WorldWideScience

Sample records for series signal analysis

  1. 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

  2. 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)

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

    Science.gov (United States)

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

    2018-04-01

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

  4. 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)

  5. 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.

  6. Chaos analysis of the electrical signal time series evoked by acupuncture

    International Nuclear Information System (INIS)

    Wang Jiang; Sun Li; Fei Xiangyang; Zhu Bing

    2007-01-01

    This paper employs chaos theory to analyze the time series of electrical signal which are evoked by different acupuncture methods applied to the Zusanli point. The phase space is reconstructed and the embedding parameters are obtained by the mutual information and Cao's methods. Subsequently, the largest Lyapunov exponent is calculated. From the analyses we can conclude that the time series are chaotic. In addition, differences between various acupuncture methods are discussed

  7. Chaos analysis of the electrical signal time series evoked by acupuncture

    Energy Technology Data Exchange (ETDEWEB)

    Wang Jiang [School of Electrical Engineering, Tianjin University, Tianjin 300072 (China)]. E-mail: jiangwang@tju.edu.cn; Sun Li [School of Electrical Engineering, Tianjin University, Tianjin 300072 (China); Fei Xiangyang [School of Electrical Engineering, Tianjin University, Tianjin 300072 (China); Zhu Bing [Institute of Acupuncture and Moxibustion, China Academy of Traditional Chinese Medicine, Beijing 100700 (China)

    2007-08-15

    This paper employs chaos theory to analyze the time series of electrical signal which are evoked by different acupuncture methods applied to the Zusanli point. The phase space is reconstructed and the embedding parameters are obtained by the mutual information and Cao's methods. Subsequently, the largest Lyapunov exponent is calculated. From the analyses we can conclude that the time series are chaotic. In addition, differences between various acupuncture methods are discussed.

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

    Science.gov (United States)

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

    2018-04-01

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

  9. 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.

  10. Multiscale Signal Analysis and Modeling

    CERN Document Server

    Zayed, Ahmed

    2013-01-01

    Multiscale Signal Analysis and Modeling presents recent advances in multiscale analysis and modeling using wavelets and other systems. This book also presents applications in digital signal processing using sampling theory and techniques from various function spaces, filter design, feature extraction and classification, signal and image representation/transmission, coding, nonparametric statistical signal processing, and statistical learning theory. This book also: Discusses recently developed signal modeling techniques, such as the multiscale method for complex time series modeling, multiscale positive density estimations, Bayesian Shrinkage Strategies, and algorithms for data adaptive statistics Introduces new sampling algorithms for multidimensional signal processing Provides comprehensive coverage of wavelets with presentations on waveform design and modeling, wavelet analysis of ECG signals and wavelet filters Reviews features extraction and classification algorithms for multiscale signal and image proce...

  11. Nonlinear time-series analysis of current signal in cathodic contact glow discharge electrolysis

    International Nuclear Information System (INIS)

    Allagui, Anis; Abdelkareem, Mohammad Ali; Rojas, Andrea Espinel; Bonny, Talal; Elwakil, Ahmed S.

    2016-01-01

    In the standard two-electrode configuration employed in electrolytic process, when the control dc voltage is brought to a critical value, the system undergoes a transition from conventional electrolysis to contact glow discharge electrolysis (CGDE), which has also been referred to as liquid-submerged micro-plasma, glow discharge plasma electrolysis, electrode effect, electrolytic plasma, etc. The light-emitting process is associated with the development of an irregular and erratic current time-series which has been arbitrarily labelled as “random,” and thus dissuaded further research in this direction. Here, we examine the current time-series signals measured in cathodic CGDE configuration in a concentrated KOH solution at different dc bias voltages greater than the critical voltage. We show that the signals are, in fact, not random according to the NIST SP. 800-22 test suite definition. We also demonstrate that post-processing low-pass filtered sequences requires less time than the native as-measured sequences, suggesting a superposition of low frequency chaotic fluctuations and high frequency behaviors (which may be produced by more than one possible source of entropy). Using an array of nonlinear time-series analyses for dynamical systems, i.e., the computation of largest Lyapunov exponents and correlation dimensions, and re-construction of phase portraits, we found that low-pass filtered datasets undergo a transition from quasi-periodic to chaotic to quasi-hyper-chaotic behavior, and back again to chaos when the voltage controlling-parameter is increased. The high frequency part of the signals is discussed in terms of highly nonlinear turbulent motion developed around the working electrode.

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

    Science.gov (United States)

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

    2013-06-06

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

  13. Fuzzy central tendency measure for time series variability analysis with application to fatigue electromyography signals.

    Science.gov (United States)

    Xie, Hong-Bo; Dokos, Socrates

    2013-01-01

    A new method, namely fuzzy central tendency measure (fCTM) analysis, that could enable measurement of the variability of a time series, is presented in this study. Tests on simulated data sets show that fCTM is superior to the conventional central tendency measure (CTM) in several respects, including improved relative consistency and robustness to noise. The proposed fCTM method was applied to electromyograph (EMG) signals recorded during sustained isometric contraction for tracking local muscle fatigue. The results showed that the fCTM increased significantly during the development of muscle fatigue, and it was more sensitive to the fatigue phenomenon than mean frequency (MNF), the most commonly-used muscle fatigue indicator.

  14. 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.

  15. Analysis of the signal transfer and folding in N-path filters with a series inductance

    NARCIS (Netherlands)

    Duipmans, L.; Struiksma, R.E.; Klumperink, E.A.M.; Nauta, B.; Vliet, F.E. van

    2015-01-01

    N-path filters exploiting switched-series-R-C networks can realize high-Q blocking-tolerant band-pass filters. Moreover, their center frequency is flexibly programmable by a digital clock. Unfortunately, the time variant nature of these circuits also results in unwanted signal folding. This paper

  16. Thematic minireview series: cell biology of G protein signaling.

    Science.gov (United States)

    Dohlman, Henrik G

    2015-03-13

    This thematic series is on the topic of cell signaling from a cell biology perspective, with a particular focus on G proteins. G protein-coupled receptors (GPCRs, also known as seven-transmembrane receptors) are typically found at the cell surface. Upon agonist binding, these receptors will activate a GTP-binding G protein at the cytoplasmic face of the plasma membrane. Additionally, there is growing evidence that G proteins can also be activated by non-receptor binding partners, and they can signal from non-plasma membrane compartments. The production of second messengers at multiple, spatially distinct locations represents a type of signal encoding that has been largely neglected. The first minireview in the series describes biosensors that are being used to monitor G protein signaling events in live cells. The second describes the implementation of antibody-based biosensors to dissect endosome signaling by G proteins and their receptors. The third describes the function of a non-receptor, cytoplasmic activator of G protein signaling, called GIV (Girdin). Collectively, the advances described in these articles provide a deeper understanding and emerging opportunities for new pharmacology. © 2015 by The American Society for Biochemistry and Molecular Biology, Inc.

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

    Directory of Open Access Journals (Sweden)

    Yue Li

    2017-03-01

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

  18. Sensitivity of Hurst parameter estimation to periodic signals in time series and filtering approaches

    Science.gov (United States)

    Marković, D.; Koch, M.

    2005-09-01

    The influence of the periodic signals in time series on the Hurst parameter estimate is investigated with temporal, spectral and time-scale methods. The Hurst parameter estimates of the simulated periodic time series with a white noise background show a high sensitivity on the signal to noise ratio and for some methods, also on the data length used. The analysis is then carried on to the investigation of extreme monthly river flows of the Elbe River (Dresden) and of the Rhine River (Kaub). Effects of removing the periodic components employing different filtering approaches are discussed and it is shown that such procedures are a prerequisite for an unbiased estimation of H. In summary, our results imply that the first step in a time series long-correlation study should be the separation of the deterministic components from the stochastic ones. Otherwise wrong conclusions concerning possible memory effects may be drawn.

  19. 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.

  20. Analog and digital signal analysis from basics to applications

    CERN Document Server

    Cohen Tenoudji, Frédéric

    2016-01-01

    This book provides comprehensive, graduate-level treatment of analog and digital signal analysis suitable for course use and self-guided learning. This expert text guides the reader from the basics of signal theory through a range of application tools for use in acoustic analysis, geophysics, and data compression. Each concept is introduced and explained step by step, and the necessary mathematical formulae are integrated in an accessible and intuitive way. The first part of the book explores how analog systems and signals form the basics of signal analysis. This section covers Fourier series and integral transforms of analog signals, Laplace and Hilbert transforms, the main analog filter classes, and signal modulations. Part II covers digital signals, demonstrating their key advantages. It presents z and Fourier transforms, digital filtering, inverse filters, deconvolution, and parametric modeling for deterministic signals. Wavelet decomposition and reconstruction of non-stationary signals are also discussed...

  1. Alleviating Border Effects in Wavelet Transforms for Nonlinear Time-varying Signal Analysis

    Directory of Open Access Journals (Sweden)

    SU, H.

    2011-08-01

    Full Text Available Border effects are very common in many finite signals analysis and processing approaches using convolution operation. Alleviating the border effects that can occur in the processing of finite-length signals using wavelet transform is considered in this paper. Traditional methods for alleviating the border effects are suitable to compression or coding applications. We propose an algorithm based on Fourier series which is proved to be appropriate to the application of time-frequency analysis of nonlinear signals. Fourier series extension method preserves the time-varying characteristics of the signals. A modified signal duration expression for measuring the extent of border effects region is presented. The proposed algorithm is confirmed to be efficient to alleviate the border effects in comparison to the current methods through the numerical examples.

  2. Generalized sample entropy analysis for traffic signals based on similarity measure

    Science.gov (United States)

    Shang, Du; Xu, Mengjia; Shang, Pengjian

    2017-05-01

    Sample entropy is a prevailing method used to quantify the complexity of a time series. In this paper a modified method of generalized sample entropy and surrogate data analysis is proposed as a new measure to assess the complexity of a complex dynamical system such as traffic signals. The method based on similarity distance presents a different way of signals patterns match showing distinct behaviors of complexity. Simulations are conducted over synthetic data and traffic signals for providing the comparative study, which is provided to show the power of the new method. Compared with previous sample entropy and surrogate data analysis, the new method has two main advantages. The first one is that it overcomes the limitation about the relationship between the dimension parameter and the length of series. The second one is that the modified sample entropy functions can be used to quantitatively distinguish time series from different complex systems by the similar measure.

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

    Science.gov (United States)

    2018-02-01

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

  4. Mathematical principles of signal processing Fourier and wavelet analysis

    CERN Document Server

    Brémaud, Pierre

    2002-01-01

    Fourier analysis is one of the most useful tools in many applied sciences. The recent developments of wavelet analysis indicates that in spite of its long history and well-established applications, the field is still one of active research. This text bridges the gap between engineering and mathematics, providing a rigorously mathematical introduction of Fourier analysis, wavelet analysis and related mathematical methods, while emphasizing their uses in signal processing and other applications in communications engineering. The interplay between Fourier series and Fourier transforms is at the heart of signal processing, which is couched most naturally in terms of the Dirac delta function and Lebesgue integrals. The exposition is organized into four parts. The first is a discussion of one-dimensional Fourier theory, including the classical results on convergence and the Poisson sum formula. The second part is devoted to the mathematical foundations of signal processing - sampling, filtering, digital signal proc...

