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...

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...

The Fourier decomposition method for nonlinear and non-stationary time series analysis.

Science.gov (United States)

Singh, Pushpendra; Joshi, Shiv Dutt; Patney, Rakesh Kumar; Saha, Kaushik

2017-03-01

for many decades, there has been a general perception in the literature that Fourier methods are not suitable for the analysis of nonlinear and non-stationary data. In this paper, we propose a novel and adaptive Fourier decomposition method (FDM), based on the Fourier theory, and demonstrate its efficacy for the analysis of nonlinear and non-stationary time series. The proposed FDM decomposes any data into a small number of 'Fourier intrinsic band functions' (FIBFs). The FDM presents a generalized Fourier expansion with variable amplitudes and variable frequencies of a time series by the Fourier method itself. We propose an idea of zero-phase filter bank-based multivariate FDM (MFDM), for the analysis of multivariate nonlinear and non-stationary time series, using the FDM. We also present an algorithm to obtain cut-off frequencies for MFDM. The proposed MFDM generates a finite number of band-limited multivariate FIBFs (MFIBFs). The MFDM preserves some intrinsic physical properties of the multivariate data, such as scale alignment, trend and instantaneous frequency. The proposed methods provide a time-frequency-energy (TFE) distribution that reveals the intrinsic structure of a data. Numerical computations and simulations have been carried out and comparison is made with the empirical mode decomposition algorithms.

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.

Economic Conditions and the Divorce Rate: A Time-Series Analysis of the Postwar United States.

Science.gov (United States)

South, Scott J.

1985-01-01

Challenges the belief that the divorce rate rises during prosperity and falls during economic recessions. Time-series regression analysis of postwar United States reveals small but positive effects of unemployment on divorce rate. Stronger influences on divorce rates are changes in age structure and labor-force participation rate of women.…

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...

Predicting the Market Potential Using Time Series Analysis

Directory of Open Access Journals (Sweden)

Halmet Bradosti

2015-12-01

Full Text Available The aim of this analysis is to forecast a mini-market sales volume for the period of twelve months starting August 2015 to August 2016. The study is based on the monthly sales in Iraqi Dinar for a private local mini-market for the month of April 2014 to July 2015. As revealed on the graph and of course if the stagnant economic condition continues, the trend of future sales is down-warding. Based on time series analysis, the business may continue to operate and generate small revenues until August 2016. However, due to low sales volume, low profit margin and operating expenses, the revenues may not be adequate enough to produce positive net income and the business may not be able to operate afterward. The principal question rose from this is the forecasting sales in the region will be difficult where the business cycle so dynamic and revolutionary due to systematic risks and unforeseeable future.

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.

Time Series Analysis of Insar Data: Methods and Trends

Science.gov (United States)

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

2015-01-01

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

The application of complex network time series analysis in turbulent heated jets

International Nuclear Information System (INIS)

Charakopoulos, A. K.; Karakasidis, T. E.; Liakopoulos, A.; Papanicolaou, P. N.

2014-01-01

In the present study, we applied the methodology of the complex network-based time series analysis to experimental temperature time series from a vertical turbulent heated jet. More specifically, we approach the hydrodynamic problem of discriminating time series corresponding to various regions relative to the jet axis, i.e., time series corresponding to regions that are close to the jet axis from time series originating at regions with a different dynamical regime based on the constructed network properties. Applying the transformation phase space method (k nearest neighbors) and also the visibility algorithm, we transformed time series into networks and evaluated the topological properties of the networks such as degree distribution, average path length, diameter, modularity, and clustering coefficient. The results show that the complex network approach allows distinguishing, identifying, and exploring in detail various dynamical regions of the jet flow, and associate it to the corresponding physical behavior. In addition, in order to reject the hypothesis that the studied networks originate from a stochastic process, we generated random network and we compared their statistical properties with that originating from the experimental data. As far as the efficiency of the two methods for network construction is concerned, we conclude that both methodologies lead to network properties that present almost the same qualitative behavior and allow us to reveal the underlying system dynamics

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

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

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

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

Analysis of series resonant converter with series-parallel connection

Science.gov (United States)

Lin, Bor-Ren; Huang, Chien-Lan

2011-02-01

In this study, a parallel inductor-inductor-capacitor (LLC) resonant converter series-connected on the primary side and parallel-connected on the secondary side is presented for server power supply systems. Based on series resonant behaviour, the power metal-oxide-semiconductor field-effect transistors are turned on at zero voltage switching and the rectifier diodes are turned off at zero current switching. Thus, the switching losses on the power semiconductors are reduced. In the proposed converter, the primary windings of the two LLC converters are connected in series. Thus, the two converters have the same primary currents to ensure that they can supply the balance load current. On the output side, two LLC converters are connected in parallel to share the load current and to reduce the current stress on the secondary windings and the rectifier diodes. In this article, the principle of operation, steady-state analysis and design considerations of the proposed converter are provided and discussed. Experiments with a laboratory prototype with a 24 V/21 A output for server power supply were performed to verify the effectiveness of the proposed converter.

Extended local similarity analysis (eLSA) of microbial community and other time series data with replicates.

Science.gov (United States)

Xia, Li C; Steele, Joshua A; Cram, Jacob A; Cardon, Zoe G; Simmons, Sheri L; Vallino, Joseph J; Fuhrman, Jed A; Sun, Fengzhu

2011-01-01

The increasing availability of time series microbial community data from metagenomics and other molecular biological studies has enabled the analysis of large-scale microbial co-occurrence and association networks. Among the many analytical techniques available, the Local Similarity Analysis (LSA) method is unique in that it captures local and potentially time-delayed co-occurrence and association patterns in time series data that cannot otherwise be identified by ordinary correlation analysis. However LSA, as originally developed, does not consider time series data with replicates, which hinders the full exploitation of available information. With replicates, it is possible to understand the variability of local similarity (LS) score and to obtain its confidence interval. We extended our LSA technique to time series data with replicates and termed it extended LSA, or eLSA. Simulations showed the capability of eLSA to capture subinterval and time-delayed associations. We implemented the eLSA technique into an easy-to-use analytic software package. The software pipeline integrates data normalization, statistical correlation calculation, statistical significance evaluation, and association network construction steps. We applied the eLSA technique to microbial community and gene expression datasets, where unique time-dependent associations were identified. The extended LSA analysis technique was demonstrated to reveal statistically significant local and potentially time-delayed association patterns in replicated time series data beyond that of ordinary correlation analysis. These statistically significant associations can provide insights to the real dynamics of biological systems. The newly designed eLSA software efficiently streamlines the analysis and is freely available from the eLSA homepage, which can be accessed at http://meta.usc.edu/softs/lsa.

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...

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...

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.

DIY Solar Market Analysis Webinar Series: Solar Resource and Technical

Science.gov (United States)

Series: Solar Resource and Technical Potential DIY Solar Market Analysis Webinar Series: Solar Resource and Technical Potential Wednesday, June 11, 2014 As part of a Do-It-Yourself Solar Market Analysis Potential | State, Local, and Tribal Governments | NREL DIY Solar Market Analysis Webinar

High-speed image analysis reveals chaotic vibratory behaviors of pathological vocal folds

Energy Technology Data Exchange (ETDEWEB)

Zhang Yu, E-mail: yuzhang@xmu.edu.c [Key Laboratory of Underwater Acoustic Communication and Marine Information Technology of the Ministry of Education, Xiamen University, Xiamen Fujian 361005 (China); Shao Jun [Shanghai EENT Hospital of Fudan University, Shanghai (China); Krausert, Christopher R. [Department of Surgery, Division of Otolaryngology - Head and Neck Surgery, University of Wisconsin School of Medicine and Public Health, Madison, WI 53792-7375 (United States); Zhang Sai [Key Laboratory of Underwater Acoustic Communication and Marine Information Technology of the Ministry of Education, Xiamen University, Xiamen Fujian 361005 (China); Jiang, Jack J. [Shanghai EENT Hospital of Fudan University, Shanghai (China); Department of Surgery, Division of Otolaryngology - Head and Neck Surgery, University of Wisconsin School of Medicine and Public Health, Madison, WI 53792-7375 (United States)

2011-01-15

Research highlights: Low-dimensional human glottal area data. Evidence of chaos in human laryngeal activity from high-speed digital imaging. Traditional perturbation analysis should be cautiously applied to aperiodic high speed image signals. Nonlinear dynamic analysis may be helpful for understanding disordered behaviors in pathological laryngeal systems. - Abstract: Laryngeal pathology is usually associated with irregular dynamics of laryngeal activity. High-speed imaging facilitates direct observation and measurement of vocal fold vibrations. However, chaotic dynamic characteristics of aperiodic high-speed image data have not yet been investigated in previous studies. In this paper, we will apply nonlinear dynamic analysis and traditional perturbation methods to quantify high-speed image data from normal subjects and patients with various laryngeal pathologies including vocal fold nodules, polyps, bleeding, and polypoid degeneration. The results reveal the low-dimensional dynamic characteristics of human glottal area data. In comparison to periodic glottal area series from a normal subject, aperiodic glottal area series from pathological subjects show complex reconstructed phase space, fractal dimension, and positive Lyapunov exponents. The estimated positive Lyapunov exponents provide the direct evidence of chaos in pathological human vocal folds from high-speed digital imaging. Furthermore, significant differences between the normal and pathological groups are investigated for nonlinear dynamic and perturbation analyses. Jitter in the pathological group is significantly higher than in the normal group, but shimmer does not show such a difference. This finding suggests that the traditional perturbation analysis should be cautiously applied to high speed image signals. However, the correlation dimension and the maximal Lyapunov exponent reveal a statistically significant difference between normal and pathological groups. Nonlinear dynamic analysis is capable of

High-speed image analysis reveals chaotic vibratory behaviors of pathological vocal folds

International Nuclear Information System (INIS)

Zhang Yu; Shao Jun; Krausert, Christopher R.; Zhang Sai; Jiang, Jack J.

2011-01-01

Research highlights: → Low-dimensional human glottal area data. → Evidence of chaos in human laryngeal activity from high-speed digital imaging. → Traditional perturbation analysis should be cautiously applied to aperiodic high speed image signals. → Nonlinear dynamic analysis may be helpful for understanding disordered behaviors in pathological laryngeal systems. - Abstract: Laryngeal pathology is usually associated with irregular dynamics of laryngeal activity. High-speed imaging facilitates direct observation and measurement of vocal fold vibrations. However, chaotic dynamic characteristics of aperiodic high-speed image data have not yet been investigated in previous studies. In this paper, we will apply nonlinear dynamic analysis and traditional perturbation methods to quantify high-speed image data from normal subjects and patients with various laryngeal pathologies including vocal fold nodules, polyps, bleeding, and polypoid degeneration. The results reveal the low-dimensional dynamic characteristics of human glottal area data. In comparison to periodic glottal area series from a normal subject, aperiodic glottal area series from pathological subjects show complex reconstructed phase space, fractal dimension, and positive Lyapunov exponents. The estimated positive Lyapunov exponents provide the direct evidence of chaos in pathological human vocal folds from high-speed digital imaging. Furthermore, significant differences between the normal and pathological groups are investigated for nonlinear dynamic and perturbation analyses. Jitter in the pathological group is significantly higher than in the normal group, but shimmer does not show such a difference. This finding suggests that the traditional perturbation analysis should be cautiously applied to high speed image signals. However, the correlation dimension and the maximal Lyapunov exponent reveal a statistically significant difference between normal and pathological groups. Nonlinear dynamic

Allan deviation analysis of financial return series

Science.gov (United States)

Hernández-Pérez, R.

2012-05-01

We perform a scaling analysis for the return series of different financial assets applying the Allan deviation (ADEV), which is used in the time and frequency metrology to characterize quantitatively the stability of frequency standards since it has demonstrated to be a robust quantity to analyze fluctuations of non-stationary time series for different observation intervals. The data used are opening price daily series for assets from different markets during a time span of around ten years. We found that the ADEV results for the return series at short scales resemble those expected for an uncorrelated series, consistent with the efficient market hypothesis. On the other hand, the ADEV results for absolute return series for short scales (first one or two decades) decrease following approximately a scaling relation up to a point that is different for almost each asset, after which the ADEV deviates from scaling, which suggests that the presence of clustering, long-range dependence and non-stationarity signatures in the series drive the results for large observation intervals.

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.

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

Transcriptome analysis reveals key differentially expressed genes involved in wheat grain development

Directory of Open Access Journals (Sweden)

Yonglong Yu

2016-04-01

Full Text Available Wheat seed development is an important physiological process of seed maturation and directly affects wheat yield and quality. In this study, we performed dynamic transcriptome microarray analysis of an elite Chinese bread wheat cultivar (Jimai 20 during grain development using the GeneChip Wheat Genome Array. Grain morphology and scanning electron microscope observations showed that the period of 11–15 days post-anthesis (DPA was a key stage for the synthesis and accumulation of seed starch. Genome-wide transcriptional profiling and significance analysis of microarrays revealed that the period from 11 to 15 DPA was more important than the 15–20 DPA stage for the synthesis and accumulation of nutritive reserves. Series test of cluster analysis of differential genes revealed five statistically significant gene expression profiles. Gene ontology annotation and enrichment analysis gave further information about differentially expressed genes, and MapMan analysis revealed expression changes within functional groups during seed development. Metabolic pathway network analysis showed that major and minor metabolic pathways regulate one another to ensure regular seed development and nutritive reserve accumulation. We performed gene co-expression network analysis to identify genes that play vital roles in seed development and identified several key genes involved in important metabolic pathways. The transcriptional expression of eight key genes involved in starch and protein synthesis and stress defense was further validated by qRT-PCR. Our results provide new insight into the molecular mechanisms of wheat seed development and the determinants of yield and quality.

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.

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

Institute of Scientific and Technical Information of China (English)

RONG Yan-shu; TU Qi-pu

2005-01-01

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

Detrended fluctuation analysis based on higher-order moments of financial time series

Science.gov (United States)

Teng, Yue; Shang, Pengjian

2018-01-01

In this paper, a generalized method of detrended fluctuation analysis (DFA) is proposed as a new measure to assess the complexity of a complex dynamical system such as stock market. We extend DFA and local scaling DFA to higher moments such as skewness and kurtosis (labeled SMDFA and KMDFA), so as to investigate the volatility scaling property of financial time series. Simulations are conducted over synthetic and financial data for providing the comparative study. We further report the results of volatility behaviors in three American countries, three Chinese and three European stock markets by using DFA and LSDFA method based on higher moments. They demonstrate the dynamics behaviors of time series in different aspects, which can quantify the changes of complexity for stock market data and provide us with more meaningful information than single exponent. And the results reveal some higher moments volatility and higher moments multiscale volatility details that cannot be obtained using the traditional DFA method.

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.

Minimum entropy density method for the time series analysis

Science.gov (United States)

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

2009-01-01

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

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.

Time-Series Analysis of Continuously Monitored Blood Glucose: The Impacts of Geographic and Daily Lifestyle Factors

Directory of Open Access Journals (Sweden)

Sean T. Doherty

2015-01-01

Full Text Available Type 2 diabetes is known to be associated with environmental, behavioral, and lifestyle factors. However, the actual impacts of these factors on blood glucose (BG variation throughout the day have remained relatively unexplored. Continuous blood glucose monitors combined with human activity tracking technologies afford new opportunities for exploration in a naturalistic setting. Data from a study of 40 patients with diabetes is utilized in this paper, including continuously monitored BG, food/medicine intake, and patient activity/location tracked using global positioning systems over a 4-day period. Standard linear regression and more disaggregated time-series analysis using autoregressive integrated moving average (ARIMA are used to explore patient BG variation throughout the day and over space. The ARIMA models revealed a wide variety of BG correlating factors related to specific activity types, locations (especially those far from home, and travel modes, although the impacts were highly personal. Traditional variables related to food intake and medications were less often significant. Overall, the time-series analysis revealed considerable patient-by-patient variation in the effects of geographic and daily lifestyle factors. We would suggest that maps of BG spatial variation or an interactive messaging system could provide new tools to engage patients and highlight potential risk factors.

Dynamical analysis and visualization of tornadoes time series.

Directory of Open Access Journals (Sweden)

António M Lopes

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

Dynamical analysis and visualization of tornadoes time series.

Science.gov (United States)

Lopes, António M; Tenreiro Machado, J A

2015-01-01

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

Applied time series analysis and innovative computing

CERN Document Server

Ao, Sio-Iong

2010-01-01

This text is a systematic, state-of-the-art introduction to the use of innovative computing paradigms as an investigative tool for applications in time series analysis. It includes frontier case studies based on recent research.

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.

Fourier analysis of time series an introduction

CERN Document Server

Bloomfield, Peter

2000-01-01

A new, revised edition of a yet unrivaled work on frequency domain analysis Long recognized for his unique focus on frequency domain methods for the analysis of time series data as well as for his applied, easy-to-understand approach, Peter Bloomfield brings his well-known 1976 work thoroughly up to date. With a minimum of mathematics and an engaging, highly rewarding style, Bloomfield provides in-depth discussions of harmonic regression, harmonic analysis, complex demodulation, and spectrum analysis. All methods are clearly illustrated using examples of specific data sets, while ample

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.

Complex surface deformation of Akutan volcano, Alaska revealed from InSAR time series

Science.gov (United States)

Wang, Teng; DeGrandpre, Kimberly; Lu, Zhong; Freymueller, Jeffrey T.

2018-02-01

Akutan volcano is one of the most active volcanoes in the Aleutian arc. An intense swarm of volcano-tectonic earthquakes occurred across the island in 1996. Surface deformation after the 1996 earthquake sequence has been studied using Interferometric Synthetic Aperture Radar (InSAR), yet it is hard to determine the detailed temporal behavior and spatial extent of the deformation due to decorrelation and the sparse temporal sampling of SAR data. Atmospheric delay anomalies over Akutan volcano are also strong, bringing additional technical challenges. Here we present a time series InSAR analysis from 2003 to 2016 to reveal the surface deformation in more detail. Four tracks of Envisat data acquired from 2003 to 2010 and one track of TerraSAR-X data acquired from 2010 to 2016 are processed to produce high-resolution surface deformation, with a focus on studying two transient episodes of inflation in 2008 and 2014. For the TerraSAR-X data, the atmospheric delay is estimated and removed using the common-master stacking method. These derived deformation maps show a consistently uplifting area on the northeastern flank of the volcano. From the TerraSAR-X data, we quantify the velocity of the subsidence inside the caldera to be as high as 10 mm/year, and identify another subsidence area near the ground cracks created during the 1996 swarm.

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

Time series analysis methods and applications for flight data

CERN Document Server

Zhang, Jianye

2017-01-01

This book focuses on different facets of flight data analysis, including the basic goals, methods, and implementation techniques. As mass flight data possesses the typical characteristics of time series, the time series analysis methods and their application for flight data have been illustrated from several aspects, such as data filtering, data extension, feature optimization, similarity search, trend monitoring, fault diagnosis, and parameter prediction, etc. An intelligent information-processing platform for flight data has been established to assist in aircraft condition monitoring, training evaluation and scientific maintenance. The book will serve as a reference resource for people working in aviation management and maintenance, as well as researchers and engineers in the fields of data analysis and data mining.

BiGGEsTS: integrated environment for biclustering analysis of time series gene expression data

Directory of Open Access Journals (Sweden)

Madeira Sara C

2009-07-01

Full Text Available Abstract Background The ability to monitor changes in expression patterns over time, and to observe the emergence of coherent temporal responses using expression time series, is critical to advance our understanding of complex biological processes. Biclustering has been recognized as an effective method for discovering local temporal expression patterns and unraveling potential regulatory mechanisms. The general biclustering problem is NP-hard. In the case of time series this problem is tractable, and efficient algorithms can be used. However, there is still a need for specialized applications able to take advantage of the temporal properties inherent to expression time series, both from a computational and a biological perspective. Findings BiGGEsTS makes available state-of-the-art biclustering algorithms for analyzing expression time series. Gene Ontology (GO annotations are used to assess the biological relevance of the biclusters. Methods for preprocessing expression time series and post-processing results are also included. The analysis is additionally supported by a visualization module capable of displaying informative representations of the data, including heatmaps, dendrograms, expression charts and graphs of enriched GO terms. Conclusion BiGGEsTS is a free open source graphical software tool for revealing local coexpression of genes in specific intervals of time, while integrating meaningful information on gene annotations. It is freely available at: http://kdbio.inesc-id.pt/software/biggests. We present a case study on the discovery of transcriptional regulatory modules in the response of Saccharomyces cerevisiae to heat stress.

Time series analysis and its applications with R examples

CERN Document Server

Shumway, Robert H

2017-01-01

The fourth edition of this popular graduate textbook, like its predecessors, presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using nontrivial data illustrate solutions to problems such as discovering natural and anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and monitoring a nuclear test ban treaty. The book is designed as a textbook for graduate level students in the physical, biological, and social sciences and as a graduate level text in statistics. Some parts may also serve as an undergraduate introductory course. Theory and methodology are separated to allow presentations on different levels. In addition to coverage of classical methods of time series regression, ARIMA models, spectral analysis and state-space models, the text includes modern developments including categorical time series analysis, multivariate spectral methods, long memory series, nonli...

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.

Harmonic Analysis of a Nonstationary Series of Temperature Paleoreconstruction for the Central Part of Greenland

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T.E. Danova

2016-06-01

Full Text Available The results of the investigations of a transformed series of reconstructed air temperature data for the central part of Greenland with an increment of 30 years have been presented. Stationarization of a ~ 50,000-years’ series of the reconstructed air temperature in the central part of Greenland according to ice core data has been performed using mathematical expectation. To obtain mathematical expectation estimation, the smoothing procedure by the methods of moving average and wavelet analysis has been carried out. Fourier’s transformation has been applied repeatedly to the stationarized series with changing the averaging time in the process of smoothing. Three averaging time values have been selected for the investigations: ~ 400–500 years, ~ 2,000 years, and ~ 4,000 years. Stationarization of the reconstructed temperature series with the help of wavelet transformation showed the best results when applying the averaging time of ~ 400 and ~ 2000 years, the trends well characterize the initial temperature series, there-by revealing the main patterns of its dynamics. Using the period with the averaging time of ~ 4,000 years showed the worst result: significant events of the main temperature series were lost in the process of averaging. The obtained results well correspond to cycling known to be inherent to the climatic system of the planet; the detected modes of 1,470 ± 500 years are comparable to the Dansgaard–Oeschger and Bond oscillations.

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

Science.gov (United States)

Zhuang, Enyu; Small, Michael; Feng, Gang

2014-09-01

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

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.

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.

A taylor series approach to survival analysis

International Nuclear Information System (INIS)

Brodsky, J.B.; Groer, P.G.

1984-09-01

A method of survival analysis using hazard functions is developed. The method uses the well known mathematical theory for Taylor Series. Hypothesis tests of the adequacy of many statistical models, including proportional hazards and linear and/or quadratic dose responses, are obtained. A partial analysis of leukemia mortality in the Life Span Study cohort is used as an example. Furthermore, a relatively robust estimation procedure for the proportional hazards model is proposed. (author)

Lecture notes for Advanced Time Series Analysis

DEFF Research Database (Denmark)

Madsen, Henrik; Holst, Jan

1997-01-01

A first version of this notes was used at the lectures in Grenoble, and they are now extended and improved (together with Jan Holst), and used in Ph.D. courses on Advanced Time Series Analysis at IMM and at the Department of Mathematical Statistics, University of Lund, 1994, 1997, ...

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.

Sustainability of Italian budgetary policies: a time series analysis (1862-2013

Directory of Open Access Journals (Sweden)

Gordon L. Brady

2017-12-01

Full Text Available In this paper, we analyze the sustainability of Italian public finances using a unique database covering the period 1862-2013. This paper focuses on empirical tests for the sustainability and solvency of fiscal policies. A necessary but not sufficient condition implies that the growth rate of public debt should in the limit be smaller than the asymptotic rate of interest. In addition, the debt-to-GDP ratio must eventually stabilize at a steady-state level. The results of unit root and stationarity tests show that the variables are non-stationary at levels, but stationary in first-differences form, or I(1. However, some breaks in the series emerge, given internal and external crises (wars, oil shocks, regime changes, institutional reforms. Therefore, the empirical analysis is conducted for the entire period, as well as two sub‐periods (1862‐1913 and 1947‐2013. Moreover, anecdotal evidence and visual inspection of the series confirm our results. Furthermore, we conduct tests on cointegration, which evidence that a long-run relationship between public expenditure and revenues is found only for the first sub-period (1862-1913. In essence, the paper’s results reveal that Italy have sustainability problems in the Republican age.

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.

Multidimensional scaling analysis of financial time series based on modified cross-sample entropy methods

Science.gov (United States)

He, Jiayi; Shang, Pengjian; Xiong, Hui

2018-06-01

Stocks, as the concrete manifestation of financial time series with plenty of potential information, are often used in the study of financial time series. In this paper, we utilize the stock data to recognize their patterns through out the dissimilarity matrix based on modified cross-sample entropy, then three-dimensional perceptual maps of the results are provided through multidimensional scaling method. Two modified multidimensional scaling methods are proposed in this paper, that is, multidimensional scaling based on Kronecker-delta cross-sample entropy (MDS-KCSE) and multidimensional scaling based on permutation cross-sample entropy (MDS-PCSE). These two methods use Kronecker-delta based cross-sample entropy and permutation based cross-sample entropy to replace the distance or dissimilarity measurement in classical multidimensional scaling (MDS). Multidimensional scaling based on Chebyshev distance (MDSC) is employed to provide a reference for comparisons. Our analysis reveals a clear clustering both in synthetic data and 18 indices from diverse stock markets. It implies that time series generated by the same model are easier to have similar irregularity than others, and the difference in the stock index, which is caused by the country or region and the different financial policies, can reflect the irregularity in the data. In the synthetic data experiments, not only the time series generated by different models can be distinguished, the one generated under different parameters of the same model can also be detected. In the financial data experiment, the stock indices are clearly divided into five groups. Through analysis, we find that they correspond to five regions, respectively, that is, Europe, North America, South America, Asian-Pacific (with the exception of mainland China), mainland China and Russia. The results also demonstrate that MDS-KCSE and MDS-PCSE provide more effective divisions in experiments than MDSC.

Time series analysis of barometric pressure data

International Nuclear Information System (INIS)

La Rocca, Paola; Riggi, Francesco; Riggi, Daniele

2010-01-01

Time series of atmospheric pressure data, collected over a period of several years, were analysed to provide undergraduate students with educational examples of application of simple statistical methods of analysis. In addition to basic methods for the analysis of periodicities, a comparison of two forecast models, one based on autoregression algorithms, and the other making use of an artificial neural network, was made. Results show that the application of artificial neural networks may give slightly better results compared to traditional methods.

Handbook of Time Series Analysis Recent Theoretical Developments and Applications

CERN Document Server

Schelter, Björn; Timmer, Jens

2006-01-01

This handbook provides an up-to-date survey of current research topics and applications of time series analysis methods written by leading experts in their fields. It covers recent developments in univariate as well as bivariate and multivariate time series analysis techniques ranging from physics' to life sciences' applications. Each chapter comprises both methodological aspects and applications to real world complex systems, such as the human brain or Earth's climate. Covering an exceptionally broad spectrum of topics, beginners, experts and practitioners who seek to understand the latest de

Time-series analysis of Nigeria rice supply and demand: Error ...

African Journals Online (AJOL)

The study examined a time-series analysis of Nigeria rice supply and demand with a view to determining any long-run equilibrium between them using the Error Correction Model approach (ECM). The data used for the study represents the annual series of 1960-2007 (47 years) for rice supply and demand in Nigeria, ...

Time Series Factor Analysis with an Application to Measuring Money

NARCIS (Netherlands)

Gilbert, Paul D.; Meijer, Erik

2005-01-01

Time series factor analysis (TSFA) and its associated statistical theory is developed. Unlike dynamic factor analysis (DFA), TSFA obviates the need for explicitly modeling the process dynamics of the underlying phenomena. It also differs from standard factor analysis (FA) in important respects: the

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

Science.gov (United States)

Liang, X. S.

2017-12-01

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

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

Science.gov (United States)

Deng, Weihui; Wang, Guoyin

2017-07-01

The rapid development of time-series data mining provides an emerging method for water resource management research. In this paper, based on the time-series data mining methodology, we propose a novel and general analysis framework for water quality time-series data. It consists of two parts: implementation components and common tasks of time-series data mining in water quality data. In the first part, we propose to granulate the time series into several two-dimensional normal clouds and calculate the similarities in the granulated level. On the basis of the similarity matrix, the similarity search, anomaly detection, and pattern discovery tasks in the water quality time-series instance dataset can be easily implemented in the second part. We present a case study of this analysis framework on weekly Dissolve Oxygen time-series data collected from five monitoring stations on the upper reaches of Yangtze River, China. It discovered the relationship of water quality in the mainstream and tributary as well as the main changing patterns of DO. The experimental results show that the proposed analysis framework is a feasible and efficient method to mine the hidden and valuable knowledge from water quality historical time-series data. Copyright © 2017 Elsevier Ltd. All rights reserved.

Semi-automated landmark-based 3D analysis reveals new morphometric characteristics in the trochlear dysplastic femur.

Science.gov (United States)

Van Haver, Annemieke; De Roo, Karel; De Beule, Matthieu; Van Cauter, Sofie; Audenaert, Emmanuel; Claessens, Tom; Verdonk, Peter

2014-11-01

The authors hypothesise that the trochlear dysplastic distal femur is not only characterised by morphological changes to the trochlea. The purpose of this study is to describe the morphological characteristics of the trochlear dysplastic femur in and outside the trochlear region with a landmark-based 3D analysis. Arthro-CT scans of 20 trochlear dysplastic and 20 normal knees were used to generate 3D models including the cartilage. To rule out size differences, a set of landmarks were defined on the distal femur to isotropically scale the 3D models to a standard size. A predefined series of landmark-based reference planes were applied on the distal femur. With these landmarks and reference planes, a series of previously described characteristics associated with trochlear dysplasia as well as a series of morphometric characteristics were measured. For the previously described characteristics, the analysis replicated highly significant differences between trochlear dysplastic and normal knees. Furthermore, the analysis showed that, when knee size is taken into account, the cut-off values of the trochlear bump and depth would be 1 mm larger in the largest knees compared to the smallest knees. For the morphometric characteristics, the analysis revealed that the trochlear dysplastic femur is also characterised by a 10% smaller intercondylar notch, 6-8% larger posterior condyles (lateral-medial) in the anteroposterior direction and a 6% larger medial condyle in the proximodistal direction compared to a normal femur. This study shows that knee size is important in the application of absolute metric cut-off values and that the posterior femur also shows a significantly different morphology.

Spectral Unmixing Analysis of Time Series Landsat 8 Images

Science.gov (United States)

Zhuo, R.; Xu, L.; Peng, J.; Chen, Y.

2018-05-01

Temporal analysis of Landsat 8 images opens up new opportunities in the unmixing procedure. Although spectral analysis of time series Landsat imagery has its own advantage, it has rarely been studied. Nevertheless, using the temporal information can provide improved unmixing performance when compared to independent image analyses. Moreover, different land cover types may demonstrate different temporal patterns, which can aid the discrimination of different natures. Therefore, this letter presents time series K-P-Means, a new solution to the problem of unmixing time series Landsat imagery. The proposed approach is to obtain the "purified" pixels in order to achieve optimal unmixing performance. The vertex component analysis (VCA) is used to extract endmembers for endmember initialization. First, nonnegative least square (NNLS) is used to estimate abundance maps by using the endmember. Then, the estimated endmember is the mean value of "purified" pixels, which is the residual of the mixed pixel after excluding the contribution of all nondominant endmembers. Assembling two main steps (abundance estimation and endmember update) into the iterative optimization framework generates the complete algorithm. Experiments using both simulated and real Landsat 8 images show that the proposed "joint unmixing" approach provides more accurate endmember and abundance estimation results compared with "separate unmixing" approach.

Nonlinear Time Series Analysis via Neural Networks

Science.gov (United States)

Volná, Eva; Janošek, Michal; Kocian, Václav; Kotyrba, Martin

This article deals with a time series analysis based on neural networks in order to make an effective forex market [Moore and Roche, J. Int. Econ. 58, 387-411 (2002)] pattern recognition. Our goal is to find and recognize important patterns which repeatedly appear in the market history to adapt our trading system behaviour based on them.

Biological time series analysis using a context free language: applicability to pulsatile hormone data.

Directory of Open Access Journals (Sweden)

Dennis A Dean

Full Text Available We present a novel approach for analyzing biological time-series data using a context-free language (CFL representation that allows the extraction and quantification of important features from the time-series. This representation results in Hierarchically AdaPtive (HAP analysis, a suite of multiple complementary techniques that enable rapid analysis of data and does not require the user to set parameters. HAP analysis generates hierarchically organized parameter distributions that allow multi-scale components of the time-series to be quantified and includes a data analysis pipeline that applies recursive analyses to generate hierarchically organized results that extend traditional outcome measures such as pharmacokinetics and inter-pulse interval. Pulsicons, a novel text-based time-series representation also derived from the CFL approach, are introduced as an objective qualitative comparison nomenclature. We apply HAP to the analysis of 24 hours of frequently sampled pulsatile cortisol hormone data, which has known analysis challenges, from 14 healthy women. HAP analysis generated results in seconds and produced dozens of figures for each participant. The results quantify the observed qualitative features of cortisol data as a series of pulse clusters, each consisting of one or more embedded pulses, and identify two ultradian phenotypes in this dataset. HAP analysis is designed to be robust to individual differences and to missing data and may be applied to other pulsatile hormones. Future work can extend HAP analysis to other time-series data types, including oscillatory and other periodic physiological signals.

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.

Time Series Analysis OF SAR Image Fractal Maps: The Somma-Vesuvio Volcanic Complex Case Study

Science.gov (United States)

Pepe, Antonio; De Luca, Claudio; Di Martino, Gerardo; Iodice, Antonio; Manzo, Mariarosaria; Pepe, Susi; Riccio, Daniele; Ruello, Giuseppe; Sansosti, Eugenio; Zinno, Ivana

2016-04-01

The fractal dimension is a significant geophysical parameter describing natural surfaces representing the distribution of the roughness over different spatial scale; in case of volcanic structures, it has been related to the specific nature of materials and to the effects of active geodynamic processes. In this work, we present the analysis of the temporal behavior of the fractal dimension estimates generated from multi-pass SAR images relevant to the Somma-Vesuvio volcanic complex (South Italy). To this aim, we consider a Cosmo-SkyMed data-set of 42 stripmap images acquired from ascending orbits between October 2009 and December 2012. Starting from these images, we generate a three-dimensional stack composed by the corresponding fractal maps (ordered according to the acquisition dates), after a proper co-registration. The time-series of the pixel-by-pixel estimated fractal dimension values show that, over invariant natural areas, the fractal dimension values do not reveal significant changes; on the contrary, over urban areas, it correctly assumes values outside the natural surfaces fractality range and show strong fluctuations. As a final result of our analysis, we generate a fractal map that includes only the areas where the fractal dimension is considered reliable and stable (i.e., whose standard deviation computed over the time series is reasonably small). The so-obtained fractal dimension map is then used to identify areas that are homogeneous from a fractal viewpoint. Indeed, the analysis of this map reveals the presence of two distinctive landscape units corresponding to the Mt. Vesuvio and Gran Cono. The comparison with the (simplified) geological map clearly shows the presence in these two areas of volcanic products of different age. The presented fractal dimension map analysis demonstrates the ability to get a figure about the evolution degree of the monitored volcanic edifice and can be profitably extended in the future to other volcanic systems with

Empirical mode decomposition and long-range correlation analysis of sunspot time series

International Nuclear Information System (INIS)

Zhou, Yu; Leung, Yee

2010-01-01

Sunspots, which are the best known and most variable features of the solar surface, affect our planet in many ways. The number of sunspots during a period of time is highly variable and arouses strong research interest. When multifractal detrended fluctuation analysis (MF-DFA) is employed to study the fractal properties and long-range correlation of the sunspot series, some spurious crossover points might appear because of the periodic and quasi-periodic trends in the series. However many cycles of solar activities can be reflected by the sunspot time series. The 11-year cycle is perhaps the most famous cycle of the sunspot activity. These cycles pose problems for the investigation of the scaling behavior of sunspot time series. Using different methods to handle the 11-year cycle generally creates totally different results. Using MF-DFA, Movahed and co-workers employed Fourier truncation to deal with the 11-year cycle and found that the series is long-range anti-correlated with a Hurst exponent, H, of about 0.12. However, Hu and co-workers proposed an adaptive detrending method for the MF-DFA and discovered long-range correlation characterized by H≈0.74. In an attempt to get to the bottom of the problem in the present paper, empirical mode decomposition (EMD), a data-driven adaptive method, is applied to first extract the components with different dominant frequencies. MF-DFA is then employed to study the long-range correlation of the sunspot time series under the influence of these components. On removing the effects of these periods, the natural long-range correlation of the sunspot time series can be revealed. With the removal of the 11-year cycle, a crossover point located at around 60 months is discovered to be a reasonable point separating two different time scale ranges, H≈0.72 and H≈1.49. And on removing all cycles longer than 11 years, we have H≈0.69 and H≈0.28. The three cycle-removing methods—Fourier truncation, adaptive detrending and the

Topological data analysis of financial time series: Landscapes of crashes

Science.gov (United States)

Gidea, Marian; Katz, Yuri

2018-02-01

We explore the evolution of daily returns of four major US stock market indices during the technology crash of 2000, and the financial crisis of 2007-2009. Our methodology is based on topological data analysis (TDA). We use persistence homology to detect and quantify topological patterns that appear in multidimensional time series. Using a sliding window, we extract time-dependent point cloud data sets, to which we associate a topological space. We detect transient loops that appear in this space, and we measure their persistence. This is encoded in real-valued functions referred to as a 'persistence landscapes'. We quantify the temporal changes in persistence landscapes via their Lp-norms. We test this procedure on multidimensional time series generated by various non-linear and non-equilibrium models. We find that, in the vicinity of financial meltdowns, the Lp-norms exhibit strong growth prior to the primary peak, which ascends during a crash. Remarkably, the average spectral density at low frequencies of the time series of Lp-norms of the persistence landscapes demonstrates a strong rising trend for 250 trading days prior to either dotcom crash on 03/10/2000, or to the Lehman bankruptcy on 09/15/2008. Our study suggests that TDA provides a new type of econometric analysis, which complements the standard statistical measures. The method can be used to detect early warning signals of imminent market crashes. We believe that this approach can be used beyond the analysis of financial time series presented here.

Statistical significance approximation in local trend analysis of high-throughput time-series data using the theory of Markov chains.

Science.gov (United States)

Xia, Li C; Ai, Dongmei; Cram, Jacob A; Liang, Xiaoyi; Fuhrman, Jed A; Sun, Fengzhu

2015-09-21

Local trend (i.e. shape) analysis of time series data reveals co-changing patterns in dynamics of biological systems. However, slow permutation procedures to evaluate the statistical significance of local trend scores have limited its applications to high-throughput time series data analysis, e.g., data from the next generation sequencing technology based studies. By extending the theories for the tail probability of the range of sum of Markovian random variables, we propose formulae for approximating the statistical significance of local trend scores. Using simulations and real data, we show that the approximate p-value is close to that obtained using a large number of permutations (starting at time points >20 with no delay and >30 with delay of at most three time steps) in that the non-zero decimals of the p-values obtained by the approximation and the permutations are mostly the same when the approximate p-value is less than 0.05. In addition, the approximate p-value is slightly larger than that based on permutations making hypothesis testing based on the approximate p-value conservative. The approximation enables efficient calculation of p-values for pairwise local trend analysis, making large scale all-versus-all comparisons possible. We also propose a hybrid approach by integrating the approximation and permutations to obtain accurate p-values for significantly associated pairs. We further demonstrate its use with the analysis of the Polymouth Marine Laboratory (PML) microbial community time series from high-throughput sequencing data and found interesting organism co-occurrence dynamic patterns. The software tool is integrated into the eLSA software package that now provides accelerated local trend and similarity analysis pipelines for time series data. The package is freely available from the eLSA website: http://bitbucket.org/charade/elsa.

Time series analysis in astronomy: Limits and potentialities

DEFF Research Database (Denmark)

Vio, R.; Kristensen, N.R.; Madsen, Henrik

2005-01-01

In this paper we consider the problem of the limits concerning the physical information that can be extracted from the analysis of one or more time series ( light curves) typical of astrophysical objects. On the basis of theoretical considerations and numerical simulations, we show that with no a...

Multi-granular trend detection for time-series analysis

NARCIS (Netherlands)

van Goethem, A.I.; Staals, F.; Löffler, M.; Dykes, J.; Speckmann, B.

2017-01-01

Time series (such as stock prices) and ensembles (such as model runs for weather forecasts) are two important types of one-dimensional time-varying data. Such data is readily available in large quantities but visual analysis of the raw data quickly becomes infeasible, even for moderately sized data

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%.

Cycles, scaling and crossover phenomenon in length of the day (LOD) time series

Science.gov (United States)

Telesca, Luciano

2007-06-01

The dynamics of the temporal fluctuations of the length of the day (LOD) time series from January 1, 1962 to November 2, 2006 were investigated. The power spectrum of the whole time series has revealed annual, semi-annual, decadal and daily oscillatory behaviors, correlated with oceanic-atmospheric processes and interactions. The scaling behavior was analyzed by using the detrended fluctuation analysis (DFA), which has revealed two different scaling regimes, separated by a crossover timescale at approximately 23 days. Flicker-noise process can describe the dynamics of the LOD time regime involving intermediate and long timescales, while Brownian dynamics characterizes the LOD time series for small timescales.

