Yang, Shaomin; He, Ping

    2015-12-04

    In southern Tibet, ongoing vertical and horizontal motions due to the collision between India and Eurasia are monitored by large numbers of global positioning system (GPS) continuous and campaign sites installed in the past decade. Displacements measured by GPS usually include tectonic deformation as well as non-tectonic, time-dependent signals. To estimate the regional long-term tectonic deformation using GPS more precisely, seasonal elastic deformation signals associated with surface loading must be removed from the observations. In this study, we focus on seasonal variation in vertical and horizontal motions of southern Tibet by performing a joint analysis of GRACE (Gravity Recovery and Climate Experiment) and GPS data, not only using continuous sites but also GPS campaign-mode sites. We found that the GPS-observed and GRACE-modeled seasonal oscillations are in good agreements, and a seasonal displacement model demonstrates that the main reason for seasonal variations in southern Tibet is from the summer monsoon and its precipitation. The biggest loading appears from July to August in the summer season. Vertical deformations observed by GPS and modeled by GRACE are two to three times larger than horizontal oscillations, and the north components demonstrate larger amplitudes than the east components. We corrected the GPS position time series using the GRACE-modeled seasonal variations, which gives significant reductions in the misfit and weighted root-mean-squares (WRMS). Misfit (χ2 divided by degree of freedom) reductions for campaign sites range between 20% and 56% for the vertical component, and are much smaller for the horizontal components. Moreover, time series of continuous GPS (cGPS) sites near the 2015 Nepal earthquakes must be corrected using appropriate models of seasonal loading for analyzing postseismic deformation to avoid biasing estimates of the postseismic relaxation.

  19. Inferring interdependencies from short time series

    Indian Academy of Sciences (India)

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

  20. Atmospheric Pressure and Abdominal Aortic Aneurysm Rupture: Results From a Time Series Analysis and Case-Crossover Study.

    Science.gov (United States)

    Penning de Vries, Bas B L; Kolkert, Joé L P; Meerwaldt, Robbert; Groenwold, Rolf H H

    2017-10-01

    Associations between atmospheric pressure and abdominal aortic aneurysm (AAA) rupture risk have been reported, but empirical evidence is inconclusive and largely derived from studies that did not account for possible nonlinearity, seasonality, and confounding by temperature. Associations between atmospheric pressure and AAA rupture risk were investigated using local meteorological data and a case series of 358 patients admitted to hospital for ruptured AAA during the study period, January 2002 to December 2012. Two analyses were performed-a time series analysis and a case-crossover study. Results from the 2 analyses were similar; neither the time series analysis nor the case-crossover study showed a significant association between atmospheric pressure ( P = .627 and P = .625, respectively, for mean daily atmospheric pressure) or atmospheric pressure variation ( P = .464 and P = .816, respectively, for 24-hour change in mean daily atmospheric pressure) and AAA rupture risk. This study failed to support claims that atmospheric pressure causally affects AAA rupture risk. In interpreting our results, one should be aware that the range of atmospheric pressure observed in this study is not representative of the atmospheric pressure to which patients with AAA may be exposed, for example, during air travel or travel to high altitudes in the mountains. Making firm claims regarding these conditions in relation to AAA rupture risk is difficult at best. Furthermore, despite the fact that we used one of the largest case series to date to investigate the effect of atmospheric pressure on AAA rupture risk, it is possible that this study is simply too small to demonstrate a causal link.

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

    Science.gov (United States)

    Giorgio, M.; Greco, R.

    2009-04-01

    Occurrence of flowslides and floods in small catchments is uneasy to predict, since it is affected by a number of variables, such as mechanical and hydraulic soil properties, slope morphology, vegetation coverage, rainfall spatial and temporal variability. Consequently, landslide risk assessment procedures and early warning systems still rely on simple empirical models based on correlation between recorded rainfall data and observed landslides and/or river discharges. Effectiveness of such systems could be improved by reliable quantitative rainfall prediction, which can allow gaining larger lead-times. Analysis of on-site recorded rainfall height time series represents the most effective approach for a reliable prediction of local temporal evolution of rainfall. Hydrological time series analysis is a widely studied field in hydrology, often carried out by means of autoregressive models, such as AR, ARMA, ARX, ARMAX (e.g. Salas [1992]). Such models gave the best results when applied to the analysis of autocorrelated hydrological time series, like river flow or level time series. Conversely, they are not able to model the behaviour of intermittent time series, like point rainfall height series usually are, especially when recorded with short sampling time intervals. More useful for this issue are the so-called DRIP (Disaggregated Rectangular Intensity Pulse) and NSRP (Neymann-Scott Rectangular Pulse) model [Heneker et al., 2001; Cowpertwait et al., 2002], usually adopted to generate synthetic point rainfall series. In this paper, the DRIP model approach is adopted, in which the sequence of rain storms and dry intervals constituting the structure of rainfall time series is modeled as an alternating renewal process. Final aim of the study is to provide a useful tool to implement an early warning system for hydrogeological risk management. Model calibration has been carried out with hourly rainfall hieght data provided by the rain gauges of Campania Region civil