  5. 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.

  6. Correcting orbital drift signal in the time series of AVHRR derived convective cloud fraction using rotated empirical orthogonal function

    Directory of Open Access Journals (Sweden)

    A. Devasthale

    2012-02-01

    Full Text Available The Advanced Very High Resolution Radiometer (AVHRR instruments onboard the series of National Oceanic and Atmospheric Administration (NOAA satellites offer the longest available meteorological data records from space. These satellites have drifted in orbit resulting in shifts in the local time sampling during the life span of the sensors onboard. Depending upon the amplitude of the diurnal cycle of the geophysical parameters derived, orbital drift may cause spurious trends in their time series. We investigate tropical deep convective clouds, which show pronounced diurnal cycle amplitude, to estimate an upper bound of the impact of orbital drift on their time series. We carry out a rotated empirical orthogonal function analysis (REOF and show that the REOFs are useful in delineating orbital drift signal and, more importantly, in subtracting this signal in the time series of convective cloud amount. These results will help facilitate the derivation of homogenized data series of cloud amount from NOAA satellite sensors and ultimately analyzing trends from them. However, we suggest detailed comparison of various methods and rigorous testing thereof applying final orbital drift corrections.

  7. Small-signal model for the series resonant converter

    Science.gov (United States)

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

    1985-01-01

    The results of a previous discrete-time model of the series resonant dc-dc converter are reviewed and from these a small signal dynamic model is derived. This model is valid for low frequencies and is based on the modulation of the diode conduction angle for control. The basic converter is modeled separately from its output filter to facilitate the use of these results for design purposes. Experimental results are presented.

  8. Signals and transforms in linear systems analysis

    CERN Document Server

    Wasylkiwskyj, Wasyl

    2013-01-01

    Signals and Transforms in Linear Systems Analysis covers the subject of signals and transforms, particularly in the context of linear systems theory. Chapter 2 provides the theoretical background for the remainder of the text. Chapter 3 treats Fourier series and integrals. Particular attention is paid to convergence properties at step discontinuities. This includes the Gibbs phenomenon and its amelioration via the Fejer summation techniques. Special topics include modulation and analytic signal representation, Fourier transforms and analytic function theory, time-frequency analysis and frequency dispersion. Fundamentals of linear system theory for LTI analogue systems, with a brief account of time-varying systems, are covered in Chapter 4 . Discrete systems are covered in Chapters 6 and 7.  The Laplace transform treatment in Chapter 5 relies heavily on analytic function theory as does Chapter 8 on Z -transforms. The necessary background on complex variables is provided in Appendix A. This book is intended to...

  9. 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)

  10. 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.

  11. Traffic dispersion through a series of signals with irregular split

    Science.gov (United States)

    Nagatani, Takashi

    2016-01-01

    We study the traffic behavior of a group of vehicles moving through a sequence of signals with irregular splits on a roadway. We present the stochastic model of vehicular traffic controlled by signals. The dynamic behavior of vehicular traffic is clarified by analyzing traffic pattern and travel time numerically. The group of vehicles breaks up more and more by the irregularity of signal's split. The traffic dispersion is induced by the irregular split. We show that the traffic dispersion depends highly on the cycle time and the strength of split's irregularity. Also, we study the traffic behavior through the series of signals at the green-wave strategy. The dependence of the travel time on offset time is derived for various values of cycle time. The region map of the traffic dispersion is shown in (cycle time, offset time)-space.

  12. 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

  13. Teaching Earth Signals Analysis Using the Java-DSP Earth Systems Edition: Modern and Past Climate Change

    Science.gov (United States)

    Ramamurthy, Karthikeyan Natesan; Hinnov, Linda A.; Spanias, Andreas S.

    2014-01-01

    Modern data collection in the Earth Sciences has propelled the need for understanding signal processing and time-series analysis techniques. However, there is an educational disconnect in the lack of instruction of time-series analysis techniques in many Earth Science academic departments. Furthermore, there are no platform-independent freeware…

  14. 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.

  15. Visual time series analysis

    DEFF Research Database (Denmark)

    Fischer, Paul; Hilbert, Astrid

    2012-01-01

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

  16. 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.

  17. Signal Processing for Nondifferentiable Data Defined on Cantor Sets: A Local Fractional Fourier Series Approach

    Directory of Open Access Journals (Sweden)

    Zhi-Yong Chen

    2014-01-01

    Full Text Available From the signal processing point of view, the nondifferentiable data defined on the Cantor sets are investigated in this paper. The local fractional Fourier series is used to process the signals, which are the local fractional continuous functions. Our results can be observed as significant extensions of the previously known results for the Fourier series in the framework of the local fractional calculus. Some examples are given to illustrate the efficiency and implementation of the present method.

  18. 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.

  19. A Course in Time Series Analysis

    CERN Document Server

    Peña, Daniel; Tsay, Ruey S

    2011-01-01

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

  20. A method of signal transmission path analysis for multivariate random processes

    International Nuclear Information System (INIS)

    Oguma, Ritsuo

    1984-04-01

    A method for noise analysis called ''STP (signal transmission path) analysis'' is presentd as a tool to identify noise sources and their propagation paths in multivariate random proceses. Basic idea of the analysis is to identify, via time series analysis, effective network for the signal power transmission among variables in the system and to make use of its information to the noise analysis. In the present paper, we accomplish this through two steps of signal processings; first, we estimate, using noise power contribution analysis, variables which have large contribution to the power spectrum of interest, and then evaluate the STPs for each pair of variables to identify STPs which play significant role for the generated noise to transmit to the variable under evaluation. The latter part of the analysis is executed through comparison of partial coherence function and newly introduced partial noise power contribution function. This paper presents the procedure of the STP analysis and demonstrates, using simulation data as well as Borssele PWR noise data, its effectiveness for investigation of noise generation and propagation mechanisms. (author)

  1. Methods for removal of unwanted signals from gravity time-series: Comparison using linear techniques complemented with analysis of system dynamics

    Science.gov (United States)

    Valencio, Arthur; Grebogi, Celso; Baptista, Murilo S.

    2017-10-01

    The presence of undesirable dominating signals in geophysical experimental data is a challenge in many subfields. One remarkable example is surface gravimetry, where frequencies from Earth tides correspond to time-series fluctuations up to a thousand times larger than the phenomena of major interest, such as hydrological gravity effects or co-seismic gravity changes. This work discusses general methods for the removal of unwanted dominating signals by applying them to 8 long-period gravity time-series of the International Geodynamics and Earth Tides Service, equivalent to the acquisition from 8 instruments in 5 locations representative of the network. We compare three different conceptual approaches for tide removal: frequency filtering, physical modelling, and data-based modelling. Each approach reveals a different limitation to be considered depending on the intended application. Vestiges of tides remain in the residues for the modelling procedures, whereas the signal was distorted in different ways by the filtering and data-based procedures. The linear techniques employed were power spectral density, spectrogram, cross-correlation, and classical harmonics decomposition, while the system dynamics was analysed by state-space reconstruction and estimation of the largest Lyapunov exponent. Although the tides could not be completely eliminated, they were sufficiently reduced to allow observation of geophysical events of interest above the 10 nm s-2 level, exemplified by a hydrology-related event of 60 nm s-2. The implementations adopted for each conceptual approach are general, so that their principles could be applied to other kinds of data affected by undesired signals composed mainly by periodic or quasi-periodic components.

  2. Time Series Analysis and Forecasting by Example

    CERN Document Server

    Bisgaard, Soren

    2011-01-01

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

  3. 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.

  4. 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)

  5. Signals and systems laboratory with Matlab

    CERN Document Server

    Palamides, Alex

    2010-01-01

    Introduction to MATLAB®Working EnvironmentGetting StartedMemory ManagementVectorsMatricesPlotting with MATLABComplex NumbersM-FilesInput-Output CommandsFile ManagementLogical-Relational OperatorsControl FlowSymbolic VariablesPolynomials(Pseudo)Random NumbersSignalsCategorization by the Variable TypeBasic Continuous-Time SignalsDiscrete-Time SignalsProperties of SignalsTransformations of the Time Variable for Continuous-Time SignalsTransformations of the Time Variable for Discrete-Time SignalsSystemsSystems ClassificationProperties of SystemsTime Domain System AnalysisImpulse ResponseContinuous Time Convolution Convolution PropertiesInterconnections of SystemsStabilityDiscrete-Time ConvolutionSystems Described by Difference EquationsFiltersStability Criterion for Discrete-Time SystemsSystems Described by Differential EquationsStep Response of a SystemFourier SeriesOrthogonality of Complex Exponential SignalsComplex Exponential Fourier SeriesTrigonometric Fourier SeriesFourier Series in the Cosine with Phase F...

  6. Research on Healthy Anomaly Detection Model Based on Deep Learning from Multiple Time-Series Physiological Signals

    Directory of Open Access Journals (Sweden)

    Kai Wang

    2016-01-01

    Full Text Available Health is vital to every human being. To further improve its already respectable medical technology, the medical community is transitioning towards a proactive approach which anticipates and mitigates risks before getting ill. This approach requires measuring the physiological signals of human and analyzes these data at regular intervals. In this paper, we present a novel approach to apply deep learning in physiological signals analysis that allows doctor to identify latent risks. However, extracting high level information from physiological time-series data is a hard problem faced by the machine learning communities. Therefore, in this approach, we apply model based on convolutional neural network that can automatically learn features from raw physiological signals in an unsupervised manner and then based on the learned features use multivariate Gauss distribution anomaly detection method to detect anomaly data. Our experiment is shown to have a significant performance in physiological signals anomaly detection. So it is a promising tool for doctor to identify early signs of illness even if the criteria are unknown a priori.

  7. 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.

  8. 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

  9. An Optimization-Driven Analysis Pipeline to Uncover Biomarkers and Signaling Paths: Cervix Cancer

    Directory of Open Access Journals (Sweden)

    Enery Lorenzo

    2015-05-01

    Full Text Available Establishing how a series of potentially important genes might relate to each other is relevant to understand the origin and evolution of illnesses, such as cancer. High‑throughput biological experiments have played a critical role in providing information in this regard. A special challenge, however, is that of trying to conciliate information from separate microarray experiments to build a potential genetic signaling path. This work proposes a two-step analysis pipeline, based on optimization, to approach meta-analysis aiming to build a proxy for a genetic signaling path.