Time series analysis of nuclear instrumentation in EBR-II

International Nuclear Information System (INIS)

Imel, G.R.

1996-01-01

Results of a time series analysis of the scaler count data from the 3 wide range nuclear detectors in the Experimental Breeder Reactor-II are presented. One of the channels was replaced, and it was desired to determine if there was any statistically significant change (ie, improvement) in the channel's response after the replacement. Data were collected from all 3 channels for 16-day periods before and after detector replacement. Time series analysis and statistical tests showed that there was no significant change after the detector replacement. Also, there were no statistically significant differences among the 3 channels, either before or after the replacement. Finally, it was determined that errors in the reactivity change inferred from subcritical count monitoring during fuel handling would be on the other of 20-30 cents for single count intervals

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

Science.gov (United States)

zhang, L.

2011-12-01

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

Time-series analysis in imatinib-resistant chronic myeloid leukemia K562-cells under different drug treatments.

Science.gov (United States)

Zhao, Yan-Hong; Zhang, Xue-Fang; Zhao, Yan-Qiu; Bai, Fan; Qin, Fan; Sun, Jing; Dong, Ying

2017-08-01

Chronic myeloid leukemia (CML) is characterized by the accumulation of active BCR-ABL protein. Imatinib is the first-line treatment of CML; however, many patients are resistant to this drug. In this study, we aimed to compare the differences in expression patterns and functions of time-series genes in imatinib-resistant CML cells under different drug treatments. GSE24946 was downloaded from the GEO database, which included 17 samples of K562-r cells with (n=12) or without drug administration (n=5). Three drug treatment groups were considered for this study: arsenic trioxide (ATO), AMN107, and ATO+AMN107. Each group had one sample at each time point (3, 12, 24, and 48 h). Time-series genes with a ratio of standard deviation/average (coefficient of variation) >0.15 were screened, and their expression patterns were revealed based on Short Time-series Expression Miner (STEM). Then, the functional enrichment analysis of time-series genes in each group was performed using DAVID, and the genes enriched in the top ten functional categories were extracted to detect their expression patterns. Different time-series genes were identified in the three groups, and most of them were enriched in the ribosome and oxidative phosphorylation pathways. Time-series genes in the three treatment groups had different expression patterns and functions. Time-series genes in the ATO group (e.g. CCNA2 and DAB2) were significantly associated with cell adhesion, those in the AMN107 group were related to cellular carbohydrate metabolic process, while those in the ATO+AMN107 group (e.g. AP2M1) were significantly related to cell proliferation and antigen processing. In imatinib-resistant CML cells, ATO could influence genes related to cell adhesion, AMN107 might affect genes involved in cellular carbohydrate metabolism, and the combination therapy might regulate genes involved in cell proliferation.

Time series analysis in chaotic diode resonator circuit

Energy Technology Data Exchange (ETDEWEB)

Hanias, M.P. [TEI of Chalkis, GR 34400, Evia, Chalkis (Greece)] e-mail: mhanias@teihal.gr; Giannaris, G. [TEI of Chalkis, GR 34400, Evia, Chalkis (Greece); Spyridakis, A. [TEI of Chalkis, GR 34400, Evia, Chalkis (Greece); Rigas, A. [TEI of Chalkis, GR 34400, Evia, Chalkis (Greece)

2006-01-01

A diode resonator chaotic circuit is presented. Multisim is used to simulate the circuit and show the presence of chaos. Time series analysis performed by the method proposed by Grasberger and Procaccia. The correlation and minimum embedding dimension {nu} and m {sub min}, respectively, were calculated. Also the corresponding Kolmogorov entropy was calculated.

Time series analysis in chaotic diode resonator circuit

International Nuclear Information System (INIS)

Hanias, M.P.; Giannaris, G.; Spyridakis, A.; Rigas, A.

2006-01-01

A diode resonator chaotic circuit is presented. Multisim is used to simulate the circuit and show the presence of chaos. Time series analysis performed by the method proposed by Grasberger and Procaccia. The correlation and minimum embedding dimension ν and m min , respectively, were calculated. Also the corresponding Kolmogorov entropy was calculated

Notes on economic time series analysis system theoretic perspectives

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...

Correlation between detrended fluctuation analysis and the Lempel-Ziv complexity in nonlinear time series analysis

International Nuclear Information System (INIS)

Tang You-Fu; Liu Shu-Lin; Jiang Rui-Hong; Liu Ying-Hui

2013-01-01

We study the correlation between detrended fluctuation analysis (DFA) and the Lempel-Ziv complexity (LZC) in nonlinear time series analysis in this paper. Typical dynamic systems including a logistic map and a Duffing model are investigated. Moreover, the influence of Gaussian random noise on both the DFA and LZC are analyzed. The results show a high correlation between the DFA and LZC, which can quantify the non-stationarity and the nonlinearity of the time series, respectively. With the enhancement of the random component, the exponent a and the normalized complexity index C show increasing trends. In addition, C is found to be more sensitive to the fluctuation in the nonlinear time series than α. Finally, the correlation between the DFA and LZC is applied to the extraction of vibration signals for a reciprocating compressor gas valve, and an effective fault diagnosis result is obtained

Using Lasers and X-rays to Reveal the Motion of Atoms and Electrons (LBNL Summer Lecture Series)

Energy Technology Data Exchange (ETDEWEB)

Schoenlein, Robert [Deputy Director, Advanced Light Source

2009-07-07

Summer Lecture Series 2009: The ultrafast motion of atoms and electrons lies at the heart of chemical reactions, advanced materials with exotic properties, and biological processes such as the first event in vision. Bob Schoenlein, Deputy Director for Science at the Advanced Light Source, will discuss how such processes are revealed by using laser pulses spanning a millionth of a billionth of a second, and how a new generation of light sources will bring the penetrating power of x-rays to the world of ultrafast science.

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

Science.gov (United States)

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

2016-01-01

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

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

Directory of Open Access Journals (Sweden)

John P Marken

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

Sensitivity analysis of machine-learning models of hydrologic time series

Science.gov (United States)

O'Reilly, A. M.

2017-12-01

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

Mapping air temperature using time series analysis of LST : The SINTESI approach

NARCIS (Netherlands)

Alfieri, S.M.; De Lorenzi, F.; Menenti, M.

2013-01-01

This paper presents a new procedure to map time series of air temperature (Ta) at fine spatial resolution using time series analysis of satellite-derived land surface temperature (LST) observations. The method assumes that air temperature is known at a single (reference) location such as in gridded

Time Series Data Analysis of Wireless Sensor Network Measurements of Temperature.

Science.gov (United States)

Bhandari, Siddhartha; Bergmann, Neil; Jurdak, Raja; Kusy, Branislav

2017-05-26

Wireless sensor networks have gained significant traction in environmental signal monitoring and analysis. The cost or lifetime of the system typically depends on the frequency at which environmental phenomena are monitored. If sampling rates are reduced, energy is saved. Using empirical datasets collected from environmental monitoring sensor networks, this work performs time series analyses of measured temperature time series. Unlike previous works which have concentrated on suppressing the transmission of some data samples by time-series analysis but still maintaining high sampling rates, this work investigates reducing the sampling rate (and sensor wake up rate) and looks at the effects on accuracy. Results show that the sampling period of the sensor can be increased up to one hour while still allowing intermediate and future states to be estimated with interpolation RMSE less than 0.2 °C and forecasting RMSE less than 1 °C.

The physiology analysis system: an integrated approach for warehousing, management and analysis of time-series physiology data.

Science.gov (United States)

McKenna, Thomas M; Bawa, Gagandeep; Kumar, Kamal; Reifman, Jaques

2007-04-01

The physiology analysis system (PAS) was developed as a resource to support the efficient warehousing, management, and analysis of physiology data, particularly, continuous time-series data that may be extensive, of variable quality, and distributed across many files. The PAS incorporates time-series data collected by many types of data-acquisition devices, and it is designed to free users from data management burdens. This Web-based system allows both discrete (attribute) and time-series (ordered) data to be manipulated, visualized, and analyzed via a client's Web browser. All processes occur on a server, so that the client does not have to download data or any application programs, and the PAS is independent of the client's computer operating system. The PAS contains a library of functions, written in different computer languages that the client can add to and use to perform specific data operations. Functions from the library are sequentially inserted into a function chain-based logical structure to construct sophisticated data operators from simple function building blocks, affording ad hoc query and analysis of time-series data. These features support advanced mining of physiology data.

Mathematical methods in time series analysis and digital image processing

CERN Document Server

Kurths, J; Maass, P; Timmer, J

2008-01-01

The aim of this volume is to bring together research directions in theoretical signal and imaging processing developed rather independently in electrical engineering, theoretical physics, mathematics and the computer sciences. In particular, mathematically justified algorithms and methods, the mathematical analysis of these algorithms, and methods as well as the investigation of connections between methods from time series analysis and image processing are reviewed. An interdisciplinary comparison of these methods, drawing upon common sets of test problems from medicine and geophysical/enviromental sciences, is also addressed. This volume coherently summarizes work carried out in the field of theoretical signal and image processing. It focuses on non-linear and non-parametric models for time series as well as on adaptive methods in image processing.

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)""…

Fractal analysis and nonlinear forecasting of indoor 222Rn time series

International Nuclear Information System (INIS)

Pausch, G.; Bossew, P.; Hofmann, W.; Steger, F.

1998-01-01

Fractal analyses of indoor 222 Rn time series were performed using different chaos theory based measurements such as time delay method, Hurst's rescaled range analysis, capacity (fractal) dimension, and Lyapunov exponent. For all time series we calculated only positive Lyapunov exponents which is a hint to chaos, while the Hurst exponents were well below 0.5, indicating antipersistent behaviour (past trends tend to reverse in the future). These time series were also analyzed with a nonlinear prediction method which allowed an estimation of the embedding dimensions with some restrictions, limiting the prediction to about three relative time steps. (orig.)

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

The Photoplethismographic Signal Processed with Nonlinear Time Series Analysis Tools

International Nuclear Information System (INIS)

Hernandez Caceres, Jose Luis; Hong, Rolando; Garcia Lanz, Abel; Garcia Dominguez, Luis; Cabannas, Karelia

2001-01-01

Finger photoplethismography (PPG) signals were submitted to nonlinear time series analysis. The applied analytical techniques were: (i) High degree polynomial fitting for baseline estimation; (ii) FFT analysis for estimating power spectra; (iii) fractal dimension estimation via the Higuchi's time-domain method, and (iv) kernel nonparametric estimation for reconstructing noise free-attractors and also for estimating signal's stochastic components

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

Directory of Open Access Journals (Sweden)

Heiko Balzter

2015-03-01

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

Time series analysis of gold production in Malaysia

Science.gov (United States)

Muda, Nora; Hoon, Lee Yuen

2012-05-01

Gold is a soft, malleable, bright yellow metallic element and unaffected by air or most reagents. It is highly valued as an asset or investment commodity and is extensively used in jewellery, industrial application, dentistry and medical applications. In Malaysia, gold mining is limited in several areas such as Pahang, Kelantan, Terengganu, Johor and Sarawak. The main purpose of this case study is to obtain a suitable model for the production of gold in Malaysia. The model can also be used to predict the data of Malaysia's gold production in the future. Box-Jenkins time series method was used to perform time series analysis with the following steps: identification, estimation, diagnostic checking and forecasting. In addition, the accuracy of prediction is tested using mean absolute percentage error (MAPE). From the analysis, the ARIMA (3,1,1) model was found to be the best fitted model with MAPE equals to 3.704%, indicating the prediction is very accurate. Hence, this model can be used for forecasting. This study is expected to help the private and public sectors to understand the gold production scenario and later plan the gold mining activities in Malaysia.

Analysis of isoelectron isonuclear series of holovalent tetraelectron compounds as a system of bicomponent chemical compounds

International Nuclear Information System (INIS)

Vigdorovich, V.N.; Dzhuraev, T.D.

1985-01-01

Analogs and prototypes of the compounds supplementing the system of isoelectron isonuclear series of holovalent tetraelectron compounds by Gorunova are revealed. The investigation of all series of tetraelectron ovalenthol compounds allows one to supplement the variety of known series used for regular tracing and forecasting of compound properties (series of cation and anion substitutions by isonuclear series of the A 4 B 4 , A 3 B 5 , A 1 B 7 type and others compounds. The above series for medium ordinal numbers anti Z equal 10, 14, 18, 23 and 36 permit to illustrate the possibility of existence of such analogs or series, for example for the compounds of the type A 3 -- B 5 :AlN-BP or Z=1(f AlP-ScN-BV (for Z=14), ScP-AlV (for Z=18), GaP-AlAs-YN-BNb ( for Z=23) and YAs-GaNb-InV-ScSb-LaP-AlPr (for Z=36)

Analysis and implementation of LLC-T series parallel resonant ...

African Journals Online (AJOL)

A prototype 300 W, 100 kHz converter is designed and built to experimentally demonstrate, dynamic and steady state performance for the LLC-T series parallel resonant converter. A comparative study is performed between experimental results and the simulation studies. The analysis shows that the output of converter is ...

A non linear analysis of human gait time series based on multifractal analysis and cross correlations

International Nuclear Information System (INIS)

Munoz-Diosdado, A

2005-01-01

We analyzed databases with gait time series of adults and persons with Parkinson, Huntington and amyotrophic lateral sclerosis (ALS) diseases. We obtained the staircase graphs of accumulated events that can be bounded by a straight line whose slope can be used to distinguish between gait time series from healthy and ill persons. The global Hurst exponent of these series do not show tendencies, we intend that this is because some gait time series have monofractal behavior and others have multifractal behavior so they cannot be characterized with a single Hurst exponent. We calculated the multifractal spectra, obtained the spectra width and found that the spectra of the healthy young persons are almost monofractal. The spectra of ill persons are wider than the spectra of healthy persons. In opposition to the interbeat time series where the pathology implies loss of multifractality, in the gait time series the multifractal behavior emerges with the pathology. Data were collected from healthy and ill subjects as they walked in a roughly circular path and they have sensors in both feet, so we have one time series for the left foot and other for the right foot. First, we analyzed these time series separately, and then we compared both results, with direct comparison and with a cross correlation analysis. We tried to find differences in both time series that can be used as indicators of equilibrium problems

A non linear analysis of human gait time series based on multifractal analysis and cross correlations

Energy Technology Data Exchange (ETDEWEB)

Munoz-Diosdado, A [Department of Mathematics, Unidad Profesional Interdisciplinaria de Biotecnologia, Instituto Politecnico Nacional, Av. Acueducto s/n, 07340, Mexico City (Mexico)

2005-01-01

We analyzed databases with gait time series of adults and persons with Parkinson, Huntington and amyotrophic lateral sclerosis (ALS) diseases. We obtained the staircase graphs of accumulated events that can be bounded by a straight line whose slope can be used to distinguish between gait time series from healthy and ill persons. The global Hurst exponent of these series do not show tendencies, we intend that this is because some gait time series have monofractal behavior and others have multifractal behavior so they cannot be characterized with a single Hurst exponent. We calculated the multifractal spectra, obtained the spectra width and found that the spectra of the healthy young persons are almost monofractal. The spectra of ill persons are wider than the spectra of healthy persons. In opposition to the interbeat time series where the pathology implies loss of multifractality, in the gait time series the multifractal behavior emerges with the pathology. Data were collected from healthy and ill subjects as they walked in a roughly circular path and they have sensors in both feet, so we have one time series for the left foot and other for the right foot. First, we analyzed these time series separately, and then we compared both results, with direct comparison and with a cross correlation analysis. We tried to find differences in both time series that can be used as indicators of equilibrium problems.

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.

Pre-2014 mudslides at Oso revealed by InSAR and multi-source DEM analysis

Science.gov (United States)

Kim, J. W.; Lu, Z.; QU, F.

2014-12-01

The landslide is a process that results in the downward and outward movement of slope-reshaping materials including rocks and soils and annually causes the loss of approximately $3.5 billion and tens of casualties in the United States. The 2014 Oso mudslide was an extreme event costing nearly 40 deaths and damaging civilian properties. Landslides are often unpredictable, but in many cases, catastrophic events are repetitive. Historic record in the Oso mudslide site indicates that there have been serial events in decades, though the extent of sliding events varied from time to time. In our study, the combination of multi-source DEMs, InSAR, and time-series InSAR analysis has enabled to characterize the Oso mudslide. InSAR results from ALOS PALSAR show that there was no significant deformation between mid-2006 and 2011. The combination of time-series InSAR analysis and old-dated DEM indicated revealed topographic changes associated the 2006 sliding event, which is confirmed by the difference of multiple LiDAR DEMs. Precipitation and discharge measurements before the 2006 and 2014 landslide events did not exhibit extremely anomalous records, suggesting the precipitation is not the controlling factor in determining the sliding events at Oso. The lack of surface deformation during 2006-2011 and weak correlation between the precipitation and the sliding event, suggest other factors (such as porosity) might play a critical role on the run-away events at this Oso and other similar landslides.

A study on the numerical instability of COBRA-series subchannel analysis codes at low-pressure and low-flow conditions

International Nuclear Information System (INIS)

Yoo, Y. J.; Hwnag, T. H.; Kim, K. K.; Ji, S. K.

2001-01-01

The numerical instability at low-pressure and low-flow conditions has been confirmed to be the common problem of the existing COBRA-series subchannel analysis codes. In addition, the range of operating conditions at which the analyses by the codes are impossible has been evaluated. To evaluate the MATRA's inapplicable range of operating conditions of the SMART core that is to be operated at the low flow condition, i.e. about 30% of the flow of the existing commercial pressurized water reactors at the steady-state condition, the analyses of various operating conditions were performed by using several representative COBRA-series subchannel analysis codes including MATRA. TORC of CE, COBRA3CP of Siemens/KWU, COBRA4I of PNL, and MATRA of KAERI were chosen as the subchannel analysis codes to be evaluated. The various operating conditions used in the CHF tests carried out at the Winfrith Establishment of UKAEA were chosen as the conditions to be analyzed. As the result, the numerical instabilities at low-pressure and low-flow conditions occurred in the analyses by all of the codes. It was revealed that the MATRA code, which numerically more stable thatn the other codes, was not able to analyze the conditions of the pressure not more than 100 bar and the mass velocity not more than 300 kg/sec-m 2 . Hereafter it is required to find out the exact reason for the numerical instability of the existing COBRA-series subchannel analysis codes at low-pressure and low-flow conditions and to devise the new method to get over that numerical problem

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

Directory of Open Access Journals (Sweden)

Eulogio Pardo-Igúzquiza

2015-08-01

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

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

International Nuclear Information System (INIS)

Jafri, Y.Z.; Kamal, L.

2007-01-01

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

Time Series Imputation via L1 Norm-Based Singular Spectrum Analysis

Science.gov (United States)

Kalantari, Mahdi; Yarmohammadi, Masoud; Hassani, Hossein; Silva, Emmanuel Sirimal

Missing values in time series data is a well-known and important problem which many researchers have studied extensively in various fields. In this paper, a new nonparametric approach for missing value imputation in time series is proposed. The main novelty of this research is applying the L1 norm-based version of Singular Spectrum Analysis (SSA), namely L1-SSA which is robust against outliers. The performance of the new imputation method has been compared with many other established methods. The comparison is done by applying them to various real and simulated time series. The obtained results confirm that the SSA-based methods, especially L1-SSA can provide better imputation in comparison to other methods.

Gender inequality and economic growth: a time series analysis for Pakistan

OpenAIRE

Pervaiz, Zahid; Chani, Muhammad Irfan; Jan, Sajjad Ahmad; Chaudhary, Amatul R.

2011-01-01

This paper attempts to analyze the impact of gender inequality on economic growth of Pakistan. An annual time series data for the period of 1972-2009 has been used in this study. We have regressed growth rate of real gross domestic product (GDP) per capita on labour force growth, investment, trade openness and a composite index of gender inequality. The results reveal that labour force growth, investment and trade openness have statistically significant and positive impact whereas gender ineq...

Analysis of historical series of industrial demand of energy; Analisi delle serie storiche dei consumi energetici dell`industria

Energy Technology Data Exchange (ETDEWEB)

Moauro, F. [ENEA, Centro Ricerche Casaccia, Rome (Italy). Dip. Energia

1995-03-01

This paper reports a short term analysis of the Italian demand for energy fonts and a check of a statistic model supposing the industrial demand for energy fonts as a function of prices and production, according to neoclassic neoclassic micro economic theory. To this pourpose monthly time series of industrial consumption of main energy fonts in 6 sectors, industrial production indexes in the same sectors and indexes of energy prices (coal, natural gas, oil products, electricity) have been used. The statistic methodology refers to modern analysis of time series and specifically to transfer function models. These ones permit rigorous identification and representation of the most important dynamic relations between dependent variables (production and prices), as relation of an input-output system. The results have shown an important positive correlation between energy consumption with prices. Furthermore, it has been shown the reliability of forecasts and their use as monthly energy indicators.

Fractal time series analysis of postural stability in elderly and control subjects

Directory of Open Access Journals (Sweden)

Doussot Michel

2007-05-01

Full Text Available Abstract Background The study of balance using stabilogram analysis is of particular interest in the study of falls. Although simple statistical parameters derived from the stabilogram have been shown to predict risk of falls, such measures offer little insight into the underlying control mechanisms responsible for degradation in balance. In contrast, fractal and non-linear time-series analysis of stabilograms, such as estimations of the Hurst exponent (H, may provide information related to the underlying motor control strategies governing postural stability. In order to be adapted for a home-based follow-up of balance, such methods need to be robust, regardless of the experimental protocol, while producing time-series that are as short as possible. The present study compares two methods of calculating H: Detrended Fluctuation Analysis (DFA and Stabilogram Diffusion Analysis (SDA for elderly and control subjects, as well as evaluating the effect of recording duration. Methods Centre of pressure signals were obtained from 90 young adult subjects and 10 elderly subjects. Data were sampled at 100 Hz for 30 s, including stepping onto and off the force plate. Estimations of H were made using sliding windows of 10, 5, and 2.5 s durations, with windows slid forward in 1-s increments. Multivariate analysis of variance was used to test for the effect of time, age and estimation method on the Hurst exponent, while the intra-class correlation coefficient (ICC was used as a measure of reliability. Results Both SDA and DFA methods were able to identify differences in postural stability between control and elderly subjects for time series as short as 5 s, with ICC values as high as 0.75 for DFA. Conclusion Both methods would be well-suited to non-invasive longitudinal assessment of balance. In addition, reliable estimations of H were obtained from time series as short as 5 s.

Bayesian near-boundary analysis in basic macroeconomic time series models

NARCIS (Netherlands)

M.D. de Pooter (Michiel); F. Ravazzolo (Francesco); R. Segers (René); H.K. van Dijk (Herman)

2008-01-01

textabstractSeveral lessons learnt from a Bayesian analysis of basic macroeconomic time series models are presented for the situation where some model parameters have substantial posterior probability near the boundary of the parameter region. This feature refers to near-instability within dynamic

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...

Analysis of isoelectron isonuclear series of holovalent tetraelectron compounds as a system of bicomponent chemical compounds

Energy Technology Data Exchange (ETDEWEB)

Vigdorovich, V.N.; Dzhuraev, T.D.

1985-03-01

Analogs and prototypes of the compounds supplementing the system of isoelectron isonuclear series of holovalent tetraelectron compounds by Gorunova are revealed. The investigation of all series of tetraelectron ovalenthol compounds allows one to supplement the variety of known series used for regular tracing and forecasting of compound properties (series of cation and anion substitutions by isonuclear series of the A/sup 4/B/sup 4/, A/sup 3/B/sup 5/, A/sup 1/B/sup 7/ type and others compounds. The above series for medium ordinal numbers anti Z equal 10, 14, 18, 23 and 36 permit to illustrate the possibility of existence of such analogs or series, for example for the compounds of the type A/sup 3/-- B/sup 5/:AlN-BP or Z=1(f AlP-ScN-BV (for Z=14), ScP-AlV (for Z=18), GaP-AlAs-YN-BNb (for Z=23) and YAs-GaNb-InV-ScSb-LaP-AlPr (for Z=36).

Arab drama series content analysis from a transnational Arab identity perspective

Directory of Open Access Journals (Sweden)

Joelle Chamieh

2016-04-01

Full Text Available The scientific contribution in deciphering drama series falls under the discipline of understanding the narratology of distinctive cultures and traditions within specific contexts of certain societies. This article spells out the interferences deployed by the provocations that are induced through the functions of values in modeling societies which are projected through the transmission of media. The proposed operational model consists of providing an à priori design of common Arab values assimilated into an innovative grid analysis code book that has enabled the execution of a systematic and reliable approach to the quantitative content analysis performance. Additionally, a more thorough qualitative content analysis has been implemented in terms of narratolgy where actions have been evaluated based on the grid analysis code book for a clearer perception of Arab values depicted in terms of their context within the Arab drama milieu. This approach has been deployed on four Arab drama series covering the transnational/national and non-divisive/divisive media aspects in the intention of extracting the transmitted values from a common identity perspective for cause of divulging Arab people’s expectancies.

Visibility graph analysis on quarterly macroeconomic series of China based on complex network theory

Science.gov (United States)

Wang, Na; Li, Dong; Wang, Qiwen

2012-12-01

The visibility graph approach and complex network theory provide a new insight into time series analysis. The inheritance of the visibility graph from the original time series was further explored in the paper. We found that degree distributions of visibility graphs extracted from Pseudo Brownian Motion series obtained by the Frequency Domain algorithm exhibit exponential behaviors, in which the exponential exponent is a binomial function of the Hurst index inherited in the time series. Our simulations presented that the quantitative relations between the Hurst indexes and the exponents of degree distribution function are different for different series and the visibility graph inherits some important features of the original time series. Further, we convert some quarterly macroeconomic series including the growth rates of value-added of three industry series and the growth rates of Gross Domestic Product series of China to graphs by the visibility algorithm and explore the topological properties of graphs associated from the four macroeconomic series, namely, the degree distribution and correlations, the clustering coefficient, the average path length, and community structure. Based on complex network analysis we find degree distributions of associated networks from the growth rates of value-added of three industry series are almost exponential and the degree distributions of associated networks from the growth rates of GDP series are scale free. We also discussed the assortativity and disassortativity of the four associated networks as they are related to the evolutionary process of the original macroeconomic series. All the constructed networks have “small-world” features. The community structures of associated networks suggest dynamic changes of the original macroeconomic series. We also detected the relationship among government policy changes, community structures of associated networks and macroeconomic dynamics. We find great influences of government

Flood Frequency Analysis For Partial Duration Series In Ganjiang River Basin

Science.gov (United States)

zhangli, Sun; xiufang, Zhu; yaozhong, Pan

2016-04-01

Accurate estimation of flood frequency is key to effective, nationwide flood damage abatement programs. The partial duration series (PDS) method is widely used in hydrologic studies because it considers all events above a certain threshold level as compared to the annual maximum series (AMS) method, which considers only the annual maximum value. However, the PDS has a drawback in that it is difficult to define the thresholds and maintain an independent and identical distribution of the partial duration time series; this drawback is discussed in this paper. The Ganjiang River is the seventh largest tributary of the Yangtze River, the longest river in China. The Ganjiang River covers a drainage area of 81,258 km2 at the Wanzhou hydrologic station as the basin outlet. In this work, 56 years of daily flow data (1954-2009) from the Wanzhou station were used to analyze flood frequency, and the Pearson-III model was employed as the hydrologic probability distribution. Generally, three tasks were accomplished: (1) the threshold of PDS by percentile rank of daily runoff was obtained; (2) trend analysis of the flow series was conducted using PDS; and (3) flood frequency analysis was conducted for partial duration flow series. The results showed a slight upward trend of the annual runoff in the Ganjiang River basin. The maximum flow with a 0.01 exceedance probability (corresponding to a 100-year flood peak under stationary conditions) was 20,000 m3/s, while that with a 0.1 exceedance probability was 15,000 m3/s. These results will serve as a guide to hydrological engineering planning, design, and management for policymakers and decision makers associated with hydrology.

Cluster analysis of activity-time series in motor learning

DEFF Research Database (Denmark)

Balslev, Daniela; Nielsen, Finn Å; Futiger, Sally A

2002-01-01

Neuroimaging studies of learning focus on brain areas where the activity changes as a function of time. To circumvent the difficult problem of model selection, we used a data-driven analytic tool, cluster analysis, which extracts representative temporal and spatial patterns from the voxel......-time series. The optimal number of clusters was chosen using a cross-validated likelihood method, which highlights the clustering pattern that generalizes best over the subjects. Data were acquired with PET at different time points during practice of a visuomotor task. The results from cluster analysis show...

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),…

A Reception Analysis on the Youth Audiences of TV Series in Marivan

Directory of Open Access Journals (Sweden)

Omid Karimi

2014-03-01

Full Text Available The aim of this article is to describe the role of foreign media as the agitators of popular culture. For that with reception analysis it’s pay to describe decoding of youth audiences about this series. Globalization theory and Reception in Communication theory are formed the theoretical system of current article. The methodology in this research is qualitative one, and two techniques as in-depth interview and observation are used for data collection. The results show different people based on individual features, social and cultural backgrounds have inclination toward special characters and identify with them. This inclination so far the audience fallow the series because of his/her favorite character. Also there is a great compatibility between audience backgrounds and their receptions. A number of audience have criticized the series and point out the negative consequences on its society. However, seeing the series continue; really they prefer watching series enjoying to risks of it.

Time series analysis of monthly pulpwood use in the Northeast

Science.gov (United States)

James T. Bones

1980-01-01

Time series analysis was used to develop a model that depicts pulpwood use in the Northeast. The model is useful in forecasting future pulpwood requirements (short term) or monitoring pulpwood-use activity in relation to past use patterns. The model predicted a downturn in use during 1980.

Time Series Analysis Based on Running Mann Whitney Z Statistics

Science.gov (United States)

A sensitive and objective time series analysis method based on the calculation of Mann Whitney U statistics is described. This method samples data rankings over moving time windows, converts those samples to Mann-Whitney U statistics, and then normalizes the U statistics to Z statistics using Monte-...

Time Series Analysis of 3D Coordinates Using Nonstochastic Observations

NARCIS (Netherlands)

Velsink, H.

2016-01-01

Adjustment and testing of a combination of stochastic and nonstochastic observations is applied to the deformation analysis of a time series of 3D coordinates. Nonstochastic observations are constant values that are treated as if they were observations. They are used to formulate constraints on

Time Series Analysis of 3D Coordinates Using Nonstochastic Observations

NARCIS (Netherlands)

Hiddo Velsink

2016-01-01

From the article: Abstract Adjustment and testing of a combination of stochastic and nonstochastic observations is applied to the deformation analysis of a time series of 3D coordinates. Nonstochastic observations are constant values that are treated as if they were observations. They are used to

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

Science.gov (United States)

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

2016-04-01

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

Statistical analysis of yearly series of maximum daily rainfall in Spain. Analisis estadistico de las series anuales de maximas lluvias diarias en Espaa

Energy Technology Data Exchange (ETDEWEB)

Ferrer Polo, J.; Ardiles Lopez, K. L. (CEDEX, Ministerio de Obras Publicas, Transportes y Medio ambiente, Madrid (Spain))

1994-01-01

Work on the statistical modelling of maximum daily rainfalls is presented, with a view to estimating the quantiles for different return periods. An index flood approach has been adopted in which the local quantiles are a result of rescaling a regional law using the mean of each series of values, that is utilized as a local scale factor. The annual maximum series have been taken from 1.545 meteorological stations over a 30 year period, and these have been classified into 26 regions defined according to meteorological criteria, the homogeneity of wich has been checked by means of a statistical analysis of the coefficients of variation of the samples,using the. An estimation has been made of the parameters for the following four distribution models: Two Component Extreme Value (TCEV); General Extreme Value (GEV); Log-Pearson III (LP3); and SQRT-Exponential Type Distribution of Maximum. The analysis of the quantiles obtained reveals slight differences in the results thus detracting from the importance of the model selection. The last of the above-mentioned distribution has been finally chosen, on the basis of the following: it is defined with fewer parameters it is the only that was proposed specifically for the analysis of daily rainfall maximums; it yields more conservative results than the traditional Gumbel distribution for the high return periods; and it is capable of providing a good description of the main sampling statistics concerning the right-hand tail of the distribution, a fact that has been checked with Montecarlo's simulation techniques. The choice of a distribution model with only two parameters has led to the selection of the regional coefficient of variation as the only determining parameter for the regional quantiles. This has permitted the elimination of the quantiles discontinuity of the classical regional approach, thus smoothing the values of that coefficient by means of an isoline plan on a national scale.

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

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.

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.

On statistical inference in time series analysis of the evolution of road safety.

Science.gov (United States)

Commandeur, Jacques J F; Bijleveld, Frits D; Bergel-Hayat, Ruth; Antoniou, Constantinos; Yannis, George; Papadimitriou, Eleonora

2013-11-01

Data collected for building a road safety observatory usually include observations made sequentially through time. Examples of such data, called time series data, include annual (or monthly) number of road traffic accidents, traffic fatalities or vehicle kilometers driven in a country, as well as the corresponding values of safety performance indicators (e.g., data on speeding, seat belt use, alcohol use, etc.). Some commonly used statistical techniques imply assumptions that are often violated by the special properties of time series data, namely serial dependency among disturbances associated with the observations. The first objective of this paper is to demonstrate the impact of such violations to the applicability of standard methods of statistical inference, which leads to an under or overestimation of the standard error and consequently may produce erroneous inferences. Moreover, having established the adverse consequences of ignoring serial dependency issues, the paper aims to describe rigorous statistical techniques used to overcome them. In particular, appropriate time series analysis techniques of varying complexity are employed to describe the development over time, relating the accident-occurrences to explanatory factors such as exposure measures or safety performance indicators, and forecasting the development into the near future. Traditional regression models (whether they are linear, generalized linear or nonlinear) are shown not to naturally capture the inherent dependencies in time series data. Dedicated time series analysis techniques, such as the ARMA-type and DRAG approaches are discussed next, followed by structural time series models, which are a subclass of state space methods. The paper concludes with general recommendations and practice guidelines for the use of time series models in road safety research. Copyright © 2012 Elsevier Ltd. All rights reserved.

Temporal trend of carpal tunnel release surgery: a population-based time series analysis.

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Naif Fnais

Full Text Available BACKGROUND: Carpal tunnel release (CTR is among the most common hand surgeries, although little is known about its pattern. In this study, we aimed to investigate temporal trends, age and gender variation and current practice patterns in CTR surgeries. METHODS: We conducted a population-based time series analysis among over 13 million residents of Ontario, who underwent operative management for carpal tunnel syndrome (CTS from April 1, 1992 to March 31, 2010 using administrative claims data. RESULTS: The primary analysis revealed a fairly stable procedure rate of approximately 10 patients per 10,000 population per year receiving CTRs without any significant, consistent temporal trend (p = 0.94. Secondary analyses revealed different trends in procedure rates according to age. The annual procedure rate among those age >75 years increased from 22 per 10,000 population at the beginning of the study period to over 26 patients per 10,000 population (p<0.01 by the end of the study period. CTR surgical procedures were approximately two-fold more common among females relative to males (64.9% vs. 35.1 respectively; p<0.01. Lastly, CTR procedures are increasingly being conducted in the outpatient setting while procedures in the inpatient setting have been declining steadily - the proportion of procedures performed in the outpatient setting increased from 13% to over 30% by 2010 (p<0.01. CONCLUSION: Overall, CTR surgical-procedures are conducted at a rate of approximately 10 patients per 10,000 population annually with significant variation with respect to age and gender. CTR surgical procedures in ambulatory-care facilities may soon outpace procedure rates in the in-hospital setting.

Time series analysis of wind speed using VAR and the generalized impulse response technique

Energy Technology Data Exchange (ETDEWEB)

Ewing, Bradley T. [Area of Information Systems and Quantitative Sciences, Rawls College of Business and Wind Science and Engineering Research Center, Texas Tech University, Lubbock, TX 79409-2101 (United States); Kruse, Jamie Brown [Center for Natural Hazard Research, East Carolina University, Greenville, NC (United States); Schroeder, John L. [Department of Geosciences and Wind Science and Engineering Research Center, Texas Tech University, Lubbock, TX (United States); Smith, Douglas A. [Department of Civil Engineering and Wind Science and Engineering Research Center, Texas Tech University, Lubbock, TX (United States)

2007-03-15

This research examines the interdependence in time series wind speed data measured in the same location at four different heights. A multiple-equation system known as a vector autoregression is proposed for characterizing the time series dynamics of wind. Additionally, the recently developed method of generalized impulse response analysis provides insight into the cross-effects of the wind series and their responses to shocks. Findings are based on analysis of contemporaneous wind speed time histories taken at 13, 33, 70 and 160 ft above ground level with a sampling rate of 10 Hz. The results indicate that wind speeds measured at 70 ft was the most variable. Further, the turbulence persisted longer at the 70-ft measurement than at the other heights. The greatest interdependence is observed at 13 ft. Gusts at 160 ft led to the greatest persistence to an 'own' shock and led to greatest persistence in the responses of the other wind series. (author)

Analysis of cyclical behavior in time series of stock market returns

Science.gov (United States)

Stratimirović, Djordje; Sarvan, Darko; Miljković, Vladimir; Blesić, Suzana

2018-01-01

In this paper we have analyzed scaling properties and cyclical behavior of the three types of stock market indexes (SMI) time series: data belonging to stock markets of developed economies, emerging economies, and of the underdeveloped or transitional economies. We have used two techniques of data analysis to obtain and verify our findings: the wavelet transform (WT) spectral analysis to identify cycles in the SMI returns data, and the time-dependent detrended moving average (tdDMA) analysis to investigate local behavior around market cycles and trends. We found cyclical behavior in all SMI data sets that we have analyzed. Moreover, the positions and the boundaries of cyclical intervals that we found seam to be common for all markets in our dataset. We list and illustrate the presence of nine such periods in our SMI data. We report on the possibilities to differentiate between the level of growth of the analyzed markets by way of statistical analysis of the properties of wavelet spectra that characterize particular peak behaviors. Our results show that measures like the relative WT energy content and the relative WT amplitude of the peaks in the small scales region could be used to partially differentiate between market economies. Finally, we propose a way to quantify the level of development of a stock market based on estimation of local complexity of market's SMI series. From the local scaling exponents calculated for our nine peak regions we have defined what we named the Development Index, which proved, at least in the case of our dataset, to be suitable to rank the SMI series that we have analyzed in three distinct groups.

A better understanding of long-range temporal dependence of traffic flow time series

Science.gov (United States)

Feng, Shuo; Wang, Xingmin; Sun, Haowei; Zhang, Yi; Li, Li

2018-02-01

Long-range temporal dependence is an important research perspective for modelling of traffic flow time series. Various methods have been proposed to depict the long-range temporal dependence, including autocorrelation function analysis, spectral analysis and fractal analysis. However, few researches have studied the daily temporal dependence (i.e. the similarity between different daily traffic flow time series), which can help us better understand the long-range temporal dependence, such as the origin of crossover phenomenon. Moreover, considering both types of dependence contributes to establishing more accurate model and depicting the properties of traffic flow time series. In this paper, we study the properties of daily temporal dependence by simple average method and Principal Component Analysis (PCA) based method. Meanwhile, we also study the long-range temporal dependence by Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MFDFA). The results show that both the daily and long-range temporal dependence exert considerable influence on the traffic flow series. The DFA results reveal that the daily temporal dependence creates crossover phenomenon when estimating the Hurst exponent which depicts the long-range temporal dependence. Furthermore, through the comparison of the DFA test, PCA-based method turns out to be a better method to extract the daily temporal dependence especially when the difference between days is significant.

Development of analysis software for radiation time-series data with the use of visual studio 2005

International Nuclear Information System (INIS)

Hohara, Sin-ya; Horiguchi, Tetsuo; Ito, Shin

2008-01-01

Time-Series Analysis supplies a new vision that conventional analysis methods such as energy spectroscopy haven't achieved ever. However, application of time-series analysis to radiation measurements needs much effort in software and hardware development. By taking advantage of Visual Studio 2005, we developed an analysis software, 'ListFileConverter', for time-series radiation measurement system called as 'MPA-3'. The software is based on graphical user interface (GUI) architecture that enables us to save a large amount of operation time in the analysis, and moreover to make an easy-access to special file structure of MPA-3 data. In this paper, detailed structure of ListFileConverter is fully explained, and experimental results for counting capability of MPA-3 hardware system and those for neutron measurements with our UTR-KINKI reactor are also given. (author)

A Filtering of Incomplete GNSS Position Time Series with Probabilistic Principal Component Analysis

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Gruszczynski, Maciej; Klos, Anna; Bogusz, Janusz

2018-04-01

For the first time, we introduced the probabilistic principal component analysis (pPCA) regarding the spatio-temporal filtering of Global Navigation Satellite System (GNSS) position time series to estimate and remove Common Mode Error (CME) without the interpolation of missing values. We used data from the International GNSS Service (IGS) stations which contributed to the latest International Terrestrial Reference Frame (ITRF2014). The efficiency of the proposed algorithm was tested on the simulated incomplete time series, then CME was estimated for a set of 25 stations located in Central Europe. The newly applied pPCA was compared with previously used algorithms, which showed that this method is capable of resolving the problem of proper spatio-temporal filtering of GNSS time series characterized by different observation time span. We showed, that filtering can be carried out with pPCA method when there exist two time series in the dataset having less than 100 common epoch of observations. The 1st Principal Component (PC) explained more than 36% of the total variance represented by time series residuals' (series with deterministic model removed), what compared to the other PCs variances (less than 8%) means that common signals are significant in GNSS residuals. A clear improvement in the spectral indices of the power-law noise was noticed for the Up component, which is reflected by an average shift towards white noise from - 0.98 to - 0.67 (30%). We observed a significant average reduction in the accuracy of stations' velocity estimated for filtered residuals by 35, 28 and 69% for the North, East, and Up components, respectively. CME series were also subjected to analysis in the context of environmental mass loading influences of the filtering results. Subtraction of the environmental loading models from GNSS residuals provides to reduction of the estimated CME variance by 20 and 65% for horizontal and vertical components, respectively.