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

    Science.gov (United States)

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

    2016-02-01

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

  3. A SPIRAL-BASED DOWNSCALING METHOD FOR GENERATING 30 M TIME SERIES IMAGE DATA

    Directory of Open Access Journals (Sweden)

    B. Liu

    2017-09-01

    Full Text Available The spatial detail and updating frequency of land cover data are important factors influencing land surface dynamic monitoring applications in high spatial resolution scale. However, the fragmentized patches and seasonal variable of some land cover types (e. g. small crop field, wetland make it labor-intensive and difficult in the generation of land cover data. Utilizing the high spatial resolution multi-temporal image data is a possible solution. Unfortunately, the spatial and temporal resolution of available remote sensing data like Landsat or MODIS datasets can hardly satisfy the minimum mapping unit and frequency of current land cover mapping / updating at the same time. The generation of high resolution time series may be a compromise to cover the shortage in land cover updating process. One of popular way is to downscale multi-temporal MODIS data with other high spatial resolution auxiliary data like Landsat. But the usual manner of downscaling pixel based on a window may lead to the underdetermined problem in heterogeneous area, result in the uncertainty of some high spatial resolution pixels. Therefore, the downscaled multi-temporal data can hardly reach high spatial resolution as Landsat data. A spiral based method was introduced to downscale low spatial and high temporal resolution image data to high spatial and high temporal resolution image data. By the way of searching the similar pixels around the adjacent region based on the spiral, the pixel set was made up in the adjacent region pixel by pixel. The underdetermined problem is prevented to a large extent from solving the linear system when adopting the pixel set constructed. With the help of ordinary least squares, the method inverted the endmember values of linear system. The high spatial resolution image was reconstructed on the basis of high spatial resolution class map and the endmember values band by band. Then, the high spatial resolution time series was formed with these

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

    International Nuclear Information System (INIS)

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

    2015-01-01

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

  5. Complex dynamic in ecological time series

    Science.gov (United States)

    Peter Turchin; Andrew D. Taylor

    1992-01-01

    Although the possibility of complex dynamical behaviors-limit cycles, quasiperiodic oscillations, and aperiodic chaos-has been recognized theoretically, most ecologists are skeptical of their importance in nature. In this paper we develop a methodology for reconstructing endogenous (or deterministic) dynamics from ecological time series. Our method consists of fitting...

  6. Time Series Modelling using Proc Varmax

    DEFF Research Database (Denmark)

    Milhøj, Anders

    2007-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-07-01

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

  8. Modeling seasonal surface temperature variations in secondary tropical dry forests

    Science.gov (United States)

    Cao, Sen; Sanchez-Azofeifa, Arturo

    2017-10-01

    Secondary tropical dry forests (TDFs) provide important ecosystem services such as carbon sequestration, biodiversity conservation, and nutrient cycle regulation. However, their biogeophysical processes at the canopy-atmosphere interface remain unknown, limiting our understanding of how this endangered ecosystem influences, and responds to the ongoing global warming. To facilitate future development of conservation policies, this study characterized the seasonal land surface temperature (LST) behavior of three successional stages (early, intermediate, and late) of a TDF, at the Santa Rosa National Park (SRNP), Costa Rica. A total of 38 Landsat-8 Thermal Infrared Sensor (TIRS) data and the Surface Reflectance (SR) product were utilized to model LST time series from July 2013 to July 2016 using a radiative transfer equation (RTE) algorithm. We further related the LST time series to seven vegetation indices which reflect different properties of TDFs, and soil moisture data obtained from a Wireless Sensor Network (WSN). Results showed that the LST in the dry season was 15-20 K higher than in the wet season at SRNP. We found that the early successional stages were about 6-8 K warmer than the intermediate successional stages and were 9-10 K warmer than the late successional stages in the middle of the dry season; meanwhile, a minimum LST difference (0-1 K) was observed at the end of the wet season. Leaf phenology and canopy architecture explained most LST variations in both dry and wet seasons. However, our analysis revealed that it is precipitation that ultimately determines the LST variations through both biogeochemical (leaf phenology) and biogeophysical processes (evapotranspiration) of the plants. Results of this study could help physiological modeling studies in secondary TDFs.