  10. Finding hidden periodic signals in time series - an application to stock prices

    Science.gov (United States)

    O'Shea, Michael

    2014-03-01

    Data in the form of time series appear in many areas of science. In cases where the periodicity is apparent and the only other contribution to the time series is stochastic in origin, the data can be `folded' to improve signal to noise and this has been done for light curves of variable stars with the folding resulting in a cleaner light curve signal. Stock index prices versus time are classic examples of time series. Repeating patterns have been claimed by many workers and include unusually large returns on small-cap stocks during the month of January, and small returns on the Dow Jones Industrial average (DJIA) in the months June through September compared to the rest of the year. Such observations imply that these prices have a periodic component. We investigate this for the DJIA. If such a component exists it is hidden in a large non-periodic variation and a large stochastic variation. We show how to extract this periodic component and for the first time reveal its yearly (averaged) shape. This periodic component leads directly to the `Sell in May and buy at Halloween' adage. We also drill down and show that this yearly variation emerges from approximately half of the underlying stocks making up the DJIA index.

  11. Amplitude calibration of an acoustic backscattered signal from a bottom-moored ADCP based on long-term measurement series

    Science.gov (United States)

    Piotukh, V. B.; Zatsepin, A. G.; Kuklev, S. B.

    2017-05-01

    A possible approach to, and preliminary results of, amplitude calibration of acoustic signals backscattered from an ADCP moored at the bottom of the near-shelf zone of the Black Sea is considered. The aim of this work is to obtain vertical profiles of acoustic scattering signal levels, showing the real characteristics of the volume content of suspended sediments in sea water in units of conventional acoustic turbidity for a given signal frequency. In this case, the assumption about the intervals of maximum acoustic transparency and vertical homogeneity of the marine environment in long-term series of ADCP measurements is used. According to this hypothesis, the intervals of the least values of acoustic backscattered signals are detected, an empirical transfer function of the ADCP reception path is constructed, and it is calibrated. Normalized sets of acoustic backscattered signals relative to a signal from a level of conventionally clear water are obtained. New features in the behavior of vertical profiles of an acoustic echo-signal are revealed due to the calibration. The results of this work will be used in subsequent analysis of the vertical and time variations in suspended sediment content in the near-shelf zone of the Black Sea.

  12. Wavelet analysis for nonstationary signals

    International Nuclear Information System (INIS)

    Penha, Rosani Maria Libardi da

    1999-01-01

    Mechanical vibration signals play an important role in anomalies identification resulting of equipment malfunctioning. Traditionally, Fourier spectral analysis is used where the signals are assumed to be stationary. However, occasional transient impulses and start-up process are examples of nonstationary signals that can be found in mechanical vibrations. These signals can provide important information about the equipment condition, as early fault detection. The Fourier analysis can not adequately be applied to nonstationary signals because the results provide data about the frequency composition averaged over the duration of the signal. In this work, two methods for nonstationary signal analysis are used: Short Time Fourier Transform (STFT) and wavelet transform. The STFT is a method of adapting Fourier spectral analysis for nonstationary application to time-frequency domain. To have a unique resolution throughout the entire time-frequency domain is its main limitation. The wavelet transform is a new analysis technique suitable to nonstationary signals, which handles the STFT drawbacks, providing multi-resolution frequency analysis and time localization in a unique time-scale graphic. The multiple frequency resolutions are obtained by scaling (dilatation/compression) the wavelet function. A comparison of the conventional Fourier transform, STFT and wavelet transform is made applying these techniques to: simulated signals, arrangement rotor rig vibration signal and rotate machine vibration signal Hanning window was used to STFT analysis. Daubechies and harmonic wavelets were used to continuos, discrete and multi-resolution wavelet analysis. The results show the Fourier analysis was not able to detect changes in the signal frequencies or discontinuities. The STFT analysis detected the changes in the signal frequencies, but with time-frequency resolution problems. The wavelet continuos and discrete transform demonstrated to be a high efficient tool to detect

  13. Refined generalized multiscale entropy analysis for physiological signals

    Science.gov (United States)

    Liu, Yunxiao; Lin, Youfang; Wang, Jing; Shang, Pengjian

    2018-01-01

    Multiscale entropy analysis has become a prevalent complexity measurement and been successfully applied in various fields. However, it only takes into account the information of mean values (first moment) in coarse-graining procedure. Then generalized multiscale entropy (MSEn) considering higher moments to coarse-grain a time series was proposed and MSEσ2 has been implemented. However, the MSEσ2 sometimes may yield an imprecise estimation of entropy or undefined entropy, and reduce statistical reliability of sample entropy estimation as scale factor increases. For this purpose, we developed the refined model, RMSEσ2, to improve MSEσ2. Simulations on both white noise and 1 / f noise show that RMSEσ2 provides higher entropy reliability and reduces the occurrence of undefined entropy, especially suitable for short time series. Besides, we discuss the effect on RMSEσ2 analysis from outliers, data loss and other concepts in signal processing. We apply the proposed model to evaluate the complexity of heartbeat interval time series derived from healthy young and elderly subjects, patients with congestive heart failure and patients with atrial fibrillation respectively, compared to several popular complexity metrics. The results demonstrate that RMSEσ2 measured complexity (a) decreases with aging and diseases, and (b) gives significant discrimination between different physiological/pathological states, which may facilitate clinical application.

  14. Visibility Graph Based Time Series Analysis.

    Science.gov (United States)

    Stephen, Mutua; Gu, Changgui; Yang, Huijie

    2015-01-01

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

  15. Visibility Graph Based Time Series Analysis.

    Directory of Open Access Journals (Sweden)

    Mutua Stephen

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

  16. Digital signal processing for the Johnson noise thermometry: a time series analysis of the Johnson noise

    International Nuclear Information System (INIS)

    Moon, Byung Soo; Hwang, In Koo; Chung, Chong Eun; Kwon, Kee Choon; David, E. H.; Kisner, R.A.

    2004-06-01

    In this report, we first proved that a random signal obtained by taking the sum of a set of signal frequency signals generates a continuous Markov process. We used this random signal to simulate the Johnson noise and verified that the Johnson noise thermometry can be used to improve the measurements of the reactor coolant temperature within an accuracy of below 0.14%. Secondly, by using this random signal we determined the optimal sampling rate when the frequency band of the Johnson noise signal is given. Also the results of our examination on how good the linearity of the Johnson noise is and how large the relative error of the temperature could become when the temperature increases are described. Thirdly, the results of our analysis on a set of the Johnson noise signal blocks taken from a simple electric circuit are described. We showed that the properties of the continuous Markov process are satisfied even when some channel noises are present. Finally, we describe the algorithm we devised to handle the problem of the time lag in the long-term average or the moving average in a transient state. The algorithm is based on the Haar wavelet and is to estimate the transient temperature that has much smaller time delay. We have shown that the algorithm can track the transient temperature successfully

  17. Signal flow analysis

    CERN Document Server

    Abrahams, J R; Hiller, N

    1965-01-01

    Signal Flow Analysis provides information pertinent to the fundamental aspects of signal flow analysis. This book discusses the basic theory of signal flow graphs and shows their relation to the usual algebraic equations.Organized into seven chapters, this book begins with an overview of properties of a flow graph. This text then demonstrates how flow graphs can be applied to a wide range of electrical circuits that do not involve amplification. Other chapters deal with the parameters as well as circuit applications of transistors. This book discusses as well the variety of circuits using ther

  18. 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.

  19. Semi-classical signal analysis

    KAUST Repository

    Laleg-Kirati, Taous-Meriem

    2012-09-30

    This study introduces a new signal analysis method, based on a semi-classical approach. The main idea in this method is to interpret a pulse-shaped signal as a potential of a Schrödinger operator and then to use the discrete spectrum of this operator for the analysis of the signal. We present some numerical examples and the first results obtained with this method on the analysis of arterial blood pressure waveforms. © 2012 Springer-Verlag London Limited.

  20. Two-dimensional signal analysis

    CERN Document Server

    Garello, René

    2010-01-01

    This title sets out to show that 2-D signal analysis has its own role to play alongside signal processing and image processing.Concentrating its coverage on those 2-D signals coming from physical sensors (such as radars and sonars), the discussion explores a 2-D spectral approach but develops the modeling of 2-D signals and proposes several data-oriented analysis techniques for dealing with them. Coverage is also given to potential future developments in this area.

  1. Interpretation of the auto-mutual information rate of decrease in the context of biomedical signal analysis. Application to electroencephalogram recordings

    International Nuclear Information System (INIS)

    Escudero, Javier; Hornero, Roberto; Abásolo, Daniel

    2009-01-01

    The mutual information (MI) is a measure of both linear and nonlinear dependences. It can be applied to a time series and a time-delayed version of the same sequence to compute the auto-mutual information function (AMIF). Moreover, the AMIF rate of decrease (AMIFRD) with increasing time delay in a signal is correlated with its entropy and has been used to characterize biomedical data. In this paper, we aimed at gaining insight into the dependence of the AMIFRD on several signal processing concepts and at illustrating its application to biomedical time series analysis. Thus, we have analysed a set of synthetic sequences with the AMIFRD. The results show that the AMIF decreases more quickly as bandwidth increases and that the AMIFRD becomes more negative as there is more white noise contaminating the time series. Additionally, this metric detected changes in the nonlinear dynamics of a signal. Finally, in order to illustrate the analysis of real biomedical signals with the AMIFRD, this metric was applied to electroencephalogram (EEG) signals acquired with eyes open and closed and to ictal and non-ictal intracranial EEG recordings

  2. Interpretation of the auto-mutual information rate of decrease in the context of biomedical signal analysis. Application to electroencephalogram recordings.

    Science.gov (United States)

    Escudero, Javier; Hornero, Roberto; Abásolo, Daniel

    2009-02-01

    The mutual information (MI) is a measure of both linear and nonlinear dependences. It can be applied to a time series and a time-delayed version of the same sequence to compute the auto-mutual information function (AMIF). Moreover, the AMIF rate of decrease (AMIFRD) with increasing time delay in a signal is correlated with its entropy and has been used to characterize biomedical data. In this paper, we aimed at gaining insight into the dependence of the AMIFRD on several signal processing concepts and at illustrating its application to biomedical time series analysis. Thus, we have analysed a set of synthetic sequences with the AMIFRD. The results show that the AMIF decreases more quickly as bandwidth increases and that the AMIFRD becomes more negative as there is more white noise contaminating the time series. Additionally, this metric detected changes in the nonlinear dynamics of a signal. Finally, in order to illustrate the analysis of real biomedical signals with the AMIFRD, this metric was applied to electroencephalogram (EEG) signals acquired with eyes open and closed and to ictal and non-ictal intracranial EEG recordings.

  3. 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

  4. 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.

  5. The genetic algorithm for a signal enhancement

    International Nuclear Information System (INIS)

    Karimova, L.; Kuadykov, E.; Makarenko, N.