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.

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

Phase correction and error estimation in InSAR time series analysis

Science.gov (United States)

Zhang, Y.; Fattahi, H.; Amelung, F.

2017-12-01

During the last decade several InSAR time series approaches have been developed in response to the non-idea acquisition strategy of SAR satellites, such as large spatial and temporal baseline with non-regular acquisitions. The small baseline tubes and regular acquisitions of new SAR satellites such as Sentinel-1 allows us to form fully connected networks of interferograms and simplifies the time series analysis into a weighted least square inversion of an over-determined system. Such robust inversion allows us to focus more on the understanding of different components in InSAR time-series and its uncertainties. We present an open-source python-based package for InSAR time series analysis, called PySAR (https://yunjunz.github.io/PySAR/), with unique functionalities for obtaining unbiased ground displacement time-series, geometrical and atmospheric correction of InSAR data and quantifying the InSAR uncertainty. Our implemented strategy contains several features including: 1) improved spatial coverage using coherence-based network of interferograms, 2) unwrapping error correction using phase closure or bridging, 3) tropospheric delay correction using weather models and empirical approaches, 4) DEM error correction, 5) optimal selection of reference date and automatic outlier detection, 6) InSAR uncertainty due to the residual tropospheric delay, decorrelation and residual DEM error, and 7) variance-covariance matrix of final products for geodetic inversion. We demonstrate the performance using SAR datasets acquired by Cosmo-Skymed and TerraSAR-X, Sentinel-1 and ALOS/ALOS-2, with application on the highly non-linear volcanic deformation in Japan and Ecuador (figure 1). Our result shows precursory deformation before the 2015 eruptions of Cotopaxi volcano, with a maximum uplift of 3.4 cm on the western flank (fig. 1b), with a standard deviation of 0.9 cm (fig. 1a), supporting the finding by Morales-Rivera et al. (2017, GRL); and a post-eruptive subsidence on the same

Recurrence Density Enhanced Complex Networks for Nonlinear Time Series Analysis

Science.gov (United States)

Costa, Diego G. De B.; Reis, Barbara M. Da F.; Zou, Yong; Quiles, Marcos G.; Macau, Elbert E. N.

We introduce a new method, which is entitled Recurrence Density Enhanced Complex Network (RDE-CN), to properly analyze nonlinear time series. Our method first transforms a recurrence plot into a figure of a reduced number of points yet preserving the main and fundamental recurrence properties of the original plot. This resulting figure is then reinterpreted as a complex network, which is further characterized by network statistical measures. We illustrate the computational power of RDE-CN approach by time series by both the logistic map and experimental fluid flows, which show that our method distinguishes different dynamics sufficiently well as the traditional recurrence analysis. Therefore, the proposed methodology characterizes the recurrence matrix adequately, while using a reduced set of points from the original recurrence plots.

A Recurrent Probabilistic Neural Network with Dimensionality Reduction Based on Time-series Discriminant Component Analysis.

Science.gov (United States)

Hayashi, Hideaki; Shibanoki, Taro; Shima, Keisuke; Kurita, Yuichi; Tsuji, Toshio

2015-12-01

This paper proposes a probabilistic neural network (NN) developed on the basis of time-series discriminant component analysis (TSDCA) that can be used to classify high-dimensional time-series patterns. TSDCA involves the compression of high-dimensional time series into a lower dimensional space using a set of orthogonal transformations and the calculation of posterior probabilities based on a continuous-density hidden Markov model with a Gaussian mixture model expressed in the reduced-dimensional space. The analysis can be incorporated into an NN, which is named a time-series discriminant component network (TSDCN), so that parameters of dimensionality reduction and classification can be obtained simultaneously as network coefficients according to a backpropagation through time-based learning algorithm with the Lagrange multiplier method. The TSDCN is considered to enable high-accuracy classification of high-dimensional time-series patterns and to reduce the computation time taken for network training. The validity of the TSDCN is demonstrated for high-dimensional artificial data and electroencephalogram signals in the experiments conducted during the study.

On the characterization of vegetation recovery after fire disturbance using Fisher-Shannon analysis and SPOT/VEGETATION Normalized Difference Vegetation Index (NDVI) time series

Science.gov (United States)

Lasaponara, Rosa; Lanorte, Antonio; Lovallo, Michele; Telesca, Luciano

2015-04-01

characterize vegetation recovery after fire disturbanceInternational Journal of Applied Earth Observation and Geoinformation 26 441-446 Lanorte A, M Danese, R Lasaponara, B Murgante 2014 Multiscale mapping of burn area and severity using multisensor satellite data and spatial autocorrelation analysis International Journal of Applied Earth Observation and Geoinformation 20, 42-51 Tuia D, F Ratle, R Lasaponara, L Telesca, M Kanevski 2008 Scan statistics analysis of forest fire clusters Communications in Nonlinear Science and Numerical Simulation 13 (8), 1689-1694 Telesca L, R Lasaponara 2006 Pre and post fire behavioral trends revealed in satellite NDVI time series Geophysical Research Letters 33 (14) Lasaponara R 2005 Intercomparison of AVHRR based fire susceptibility indicators for the Mediterranean ecosystems of southern Italy International Journal of Remote Sensing 26 (5), 853-870

Genome-wide Selective Sweeps in Natural Bacterial Populations Revealed by Time-series Metagenomics

Energy Technology Data Exchange (ETDEWEB)

Chan, Leong-Keat; Bendall, Matthew L.; Malfatti, Stephanie; Schwientek, Patrick; Tremblay, Julien; Schackwitz, Wendy; Martin, Joel; Pati, Amrita; Bushnell, Brian; Foster, Brian; Kang, Dongwan; Tringe, Susannah G.; Bertilsson, Stefan; Moran, Mary Ann; Shade, Ashley; Newton, Ryan J.; Stevens, Sarah; McMcahon, Katherine D.; Mamlstrom, Rex R.

2014-05-12

Multiple evolutionary models have been proposed to explain the formation of genetically and ecologically distinct bacterial groups. Time-series metagenomics enables direct observation of evolutionary processes in natural populations, and if applied over a sufficiently long time frame, this approach could capture events such as gene-specific or genome-wide selective sweeps. Direct observations of either process could help resolve how distinct groups form in natural microbial assemblages. Here, from a three-year metagenomic study of a freshwater lake, we explore changes in single nucleotide polymorphism (SNP) frequencies and patterns of gene gain and loss in populations of Chlorobiaceae and Methylophilaceae. SNP analyses revealed substantial genetic heterogeneity within these populations, although the degree of heterogeneity varied considerably among closely related, co-occurring Methylophilaceae populations. SNP allele frequencies, as well as the relative abundance of certain genes, changed dramatically over time in each population. Interestingly, SNP diversity was purged at nearly every genome position in one of the Chlorobiaceae populations over the course of three years, while at the same time multiple genes either swept through or were swept from this population. These patterns were consistent with a genome-wide selective sweep, a process predicted by the ecotype model? of diversification, but not previously observed in natural populations.

Genome-wide Selective Sweeps in Natural Bacterial Populations Revealed by Time-series Metagenomics

Energy Technology Data Exchange (ETDEWEB)

Chan, Leong-Keat; Bendall, Matthew L.; Malfatti, Stephanie; Schwientek, Patrick; Tremblay, Julien; Schackwitz, Wendy; Martin, Joel; Pati, Amrita; Bushnell, Brian; Foster, Brian; Kang, Dongwan; Tringe, Susannah G.; Bertilsson, Stefan; Moran, Mary Ann; Shade, Ashley; Newton, Ryan J.; Stevens, Sarah; McMahon, Katherine D.; Malmstrom, Rex R.

2014-06-18

Multiple evolutionary models have been proposed to explain the formation of genetically and ecologically distinct bacterial groups. Time-series metagenomics enables direct observation of evolutionary processes in natural populations, and if applied over a sufficiently long time frame, this approach could capture events such as gene-specific or genome-wide selective sweeps. Direct observations of either process could help resolve how distinct groups form in natural microbial assemblages. Here, from a three-year metagenomic study of a freshwater lake, we explore changes in single nucleotide polymorphism (SNP) frequencies and patterns of gene gain and loss in populations of Chlorobiaceae and Methylophilaceae. SNP analyses revealed substantial genetic heterogeneity within these populations, although the degree of heterogeneity varied considerably among closely related, co-occurring Methylophilaceae populations. SNP allele frequencies, as well as the relative abundance of certain genes, changed dramatically over time in each population. Interestingly, SNP diversity was purged at nearly every genome position in one of the Chlorobiaceae populations over the course of three years, while at the same time multiple genes either swept through or were swept from this population. These patterns were consistent with a genome-wide selective sweep, a process predicted by the ‘ecotype model’ of diversification, but not previously observed in natural populations.

Bioelectric signal classification using a recurrent probabilistic neural network with time-series discriminant component analysis.

Science.gov (United States)

Hayashi, Hideaki; Shima, Keisuke; Shibanoki, Taro; Kurita, Yuichi; Tsuji, Toshio

2013-01-01

This paper outlines a probabilistic neural network developed on the basis of time-series discriminant component analysis (TSDCA) that can be used to classify high-dimensional time-series patterns. TSDCA involves the compression of high-dimensional time series into a lower-dimensional space using a set of orthogonal transformations and the calculation of posterior probabilities based on a continuous-density hidden Markov model that incorporates a Gaussian mixture model expressed in the reduced-dimensional space. The analysis can be incorporated into a neural network so that parameters can be obtained appropriately as network coefficients according to backpropagation-through-time-based training algorithm. The network is considered to enable high-accuracy classification of high-dimensional time-series patterns and to reduce the computation time taken for network training. In the experiments conducted during the study, the validity of the proposed network was demonstrated for EEG signals.

On nonstationarity and antipersistency in global temperature series

Science.gov (United States)

KäRner, O.

2002-10-01

Statistical analysis is carried out for satellite-based global daily tropospheric and stratospheric temperature anomaly and solar irradiance data sets. Behavior of the series appears to be nonstationary with stationary daily increments. Estimating long-range dependence between the increments reveals a remarkable difference between the two temperature series. Global average tropospheric temperature anomaly behaves similarly to the solar irradiance anomaly. Their daily increments show antipersistency for scales longer than 2 months. The property points at a cumulative negative feedback in the Earth climate system governing the tropospheric variability during the last 22 years. The result emphasizes a dominating role of the solar irradiance variability in variations of the tropospheric temperature and gives no support to the theory of anthropogenic climate change. The global average stratospheric temperature anomaly proceeds like a 1-dim random walk at least up to 11 years, allowing good presentation by means of the autoregressive integrated moving average (ARIMA) models for monthly series.

Identification of human operator performance models utilizing time series analysis

Science.gov (United States)

Holden, F. M.; Shinners, S. M.

1973-01-01

The results of an effort performed by Sperry Systems Management Division for AMRL in applying time series analysis as a tool for modeling the human operator are presented. This technique is utilized for determining the variation of the human transfer function under various levels of stress. The human operator's model is determined based on actual input and output data from a tracking experiment.

The Harmonic Series Diverges Again and Again

Science.gov (United States)

Kifowit, Steven J.; Stamps, Terra A.

2006-01-01

The harmonic series is one of the most celebrated infinite series of mathematics. A quick glance at a variety of modern calculus textbooks reveals that there are two very popular proofs of the divergence of the harmonic series. In this article, the authors survey these popular proofs along with many other proofs that are equally simple and…

Properties of Asymmetric Detrended Fluctuation Analysis in the time series of RR intervals

Science.gov (United States)

Piskorski, J.; Kosmider, M.; Mieszkowski, D.; Krauze, T.; Wykretowicz, A.; Guzik, P.

2018-02-01

Heart rate asymmetry is a phenomenon by which the accelerations and decelerations of heart rate behave differently, and this difference is consistent and unidirectional, i.e. in most of the analyzed recordings the inequalities have the same directions. So far, it has been established for variance and runs based types of descriptors of RR intervals time series. In this paper we apply the newly developed method of Asymmetric Detrended Fluctuation Analysis, which so far has mainly been used with economic time series, to the set of 420 stationary 30 min time series of RR intervals from young, healthy individuals aged between 20 and 40. This asymmetric approach introduces separate scaling exponents for rising and falling trends. We systematically study the presence of asymmetry in both global and local versions of this method. In this study global means "applying to the whole time series" and local means "applying to windows jumping along the recording". It is found that the correlation structure of the fluctuations left over after detrending in physiological time series shows strong asymmetric features in both magnitude, with α+ physiological data after shuffling or with a group of symmetric synthetic time series.

A Comparison of Missing-Data Procedures for Arima Time-Series Analysis

Science.gov (United States)

Velicer, Wayne F.; Colby, Suzanne M.

2005-01-01

Missing data are a common practical problem for longitudinal designs. Time-series analysis is a longitudinal method that involves a large number of observations on a single unit. Four different missing-data methods (deletion, mean substitution, mean of adjacent observations, and maximum likelihood estimation) were evaluated. Computer-generated…

Multi-complexity ensemble measures for gait time series analysis: application to diagnostics, monitoring and biometrics.

Science.gov (United States)

Gavrishchaka, Valeriy; Senyukova, Olga; Davis, Kristina

2015-01-01

Previously, we have proposed to use complementary complexity measures discovered by boosting-like ensemble learning for the enhancement of quantitative indicators dealing with necessarily short physiological time series. We have confirmed robustness of such multi-complexity measures for heart rate variability analysis with the emphasis on detection of emerging and intermittent cardiac abnormalities. Recently, we presented preliminary results suggesting that such ensemble-based approach could be also effective in discovering universal meta-indicators for early detection and convenient monitoring of neurological abnormalities using gait time series. Here, we argue and demonstrate that these multi-complexity ensemble measures for gait time series analysis could have significantly wider application scope ranging from diagnostics and early detection of physiological regime change to gait-based biometrics applications.

Segmentation of time series with long-range fractal correlations

Science.gov (United States)

Bernaola-Galván, P.; Oliver, J.L.; Hackenberg, M.; Coronado, A.V.; Ivanov, P.Ch.; Carpena, P.

2012-01-01

Segmentation is a standard method of data analysis to identify change-points dividing a nonstationary time series into homogeneous segments. However, for long-range fractal correlated series, most of the segmentation techniques detect spurious change-points which are simply due to the heterogeneities induced by the correlations and not to real nonstationarities. To avoid this oversegmentation, we present a segmentation algorithm which takes as a reference for homogeneity, instead of a random i.i.d. series, a correlated series modeled by a fractional noise with the same degree of correlations as the series to be segmented. We apply our algorithm to artificial series with long-range correlations and show that it systematically detects only the change-points produced by real nonstationarities and not those created by the correlations of the signal. Further, we apply the method to the sequence of the long arm of human chromosome 21, which is known to have long-range fractal correlations. We obtain only three segments that clearly correspond to the three regions of different G + C composition revealed by means of a multi-scale wavelet plot. Similar results have been obtained when segmenting all human chromosome sequences, showing the existence of previously unknown huge compositional superstructures in the human genome. PMID:23645997

Segmentation of time series with long-range fractal correlations.

Science.gov (United States)

Bernaola-Galván, P; Oliver, J L; Hackenberg, M; Coronado, A V; Ivanov, P Ch; Carpena, P

2012-06-01

Segmentation is a standard method of data analysis to identify change-points dividing a nonstationary time series into homogeneous segments. However, for long-range fractal correlated series, most of the segmentation techniques detect spurious change-points which are simply due to the heterogeneities induced by the correlations and not to real nonstationarities. To avoid this oversegmentation, we present a segmentation algorithm which takes as a reference for homogeneity, instead of a random i.i.d. series, a correlated series modeled by a fractional noise with the same degree of correlations as the series to be segmented. We apply our algorithm to artificial series with long-range correlations and show that it systematically detects only the change-points produced by real nonstationarities and not those created by the correlations of the signal. Further, we apply the method to the sequence of the long arm of human chromosome 21, which is known to have long-range fractal correlations. We obtain only three segments that clearly correspond to the three regions of different G + C composition revealed by means of a multi-scale wavelet plot. Similar results have been obtained when segmenting all human chromosome sequences, showing the existence of previously unknown huge compositional superstructures in the human genome.

Analysis of Land Subsidence Monitoring in Mining Area with Time-Series Insar Technology

Science.gov (United States)

Sun, N.; Wang, Y. J.

2018-04-01

Time-series InSAR technology has become a popular land subsidence monitoring method in recent years, because of its advantages such as high accuracy, wide area, low expenditure, intensive monitoring points and free from accessibility restrictions. In this paper, we applied two kinds of satellite data, ALOS PALSAR and RADARSAT-2, to get the subsidence monitoring results of the study area in two time periods by time-series InSAR technology. By analyzing the deformation range, rate and amount, the time-series analysis of land subsidence in mining area was realized. The results show that InSAR technology could be used to monitor land subsidence in large area and meet the demand of subsidence monitoring in mining area.

Time series analysis of ambient air concentrations in Alexandria and Nile delta region, Egypt

International Nuclear Information System (INIS)

EI Raev, M.; Shalaby, E.A.; Ghatass, Z.F.; Marey, H.S.

2007-01-01

Data collected from the Air Monitoring Network of Alexandria and Delta (EEAA/EIMP-program), were analyzed. Emphasis is given to indicator pollutants PM 10 , NO 2 , SO 2 , O 3 and CO. Two sites have been selected in Alexandria (IGSR and Shohada) and three sites in Delta region (Kafr Elzyat, Mansoura and Mahalla) for analysis of three years from 2000-2002. Box -Jenkins modeling has been used mainly for forecasting and assessing relative importance of various parameters or pollutants. Results showed that, the autoregressive (AR) order for all series ranged from 0-2 except NO 2 at Mansoura site. Also the moving average order ranged from 0-2 except CO at IGSR site. Nitrogen dioxide and Ozone at IGSR site have the same ARIMA model which is (0, 1, and 2). Cross correlation analysis has revealed important information on the dynamics, chemistry and interpretation of ambient pollution. Cross-correlation functions of SO 2 and PM 10 at IGSR sites suggest that, sulfur dioxide has been adsorbed on the surface of particulates which has an alkaline nature. This enhances the oxidation of sulfur dioxide to sulfate, which results in low levels of SO 2 in spite of the presence of sources

Time Series, Stochastic Processes and Completeness of Quantum Theory

International Nuclear Information System (INIS)

Kupczynski, Marian

2011-01-01

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

Definition of distance for nonlinear time series analysis of marked point process data

Energy Technology Data Exchange (ETDEWEB)

Iwayama, Koji, E-mail: koji@sat.t.u-tokyo.ac.jp [Research Institute for Food and Agriculture, Ryukoku Univeristy, 1-5 Yokotani, Seta Oe-cho, Otsu-Shi, Shiga 520-2194 (Japan); Hirata, Yoshito; Aihara, Kazuyuki [Institute of Industrial Science, The University of Tokyo, 4-6-1 Komaba, Meguro-ku, Tokyo 153-8505 (Japan)

2017-01-30

Marked point process data are time series of discrete events accompanied with some values, such as economic trades, earthquakes, and lightnings. A distance for marked point process data allows us to apply nonlinear time series analysis to such data. We propose a distance for marked point process data which can be calculated much faster than the existing distance when the number of marks is small. Furthermore, under some assumptions, the Kullback–Leibler divergences between posterior distributions for neighbors defined by this distance are small. We performed some numerical simulations showing that analysis based on the proposed distance is effective. - Highlights: • A new distance for marked point process data is proposed. • The distance can be computed fast enough for a small number of marks. • The method to optimize parameter values of the distance is also proposed. • Numerical simulations indicate that the analysis based on the distance is effective.

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 ...

CROSAT: A digital computer program for statistical-spectral analysis of two discrete time series

International Nuclear Information System (INIS)

Antonopoulos Domis, M.

1978-03-01

The program CROSAT computes directly from two discrete time series auto- and cross-spectra, transfer and coherence functions, using a Fast Fourier Transform subroutine. Statistical analysis of the time series is optional. While of general use the program is constructed to be immediately compatible with the ICL 4-70 and H316 computers at AEE Winfrith, and perhaps with minor modifications, with any other hardware system. (author)

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.

The Analysis Of Personality Disorder On Two Characters In The Animation Series Black Rock Shooter

OpenAIRE

Ramadhana, Rizki Andrian

2015-01-01

The title of this thesis is The Analysis of Personality Disorder on Two Characters in the Animation Series “Black Rock Shooter” which discusses about the personality disorder of two characters from this series; they are Kagari Izuriha and Yomi Takanashi. The animation series Black Rock Shooter is chosen as the source of data because this animation has psychological genre and represents the complexity of human relationship, especially when build up a friendship. It is because human is a social...

Investigation of interfacial wave structure using time-series analysis techniques

International Nuclear Information System (INIS)

Jayanti, S.; Hewitt, G.F.; Cliffe, K.A.

1990-09-01

The report presents an investigation into the interfacial structure in horizontal annular flow using spectral and time-series analysis techniques. Film thickness measured using conductance probes shows an interesting transition in wave pattern from a continuous low-frequency wave pattern to an intermittent, high-frequency one. From the autospectral density function of the film thickness, it appears that this transition is caused by the breaking up of long waves into smaller ones. To investigate the possibility of the wave structure being represented as a low order chaotic system, phase portraits of the time series were constructed using the technique developed by Broomhead and co-workers (1986, 1987 and 1989). These showed a banded structure when waves of relatively high frequency were filtered out. Although these results are encouraging, further work is needed to characterise the attractor. (Author)

Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces

Science.gov (United States)

Qian, Xi-Yuan; Liu, Ya-Min; Jiang, Zhi-Qiang; Podobnik, Boris; Zhou, Wei-Xing; Stanley, H. Eugene

2015-06-01

When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using detrended cross-correlation analysis (DCCA) without considering these common factors will bias the results. We use detrended partial cross-correlation analysis (DPXA) to uncover the intrinsic power-law cross correlations between two simultaneously recorded time series in the presence of nonstationarity after removing the effects of other time series acting as common forces. The DPXA method is a generalization of the detrended cross-correlation analysis that takes into account partial correlation analysis. We demonstrate the method by using bivariate fractional Brownian motions contaminated with a fractional Brownian motion. We find that the DPXA is able to recover the analytical cross Hurst indices, and thus the multiscale DPXA coefficients are a viable alternative to the conventional cross-correlation coefficient. We demonstrate the advantage of the DPXA coefficients over the DCCA coefficients by analyzing contaminated bivariate fractional Brownian motions. We calculate the DPXA coefficients and use them to extract the intrinsic cross correlation between crude oil and gold futures by taking into consideration the impact of the U.S. dollar index. We develop the multifractal DPXA (MF-DPXA) method in order to generalize the DPXA method and investigate multifractal time series. We analyze multifractal binomial measures masked with strong white noises and find that the MF-DPXA method quantifies the hidden multifractal nature while the multifractal DCCA method fails.

The American Woman Series: Gender and Class in "The Ladies' Home Journal," 1897.

Science.gov (United States)

Kitch, Carolyn

1998-01-01

Contributes to (and draws on) journalism history, mass-culture studies, and women's history in a rhetorical analysis of a series of six full-page illustrations titled "The American Woman" run in 1897 in "The Ladies' Home Journal." Reveals how class and gender issues intersected and underscored the role of the mass media in…

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.

Characteristics of the tomato chromoplast revealed by proteomic analysis

OpenAIRE

Barsan, Cristina; Sanchez-Bel, Paloma; Rombaldi, César Valmor; Egea, Isabel; Rossignol, Michel; Kuntz, Marcel; Zouine, Mohamed; Latché, Alain; Bouzayen, Mondher; Pech, Jean-Claude

2010-01-01

Chromoplasts are non-photosynthetic specialized plastids that are important in ripening tomato fruit (Solanum lycopersicum) since, among other functions, they are the site of accumulation of coloured compounds. Analysis of the proteome of red fruit chromoplasts revealed the presence of 988 proteins corresponding to 802 Arabidopsis unigenes, among which 209 had not been listed so far in plastidial databanks. These data revealed several features of the chromoplast. Proteins of lipid metabolism ...

Time series analysis of soil Radon-222 recorded at Kutch region, Gujarat, India

International Nuclear Information System (INIS)

Madhusudan Rao, K.; Rastogi, B.K.; Barman, Chiranjib; Chaudhuri, Hirok

2013-01-01

Kutch region in Gujarat lies in a seismic vulnerable zone (seismic zone-v). After the devastating Bhuj earthquake (7.7M) of January 26, 2001 in the Kutch region several researcher focused their attention to monitor geophysical and geochemical precursors for earthquakes in the region. In order to find out the possible geochemical precursory signals for earthquake events, we monitored radioactive gas radon-222 in sub surface soil gas at Kutch region. We have analysed the recorded soil radon-222 time series by means of nonlinear techniques such as FFT power spectral analysis, empirical mode decomposition, multi-fractal analysis along with other linear statistical methods. Some fascinating and fruitful results originated out the nonlinear analysis of the said time series have been discussed in the present paper. The entire analytical method aided us to recognize the nature and pattern of soil radon-222 emanation process. Moreover the recording and statistical and non-linear analysis of soil radon data at Kutch region will assist us to understand the preparation phase of an imminent seismic event in the region. (author)

On the Impact of a Quadratic Acceleration Term in the Analysis of Position Time Series

Science.gov (United States)

Bogusz, Janusz; Klos, Anna; Bos, Machiel Simon; Hunegnaw, Addisu; Teferle, Felix Norman

2016-04-01

The analysis of Global Navigation Satellite System (GNSS) position time series generally assumes that each of the coordinate component series is described by the sum of a linear rate (velocity) and various periodic terms. The residuals, the deviations between the fitted model and the observations, are then a measure of the epoch-to-epoch scatter and have been used for the analysis of the stochastic character (noise) of the time series. Often the parameters of interest in GNSS position time series are the velocities and their associated uncertainties, which have to be determined with the highest reliability. It is clear that not all GNSS position time series follow this simple linear behaviour. Therefore, we have added an acceleration term in the form of a quadratic polynomial function to the model in order to better describe the non-linear motion in the position time series. This non-linear motion could be a response to purely geophysical processes, for example, elastic rebound of the Earth's crust due to ice mass loss in Greenland, artefacts due to deficiencies in bias mitigation models, for example, of the GNSS satellite and receiver antenna phase centres, or any combination thereof. In this study we have simulated 20 time series with different stochastic characteristics such as white, flicker or random walk noise of length of 23 years. The noise amplitude was assumed at 1 mm/y-/4. Then, we added the deterministic part consisting of a linear trend of 20 mm/y (that represents the averaged horizontal velocity) and accelerations ranging from minus 0.6 to plus 0.6 mm/y2. For all these data we estimated the noise parameters with Maximum Likelihood Estimation (MLE) using the Hector software package without taken into account the non-linear term. In this way we set the benchmark to then investigate how the noise properties and velocity uncertainty may be affected by any un-modelled, non-linear term. The velocities and their uncertainties versus the accelerations for

Detection and Characterization of Ground Displacement Sources from Variational Bayesian Independent Component Analysis of GPS Time Series

Science.gov (United States)

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

2014-12-01

A critical point in the analysis of ground displacements time series is the development of data driven methods that allow to discern and characterize the different sources that generate the observed displacements. A widely used multivariate statistical technique is the Principal Component Analysis (PCA), which allows to reduce the dimensionality of the data space maintaining most of the variance of the dataset explained. It reproduces the original data using a limited number of Principal Components, but it also shows some deficiencies. Indeed, 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 generated the observed data. This is mainly due to the assumptions on which PCA relies: it looks for a new Euclidean space where the projected data are uncorrelated. Usually, the uncorrelation condition is not strong enough and it has been proven that the BSS problem can be tackled imposing on the components to be independent. The Independent Component Analysis (ICA) is, in fact, another popular technique adopted to approach this problem, and it can be used in all those fields where PCA is also applied. An ICA approach enables us to explain the time series imposing a fewer number of constraints on the model, and to reveal anomalies in the data such as transient signals. However, the independence condition is not easy to impose, and it is often necessary to introduce some approximations. To work around this problem, we use a variational bayesian ICA (vbICA) method, which models the probability density function (pdf) of each source signal using a mix of Gaussian distributions. This technique allows for more flexibility in the description of the pdf of the sources, giving a more reliable estimate of them. Here we present the application of the vbICA technique to GPS position time series. First, we use vbICA on synthetic data that simulate a seismic cycle

SERI Wind Energy Program

Energy Technology Data Exchange (ETDEWEB)

Noun, R. J.

1983-06-01

The SERI Wind Energy Program manages the areas or innovative research, wind systems analysis, and environmental compatibility for the U.S. Department of Energy. Since 1978, SERI wind program staff have conducted in-house aerodynamic and engineering analyses of novel concepts for wind energy conversion and have managed over 20 subcontracts to determine technical feasibility; the most promising of these concepts is the passive blade cyclic pitch control project. In the area of systems analysis, the SERI program has analyzed the impact of intermittent generation on the reliability of electric utility systems using standard utility planning models. SERI has also conducted methodology assessments. Environmental issues related to television interference and acoustic noise from large wind turbines have been addressed. SERI has identified the causes, effects, and potential control of acoustic noise emissions from large wind turbines.

Shifting nitrous oxide source/sink behaviour in a subtropical estuary revealed by automated time series observations

Science.gov (United States)

Reading, Michael J.; Santos, Isaac R.; Maher, Damien T.; Jeffrey, Luke C.; Tait, Douglas R.

2017-07-01

The oceans are a major source of the potent greenhouse gas nitrous oxide (N2O) to the atmosphere. However, little information is available on how estuaries and the coastal ocean may contribute to N2O budgets, and on the drivers of N2O in aquatic environments. This study utilised five time series stations along the freshwater to marine continuum in a sub-tropical estuary in Australia (Coffs Creek, Australia). Each time series station captured N2O, radon (222Rn, a natural submarine groundwater discharge tracer), dissolved nitrogen, and dissolved organic carbon (DOC) concentrations for a minimum of 25 h. The use of automated time series observations enabled spatial and tidal-scale variability of N2O to be captured. Groundwater was highly enriched in N2O (up to 306 nM) compared to the receiving surface water. Dissolved N2O supersaturation as high as 386% (27.4 nM) was observed in the upstream freshwater and brackish water areas which represented only a small (∼13%) proportion of the total estuary area. A large area of N2O undersaturation (as low as 53% or 3.9 nM) was observed in the mangrove-dominated lower estuary. This undersaturated area likely resulted from N2O consumption due to nitrate/nitrite (NOx) limitation in mangrove sediments subject to shallow porewater exchange. Overall, the estuary was a minor source of N2O to the atmosphere as the lower mangrove-dominated estuary sink of N2O counteracted groundwater-dominated source of N2O in the upper estuary. Average area-weighted N2O fluxes at the water-air interface approached zero (0.2-0.7 μmol m-2 d-1, depending on piston velocity model used), and were much lower than nitrogen-rich Northern Hemisphere estuaries that are considered large sources of N2O to the atmosphere. This study revealed a temporally and spatially diverse estuary, with areas of N2O production and consumption related to oxygen and total dissolved nitrogen availability, submarine groundwater discharge, and uptake within mangroves.

Time Series Analysis, Modeling and Applications A Computational Intelligence Perspective

CERN Document Server

Chen, Shyi-Ming

2013-01-01

Temporal and spatiotemporal data form an inherent fabric of the society as we are faced with streams of data coming from numerous sensors, data feeds, recordings associated with numerous areas of application embracing physical and human-generated phenomena (environmental data, financial markets, Internet activities, etc.). A quest for a thorough analysis, interpretation, modeling and prediction of time series comes with an ongoing challenge for developing models that are both accurate and user-friendly (interpretable). The volume is aimed to exploit the conceptual and algorithmic framework of Computational Intelligence (CI) to form a cohesive and comprehensive environment for building models of time series. The contributions covered in the volume are fully reflective of the wealth of the CI technologies by bringing together ideas, algorithms, and numeric studies, which convincingly demonstrate their relevance, maturity and visible usefulness. It reflects upon the truly remarkable diversity of methodological a...

Statistical attribution analysis of the nonstationarity of the annual runoff series of the Weihe River.

Science.gov (United States)

Xiong, Lihua; Jiang, Cong; Du, Tao

2014-01-01

Time-varying moments models based on Pearson Type III and normal distributions respectively are built under the generalized additive model in location, scale and shape (GAMLSS) framework to analyze the nonstationarity of the annual runoff series of the Weihe River, the largest tributary of the Yellow River. The detection of nonstationarities in hydrological time series (annual runoff, precipitation and temperature) from 1960 to 2009 is carried out using a GAMLSS model, and then the covariate analysis for the annual runoff series is implemented with GAMLSS. Finally, the attribution of each covariate to the nonstationarity of annual runoff is analyzed quantitatively. The results demonstrate that (1) obvious change-points exist in all three hydrological series, (2) precipitation, temperature and irrigated area are all significant covariates of the annual runoff series, and (3) temperature increase plays the main role in leading to the reduction of the annual runoff series in the study basin, followed by the decrease of precipitation and the increase of irrigated area.

Chaotic time series analysis in economics: Balance and perspectives

International Nuclear Information System (INIS)

Faggini, Marisa

2014-01-01

The aim of the paper is not to review the large body of work concerning nonlinear time series analysis in economics, about which much has been written, but rather to focus on the new techniques developed to detect chaotic behaviours in economic data. More specifically, our attention will be devoted to reviewing some of these techniques and their application to economic and financial data in order to understand why chaos theory, after a period of growing interest, appears now not to be such an interesting and promising research area

Chaotic time series analysis in economics: Balance and perspectives

Energy Technology Data Exchange (ETDEWEB)

Faggini, Marisa, E-mail: mfaggini@unisa.it [Dipartimento di Scienze Economiche e Statistiche, Università di Salerno, Fisciano 84084 (Italy)

2014-12-15

The aim of the paper is not to review the large body of work concerning nonlinear time series analysis in economics, about which much has been written, but rather to focus on the new techniques developed to detect chaotic behaviours in economic data. More specifically, our attention will be devoted to reviewing some of these techniques and their application to economic and financial data in order to understand why chaos theory, after a period of growing interest, appears now not to be such an interesting and promising research area.

Inorganic chemical analysis of environmental materials—A lecture series

Science.gov (United States)

Crock, J.G.; Lamothe, P.J.

2011-01-01

At the request of the faculty of the Colorado School of Mines, Golden, Colorado, the authors prepared and presented a lecture series to the students of a graduate level advanced instrumental analysis class. The slides and text presented in this report are a compilation and condensation of this series of lectures. The purpose of this report is to present the slides and notes and to emphasize the thought processes that should be used by a scientist submitting samples for analyses in order to procure analytical data to answer a research question. First and foremost, the analytical data generated can be no better than the samples submitted. The questions to be answered must first be well defined and the appropriate samples collected from the population that will answer the question. The proper methods of analysis, including proper sample preparation and digestion techniques, must then be applied. Care must be taken to achieve the required limits of detection of the critical analytes to yield detectable analyte concentration (above "action" levels) for the majority of the study's samples and to address what portion of those analytes answer the research question-total or partial concentrations. To guarantee a robust analytical result that answers the research question(s), a well-defined quality assurance and quality control (QA/QC) plan must be employed. This QA/QC plan must include the collection and analysis of field and laboratory blanks, sample duplicates, and matrix-matched standard reference materials (SRMs). The proper SRMs may include in-house materials and/or a selection of widely available commercial materials. A discussion of the preparation and applicability of in-house reference materials is also presented. Only when all these analytical issues are sufficiently addressed can the research questions be answered with known certainty.

A comparative analysis of spectral exponent estimation techniques for 1/f(β) processes with applications to the analysis of stride interval time series.

Science.gov (United States)

Schaefer, Alexander; Brach, Jennifer S; Perera, Subashan; Sejdić, Ervin

2014-01-30

The time evolution and complex interactions of many nonlinear systems, such as in the human body, result in fractal types of parameter outcomes that exhibit self similarity over long time scales by a power law in the frequency spectrum S(f)=1/f(β). The scaling exponent β is thus often interpreted as a "biomarker" of relative health and decline. This paper presents a thorough comparative numerical analysis of fractal characterization techniques with specific consideration given to experimentally measured gait stride interval time series. The ideal fractal signals generated in the numerical analysis are constrained under varying lengths and biases indicative of a range of physiologically conceivable fractal signals. This analysis is to complement previous investigations of fractal characteristics in healthy and pathological gait stride interval time series, with which this study is compared. The results of our analysis showed that the averaged wavelet coefficient method consistently yielded the most accurate results. Class dependent methods proved to be unsuitable for physiological time series. Detrended fluctuation analysis as most prevailing method in the literature exhibited large estimation variances. The comparative numerical analysis and experimental applications provide a thorough basis for determining an appropriate and robust method for measuring and comparing a physiologically meaningful biomarker, the spectral index β. In consideration of the constraints of application, we note the significant drawbacks of detrended fluctuation analysis and conclude that the averaged wavelet coefficient method can provide reasonable consistency and accuracy for characterizing these fractal time series. Copyright © 2013 Elsevier B.V. All rights reserved.

A comparative analysis of spectral exponent estimation techniques for 1/fβ processes with applications to the analysis of stride interval time series

Science.gov (United States)

Schaefer, Alexander; Brach, Jennifer S.; Perera, Subashan; Sejdić, Ervin

2013-01-01

Background The time evolution and complex interactions of many nonlinear systems, such as in the human body, result in fractal types of parameter outcomes that exhibit self similarity over long time scales by a power law in the frequency spectrum S(f) = 1/fβ. The scaling exponent β is thus often interpreted as a “biomarker” of relative health and decline. New Method This paper presents a thorough comparative numerical analysis of fractal characterization techniques with specific consideration given to experimentally measured gait stride interval time series. The ideal fractal signals generated in the numerical analysis are constrained under varying lengths and biases indicative of a range of physiologically conceivable fractal signals. This analysis is to complement previous investigations of fractal characteristics in healthy and pathological gait stride interval time series, with which this study is compared. Results The results of our analysis showed that the averaged wavelet coefficient method consistently yielded the most accurate results. Comparison with Existing Methods: Class dependent methods proved to be unsuitable for physiological time series. Detrended fluctuation analysis as most prevailing method in the literature exhibited large estimation variances. Conclusions The comparative numerical analysis and experimental applications provide a thorough basis for determining an appropriate and robust method for measuring and comparing a physiologically meaningful biomarker, the spectral index β. In consideration of the constraints of application, we note the significant drawbacks of detrended fluctuation analysis and conclude that the averaged wavelet coefficient method can provide reasonable consistency and accuracy for characterizing these fractal time series. PMID:24200509

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

Dysconnection topography in schizophrenia revealed with state-space analysis of EEG.

Science.gov (United States)

Jalili, Mahdi; Lavoie, Suzie; Deppen, Patricia; Meuli, Reto; Do, Kim Q; Cuénod, Michel; Hasler, Martin; De Feo, Oscar; Knyazeva, Maria G

2007-10-24

The dysconnection hypothesis has been proposed to account for pathophysiological mechanisms underlying schizophrenia. Widespread structural changes suggesting abnormal connectivity in schizophrenia have been imaged. A functional counterpart of the structural maps would be the EEG synchronization maps. However, due to the limits of currently used bivariate methods, functional correlates of dysconnection are limited to the isolated measurements of synchronization between preselected pairs of EEG signals. To reveal a whole-head synchronization topography in schizophrenia, we applied a new method of multivariate synchronization analysis called S-estimator to the resting dense-array (128 channels) EEG obtained from 14 patients and 14 controls. This method determines synchronization from the embedding dimension in a state-space domain based on the theoretical consequence of the cooperative behavior of simultaneous time series-the shrinking of the state-space embedding dimension. The S-estimator imaging revealed a specific synchronization landscape in schizophrenia patients. Its main features included bilaterally increased synchronization over temporal brain regions and decreased synchronization over the postcentral/parietal region neighboring the midline. The synchronization topography was stable over the course of several months and correlated with the severity of schizophrenia symptoms. In particular, direct correlations linked positive, negative, and general psychopathological symptoms to the hyper-synchronized temporal clusters over both hemispheres. Along with these correlations, general psychopathological symptoms inversely correlated within the hypo-synchronized postcentral midline region. While being similar to the structural maps of cortical changes in schizophrenia, the S-maps go beyond the topography limits, demonstrating a novel aspect of the abnormalities of functional cooperation: namely, regionally reduced or enhanced connectivity. The new method of

Dysconnection topography in schizophrenia revealed with state-space analysis of EEG.