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

    Directory of Open Access Journals (Sweden)

    Andrej Gajdoš

    2017-03-01

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

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

    Science.gov (United States)

    Braden, Jeffery P.; And Others

    1990-01-01

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

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

    Science.gov (United States)

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

    2018-04-01

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

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

    Directory of Open Access Journals (Sweden)

    Ivan Arismendi

    2017-12-01

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

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

    Science.gov (United States)

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

    2017-01-01

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

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

    DEFF Research Database (Denmark)

    Doerr, Benjamin; Fischer, Paul; Hilbert, Astrid

    2013-01-01

    Detecting structural breaks is an essential task for the statistical analysis of time series, for example, for fitting parametric models to it. In short, structural breaks are points in time at which the behavior of the time series changes. Typically, no solid background knowledge of the time...

  15. EPIPOI: A user-friendly analytical tool for the extraction and visualization of temporal parameters from epidemiological time series

    Directory of Open Access Journals (Sweden)

    Alonso Wladimir J

    2012-11-01

    Full Text Available Abstract Background There is an increasing need for processing and understanding relevant information generated by the systematic collection of public health data over time. However, the analysis of those time series usually requires advanced modeling techniques, which are not necessarily mastered by staff, technicians and researchers working on public health and epidemiology. Here a user-friendly tool, EPIPOI, is presented that facilitates the exploration and extraction of parameters describing trends, seasonality and anomalies that characterize epidemiological processes. It also enables the inspection of those parameters across geographic regions. Although the visual exploration and extraction of relevant parameters from time series data is crucial in epidemiological research, until now it had been largely restricted to specialists. Methods EPIPOI is freely available software developed in Matlab (The Mathworks Inc that runs both on PC and Mac computers. Its friendly interface guides users intuitively through useful comparative analyses including the comparison of spatial patterns in temporal parameters. Results EPIPOI is able to handle complex analyses in an accessible way. A prototype has already been used to assist researchers in a variety of contexts from didactic use in public health workshops to the main analytical tool in published research. Conclusions EPIPOI can assist public health officials and students to explore time series data using a broad range of sophisticated analytical and visualization tools. It also provides an analytical environment where even advanced users can benefit by enabling a higher degree of control over model assumptions, such as those associated with detecting disease outbreaks and pandemics.

  16. On modeling panels of time series

    NARCIS (Netherlands)

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

    2002-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Yue Li

    2017-03-01

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

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

    Science.gov (United States)

    Hatami, Nima; Gavet, Yann; Debayle, Johan

    2018-04-01

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

  19. 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.

  20. Seasonal timing of first rain storms affects rare plant population dynamics

    Science.gov (United States)

    Levine, J.M.; McEachern, A.K.; Cowan, C.

    2011-01-01

    A major challenge in forecasting the ecological consequences of climate change is understanding the relative importance of changes to mean conditions vs. changes to discrete climatic events, such as storms, frosts, or droughts. Here we show that the first major storm of the growing season strongly influences the population dynamics of three rare and endangered annual plant species in a coastal California (USA) ecosystem. In a field experiment we used moisture barriers and water addition to manipulate the timing and temperature associated with first major rains of the season. The three focal species showed two- to fivefold variation in per capita population growth rates between the different storm treatments, comparable to variation found in a prior experiment imposing eightfold differences in season-long precipitation. Variation in germination was a major demographic driver of how two of three species responded to the first rains. For one of these species, the timing of the storm was the most critical determinant of its germination, while the other showed enhanced germination with colder storm temperatures. The role of temperature was further supported by laboratory trials showing enhanced germination in cooler treatments. Our work suggests that, because of species-specific cues for demographic transitions such as germination, changes to discrete climate events may be as, if not more, important than changes to season-long variables.