    2004-01-01

    The paper is devoted to the problem of time series enhancement, which is based on the analysis of local regularity. The model construction using this analysis does not require any a priori assumption on the structure of the noise and the functional relationship between original signal and noise. The signal itself may be nowhere differentiable with rapidly varying local regularity, what is overcome with the help of the new technique of increasing the local Hoelder regularity of the signal under research. A new signal with prescribed regularity is constructed using the genetic algorithm. This approach is applied to enhancement of time series in the paleoclimatology, solar physics, dendrochronology, meteorology and hydrology

  6. The genetic algorithm for a signal enhancement

    Energy Technology Data Exchange (ETDEWEB)

    Karimova, L. [Laboratory of Computer Modelling, Institute of Mathematics, Pushkin Street 125, 480100 Almaty (Kazakhstan)]. E-mail: karimova@math.kz; Kuadykov, E. [Laboratory of Computer Modelling, Institute of Mathematics, Pushkin Street 125, 480100 Almaty (Kazakhstan); Makarenko, N. [Laboratory of Computer Modelling, Institute of Mathematics, Pushkin Street 125, 480100 Almaty (Kazakhstan)

    2004-11-21

    The paper is devoted to the problem of time series enhancement, which is based on the analysis of local regularity. The model construction using this analysis does not require any a priori assumption on the structure of the noise and the functional relationship between original signal and noise. The signal itself may be nowhere differentiable with rapidly varying local regularity, what is overcome with the help of the new technique of increasing the local Hoelder regularity of the signal under research. A new signal with prescribed regularity is constructed using the genetic algorithm. This approach is applied to enhancement of time series in the paleoclimatology, solar physics, dendrochronology, meteorology and hydrology.

  7. TIME SERIES ANALYSIS USING A UNIQUE MODEL OF TRANSFORMATION

    Directory of Open Access Journals (Sweden)

    Goran Klepac

    2007-12-01

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

  8. Time Series Analysis Forecasting and Control

    CERN Document Server

    Box, George E P; Reinsel, Gregory C

    2011-01-01

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

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

    Directory of Open Access Journals (Sweden)

    V. Tramutoli

    1996-06-01

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

  10. An integral time series on simulated labeling using fractal structure

    International Nuclear Information System (INIS)

    Djainal, D.D.

    1997-01-01

    This research deals with the detection of time series of vertical two-phase flow, in attempt to developed an objective indicator of time series flow patterns. One of new method is fractal analysis which can complement conventional methods in the description of highly irregular fluctuations. in the present work, fractal analysis applied to analyze simulated boiling coolant signal. this simulated signals built by sum random elements in small subchannels of the coolant channel. Two modes are defined and both modes are characterized by their void fractions. in the case of unimodal-PDF signals, the difference between these modes is relative small. on other hand, bimodal-PDF signals have relative large range. in this research, fractal dimension can indicate the characters of that signals simulation

  11. 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)

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

    International Nuclear Information System (INIS)

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

    1982-05-01

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

  13. On-line analysis of reactor noise using time-series analysis

    International Nuclear Information System (INIS)

    McGevna, V.G.

    1981-10-01

    A method to allow use of time series analysis for on-line noise analysis has been developed. On-line analysis of noise in nuclear power reactors has been limited primarily to spectral analysis and related frequency domain techniques. Time series analysis has many distinct advantages over spectral analysis in the automated processing of reactor noise. However, fitting an autoregressive-moving average (ARMA) model to time series data involves non-linear least squares estimation. Unless a high speed, general purpose computer is available, the calculations become too time consuming for on-line applications. To eliminate this problem, a special purpose algorithm was developed for fitting ARMA models. While it is based on a combination of steepest descent and Taylor series linearization, properties of the ARMA model are used so that the auto- and cross-correlation functions can be used to eliminate the need for estimating derivatives. The number of calculations, per iteration varies lineegardless of the mee 0.2% yield strength displayed anisotropy, with axial and circumferential values being greater than radial. For CF8-CPF8 and CF8M-CPF8M castings to meet current ASME Code S acid fuel cells

  14. 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.

  15. Assessing ionospheric activity by long time series of GNSS signals: the search of possible connection with seismicity

    Science.gov (United States)

    Galeandro, Angelo; Mancini, Francesco; De Giglio, Michaela; Barbarella, Maurizio

    2014-05-01

    The modifications of some atmospheric physical properties prior to a high magnitude earthquake were recently debated in the frame of the Lithosphere-Atmosphere-Ionosphere (LAI) Coupling model. Among this variety of phenomena, the ionization of air at the ionospheric levels due to leaking of gases from earth crust through the analysis of long time series of GNSS (Global Navigation Satellite System) signals was investigated in this work. Several authors used the dispersive properties of the ionospheric strata towards the GNSS signals to detect possible ionospheric anomalies over areas affected by earthquakes and some evidences were encountered. However, the spatial scale and temporal domains over which such disturbances come into evidence is still a controversial item. Furthermore, the correspondence by chance between ionospheric disturbances and relevant seismic activity is even more difficult to model whenever the reference time period and spatial extent of investigation are confined. Problems could also arise from phenomena due to solar activity (now at culmination within the 11 years-long solar cycle) because such global effects could reduce the ability to detect disturbances at regional or local spatial scale. In this work, two case studies were investigated. The first one focuses on the M = 6.3 earthquake occurred on April 6, 2009, close to the city of L'Aquila (Abruzzo, Italy). The second concerns the M = 5.9 earthquake occurred on May 20, 2012, between the cities of Ferrara and Modena (Emilia Romagna, Italy). To investigate possible connections between the ionospheric activity and seismicity for such events, a five-year (2008-2012) long series of high resolution ionospheric maps was used. These maps were produced by authors from GNSS data collected by permanent stations uniformly distributed around the epicenters and allowed to assess the ionospheric activity through the analysis of the TEC (Total Electron Content). To avoid the influence of solar activity

  16. Assessment of the dynamics of atrial signals and local atrial period series during atrial fibrillation: effects of isoproterenol administration

    Directory of Open Access Journals (Sweden)

    Mantica Massimo

    2004-10-01

    Full Text Available Abstract Background The autonomic nervous system (ANS plays an important role in the genesis and maintenance of atrial fibrillation (AF, but quantification of its electrophysiologic effects is extremely complex and difficult. Aim of the study was to evaluate the capability of linear and non-linear indexes to capture the fine changing dynamics of atrial signals and local atrial period (LAP series during adrenergic activation induced by isoproterenol (a sympathomimetic drug infusion. Methods Nine patients with paroxysmal or persistent AF (aged 60 ± 6 underwent electrophysiological study in which isoproterenol was administered to patients. Atrial electrograms were acquired during i sinus rhythm (SR; ii sinus rhythm during isoproterenol (SRISO administration; iii atrial fibrillation (AF and iv atrial fibrillation during isoproterenol (AFISO administration. The level of organization between two electrograms was assessed by the synchronization index (S, whereas the degree of recurrence of a pattern in a signal was defined by the regularity index (R. In addition, the level of predictability (LP and regularity of LAP series were computed. Results LAP series analysis shows a reduction of both LP and R index during isoproterenol infusion in SR and AF (RSR = 0.75 ± 0.07 RSRISO = 0.69 ± 0.10, p AF = 0.31 ± 0.08 RAFISO = 0.26 ± 0.09, p SR = 99.99 ± 0.001 LPSRISO = 99.97 ± 0.03, p AF = 69.46 ± 21.55 LPAFISO = 55 ± 24.75; p SR = 0.49 ± 0.08 RSRISO = 0.46 ± 0.09 p AF = 0.29 ± 0.09 RAFISO = 0.28 ± 0.08 n.s.. Conclusions The proposed parameters succeeded in discriminating the subtle changes due to isoproterenol infusion during both the rhythms especially when considering LAP series analysis. The reduced value of analyzed parameters after isoproterenol administration could reflect an important pro-arrhythmic influence of adrenergic activation on favoring maintenance of AF.

  17. Application of spectral decomposition of 222Rn activity concentration signal series measured in Niedźwiedzia Cave to identification of mechanisms responsible for different time-period variations

    International Nuclear Information System (INIS)

    Przylibski, Tadeusz Andrzej; Wyłomańska, Agnieszka; Zimroz, Radosław; Fijałkowska-Lichwa, Lidia

    2015-01-01

    The authors present an application of spectral decomposition of 222 Rn activity concentration signal series as a mathematical tool used for distinguishing processes determining temporal changes of radon concentration in cave air. The authors demonstrate that decomposition of monitored signal such as 222 Rn activity concentration in cave air facilitates characterizing the processes affecting changes in the measured concentration of this gas. Thanks to this, one can better correlate and characterize the influence of various processes on radon behaviour in cave air. Distinguishing and characterising these processes enables the understanding of radon behaviour in cave environment and it may also enable and facilitate using radon as a precursor of geodynamic phenomena in the lithosphere. Thanks to the conducted analyses, the authors confirmed the unquestionable influence of convective air exchange between the cave and the atmosphere on seasonal and short-term (diurnal) changes in 222 Rn activity concentration in cave air. Thanks to the applied methodology of signal analysis and decomposition, the authors also identified a third process affecting 222 Rn activity concentration changes in cave air. This is a deterministic process causing changes in radon concentration, with a distribution different from the Gaussian one. The authors consider these changes to be the effect of turbulent air movements caused by the movement of visitors in caves. This movement is heterogeneous in terms of the number of visitors per group and the number of groups visiting a cave per day and per year. Such a process perfectly elucidates the observed character of the registered changes in 222 Rn activity concentration in one of the decomposed components of the analysed signal. The obtained results encourage further research into precise relationships between the registered 222 Rn activity concentration changes and factors causing them, as well as into using radon as a precursor of geodynamic

  18. The foundations of modern time series analysis

    CERN Document Server

    Mills, Terence C

    2011-01-01

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

  19. 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.

  20. Nonlinear analysis of magnetospheric data Part I. Geometric characteristics of the AE index time series and comparison with nonlinear surrogate data

    Directory of Open Access Journals (Sweden)

    G. P. Pavlos

    1999-01-01

    Full Text Available A long AE index time series is used as a crucial magnetospheric quantity in order to study the underlying dynainics. For this purpose we utilize methods of nonlinear and chaotic analysis of time series. Two basic components of this analysis are the reconstruction of the experimental tiine series state space trajectory of the underlying process and the statistical testing of an null hypothesis. The null hypothesis against which the experimental time series are tested is that the observed AE index signal is generated by a linear stochastic signal possibly perturbed by a static nonlinear distortion. As dis ' ' ating statistics we use geometrical characteristics of the reconstructed state space (Part I, which is the work of this paper and dynamical characteristics (Part II, which is the work a separate paper, and "nonlinear" surrogate data, generated by two different techniques which can mimic the original (AE index signal. lie null hypothesis is tested for geometrical characteristics which are the dimension of the reconstructed trajectory and some new geometrical parameters introduced in this work for the efficient discrimination between the nonlinear stochastic surrogate data and the AE index. Finally, the estimated geometric characteristics of the magnetospheric AE index present new evidence about the nonlinear and low dimensional character of the underlying magnetospheric dynamics for the AE index.

  1. 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.

  2. Time series analysis in the social sciences the fundamentals

    CERN Document Server

    Shin, Youseop

    2017-01-01

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

  3. 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...