Directory of Open Access Journals (Sweden)

Mahdi Jalili

2007-10-01

Full Text Available The dysconnection hypothesis has been proposed to account for pathophysiological mechanisms underlying schizophrenia. Widespread structural changes suggesting abnormal connectivity in schizophrenia have been imaged. A functional counterpart of the structural maps would be the EEG synchronization maps. However, due to the limits of currently used bivariate methods, functional correlates of dysconnection are limited to the isolated measurements of synchronization between preselected pairs of EEG signals.To reveal a whole-head synchronization topography in schizophrenia, we applied a new method of multivariate synchronization analysis called S-estimator to the resting dense-array (128 channels EEG obtained from 14 patients and 14 controls. This method determines synchronization from the embedding dimension in a state-space domain based on the theoretical consequence of the cooperative behavior of simultaneous time series-the shrinking of the state-space embedding dimension. The S-estimator imaging revealed a specific synchronization landscape in schizophrenia patients. Its main features included bilaterally increased synchronization over temporal brain regions and decreased synchronization over the postcentral/parietal region neighboring the midline. The synchronization topography was stable over the course of several months and correlated with the severity of schizophrenia symptoms. In particular, direct correlations linked positive, negative, and general psychopathological symptoms to the hyper-synchronized temporal clusters over both hemispheres. Along with these correlations, general psychopathological symptoms inversely correlated within the hypo-synchronized postcentral midline region. While being similar to the structural maps of cortical changes in schizophrenia, the S-maps go beyond the topography limits, demonstrating a novel aspect of the abnormalities of functional cooperation: namely, regionally reduced or enhanced connectivity.The new

Using learning analytics to evaluate a video-based lecture series.

Science.gov (United States)

Lau, K H Vincent; Farooque, Pue; Leydon, Gary; Schwartz, Michael L; Sadler, R Mark; Moeller, Jeremy J

2018-01-01

The video-based lecture (VBL), an important component of the flipped classroom (FC) and massive open online course (MOOC) approaches to medical education, has primarily been evaluated through direct learner feedback. Evaluation may be enhanced through learner analytics (LA) - analysis of quantitative audience usage data generated by video-sharing platforms. We applied LA to an experimental series of ten VBLs on electroencephalography (EEG) interpretation, uploaded to YouTube in the model of a publicly accessible MOOC. Trends in view count; total percentage of video viewed and audience retention (AR) (percentage of viewers watching at a time point compared to the initial total) were examined. The pattern of average AR decline was characterized using regression analysis, revealing a uniform linear decline in viewership for each video, with no evidence of an optimal VBL length. Segments with transient increases in AR corresponded to those focused on core concepts, indicative of content requiring more detailed evaluation. We propose a model for applying LA at four levels: global, series, video, and feedback. LA may be a useful tool in evaluating a VBL series. Our proposed model combines analytics data and learner self-report for comprehensive evaluation.

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.

Time series analysis of reference crop evapotranspiration for Bokaro District, Jharkhand, India

Directory of Open Access Journals (Sweden)

Gautam Ratnesh

2016-09-01

Full Text Available Evapotranspiration is the one of the major role playing element in water cycle. More accurate measurement and forecasting of Evapotranspiration would enable more efficient water resources management. This study, is therefore, particularly focused on evapotranspiration modelling and forecasting, since forecasting would provide better information for optimal water resources management. There are numerous techniques of evapotranspiration forecasting that include autoregressive (AR and moving average (MA, autoregressive moving average (ARMA, autoregressive integrated moving average (ARIMA, Thomas Feiring, etc. Out of these models ARIMA model has been found to be more suitable for analysis and forecasting of hydrological events. Therefore, in this study ARIMA models have been used for forecasting of mean monthly reference crop evapotranspiration by stochastic analysis. The data series of 102 years i.e. 1224 months of Bokaro District were used for analysis and forecasting. Different order of ARIMA model was selected on the basis of autocorrelation function (ACF and partial autocorrelation (PACF of data series. Maximum likelihood method was used for determining the parameters of the models. To see the statistical parameter of model, best fitted model is ARIMA (0, 1, 4 (0, 1, 112.

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

Directory of Open Access Journals (Sweden)

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.

TIME SERIES ANALYSIS ON STOCK MARKET FOR TEXT MINING CORRELATION OF ECONOMY NEWS

Directory of Open Access Journals (Sweden)

Sadi Evren SEKER

2014-01-01

Full Text Available This paper proposes an information retrieval methodfor the economy news. Theeffect of economy news, are researched in the wordlevel and stock market valuesare considered as the ground proof.The correlation between stock market prices and economy news is an already ad-dressed problem for most of the countries. The mostwell-known approach is ap-plying the text mining approaches to the news and some time series analysis tech-niques over stock market closing values in order toapply classification or cluster-ing algorithms over the features extracted. This study goes further and tries to askthe question what are the available time series analysis techniques for the stockmarket closing values and which one is the most suitable? In this study, the newsand their dates are collected into a database and text mining is applied over thenews, the text mining part has been kept simple with only term frequency – in-verse document frequency method. For the time series analysis part, we havestudied 10 different methods such as random walk, moving average, acceleration,Bollinger band, price rate of change, periodic average, difference, momentum orrelative strength index and their variation. In this study we have also explainedthese techniques in a comparative way and we have applied the methods overTurkish Stock Market closing values for more than a2 year period. On the otherhand, we have applied the term frequency – inversedocument frequency methodon the economy news of one of the high-circulatingnewspapers in Turkey.

Social network analysis of character interaction in the Stargate and Star Trek television series

Science.gov (United States)

Tan, Melody Shi Ai; Ujum, Ephrance Abu; Ratnavelu, Kuru

This paper undertakes a social network analysis of two science fiction television series, Stargate and Star Trek. Television series convey stories in the form of character interaction, which can be represented as “character networks”. We connect each pair of characters that exchanged spoken dialogue in any given scene demarcated in the television series transcripts. These networks are then used to characterize the overall structure and topology of each series. We find that the character networks of both series have similar structure and topology to that found in previous work on mythological and fictional networks. The character networks exhibit the small-world effects but found no significant support for power-law. Since the progression of an episode depends to a large extent on the interaction between each of its characters, the underlying network structure tells us something about the complexity of that episode’s storyline. We assessed the complexity using techniques from spectral graph theory. We found that the episode networks are structured either as (1) closed networks, (2) those containing bottlenecks that connect otherwise disconnected clusters or (3) a mixture of both.

Characterization of Ground Displacement Sources from Variational Bayesian Independent Component Analysis of Space Geodetic Time Series

Science.gov (United States)

Gualandi, Adriano; Serpelloni, Enrico; Elina Belardinelli, Maria; Bonafede, Maurizio; Pezzo, Giuseppe; Tolomei, Cristiano

2015-04-01

A critical point in the analysis of ground displacement time series, as those measured by modern space geodetic techniques (primarly continuous GPS/GNSS and InSAR) is the development of data driven methods that allow to discern and characterize the different sources that generate the observed displacements. A widely used multivariate statistical technique is the Principal Component Analysis (PCA), which allows to reduce the dimensionality of the data space maintaining most of the variance of the dataset explained. It reproduces the original data using a limited number of Principal Components, but it also shows some deficiencies, since PCA does not perform well in finding the solution to the so-called Blind Source Separation (BSS) problem. The recovering and separation of the different sources that generate the observed ground deformation is a fundamental task in order to provide a physical meaning to the possible different sources. PCA fails in the BSS problem since it looks for a new Euclidean space where the projected data are uncorrelated. Usually, the uncorrelation condition is not strong enough and it has been proven that the BSS problem can be tackled imposing on the components to be independent. The Independent Component Analysis (ICA) is, in fact, another popular technique adopted to approach this problem, and it can be used in all those fields where PCA is also applied. An ICA approach enables us to explain the displacement time series imposing a fewer number of constraints on the model, and to reveal anomalies in the data such as transient deformation signals. However, the independence condition is not easy to impose, and it is often necessary to introduce some approximations. To work around this problem, we use a variational bayesian ICA (vbICA) method, which models the probability density function (pdf) of each source signal using a mix of Gaussian distributions. This technique allows for more flexibility in the description of the pdf of the sources

Multifractal detrended cross-correlation analysis on gold, crude oil and foreign exchange rate time series

Science.gov (United States)

Pal, Mayukha; Madhusudana Rao, P.; Manimaran, P.

2014-12-01

We apply the recently developed multifractal detrended cross-correlation analysis method to investigate the cross-correlation behavior and fractal nature between two non-stationary time series. We analyze the daily return price of gold, West Texas Intermediate and Brent crude oil, foreign exchange rate data, over a period of 18 years. The cross correlation has been measured from the Hurst scaling exponents and the singularity spectrum quantitatively. From the results, the existence of multifractal cross-correlation between all of these time series is found. We also found that the cross correlation between gold and oil prices possess uncorrelated behavior and the remaining bivariate time series possess persistent behavior. It was observed for five bivariate series that the cross-correlation exponents are less than the calculated average generalized Hurst exponents (GHE) for q0 and for one bivariate series the cross-correlation exponent is greater than GHE for all q values.

Connected to TV series: Quantifying series watching engagement.

Science.gov (United States)

Tóth-Király, István; Bőthe, Beáta; Tóth-Fáber, Eszter; Hága, Győző; Orosz, Gábor

2017-12-01

Background and aims Television series watching stepped into a new golden age with the appearance of online series. Being highly involved in series could potentially lead to negative outcomes, but the distinction between highly engaged and problematic viewers should be distinguished. As no appropriate measure is available for identifying such differences, a short and valid measure was constructed in a multistudy investigation: the Series Watching Engagement Scale (SWES). Methods In Study 1 (N Sample1  = 740 and N Sample2  = 740), exploratory structural equation modeling and confirmatory factor analysis were used to identify the most important facets of series watching engagement. In Study 2 (N = 944), measurement invariance of the SWES was investigated between males and females. In Study 3 (N = 1,520), latent profile analysis (LPA) was conducted to identify subgroups of viewers. Results Five factors of engagement were identified in Study 1 that are of major relevance: persistence, identification, social interaction, overuse, and self-development. Study 2 supported the high levels of equivalence between males and females. In Study 3, three groups of viewers (low-, medium-, and high-engagement viewers) were identified. The highly engaged at-risk group can be differentiated from the other two along key variables of watching time and personality. Discussion The present findings support the overall validity, reliability, and usefulness of the SWES and the results of the LPA showed that it might be useful to identify at-risk viewers before the development of problematic use.

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.

Simultaneous determination of radionuclides separable into natural decay series by use of time-interval analysis

International Nuclear Information System (INIS)

Hashimoto, Tetsuo; Sanada, Yukihisa; Uezu, Yasuhiro

2004-01-01

A delayed coincidence method, time-interval analysis (TIA), has been applied to successive α-α decay events on the millisecond time-scale. Such decay events are part of the 220 Rn→ 216 Po (T 1/2 145 ms) (Th-series) and 219 Rn→ 215 Po (T 1/2 1.78 ms) (Ac-series). By using TIA in addition to measurement of 226 Ra (U-series) from α-spectrometry by liquid scintillation counting (LSC), two natural decay series could be identified and separated. The TIA detection efficiency was improved by using the pulse-shape discrimination technique (PSD) to reject β-pulses, by solvent extraction of Ra combined with simple chemical separation, and by purging the scintillation solution with dry N 2 gas. The U- and Th-series together with the Ac-series were determined, respectively, from alpha spectra and TIA carried out immediately after Ra-extraction. Using the 221 Fr→ 217 At (T 1/2 32.3 ms) decay process as a tracer, overall yields were estimated from application of TIA to the 225 Ra (Np-decay series) at the time of maximum growth. The present method has proven useful for simultaneous determination of three radioactive decay series in environmental samples. (orig.)

Empirical intrinsic geometry for nonlinear modeling and time series filtering.

Science.gov (United States)

Talmon, Ronen; Coifman, Ronald R

2013-07-30

In this paper, we present a method for time series analysis based on empirical intrinsic geometry (EIG). EIG enables one to reveal the low-dimensional parametric manifold as well as to infer the underlying dynamics of high-dimensional time series. By incorporating concepts of information geometry, this method extends existing geometric analysis tools to support stochastic settings and parametrizes the geometry of empirical distributions. However, the statistical models are not required as priors; hence, EIG may be applied to a wide range of real signals without existing definitive models. We show that the inferred model is noise-resilient and invariant under different observation and instrumental modalities. In addition, we show that it can be extended efficiently to newly acquired measurements in a sequential manner. These two advantages enable us to revisit the Bayesian approach and incorporate empirical dynamics and intrinsic geometry into a nonlinear filtering framework. We show applications to nonlinear and non-Gaussian tracking problems as well as to acoustic signal localization.

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

Radial artery pulse waveform analysis based on curve fitting using discrete Fourier series.

Science.gov (United States)

Jiang, Zhixing; Zhang, David; Lu, Guangming

2018-04-19

Radial artery pulse diagnosis has been playing an important role in traditional Chinese medicine (TCM). For its non-invasion and convenience, the pulse diagnosis has great significance in diseases analysis of modern medicine. The practitioners sense the pulse waveforms in patients' wrist to make diagnoses based on their non-objective personal experience. With the researches of pulse acquisition platforms and computerized analysis methods, the objective study on pulse diagnosis can help the TCM to keep up with the development of modern medicine. In this paper, we propose a new method to extract feature from pulse waveform based on discrete Fourier series (DFS). It regards the waveform as one kind of signal that consists of a series of sub-components represented by sine and cosine (SC) signals with different frequencies and amplitudes. After the pulse signals are collected and preprocessed, we fit the average waveform for each sample using discrete Fourier series by least squares. The feature vector is comprised by the coefficients of discrete Fourier series function. Compared with the fitting method using Gaussian mixture function, the fitting errors of proposed method are smaller, which indicate that our method can represent the original signal better. The classification performance of proposed feature is superior to the other features extracted from waveform, liking auto-regression model and Gaussian mixture model. The coefficients of optimized DFS function, who is used to fit the arterial pressure waveforms, can obtain better performance in modeling the waveforms and holds more potential information for distinguishing different psychological states. Copyright © 2018 Elsevier B.V. All rights reserved.

Discontinuous conduction mode analysis of phase-modulated series ...

Indian Academy of Sciences (India)

modulated dc–dc series resonant converter (SRC) operating in discontinuous conduction mode (DCM). The conventional fundamental harmonic approximation technique is extended for a non-ideal series resonant tank to clarify the limitations of ...

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.

The Real-time Frequency Spectrum Analysis of Neutron Pulse Signal Series

International Nuclear Information System (INIS)

Tang Yuelin; Ren Yong; Wei Biao; Feng Peng; Mi Deling; Pan Yingjun; Li Jiansheng; Ye Cenming

2009-01-01

The frequency spectrum analysis of neutron pulse signal is a very important method in nuclear stochastic signal processing Focused on the special '0' and '1' of neutron pulse signal series, this paper proposes new rotation-table and realizes a real-time frequency spectrum algorithm under 1G Hz sample rate based on PC with add, address and SSE. The numerical experimental results show that under the count rate of 3X10 6 s -1 , this algorithm is superior to FFTW in time-consumption and can meet the real-time requirement of frequency spectrum analysis. (authors)

Statistical tools for analysis and modeling of cosmic populations and astronomical time series: CUDAHM and TSE

Science.gov (United States)

Loredo, Thomas; Budavari, Tamas; Scargle, Jeffrey D.

2018-01-01

This presentation provides an overview of open-source software packages addressing two challenging classes of astrostatistics problems. (1) CUDAHM is a C++ framework for hierarchical Bayesian modeling of cosmic populations, leveraging graphics processing units (GPUs) to enable applying this computationally challenging paradigm to large datasets. CUDAHM is motivated by measurement error problems in astronomy, where density estimation and linear and nonlinear regression must be addressed for populations of thousands to millions of objects whose features are measured with possibly complex uncertainties, potentially including selection effects. An example calculation demonstrates accurate GPU-accelerated luminosity function estimation for simulated populations of $10^6$ objects in about two hours using a single NVIDIA Tesla K40c GPU. (2) Time Series Explorer (TSE) is a collection of software in Python and MATLAB for exploratory analysis and statistical modeling of astronomical time series. It comprises a library of stand-alone functions and classes, as well as an application environment for interactive exploration of times series data. The presentation will summarize key capabilities of this emerging project, including new algorithms for analysis of irregularly-sampled time series.

Hybrid Wavelet De-noising and Rank-Set Pair Analysis approach for forecasting hydro-meteorological time series

Science.gov (United States)

WANG, D.; Wang, Y.; Zeng, X.

2017-12-01

Accurate, fast forecasting of hydro-meteorological time series is presently a major challenge in drought and flood mitigation. This paper proposes a hybrid approach, Wavelet De-noising (WD) and Rank-Set Pair Analysis (RSPA), that takes full advantage of a combination of the two approaches to improve forecasts of hydro-meteorological time series. WD allows decomposition and reconstruction of a time series by the wavelet transform, and hence separation of the noise from the original series. RSPA, a more reliable and efficient version of Set Pair Analysis, is integrated with WD to form the hybrid WD-RSPA approach. Two types of hydro-meteorological data sets with different characteristics and different levels of human influences at some representative stations are used to illustrate the WD-RSPA approach. The approach is also compared to three other generic methods: the conventional Auto Regressive Integrated Moving Average (ARIMA) method, Artificial Neural Networks (ANNs) (BP-error Back Propagation, MLP-Multilayer Perceptron and RBF-Radial Basis Function), and RSPA alone. Nine error metrics are used to evaluate the model performance. The results show that WD-RSPA is accurate, feasible, and effective. In particular, WD-RSPA is found to be the best among the various generic methods compared in this paper, even when the extreme events are included within a time series.

Application of the Allan Variance to Time Series Analysis in Astrometry and Geodesy: A Review.

Science.gov (United States)

Malkin, Zinovy

2016-04-01

The Allan variance (AVAR) was introduced 50 years ago as a statistical tool for assessing the frequency standards deviations. For the past decades, AVAR has increasingly been used in geodesy and astrometry to assess the noise characteristics in geodetic and astrometric time series. A specific feature of astrometric and geodetic measurements, as compared with clock measurements, is that they are generally associated with uncertainties; thus, an appropriate weighting should be applied during data analysis. In addition, some physically connected scalar time series naturally form series of multidimensional vectors. For example, three station coordinates time series X, Y, and Z can be combined to analyze 3-D station position variations. The classical AVAR is not intended for processing unevenly weighted and/or multidimensional data. Therefore, AVAR modifications, namely weighted AVAR (WAVAR), multidimensional AVAR (MAVAR), and weighted multidimensional AVAR (WMAVAR), were introduced to overcome these deficiencies. In this paper, a brief review is given of the experience of using AVAR and its modifications in processing astrogeodetic time series.

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.

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.

Comparative performance analysis of shunt and series passive filter for LED lamp

Science.gov (United States)

Sarwono, Edi; Facta, Mochammad; Handoko, Susatyo

2018-03-01

Light Emitting Diode lamp or LED lamp nowadays is widely used by consumers as a new innovation in the lighting technologies due to its energy saving for low power consumption lamps for brighter light intensity. How ever, the LED lamp produce an electric pollutant known as harmonics. The harmonics is generated by rectifier as part of LED lamp circuit. The present of harmonics in current or voltage has made the source waveform from the grid is distorted. This distortion may cause inacurrate measurement, mall function, and excessive heating for any element at the grid. This paper present an analysis work of shunt and series filters to suppress the harmonics generated by the LED lamp circuit. The work was initiated by conducting several tests to investigate the harmonic content of voltage and currents. The measurements in this work were carried out by using HIOKI Power Quality Analyzer 3197. The measurement results showed that the harmonics current of tested LED lamps were above the limit of IEEE standard 519-2014. Based on the measurement results shunt and series filters were constructed as low pass filters. The bode analysis were appled during construction and prediction of the filters performance. Based on experimental results, the application of shunt filter at input side of LED lamp has reduced THD current up to 88%. On the other hand, the series filter has significantly reduced THD current up to 92%.

Time series analysis of pressure fluctuation in gas-solid fluidized beds

Directory of Open Access Journals (Sweden)

C. Alberto S. Felipe

2004-09-01

Full Text Available The purpose of the present work was to study the differentiation of states of typical fluidization (single bubble, multiple bubble and slugging in a gas-solid fluidized bed, using spectral analysis of pressure fluctuation time series. The effects of the method of measuring (differential and absolute pressure fluctuations and the axial position of the probes in the fluidization column on the identification of each of the regimes studied were evaluated. Fast Fourier Transform (FFT was the mathematic tool used to analysing the data of pressure fluctuations, which expresses the behavior of a time series in the frequency domain. Results indicated that the plenum chamber was a place for reliable measurement and that care should be taken in measurement in the dense phase. The method allowed fluid dynamic regimes to be differentiated by their dominant frequency characteristics.

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.

Assessing Spontaneous Combustion Instability with Nonlinear Time Series Analysis

Science.gov (United States)

Eberhart, C. J.; Casiano, M. J.

2015-01-01

Considerable interest lies in the ability to characterize the onset of spontaneous instabilities within liquid propellant rocket engine (LPRE) combustion devices. Linear techniques, such as fast Fourier transforms, various correlation parameters, and critical damping parameters, have been used at great length for over fifty years. Recently, nonlinear time series methods have been applied to deduce information pertaining to instability incipiency hidden in seemingly stochastic combustion noise. A technique commonly used in biological sciences known as the Multifractal Detrended Fluctuation Analysis has been extended to the combustion dynamics field, and is introduced here as a data analysis approach complementary to linear ones. Advancing, a modified technique is leveraged to extract artifacts of impending combustion instability that present themselves a priori growth to limit cycle amplitudes. Analysis is demonstrated on data from J-2X gas generator testing during which a distinct spontaneous instability was observed. Comparisons are made to previous work wherein the data were characterized using linear approaches. Verification of the technique is performed by examining idealized signals and comparing two separate, independently developed tools.

Time series analysis of embodied interaction: Movement variability and complexity matching as dyadic properties

Directory of Open Access Journals (Sweden)

Leonardo Zapata-Fonseca

2016-12-01

Full Text Available There is a growing consensus that a fuller understanding of social cognition depends on more systematic studies of real-time social interaction. Such studies require methods that can deal with the complex dynamics taking place at multiple interdependent temporal and spatial scales, spanning sub-personal, personal, and dyadic levels of analysis. We demonstrate the value of adopting an extended multi-scale approach by re-analyzing movement time series generated in a study of embodied dyadic interaction in a minimal virtual reality environment (a perceptual crossing experiment. Reduced movement variability revealed an interdependence between social awareness and social coordination that cannot be accounted for by either subjective or objective factors alone: it picks out interactions in which subjective and objective conditions are convergent (i.e. elevated coordination is perceived as clearly social, and impaired coordination is perceived as socially ambiguous. This finding is consistent with the claim that interpersonal interaction can be partially constitutive of direct social perception. Clustering statistics (Allan Factor of salient events revealed fractal scaling. Complexity matching defined as the similarity between these scaling laws was significantly more pronounced in pairs of participants as compared to surrogate dyads. This further highlights the multi-scale and distributed character of social interaction and extends previous complexity matching results from dyadic conversation to nonverbal social interaction dynamics. Trials with successful joint interaction were also associated with an increase in local coordination. Consequently, a local coordination pattern emerges on the background of complex dyadic interactions in the PCE task and makes joint successful performance possible.

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

Adventures in Modern Time Series Analysis: From the Sun to the Crab Nebula and Beyond

Science.gov (United States)

Scargle, Jeffrey

2014-01-01

With the generation of long, precise, and finely sampled time series the Age of Digital Astronomy is uncovering and elucidating energetic dynamical processes throughout the Universe. Fulfilling these opportunities requires data effective analysis techniques rapidly and automatically implementing advanced concepts. The Time Series Explorer, under development in collaboration with Tom Loredo, provides tools ranging from simple but optimal histograms to time and frequency domain analysis for arbitrary data modes with any time sampling. Much of this development owes its existence to Joe Bredekamp and the encouragement he provided over several decades. Sample results for solar chromospheric activity, gamma-ray activity in the Crab Nebula, active galactic nuclei and gamma-ray bursts will be displayed.

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…

An Interactive Analysis of Hyperboles in a British TV Series: Implications For EFL Classes

Science.gov (United States)

Sert, Olcay

2008-01-01

This paper, part of an ongoing study on the analysis of hyperboles in a British TV series, reports findings drawing upon a 90,000 word corpus. The findings are compared to the ones from CANCODE (McCarthy and Carter 2004), a five-million word corpus of spontaneous speech, in order to identify similarities between the two. The analysis showed that…

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.

Remote-Sensing Time Series Analysis, a Vegetation Monitoring Tool

Science.gov (United States)

McKellip, Rodney; Prados, Donald; Ryan, Robert; Ross, Kenton; Spruce, Joseph; Gasser, Gerald; Greer, Randall

2008-01-01

The Time Series Product Tool (TSPT) is software, developed in MATLAB , which creates and displays high signal-to- noise Vegetation Indices imagery and other higher-level products derived from remotely sensed data. This tool enables automated, rapid, large-scale regional surveillance of crops, forests, and other vegetation. TSPT temporally processes high-revisit-rate satellite imagery produced by the Moderate Resolution Imaging Spectroradiometer (MODIS) and by other remote-sensing systems. Although MODIS imagery is acquired daily, cloudiness and other sources of noise can greatly reduce the effective temporal resolution. To improve cloud statistics, the TSPT combines MODIS data from multiple satellites (Aqua and Terra). The TSPT produces MODIS products as single time-frame and multitemporal change images, as time-series plots at a selected location, or as temporally processed image videos. Using the TSPT program, MODIS metadata is used to remove and/or correct bad and suspect data. Bad pixel removal, multiple satellite data fusion, and temporal processing techniques create high-quality plots and animated image video sequences that depict changes in vegetation greenness. This tool provides several temporal processing options not found in other comparable imaging software tools. Because the framework to generate and use other algorithms is established, small modifications to this tool will enable the use of a large range of remotely sensed data types. An effective remote-sensing crop monitoring system must be able to detect subtle changes in plant health in the earliest stages, before the effects of a disease outbreak or other adverse environmental conditions can become widespread and devastating. The integration of the time series analysis tool with ground-based information, soil types, crop types, meteorological data, and crop growth models in a Geographic Information System, could provide the foundation for a large-area crop-surveillance system that could identify

Direct U-series analysis of the Lezetxiki humerus reveals a Middle Pleistocene age for human remains in the Basque Country (northern Iberia).

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de-la-Rúa, Concepción; Altuna, Jesús; Hervella, Monserrat; Kinsley, Leslie; Grün, Rainer

2016-04-01

In 1964, a human humerus was found in a sedimentary deposit in Lezetxiki Cave (Basque Country, northern Iberia). The first studies on the stratigraphy, associated mammal faunal remains and lithic implements placed the deposits containing the humerus into the Riss glacial stage. Direct chronometric evidence has so far been missing, and the previous chronostratigraphic framework and faunal dating gave inconsistent results. Here we report laser ablation U-series analyses on the humerus yielding a minimum age of 164 ± 9 ka, corresponding to MIS 6. This is the only direct dating analysis of the Lezetxiki humerus and confirms a Middle Pleistocene age for this hominin fossil. Morphometric analyses suggest that the Lezetxiki humerus has close affinities to other Middle Pleistocene archaic hominins, such as those from La Sima de los Huesos at Atapuerca. This emphasizes the significance of the Lezetxiki fossil within the populations that predate the Neanderthals in south-western Europe. It is thus an important key fossil for the understanding of human evolution in Europe during the Middle Pleistocene, a time period when a great morphological diversity is observed but whose phylogenetic meaning is not yet fully understood. Copyright © 2016 Elsevier Ltd. All rights reserved.

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.

Operation Analysis of the Series-Parallel Resonant Converter Working above Resonance Frequency

Directory of Open Access Journals (Sweden)

Peter Dzurko

2006-01-01

Full Text Available The present article deals with theoretical analysis of operation of a series-parallel converter working above resonance frequency. Derived are principal equations for individual operation intervals. Based on these made out are waveforms of individual quantities during both the inverter operation at load and no-load operation. The waveforms may be utilised at designing the inverter individual parts.

Decoding divergent series in nonparaxial optics.

Science.gov (United States)

Borghi, Riccardo; Gori, Franco; Guattari, Giorgio; Santarsiero, Massimo

2011-03-15

A theoretical analysis aimed at investigating the divergent character of perturbative series involved in the study of free-space nonparaxial propagation of vectorial optical beams is proposed. Our analysis predicts a factorial divergence for such series and provides a theoretical framework within which the results of recently published numerical experiments concerning nonparaxial propagation of vectorial Gaussian beams find a meaningful interpretation in terms of the decoding operated on such series by the Weniger transformation.

High-order fuzzy time-series based on multi-period adaptation model for forecasting stock markets

Science.gov (United States)

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

2008-02-01

Stock investors usually make their short-term investment decisions according to recent stock information such as the late market news, technical analysis reports, and price fluctuations. To reflect these short-term factors which impact stock price, this paper proposes a comprehensive fuzzy time-series, which factors linear relationships between recent periods of stock prices and fuzzy logical relationships (nonlinear relationships) mined from time-series into forecasting processes. In empirical analysis, the TAIEX (Taiwan Stock Exchange Capitalization Weighted Stock Index) and HSI (Heng Seng Index) are employed as experimental datasets, and four recent fuzzy time-series models, Chen’s (1996), Yu’s (2005), Cheng’s (2006) and Chen’s (2007), are used as comparison models. Besides, to compare with conventional statistic method, the method of least squares is utilized to estimate the auto-regressive models of the testing periods within the databases. From analysis results, the performance comparisons indicate that the multi-period adaptation model, proposed in this paper, can effectively improve the forecasting performance of conventional fuzzy time-series models which only factor fuzzy logical relationships in forecasting processes. From the empirical study, the traditional statistic method and the proposed model both reveal that stock price patterns in the Taiwan stock and Hong Kong stock markets are short-term.

Time-series analysis to study the impact of an intersection on dispersion along a street canyon.

Science.gov (United States)

Richmond-Bryant, Jennifer; Eisner, Alfred D; Hahn, Intaek; Fortune, Christopher R; Drake-Richman, Zora E; Brixey, Laurie A; Talih, M; Wiener, Russell W; Ellenson, William D

2009-12-01

This paper presents data analysis from the Brooklyn Traffic Real-Time Ambient Pollutant Penetration and Environmental Dispersion (B-TRAPPED) study to assess the transport of ultrafine particulate matter (PM) across urban intersections. Experiments were performed in a street canyon perpendicular to a highway in Brooklyn, NY, USA. Real-time ultrafine PM samplers were positioned on either side of an intersection at multiple locations along a street to collect time-series number concentration data. Meteorology equipment was positioned within the street canyon and at an upstream background site to measure wind speed and direction. Time-series analysis was performed on the PM data to compute a transport velocity along the direction of the street for the cases where background winds were parallel and perpendicular to the street. The data were analyzed for sampler pairs located (1) on opposite sides of the intersection and (2) on the same block. The time-series analysis demonstrated along-street transport, including across the intersection when background winds were parallel to the street canyon and there was minimal transport and no communication across the intersection when background winds were perpendicular to the street canyon. Low but significant values of the cross-correlation function (CCF) underscore the turbulent nature of plume transport along the street canyon. The low correlations suggest that flow switching around corners or traffic-induced turbulence at the intersection may have aided dilution of the PM plume from the highway. This observation supports similar findings in the literature. Furthermore, the time-series analysis methodology applied in this study is introduced as a technique for studying spatiotemporal variation in the urban microscale environment.

Interrupted time-series analysis: studying trends in neurosurgery.

Science.gov (United States)

Wong, Ricky H; Smieliauskas, Fabrice; Pan, I-Wen; Lam, Sandi K

2015-12-01

OBJECT Neurosurgery studies traditionally have evaluated the effects of interventions on health care outcomes by studying overall changes in measured outcomes over time. Yet, this type of linear analysis is limited due to lack of consideration of the trend's effects both pre- and postintervention and the potential for confounding influences. The aim of this study was to illustrate interrupted time-series analysis (ITSA) as applied to an example in the neurosurgical literature and highlight ITSA's potential for future applications. METHODS The methods used in previous neurosurgical studies were analyzed and then compared with the methodology of ITSA. RESULTS The ITSA method was identified in the neurosurgical literature as an important technique for isolating the effect of an intervention (such as a policy change or a quality and safety initiative) on a health outcome independent of other factors driving trends in the outcome. The authors determined that ITSA allows for analysis of the intervention's immediate impact on outcome level and on subsequent trends and enables a more careful measure of the causal effects of interventions on health care outcomes. CONCLUSIONS ITSA represents a significant improvement over traditional observational study designs in quantifying the impact of an intervention. ITSA is a useful statistical procedure to understand, consider, and implement as the field of neurosurgery evolves in sophistication in big-data analytics, economics, and health services research.

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.

Potential analysis reveals changing number of climate states during the last 60 kyr

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V. N. Livina

2010-02-01

Full Text Available We develop and apply a new statistical method of potential analysis for detecting the number of states of a geophysical system, from its recorded time series. Estimation of the degree of a polynomial potential allows us to derive the number of potential wells in a system. The method correctly detects changes in the number of wells in artificial data. In ice-core proxy records of Greenland paleotemperature, a reduction in the number of climate states from two to one is detected sometime prior to the last glacial maximum (LGM, 23–19 kyr BP. This result is also found in analysis of Greenland Ca data. The bifurcation can be interpreted as loss of stability of the warm interstadial state of the Dansgaard-Oeschger (DO events. The proposed method can be applied to a wide range of geophysical time series exhibiting bifurcations.

DynPeak: An Algorithm for Pulse Detection and Frequency Analysis in Hormonal Time Series

Science.gov (United States)

Vidal, Alexandre; Zhang, Qinghua; Médigue, Claire; Fabre, Stéphane; Clément, Frédérique

2012-01-01

The endocrine control of the reproductive function is often studied from the analysis of luteinizing hormone (LH) pulsatile secretion by the pituitary gland. Whereas measurements in the cavernous sinus cumulate anatomical and technical difficulties, LH levels can be easily assessed from jugular blood. However, plasma levels result from a convolution process due to clearance effects when LH enters the general circulation. Simultaneous measurements comparing LH levels in the cavernous sinus and jugular blood have revealed clear differences in the pulse shape, the amplitude and the baseline. Besides, experimental sampling occurs at a relatively low frequency (typically every 10 min) with respect to LH highest frequency release (one pulse per hour) and the resulting LH measurements are noised by both experimental and assay errors. As a result, the pattern of plasma LH may be not so clearly pulsatile. Yet, reliable information on the InterPulse Intervals (IPI) is a prerequisite to study precisely the steroid feedback exerted on the pituitary level. Hence, there is a real need for robust IPI detection algorithms. In this article, we present an algorithm for the monitoring of LH pulse frequency, basing ourselves both on the available endocrinological knowledge on LH pulse (shape and duration with respect to the frequency regime) and synthetic LH data generated by a simple model. We make use of synthetic data to make clear some basic notions underlying our algorithmic choices. We focus on explaining how the process of sampling affects drastically the original pattern of secretion, and especially the amplitude of the detectable pulses. We then describe the algorithm in details and perform it on different sets of both synthetic and experimental LH time series. We further comment on how to diagnose possible outliers from the series of IPIs which is the main output of the algorithm. PMID:22802933

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

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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

Phylogenetic diversity and genotypical complexity of H9N2 influenza A viruses revealed by genomic sequence analysis.

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Guoying Dong

Full Text Available H9N2 influenza A viruses have become established worldwide in terrestrial poultry and wild birds, and are occasionally transmitted to mammals including humans and pigs. To comprehensively elucidate the genetic and evolutionary characteristics of H9N2 influenza viruses, we performed a large-scale sequence analysis of 571 viral genomes from the NCBI Influenza Virus Resource Database, representing the spectrum of H9N2 influenza viruses isolated from 1966 to 2009. Our study provides a panoramic framework for better understanding the genesis and evolution of H9N2 influenza viruses, and for describing the history of H9N2 viruses circulating in diverse hosts. Panorama phylogenetic analysis of the eight viral gene segments revealed the complexity and diversity of H9N2 influenza viruses. The 571 H9N2 viral genomes were classified into 74 separate lineages, which had marked host and geographical differences in phylogeny. Panorama genotypical analysis also revealed that H9N2 viruses include at least 98 genotypes, which were further divided according to their HA lineages into seven series (A-G. Phylogenetic analysis of the internal genes showed that H9N2 viruses are closely related to H3, H4, H5, H7, H10, and H14 subtype influenza viruses. Our results indicate that H9N2 viruses have undergone extensive reassortments to generate multiple reassortants and genotypes, suggesting that the continued circulation of multiple genotypical H9N2 viruses throughout the world in diverse hosts has the potential to cause future influenza outbreaks in poultry and epidemics in humans. We propose a nomenclature system for identifying and unifying all lineages and genotypes of H9N2 influenza viruses in order to facilitate international communication on the evolution, ecology and epidemiology of H9N2 influenza viruses.

Adult Craniopharyngioma: Case Series, Systematic Review, and Meta-Analysis.

Science.gov (United States)

Dandurand, Charlotte; Sepehry, Amir Ali; Asadi Lari, Mohammad Hossein; Akagami, Ryojo; Gooderham, Peter

2017-12-18

The optimal therapeutic approach for adult craniopharyngioma remains controversial. Some advocate for gross total resection (GTR), while others advocate for subtotal resection followed by adjuvant radiotherapy (STR + XRT). To conduct a systematic review and meta-analysis assessing the rate of recurrence in the follow-up of 3 yr in adult craniopharyngioma stratified by extent of resection and presence of adjuvant radiotherapy. MEDLINE (1946-July 1, 2016) and EMBASE (1980-June 30, 2016) were systematically reviewed. From1975 to 2013, 33 patients were treated with initial surgical resection for adult onset craniopharyngioma at our center and were reviewed for inclusion in this study. Data from 22 patients were available for inclusion as a case series in the systematic review. Eligible studies (n = 21) were identified from the literature in addition to a case series of our institutional experience. Three groups were available for analysis: GTR, STR + XRT, and STR. The rates of recurrence were 17%, 27%, and 45%, respectively. The risk of developing recurrence was significant for GTR vs STR (odds ratio [OR]: 0.24, 95% confidence interval [CI]: 0.15-0.38) and STR + XRT vs STR (OR: 0.20, 95% CI: 0.10-0.41). Risk of recurrence after GTR vs STR + XRT did not reach significance (OR: 0.63, 95% CI: 0.33-1.24, P = .18). This is the first and largest systematic review focusing on the rate of recurrence in adult craniopharyngioma. Although the rates of recurrence are favoring GTR, difference in risk of recurrence did not reach significance. This study provides guidance to clinicians and directions for future research with the need to stratify outcomes per treatment modalities. Copyright © 2017 by the Congress of Neurological Surgeons

Application of time series analysis on molecular dynamics simulations of proteins: a study of different conformational spaces by principal component analysis.

Science.gov (United States)

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

2004-09-08

Time series analysis is applied on the collective coordinates obtained from principal component analysis of independent molecular dynamics simulations of alpha-amylase inhibitor tendamistat and immunity protein of colicin E7 based on the Calpha coordinates history. Even though the principal component directions obtained for each run are considerably different, the dynamics information obtained from these runs are surprisingly similar in terms of time series models and parameters. There are two main differences in the dynamics of the two proteins: the higher density of low frequencies and the larger step sizes for the interminima motions of colicin E7 than those of alpha-amylase inhibitor, which may be attributed to the higher number of residues of colicin E7 and/or the structural differences of the two proteins. The cumulative density function of the low frequencies in each run conforms to the expectations from the normal mode analysis. When different runs of alpha-amylase inhibitor are projected on the same set of eigenvectors, it is found that principal components obtained from a certain conformational region of a protein has a moderate explanation power in other conformational regions and the local minima are similar to a certain extent, while the height of the energy barriers in between the minima significantly change. As a final remark, time series analysis tools are further exploited in this study with the motive of explaining the equilibrium fluctuations of proteins. Copyright 2004 American Institute of Physics

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

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Mehran Rostami

2015-01-01

Full Text Available OBJECTIVES: 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. METHODS: 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. RESULTS: 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. CONCLUSIONS: 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.

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.

Episodic inflation of Akutan volcano, Alaska revealed from GPS and InSAR time series

Science.gov (United States)

DeGrandpre, K.; Lu, Z.; Wang, T.