  4. Hilbert-Schmidt and Sobol sensitivity indices for static and time series Wnt signaling measurements in colorectal cancer - part A.

    Science.gov (United States)

    Sinha, Shriprakash

    2017-12-04

    Ever since the accidental discovery of Wingless [Sharma R.P., Drosophila information service, 1973, 50, p 134], research in the field of Wnt signaling pathway has taken significant strides in wet lab experiments and various cancer clinical trials, augmented by recent developments in advanced computational modeling of the pathway. Information rich gene expression profiles reveal various aspects of the signaling pathway and help in studying different issues simultaneously. Hitherto, not many computational studies exist which incorporate the simultaneous study of these issues. This manuscript ∙ explores the strength of contributing factors in the signaling pathway, ∙ analyzes the existing causal relations among the inter/extracellular factors effecting the pathway based on prior biological knowledge and ∙ investigates the deviations in fold changes in the recently found prevalence of psychophysical laws working in the pathway. To achieve this goal, local and global sensitivity analysis is conducted on the (non)linear responses between the factors obtained from static and time series expression profiles using the density (Hilbert-Schmidt Information Criterion) and variance (Sobol) based sensitivity indices. The results show the advantage of using density based indices over variance based indices mainly due to the former's employment of distance measures & the kernel trick via Reproducing kernel Hilbert space (RKHS) that capture nonlinear relations among various intra/extracellular factors of the pathway in a higher dimensional space. In time series data, using these indices it is now possible to observe where in time, which factors get influenced & contribute to the pathway, as changes in concentration of the other factors are made. This synergy of prior biological knowledge, sensitivity analysis & representations in higher dimensional spaces can facilitate in time based administration of target therapeutic drugs & reveal hidden biological information within

  5. 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...

  6. 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.

  7. 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

  8. 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.

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

    Science.gov (United States)

    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.

  10. Investigating complex patterns of blocked intestinal artery blood pressure signals by empirical mode decomposition and linguistic analysis

    International Nuclear Information System (INIS)

    Yeh, J-R; Lin, T-Y; Shieh, J-S; Chen, Y; Huang, N E; Wu, Z; Peng, C-K

    2008-01-01

    In this investigation, surgical operations of blocked intestinal artery have been conducted on pigs to simulate the condition of acute mesenteric arterial occlusion. The empirical mode decomposition method and the algorithm of linguistic analysis were applied to verify the blood pressure signals in simulated situation. We assumed that there was some information hidden in the high-frequency part of the blood pressure signal when an intestinal artery is blocked. The empirical mode decomposition method (EMD) has been applied to decompose the intrinsic mode functions (IMF) from a complex time series. But, the end effects and phenomenon of intermittence damage the consistence of each IMF. Thus, we proposed the complementary ensemble empirical mode decomposition method (CEEMD) to solve the problems of end effects and the phenomenon of intermittence. The main wave of blood pressure signals can be reconstructed by the main components, identified by Monte Carlo verification, and removed from the original signal to derive a riding wave. Furthermore, the concept of linguistic analysis was applied to design the blocking index to verify the pattern of riding wave of blood pressure using the measurements of dissimilarity. Blocking index works well to identify the situation in which the sampled time series of blood pressure signal was recorded. Here, these two totally different algorithms are successfully integrated and the existence of the existence of information hidden in high-frequency part of blood pressure signal has been proven

  11. Investigating complex patterns of blocked intestinal artery blood pressure signals by empirical mode decomposition and linguistic analysis

    Energy Technology Data Exchange (ETDEWEB)

    Yeh, J-R; Lin, T-Y; Shieh, J-S [Department of Mechanical Engineering, Yuan Ze University, 135 Far-East Road, Chung-Li, Taoyuan, Taiwan (China); Chen, Y [Far Eastern Memorial Hospital, Taiwan (China); Huang, N E [Research Center for Adaptive Data Analysis, National Central University, Taiwan (China); Wu, Z [Center for Ocean-Land-Atmosphere Studies (United States); Peng, C-K [Beth Israel Deaconess Medical Center, Harvard Medical School (United States)], E-mail: s939205@ mail.yzu.edu.tw

    2008-02-15

    In this investigation, surgical operations of blocked intestinal artery have been conducted on pigs to simulate the condition of acute mesenteric arterial occlusion. The empirical mode decomposition method and the algorithm of linguistic analysis were applied to verify the blood pressure signals in simulated situation. We assumed that there was some information hidden in the high-frequency part of the blood pressure signal when an intestinal artery is blocked. The empirical mode decomposition method (EMD) has been applied to decompose the intrinsic mode functions (IMF) from a complex time series. But, the end effects and phenomenon of intermittence damage the consistence of each IMF. Thus, we proposed the complementary ensemble empirical mode decomposition method (CEEMD) to solve the problems of end effects and the phenomenon of intermittence. The main wave of blood pressure signals can be reconstructed by the main components, identified by Monte Carlo verification, and removed from the original signal to derive a riding wave. Furthermore, the concept of linguistic analysis was applied to design the blocking index to verify the pattern of riding wave of blood pressure using the measurements of dissimilarity. Blocking index works well to identify the situation in which the sampled time series of blood pressure signal was recorded. Here, these two totally different algorithms are successfully integrated and the existence of the existence of information hidden in high-frequency part of blood pressure signal has been proven.

  12. Characteristics of official and experimental GRACE time series by GFZ and CSR - with applications to polar signals

    Science.gov (United States)

    Horvath, Alexander; Horwath, Martin; Pail, Roland

    2014-05-01

    The Release-05 monthly solutions by the three centers of the GRACE Science and Data System are a significant improvement with respect to the previous Release 4. Meanwhile, previous assessments have revealed different noise levels between the solutions by CSR, GFZ and JPL, and also different amplitudes of interannual signal in the solutions by GFZ as compared to the two other centers. Encouraged by the science community, GFZ and CSR have kindly provided additional sets of time series. GFZ has reprocessed the RL05 monthly solutions (up to degree and order 90) with revised processing. CSR has made available monthly solutions with standard processing up to degree and order 96, in addition to their solutions up to degree and order 60. We compare these different time series with respect to their signal and noise content and analyze them on global and regional scale. For the regional scale our special interest is paid on Antarctica and on revealing polar signals such as ice mass trends and GIA. Following the necessity of destriping, an optimal choice for the setup of the Swenson & Wahr filter approach is evaluated to adapt to the specific signal and noise level in Antarctica. Furthermore we analyze the potential benefit of mixed time series solutions in order to combine the strengths of the solutions available. Concerning the question for an optimal maximum degree we suggest that for resolving large polar ice mass changes, it would be beneficial to provide gravity field variations even beyond degree 90.

  13. 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...

  14. Semi-classical signal analysis

    KAUST Repository

    Laleg-Kirati, Taous-Meriem; Cré peau, Emmanuelle; Sorine, Michel

    2012-01-01

    This study introduces a new signal analysis method, based on a semi-classical approach. The main idea in this method is to interpret a pulse-shaped signal as a potential of a Schrödinger operator and then to use the discrete spectrum

  15. 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.

  16. 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.

  17. Spectral Correlation of Multicarrier Modulated Signals and Its Application for Signal Detection

    Directory of Open Access Journals (Sweden)

    Zhang Haijian

    2010-01-01

    Full Text Available Spectral correlation theory for cyclostationary time-series signals has been studied for decades. Explicit formulas of spectral correlation function for various types of analog-modulated and digital-modulated signals are already derived. In this paper, we investigate and exploit the cyclostationarity characteristics for two kinds of multicarrier modulated (MCM signals: conventional OFDM and filter bank based multicarrier (FBMC signals. The spectral correlation characterization of MCM signal can be described by a special linear periodic time-variant (LPTV system. Using this LPTV description, we have derived the explicit theoretical formulas of nonconjugate and conjugate cyclic autocorrelation function (CAF and spectral correlation function (SCF for OFDM and FBMC signals. According to theoretical spectral analysis, Cyclostationary Signatures (CS are artificially embedded into MCM signal and a low-complexity signature detector is, therefore, presented for detecting MCM signal. Theoretical analysis and simulation results demonstrate the efficiency and robustness of this CS detector compared to traditionary energy detector.

  18. Improved Multiscale Entropy Technique with Nearest-Neighbor Moving-Average Kernel for Nonlinear and Nonstationary Short-Time Biomedical Signal Analysis

    Directory of Open Access Journals (Sweden)

    S. P. Arunachalam

    2018-01-01

    Full Text Available Analysis of biomedical signals can yield invaluable information for prognosis, diagnosis, therapy evaluation, risk assessment, and disease prevention which is often recorded as short time series data that challenges existing complexity classification algorithms such as Shannon entropy (SE and other techniques. The purpose of this study was to improve previously developed multiscale entropy (MSE technique by incorporating nearest-neighbor moving-average kernel, which can be used for analysis of nonlinear and non-stationary short time series physiological data. The approach was tested for robustness with respect to noise analysis using simulated sinusoidal and ECG waveforms. Feasibility of MSE to discriminate between normal sinus rhythm (NSR and atrial fibrillation (AF was tested on a single-lead ECG. In addition, the MSE algorithm was applied to identify pivot points of rotors that were induced in ex vivo isolated rabbit hearts. The improved MSE technique robustly estimated the complexity of the signal compared to that of SE with various noises, discriminated NSR and AF on single-lead ECG, and precisely identified the pivot points of ex vivo rotors by providing better contrast between the rotor core and the peripheral region. The improved MSE technique can provide efficient complexity analysis of variety of nonlinear and nonstationary short-time biomedical signals.

  19. Mathematical properties of a semi-classical signal analysis method: Noisy signal case

    KAUST Repository

    Liu, Dayan

    2012-08-01

    Recently, a new signal analysis method based on a semi-classical approach has been proposed [1]. The main idea in this method is to interpret a signal as a potential of a Schrodinger operator and then to use the discrete spectrum of this operator to analyze the signal. In this paper, we are interested in a mathematical analysis of this method in discrete case considering noisy signals. © 2012 IEEE.

  20. Mathematical properties of a semi-classical signal analysis method: Noisy signal case

    KAUST Repository

    Liu, Dayan; Laleg-Kirati, Taous-Meriem

    2012-01-01

    Recently, a new signal analysis method based on a semi-classical approach has been proposed [1]. The main idea in this method is to interpret a signal as a potential of a Schrodinger operator and then to use the discrete spectrum of this operator to analyze the signal. In this paper, we are interested in a mathematical analysis of this method in discrete case considering noisy signals. © 2012 IEEE.

  1. 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

  2. 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...

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

    Science.gov (United States)

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

  4. 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

  5. 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

  6. Series-nonuniform rational B-spline signal feedback: From chaos to any embedded periodic orbit or target point

    Energy Technology Data Exchange (ETDEWEB)

    Shao, Chenxi, E-mail: cxshao@ustc.edu.cn; Xue, Yong; Fang, Fang; Bai, Fangzhou [Department of Computer Science and Technology, University of Science and Technology of China, Hefei 230027 (China); Yin, Peifeng [Department of Computer Science and Engineering, Pennsylvania State University, State College, Pennsylvania 16801 (United States); Wang, Binghong [Department of Modern Physics, University of Science and Technology of China, Hefei 230026 (China)

    2015-07-15

    The self-controlling feedback control method requires an external periodic oscillator with special design, which is technically challenging. This paper proposes a chaos control method based on time series non-uniform rational B-splines (SNURBS for short) signal feedback. It first builds the chaos phase diagram or chaotic attractor with the sampled chaotic time series and any target orbit can then be explicitly chosen according to the actual demand. Second, we use the discrete timing sequence selected from the specific target orbit to build the corresponding external SNURBS chaos periodic signal, whose difference from the system current output is used as the feedback control signal. Finally, by properly adjusting the feedback weight, we can quickly lead the system to an expected status. We demonstrate both the effectiveness and efficiency of our method by applying it to two classic chaotic systems, i.e., the Van der Pol oscillator and the Lorenz chaotic system. Further, our experimental results show that compared with delayed feedback control, our method takes less time to obtain the target point or periodic orbit (from the starting point) and that its parameters can be fine-tuned more easily.

  7. Series-nonuniform rational B-spline signal feedback: From chaos to any embedded periodic orbit or target point.

    Science.gov (United States)

    Shao, Chenxi; Xue, Yong; Fang, Fang; Bai, Fangzhou; Yin, Peifeng; Wang, Binghong

    2015-07-01

    The self-controlling feedback control method requires an external periodic oscillator with special design, which is technically challenging. This paper proposes a chaos control method based on time series non-uniform rational B-splines (SNURBS for short) signal feedback. It first builds the chaos phase diagram or chaotic attractor with the sampled chaotic time series and any target orbit can then be explicitly chosen according to the actual demand. Second, we use the discrete timing sequence selected from the specific target orbit to build the corresponding external SNURBS chaos periodic signal, whose difference from the system current output is used as the feedback control signal. Finally, by properly adjusting the feedback weight, we can quickly lead the system to an expected status. We demonstrate both the effectiveness and efficiency of our method by applying it to two classic chaotic systems, i.e., the Van der Pol oscillator and the Lorenz chaotic system. Further, our experimental results show that compared with delayed feedback control, our method takes less time to obtain the target point or periodic orbit (from the starting point) and that its parameters can be fine-tuned more easily.

  8. Complex motion of a vehicle through a series of signals controlled by power-law phase

    Science.gov (United States)

    Nagatani, Takashi

    2017-07-01

    We study the dynamic motion of a vehicle moving through the series of traffic signals controlled by the position-dependent phase of power law. All signals are controlled by both cycle time and position-dependent phase. The dynamic model of the vehicular motion is described in terms of the nonlinear map. The vehicular motion varies in a complex manner by varying cycle time for various values of the power of the position-dependent phase. The vehicle displays the periodic motion with a long cycle for the integer power of the phase, while the vehicular motion exhibits the very complex behavior for the non-integer power of the phase.

  9. A Novel Method for Detection of Epilepsy in Short and Noisy EEG Signals Using Ordinal Pattern Analysis

    Directory of Open Access Journals (Sweden)

    Iman Veisi

    2010-03-01

    Full Text Available Introduction: In this paper, a novel complexity measure is proposed to detect dynamical changes in nonlinear systems using ordinal pattern analysis of time series data taken from the system. Epilepsy is considered as a dynamical change in nonlinear and complex brain system. The ability of the proposed measure for characterizing the normal and epileptic EEG signals when the signal is short or is contaminated with noise is investigated and compared with some traditional chaos-based measures. Materials and Methods: In the proposed method, the phase space of the time series is reconstructed and then partitioned using ordinal patterns. The partitions can be labeled using a set of symbols. Therefore, the state trajectory is converted to a symbol sequence. A finite state machine is then constructed to model the sequence. A new complexity measure is proposed to detect dynamical changes using the state transition matrix of the state machine. The proposed complexity measure was applied to detect epilepsy in short and noisy EEG signals and the results were compared with some chaotic measures. Results: The results indicate that this complexity measure can distinguish normal and epileptic EEG signals with an accuracy of more than 97% for clean EEG and more than 75% for highly noised EEG signals. Discussion and Conclusion: The complexity measure can be computed in a very fast and easy way and, unlike traditional chaotic measures, is robust with respect to noise corrupting the data. This measure is also capable of dynamical change detection in short time series data.

  10. Signal Decomposition of High Resolution Time Series River Data to Separate Local and Regional Components of Conductivity

    Science.gov (United States)

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

  11. 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.

  12. 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...

  13. 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...

  14. 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.

  15. Signals analysis of fluxgate array for wire rope defaults

    International Nuclear Information System (INIS)

    Gu Wei; Chu Jianxin

    2005-01-01

    In order to detecting the magnetic leakage fields of the wire rope defaults, a transducer made up of the fluxgate array is designed, and a series of the characteristic values of wire rope defaults signals are defined. By processing the characteristic signals, the LF or LMA of wire rope are distinguished, and the default extent is estimated. The experiment results of the new method for detecting the wire rope faults are introduced

  16. 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

  17. 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.

  18. Spectral analysis of time series of events: effect of respiration on heart rate in neonates

    International Nuclear Information System (INIS)

    Van Drongelen, Wim; Williams, Amber L; Lasky, Robert E

    2009-01-01

    Certain types of biomedical processes such as the heart rate generator can be considered as signals that are sampled by the occurring events, i.e. QRS complexes. This sampling property generates problems for the evaluation of spectral parameters of such signals. First, the irregular occurrence of heart beats creates an unevenly sampled data set which must either be pre-processed (e.g. by using trace binning or interpolation) prior to spectral analysis, or analyzed with specialized methods (e.g. Lomb's algorithm). Second, the average occurrence of events determines the Nyquist limit for the sampled time series. Here we evaluate different types of spectral analysis of recordings of neonatal heart rate. Coupling between respiration and heart rate and the detection of heart rate itself are emphasized. We examine both standard and data adaptive frequency bands of heart rate signals generated by models of coupled oscillators and recorded data sets from neonates. We find that an important spectral artifact occurs due to a mirror effect around the Nyquist limit of half the average heart rate. Further we conclude that the presence of respiratory coupling can only be detected under low noise conditions and if a data-adaptive respiratory band is used

  19. Method of signal analysis

    International Nuclear Information System (INIS)

    Berthomier, Charles

    1975-01-01

    A method capable of handling the amplitude and the frequency time laws of a certain kind of geophysical signals is described here. This method is based upon the analytical signal idea of Gabor and Ville, which is constructed either in the time domain by adding an imaginary part to the real signal (in-quadrature signal), or in the frequency domain by suppressing negative frequency components. The instantaneous frequency of the initial signal is then defined as the time derivative of the phase of the analytical signal, and his amplitude, or envelope, as the modulus of this complex signal. The method is applied to three types of magnetospheric signals: chorus, whistlers and pearls. The results obtained by analog and numerical calculations are compared to results obtained by classical systems using filters, i.e. based upon a different definition of the concept of frequency. The precision with which the frequency-time laws are determined leads then to the examination of the principle of the method and to a definition of instantaneous power density spectrum attached to the signal, and to the first consequences of this definition. In this way, a two-dimensional representation of the signal is introduced which is less deformed by the analysis system properties than the usual representation, and which moreover has the advantage of being obtainable practically in real time [fr

  20. 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.

  1. Multivariate Analysis for the Processing of Signals

    Directory of Open Access Journals (Sweden)

    Beattie J.R.

    2014-01-01

    Full Text Available Real-world experiments are becoming increasingly more complex, needing techniques capable of tracking this complexity. Signal based measurements are often used to capture this complexity, where a signal is a record of a sample’s response to a parameter (e.g. time, displacement, voltage, wavelength that is varied over a range of values. In signals the responses at each value of the varied parameter are related to each other, depending on the composition or state sample being measured. Since signals contain multiple information points, they have rich information content but are generally complex to comprehend. Multivariate Analysis (MA has profoundly transformed their analysis by allowing gross simplification of the tangled web of variation. In addition MA has also provided the advantage of being much more robust to the influence of noise than univariate methods of analysis. In recent years, there has been a growing awareness that the nature of the multivariate methods allows exploitation of its benefits for purposes other than data analysis, such as pre-processing of signals with the aim of eliminating irrelevant variations prior to analysis of the signal of interest. It has been shown that exploiting multivariate data reduction in an appropriate way can allow high fidelity denoising (removal of irreproducible non-signals, consistent and reproducible noise-insensitive correction of baseline distortions (removal of reproducible non-signals, accurate elimination of interfering signals (removal of reproducible but unwanted signals and the standardisation of signal amplitude fluctuations. At present, the field is relatively small but the possibilities for much wider application are considerable. Where signal properties are suitable for MA (such as the signal being stationary along the x-axis, these signal based corrections have the potential to be highly reproducible, and highly adaptable and are applicable in situations where the data is noisy or

  2. Time irreversibility and intrinsics revealing of series with complex network approach

    Science.gov (United States)

    Xiong, Hui; Shang, Pengjian; Xia, Jianan; Wang, Jing

    2018-06-01

    In this work, we analyze time series on the basis of the visibility graph algorithm that maps the original series into a graph. By taking into account the all-round information carried by the signals, the time irreversibility and fractal behavior of series are evaluated from a complex network perspective, and considered signals are further classified from different aspects. The reliability of the proposed analysis is supported by numerical simulations on synthesized uncorrelated random noise, short-term correlated chaotic systems and long-term correlated fractal processes, and by the empirical analysis on daily closing prices of eleven worldwide stock indices. Obtained results suggest that finite size has a significant effect on the evaluation, and that there might be no direct relation between the time irreversibility and long-range correlation of series. Similarity and dissimilarity between stock indices are also indicated from respective regional and global perspectives, showing the existence of multiple features of underlying systems.

  3. 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

  4. Evaluation of diagnostic thresholds dependability for tribologic signals received in the environment disturbed by vibroacoustic and functional signals

    Directory of Open Access Journals (Sweden)

    Lindstedt Paweł

    2015-12-01

    Full Text Available Determination of dependable diagnostic thresholds for tribologic signals received e.g. from antifriction bearings (in particular for insufficient number of measurements, only 4÷5 is a really difficult task due to complexity of working environment where such bearings are operated. Typical working environment for such objects must take account for operation time under various working conditions and accompanying (and disturbing signals, e.g. vibroacoustic ones. The sought assessment of the relationship between diagnostic signals and environmental noise can be determined from convolution of both diagnostic and environments signals that make up the complete set of received information. The convolution of these two series of signals can be obtained from an algorithm based on the Cauchy product. Then one has to find the coherence factor and the square of amplitude gain for the set of diagnostic signals with reference to various sets of signals received from environment, which makes it possible to evaluate cohesion of the investigated series of signals, thus their suitability to determine diagnostic threshold for tribologic signals intended for the analysis.

  5. 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.

  6. 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.