2016-12-01

Akutan volcano is one of the most active volcanoes located long the Aleutian arc. At least 27 eruptions have been noted since 1790 and an intense swarm of volcano-tectonic earthquakes occurred in 1996. Surface deformation after the 1996 earthquake sequence has been studied using GPS and Interferometric Synthetic Aperture Radar (InSAR) separately, yet models created from these datasets require different mechanisms to produce the observed surface deformation: an inflating Mogi source results in the best approximation of displacement observed from GPS data, whereas an opening dyke is the best fit to deformation measured from InSAR. A recent study using seismic data revealed complex magmatic structures beneath the caldera, suggesting that the surface deformation may reflect more complicated mechanisms that cannot be estimated using one type of data alone. Here we integrate the surface deformation measured from GPS and InSAR to better understand the magma plumbing system beneath Akutan volcano. GPS time-series at 12 stations from 2006 to 2016 were analyzed, and two transient episodes of inflation in 2008 and 2014 were detected. These GPS stations are, however, too sparse to reveal the spatial distribution of the surface deformation. In order to better define the spatial extent of this inflation four tracks of Envisat data acquired during 2003-2010 and one track of TerraSAR-X data acquired from 2010 to 2016 were processed to produce high-resolution maps of surface deformation. These deformation maps show a consistently uplifting area on the northwestern flank of the volcano. We inverted for the source parameters required to produce the inflation using GPS, InSAR, and a dataset of GPS and InSAR measurements combined, to find that a deep Mogi source below a shallow dyke fit these datasets best. From the TerraSAR-X data, we were also able to measure the subsidence inside the summit caldera due to fumarole activity to be as high as 10 mm/yr. The complex spatial and temporal

Ananke: temporal clustering reveals ecological dynamics of microbial communities

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Michael W. Hall

2017-09-01

Full Text Available Taxonomic markers such as the 16S ribosomal RNA gene are widely used in microbial community analysis. A common first step in marker-gene analysis is grouping genes into clusters to reduce data sets to a more manageable size and potentially mitigate the effects of sequencing error. Instead of clustering based on sequence identity, marker-gene data sets collected over time can be clustered based on temporal correlation to reveal ecologically meaningful associations. We present Ananke, a free and open-source algorithm and software package that complements existing sequence-identity-based clustering approaches by clustering marker-gene data based on time-series profiles and provides interactive visualization of clusters, including highlighting of internal OTU inconsistencies. Ananke is able to cluster distinct temporal patterns from simulations of multiple ecological patterns, such as periodic seasonal dynamics and organism appearances/disappearances. We apply our algorithm to two longitudinal marker gene data sets: faecal communities from the human gut of an individual sampled over one year, and communities from a freshwater lake sampled over eleven years. Within the gut, the segregation of the bacterial community around a food-poisoning event was immediately clear. In the freshwater lake, we found that high sequence identity between marker genes does not guarantee similar temporal dynamics, and Ananke time-series clusters revealed patterns obscured by clustering based on sequence identity or taxonomy. Ananke is free and open-source software available at https://github.com/beiko-lab/ananke.

Plate boundary deformation in North Iceland during 1992–2009 revealed by InSAR time-series analysis and GPS

KAUST Repository

Metzger, Sabrina

2014-08-20

In North Iceland, extensional plate motion is accommodated by the Northern Volcanic Zone, a set of en-echelon volcanic systems, and the Tjörnes Fracture Zone, a transform offset in the mid-Atlantic Ridge consisting of two parallel transform lineaments. The southern lineament, the Húsavík–Flatey fault, is a 100 km-long right-lateral strike slip fault that has not ruptured for more than 140 years and poses a significant seismic hazard to Húsavík, a fishing town located by the fault, and to other coastal communities. We present results of InSAR time-series analysis data spanning almost two decades (1992–2009) that show extensional and interseismic deformation within the Northern Volcanic Zone and the on-shore part of the Tjörnes Fracture Zone. The results also exhibit transient inflation at Theistareykir volcano, deflation at Krafla central volcano and a broad uplift north of Krafla. The current plate extension is not uniform across the Northern Volcanic Zone, but concentrated at the western fissures of the Theistareykir volcanic system and the outermost fissures of the Krafla fissure swarm. We combine a back-slip plate boundary model with a set of point pressure sources representing volcanic changes to describe the current extensional plate boundary deformation and update the previous estimations of the locking depth and slip rate of the Húsavík–Flatey fault that were based on GPS data alone. Using different combinations of input data, we find that the Húsavík–Flatey fault has a locking depth of 6–10 km and, with a slip rate of 6–9 mm/yr, is accommodating about a third of the full transform motion. We furthermore show that while the InSAR data provide important constraints on the volcanic deformation within the NVZ, they do not significantly improve the model parameter estimation for the HFF, as the dense GPS network appears to better capture the deformation across the fault.

Plate boundary deformation in North Iceland during 1992–2009 revealed by InSAR time-series analysis and GPS

KAUST Repository

Metzger, Sabrina; Jonsson, Sigurjon

2014-01-01

In North Iceland, extensional plate motion is accommodated by the Northern Volcanic Zone, a set of en-echelon volcanic systems, and the Tjörnes Fracture Zone, a transform offset in the mid-Atlantic Ridge consisting of two parallel transform lineaments. The southern lineament, the Húsavík–Flatey fault, is a 100 km-long right-lateral strike slip fault that has not ruptured for more than 140 years and poses a significant seismic hazard to Húsavík, a fishing town located by the fault, and to other coastal communities. We present results of InSAR time-series analysis data spanning almost two decades (1992–2009) that show extensional and interseismic deformation within the Northern Volcanic Zone and the on-shore part of the Tjörnes Fracture Zone. The results also exhibit transient inflation at Theistareykir volcano, deflation at Krafla central volcano and a broad uplift north of Krafla. The current plate extension is not uniform across the Northern Volcanic Zone, but concentrated at the western fissures of the Theistareykir volcanic system and the outermost fissures of the Krafla fissure swarm. We combine a back-slip plate boundary model with a set of point pressure sources representing volcanic changes to describe the current extensional plate boundary deformation and update the previous estimations of the locking depth and slip rate of the Húsavík–Flatey fault that were based on GPS data alone. Using different combinations of input data, we find that the Húsavík–Flatey fault has a locking depth of 6–10 km and, with a slip rate of 6–9 mm/yr, is accommodating about a third of the full transform motion. We furthermore show that while the InSAR data provide important constraints on the volcanic deformation within the NVZ, they do not significantly improve the model parameter estimation for the HFF, as the dense GPS network appears to better capture the deformation across the fault.

The "Chaos Theory" and nonlinear dynamics in heart rate variability analysis: does it work in short-time series in patients with coronary heart disease?

Science.gov (United States)

Krstacic, Goran; Krstacic, Antonija; Smalcelj, Anton; Milicic, Davor; Jembrek-Gostovic, Mirjana

2007-04-01

Dynamic analysis techniques may quantify abnormalities in heart rate variability (HRV) based on nonlinear and fractal analysis (chaos theory). The article emphasizes clinical and prognostic significance of dynamic changes in short-time series applied on patients with coronary heart disease (CHD) during the exercise electrocardiograph (ECG) test. The subjects were included in the series after complete cardiovascular diagnostic data. Series of R-R and ST-T intervals were obtained from exercise ECG data after sampling digitally. The range rescaled analysis method determined the fractal dimension of the intervals. To quantify fractal long-range correlation's properties of heart rate variability, the detrended fluctuation analysis technique was used. Approximate entropy (ApEn) was applied to quantify the regularity and complexity of time series, as well as unpredictability of fluctuations in time series. It was found that the short-term fractal scaling exponent (alpha(1)) is significantly lower in patients with CHD (0.93 +/- 0.07 vs 1.09 +/- 0.04; P chaos theory during the exercise ECG test point out the multifractal time series in CHD patients who loss normal fractal characteristics and regularity in HRV. Nonlinear analysis technique may complement traditional ECG analysis.

Independent component analysis: A new possibility for analysing series of electron energy loss spectra

International Nuclear Information System (INIS)

Bonnet, Nogl; Nuzillard, Danielle

2005-01-01

A complementary approach is proposed for analysing series of electron energy-loss spectra that can be recorded with the spectrum-line technique, across an interface for instance. This approach, called blind source separation (BSS) or independent component analysis (ICA), complements two existing methods: the spatial difference approach and multivariate statistical analysis. The principle of the technique is presented and illustrations are given through one simulated example and one real example

Principal components and iterative regression analysis of geophysical series: Application to Sunspot number (1750 2004)

Science.gov (United States)

Nordemann, D. J. R.; Rigozo, N. R.; de Souza Echer, M. P.; Echer, E.

2008-11-01

We present here an implementation of a least squares iterative regression method applied to the sine functions embedded in the principal components extracted from geophysical time series. This method seems to represent a useful improvement for the non-stationary time series periodicity quantitative analysis. The principal components determination followed by the least squares iterative regression method was implemented in an algorithm written in the Scilab (2006) language. The main result of the method is to obtain the set of sine functions embedded in the series analyzed in decreasing order of significance, from the most important ones, likely to represent the physical processes involved in the generation of the series, to the less important ones that represent noise components. Taking into account the need of a deeper knowledge of the Sun's past history and its implication to global climate change, the method was applied to the Sunspot Number series (1750-2004). With the threshold and parameter values used here, the application of the method leads to a total of 441 explicit sine functions, among which 65 were considered as being significant and were used for a reconstruction that gave a normalized mean squared error of 0.146.

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

Time series analysis in road safety research uisng state space methods

OpenAIRE

BIJLEVELD, FD

2008-01-01

In this thesis we present a comprehensive study into novel time series models for aggregated road safety data. The models are mainly intended for analysis of indicators relevant to road safety, with a particular focus on how to measure these factors. Such developments may need to be related to or explained by external influences. It is also possible to make forecasts using the models. Relevant indicators include the number of persons killed permonth or year. These statistics are closely watch...

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

Dynamic factor analysis in the frequency domain: causal modeling of multivariate psychophysiological time series

NARCIS (Netherlands)

Molenaar, P.C.M.

1987-01-01

Outlines a frequency domain analysis of the dynamic factor model and proposes a solution to the problem of constructing a causal filter of lagged factor loadings. The method is illustrated with applications to simulated and real multivariate time series. The latter applications involve topographic

Time-Series Analysis of Remotely-Sensed SeaWiFS Chlorophyll in River-Influenced Coastal Regions

Science.gov (United States)

Acker, James G.; McMahon, Erin; Shen, Suhung; Hearty, Thomas; Casey, Nancy

2009-01-01

The availability of a nearly-continuous record of remotely-sensed chlorophyll a data (chl a) from the Sea-viewing Wide Field-of-view Sensor (SeaWiFS) mission, now longer than ten years, enables examination of time-series trends for multiple global locations. Innovative data analysis technology available on the World Wide Web facilitates such analyses. In coastal regions influenced by river outflows, chl a is not always indicative of actual trends in phytoplankton chlorophyll due to the interference of colored dissolved organic matter and suspended sediments; significant chl a timeseries trends for coastal regions influenced by river outflows may nonetheless be indicative of important alterations of the hydrologic and coastal environment. Chl a time-series analysis of nine marine regions influenced by river outflows demonstrates the simplicity and usefulness of this technique. The analyses indicate that coastal time-series are significantly influenced by unusual flood events. Major river systems in regions with relatively low human impact did not exhibit significant trends. Most river systems with demonstrated human impact exhibited significant negative trends, with the noteworthy exception of the Pearl River in China, which has a positive trend.

Phase synchronization based minimum spanning trees for analysis of financial time series with nonlinear correlations

Science.gov (United States)

Radhakrishnan, Srinivasan; Duvvuru, Arjun; Sultornsanee, Sivarit; Kamarthi, Sagar

2016-02-01

The cross correlation coefficient has been widely applied in financial time series analysis, in specific, for understanding chaotic behaviour in terms of stock price and index movements during crisis periods. To better understand time series correlation dynamics, the cross correlation matrices are represented as networks, in which a node stands for an individual time series and a link indicates cross correlation between a pair of nodes. These networks are converted into simpler trees using different schemes. In this context, Minimum Spanning Trees (MST) are the most favoured tree structures because of their ability to preserve all the nodes and thereby retain essential information imbued in the network. Although cross correlations underlying MSTs capture essential information, they do not faithfully capture dynamic behaviour embedded in the time series data of financial systems because cross correlation is a reliable measure only if the relationship between the time series is linear. To address the issue, this work investigates a new measure called phase synchronization (PS) for establishing correlations among different time series which relate to one another, linearly or nonlinearly. In this approach the strength of a link between a pair of time series (nodes) is determined by the level of phase synchronization between them. We compare the performance of phase synchronization based MST with cross correlation based MST along selected network measures across temporal frame that includes economically good and crisis periods. We observe agreement in the directionality of the results across these two methods. They show similar trends, upward or downward, when comparing selected network measures. Though both the methods give similar trends, the phase synchronization based MST is a more reliable representation of the dynamic behaviour of financial systems than the cross correlation based MST because of the former's ability to quantify nonlinear relationships among time

Stable isotope series from elephant ivory reveal lifetime histories of a true dietary generalist.

Science.gov (United States)

Codron, Jacqueline; Codron, Daryl; Sponheimer, Matt; Kirkman, Kevin; Duffy, Kevin J; Raubenheimer, Erich J; Mélice, Jean-Luc; Grant, Rina; Clauss, Marcus; Lee-Thorp, Julia A

2012-06-22

Longitudinal studies have revealed how variation in resource use within consumer populations can impact their dynamics and functional significance in communities. Here, we investigate multi-decadal diet variations within individuals of a keystone megaherbivore species, the African elephant (Loxodonta africana), using serial stable isotope analysis of tusks from the Kruger National Park, South Africa. These records, representing the longest continuous diet histories documented for any extant species, reveal extensive seasonal and annual variations in isotopic--and hence dietary--niches of individuals, but little variation between them. Lack of niche distinction across individuals contrasts several recent studies, which found relatively high levels of individual niche specialization in various taxa. Our result is consistent with theory that individual mammal herbivores are nutritionally constrained to maintain broad diet niches. Individual diet specialization would also be a costly strategy for large-bodied taxa foraging over wide areas in spatio-temporally heterogeneous environments. High levels of within-individual diet variability occurred within and across seasons, and persisted despite an overall increase in inferred C(4) grass consumption through the twentieth century. We suggest that switching between C(3) browsing and C(4) grazing over extended time scales facilitates elephant survival through environmental change, and could even allow recovery of overused resources.

Analysis of Data from a Series of Events by a Geometric Process Model

Institute of Scientific and Technical Information of China (English)

Yeh Lam; Li-xing Zhu; Jennifer S. K. Chan; Qun Liu

2004-01-01

Geometric process was first introduced by Lam[10,11]. A stochastic process {Xi, i = 1, 2,…} is called a geometric process (GP) if, for some a > 0, {ai-1Xi, i = 1, 2,…} forms a renewal process. In thispaper, the GP is used to analyze the data from a series of events. A nonparametric method is introduced forthe estimation of the three parameters in the GP. The limiting distributions of the three estimators are studied.Through the analysis of some real data sets, the GP model is compared with other three homogeneous andnonhomogeneous Poisson models. It seems that on average the GP model is the best model among these fourmodels in analyzing the data from a series of events.

Single event time series analysis in a binary karst catchment evaluated using a groundwater model (Lurbach system, Austria).

Science.gov (United States)

Mayaud, C; Wagner, T; Benischke, R; Birk, S

2014-04-16

The Lurbach karst system (Styria, Austria) is drained by two major springs and replenished by both autogenic recharge from the karst massif itself and a sinking stream that originates in low permeable schists (allogenic recharge). Detailed data from two events recorded during a tracer experiment in 2008 demonstrate that an overflow from one of the sub-catchments to the other is activated if the discharge of the main spring exceeds a certain threshold. Time series analysis (autocorrelation and cross-correlation) was applied to examine to what extent the various available methods support the identification of the transient inter-catchment flow observed in this binary karst system. As inter-catchment flow is found to be intermittent, the evaluation was focused on single events. In order to support the interpretation of the results from the time series analysis a simplified groundwater flow model was built using MODFLOW. The groundwater model is based on the current conceptual understanding of the karst system and represents a synthetic karst aquifer for which the same methods were applied. Using the wetting capability package of MODFLOW, the model simulated an overflow similar to what has been observed during the tracer experiment. Various intensities of allogenic recharge were employed to generate synthetic discharge data for the time series analysis. In addition, geometric and hydraulic properties of the karst system were varied in several model scenarios. This approach helps to identify effects of allogenic recharge and aquifer properties in the results from the time series analysis. Comparing the results from the time series analysis of the observed data with those of the synthetic data a good agreement was found. For instance, the cross-correlograms show similar patterns with respect to time lags and maximum cross-correlation coefficients if appropriate hydraulic parameters are assigned to the groundwater model. The comparable behaviors of the real and the

A novel model for Time-Series Data Clustering Based on piecewise SVD and BIRCH for Stock Data Analysis on Hadoop Platform

Directory of Open Access Journals (Sweden)

Ibgtc Bowala

2017-06-01

Full Text Available With the rapid growth of financial markets, analyzers are paying more attention on predictions. Stock data are time series data, with huge amounts. Feasible solution for handling the increasing amount of data is to use a cluster for parallel processing, and Hadoop parallel computing platform is a typical representative. There are various statistical models for forecasting time series data, but accurate clusters are a pre-requirement. Clustering analysis for time series data is one of the main methods for mining time series data for many other analysis processes. However, general clustering algorithms cannot perform clustering for time series data because series data has a special structure and a high dimensionality has highly co-related values due to high noise level. A novel model for time series clustering is presented using BIRCH, based on piecewise SVD, leading to a novel dimension reduction approach. Highly co-related features are handled using SVD with a novel approach for dimensionality reduction in order to keep co-related behavior optimal and then use BIRCH for clustering. The algorithm is a novel model that can handle massive time series data. Finally, this new model is successfully applied to real stock time series data of Yahoo finance with satisfactory results.

Asymptotic behaviour of a rescattering series for nonlinear reggeons

International Nuclear Information System (INIS)

Akkelin, S.V.; Martynov, E.S.

1990-01-01

A series of elastic re-scattering (both quasi-eikonal and U-matrix ones) for reggeons with nonlinear trajectories are estimated asymptotically. The calculations are performed for models of supercritical and dipole pomerons. A weak dependence of the series of re-scattering on reggeon trajectory nonlinearity is revealed. 13 refs.; 3 figs

Economic Analysis in Series-Distillation Desalination

Directory of Open Access Journals (Sweden)

Mirna Rahmah Lubis

2010-06-01

Full Text Available The ability to produce potable water economically is the primary purpose of seawater desalination research. Reverse osmosis (RO and multi-stage flash (MSF cost more than potable water produced from fresh water resources. Therefore, this research investigates a high-efficiency mechanical vapor-compression distillation system that employs an improved water flow arrangement. The incoming salt concentration was 0.15% salt for brackish water and 3.5% salt for seawater, whereas the outgoing salt concentration was 1.5% and 7%, respectively. Distillation was performed at 439 K and 722 kPa for both brackish water feed and seawater feed. Water costs of the various conditions were calculated for brackish water and seawater feeds using optimum conditions considered as 25 and 20 stages, respectively. For brackish water at a temperature difference of 0.96 K, the energy requirement is 2.0 kWh/m3. At this condition, the estimated water cost is $0.39/m3 achieved with 10,000,000 gal/day distillate, 30-year bond, 5% interest rate, and $0.05/kWh electricity. For seawater at a temperature difference of 0.44 K, the energy requirement is 3.97 kWh/m3 and the estimated water cost is $0.61/m3. Greater efficiency of the vapor compression system is achieved by connecting multiple evaporators in series, rather than the traditional parallel arrangement. The efficiency results from the gradual increase of salinity in each stage of the series arrangement in comparison to parallel. Calculations using various temperature differences between boiling brine and condensing steam show the series arrangement has the greatest improvement at lower temperature differences. Keywords: desalination, dropwise condensation, mechanical-vapor compression

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.

Dynamic Forecasting Conditional Probability of Bombing Attacks Based on Time-Series and Intervention Analysis.

Science.gov (United States)

Li, Shuying; Zhuang, Jun; Shen, Shifei

2017-07-01

In recent years, various types of terrorist attacks occurred, causing worldwide catastrophes. According to the Global Terrorism Database (GTD), among all attack tactics, bombing attacks happened most frequently, followed by armed assaults. In this article, a model for analyzing and forecasting the conditional probability of bombing attacks (CPBAs) based on time-series methods is developed. In addition, intervention analysis is used to analyze the sudden increase in the time-series process. The results show that the CPBA increased dramatically at the end of 2011. During that time, the CPBA increased by 16.0% in a two-month period to reach the peak value, but still stays 9.0% greater than the predicted level after the temporary effect gradually decays. By contrast, no significant fluctuation can be found in the conditional probability process of armed assault. It can be inferred that some social unrest, such as America's troop withdrawal from Afghanistan and Iraq, could have led to the increase of the CPBA in Afghanistan, Iraq, and Pakistan. The integrated time-series and intervention model is used to forecast the monthly CPBA in 2014 and through 2064. The average relative error compared with the real data in 2014 is 3.5%. The model is also applied to the total number of attacks recorded by the GTD between 2004 and 2014. © 2016 Society for Risk Analysis.

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

Time Series Analysis of Onchocerciasis Data from Mexico: A Trend towards Elimination

Science.gov (United States)

Pérez-Rodríguez, Miguel A.; Adeleke, Monsuru A.; Orozco-Algarra, María E.; Arrendondo-Jiménez, Juan I.; Guo, Xianwu

2013-01-01

Background In Latin America, there are 13 geographically isolated endemic foci distributed among Mexico, Guatemala, Colombia, Venezuela, Brazil and Ecuador. The communities of the three endemic foci found within Mexico have been receiving ivermectin treatment since 1989. In this study, we predicted the trend of occurrence of cases in Mexico by applying time series analysis to monthly onchocerciasis data reported by the Mexican Secretariat of Health between 1988 and 2011 using the software R. Results A total of 15,584 cases were reported in Mexico from 1988 to 2011. The data of onchocerciasis cases are mainly from the main endemic foci of Chiapas and Oaxaca. The last case in Oaxaca was reported in 1998, but new cases were reported in the Chiapas foci up to 2011. Time series analysis performed for the foci in Mexico showed a decreasing trend of the disease over time. The best-fitted models with the smallest Akaike Information Criterion (AIC) were Auto-Regressive Integrated Moving Average (ARIMA) models, which were used to predict the tendency of onchocerciasis cases for two years ahead. According to the ARIMA models predictions, the cases in very low number (below 1) are expected for the disease between 2012 and 2013 in Chiapas, the last endemic region in Mexico. Conclusion The endemic regions of Mexico evolved from high onchocerciasis-endemic states to the interruption of transmission due to the strategies followed by the MSH, based on treatment with ivermectin. The extremely low level of expected cases as predicted by ARIMA models for the next two years suggest that the onchocerciasis is being eliminated in Mexico. To our knowledge, it is the first study utilizing time series for predicting case dynamics of onchocerciasis, which could be used as a benchmark during monitoring and post-treatment surveillance. PMID:23459370

Model-based deconvolution of cell cycle time-series data reveals gene expression details at high resolution.

Directory of Open Access Journals (Sweden)

Dan Siegal-Gaskins

2009-08-01

Full Text Available In both prokaryotic and eukaryotic cells, gene expression is regulated across the cell cycle to ensure "just-in-time" assembly of select cellular structures and molecular machines. However, present in all time-series gene expression measurements is variability that arises from both systematic error in the cell synchrony process and variance in the timing of cell division at the level of the single cell. Thus, gene or protein expression data collected from a population of synchronized cells is an inaccurate measure of what occurs in the average single-cell across a cell cycle. Here, we present a general computational method to extract "single-cell"-like information from population-level time-series expression data. This method removes the effects of 1 variance in growth rate and 2 variance in the physiological and developmental state of the cell. Moreover, this method represents an advance in the deconvolution of molecular expression data in its flexibility, minimal assumptions, and the use of a cross-validation analysis to determine the appropriate level of regularization. Applying our deconvolution algorithm to cell cycle gene expression data from the dimorphic bacterium Caulobacter crescentus, we recovered critical features of cell cycle regulation in essential genes, including ctrA and ftsZ, that were obscured in population-based measurements. In doing so, we highlight the problem with using population data alone to decipher cellular regulatory mechanisms and demonstrate how our deconvolution algorithm can be applied to produce a more realistic picture of temporal regulation in a cell.

Analysis of the impact of crude oil price fluctuations on China's stock market in different periods-Based on time series network model

Science.gov (United States)

An, Yang; Sun, Mei; Gao, Cuixia; Han, Dun; Li, Xiuming

2018-02-01

This paper studies the influence of Brent oil price fluctuations on the stock prices of China's two distinct blocks, namely, the petrochemical block and the electric equipment and new energy block, applying the Shannon entropy of information theory. The co-movement trend of crude oil price and stock prices is divided into different fluctuation patterns with the coarse-graining method. Then, the bivariate time series network model is established for the two blocks stock in five different periods. By joint analysis of the network-oriented metrics, the key modes and underlying evolutionary mechanisms were identified. The results show that the both networks have different fluctuation characteristics in different periods. Their co-movement patterns are clustered in some key modes and conversion intermediaries. The study not only reveals the lag effect of crude oil price fluctuations on the stock in Chinese industry blocks but also verifies the necessity of research on special periods, and suggests that the government should use different energy policies to stabilize market volatility in different periods. A new way is provided to study the unidirectional influence between multiple variables or complex time series.

case series

African Journals Online (AJOL)

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Key words: Case report, case series, concept analysis, research design. African Health Sciences 2012; (4): 557 - 562 http://dx.doi.org/10.4314/ahs.v12i4.25. PO Box 17666 .... According to the latest version of the Dictionary of. Epidemiology ...

Operation States Analysis of the Series-Parallel resonant Converter Working Above Resonance Frequency

Directory of Open Access Journals (Sweden)

Peter Dzurko

2007-01-01

Full Text Available Operation states analysis of a series-parallel converter working above resonance frequency is described in the paper. Principal equations are derived for individual operation states. On the basis of them the diagrams are made out. The diagrams give the complex image of the converter behaviour for individual circuit parameters. The waveforms may be utilised at designing the inverter individual parts.

Using team cognitive work analysis to reveal healthcare team interactions in a birthing unit.

Science.gov (United States)

Ashoori, Maryam; Burns, Catherine M; d'Entremont, Barbara; Momtahan, Kathryn

2014-01-01

Cognitive work analysis (CWA) as an analytical approach for examining complex sociotechnical systems has shown success in modelling the work of single operators. The CWA approach incorporates social and team interactions, but a more explicit analysis of team aspects can reveal more information for systems design. In this paper, Team CWA is explored to understand teamwork within a birthing unit at a hospital. Team CWA models are derived from theories and models of teamwork and leverage the existing CWA approaches to analyse team interactions. Team CWA is explained and contrasted with prior approaches to CWA. Team CWA does not replace CWA, but supplements traditional CWA to more easily reveal team information. As a result, Team CWA may be a useful approach to enhance CWA in complex environments where effective teamwork is required. This paper looks at ways of analysing cognitive work in healthcare teams. Team Cognitive Work Analysis, when used to supplement traditional Cognitive Work Analysis, revealed more team information than traditional Cognitive Work Analysis. Team Cognitive Work Analysis should be considered when studying teams.

Using team cognitive work analysis to reveal healthcare team interactions in a birthing unit

Science.gov (United States)

Ashoori, Maryam; Burns, Catherine M.; d'Entremont, Barbara; Momtahan, Kathryn

2014-01-01

Cognitive work analysis (CWA) as an analytical approach for examining complex sociotechnical systems has shown success in modelling the work of single operators. The CWA approach incorporates social and team interactions, but a more explicit analysis of team aspects can reveal more information for systems design. In this paper, Team CWA is explored to understand teamwork within a birthing unit at a hospital. Team CWA models are derived from theories and models of teamworkand leverage the existing CWA approaches to analyse team interactions. Team CWA is explained and contrasted with prior approaches to CWA. Team CWA does not replace CWA, but supplements traditional CWA to more easily reveal team information. As a result, Team CWA may be a useful approach to enhance CWA in complex environments where effective teamwork is required. Practitioner Summary: This paper looks at ways of analysing cognitive work in healthcare teams. Team Cognitive Work Analysis, when used to supplement traditional Cognitive Work Analysis, revealed more team information than traditional Cognitive Work Analysis. Team Cognitive Work Analysis should be considered when studying teams PMID:24837514

Visualization of time series statistical data by shape analysis (GDP ratio changes among Asia countries)

Science.gov (United States)

Shirota, Yukari; Hashimoto, Takako; Fitri Sari, Riri

2018-03-01

It has been very significant to visualize time series big data. In the paper we shall discuss a new analysis method called “statistical shape analysis” or “geometry driven statistics” on time series statistical data in economics. In the paper, we analyse the agriculture, value added and industry, value added (percentage of GDP) changes from 2000 to 2010 in Asia. We handle the data as a set of landmarks on a two-dimensional image to see the deformation using the principal components. The point of the analysis method is the principal components of the given formation which are eigenvectors of its bending energy matrix. The local deformation can be expressed as the set of non-Affine transformations. The transformations give us information about the local differences between in 2000 and in 2010. Because the non-Affine transformation can be decomposed into a set of partial warps, we present the partial warps visually. The statistical shape analysis is widely used in biology but, in economics, no application can be found. In the paper, we investigate its potential to analyse the economic data.

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.

Studies in Astronomical Time Series Analysis. VI. Bayesian Block Representations

Science.gov (United States)

Scargle, Jeffrey D.; Norris, Jay P.; Jackson, Brad; Chiang, James

2013-01-01

This paper addresses the problem of detecting and characterizing local variability in time series and other forms of sequential data. The goal is to identify and characterize statistically significant variations, at the same time suppressing the inevitable corrupting observational errors. We present a simple nonparametric modeling technique and an algorithm implementing it-an improved and generalized version of Bayesian Blocks [Scargle 1998]-that finds the optimal segmentation of the data in the observation interval. The structure of the algorithm allows it to be used in either a real-time trigger mode, or a retrospective mode. Maximum likelihood or marginal posterior functions to measure model fitness are presented for events, binned counts, and measurements at arbitrary times with known error distributions. Problems addressed include those connected with data gaps, variable exposure, extension to piece- wise linear and piecewise exponential representations, multivariate time series data, analysis of variance, data on the circle, other data modes, and dispersed data. Simulations provide evidence that the detection efficiency for weak signals is close to a theoretical asymptotic limit derived by [Arias-Castro, Donoho and Huo 2003]. In the spirit of Reproducible Research [Donoho et al. (2008)] all of the code and data necessary to reproduce all of the figures in this paper are included as auxiliary material.

STUDIES IN ASTRONOMICAL TIME SERIES ANALYSIS. VI. BAYESIAN BLOCK REPRESENTATIONS

Energy Technology Data Exchange (ETDEWEB)

Scargle, Jeffrey D. [Space Science and Astrobiology Division, MS 245-3, NASA Ames Research Center, Moffett Field, CA 94035-1000 (United States); Norris, Jay P. [Physics Department, Boise State University, 2110 University Drive, Boise, ID 83725-1570 (United States); Jackson, Brad [The Center for Applied Mathematics and Computer Science, Department of Mathematics, San Jose State University, One Washington Square, MH 308, San Jose, CA 95192-0103 (United States); Chiang, James, E-mail: jeffrey.d.scargle@nasa.gov [W. W. Hansen Experimental Physics Laboratory, Kavli Institute for Particle Astrophysics and Cosmology, Department of Physics and SLAC National Accelerator Laboratory, Stanford University, Stanford, CA 94305 (United States)

2013-02-20

This paper addresses the problem of detecting and characterizing local variability in time series and other forms of sequential data. The goal is to identify and characterize statistically significant variations, at the same time suppressing the inevitable corrupting observational errors. We present a simple nonparametric modeling technique and an algorithm implementing it-an improved and generalized version of Bayesian Blocks-that finds the optimal segmentation of the data in the observation interval. The structure of the algorithm allows it to be used in either a real-time trigger mode, or a retrospective mode. Maximum likelihood or marginal posterior functions to measure model fitness are presented for events, binned counts, and measurements at arbitrary times with known error distributions. Problems addressed include those connected with data gaps, variable exposure, extension to piecewise linear and piecewise exponential representations, multivariate time series data, analysis of variance, data on the circle, other data modes, and dispersed data. Simulations provide evidence that the detection efficiency for weak signals is close to a theoretical asymptotic limit derived by Arias-Castro et al. In the spirit of Reproducible Research all of the code and data necessary to reproduce all of the figures in this paper are included as supplementary material.

River catchment rainfall series analysis using additive Holt-Winters method

Science.gov (United States)

Puah, Yan Jun; Huang, Yuk Feng; Chua, Kuan Chin; Lee, Teang Shui

2016-03-01

Climate change is receiving more attention from researchers as the frequency of occurrence of severe natural disasters is getting higher. Tropical countries like Malaysia have no distinct four seasons; rainfall has become the popular parameter to assess climate change. Conventional ways that determine rainfall trends can only provide a general result in single direction for the whole study period. In this study, rainfall series were modelled using additive Holt-Winters method to examine the rainfall pattern in Langat River Basin, Malaysia. Nine homogeneous series of more than 25 years data and less than 10% missing data were selected. Goodness of fit of the forecasted models was measured. It was found that seasonal rainfall model forecasts are generally better than the monthly rainfall model forecasts. Three stations in the western region exhibited increasing trend. Rainfall in southern region showed fluctuation. Increasing trends were discovered at stations in the south-eastern region except the seasonal analysis at station 45253. Decreasing trend was found at station 2818110 in the east, while increasing trend was shown at station 44320 that represents the north-eastern region. The accuracies of both rainfall model forecasts were tested using the recorded data of years 2010-2012. Most of the forecasts are acceptable.

STUDIES IN ASTRONOMICAL TIME SERIES ANALYSIS. VI. BAYESIAN BLOCK REPRESENTATIONS

International Nuclear Information System (INIS)

Scargle, Jeffrey D.; Norris, Jay P.; Jackson, Brad; Chiang, James

2013-01-01

This paper addresses the problem of detecting and characterizing local variability in time series and other forms of sequential data. The goal is to identify and characterize statistically significant variations, at the same time suppressing the inevitable corrupting observational errors. We present a simple nonparametric modeling technique and an algorithm implementing it—an improved and generalized version of Bayesian Blocks—that finds the optimal segmentation of the data in the observation interval. The structure of the algorithm allows it to be used in either a real-time trigger mode, or a retrospective mode. Maximum likelihood or marginal posterior functions to measure model fitness are presented for events, binned counts, and measurements at arbitrary times with known error distributions. Problems addressed include those connected with data gaps, variable exposure, extension to piecewise linear and piecewise exponential representations, multivariate time series data, analysis of variance, data on the circle, other data modes, and dispersed data. Simulations provide evidence that the detection efficiency for weak signals is close to a theoretical asymptotic limit derived by Arias-Castro et al. In the spirit of Reproducible Research all of the code and data necessary to reproduce all of the figures in this paper are included as supplementary material.

Analysis of radiation-induced microchemical evolution in 300 series stainless steel

International Nuclear Information System (INIS)

Brager, H.R.; Garner, F.A.

1980-03-01

The irradiation of 300 series stainless steel by fast neutrons leads to an evolution of alloy microstructures that involves not only the formation of voids and dislocations, but also an extensive repartitioning of elements between various phases. This latter evolution has been shown to be the primary determinant of the alloy behavior in response to the large number of variables which influence void swelling and irradiation creep. The combined use of scanning transmission electron microscopy and energy-dispersive x-ray analysis has been the key element in the study of this phenomenon. Problems associated with the analysis of radioactive specimens are resolved by minor equipment modifications. Problems associated with spatial resolution limitations and the complexity and heterogeneity of the microchemical evolution have been overcome by using several data acquisition techniques. These include the measurement of compositional profiles near sinks, the use of foil-edge analysis, and the statistical sampling of many matrix and precipitate volumes

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)

Time series analysis of infrared satellite data for detecting thermal anomalies: a hybrid approach

Science.gov (United States)

Koeppen, W. C.; Pilger, E.; Wright, R.

2011-07-01

We developed and tested an automated algorithm that analyzes thermal infrared satellite time series data to detect and quantify the excess energy radiated from thermal anomalies such as active volcanoes. Our algorithm enhances the previously developed MODVOLC approach, a simple point operation, by adding a more complex time series component based on the methods of the Robust Satellite Techniques (RST) algorithm. Using test sites at Anatahan and Kīlauea volcanoes, the hybrid time series approach detected ~15% more thermal anomalies than MODVOLC with very few, if any, known false detections. We also tested gas flares in the Cantarell oil field in the Gulf of Mexico as an end-member scenario representing very persistent thermal anomalies. At Cantarell, the hybrid algorithm showed only a slight improvement, but it did identify flares that were undetected by MODVOLC. We estimate that at least 80 MODIS images for each calendar month are required to create good reference images necessary for the time series analysis of the hybrid algorithm. The improved performance of the new algorithm over MODVOLC will result in the detection of low temperature thermal anomalies that will be useful in improving our ability to document Earth's volcanic eruptions, as well as detecting low temperature thermal precursors to larger eruptions.

Comparison of correlation analysis techniques for irregularly sampled time series

Directory of Open Access Journals (Sweden)

K. Rehfeld

2011-06-01

Full Text Available Geoscientific measurements often provide time series with irregular time sampling, requiring either data reconstruction (interpolation or sophisticated methods to handle irregular sampling. We compare the linear interpolation technique and different approaches for analyzing the correlation functions and persistence of irregularly sampled time series, as Lomb-Scargle Fourier transformation and kernel-based methods. In a thorough benchmark test we investigate the performance of these techniques.

All methods have comparable root mean square errors (RMSEs for low skewness of the inter-observation time distribution. For high skewness, very irregular data, interpolation bias and RMSE increase strongly. We find a 40 % lower RMSE for the lag-1 autocorrelation function (ACF for the Gaussian kernel method vs. the linear interpolation scheme,in the analysis of highly irregular time series. For the cross correlation function (CCF the RMSE is then lower by 60 %. The application of the Lomb-Scargle technique gave results comparable to the kernel methods for the univariate, but poorer results in the bivariate case. Especially the high-frequency components of the signal, where classical methods show a strong bias in ACF and CCF magnitude, are preserved when using the kernel methods.

We illustrate the performances of interpolation vs. Gaussian kernel method by applying both to paleo-data from four locations, reflecting late Holocene Asian monsoon variability as derived from speleothem δ¹⁸O measurements. Cross correlation results are similar for both methods, which we attribute to the long time scales of the common variability. The persistence time (memory is strongly overestimated when using the standard, interpolation-based, approach. Hence, the Gaussian kernel is a reliable and more robust estimator with significant advantages compared to other techniques and suitable for large scale application to paleo-data.

RESPONSE OF THE GREEK EARLY WARNING SYSTEM REUTER-STOKES IONIZATION CHAMBERS TO TERRESTRIAL AND COSMIC RADIATION EVALUATED IN COMPARISON WITH SPECTROSCOPIC DATA AND TIME SERIES ANALYSIS.

Science.gov (United States)

Leontaris, F; Clouvas, A; Xanthos, S; Maltezos, A; Potiriadis, C; Kiriakopoulos, E; Guilhot, J

2018-02-01

The Telemetric Early Warning System Network of the Greek Atomic Energy Commission consists mainly of a network of 24 Reuter-Stokes high-pressure ionization chambers (HPIC) for gamma dose rate measurements and covers all Greece. In the present work, the response of the Reuter-Stokes HPIC to terrestrial and cosmic radiation was evaluated in comparison with spectroscopic data obtained by in situ gamma spectrometry measurements with portable hyper pure Germanium detectors (HPGe), near the Reuter-Stokes detectors and time series analysis. For the HPIC detectors, a conversion factor for the measured absorbed dose rate in air (in nGy h-1) to the total ambient dose equivalent rate Ḣ*(10), due to terrestrial and cosmic component, was deduced by the field measurements. Time series analysis of the mean monthly dose rate (measured by the Reuter-Stokes detector in Thessaloniki, northern Greece, from 2001 to 2016) was performed with advanced statistical methods (Fast Fourier Analysis and Zhao Atlas Marks Transform). Fourier analysis reveals several periodicities (periodogram). The periodogram of the absorbed dose rate in air values was compared with the periodogram of the values measured for the same period (2001-16) and in the same location with a NaI (Tl) detector which in principle is not sensitive to cosmic radiation. The obtained results are presented and discussed. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

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.

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

A Time Series Analysis to Asymmetric Marketing Competition Within a Market Structure

OpenAIRE

Francisco F. R. Ramos

1996-01-01

As a complementary to the existing studies of competitive market structure analysis, the present paper proposed a time series methodology to provide a more detailed picture of marketing competition in relation to competitive market structure. Two major hypotheses were tested as part of this project. First, it was found that some significant cross- lead and lag effects of marketing variables on sales between brands existed even between differents submarkets. second, it was found that high qual...

On-line condition monitoring of nuclear systems via symbolic time series analysis

International Nuclear Information System (INIS)

Rajagopalan, V.; Ray, A.; Garcia, H. E.

2006-01-01

This paper provides a symbolic time series analysis approach to fault diagnostics and condition monitoring. The proposed technique is built upon concepts from wavelet theory, symbolic dynamics and pattern recognition. Various aspects of the methodology such as wavelet selection, choice of alphabet and determination of depth of D-Markov Machine are explained in the paper. The technique is validated with experiments performed in a Machine Condition Monitoring (MCM) test bed at the Idaho National Laboratory. (authors)

Economic feasibility of biogas production in swine farms using time series analysis

Directory of Open Access Journals (Sweden)

Felipe Luis Rockenbach

2016-07-01

Full Text Available ABSTRACT: This study aimed to measure the economic feasibility and the time needed to return capital invested for the installation of a swine manure treatment system, these values originated the sale of carbon credits and/or of compensation of electric energy in swine farms, using the Box-Jenkins forecast models. It was found that the use of biogas is a viable option in a large scale with machines that operate daily for 10h or more, being the return period between 70 to 80 months. Time series analysis models are important to anticipate the series under study behavior, providing the swine breeder/investor means to reduce the financial investment risk as well as helping to decrease the production costs. Moreover, this process can be seen as another source of income and enable the breeder to be self-sufficient in the continuous supply of electric energy, which is very valuable nowadays considering that breeders are now increasingly using various technologies.

Short-term forecasting of meteorological time series using Nonparametric Functional Data Analysis (NPFDA)

Science.gov (United States)

Curceac, S.; Ternynck, C.; Ouarda, T.