  7. 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.

  8. Signal analysis of ventricular fibrillation

    NARCIS (Netherlands)

    Herbschleb, J.N.; Heethaar, R.M.; Tweel, L.H. van der; Zimmerman, A.N.E.; Meijler, F.L.

    Signal analysis of electro(cardio)grams during ventricular fibrillation (VF) in dogs and human patients indicates more organization and regularity than the official WHO definition suggests. The majority of the signal is characterized by a power spectrum with narrow, equidistant peaks. In a further

  9. Biological signals classification and analysis

    CERN Document Server

    Kiasaleh, Kamran

    2015-01-01

    This authored monograph presents key aspects of signal processing analysis in the biomedical arena. Unlike wireless communication systems, biological entities produce signals with underlying nonlinear, chaotic nature that elude classification using the standard signal processing techniques, which have been developed over the past several decades for dealing primarily with standard communication systems. This book separates what is random from that which appears to be random, and yet is truly deterministic with random appearance. At its core, this work gives the reader a perspective on biomedical signals and the means to classify and process such signals. In particular, a review of random processes along with means to assess the behavior of random signals is also provided. The book also includes a general discussion of biological signals in order to demonstrate the inefficacy of the well-known techniques to correctly extract meaningful information from such signals. Finally, a thorough discussion of recently ...

  10. Tool Wear Monitoring Using Time Series Analysis

    Science.gov (United States)

    Song, Dong Yeul; Ohara, Yasuhiro; Tamaki, Haruo; Suga, Masanobu

    A tool wear monitoring approach considering the nonlinear behavior of cutting mechanism caused by tool wear and/or localized chipping is proposed, and its effectiveness is verified through the cutting experiment and actual turning machining. Moreover, the variation in the surface roughness of the machined workpiece is also discussed using this approach. In this approach, the residual error between the actually measured vibration signal and the estimated signal obtained from the time series model corresponding to dynamic model of cutting is introduced as the feature of diagnosis. Consequently, it is found that the early tool wear state (i.e. flank wear under 40µm) can be monitored, and also the optimal tool exchange time and the tool wear state for actual turning machining can be judged by this change in the residual error. Moreover, the variation of surface roughness Pz in the range of 3 to 8µm can be estimated by the monitoring of the residual error.

  11. 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.

  12. EXTRACTING PERIODIC TRANSIT SIGNALS FROM NOISY LIGHT CURVES USING FOURIER SERIES

    Energy Technology Data Exchange (ETDEWEB)

    Samsing, Johan [Department of Astrophysical Sciences, Princeton University, Peyton Hall, 4 Ivy Lane, Princeton, NJ 08544 (United States)

    2015-07-01

    We present a simple and powerful method for extracting transit signals associated with a known transiting planet from noisy light curves. Assuming the orbital period of the planet is known and the signal is periodic, we illustrate that systematic noise can be removed in Fourier space at all frequencies by only using data within a fixed time frame with a width equal to an integer number of orbital periods. This results in a reconstruction of the full transit signal, which on average is unbiased despite no prior knowledge of either the noise or the transit signal itself being used in the analysis. The method therefore has clear advantages over standard phase folding, which normally requires external input such as nearby stars or noise models for removing systematic components. In addition, we can extract the full orbital transit signal (360°) simultaneously, and Kepler-like data can be analyzed in just a few seconds. We illustrate the performance of our method by applying it to a dataset composed of light curves from Kepler with a fake injected signal emulating a planet with rings. For extracting periodic transit signals, our presented method is in general the optimal and least biased estimator and could therefore lead the way toward the first detections of, e.g., planet rings and exo-trojan asteroids.

  13. 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.

  14. 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

  15. SPICODYN: A Toolbox for the Analysis of Neuronal Network Dynamics and Connectivity from Multi-Site Spike Signal Recordings.

    Science.gov (United States)

    Pastore, Vito Paolo; Godjoski, Aleksandar; Martinoia, Sergio; Massobrio, Paolo

    2018-01-01

    We implemented an automated and efficient open-source software for the analysis of multi-site neuronal spike signals. The software package, named SPICODYN, has been developed as a standalone windows GUI application, using C# programming language with Microsoft Visual Studio based on .NET framework 4.5 development environment. Accepted input data formats are HDF5, level 5 MAT and text files, containing recorded or generated time series spike signals data. SPICODYN processes such electrophysiological signals focusing on: spiking and bursting dynamics and functional-effective connectivity analysis. In particular, for inferring network connectivity, a new implementation of the transfer entropy method is presented dealing with multiple time delays (temporal extension) and with multiple binary patterns (high order extension). SPICODYN is specifically tailored to process data coming from different Multi-Electrode Arrays setups, guarantying, in those specific cases, automated processing. The optimized implementation of the Delayed Transfer Entropy and the High-Order Transfer Entropy algorithms, allows performing accurate and rapid analysis on multiple spike trains from thousands of electrodes.

  16. Coupling detrended fluctuation analysis for analyzing coupled nonstationary signals

    Science.gov (United States)

    Hedayatifar, L.; Vahabi, M.; Jafari, G. R.

    2011-08-01

    When many variables are coupled to each other, a single case study could not give us thorough and precise information. When these time series are stationary, different methods of random matrix analysis and complex networks can be used. But, in nonstationary cases, the multifractal-detrended-cross-correlation-analysis (MF-DXA) method was introduced for just two coupled time series. In this article, we have extended the MF-DXA to the method of coupling detrended fluctuation analysis (CDFA) for the case when more than two series are correlated to each other. Here, we have calculated the multifractal properties of the coupled time series, and by comparing CDFA results of the original series with those of the shuffled and surrogate series, we can estimate the source of multifractality and the extent to which our series are coupled to each other. We illustrate the method by selected examples from air pollution and foreign exchange rates.

  17. Time-variant power spectral analysis of heart-rate time series by ...

    Indian Academy of Sciences (India)

    Frequency domain representation of a short-term heart-rate time series (HRTS) signal is a popular method for evaluating the cardiovascular control system. The spectral parameters, viz. percentage power in low frequency band (%PLF), percentage power in high frequency band (%PHF), power ratio of low frequency to high ...

  18. 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.

  19. An introduction to non-harmonic Fourier series

    CERN Document Server

    Young, Robert M

    2001-01-01

    An Introduction to Non-Harmonic Fourier Series, Revised Edition is an update of a widely known and highly respected classic textbook.Throughout the book, material has also been added on recent developments, including stability theory, the frame radius, and applications to signal analysis and the control of partial differential equations.

  20. Dynamic decomposition of spatiotemporal neural signals.

    Directory of Open Access Journals (Sweden)

    Luca Ambrogioni

    2017-05-01

    Full Text Available Neural signals are characterized by rich temporal and spatiotemporal dynamics that reflect the organization of cortical networks. Theoretical research has shown how neural networks can operate at different dynamic ranges that correspond to specific types of information processing. Here we present a data analysis framework that uses a linearized model of these dynamic states in order to decompose the measured neural signal into a series of components that capture both rhythmic and non-rhythmic neural activity. The method is based on stochastic differential equations and Gaussian process regression. Through computer simulations and analysis of magnetoencephalographic data, we demonstrate the efficacy of the method in identifying meaningful modulations of oscillatory signals corrupted by structured temporal and spatiotemporal noise. These results suggest that the method is particularly suitable for the analysis and interpretation of complex temporal and spatiotemporal neural signals.

  1. Signals, systems, transforms, and digital signal processing with Matlab

    CERN Document Server

    Corinthios, Michael

    2009-01-01

    Continuous-Time and Discrete-Time Signals and SystemsIntroductionContinuous-Time SignalsPeriodic FunctionsUnit Step FunctionGraphical Representation of FunctionsEven and Odd Parts of a FunctionDirac-Delta ImpulseBasic Properties of the Dirac-Delta ImpulseOther Important Properties of the ImpulseContinuous-Time SystemsCausality, StabilityExamples of Electrical Continuous-Time SystemsMechanical SystemsTransfer Function and Frequency ResponseConvolution and CorrelationA Right-Sided and a Left-Sided FunctionConvolution with an Impulse and Its DerivativesAdditional Convolution PropertiesCorrelation FunctionProperties of the Correlation FunctionGraphical InterpretationCorrelation of Periodic FunctionsAverage, Energy and Power of Continuous-Time SignalsDiscrete-Time SignalsPeriodicityDifference EquationsEven/Odd DecompositionAverage Value, Energy and Power SequencesCausality, StabilityProblemsAnswers to Selected ProblemsFourier Series ExpansionTrigonometric Fourier SeriesExponential Fourier SeriesExponential versus ...

  2. Analysis of the influence of memory content of auditory stimuli on the memory content of EEG signal.

    Science.gov (United States)

    Namazi, Hamidreza; Khosrowabadi, Reza; Hussaini, Jamal; Habibi, Shaghayegh; Farid, Ali Akhavan; Kulish, Vladimir V

    2016-08-30

    One of the major challenges in brain research is to relate the structural features of the auditory stimulus to structural features of Electroencephalogram (EEG) signal. Memory content is an important feature of EEG signal and accordingly the brain. On the other hand, the memory content can also be considered in case of stimulus. Beside all works done on analysis of the effect of stimuli on human EEG and brain memory, no work discussed about the stimulus memory and also the relationship that may exist between the memory content of stimulus and the memory content of EEG signal. For this purpose we consider the Hurst exponent as the measure of memory. This study reveals the plasticity of human EEG signals in relation to the auditory stimuli. For the first time we demonstrated that the memory content of an EEG signal shifts towards the memory content of the auditory stimulus used. The results of this analysis showed that an auditory stimulus with higher memory content causes a larger increment in the memory content of an EEG signal. For the verification of this result, we benefit from approximate entropy as indicator of time series randomness. The capability, observed in this research, can be further investigated in relation to human memory.

  3. DETECT: a MATLAB toolbox for event detection and identification in time series, with applications to artifact detection in EEG signals.

    Science.gov (United States)

    Lawhern, Vernon; Hairston, W David; Robbins, Kay

    2013-01-01

    Recent advances in sensor and recording technology have allowed scientists to acquire very large time-series datasets. Researchers often analyze these datasets in the context of events, which are intervals of time where the properties of the signal change relative to a baseline signal. We have developed DETECT, a MATLAB toolbox for detecting event time intervals in long, multi-channel time series. Our primary goal is to produce a toolbox that is simple for researchers to use, allowing them to quickly train a model on multiple classes of events, assess the accuracy of the model, and determine how closely the results agree with their own manual identification of events without requiring extensive programming knowledge or machine learning experience. As an illustration, we discuss application of the DETECT toolbox for detecting signal artifacts found in continuous multi-channel EEG recordings and show the functionality of the tools found in the toolbox. We also discuss the application of DETECT for identifying irregular heartbeat waveforms found in electrocardiogram (ECG) data as an additional illustration.

  4. DETECT: a MATLAB toolbox for event detection and identification in time series, with applications to artifact detection in EEG signals.