2015-12-01

Over the past decades, a substantial amount of research has been conducted to model and forecast climatic variables. In this study, Nonparametric Functional Data Analysis (NPFDA) methods are applied to forecast air temperature and wind speed time series in Abu Dhabi, UAE. The dataset consists of hourly measurements recorded for a period of 29 years, 1982-2010. The novelty of the Functional Data Analysis approach is in expressing the data as curves. In the present work, the focus is on daily forecasting and the functional observations (curves) express the daily measurements of the above mentioned variables. We apply a non-linear regression model with a functional non-parametric kernel estimator. The computation of the estimator is performed using an asymmetrical quadratic kernel function for local weighting based on the bandwidth obtained by a cross validation procedure. The proximities between functional objects are calculated by families of semi-metrics based on derivatives and Functional Principal Component Analysis (FPCA). Additionally, functional conditional mode and functional conditional median estimators are applied and the advantages of combining their results are analysed. A different approach employs a SARIMA model selected according to the minimum Akaike (AIC) and Bayessian (BIC) Information Criteria and based on the residuals of the model. The performance of the models is assessed by calculating error indices such as the root mean square error (RMSE), relative RMSE, BIAS and relative BIAS. The results indicate that the NPFDA models provide more accurate forecasts than the SARIMA models. Key words: Nonparametric functional data analysis, SARIMA, time series forecast, air temperature, wind speed

Recurrence and symmetry of time series: Application to transition detection

International Nuclear Information System (INIS)

Girault, Jean-Marc

2015-01-01

Highlights: •A new theoretical framework based on the symmetry concept is proposed. •Four types of symmetry present in any time series were analyzed. •New descriptors make possible the analysis of regime changes in logistic systems. •Chaos–chaos, chaos–periodic, symmetry-breaking, symmetry-increasing bifurcations can be detected. -- Abstract: The study of transitions in low dimensional, nonlinear dynamical systems is a complex problem for which there is not yet a simple, global numerical method able to detect chaos–chaos, chaos–periodic bifurcations and symmetry-breaking, symmetry-increasing bifurcations. We present here for the first time a general framework focusing on the symmetry concept of time series that at the same time reveals new kinds of recurrence. We propose several numerical tools based on the symmetry concept allowing both the qualification and quantification of different kinds of possible symmetry. By using several examples based on periodic symmetrical time series and on logistic and cubic maps, we show that it is possible with simple numerical tools to detect a large number of bifurcations of chaos–chaos, chaos–periodic, broken symmetry and increased symmetry types

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…

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.

Monitoring Quarry Area with Landsat Long Time-Series for Socioeconomic Study

Directory of Open Access Journals (Sweden)

Haoteng Zhao

2018-03-01

Full Text Available Quarry sites result from human activity, which includes the removal of original vegetation and the overlying soil to dig out stones for building use. Therefore, the dynamics of the quarry area provide a unique view of human mining activities. Actually, the topographic changes caused by mining activities are also a result of the development of the local economy. Thus, monitoring the quarry area can provide information about the policies of the economy and environmental protection. In this paper, we developed a combined method of machine learning classification and quarry region analysis to estimate the quarry area in a quarry region near Beijing. A temporal smoothing based on the classification results of all years was applied in post-processing to remove outliers and obtain gently changing sequences along the monitoring term. The method was applied to Landsat images to derive a quarry distribution map and quarry area time series from 1984 to 2017, revealing significant inter-annual variability. The time series revealed a five-stage development of the quarry area with different growth patterns. As the study region lies on two jurisdictions—Tianjin and Hebei—a comparison of the quarry area changes in the two jurisdictions was applied, which revealed that the different policies in the two regions could impose different impacts on the development of a quarry area. An analysis concerning the relationship between quarry area and gross regional product (GRP was performed to explore the potential application on socioeconomic studies, and we found a strong positive correlation between quarry area and GRP in Langfang City, Hebei Province. These results demonstrate the potential benefit of annual monitoring over the long-term for socioeconomic studies, which can be used for mining decision making.

Interglacial climate dynamics and advanced time series analysis

Science.gov (United States)

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

2013-04-01

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

Time series analysis as input for clinical predictive modeling: modeling cardiac arrest in a pediatric ICU.

Science.gov (United States)

Kennedy, Curtis E; Turley, James P

2011-10-24

Thousands of children experience cardiac arrest events every year in pediatric intensive care units. Most of these children die. Cardiac arrest prediction tools are used as part of medical emergency team evaluations to identify patients in standard hospital beds that are at high risk for cardiac arrest. There are no models to predict cardiac arrest in pediatric intensive care units though, where the risk of an arrest is 10 times higher than for standard hospital beds. Current tools are based on a multivariable approach that does not characterize deterioration, which often precedes cardiac arrests. Characterizing deterioration requires a time series approach. The purpose of this study is to propose a method that will allow for time series data to be used in clinical prediction models. Successful implementation of these methods has the potential to bring arrest prediction to the pediatric intensive care environment, possibly allowing for interventions that can save lives and prevent disabilities. We reviewed prediction models from nonclinical domains that employ time series data, and identified the steps that are necessary for building predictive models using time series clinical data. We illustrate the method by applying it to the specific case of building a predictive model for cardiac arrest in a pediatric intensive care unit. Time course analysis studies from genomic analysis provided a modeling template that was compatible with the steps required to develop a model from clinical time series data. The steps include: 1) selecting candidate variables; 2) specifying measurement parameters; 3) defining data format; 4) defining time window duration and resolution; 5) calculating latent variables for candidate variables not directly measured; 6) calculating time series features as latent variables; 7) creating data subsets to measure model performance effects attributable to various classes of candidate variables; 8) reducing the number of candidate features; 9

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

Science.gov (United States)

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

2011-01-01

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

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. .

Disentangling Time-series Spectra with Gaussian Processes: Applications to Radial Velocity Analysis

Energy Technology Data Exchange (ETDEWEB)

Czekala, Ian [Kavli Institute for Particle Astrophysics and Cosmology, Stanford University, Stanford, CA 94305 (United States); Mandel, Kaisey S.; Andrews, Sean M.; Dittmann, Jason A. [Harvard-Smithsonian Center for Astrophysics, 60 Garden Street, Cambridge, MA 02138 (United States); Ghosh, Sujit K. [Department of Statistics, NC State University, 2311 Stinson Drive, Raleigh, NC 27695 (United States); Montet, Benjamin T. [Department of Astronomy and Astrophysics, University of Chicago, 5640 S. Ellis Avenue, Chicago, IL 60637 (United States); Newton, Elisabeth R., E-mail: iczekala@stanford.edu [Massachusetts Institute of Technology, Cambridge, MA 02138 (United States)

2017-05-01

Measurements of radial velocity variations from the spectroscopic monitoring of stars and their companions are essential for a broad swath of astrophysics; these measurements provide access to the fundamental physical properties that dictate all phases of stellar evolution and facilitate the quantitative study of planetary systems. The conversion of those measurements into both constraints on the orbital architecture and individual component spectra can be a serious challenge, however, especially for extreme flux ratio systems and observations with relatively low sensitivity. Gaussian processes define sampling distributions of flexible, continuous functions that are well-motivated for modeling stellar spectra, enabling proficient searches for companion lines in time-series spectra. We introduce a new technique for spectral disentangling, where the posterior distributions of the orbital parameters and intrinsic, rest-frame stellar spectra are explored simultaneously without needing to invoke cross-correlation templates. To demonstrate its potential, this technique is deployed on red-optical time-series spectra of the mid-M-dwarf binary LP661-13. We report orbital parameters with improved precision compared to traditional radial velocity analysis and successfully reconstruct the primary and secondary spectra. We discuss potential applications for other stellar and exoplanet radial velocity techniques and extensions to time-variable spectra. The code used in this analysis is freely available as an open-source Python package.

Time Series Analysis of the Quasar PKS 1749+096

Science.gov (United States)

Lam, Michael T.; Balonek, T. J.

2011-01-01

Multiple timescales of variability are observed in quasars at a variety of wavelengths, the nature of which is not fully understood. In 2007 and 2008, the quasar 1749+096 underwent two unprecedented optical outbursts, reaching a brightness never before seen in our twenty years of monitoring. Much lower level activity had been seen prior to these two outbursts. We present an analysis of the timescales of variability over the two regimes using a variety of statistical techniques. An IDL software package developed at Colgate University over the summer of 2010, the Quasar User Interface (QUI), provides effective computation of four time series functions for analyzing underlying trends present in generic, discretely sampled data sets. Using the Autocorrelation Function, Structure Function, and Power Spectrum, we are able to quickly identify possible variability timescales. QUI is also capable of computing the Cross-Correlation Function for comparing variability at different wavelengths. We apply these algorithms to 1749+096 and present our analysis of the timescales for this object. Funding for this project was received from Colgate University, the Justus and Jayne Schlichting Student Research Fund, and the NASA / New York Space Grant.

Combined use of correlation dimension and entropy as discriminating measures for time series analysis

Science.gov (United States)

Harikrishnan, K. P.; Misra, R.; Ambika, G.

2009-09-01

We show that the combined use of correlation dimension (D2) and correlation entropy (K2) as discriminating measures can extract a more accurate information regarding the different types of noise present in a time series data. For this, we make use of an algorithmic approach for computing D2 and K2 proposed by us recently [Harikrishnan KP, Misra R, Ambika G, Kembhavi AK. Physica D 2006;215:137; Harikrishnan KP, Ambika G, Misra R. Mod Phys Lett B 2007;21:129; Harikrishnan KP, Misra R, Ambika G. Pramana - J Phys, in press], which is a modification of the standard Grassberger-Proccacia scheme. While the presence of white noise can be easily identified by computing D2 of data and surrogates, K2 is a better discriminating measure to detect colored noise in the data. Analysis of time series from a real world system involving both white and colored noise is presented as evidence. To our knowledge, this is the first time that such a combined analysis is undertaken on a real world data.

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

Science.gov (United States)

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

2017-12-01

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

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.

Normalizing the causality between time series

Science.gov (United States)

Liang, X. San

2015-08-01

Recently, a rigorous yet concise formula was derived to evaluate information flow, and hence the causality in a quantitative sense, between time series. To assess the importance of a resulting causality, it needs to be normalized. The normalization is achieved through distinguishing a Lyapunov exponent-like, one-dimensional phase-space stretching rate and a noise-to-signal ratio from the rate of information flow in the balance of the marginal entropy evolution of the flow recipient. It is verified with autoregressive models and applied to a real financial analysis problem. An unusually strong one-way causality is identified from IBM (International Business Machines Corporation) to GE (General Electric Company) in their early era, revealing to us an old story, which has almost faded into oblivion, about "Seven Dwarfs" competing with a giant for the mainframe computer market.

A hybrid wavelet de-noising and Rank-Set Pair Analysis approach for forecasting hydro-meteorological time series.

Science.gov (United States)

Wang, Dong; Borthwick, Alistair G; He, Handan; Wang, Yuankun; Zhu, Jieyu; Lu, Yuan; Xu, Pengcheng; Zeng, Xiankui; Wu, Jichun; Wang, Lachun; Zou, Xinqing; Liu, Jiufu; Zou, Ying; He, Ruimin

2018-01-01

Accurate, fast forecasting of hydro-meteorological time series is presently a major challenge in drought and flood mitigation. This paper proposes a hybrid approach, wavelet de-noising (WD) and Rank-Set Pair Analysis (RSPA), that takes full advantage of a combination of the two approaches to improve forecasts of hydro-meteorological time series. WD allows decomposition and reconstruction of a time series by the wavelet transform, and hence separation of the noise from the original series. RSPA, a more reliable and efficient version of Set Pair Analysis, is integrated with WD to form the hybrid WD-RSPA approach. Two types of hydro-meteorological data sets with different characteristics and different levels of human influences at some representative stations are used to illustrate the WD-RSPA approach. The approach is also compared to three other generic methods: the conventional Auto Regressive Integrated Moving Average (ARIMA) method, Artificial Neural Networks (ANNs) (BP-error Back Propagation, MLP-Multilayer Perceptron and RBF-Radial Basis Function), and RSPA alone. Nine error metrics are used to evaluate the model performance. Compared to three other generic methods, the results generated by WD-REPA model presented invariably smaller error measures which means the forecasting capability of the WD-REPA model is better than other models. The results show that WD-RSPA is accurate, feasible, and effective. In particular, WD-RSPA is found to be the best among the various generic methods compared in this paper, even when the extreme events are included within a time series. Copyright © 2017 Elsevier Inc. All rights reserved.

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.

Renal transplant lithiasis: analysis of our series and review of the literature.

Science.gov (United States)

Stravodimos, Konstantinos G; Adamis, Stefanos; Tyritzis, Stavros; Georgios, Zavos; Constantinides, Constantinos A

2012-01-01

Renal transplant lithiasis represents a rather uncommon complication. Even rare, it can result in significant morbidity and a devastating loss of renal function if obstruction occurs. We present our experience with graft lithiasis in our series of renal transplantations and review the literature regarding the epidemiology, pathophysiology, and current therapeutic strategies in the management of renal transplant lithiasis. In a retrospective analysis of a consecutive series of 1525 renal transplantations that were performed between January 1983 and March 2007, 7 patients were found to have allograft lithiasis. In five cases, the calculi were localized in the renal unit, and in two cases, in the ureter. A review in the English language was also performed of the Medline and PubMed databases using the keywords renal transplant lithiasis, donor-gifted lithiasis, and urological complications after kidney transplantation. Several retrospective studies regarding the incidence, etiology, as well as predisposing factors for graft lithiasis were reviewed. Data regarding the current therapeutic strategies for graft lithiasis were also evaluated, and outcomes were compared with the results of our series. Most studies report a renal transplant lithiasis incidence of 0.4% to 1%. In our series, incidence of graft lithiasis was 0.46% (n=7). Of the seven patients, three were treated via percutaneous nephrolithotripsy (PCNL); in three patients, shockwave lithotripsy (SWL) was performed; and in a single case, spontaneous passage of a urinary calculus was observed. All patients are currently stone free but still remain under close urologic surveillance. Renal transplant lithiasis requires vigilance, a high index of suspicion, prompt recognition, and management. Treatment protocols should mimic those for solitary kidneys. Minimally invasive techniques are available to remove graft calculi. Long-term follow-up is essential to determine the outcome, as well as to prevent recurrence.

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

International Nuclear Information System (INIS)

Duband, D.

1992-01-01

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

Time Series Modeling of Army Mission Command Communication Networks: An Event-Driven Analysis

Science.gov (United States)

2013-06-01

Lehmann, D. R. (1984). How advertising affects sales: Meta- analysis of econometric results. Journal of Marketing Research , 21, 65-74. Barabási, A. L...317-357. Leone, R. P. (1983). Modeling sales-advertising relationships: An integrated time series- econometric approach. Journal of Marketing ... Research , 20, 291-295. McGrath, J. E., & Kravitz, D. A. (1982). Group research. Annual Review of Psychology, 33, 195- 230. Monge, P. R., & Contractor

Visibility graph analysis of heart rate time series and bio-marker of congestive heart failure

Science.gov (United States)

Bhaduri, Anirban; Bhaduri, Susmita; Ghosh, Dipak

2017-09-01

Study of RR interval time series for Congestive Heart Failure had been an area of study with different methods including non-linear methods. In this article the cardiac dynamics of heart beat are explored in the light of complex network analysis, viz. visibility graph method. Heart beat (RR Interval) time series data taken from Physionet database [46, 47] belonging to two groups of subjects, diseased (congestive heart failure) (29 in number) and normal (54 in number) are analyzed with the technique. The overall results show that a quantitative parameter can significantly differentiate between the diseased subjects and the normal subjects as well as different stages of the disease. Further, the data when split into periods of around 1 hour each and analyzed separately, also shows the same consistent differences. This quantitative parameter obtained using the visibility graph analysis thereby can be used as a potential bio-marker as well as a subsequent alarm generation mechanism for predicting the onset of Congestive Heart Failure.

Early detection of metabolic and energy disorders by thermal time series stochastic complexity analysis

Energy Technology Data Exchange (ETDEWEB)

Lutaif, N.A. [Departamento de Clínica Médica, Faculdade de Ciências Médicas, Universidade Estadual de Campinas, Campinas, SP (Brazil); Palazzo, R. Jr [Departamento de Telemática, Faculdade de Engenharia Elétrica e Computação, Universidade Estadual de Campinas, Campinas, SP (Brazil); Gontijo, J.A.R. [Departamento de Clínica Médica, Faculdade de Ciências Médicas, Universidade Estadual de Campinas, Campinas, SP (Brazil)

2014-01-17

Maintenance of thermal homeostasis in rats fed a high-fat diet (HFD) is associated with changes in their thermal balance. The thermodynamic relationship between heat dissipation and energy storage is altered by the ingestion of high-energy diet content. Observation of thermal registers of core temperature behavior, in humans and rodents, permits identification of some characteristics of time series, such as autoreference and stationarity that fit adequately to a stochastic analysis. To identify this change, we used, for the first time, a stochastic autoregressive model, the concepts of which match those associated with physiological systems involved and applied in male HFD rats compared with their appropriate standard food intake age-matched male controls (n=7 per group). By analyzing a recorded temperature time series, we were able to identify when thermal homeostasis would be affected by a new diet. The autoregressive time series model (AR model) was used to predict the occurrence of thermal homeostasis, and this model proved to be very effective in distinguishing such a physiological disorder. Thus, we infer from the results of our study that maximum entropy distribution as a means for stochastic characterization of temperature time series registers may be established as an important and early tool to aid in the diagnosis and prevention of metabolic diseases due to their ability to detect small variations in thermal profile.

Early detection of metabolic and energy disorders by thermal time series stochastic complexity analysis

International Nuclear Information System (INIS)

Lutaif, N.A.; Palazzo, R. Jr; Gontijo, J.A.R.

2014-01-01

Maintenance of thermal homeostasis in rats fed a high-fat diet (HFD) is associated with changes in their thermal balance. The thermodynamic relationship between heat dissipation and energy storage is altered by the ingestion of high-energy diet content. Observation of thermal registers of core temperature behavior, in humans and rodents, permits identification of some characteristics of time series, such as autoreference and stationarity that fit adequately to a stochastic analysis. To identify this change, we used, for the first time, a stochastic autoregressive model, the concepts of which match those associated with physiological systems involved and applied in male HFD rats compared with their appropriate standard food intake age-matched male controls (n=7 per group). By analyzing a recorded temperature time series, we were able to identify when thermal homeostasis would be affected by a new diet. The autoregressive time series model (AR model) was used to predict the occurrence of thermal homeostasis, and this model proved to be very effective in distinguishing such a physiological disorder. Thus, we infer from the results of our study that maximum entropy distribution as a means for stochastic characterization of temperature time series registers may be established as an important and early tool to aid in the diagnosis and prevention of metabolic diseases due to their ability to detect small variations in thermal profile

Determinants of Egyptian Banking Sector Profitability: Time-Series Analysis from 2004-2014

Directory of Open Access Journals (Sweden)

Heba Youssef Hashem

2016-06-01

Full Text Available Purpose - The purpose of this paper is to examine the determinants of banking sector profitability in Egypt to shed light on the most influential variables that have a significant impact on the performance of this vital sector. Design/methodology/approach - The analysis includes a time series model of quarterly data from 2004 to 2014. The model utilizes Cointegration technique to investigate the long-run relationship between the return on equity as a proxy for bank profitability and several bank-specific variables including liquidity, capital adequacy, and percentage of non-performing loans. In addition, Vector Error Correction Model (VECM is utilized to explore the short-run dynamics of the model and the speed of adjustment to reach the long-run equilibrium. Findings - The main findings of this work show that banking sector profitability is inversely related to capital adequacy, the percentage of loan provisions and the ratio of deposits to total assets. On the other hand, it is positively related to the size of the banking sector which implies that the banking sector exhibits economies of scale. Research limitations/implications - The implications of this work is that it helps reveal the major factors affecting bank performance in the short-run and long-run, and hence provide bank managers and monetary policy makers with beneficial insights on how to enhance bank performance. Since the banking sector represents one of the main engines of financing investment, enhancing the efficiency of this sector would contribute to economic growth and prosperity Originality/value - The Vector error correction model showed that about 4% of the disequilibrium is corrected each quarter to reach the long run equilibrium. In addition, all bank specific variables were found to affect profitability in the long-run only. This study would serve as a base that further work on Egyptian banking sector profitability can build on by incorporating more variables in the

Mahler Measure, Eisenstein Series and Dimers

NARCIS (Netherlands)

Stienstra, J.

2007-01-01

This note reveals a mysterious link between the partition function of certain dimer models on 2-dimensional tori and the L-function of their spectral curves. It also relates the partition function in certain families of dimer models to Eisenstein series. http://www.arxiv.org/abs/math.NT/0502197

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.

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.

Learning from environmental data: Methods for analysis of forest nutrition time series

Energy Technology Data Exchange (ETDEWEB)

Sulkava, M. (Helsinki Univ. of Technology, Espoo (Finland). Computer and Information Science)

2008-07-01

Data analysis methods play an important role in increasing our knowledge of the environment as the amount of data measured from the environment increases. This thesis fits under the scope of environmental informatics and environmental statistics. They are fields, in which data analysis methods are developed and applied for the analysis of environmental data. The environmental data studied in this thesis are time series of nutrient concentration measurements of pine and spruce needles. In addition, there are data of laboratory quality and related environmental factors, such as the weather and atmospheric depositions. The most important methods used for the analysis of the data are based on the self-organizing map and linear regression models. First, a new clustering algorithm of the self-organizing map is proposed. It is found to provide better results than two other methods for clustering of the self-organizing map. The algorithm is used to divide the nutrient concentration data into clusters, and the result is evaluated by environmental scientists. Based on the clustering, the temporal development of the forest nutrition is modeled and the effect of nitrogen and sulfur deposition on the foliar mineral composition is assessed. Second, regression models are used for studying how much environmental factors and properties of the needles affect the changes in the nutrient concentrations of the needles between their first and second year of existence. The aim is to build understandable models with good prediction capabilities. Sparse regression models are found to outperform more traditional regression models in this task. Third, fusion of laboratory quality data from different sources is performed to estimate the precisions of the analytical methods. Weighted regression models are used to quantify how much the precision of observations can affect the time needed to detect a trend in environmental time series. The results of power analysis show that improving the

Variation Trend Analysis of Runoff and Sediment Time Series Based on the R/S Analysis of Simulated Loess Tilled Slopes in the Loess Plateau, China

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Ju Zhang

2017-12-01

Full Text Available The objective of this study was to illustrate the temporal variation of runoff and sediment of loess tilled slopes under successive rainfall conditions. Loess tilled slopes with four microtopography types (straight cultivated slope, artificial backhoe, artificial digging, and contour tillage under five slope gradients (5°, 10°, 15°, 20°, 25° were simulated and a rainfall intensity of 60 mm/h was adopted. The temporal trends of runoff and sediment yield were predicted based on the Rescaled Range (R/S analysis method. The results indicate that the Hurst indices of runoff time series and sediment time series are higher than 0.5, and a long-term positive correlation exists between the future and the past. This means that runoff and sediment of loess tilled slopes in the future will have the same trends as in the past. The results obtained by the classical R/S analysis method were the same as those of the modified R/S analysis method. The rationality and reliability of the R/S analysis method were further identified and the method can be used for predicting the trend of runoff and sediment yield. The correlation between the microtopography and the Hurst indices of the runoff and sediment yield time series, as well as between the slopes and the Hurst indices, were tested, and the result was that there was no significant correlation between them. The microtopography and slopes cannot affect the correlation and continuity of runoff and sediment yield time series. This study provides an effective method for predicting variations in the trends of runoff and sediment yield on loess tilled slopes.

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.

Capturing Context-Related Change in Emotional Dynamics via Fixed Moderated Time Series Analysis.

Science.gov (United States)

Adolf, Janne K; Voelkle, Manuel C; Brose, Annette; Schmiedek, Florian

2017-01-01

Much of recent affect research relies on intensive longitudinal studies to assess daily emotional experiences. The resulting data are analyzed with dynamic models to capture regulatory processes involved in emotional functioning. Daily contexts, however, are commonly ignored. This may not only result in biased parameter estimates and wrong conclusions, but also ignores the opportunity to investigate contextual effects on emotional dynamics. With fixed moderated time series analysis, we present an approach that resolves this problem by estimating context-dependent change in dynamic parameters in single-subject time series models. The approach examines parameter changes of known shape and thus addresses the problem of observed intra-individual heterogeneity (e.g., changes in emotional dynamics due to observed changes in daily stress). In comparison to existing approaches to unobserved heterogeneity, model estimation is facilitated and different forms of change can readily be accommodated. We demonstrate the approach's viability given relatively short time series by means of a simulation study. In addition, we present an empirical application, targeting the joint dynamics of affect and stress and how these co-vary with daily events. We discuss potentials and limitations of the approach and close with an outlook on the broader implications for understanding emotional adaption and development.

Las series televisivas juveniles: tramas y conflictos en una «teen series» Television Fiction Series Targeted at Young Audience: Plots and Conflicts Portrayed in a Teen Series

Directory of Open Access Journals (Sweden)

Núria García Muñoz

2011-10-01

Full Text Available Se presentan los principales hallazgos de un estudio sobre las «teen series», es decir las series de ficción televisiva protagonizadas por personajes adolescentes y dirigidas expresamente a una audiencia juvenil. El análisis del retrato de los jóvenes representados en productos específicamente dirigidos a un público juvenil tiene un valor muy significativo tanto por la producción de ficción como por la recepción, ya que los consumidores potenciales se encuentran en un momento clave del proceso de construcción de sus identidades. Después de repasar los principales antecedentes en el estudio de la representación de los jóvenes en la ficción televisiva, se describe el marco conceptual relativo a las «teen series» y se discute su relación con el consumo juvenil. Sucesivamente se presenta un estudio de caso que consiste en un análisis de contenido de la serie norteamericana «Dawson’s creek», realizado sobre una muestra representativa de tres temporadas de la serie, para analizar dos grupos de variables: variables relativas a los personajes y variables relativas a las tramas y a los conflictos. Se discuten los resultados relativos al segundo grupo de variables, con particular atención a las características de las tramas y al papel de los personajes en el desarrollo y en la resolución de las mismas. La aceptación de la identidad personal, el amor y la amistad han resultado ser las temáticas más recurrentes. Además, las relaciones sociales entre los personajes han resultado ejercer un papel fundamental en el desarrollo de las tramas y de los conflictos.This paper presents the main findings of a research project on teen series, which are television fiction series featuring teenagers and specifically targeted at a young audience. The analysis of the portrayal of young people in television fictional series specifically targeted at a young audience has a meaningful value both for television production and for audience reception

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

International Nuclear Information System (INIS)

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

2014-01-01

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

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.

Identifying secondary series for stepwise common singular spectrum ...

African Journals Online (AJOL)

Abstract. Common singular spectrum analysis is a technique which can be used to forecast a pri- mary time series by using the information from a secondary series. Not all secondary series, however, provide useful information. A first contribution in this paper is to point out the properties which a secondary series should ...

Time Series Analysis Using Geometric Template Matching.

Science.gov (United States)

Frank, Jordan; Mannor, Shie; Pineau, Joelle; Precup, Doina

2013-03-01

We present a novel framework for analyzing univariate time series data. At the heart of the approach is a versatile algorithm for measuring the similarity of two segments of time series called geometric template matching (GeTeM). First, we use GeTeM to compute a similarity measure for clustering and nearest-neighbor classification. Next, we present a semi-supervised learning algorithm that uses the similarity measure with hierarchical clustering in order to improve classification performance when unlabeled training data are available. Finally, we present a boosting framework called TDEBOOST, which uses an ensemble of GeTeM classifiers. TDEBOOST augments the traditional boosting approach with an additional step in which the features used as inputs to the classifier are adapted at each step to improve the training error. We empirically evaluate the proposed approaches on several datasets, such as accelerometer data collected from wearable sensors and ECG data.

Using barometric time series of the IMS infrasound network for a global analysis of thermally induced atmospheric tides

Science.gov (United States)

Hupe, Patrick; Ceranna, Lars; Pilger, Christoph

2018-04-01

The International Monitoring System (IMS) has been established to monitor compliance with the Comprehensive Nuclear-Test-Ban Treaty and comprises four technologies, one of which is infrasound. When fully established, the IMS infrasound network consists of 60 sites uniformly distributed around the globe. Besides its primary purpose of determining explosions in the atmosphere, the recorded data reveal information on other anthropogenic and natural infrasound sources. Furthermore, the almost continuous multi-year recordings of differential and absolute air pressure allow for analysing the atmospheric conditions. In this paper, spectral analysis tools are applied to derive atmospheric dynamics from barometric time series. Based on the solar atmospheric tides, a methodology for performing geographic and temporal variability analyses is presented, which is supposed to serve for upcoming studies related to atmospheric dynamics. The surplus value of using the IMS infrasound network data for such purposes is demonstrated by comparing the findings on the thermal tides with previous studies and the Modern-Era Retrospective analysis for Research and Applications Version 2 (MERRA-2), which represents the solar tides well in its surface pressure fields. Absolute air pressure recordings reveal geographical characteristics of atmospheric tides related to the solar day and even to the lunar day. We therefore claim the chosen methodology of using the IMS infrasound network to be applicable for global and temporal studies on specific atmospheric dynamics. Given the accuracy and high temporal resolution of the barometric data from the IMS infrasound network, interactions with gravity waves and planetary waves can be examined in future for refining the knowledge of atmospheric dynamics, e.g. the origin of tidal harmonics up to 9 cycles per day as found in the barometric data sets. Data assimilation in empirical models of solar tides would be a valuable application of the IMS infrasound

All-phase MR angiography using independent component analysis of dynamic contrast enhanced MRI time series. φ-MRA

International Nuclear Information System (INIS)

Suzuki, Kiyotaka; Matsuzawa, Hitoshi; Watanabe, Masaki; Nakada, Tsutomu; Nakayama, Naoki; Kwee, I.L.

2003-01-01

Dynamic contrast enhanced magnetic resonance imaging (dynamic MRI) represents a MRI version of non-diffusible tracer methods, the main clinical use of which is the physiological construction of what is conventionally referred to as perfusion images. The raw data utilized for constructing MRI perfusion images are time series of pixel signal alterations associated with the passage of a gadolinium containing contrast agent. Such time series are highly compatible with independent component analysis (ICA), a novel statistical signal processing technique capable of effectively separating a single mixture of multiple signals into their original independent source signals (blind separation). Accordingly, we applied ICA to dynamic MRI time series. The technique was found to be powerful, allowing for hitherto unobtainable assessment of regional cerebral hemodynamics in vivo. (author)

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.

Pipe-anchor discontinuity analysis utilizing power series solutions, Bessel functions, and Fourier series

International Nuclear Information System (INIS)

Williams, Dennis K.; Ranson, William F.

2003-01-01

One of the paradigmatic classes of problems that frequently arise in piping stress analysis discipline is the effect of local stresses created by supports and restraints attachments. Over the past 20 years, concerns have been identified by both regulatory agencies in the nuclear power industry and others in the process and chemicals industries concerning the effect of various stiff clamping arrangements on the expected life of the pipe and its various piping components. In many of the commonly utilized geometries and arrangements of pipe clamps, the elasticity problem becomes the axisymmetric stress and deformation determination in a hollow cylinder (pipe) subjected to the appropriate boundary conditions and respective loads per se. One of the geometries that serve as a pipe anchor is comprised of two pipe clamps that are bolted tightly to the pipe and affixed to a modified shoe-type arrangement. The shoe is employed for the purpose of providing an immovable base that can be easily attached either by bolting or welding to a structural steel pipe rack. Over the past 50 years, the computational tools available to the piping analyst have changed dramatically and thereby have caused the implementation of solutions to the basic problems of elasticity to change likewise. The need to obtain closed form elasticity solutions, however, has always been a driving force in engineering. The employment of symbolic calculus that is currently available through numerous software packages makes closed form solutions very economical. This paper briefly traces the solutions over the past 50 years to a variety of axisymmetric stress problems involving hollow circular cylinders employing a Fourier series representation. In the present example, a properly chosen Fourier series represent the mathematical simulation of the imposed axial displacements on the outside diametrical surface. A general solution technique is introduced for the axisymmetric discontinuity stresses resulting from an

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

Koopman Operator Framework for Time Series Modeling and Analysis

Science.gov (United States)

Surana, Amit

2018-01-01

We propose an interdisciplinary framework for time series classification, forecasting, and anomaly detection by combining concepts from Koopman operator theory, machine learning, and linear systems and control theory. At the core of this framework is nonlinear dynamic generative modeling of time series using the Koopman operator which is an infinite-dimensional but linear operator. Rather than working with the underlying nonlinear model, we propose two simpler linear representations or model forms based on Koopman spectral properties. We show that these model forms are invariants of the generative model and can be readily identified directly from data using techniques for computing Koopman spectral properties without requiring the explicit knowledge of the generative model. We also introduce different notions of distances on the space of such model forms which is essential for model comparison/clustering. We employ the space of Koopman model forms equipped with distance in conjunction with classical machine learning techniques to develop a framework for automatic feature generation for time series classification. The forecasting/anomaly detection framework is based on using Koopman model forms along with classical linear systems and control approaches. We demonstrate the proposed framework for human activity classification, and for time series forecasting/anomaly detection in power grid application.

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...

On-line diagnostic techniques for air-operated control valves based on time series analysis

International Nuclear Information System (INIS)

Ito, Kenji; Matsuoka, Yoshinori; Minamikawa, Shigeru; Komatsu, Yasuki; Satoh, Takeshi.

1996-01-01

The objective of this research is to study the feasibility of applying on-line diagnostic techniques based on time series analysis to air-operated control valves - numerous valves of the type which are used in PWR plants. Generally the techniques can detect anomalies by failures in the initial stages for which detection is difficult by conventional surveillance of process parameters measured directly. However, the effectiveness of these techniques depends on the system being diagnosed. The difficulties in applying diagnostic techniques to air-operated control valves seem to come from the reduced sensitivity of their response as compared with hydraulic control systems, as well as the need to identify anomalies in low level signals that fluctuate only slightly but continuously. In this research, simulation tests were performed by setting various kinds of failure modes for a test valve with the same specifications as of a valve actually used in the plants. Actual control signals recorded from an operating plant were then used as input signals for simulation. The results of the tests confirmed the feasibility of applying on-line diagnostic techniques based on time series analysis to air-operated control valves. (author)

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.

“To boldly go where no series has gone before”. Star Trek - The Original Series in Italia: il linguaggio della tecno-scienza, il doppiaggio, il fandom

Directory of Open Access Journals (Sweden)

Giulia Iannuzzi

2014-12-01

Full Text Available This essay consists of a critical analysis of the Italian dubbing of Star Trek. The Original Series (1966-1969, which was partially translated and shown on Italian television between 1979 and 1981. The study of the dubbing is approached considering translation as a complex cultural phenomenon (drawing on studies such as Even-Zohar and Venuti's, and using the case of Star Trek also as an example of broader phenomena and dynamics, namely the presence of American science fiction series on Italian television, and the difficult relationship in Italy between humanistic and scientific cultures (here, Pierpaolo Antonello's contributions are the milestones, to which the essay attributes the noticeable simplification and flattening the techno-scientific language undergoes during translation in the Star Trek episodes considered. This general tendency to simplify (and even remove technical and scientific terminology in the Italian version can be explained by two main factors: the idea that Italian viewers are less well educated scientifically than Americans, and limited investment (in terms of both financial and professional resources, on the part of the TV channel and dubbing company (TMC and ADC. Both these aspects reveal a perception of a television series as merely a commodity product, typical of the years preceding the current new golden age of American series, but still not unknown in contemporary Italy (as has been shown in other cases, by studies such those by Buonomo, Izzo and Scarpino, and Ranzato. The analysis of the Italian dubbing of Star Trek in the present essay is accompanied by a preliminary overview of the translation and airing of American science fiction series in Italy between the 1950s and the 1970s, and by a survey of the fortunes of these series across different media over the same period. Star Trek, at the center of one the biggest and most profitable contemporary cultural franchises, and one of the most well organized fandoms

Comparative genome and transcriptome analysis reveals distinctive surface characteristics and unique physiological potentials of Pseudomonas aeruginosa ATCC 27853

KAUST Repository

Cao, Huiluo

2017-06-12

Pseudomonas aeruginosa ATCC 27853 was isolated from a hospital blood specimen in 1971 and has been widely used as a model strain to survey antibiotics susceptibilities, biofilm development, and metabolic activities of Pseudomonas spp.. Although four draft genomes of P. aeruginosa ATCC 27853 have been sequenced, the complete genome of this strain is still lacking, hindering a comprehensive understanding of its physiology and functional genome.Here we sequenced and assembled the complete genome of P. aeruginosa ATCC 27853 using the Pacific Biosciences SMRT (PacBio) technology and Illumina sequencing platform. We found that accessory genes of ATCC 27853 including prophages and genomic islands (GIs) mainly contribute to the difference between P. aeruginosa ATCC 27853 and other P. aeruginosa strains. Seven prophages were identified within the genome of P. aeruginosa ATCC 27853. Of the predicted 25 GIs, three contain genes that encode monoxoygenases, dioxygenases and hydrolases that could be involved in the metabolism of aromatic compounds. Surveying virulence-related genes revealed that a series of genes that encode the B-band O-antigen of LPS are lacking in ATCC 27853. Distinctive SNPs in genes of cellular adhesion proteins such as type IV pili and flagella biosynthesis were also observed in this strain. Colony morphology analysis confirmed an enhanced biofilm formation capability of ATCC 27853 on solid agar surface compared to Pseudomonas aeruginosa PAO1. We then performed transcriptome analysis of ATCC 27853 and PAO1 using RNA-seq and compared the expression of orthologous genes to understand the functional genome and the genomic details underlying the distinctive colony morphogenesis. These analyses revealed an increased expression of genes involved in cellular adhesion and biofilm maturation such as type IV pili, exopolysaccharide and electron transport chain components in ATCC 27853 compared with PAO1. In addition, distinctive expression profiles of the

Automated preparation of Kepler time series of planet hosts for asteroseismic analysis

DEFF Research Database (Denmark)

Handberg, R.; Lund, M. N.

2014-01-01

. In this paper we present the KASOC Filter, which is used to automatically prepare data from the Kepler/K2 mission for asteroseismic analyses of solar-like planet host stars. The methods are very effective at removing unwanted signals of both instrumental and planetary origins and produce significantly cleaner......One of the tasks of the Kepler Asteroseismic Science Operations Center (KASOC) is to provide asteroseismic analyses on Kepler Objects of Interest (KOIs). However, asteroseismic analysis of planetary host stars presents some unique complications with respect to data preprocessing, compared to pure...... asteroseismic targets. If not accounted for, the presence of planetary transits in the photometric time series often greatly complicates or even hinders these asteroseismic analyses. This drives the need for specialised methods of preprocessing data to make them suitable for asteroseismic analysis...

Cyclo-speed reducer 6000 series; Saikuro {reg_sign} gensokuki 6000 series

Energy Technology Data Exchange (ETDEWEB)

NONE

2000-04-20

This series was put on the market as the advanced speed reducer '6000 series' in April, 2000 after further improvement of various previous excellent features by adopting innovative technologies. Various series of this cyclo-speed reducers adopting a unique inscribed epicyclic gear mechanism reach 7 million units in sales success. Main specifications: (1) Input capacity range: 0.1-132kW, (2) Output torque: 24-68,200N(center dot)m, (3) Reduction ratio: 6-1,000,000. Features: (1) High efficiency and long life by adopting the analysis system based on the latest analytical technology, (2) Noise reduction by a maximum of nearly 6dB, and tone improvement by adopting a new tooth profile, (3) Weight reduction by a maximum of nearly 40% by adopting a motor direct-coupled mechanism. (translated by NEDO)

Time series analysis of brain regional volume by MR image

International Nuclear Information System (INIS)

Tanaka, Mika; Tarusawa, Ayaka; Nihei, Mitsuyo; Fukami, Tadanori; Yuasa, Tetsuya; Wu, Jin; Ishiwata, Kiichi; Ishii, Kenji

2010-01-01

The present study proposed a methodology of time series analysis of volumes of frontal, parietal, temporal and occipital lobes and cerebellum because such volumetric reports along the process of individual's aging have been scarcely presented. Subjects analyzed were brain images of 2 healthy males and 18 females of av. age of 69.0 y, of which T1-weighted 3D SPGR (spoiled gradient recalled in the steady state) acquisitions with a GE SIGNA EXCITE HD 1.5T machine were conducted for 4 times in the time series of 42-50 months. The image size was 256 x 256 x (86-124) voxels with digitization level 16 bits. As the template for the regions, the standard gray matter atlas (icbn452 a tlas p robability g ray) and its labeled one (icbn.Labels), provided by UCLA Laboratory of Neuro Imaging, were used for individual's standardization. Segmentation, normalization and coregistration were performed with the MR imaging software SPM8 (Statistic Parametric Mapping 8). Volumes of regions were calculated as their voxel ratio to the whole brain voxel in percent. It was found that the regional volumes decreased with aging in all above lobes examined and cerebellum in average percent per year of -0.11, -0.07, -0.04, -0.02, and -0.03, respectively. The procedure for calculation of the regional volumes, which has been manually operated hitherto, can be automatically conducted for the individual brain using the standard atlases above. (T.T.)

Analysis of series resistance effects on forward I - V and C - V characteristics of mis type diodes

International Nuclear Information System (INIS)

Altindal, S.; Tekeli, Z.; Karadeniz, S.; Tugluoglu, N.; Ercan, I.

2002-01-01

In order to determine the series resistance R s , we have followed Lie et al., Cheung et al. and Kang et al., from the plot of I vs dV/dLn(I) which was linear curve over a wide range of current values at each temperature. The values of Rs were obtained from the slope of the linear parts of the curves and then the series resistance at each temperature has been evaluated at Ln(I) vs (V-IR s ) curves. The curves are linear over a wide range of voltage. The most reliable values of ideality factor n and reverse saturation current Is were then determined. In addition to role of series resistance on the C-V and G-V characteristics of diode have been investigated. Both C-V and G-V measurements show that the measured capacitance and conductance seriously varies with applied bias and frequency due to presence of R s . The density of interface states, barrier height and series resistance from the forward bias I-V characteristics using this method agrees very well with that obtained from the capacitance technique. It is clear that ignoring the series resistance (device with high series resistance) can lead to significant errors in the analysis of the I-V-T, C-V-f and G-V-f characteristics

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.

Accuracy evaluation of Fourier series analysis and singular spectrum analysis for predicting the volume of motorcycle sales in Indonesia

Science.gov (United States)

Sasmita, Yoga; Darmawan, Gumgum

2017-08-01

This research aims to evaluate the performance of forecasting by Fourier Series Analysis (FSA) and Singular Spectrum Analysis (SSA) which are more explorative and not requiring parametric assumption. Those methods are applied to predicting the volume of motorcycle sales in Indonesia from January 2005 to December 2016 (monthly). Both models are suitable for seasonal and trend component data. Technically, FSA defines time domain as the result of trend and seasonal component in different frequencies which is difficult to identify in the time domain analysis. With the hidden period is 2,918 ≈ 3 and significant model order is 3, FSA model is used to predict testing data. Meanwhile, SSA has two main processes, decomposition and reconstruction. SSA decomposes the time series data into different components. The reconstruction process starts with grouping the decomposition result based on similarity period of each component in trajectory matrix. With the optimum of window length (L = 53) and grouping effect (r = 4), SSA predicting testing data. Forecasting accuracy evaluation is done based on Mean Absolute Percentage Error (MAPE), Mean Absolute Error (MAE) and Root Mean Square Error (RMSE). The result shows that in the next 12 month, SSA has MAPE = 13.54 percent, MAE = 61,168.43 and RMSE = 75,244.92 and FSA has MAPE = 28.19 percent, MAE = 119,718.43 and RMSE = 142,511.17. Therefore, to predict volume of motorcycle sales in the next period should use SSA method which has better performance based on its accuracy.

Analysis of Secular Ground Motions in Istanbul from a Long-Term InSAR Time-Series (1992–2017

Directory of Open Access Journals (Sweden)

Gokhan Aslan

2018-03-01

Full Text Available The identification and measurement of ground deformations in urban areas is of great importance for determining the vulnerable parts of the cities that are prone to geohazards, which is a crucial element of both sustainable urban planning and hazard mitigation. Interferometric synthetic aperture radar (InSAR time series analysis is a very powerful tool for the operational mapping of ground deformation related to urban subsidence and landslide phenomena. With an analysis spanning almost 25 years of satellite radar observations, we compute an InSAR time series of data from multiple satellites (European Remote Sensing satellites ERS-1 and ERS-2, Envisat, Sentinel-1A, and its twin sensor Sentinel-1B in order to investigate the spatial extent and rate of ground deformation in the megacity of Istanbul. By combining the various multi-track InSAR datasets (291 images in total and analysing persistent scatterers (PS-InSAR, we present mean velocity maps of ground surface displacement in selected areas of Istanbul. We identify several sites along the terrestrial and coastal regions of Istanbul that underwent vertical ground subsidence at varying rates, from 5 ± 1.2 mm/yr to 15 ± 2.1 mm/yr. The results reveal that the most distinctive subsidence patterns are associated with both anthropogenic factors and relatively weak lithologies along the Haramirede valley in particular, where the observed subsidence is up to 10 ± 2 mm/yr. We show that subsidence has been occurring along the Ayamama river stream at a rate of up to 10 ± 1.8 mm/yr since 1992, and has also been slowing down over time following the restoration of the river and stream system. We also identify subsidence at a rate of 8 ± 1.2 mm/yr along the coastal region of Istanbul, which we associate with land reclamation, as well as a very localised subsidence at a rate of 15 ± 2.3 mm/yr starting in 2016 around one of the highest skyscrapers of Istanbul, which was built in 2010.

Investigation on Law and Economics Based on Complex Network and Time Series Analysis

Science.gov (United States)

Yang, Jian; Qu, Zhao; Chang, Hui

2015-01-01

The research focuses on the cooperative relationship and the strategy tendency among three mutually interactive parties in financing: small enterprises, commercial banks and micro-credit companies. Complex network theory and time series analysis were applied to figure out the quantitative evidence. Moreover, this paper built up a fundamental model describing the particular interaction among them through evolutionary game. Combining the results of data analysis and current situation, it is justifiable to put forward reasonable legislative recommendations for regulations on lending activities among small enterprises, commercial banks and micro-credit companies. The approach in this research provides a framework for constructing mathematical models and applying econometrics and evolutionary game in the issue of corporation financing. PMID:26076460

LAND COVER DYNAMICS OF OLESHKY SANDS: TIME-SERIES ANALYSIS 1987-2017

Directory of Open Access Journals (Sweden)

V. Bogdanets

2017-11-01

Full Text Available Oleshky Sands is the largest expanse of sand in Ukraine and the second in Europe. In the beginning of XX century sands moving outside of arenas was almost stopped by planting trees (Pinus nigra ssp. pallasian and Pinus sylvestris L., and the territory had different use during the years. A 30-year (1987-2017 time series of Landsat imagery obtained via USGS geoservice was used to reveal land cover dynamics of deserted landscapes of Oleshky sands using QGIS software. Heavy sand storms can impact nearby settlements and expose harmful effect on local industry and quality of life of local communities. Forest fire is another dangerous factor for protective forest plantations during last years. Our estimation shows that sandy areas increase during 2000-2017; generally, conservation measures had constant effect despite afforestation of last years. The preventive effect of forest on sands moving at Oleshky sands can be characterized as stable in case of constant care about the forest plantation and proper documentation on land use and ownership.

Out-of-Hospital Cardiac Arrests During the Japanese Professional Baseball Championship Series.

Science.gov (United States)

Onozuka, Daisuke; Hagihara, Akihito

2018-03-14

Because the Japan Professional Baseball Championship Series (Japan Series) is a stressful sports event, it is possible that watching Japan Series matches may increase the risk of cardiovascular events. Therefore, we investigated the potential association between the Japan Series and the incidence of out-of-hospital cardiac arrest (OHCA) events. National registry data for all cases of OHCA between 2005 and 2014 from 47 prefectures of Japan were obtained. We used a time-stratified case-crossover design with a conditional Poisson regression model to compare OHCA events during the Japan Series with those events that occurred during the periods except for dates of the Japan Series. The estimated associations for each prefecture were pooled at the nationwide level using a random-effects meta-analysis. In total, 666,020 OHCAs of presumed cardiac origin were reported during the study period. On days of Japan Series matches, the pooled relative risk of OHCA was 1.033 (95% confidence interval 1.012 to 1.055; p = 0.002; I 2  = 3.5%, P for heterogeneity = 0.405). Stratified analyses by gender revealed that the substantial increase in OHCA during the events was observed for men, whereas we found no significant increase for women. We also found a considerable rise in OHCA among patients aged ≥65 years; however, there was no significant evidence of increased risk in those aged 18 to 64 years. In conclusion, stressful baseball match is associated with an increased risk of OHCA. Prevention measures for severe emotional stress-related OHCA should be implemented, particularly for elderly men. Copyright © 2018 Elsevier Inc. All rights reserved.

Sequence analysis of serum albumins reveals the molecular evolution of ligand recognition properties.

Science.gov (United States)

Fanali, Gabriella; Ascenzi, Paolo; Bernardi, Giorgio; Fasano, Mauro

2012-01-01

Serum albumin (SA) is a circulating protein providing a depot and carrier for many endogenous and exogenous compounds. At least seven major binding sites have been identified by structural and functional investigations mainly in human SA. SA is conserved in vertebrates, with at least 49 entries in protein sequence databases. The multiple sequence analysis of this set of entries leads to the definition of a cladistic tree for the molecular evolution of SA orthologs in vertebrates, thus showing the clustering of the considered species, with lamprey SAs (Lethenteron japonicum and Petromyzon marinus) in a separate outgroup. Sequence analysis aimed at searching conserved domains revealed that most SA sequences are made up by three repeated domains (about 600 residues), as extensively characterized for human SA. On the contrary, lamprey SAs are giant proteins (about 1400 residues) comprising seven repeated domains. The phylogenetic analysis of the SA family reveals a stringent correlation with the taxonomic classification of the species available in sequence databases. A focused inspection of the sequences of ligand binding sites in SA revealed that in all sites most residues involved in ligand binding are conserved, although the versatility towards different ligands could be peculiar of higher organisms. Moreover, the analysis of molecular links between the different sites suggests that allosteric modulation mechanisms could be restricted to higher vertebrates.

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

A general framework for time series data mining based on event analysis: application to the medical domains of electroencephalography and stabilometry.

Science.gov (United States)

Lara, Juan A; Lizcano, David; Pérez, Aurora; Valente, Juan P

2014-10-01

There are now domains where information is recorded over a period of time, leading to sequences of data known as time series. In many domains, like medicine, time series analysis requires to focus on certain regions of interest, known as events, rather than analyzing the whole time series. In this paper, we propose a framework for knowledge discovery in both one-dimensional and multidimensional time series containing events. We show how our approach can be used to classify medical time series by means of a process that identifies events in time series, generates time series reference models of representative events and compares two time series by analyzing the events they have in common. We have applied our framework on time series generated in the areas of electroencephalography (EEG) and stabilometry. Framework performance was evaluated in terms of classification accuracy, and the results confirmed that the proposed schema has potential for classifying EEG and stabilometric signals. The proposed framework is useful for discovering knowledge from medical time series containing events, such as stabilometric and electroencephalographic time series. These results would be equally applicable to other medical domains generating iconographic time series, such as, for example, electrocardiography (ECG). Copyright © 2014 Elsevier Inc. All rights reserved.

Analysis of complex time series using refined composite multiscale entropy

International Nuclear Information System (INIS)

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

2014-01-01

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

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.

Using trajectory sensitivity analysis to find suitable locations of series compensators for improving rotor angle stability

DEFF Research Database (Denmark)

Nasri, Amin; Eriksson, Robert; Ghandhar, Mehrdad

2014-01-01

This paper proposes an approach based on trajectory sensitivity analysis (TSA) to find most suitable placement of series compensators in the power system. The main objective is to maximize the benefit of these devices in order to enhance the rotor angle stability. This approach is formulated...

Centrality measures in temporal networks with time series analysis

Science.gov (United States)

Huang, Qiangjuan; Zhao, Chengli; Zhang, Xue; Wang, Xiaojie; Yi, Dongyun

2017-05-01

The study of identifying important nodes in networks has a wide application in different fields. However, the current researches are mostly based on static or aggregated networks. Recently, the increasing attention to networks with time-varying structure promotes the study of node centrality in temporal networks. In this paper, we define a supra-evolution matrix to depict the temporal network structure. With using of the time series analysis, the relationships between different time layers can be learned automatically. Based on the special form of the supra-evolution matrix, the eigenvector centrality calculating problem is turned into the calculation of eigenvectors of several low-dimensional matrices through iteration, which effectively reduces the computational complexity. Experiments are carried out on two real-world temporal networks, Enron email communication network and DBLP co-authorship network, the results of which show that our method is more efficient at discovering the important nodes than the common aggregating method.

Posn(R) and Eisenstein series

CERN Document Server

Jorgenson, Jay

2005-01-01

Posn(R) and Eisenstein Series provides an introduction, requiring minimal prerequisites, to the analysis on symmetric spaces of positive definite real matrices as well as quotients of this space by the unimodular group of integral matrices. The approach is presented in very classical terms and includes material on special functions, notably gamma and Bessel functions, and focuses on certain mathematical aspects of Eisenstein series.

Thermodynamic studies of a series of homologous HIV-1 TAR RNA ligands reveal that loose binders are stronger Tat competitors than tight ones.

Science.gov (United States)

Pascale, Lise; Azoulay, Stéphane; Di Giorgio, Audrey; Zenacker, Laura; Gaysinski, Marc; Clayette, Pascal; Patino, Nadia

2013-06-01

RNA is a major drug target, but the design of small molecules that modulate RNA function remains a great challenge. In this context, a series of structurally homologous 'polyamide amino acids' (PAA) was studied as HIV-1 trans-activating response (TAR) RNA ligands. An extensive thermodynamic study revealed the occurence of an enthalpy-entropy compensation phenomenon resulting in very close TAR affinities for all PAA. However, their binding modes and their ability to compete with the Tat fragment strongly differ according to their structure. Surprisingly, PAA that form loose complexes with TAR were shown to be stronger Tat competitors than those forming tight ones, and thermal denaturation studies demonstrated that loose complexes are more stable than tight ones. This could be correlated to the fact that loose and tight ligands induce distinct RNA conformational changes as revealed by circular dichroism experiments, although nuclear magnetic resonance (NMR) experiments showed that the TAR binding site is the same in all cases. Finally, some loose PAA also display promising inhibitory activities on HIV-infected cells. Altogether, these results lead to a better understanding of RNA interaction modes that could be very useful for devising new ligands of relevant RNA targets.

Chernobyl effects on domestic and inbound tourism in Sweden. A time series analysis

International Nuclear Information System (INIS)

Hultkrantz, L.; Olsson, C.

1997-01-01

This paper estimates the impact of the Chernobyl nuclear accident on domestic and international tourism in Sweden. From ARIMA time series forecasts, outlier search, and intervention analysis based on regional monthly accommodation data from 1978-1989, no effect on domestic tourism is found. However, there is an enduring deterrence effect on incoming tourism. The loss of gross revenue from incoming tourism because of the Chernobyl accident, is estimated to 2.5 billion SEK. 5 figs., 7 tabs., 1 appendix, 27 refs

Chernobyl effects on domestic and inbound tourism in Sweden. A time series analysis

Energy Technology Data Exchange (ETDEWEB)

Hultkrantz, L. [Department of Economics, University of Uppsala, Uppsala (Sweden); Olsson, C. [Department of Economics, Umeaa University, Umeaa (Sweden)

1997-03-01

This paper estimates the impact of the Chernobyl nuclear accident on domestic and international tourism in Sweden. From ARIMA time series forecasts, outlier search, and intervention analysis based on regional monthly accommodation data from 1978-1989, no effect on domestic tourism is found. However, there is an enduring deterrence effect on incoming tourism. The loss of gross revenue from incoming tourism because of the Chernobyl accident, is estimated to 2.5 billion SEK. 5 figs., 7 tabs., 1 appendix, 27 refs.

THE ANALYSIS OF THE TIME-SERIES FLUCTUATION OF WATER DEMAND FOR THE SMALL WATER SUPPLY BLOCK

Science.gov (United States)

Koizumi, Akira; Suehiro, Miki; Arai, Yasuhiro; Inakazu, Toyono; Masuko, Atushi; Tamura, Satoshi; Ashida, Hiroshi

The purpose of this study is to define one apartment complex as "the water supply block" and to show the relationship between the amount of water supply for an apartment house and its time series fluctuation. We examined the observation data which were collected from 33 apartment houses. The water meters were installed at individual observation points for about 20 days in Tokyo. This study used Fourier analysis in order to grasp the irregularity in a time series data. As a result, this paper demonstrated that the smaller the amount of water supply became, the larger irregularity the time series fluctuation had. We also found that it was difficult to describe the daily cyclical pattern for a small apartment house using the dominant periodic components which were obtained from a Fourier spectrum. Our research give useful information about the design for a directional water supply system, as to making estimates of the hourly fluctuation and the maximum daily water demand.

EXPLORATORY DATA ANALYSIS AND MULTIVARIATE STRATEGIES FOR REVEALING MULTIVARIATE STRUCTURES IN CLIMATE DATA

Directory of Open Access Journals (Sweden)

2016-12-01

Full Text Available This paper is on data analysis strategy in a complex, multidimensional, and dynamic domain. The focus is on the use of data mining techniques to explore the importance of multivariate structures; using climate variables which influences climate change. Techniques involved in data mining exercise vary according to the data structures. The multivariate analysis strategy considered here involved choosing an appropriate tool to analyze a process. Factor analysis is introduced into data mining technique in order to reveal the influencing impacts of factors involved as well as solving for multicolinearity effect among the variables. The temporal nature and multidimensionality of the target variables is revealed in the model using multidimensional regression estimates. The strategy of integrating the method of several statistical techniques, using climate variables in Nigeria was employed. R2 of 0.518 was obtained from the ordinary least square regression analysis carried out and the test was not significant at 5% level of significance. However, factor analysis regression strategy gave a good fit with R2 of 0.811 and the test was significant at 5% level of significance. Based on this study, model building should go beyond the usual confirmatory data analysis (CDA, rather it should be complemented with exploratory data analysis (EDA in order to achieve a desired result.

Interpretation of engine cycle-to-cycle variation by chaotic time series analysis

Energy Technology Data Exchange (ETDEWEB)

Daw, C.S.; Kahl, W.K.

1990-01-01

In this paper we summarize preliminary results from applying a new mathematical technique -- chaotic time series analysis (CTSA) -- to cylinder pressure data from a spark-ignition (SI) four-stroke engine fueled with both methanol and iso-octane. Our objective is to look for the presence of deterministic chaos'' dynamics in peak pressure variations and to investigate the potential usefulness of CTSA as a diagnostic tool. Our results suggest that sequential peak cylinder pressures exhibit some characteristic features of deterministic chaos and that CTSA can extract previously unrecognized information from such data. 18 refs., 11 figs., 2 tabs.

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.

Analysis of global gene expression in Brachypodium distachyon reveals extensive network plasticity in response to abiotic stress.

Directory of Open Access Journals (Sweden)

Henry D Priest

Full Text Available Brachypodium distachyon is a close relative of many important cereal crops. Abiotic stress tolerance has a significant impact on productivity of agriculturally important food and feedstock crops. Analysis of the transcriptome of Brachypodium after chilling, high-salinity, drought, and heat stresses revealed diverse differential expression of many transcripts. Weighted Gene Co-Expression Network Analysis revealed 22 distinct gene modules with specific profiles of expression under each stress. Promoter analysis implicated short DNA sequences directly upstream of module members in the regulation of 21 of 22 modules. Functional analysis of module members revealed enrichment in functional terms for 10 of 22 network modules. Analysis of condition-specific correlations between differentially expressed gene pairs revealed extensive plasticity in the expression relationships of gene pairs. Photosynthesis, cell cycle, and cell wall expression modules were down-regulated by all abiotic stresses. Modules which were up-regulated by each abiotic stress fell into diverse and unique gene ontology GO categories. This study provides genomics resources and improves our understanding of abiotic stress responses of Brachypodium.

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.

Re-Analysis of Metagenomic Sequences from Acute Flaccidmyelitis Patients Reveals Alternatives to Enterovirus D68 Infection

Science.gov (United States)

2015-07-13

caused in some cases by infection with enterovirus D68. We found that among the patients whose symptoms were previously attributed to enterovirus D68...distribution is unlimited. Re-analysis of metagenomic sequences from acute flaccidmyelitis patients reveals alternatives to enterovirus D68...Street Baltimore, MD 21218 -2685 ABSTRACT Re-analysis of metagenomic sequences from acute flaccidmyelitis patients reveals alternatives to enterovirus

Studies in astronomical time series analysis. I - Modeling random processes in the time domain

Science.gov (United States)

Scargle, J. D.

1981-01-01

Several random process models in the time domain are defined and discussed. Attention is given to the moving average model, the autoregressive model, and relationships between and combinations of these models. Consideration is then given to methods for investigating pulse structure, procedures of model construction, computational methods, and numerical experiments. A FORTRAN algorithm of time series analysis has been developed which is relatively stable numerically. Results of test cases are given to study the effect of adding noise and of different distributions for the pulse amplitudes. A preliminary analysis of the light curve of the quasar 3C 272 is considered as an example.

Harmonic analysis of dense time series of landsat imagery for modeling change in forest conditions

Science.gov (United States)

Barry Tyler. Wilson

2015-01-01

This study examined the utility of dense time series of Landsat imagery for small area estimation and mapping of change in forest conditions over time. The study area was a region in north central Wisconsin for which Landsat 7 ETM+ imagery and field measurements from the Forest Inventory and Analysis program are available for the decade of 2003 to 2012. For the periods...

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

Analysis of three amphibian populations with quarter-century long time-series.

OpenAIRE

Meyer, A H; Schimidt, B R; Grossenbacher, K

1998-01-01

Amphibians are in decline in many parts of the world. Long tme-series of amphibian populations are necessary to distinguish declines from the often strong fluctuations observed in natural populations. Time-series may also help to understand the causes of these declines. We analysed 23-28-year long time-series of the frog Rana temporaria. Only one of the three studied populations showed a negative trend which was probably caused by the introduction of fish. Two populations appeared to be densi...

Financial time series analysis based on information categorization method

Science.gov (United States)

Tian, Qiang; Shang, Pengjian; Feng, Guochen

2014-12-01

The paper mainly applies the information categorization method to analyze the financial time series. The method is used to examine the similarity of different sequences by calculating the distances between them. We apply this method to quantify the similarity of different stock markets. And we report the results of similarity in US and Chinese stock markets in periods 1991-1998 (before the Asian currency crisis), 1999-2006 (after the Asian currency crisis and before the global financial crisis), and 2007-2013 (during and after global financial crisis) by using this method. The results show the difference of similarity between different stock markets in different time periods and the similarity of the two stock markets become larger after these two crises. Also we acquire the results of similarity of 10 stock indices in three areas; it means the method can distinguish different areas' markets from the phylogenetic trees. The results show that we can get satisfactory information from financial markets by this method. The information categorization method can not only be used in physiologic time series, but also in financial time series.

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...

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.

The mean-variance relationship reveals two possible strategies for dynamic brain connectivity analysis in fMRI.

Science.gov (United States)

Thompson, William H; Fransson, Peter

2015-01-01

When studying brain connectivity using fMRI, signal intensity time-series are typically correlated with each other in time to compute estimates of the degree of interaction between different brain regions and/or networks. In the static connectivity case, the problem of defining which connections that should be considered significant in the analysis can be addressed in a rather straightforward manner by a statistical thresholding that is based on the magnitude of the correlation coefficients. More recently, interest has come to focus on the dynamical aspects of brain connectivity and the problem of deciding which brain connections that are to be considered relevant in the context of dynamical changes in connectivity provides further options. Since we, in the dynamical case, are interested in changes in connectivity over time, the variance of the correlation time-series becomes a relevant parameter. In this study, we discuss the relationship between the mean and variance of brain connectivity time-series and show that by studying the relation between them, two conceptually different strategies to analyze dynamic functional brain connectivity become available. Using resting-state fMRI data from a cohort of 46 subjects, we show that the mean of fMRI connectivity time-series scales negatively with its variance. This finding leads to the suggestion that magnitude- versus variance-based thresholding strategies will induce different results in studies of dynamic functional brain connectivity. Our assertion is exemplified by showing that the magnitude-based strategy is more sensitive to within-resting-state network (RSN) connectivity compared to between-RSN connectivity whereas the opposite holds true for a variance-based analysis strategy. The implications of our findings for dynamical functional brain connectivity studies are discussed.

Using Fourier and Taylor series expansion in semi-analytical deformation analysis of thick-walled isotropic and wound composite structures

Directory of Open Access Journals (Sweden)

Jiran L.

2016-06-01

Full Text Available Thick-walled tubes made from isotropic and anisotropic materials are subjected to an internal pressure while the semi-analytical method is employed to investigate their elastic deformations. The contribution and novelty of this method is that it works universally for different loads, different boundary conditions, and different geometry of analyzed structures. Moreover, even when composite material is considered, the method requires no simplistic assumptions. The method uses a curvilinear tensor calculus and it works with the analytical expression of the total potential energy while the unknown displacement functions are approximated by using appropriate series expansion. Fourier and Taylor series expansion are involved into analysis in which they are tested and compared. The main potential of the proposed method is in analyses of wound composite structures when a simple description of the geometry is made in a curvilinear coordinate system while material properties are described in their inherent Cartesian coordinate system. Validations of the introduced semi-analytical method are performed by comparing results with those obtained from three-dimensional finite element analysis (FEA. Calculations with Fourier series expansion show noticeable disagreement with results from the finite element model because Fourier series expansion is not able to capture the course of radial deformation. Therefore, it can be used only for rough estimations of a shape after deformation. On the other hand, the semi-analytical method with Fourier Taylor series expansion works very well for both types of material. Its predictions of deformations are reliable and widely exploitable.

Differential proteomic analysis reveals novel links between primary metabolism and antibiotic production in Amycolatopsis balhimycina

DEFF Research Database (Denmark)

Gallo, G.; Renzone, G.; Alduina, R.

2010-01-01

A differential proteomic analysis, based on 2-DE and MS procedures, was performed on Amycolatopsis balhimycina DSM5908, the actinomycete producing the vancomycin-like antibiotic balhimycin. A comparison of proteomic profiles before and during balhimycin production characterized differentially...... available over the World Wide Web as interactive web pages (http://www.unipa.it/ampuglia/Abal-proteome-maps). Functional clustering analysis revealed that differentially expressed proteins belong to functional groups involved in central carbon metabolism, amino acid metabolism and protein biosynthesis...... intermediates, were upregulated during antibiotic production. qRT-PCR analysis revealed that 8 out of 14 upregulated genes showed a positive correlation between changes at translational and transcriptional expression level. Furthermore, proteomic analysis of two nonproducing mutants, restricted to a sub...

A Study of Wavelet Analysis and Data Extraction from Second-Order Self-Similar Time Series

Directory of Open Access Journals (Sweden)

Leopoldo Estrada Vargas

2013-01-01

Full Text Available Statistical analysis and synthesis of self-similar discrete time signals are presented. The analysis equation is formally defined through a special family of basis functions of which the simplest case matches the Haar wavelet. The original discrete time series is synthesized without loss by a linear combination of the basis functions after some scaling, displacement, and phase shift. The decomposition is then used to synthesize a new second-order self-similar signal with a different Hurst index than the original. The components are also used to describe the behavior of the estimated mean and variance of self-similar discrete time series. It is shown that the sample mean, although it is unbiased, provides less information about the process mean as its Hurst index is higher. It is also demonstrated that the classical variance estimator is biased and that the widely accepted aggregated variance-based estimator of the Hurst index results biased not due to its nature (which is being unbiased and has minimal variance but to flaws in its implementation. Using the proposed decomposition, the correct estimation of the Variance Plot is described, as well as its close association with the popular Logscale Diagram.

Appropriate use of the increment entropy for electrophysiological time series.

Science.gov (United States)

Liu, Xiaofeng; Wang, Xue; Zhou, Xu; Jiang, Aimin

2018-04-01

The increment entropy (IncrEn) is a new measure for quantifying the complexity of a time series. There are three critical parameters in the IncrEn calculation: N (length of the time series), m (dimensionality), and q (quantifying precision). However, the question of how to choose the most appropriate combination of IncrEn parameters for short datasets has not been extensively explored. The purpose of this research was to provide guidance on choosing suitable IncrEn parameters for short datasets by exploring the effects of varying the parameter values. We used simulated data, epileptic EEG data and cardiac interbeat (RR) data to investigate the effects of the parameters on the calculated IncrEn values. The results reveal that IncrEn is sensitive to changes in m, q and N for short datasets (N≤500). However, IncrEn reaches stability at a data length of N=1000 with m=2 and q=2, and for short datasets (N=100), it shows better relative consistency with 2≤m≤6 and 2≤q≤8 We suggest that the value of N should be no less than 100. To enable a clear distinction between different classes based on IncrEn, we recommend that m and q should take values between 2 and 4. With appropriate parameters, IncrEn enables the effective detection of complexity variations in physiological time series, suggesting that IncrEn should be useful for the analysis of physiological time series in clinical applications. Copyright © 2018 Elsevier Ltd. All rights reserved.

How did Popular Science Become a Legend? On the linguistic communication of “Science Culture” book series in 1990s Taiwan from the approach of text analysis

Directory of Open Access Journals (Sweden)

Ruey-Lin Chen

2018-01-01

Full Text Available Commonwealth Publishing Co. in Taiwan has published a series of popular science books, named Science Culture, since 1991. This series has achieved great success in publication and in marketing and up to the present has published over 164 volumes and sold out a great number of hard copies. It is well regarded as a publication legend. How did it succeed? What strategies has it adopted to become such a legend? This paper shows that the series’ success depends on two strategies: exciting subjects and strengthening the first impression. This research applies three related tactics or techniques publishing scientific biographies, literary rhetoric, and using romanticizing titles to realize two strategies of the series. This paper reveals these strategies and techniques by investigating the writing style of books in the series, comparing the titles of the series with other titles of popular science books before 1990, and conducting interviews with the editors of that series.

Analysis of the gamma spectra of the uranium, actinium, and thorium decay series

International Nuclear Information System (INIS)

Momeni, M.H.

1981-09-01

This report describes the identification of radionuclides in the uranium, actinium, and thorium series by analysis of gamma spectra in the energy range of 40 to 1400 keV. Energies and absolute efficiencies for each gamma line were measured by means of a high-resolution germanium detector and compared with those in the literature. A gamma spectroscopy method, which utilizes an on-line computer for deconvolution of spectra, search and identification of each line, and estimation of activity for each radionuclide, was used to analyze soil and uranium tailings, and ore

AAMFT Master Series Tapes: An Analysis of the Inclusion of Feminist Principles into Family Therapy Practice.

Science.gov (United States)

Haddock, Shelley A.; MacPhee, David; Zimmerman, Toni Schindler

2001-01-01

Content analysis of 23 American Association for Marriage and Family Therapy Master Series tapes was used to determine how well feminist behaviors have been incorporated into ideal family therapy practice. Feminist behaviors were infrequent, being evident in fewer than 3% of time blocks in event sampling and 10 of 39 feminist behaviors of the…

Measurement of long-term land subsidence by combination of InSAR and time series analysis - Application study to Kanto Plains of Japan -

Science.gov (United States)

Deguchi, T.; Rokugawa, S.; Matsushima, J.

2009-04-01

InSAR is an application technique of synthetic aperture radars and is now drawing attention as a methodology capable of measuring subtle surface deformation over a wide area with a high spatial resolution. In this study, the authors applied the method of measuring long-term land subsidence by combining InSAR and time series analysis to Kanto Plains of Japan using 28 images of ENVISAT/ASAR data. In this measuring method, the value of land deformation is set as an unknown parameter and the optimal solution to the land deformation amount is derived by applying a smoothness-constrained inversion algorithm. The vicinity of the Kanto Plain started to subside in the 1910s, and became exposed to extreme land subsidence supposedly in accordance with the reconstruction efforts after the Second World War and the economic development activities. The main causes of the land subsidence include the intake of underground water for the use in industries, agriculture, waterworks, and other fields. In the Kujukuri area, the exploitation of soluble natural gas also counts. The Ministry of Environment reported in its documents created in fiscal 2006 that a total of 214 km2 in Tokyo and the six prefectures around the Plain had undergone a subsidence of 1 cm or more per a year. As a result of long-term land subsidence over approximately five and a half years from 13th January, 2003, to 30th June, 2008, unambiguous land deformation was detected in six areas: (i) Haneda Airport, (ii) Urayasu City, (iii) Kasukabe-Koshigaya, (iv) Southern Kanagawa, (v) Toride-Ryugasaki, and (vi) Kujukuri in Chiba Prefecture. In particular, the results for the Kujukuri area were compared with the leveling data taken around the same area to verify the measuring accuracy. The comparative study revealed that the regression formula between the results obtained by time series analysis and those by the leveling can be expressed as a straight line with a gradient of approximately 1, though including a bias of about

Reliability-Based Optimization of Series Systems of Parallel Systems

DEFF Research Database (Denmark)

Enevoldsen, I.; Sørensen, John Dalsgaard

1993-01-01

Reliability-based design of structural systems is considered. In particular, systems where the reliability model is a series system of parallel systems are treated. A sensitivity analysis for this class of problems is presented. Optimization problems with series systems of parallel systems...... optimization of series systems of parallel systems, but it is also efficient in reliability-based optimization of series systems in general....

The Relationship between Logistics and Economic Development in Indonesia: Analysis of Time Series Data

Directory of Open Access Journals (Sweden)

Mohammad Reza

2013-01-01

Full Text Available This paper investigates the relationship between logistics and economic development in Indonesia using time series data on traffic volume and economic growth for the period from 1988 to 2010. Literature reviews were conducted to find the most applicable econometric model. The data of cargo volume that travels through sea, air and rail is used as the logistics index, while GDP is used for the economic index. The time series data was tested using stationarity and co-integration tests. Granger causality tests were employed, and then a proposed logistic model is presented. This study showed that logistics plays an important role in supporting and sustaining economic growth, in a form where the economic growth is the significant demand-pull effect towards logistics. Although the model is developed in the context of Indonesia, the overall statistical analysis can be generalized to other developing economies. Based on the model, this paper presented the importance of sustaining economic development with regards continuously improving the logistics infrastructure.

Comparative analysis reveals that polyploidy does not decelerate diversification in fish.

Science.gov (United States)

Zhan, S H; Glick, L; Tsigenopoulos, C S; Otto, S P; Mayrose, I

2014-02-01

While the proliferation of the species-rich teleost fish has been ascribed to an ancient genome duplication event at the base of this group, the broader impact of polyploidy on fish evolution and diversification remains poorly understood. Here, we investigate the association between polyploidy and diversification in several fish lineages: the sturgeons (Acipenseridae: Acipenseriformes), the botiid loaches (Botiidae: Cypriniformes), Cyprininae fishes (Cyprinidae: Cypriniformes) and the salmonids (Salmonidae: Salmoniformes). Using likelihood-based evolutionary methodologies, we co-estimate speciation and extinction rates associated with polyploid vs. diploid fish lineages. Family-level analysis of Acipenseridae and Botiidae revealed no significant difference in diversification rates between polyploid and diploid relatives, while analysis of the subfamily Cyprininae revealed higher polyploid diversification. Additionally, order-level analysis of the polyploid Salmoniformes and its diploid sister clade, the Esociformes, did not support a significantly different net diversification rate between the two groups. Taken together, our results suggest that polyploidy is generally not associated with decreased diversification in fish - a pattern that stands in contrast to that previously observed in plants. While there are notable differences in the time frame examined in the two studies, our results suggest that polyploidy is associated with different diversification patterns in these two major branches of the eukaryote tree of life. © 2014 The Authors. Journal of Evolutionary Biology © 2014 European Society For Evolutionary Biology.

Prediction of solar cycle 24 using fourier series analysis

International Nuclear Information System (INIS)

Khalid, M.; Sultana, M.; Zaidi, F.

2014-01-01

Predicting the behavior of solar activity has become very significant. It is due to its influence on Earth and the surrounding environment. Apt predictions of the amplitude and timing of the next solar cycle will aid in the estimation of the several results of Space Weather. In the past, many prediction procedures have been used and have been successful to various degrees in the field of solar activity forecast. In this study, Solar cycle 24 is forecasted by the Fourier series method. Comparative analysis has been made by auto regressive integrated moving averages method. From sources, January 2008 was the minimum preceding solar cycle 24, the amplitude and shape of solar cycle 24 is approximate on monthly number of sunspots. This forecast framework approximates a mean solar cycle 24, with the maximum appearing during May 2014 (+- 8 months), with most sunspot of 98 +- 10. Solar cycle 24 will be ending in June 2020 (+- 7 months). The difference between two consecutive peak values of solar cycles (i.e. solar cycle 23 and 24 ) is 165 months(+- 6 months). (author)

An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series

NARCIS (Netherlands)

D.E. Allen (David); M.J. McAleer (Michael); A.K. Singh (Abhay)

2016-01-01

textabstractThis paper features an analysis of the relationship between the DOW JONES Industrial Average Index (DJIA) and a sentiment news series using daily data obtained from the Thomson Reuters News Analytics (TRNA)1 provided by SIRCA (The Securities Industry Research Centre of the Asia Pacic).

Ecological Momentary Assessments and Automated Time Series Analysis to Promote Tailored Health Care : A Proof-of-Principle Study

NARCIS (Netherlands)

van der Krieke, Lian; Emerencia, Ando C; Bos, Elisabeth H; Rosmalen, Judith Gm; Riese, Harriëtte; Aiello, Marco; Sytema, Sjoerd; de Jonge, Peter

2015-01-01

BACKGROUND: Health promotion can be tailored by combining ecological momentary assessments (EMA) with time series analysis. This combined method allows for studying the temporal order of dynamic relationships among variables, which may provide concrete indications for intervention. However,

INSAR observations of the DPRK event series

Science.gov (United States)

Mellors, R. J.; Ford, S. R.; Walter, W. R.

2017-12-01

Interferometric synthetic aperture radar (INSAR) data have revealed signals associated with the recent DPRK events in 2016 and 2017. These signals include decorrelation and indications of subsidence. Both standard phase differences and amplitude offsets are calculated. We show results of INSAR analysis as conducted using C and L band data and investigate the causes of the decorrelation (e.g. subsidence, landslide, or spall) and compare the observed signal with numerical models of deformation and seismic observations. A time series approach is applied to constrain post-event deformation at the weeks to months' timescale. We compare the INSAR observations of the DPRK tests with previous observations of events at other source regions using ERS archive data, which revealed a variety of post-seismic signatures. The signatures are evaluated with respect to the known geology and causes, including long-term surface relaxation and possible groundwater/thermal effects. Particular focus is on the sites on Pahute and Rainier Mesa, which displayed long-term subsidence signals that extended for several years after the explosions. This work was performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under Contract DE-AC52-07NA27344. Lawrence Livermore National Security, LLC

Complexity analysis of the turbulent environmental fluid flow time series

Science.gov (United States)

Mihailović, D. T.; Nikolić-Đorić, E.; Drešković, N.; Mimić, G.

2014-02-01

We have used the Kolmogorov complexities, sample and permutation entropies to quantify the randomness degree in river flow time series of two mountain rivers in Bosnia and Herzegovina, representing the turbulent environmental fluid, for the period 1926-1990. In particular, we have examined the monthly river flow time series from two rivers (the Miljacka and the Bosnia) in the mountain part of their flow and then calculated the Kolmogorov complexity (KL) based on the Lempel-Ziv Algorithm (LZA) (lower-KLL and upper-KLU), sample entropy (SE) and permutation entropy (PE) values for each time series. The results indicate that the KLL, KLU, SE and PE values in two rivers are close to each other regardless of the amplitude differences in their monthly flow rates. We have illustrated the changes in mountain river flow complexity by experiments using (i) the data set for the Bosnia River and (ii) anticipated human activities and projected climate changes. We have explored the sensitivity of considered measures in dependence on the length of time series. In addition, we have divided the period 1926-1990 into three subintervals: (a) 1926-1945, (b) 1946-1965, (c) 1966-1990, and calculated the KLL, KLU, SE, PE values for the various time series in these subintervals. It is found that during the period 1946-1965, there is a decrease in their complexities, and corresponding changes in the SE and PE, in comparison to the period 1926-1990. This complexity loss may be primarily attributed to (i) human interventions, after the Second World War, on these two rivers because of their use for water consumption and (ii) climate change in recent times.

Case series in cognitive neuropsychology: promise, perils, and proper perspective.

Science.gov (United States)

Rapp, Brenda

2011-10-01

Schwartz and Dell (2010) advocated for a major role for case series investigations in cognitive neuropsychology. They defined the key features of this approach and presented a number of arguments and examples illustrating the benefits of case series studies and their contribution to computational cognitive neuropsychology. In the Special Issue on "Case Series in Cognitive Neuropsychology" there are six commentaries on Schwartz and Dell as well as a response to the six commentaries by Dell and Schwartz (2011 this issue). In this paper, I provide a brief summary of the key points made in Schwartz and Dell, and I review the promise and perils of case series design as revealed by the six commentaries. I conclude by placing the set of papers within a broader perspective, providing some clarification of the historical record on case series and single-case approaches, raising some cautionary notes for case series studies and situating both case series and single-case approaches within the larger context of theory development in the cognitive sciences.

Case Series in Cognitive Neuropsychology: Promise, Perils and Proper Perspective

Science.gov (United States)

Rapp, Brenda

2012-01-01

Schwartz & Dell (2010) advocated for a major role for case series investigations in cognitive neuropsychology. They defined the key features of this approach and presented a number of arguments and examples illustrating the benefits of case series studies and their contribution to computational cognitive neuropsychology. In the Special Issue on “Case Series in Cognitive Neuropsychology” there are six commentaries on Schwartz and Dell (2010) as well as a response to the six commentaries by Dell and Schwartz. In this paper, I provide a brief summary of the key points made in Schwartz and Dell (2010) and I review the promise and perils of case series design as revealed by the six commentaries. I conclude by placing the set of papers within a broader perspective, providing some clarification of the historical record on case series and single case approaches, raising some cautionary notes for case series studies and situating both case series and single case approaches within the larger context of theory development in the cognitive sciences. PMID:22746685

Interrupted time-series analysis of regulations to reduce paracetamol (acetaminophen poisoning.

Directory of Open Access Journals (Sweden)

Oliver W Morgan

2007-04-01

Full Text Available Paracetamol (acetaminophen poisoning is the leading cause of acute liver failure in Great Britain and the United States. Successful interventions to reduced harm from paracetamol poisoning are needed. To achieve this, the government of the United Kingdom introduced legislation in 1998 limiting the pack size of paracetamol sold in shops. Several studies have reported recent decreases in fatal poisonings involving paracetamol. We use interrupted time-series analysis to evaluate whether the recent fall in the number of paracetamol deaths is different to trends in fatal poisoning involving aspirin, paracetamol compounds, antidepressants, or nondrug poisoning suicide.We calculated directly age-standardised mortality rates for paracetamol poisoning in England and Wales from 1993 to 2004. We used an ordinary least-squares regression model divided into pre- and postintervention segments at 1999. The model included a term for autocorrelation within the time series. We tested for changes in the level and slope between the pre- and postintervention segments. To assess whether observed changes in the time series were unique to paracetamol, we compared against poisoning deaths involving compound paracetamol (not covered by the regulations, aspirin, antidepressants, and nonpoisoning suicide deaths. We did this comparison by calculating a ratio of each comparison series with paracetamol and applying a segmented regression model to the ratios. No change in the ratio level or slope indicated no difference compared to the control series. There were about 2,200 deaths involving paracetamol. The age-standardised mortality rate rose from 8.1 per million in 1993 to 8.8 per million in 1997, subsequently falling to about 5.3 per million in 2004. After the regulations were introduced, deaths dropped by 2.69 per million (p = 0.003. Trends in the age-standardised mortality rate for paracetamol compounds, aspirin, and antidepressants were broadly similar to paracetamol

Remote sensing time series analysis for crop monitoring with the SPIRITS software: new functionalities and use examples

Directory of Open Access Journals (Sweden)

Felix eRembold

2015-07-01

Full Text Available Monitoring crop and natural vegetation conditions is highly relevant, particularly in the food insecure areas of the world. Data from remote sensing image time series at high temporal and medium to low spatial resolution can assist this monitoring as they provide key information about vegetation status in near real-time over large areas. The Software for the Processing and Interpretation of Remotely sensed Image Time Series (SPIRITS is a stand-alone flexible analysis environment created to facilitate the processing and analysis of large image time series and ultimately for providing clear information about vegetation status in various graphical formats to crop production analysts and decision makers. In this paper we present the latest functional developments of SPIRITS and we illustrate recent applications. The main new developments include: HDF5 importer, Image re-projection, additional options for temporal Smoothing and Periodicity conversion, computation of a rainfall-based probability index (Standardized Precipitation Index for drought detection and extension of the Graph composer functionalities.In particular,. The examples of operational analyses are taken from several recent agriculture and food security monitoring reports and bulletins. We conclude with considerations on future SPIRITS developments also in view of the data processing requirements imposed by the coming generation of remote sensing products at high spatial and temporal resolution, such as those provided by the Sentinel sensors of the European Copernicus programme.

Comparison of annual maximum series and partial duration series methods for modeling extreme hydrologic events

DEFF Research Database (Denmark)

Madsen, Henrik; Rasmussen, Peter F.; Rosbjerg, Dan

1997-01-01

Two different models for analyzing extreme hydrologic events, based on, respectively, partial duration series (PDS) and annual maximum series (AMS), are compared. The PDS model assumes a generalized Pareto distribution for modeling threshold exceedances corresponding to a generalized extreme value......). In the case of ML estimation, the PDS model provides the most efficient T-year event estimator. In the cases of MOM and PWM estimation, the PDS model is generally preferable for negative shape parameters, whereas the AMS model yields the most efficient estimator for positive shape parameters. A comparison...... of the considered methods reveals that in general, one should use the PDS model with MOM estimation for negative shape parameters, the PDS model with exponentially distributed exceedances if the shape parameter is close to zero, the AMS model with MOM estimation for moderately positive shape parameters, and the PDS...

Detection of increase in corneal irregularity due to pterygium using Fourier series harmonic analyses with multiple diameters.

Science.gov (United States)

Minami, Keiichiro; Miyata, Kazunori; Otani, Atsushi; Tokunaga, Tadatoshi; Tokuda, Shouta; Amano, Shiro

2018-05-01

To determine steep increase of corneal irregularity induced by advancement of pterygium. A total of 456 eyes from 456 consecutive patients with primary pterygia were examined for corneal topography and advancement of pterygium with respect to the corneal diameter. Corneal irregularity induced by the pterygium advancement was evaluated by Fourier harmonic analyses of the topographic data that were modified for a series of analysis diameters from 1 mm to 6 mm. Incidences of steep increases in the asymmetry or higher-order irregularity components (inflection points) were determined by using segmented regression analysis for each analysis diameter. The pterygium advancement ranged from 2% to 57%, with a mean of 22.0%. Both components showed steep increases from the inflection points. The inflection points in the higher-order irregularity component altered with the analysis diameter (14.0%-30.6%), while there was no alternation in the asymmetry components (35.5%-36.8%). For the former component, the values at the inflection points were obtained in a range of 0.16 to 0.25 D. The Fourier harmonic analyses for a series of analysis diameters revealed that the higher-order irregularity component increased with the pterygium advancement. The analysis results confirmed the precedence of corneal irregularity due to pterygium advancement.

The mean–variance relationship reveals two possible strategies for dynamic brain connectivity analysis in fMRI

Science.gov (United States)

Thompson, William H.; Fransson, Peter

2015-01-01

When studying brain connectivity using fMRI, signal intensity time-series are typically correlated with each other in time to compute estimates of the degree of interaction between different brain regions and/or networks. In the static connectivity case, the problem of defining which connections that should be considered significant in the analysis can be addressed in a rather straightforward manner by a statistical thresholding that is based on the magnitude of the correlation coefficients. More recently, interest has come to focus on the dynamical aspects of brain connectivity and the problem of deciding which brain connections that are to be considered relevant in the context of dynamical changes in connectivity provides further options. Since we, in the dynamical case, are interested in changes in connectivity over time, the variance of the correlation time-series becomes a relevant parameter. In this study, we discuss the relationship between the mean and variance of brain connectivity time-series and show that by studying the relation between them, two conceptually different strategies to analyze dynamic functional brain connectivity become available. Using resting-state fMRI data from a cohort of 46 subjects, we show that the mean of fMRI connectivity time-series scales negatively with its variance. This finding leads to the suggestion that magnitude- versus variance-based thresholding strategies will induce different results in studies of dynamic functional brain connectivity. Our assertion is exemplified by showing that the magnitude-based strategy is more sensitive to within-resting-state network (RSN) connectivity compared to between-RSN connectivity whereas the opposite holds true for a variance-based analysis strategy. The implications of our findings for dynamical functional brain connectivity studies are discussed. PMID:26236216

Time series modeling for analysis and control advanced autopilot and monitoring systems

CERN Document Server

Ohtsu, Kohei; Kitagawa, Genshiro

2015-01-01

This book presents multivariate time series methods for the analysis and optimal control of feedback systems. Although ships’ autopilot systems are considered through the entire book, the methods set forth in this book can be applied to many other complicated, large, or noisy feedback control systems for which it is difficult to derive a model of the entire system based on theory in that subject area. The basic models used in this method are the multivariate autoregressive model with exogenous variables (ARX) model and the radial bases function net-type coefficients ARX model. The noise contribution analysis can then be performed through the estimated autoregressive (AR) model and various types of autopilot systems can be designed through the state–space representation of the models. The marine autopilot systems addressed in this book include optimal controllers for course-keeping motion, rolling reduction controllers with rudder motion, engine governor controllers, noise adaptive autopilots, route-tracki...

Improved technical efficiency and exogenous factors in transportation demand for energy: An application of structural time series analysis to South Korean data

International Nuclear Information System (INIS)

Sa'ad, Suleiman

2010-01-01

This paper stresses the importance of incorporating the effects of improved technical efficiency and exogenous factors when estimating energy demand functions. Using annual time series data for the period 1973-2007 in the STSM (structural time series model) developed by Harvey et al. the paper estimates price and income elasticities of demand for energy as well as the annual growth of the stochastic trend at the end of the estimation period. The results of the study reveal a long-run income elasticity of 1.37 and a price elasticity of -0.19. In addition, the underlying trend is generally stochastic and negatively sloping during the greater part of the estimation period. Finally, the estimated result from the structural time series is compared with the results from the Johansen Cointegration. These results suggest that income is the dominant factor in energy consumption. In addition, the coefficient of linear trend is negative, supporting the results from the STSM.

Improved technical efficiency and exogenous factors in transportation demand for energy: An application of structural time series analysis to South Korean data

Energy Technology Data Exchange (ETDEWEB)

Sa' ad, Suleiman [Surrey Centre for Energy Economics (SEEC), University of Surrey, Guildford (United Kingdom)

2010-07-15

This paper stresses the importance of incorporating the effects of improved technical efficiency and exogenous factors when estimating energy demand functions. Using annual time series data for the period 1973-2007 in the STSM (structural time series model) developed by Harvey et al. the paper estimates price and income elasticities of demand for energy as well as the annual growth of the stochastic trend at the end of the estimation period. The results of the study reveal a long-run income elasticity of 1.37 and a price elasticity of -0.19. In addition, the underlying trend is generally stochastic and negatively sloping during the greater part of the estimation period. Finally, the estimated result from the structural time series is compared with the results from the Johansen Cointegration. These results suggest that income is the dominant factor in energy consumption. In addition, the coefficient of linear trend is negative, supporting the results from the STSM. (author)

Autoantibodies against voltage-gated potassium channel and glutamic acid decarboxylase in psychosis: A systematic review, meta-analysis, and case series.

OpenAIRE

Grain, Rosemary; Lally, John; Stubbs, Brendon; Malik, Steffi; LeMince, Anne; Nicholson, Timothy R; Murray, Robin M; Gaughran, Fiona

2017-01-01

Antibodies to the voltage-gated potassium channel (VGKC) complex and glutamic acid decarboxylase (GAD) have been reported in some cases of psychosis. We conducted the first systematic review and meta-analysis to investigate their prevalence in people with psychosis and report a case series of VGKC-complex antibodies in refractory psychosis. Only five studies presenting prevalence rates of VGKC seropositivity in psychosis were identified, in addition to our case series, with an overall prevale...

Analysis of the development trend of China’s business administration based on time series

OpenAIRE

Jiang Rui

2016-01-01

On the general direction of the economic system, China is in a crucial period of the establishment of the modern enterprise system and reform of the macroeconomic system, and a lot of high-quality business administration talents are required to make China’s economy be stably developed. This paper carries out time series analysis of the development situation of China’s business administration major: on the whole, the society currently presents an upward trend on the demand for the business adm...

Fourier series

CERN Document Server

Tolstov, Georgi P

1962-01-01

Richard A. Silverman's series of translations of outstanding Russian textbooks and monographs is well-known to people in the fields of mathematics, physics, and engineering. The present book is another excellent text from this series, a valuable addition to the English-language literature on Fourier series.This edition is organized into nine well-defined chapters: Trigonometric Fourier Series, Orthogonal Systems, Convergence of Trigonometric Fourier Series, Trigonometric Series with Decreasing Coefficients, Operations on Fourier Series, Summation of Trigonometric Fourier Series, Double Fourie

A hybrid symplectic principal component analysis and central tendency measure method for detection of determinism in noisy time series with application to mechanomyography.

Science.gov (United States)

Xie, Hong-Bo; Dokos, Socrates

2013-06-01

We present a hybrid symplectic geometry and central tendency measure (CTM) method for detection of determinism in noisy time series. CTM is effective for detecting determinism in short time series and has been applied in many areas of nonlinear analysis. However, its performance significantly degrades in the presence of strong noise. In order to circumvent this difficulty, we propose to use symplectic principal component analysis (SPCA), a new chaotic signal de-noising method, as the first step to recover the system dynamics. CTM is then applied to determine whether the time series arises from a stochastic process or has a deterministic component. Results from numerical experiments, ranging from six benchmark deterministic models to 1/f noise, suggest that the hybrid method can significantly improve detection of determinism in noisy time series by about 20 dB when the data are contaminated by Gaussian noise. Furthermore, we apply our algorithm to study the mechanomyographic (MMG) signals arising from contraction of human skeletal muscle. Results obtained from the hybrid symplectic principal component analysis and central tendency measure demonstrate that the skeletal muscle motor unit dynamics can indeed be deterministic, in agreement with previous studies. However, the conventional CTM method was not able to definitely detect the underlying deterministic dynamics. This result on MMG signal analysis is helpful in understanding neuromuscular control mechanisms and developing MMG-based engineering control applications.

Dynamic Factor Analysis of Nonstationary Multivariate Time Series.

Science.gov (United States)

Molenaar, Peter C. M.; And Others

1992-01-01

The dynamic factor model proposed by P. C. Molenaar (1985) is exhibited, and a dynamic nonstationary factor model (DNFM) is constructed with latent factor series that have time-varying mean functions. The use of a DNFM is illustrated using data from a television viewing habits study. (SLD)

Evaluating disease management program effectiveness: an introduction to time-series analysis.

Science.gov (United States)

Linden, Ariel; Adams, John L; Roberts, Nancy

2003-01-01

Currently, the most widely used method in the disease management (DM) industry for evaluating program effectiveness is referred to as the "total population approach." This model is a pretest-posttest design, with the most basic limitation being that without a control group, there may be sources of bias and/or competing extraneous confounding factors that offer a plausible rationale explaining the change from baseline. Furthermore, with the current inclination of DM programs to use financial indicators rather than program-specific utilization indicators as the principal measure of program success, additional biases are introduced that may cloud evaluation results. This paper presents a non-technical introduction to time-series analysis (using disease-specific utilization measures) as an alternative, and more appropriate, approach to evaluating DM program effectiveness than the current total population approach.

Series: Practical guidance to qualitative research. Part 3: Sampling, data collection and analysis.

Science.gov (United States)

Moser, Albine; Korstjens, Irene

2018-12-01

In the course of our supervisory work over the years, we have noticed that qualitative research tends to evoke a lot of questions and worries, so-called frequently asked questions (FAQs). This series of four articles intends to provide novice researchers with practical guidance for conducting high-quality qualitative research in primary care. By 'novice' we mean Master's students and junior researchers, as well as experienced quantitative researchers who are engaging in qualitative research for the first time. This series addresses their questions and provides researchers, readers, reviewers and editors with references to criteria and tools for judging the quality of qualitative research papers. The second article focused on context, research questions and designs, and referred to publications for further reading. This third article addresses FAQs about sampling, data collection and analysis. The data collection plan needs to be broadly defined and open at first, and become flexible during data collection. Sampling strategies should be chosen in such a way that they yield rich information and are consistent with the methodological approach used. Data saturation determines sample size and will be different for each study. The most commonly used data collection methods are participant observation, face-to-face in-depth interviews and focus group discussions. Analyses in ethnographic, phenomenological, grounded theory, and content analysis studies yield different narrative findings: a detailed description of a culture, the essence of the lived experience, a theory, and a descriptive summary, respectively. The fourth and final article will focus on trustworthiness and publishing qualitative research.

Series: Practical guidance to qualitative research. Part 3: Sampling, data collection and analysis

Science.gov (United States)

Moser, Albine; Korstjens, Irene

2018-01-01

Abstract In the course of our supervisory work over the years, we have noticed that qualitative research tends to evoke a lot of questions and worries, so-called frequently asked questions (FAQs). This series of four articles intends to provide novice researchers with practical guidance for conducting high-quality qualitative research in primary care. By ‘novice’ we mean Master’s students and junior researchers, as well as experienced quantitative researchers who are engaging in qualitative research for the first time. This series addresses their questions and provides researchers, readers, reviewers and editors with references to criteria and tools for judging the quality of qualitative research papers. The second article focused on context, research questions and designs, and referred to publications for further reading. This third article addresses FAQs about sampling, data collection and analysis. The data collection plan needs to be broadly defined and open at first, and become flexible during data collection. Sampling strategies should be chosen in such a way that they yield rich information and are consistent with the methodological approach used. Data saturation determines sample size and will be different for each study. The most commonly used data collection methods are participant observation, face-to-face in-depth interviews and focus group discussions. Analyses in ethnographic, phenomenological, grounded theory, and content analysis studies yield different narrative findings: a detailed description of a culture, the essence of the lived experience, a theory, and a descriptive summary, respectively. The fourth and final article will focus on trustworthiness and publishing qualitative research. PMID:29199486

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…

Cointegration and Error Correction Modelling in Time-Series Analysis: A Brief Introduction

Directory of Open Access Journals (Sweden)

Helmut Thome

2015-07-01

Full Text Available Criminological research is often based on time-series data showing some type of trend movement. Trending time-series may correlate strongly even in cases where no causal relationship exists (spurious causality. To avoid this problem researchers often apply some technique of detrending their data, such as by differencing the series. This approach, however, may bring up another problem: that of spurious non-causality. Both problems can, in principle, be avoided if the series under investigation are “difference-stationary” (if the trend movements are stochastic and “cointegrated” (if the stochastically changing trendmovements in different variables correspond to each other. The article gives a brief introduction to key instruments and interpretative tools applied in cointegration modelling.

Time Series Analysis of the Effectiveness and Safety of Capsule Endoscopy between the Premarketing and Postmarketing Settings: A Meta-Analysis.

Directory of Open Access Journals (Sweden)

Kazuo Iijima

Full Text Available Clinical studies for assessing the effectiveness and safety in a premarketing setting are conducted under time and cost constraints. In recent years, postmarketing data analysis has been given more attention. However, to our knowledge, no studies have compared the effectiveness and the safety between the pre- and postmarketing settings. In this study, we aimed to investigate the importance of the postmarketing data analysis using clinical data.Studies on capsule endoscopy with rich clinical data in both pre- and postmarketing settings were selected for the analysis. For effectiveness, clinical studies published before October 10, 2015 comparing capsule endoscopy and conventional flexible endoscopy measuring the detection ratio of obscure gastrointestinal bleeding were selected (premarketing: 4 studies and postmarketing: 8 studies from PubMed (MEDLINE, Cochrane Library, EMBASE and Web of Science. Among the 12 studies, 5 were blinded and 7 were non-blinded. A time series meta-analysis was conducted. Effectiveness (odds ratio decreased in the postmarketing setting (premarketing: 5.19 [95% confidence interval: 3.07-8.76] vs. postmarketing: 1.48 [0.81-2.69]. The change in odds ratio was caused by the increase in the detection ratio with flexible endoscopy as the control group. The efficacy of capsule endoscopy did not change between pre- and postmarketing settings. Heterogeneity (I2 increased in the postmarketing setting because of one study. For safety, in terms of endoscope retention in the body, data from the approval summary and adverse event reports were analyzed. The incidence of retention decreased in the postmarketing setting (premarketing: 0.75% vs postmarketing: 0.095%. The introduction of the new patency capsule for checking the patency of the digestive tract might contribute to the decrease.Effectiveness and safety could change in the postmarketing setting. Therefore, time series meta-analyses could be useful to continuously monitor the

Advances in Antithetic Time Series Analysis : Separating Fact from Artifact

Directory of Open Access Journals (Sweden)

Dennis Ridley

2016-01-01

Full Text Available The problem of biased time series mathematical model parameter estimates is well known to be insurmountable. When used to predict future values by extrapolation, even a de minimis bias will eventually grow into a large bias, with misleading results. This paper elucidates how combining antithetic time series' solves this baffling problem of bias in the fitted and forecast values by dynamic bias cancellation. Instead of growing to infinity, the average error can converge to a constant. (original abstract

Evaluation of the autoregression time-series model for analysis of a noisy signal

International Nuclear Information System (INIS)

Allen, J.W.

1977-01-01

The autoregression (AR) time-series model of a continuous noisy signal was statistically evaluated to determine quantitatively the uncertainties of the model order, the model parameters, and the model's power spectral density (PSD). The result of such a statistical evaluation enables an experimenter to decide whether an AR model can adequately represent a continuous noisy signal and be consistent with the signal's frequency spectrum, and whether it can be used for on-line monitoring. Although evaluations of other types of signals have been reported in the literature, no direct reference has been found to AR model's uncertainties for continuous noisy signals; yet the evaluation is necessary to decide the usefulness of AR models of typical reactor signals (e.g., neutron detector output or thermocouple output) and the potential of AR models for on-line monitoring applications. AR and other time-series models for noisy data representation are being investigated by others since such models require fewer parameters than the traditional PSD model. For this study, the AR model was selected for its simplicity and conduciveness to uncertainty analysis, and controlled laboratory bench signals were used for continuous noisy data. (author)

Statistical performance and information content of time lag analysis and redundancy analysis in time series modeling.

Science.gov (United States)

Angeler, David G; Viedma, Olga; Moreno, José M

2009-11-01

Time lag analysis (TLA) is a distance-based approach used to study temporal dynamics of ecological communities by measuring community dissimilarity over increasing time lags. Despite its increased use in recent years, its performance in comparison with other more direct methods (i.e., canonical ordination) has not been evaluated. This study fills this gap using extensive simulations and real data sets from experimental temporary ponds (true zooplankton communities) and landscape studies (landscape categories as pseudo-communities) that differ in community structure and anthropogenic stress history. Modeling time with a principal coordinate of neighborhood matrices (PCNM) approach, the canonical ordination technique (redundancy analysis; RDA) consistently outperformed the other statistical tests (i.e., TLAs, Mantel test, and RDA based on linear time trends) using all real data. In addition, the RDA-PCNM revealed different patterns of temporal change, and the strength of each individual time pattern, in terms of adjusted variance explained, could be evaluated, It also identified species contributions to these patterns of temporal change. This additional information is not provided by distance-based methods. The simulation study revealed better Type I error properties of the canonical ordination techniques compared with the distance-based approaches when no deterministic component of change was imposed on the communities. The simulation also revealed that strong emphasis on uniform deterministic change and low variability at other temporal scales is needed to result in decreased statistical power of the RDA-PCNM approach relative to the other methods. Based on the statistical performance of and information content provided by RDA-PCNM models, this technique serves ecologists as a powerful tool for modeling temporal change of ecological (pseudo-) communities.

Influence of Time-Series Normalization, Number of Nodes, Connectivity and Graph Measure Selection on Seizure-Onset Zone Localization from Intracranial EEG.

Science.gov (United States)

van Mierlo, Pieter; Lie, Octavian; Staljanssens, Willeke; Coito, Ana; Vulliémoz, Serge

2018-04-26

We investigated the influence of processing steps in the estimation of multivariate directed functional connectivity during seizures recorded with intracranial EEG (iEEG) on seizure-onset zone (SOZ) localization. We studied the effect of (i) the number of nodes, (ii) time-series normalization, (iii) the choice of multivariate time-varying connectivity measure: Adaptive Directed Transfer Function (ADTF) or Adaptive Partial Directed Coherence (APDC) and (iv) graph theory measure: outdegree or shortest path length. First, simulations were performed to quantify the influence of the various processing steps on the accuracy to localize the SOZ. Afterwards, the SOZ was estimated from a 113-electrodes iEEG seizure recording and compared with the resection that rendered the patient seizure-free. The simulations revealed that ADTF is preferred over APDC to localize the SOZ from ictal iEEG recordings. Normalizing the time series before analysis resulted in an increase of 25-35% of correctly localized SOZ, while adding more nodes to the connectivity analysis led to a moderate decrease of 10%, when comparing 128 with 32 input nodes. The real-seizure connectivity estimates localized the SOZ inside the resection area using the ADTF coupled to outdegree or shortest path length. Our study showed that normalizing the time-series is an important pre-processing step, while adding nodes to the analysis did only marginally affect the SOZ localization. The study shows that directed multivariate Granger-based connectivity analysis is feasible with many input nodes (> 100) and that normalization of the time-series before connectivity analysis is preferred.

Use of a prototype pulse oximeter for time series analysis of heart rate variability

Science.gov (United States)

González, Erika; López, Jehú; Hautefeuille, Mathieu; Velázquez, Víctor; Del Moral, Jésica

2015-05-01

This work presents the development of a low cost pulse oximeter prototype consisting of pulsed red and infrared commercial LEDs and a broad spectral photodetector used to register time series of heart rate and oxygen saturation of blood. This platform, besides providing these values, like any other pulse oximeter, processes the signals to compute a power spectrum analysis of the patient heart rate variability in real time and, additionally, the device allows access to all raw and analyzed data if databases construction is required or another kind of further analysis is desired. Since the prototype is capable of acquiring data for long periods of time, it is suitable for collecting data in real life activities, enabling the development of future wearable applications.

Permutation entropy based time series analysis: Equalities in the input signal can lead to false conclusions

Energy Technology Data Exchange (ETDEWEB)

Zunino, Luciano, E-mail: lucianoz@ciop.unlp.edu.ar [Centro de Investigaciones Ópticas (CONICET La Plata – CIC), C.C. 3, 1897 Gonnet (Argentina); Departamento de Ciencias Básicas, Facultad de Ingeniería, Universidad Nacional de La Plata (UNLP), 1900 La Plata (Argentina); Olivares, Felipe, E-mail: olivaresfe@gmail.com [Instituto de Física, Pontificia Universidad Católica de Valparaíso (PUCV), 23-40025 Valparaíso (Chile); Scholkmann, Felix, E-mail: Felix.Scholkmann@gmail.com [Research Office for Complex Physical and Biological Systems (ROCoS), Mutschellenstr. 179, 8038 Zurich (Switzerland); Biomedical Optics Research Laboratory, Department of Neonatology, University Hospital Zurich, University of Zurich, 8091 Zurich (Switzerland); Rosso, Osvaldo A., E-mail: oarosso@gmail.com [Instituto de Física, Universidade Federal de Alagoas (UFAL), BR 104 Norte km 97, 57072-970, Maceió, Alagoas (Brazil); Instituto Tecnológico de Buenos Aires (ITBA) and CONICET, C1106ACD, Av. Eduardo Madero 399, Ciudad Autónoma de Buenos Aires (Argentina); Complex Systems Group, Facultad de Ingeniería y Ciencias Aplicadas, Universidad de los Andes, Av. Mons. Álvaro del Portillo 12.455, Las Condes, Santiago (Chile)

2017-06-15

A symbolic encoding scheme, based on the ordinal relation between the amplitude of neighboring values of a given data sequence, should be implemented before estimating the permutation entropy. Consequently, equalities in the analyzed signal, i.e. repeated equal values, deserve special attention and treatment. In this work, we carefully study the effect that the presence of equalities has on permutation entropy estimated values when these ties are symbolized, as it is commonly done, according to their order of appearance. On the one hand, the analysis of computer-generated time series is initially developed to understand the incidence of repeated values on permutation entropy estimations in controlled scenarios. The presence of temporal correlations is erroneously concluded when true pseudorandom time series with low amplitude resolutions are considered. On the other hand, the analysis of real-world data is included to illustrate how the presence of a significant number of equal values can give rise to false conclusions regarding the underlying temporal structures in practical contexts. - Highlights: • Impact of repeated values in a signal when estimating permutation entropy is studied. • Numerical and experimental tests are included for characterizing this limitation. • Non-negligible temporal correlations can be spuriously concluded by repeated values. • Data digitized with low amplitude resolutions could be especially affected. • Analysis with shuffled realizations can help to overcome this limitation.

fMRI Analysis-by-Synthesis Reveals a Dorsal Hierarchy That Extracts Surface Slant.

Science.gov (United States)

Ban, Hiroshi; Welchman, Andrew E

2015-07-08

The brain's skill in estimating the 3-D orientation of viewed surfaces supports a range of behaviors, from placing an object on a nearby table, to planning the best route when hill walking. This ability relies on integrating depth signals across extensive regions of space that exceed the receptive fields of early sensory neurons. Although hierarchical selection and pooling is central to understanding of the ventral visual pathway, the successive operations in the dorsal stream are poorly understood. Here we use computational modeling of human fMRI signals to probe the computations that extract 3-D surface orientation from binocular disparity. To understand how representations evolve across the hierarchy, we developed an inference approach using a series of generative models to explain the empirical fMRI data in different cortical areas. Specifically, we simulated the responses of candidate visual processing algorithms and tested how well they explained fMRI responses. Thereby we demonstrate a hierarchical refinement of visual representations moving from the representation of edges and figure-ground segmentation (V1, V2) to spatially extensive disparity gradients in V3A. We show that responses in V3A are little affected by low-level image covariates, and have a partial tolerance to the overall depth position. Finally, we show that responses in V3A parallel perceptual judgments of slant. This reveals a relatively short computational hierarchy that captures key information about the 3-D structure of nearby surfaces, and more generally demonstrates an analysis approach that may be of merit in a diverse range of brain imaging domains. Copyright © 2015 Ban and Welchman.

An accuracy assessment of realtime GNSS time series toward semi- real time seafloor geodetic observation

Science.gov (United States)

Osada, Y.; Ohta, Y.; Demachi, T.; Kido, M.; Fujimoto, H.; Azuma, R.; Hino, R.

2013-12-01

Large interplate earthquake repeatedly occurred in Japan Trench. Recently, the detail crustal deformation revealed by the nation-wide inland GPS network called as GEONET by GSI. However, the maximum displacement region for interplate earthquake is mainly located offshore region. GPS/Acoustic seafloor geodetic observation (hereafter GPS/A) is quite important and useful for understanding of shallower part of the interplate coupling between subducting and overriding plates. We typically conduct GPS/A in specific ocean area based on repeated campaign style using research vessel or buoy. Therefore, we cannot monitor the temporal variation of seafloor crustal deformation in real time. The one of technical issue on real time observation is kinematic GPS analysis because kinematic GPS analysis based on reference and rover data. If the precise kinematic GPS analysis will be possible in the offshore region, it should be promising method for real time GPS/A with USV (Unmanned Surface Vehicle) and a moored buoy. We assessed stability, precision and accuracy of StarFireTM global satellites based augmentation system. We primarily tested for StarFire in the static condition. In order to assess coordinate precision and accuracy, we compared 1Hz StarFire time series and post-processed precise point positioning (PPP) 1Hz time series by GIPSY-OASIS II processing software Ver. 6.1.2 with three difference product types (ultra-rapid, rapid, and final orbits). We also used difference interval clock information (30 and 300 seconds) for the post-processed PPP processing. The standard deviation of real time StarFire time series is less than 30 mm (horizontal components) and 60 mm (vertical component) based on 1 month continuous processing. We also assessed noise spectrum of the estimated time series by StarFire and post-processed GIPSY PPP results. We found that the noise spectrum of StarFire time series is similar pattern with GIPSY-OASIS II processing result based on JPL rapid orbit

Regional Issue Identification and Assessment (RIIA): an analysis of the mid-range projection, Series C Scenario

Energy Technology Data Exchange (ETDEWEB)

Honea, B.; Hillsman, E.

1979-10-01

The Department of Energy has hypothesized a number of alternate energy futures as part of its energy planning and analysis programs. How a proposed energy future called the Mid-Range Projection Series C Scenario would affect Federal Region VI (Arkansas, Louisiana, Oklahoma, Texas, and New Mexico) is examined in this report. This scenario assumes a medium supply and a medium demand for fuel through 1990, and it incorporates the fuel-switching provisions of the Energy Supply and Environmental Coordination Act. The report portrays the major regional environmental, human health and safety, socioeconomic, and institutional effects that might result from the realization of the Series C Scenario. This discussion should serve as a basis for further assessments, as it identifies some issues of major concern for Region VI that must be addressed in more depth.

Analysis of an array of piezoelectric energy harvesters connected in series

International Nuclear Information System (INIS)

Lin, H C; Wu, P H; Lien, I C; Shu, Y C

2013-01-01

This paper investigates the electrical response of a series connection of piezoelectric energy harvesters (PEHs) attached to various interface electronics, including standard and parallel-/series-SSHI (synchronized switch harvesting on inductor) circuits. In contrast to the case of parallel connection of multiple oscillators, the system response is determined by the matrix formulation of charging on a capacitance. In addition, the adoption of an equivalent impedance approach shows that the capacitance matrix can be explicitly expressed in terms of the relevant load impedance. A model problem is proposed for performance evaluation of harvested power under different choices of interface circuits. The result demonstrates that the parallel-SSHI array system exhibits higher power output with moderate bandwidth improvement, while the series-SSHI system delivers a pronounced wideband at the cost of peak harvested power. The standard array system shows a mild ability in power harvesting between these two SSHI systems. Finally, comparisons between the series and parallel connection of oscillators are made, showing the striking contrast of these two cases. (paper)

Minimally Invasive Alveolar Ridge Preservation Utilizing an In Situ Hardening β-Tricalcium Phosphate Bone Substitute: A Multicenter Case Series

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Minas D. Leventis

2016-01-01

Full Text Available Ridge preservation measures, which include the filling of extraction sockets with bone substitutes, have been shown to reduce ridge resorption, while methods that do not require primary soft tissue closure minimize patient morbidity and decrease surgical time and cost. In a case series of 10 patients requiring single extraction, in situ hardening beta-tricalcium phosphate (β-TCP granules coated with poly(lactic-co-glycolic acid (PLGA were utilized as a grafting material that does not necessitate primary wound closure. After 4 months, clinical observations revealed excellent soft tissue healing without loss of attached gingiva in all cases. At reentry for implant placement, bone core biopsies were obtained and primary implant stability was measured by final seating torque and resonance frequency analysis. Histological and histomorphometrical analysis revealed pronounced bone regeneration (24.4 ± 7.9% new bone in parallel to the resorption of the grafting material (12.9 ± 7.7% graft material while high levels of primary implant stability were recorded. Within the limits of this case series, the results suggest that β-TCP coated with polylactide can support new bone formation at postextraction sockets, while the properties of the material improve the handling and produce a stable and porous bone substitute scaffold in situ, facilitating the application of noninvasive surgical techniques.

Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives

NARCIS (Netherlands)

Durbin, J.; Koopman, S.J.M.

1998-01-01

The analysis of non-Gaussian time series using state space models is considered from both classical and Bayesian perspectives. The treatment in both cases is based on simulation using importance sampling and antithetic variables; Monte Carlo Markov chain methods are not employed. Non-Gaussian

`Indoor` series vending machines; `Indoor` series jido hanbaiki

Energy Technology Data Exchange (ETDEWEB)

Gensui, T.; Kida, A. [Fuji Electric Co. Ltd., Tokyo (Japan); Okumura, H. [Fuji Denki Reiki Co. Ltd., Tokyo (Japan)

1996-07-10

This paper introduces three series of vending machines that were designed to match the interior of an office building. The three series are vending machines for cups, paper packs, cans, and tobacco. Among the three series, `Interior` series has a symmetric design that was coated in a grain pattern. The inside of the `Interior` series is coated by laser satin to ensure a sense of superior quality and a refined style. The push-button used for product selection is hot-stamped on the plastic surface to ensure the hair-line luster. `Interior Phase II` series has a bay window design with a sense of superior quality and lightness. The inside of the `Interior Phase II` series is coated by laser satin. `Interior 21` series is integrated with the wall except the sales operation panel. The upper and lower dress panels can be detached and attached. The door lock is a wire-type structure with high operativity. The operation block is coated by titanium color. The dimensions of three series are standardized. 6 figs., 1 tab.

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.

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.

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

Science.gov (United States)

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

2015-06-01

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

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

Science.gov (United States)

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

2015-06-01

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

A statistical approach for segregating cognitive task stages from multivariate fMRI BOLD time series

Directory of Open Access Journals (Sweden)

Charmaine eDemanuele

2015-10-01

Full Text Available Multivariate pattern analysis can reveal new information from neuroimaging data to illuminate human cognition and its disturbances. Here, we develop a methodological approach, based on multivariate statistical/machine learning and time series analysis, to discern cognitive processing stages from fMRI blood oxygenation level dependent (BOLD time series. We apply this method to data recorded from a group of healthy adults whilst performing a virtual reality version of the delayed win-shift radial arm maze task. This task has been frequently used to study working memory and decision making in rodents. Using linear classifiers and multivariate test statistics in conjunction with time series bootstraps, we show that different cognitive stages of the task, as defined by the experimenter, namely, the encoding/retrieval, choice, reward and delay stages, can be statistically discriminated from the BOLD time series in brain areas relevant for decision making and working memory. Discrimination of these task stages was significantly reduced during poor behavioral performance in dorsolateral prefrontal cortex (DLPFC, but not in the primary visual cortex (V1. Experimenter-defined dissection of time series into class labels based on task structure was confirmed by an unsupervised, bottom-up approach based on Hidden Markov Models. Furthermore, we show that different groupings of recorded time points into cognitive event classes can be used to test hypotheses about the specific cognitive role of a given brain region during task execution. We found that whilst the DLPFC strongly differentiated between task stages associated with different memory loads, but not between different visual-spatial aspects, the reverse was true for V1. Our methodology illustrates how different aspects of cognitive information processing during one and the same task can be separated and attributed to specific brain regions based on information contained in multivariate patterns of voxel

Hyperspectral Time Series Analysis of Native and Invasive Species in Hawaiian Rainforests

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Gregory P. Asner

2012-08-01

Full Text Available The unique ecosystems of the Hawaiian Islands are progressively being threatened following the introduction of exotic species. Operational implementation of remote sensing for the detection, mapping and monitoring of these biological invasions is currently hampered by a lack of knowledge on the spectral separability between native and invasive species. We used spaceborne imaging spectroscopy to analyze the seasonal dynamics of the canopy hyperspectral reflectance properties of four tree species: (i Metrosideros polymorpha, a keystone native Hawaiian species; (ii Acacia koa, a native Hawaiian nitrogen fixer; (iii the highly invasive Psidium cattleianum; and (iv Morella faya, a highly invasive nitrogen fixer. The species specific separability of the reflectance and derivative-reflectance signatures extracted from an Earth Observing-1 Hyperion time series, composed of 22 cloud-free images spanning a period of four years and was quantitatively evaluated using the Separability Index (SI. The analysis revealed that the Hawaiian native trees were universally unique from the invasive trees in their near-infrared-1 (700–1,250 nm reflectance (0.4 > SI > 1.4. Due to its higher leaf area index, invasive trees generally had a higher near-infrared reflectance. To a lesser extent, it could also be demonstrated that nitrogen-fixing trees were spectrally unique from non-fixing trees. The higher leaf nitrogen content of nitrogen-fixing trees was expressed through slightly increased separabilities in visible and shortwave-infrared reflectance wavebands (SI = 0.4. We also found phenology to be key to spectral separability analysis. As such, it was shown that the spectral separability in the near-infrared-1 reflectance between the native and invasive species groups was more expressed in summer (SI > 0.7 than in winter (SI < 0.7. The lowest separability was observed for March-July (SI < 0.3. This could be explained by the

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

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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

Transcriptomic analysis of human retinal detachment reveals both inflammatory response and photoreceptor death.

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Marie-Noëlle Delyfer

Full Text Available BACKGROUND: Retinal detachment often leads to a severe and permanent loss of vision and its therapeutic management remains to this day exclusively surgical. We have used surgical specimens to perform a differential analysis of the transcriptome of human retinal tissues following detachment in order to identify new potential pharmacological targets that could be used in combination with surgery to further improve final outcome. METHODOLOGY/PRINCIPAL FINDINGS: Statistical analysis reveals major involvement of the immune response in the disease. Interestingly, using a novel approach relying on coordinated expression, the interindividual variation was monitored to unravel a second crucial aspect of the pathological process: the death of photoreceptor cells. Within the genes identified, the expression of the major histocompatibility complex I gene HLA-C enables diagnosis of the disease, while PKD2L1 and SLCO4A1 -which are both down-regulated- act synergistically to provide an estimate of the duration of the retinal detachment process. Our analysis thus reveals the two complementary cellular and molecular aspects linked to retinal detachment: an immune response and the degeneration of photoreceptor cells. We also reveal that the human specimens have a higher clinical value as compared to artificial models that point to IL6 and oxidative stress, not implicated in the surgical specimens studied here. CONCLUSIONS/SIGNIFICANCE: This systematic analysis confirmed the occurrence of both neurodegeneration and inflammation during retinal detachment, and further identifies precisely the modification of expression of the different genes implicated in these two phenomena. Our data henceforth give a new insight into the disease process and provide a rationale for therapeutic strategies aimed at limiting inflammation and photoreceptor damage associated with retinal detachment and, in turn, improving visual prognosis after retinal surgery.

New significance test methods for Fourier analysis of geophysical time series

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Z. Zhang

2011-09-01

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

Period and phase comparisons of near-decadal oscillations in solar, geomagnetic, and cosmic ray time series

Science.gov (United States)

Juckett, David A.

2001-09-01

A more complete understanding of the periodic dynamics of the Sun requires continued exploration of non-11-year oscillations in addition to the benchmark 11-year sunspot cycle. In this regard, several solar, geomagnetic, and cosmic ray time series were examined to identify common spectral components and their relative phase relationships. Several non-11-year oscillations were identified within the near-decadal range with periods of ~8, 10, 12, 15, 18, 22, and 29 years. To test whether these frequency components were simply low-level noise or were related to a common source, the phases were extracted for each component in each series. The phases were nearly identical across the solar and geomagnetic series, while the corresponding components in four cosmic ray surrogate series exhibited inverted phases, similar to the known phase relationship with the 11-year sunspot cycle. Cluster analysis revealed that this pattern was unlikely to occur by chance. It was concluded that many non-11-year oscillations truly exist in the solar dynamical environment and that these contribute to the complex variations observed in geomagnetic and cosmic ray time series. Using the different energy sensitivities of the four cosmic ray surrogate series, a preliminary indication of the relative intensities of the various solar-induced oscillations was observed. It provides evidence that many of the non-11-year oscillations result from weak interplanetary magnetic field/solar wind oscillations that originate from corresponding variations in the open-field regions of the Sun.

DTW-APPROACH FOR UNCORRELATED MULTIVARIATE TIME SERIES IMPUTATION

OpenAIRE