    Directory of Open Access Journals (Sweden)

    Vernon Lawhern

    Full Text Available Recent advances in sensor and recording technology have allowed scientists to acquire very large time-series datasets. Researchers often analyze these datasets in the context of events, which are intervals of time where the properties of the signal change relative to a baseline signal. We have developed DETECT, a MATLAB toolbox for detecting event time intervals in long, multi-channel time series. Our primary goal is to produce a toolbox that is simple for researchers to use, allowing them to quickly train a model on multiple classes of events, assess the accuracy of the model, and determine how closely the results agree with their own manual identification of events without requiring extensive programming knowledge or machine learning experience. As an illustration, we discuss application of the DETECT toolbox for detecting signal artifacts found in continuous multi-channel EEG recordings and show the functionality of the tools found in the toolbox. We also discuss the application of DETECT for identifying irregular heartbeat waveforms found in electrocardiogram (ECG data as an additional illustration.

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

    Science.gov (United States)

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

    2017-05-01

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

  6. A new method based on fractal variance function for analysis and quantification of sympathetic and vagal activity in variability of R-R time series in ECG signals

    Energy Technology Data Exchange (ETDEWEB)

    Conte, Elio [Department of Pharmacology and Human Physiology and Tires, Center for Innovative Technologies for Signal Detection and Processing, University of Bari, Bari (Italy); School of Advanced International Studies on Nuclear, Theoretical and Nonlinear Methodologies-Bari (Italy)], E-mail: fisio2@fisiol.uniba.it; Federici, Antonio [Department of Pharmacology and Human Physiology and Tires, Center for Innovative Technologies for Signal Detection and Processing, University of Bari, Bari (Italy); Zbilut, Joseph P. [Department of Molecular Biophysics and Physiology, Rush University Medical Center, 1653W Congress, Chicago, IL 60612 (United States)

    2009-08-15

    It is known that R-R time series calculated from a recorded ECG, are strongly correlated to sympathetic and vagal regulation of the sinus pacemaker activity. In human physiology it is a crucial question to estimate such components with accuracy. Fourier analysis dominates still to day the data analysis efforts of such data ignoring that FFT is valid under some crucial restrictions that results largely violated in R-R time series data as linearity and stationarity. In order to go over such approach, we introduce a new method, called CZF. It is based on variogram analysis. It is aimed from a profound link with Recurrence Quantification Analysis that is a basic tool for investigation of non linear and non stationary time series. Therefore, a relevant feature of the method is that it finally may be applied also in cases of non linear and non stationary time series analysis. In addition, the method enables also to analyze the fractal variance function, the Generalized Fractal Dimension and, finally, the relative probability density function of the data. The CZF gives very satisfactory results. In the present paper it has been applied to direct experimental cases of normal subjects, patients with hypertension before and after therapy and in children under some different conditions of experimentation.

  7. A new method based on fractal variance function for analysis and quantification of sympathetic and vagal activity in variability of R-R time series in ECG signals

    International Nuclear Information System (INIS)

    Conte, Elio; Federici, Antonio; Zbilut, Joseph P.

    2009-01-01

    It is known that R-R time series calculated from a recorded ECG, are strongly correlated to sympathetic and vagal regulation of the sinus pacemaker activity. In human physiology it is a crucial question to estimate such components with accuracy. Fourier analysis dominates still to day the data analysis efforts of such data ignoring that FFT is valid under some crucial restrictions that results largely violated in R-R time series data as linearity and stationarity. In order to go over such approach, we introduce a new method, called CZF. It is based on variogram analysis. It is aimed from a profound link with Recurrence Quantification Analysis that is a basic tool for investigation of non linear and non stationary time series. Therefore, a relevant feature of the method is that it finally may be applied also in cases of non linear and non stationary time series analysis. In addition, the method enables also to analyze the fractal variance function, the Generalized Fractal Dimension and, finally, the relative probability density function of the data. The CZF gives very satisfactory results. In the present paper it has been applied to direct experimental cases of normal subjects, patients with hypertension before and after therapy and in children under some different conditions of experimentation.

  8. Signal-dependent independent component analysis by tunable mother wavelets

    International Nuclear Information System (INIS)

    Seo, Kyung Ho

    2006-02-01

    The objective of this study is to improve the standard independent component analysis when applied to real-world signals. Independent component analysis starts from the assumption that signals from different physical sources are statistically independent. But real-world signals such as EEG, ECG, MEG, and fMRI signals are not statistically independent perfectly. By definition, standard independent component analysis algorithms are not able to estimate statistically dependent sources, that is, when the assumption of independence does not hold. Therefore before independent component analysis, some preprocessing stage is needed. This paper started from simple intuition that wavelet transformed source signals by 'well-tuned' mother wavelet will be simplified sufficiently, and then the source separation will show better results. By the correlation coefficient method, the tuning process between source signal and tunable mother wavelet was executed. Gamma component of raw EEG signal was set to target signal, and wavelet transform was executed by tuned mother wavelet and standard mother wavelets. Simulation results by these wavelets was shown

  9. Selecting the optimal anti-aliasing filter for multichannel biosignal acquisition intended for inter-signal phase shift analysis

    International Nuclear Information System (INIS)

    Keresnyei, Róbert; Hejjel, László; Megyeri, Péter; Zidarics, Zoltán

    2015-01-01

    The availability of microcomputer-based portable devices facilitates the high-volume multichannel biosignal acquisition and the analysis of their instantaneous oscillations and inter-signal temporal correlations. These new, non-invasively obtained parameters can have considerable prognostic or diagnostic roles. The present study investigates the inherent signal delay of the obligatory anti-aliasing filters. One cycle of each of the 8 electrocardiogram (ECG) and 4 photoplethysmogram signals from healthy volunteers or artificially synthesised series were passed through 100–80–60–40–20 Hz 2–4–6–8th order Bessel and Butterworth filters digitally synthesized by bilinear transformation, that resulted in a negligible error in signal delay compared to the mathematical model of the impulse- and step responses of the filters. The investigated filters have as diverse a signal delay as 2–46 ms depending on the filter parameters and the signal slew rate, which is difficult to predict in biological systems and thus difficult to compensate for. Its magnitude can be comparable to the examined phase shifts, deteriorating the accuracy of the measurement. As a conclusion, identical or very similar anti-aliasing filters with lower orders and higher corner frequencies, oversampling, and digital low pass filtering are recommended for biosignal acquisition intended for inter-signal phase shift analysis. (note)

  10. Computational Analysis and Simulation of Empathic Behaviors: a Survey of Empathy Modeling with Behavioral Signal Processing Framework.

    Science.gov (United States)

    Xiao, Bo; Imel, Zac E; Georgiou, Panayiotis; Atkins, David C; Narayanan, Shrikanth S

    2016-05-01

    Empathy is an important psychological process that facilitates human communication and interaction. Enhancement of empathy has profound significance in a range of applications. In this paper, we review emerging directions of research on computational analysis of empathy expression and perception as well as empathic interactions, including their simulation. We summarize the work on empathic expression analysis by the targeted signal modalities (e.g., text, audio, and facial expressions). We categorize empathy simulation studies into theory-based emotion space modeling or application-driven user and context modeling. We summarize challenges in computational study of empathy including conceptual framing and understanding of empathy, data availability, appropriate use and validation of machine learning techniques, and behavior signal processing. Finally, we propose a unified view of empathy computation and offer a series of open problems for future research.

  11. About the cumulants of periodic signals

    Science.gov (United States)

    Barrau, Axel; El Badaoui, Mohammed

    2018-01-01

    This note studies cumulants of time series. These functions originating from the probability theory being commonly used as features of deterministic signals, their classical properties are examined in this modified framework. We show additivity of cumulants, ensured in the case of independent random variables, requires here a different hypothesis. Practical applications are proposed, in particular an analysis of the failure of the JADE algorithm to separate some specific periodic signals.

  12. 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.

  13. Bmp signaling mediates endoderm pouch morphogenesis by regulating Fgf signaling in zebrafish

    Science.gov (United States)

    Swartz, Mary E.; McCarthy, Neil; Norrie, Jacqueline L.; Eberhart, Johann K.

    2016-01-01

    The endodermal pouches are a series of reiterated structures that segment the pharyngeal arches and help pattern the vertebrate face. Multiple pathways regulate the complex process of endodermal development, including the Bone morphogenetic protein (Bmp) pathway. However, the role of Bmp signaling in pouch morphogenesis is poorly understood. Using genetic and chemical inhibitor approaches, we show that pouch morphogenesis requires Bmp signaling from 10-18 h post-fertilization, immediately following gastrulation. Blocking Bmp signaling during this window results in morphological defects to the pouches and craniofacial skeleton. Using genetic chimeras we show that Bmp signals directly to the endoderm for proper morphogenesis. Time-lapse imaging and analysis of reporter transgenics show that Bmp signaling is necessary for pouch outpocketing via the Fibroblast growth factor (Fgf) pathway. Double loss-of-function analyses demonstrate that Bmp and Fgf signaling interact synergistically in craniofacial development. Collectively, our analyses shed light on the tissue and signaling interactions that regulate development of the vertebrate face. PMID:27122171

  14. Damping Inter-area Oscillations using Static Synchronous Series Compensator (SSSC)

    DEFF Research Database (Denmark)

    Su, Chi; Chen, Zhe

    2011-01-01

    Static synchronous series compensator (SSSC) has the ability to emulate a reactance in series with the connected transmission line. When fed with some supplementary signals from the connected system, SSSC is able to participate in the power system inter-area oscillation damping by changing...... the compensated reactance. This paper analyses the influence of SSSC on power system small signal stability. A SSSC damping controller scheme is presented and discussed. In DIgSILENT PowerFactory software, modal analysis and time-domain simulation are conducted in a single-machine infinite bus system model...... and a four-machine two-area test system model to verify and improve the damping controller scheme....

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

    NARCIS (Netherlands)

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

    2015-01-01

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

  16. Analysis of degree of nonlinearity and stochastic nature of HRV signal during meditation using delay vector variance method.

    Science.gov (United States)

    Reddy, L Ram Gopal; Kuntamalla, Srinivas

    2011-01-01

    Heart rate variability analysis is fast gaining acceptance as a potential non-invasive means of autonomic nervous system assessment in research as well as clinical domains. In this study, a new nonlinear analysis method is used to detect the degree of nonlinearity and stochastic nature of heart rate variability signals during two forms of meditation (Chi and Kundalini). The data obtained from an online and widely used public database (i.e., MIT/BIH physionet database), is used in this study. The method used is the delay vector variance (DVV) method, which is a unified method for detecting the presence of determinism and nonlinearity in a time series and is based upon the examination of local predictability of a signal. From the results it is clear that there is a significant change in the nonlinearity and stochastic nature of the signal before and during the meditation (p value > 0.01). During Chi meditation there is a increase in stochastic nature and decrease in nonlinear nature of the signal. There is a significant decrease in the degree of nonlinearity and stochastic nature during Kundalini meditation.

  17. Comparative Analysis of the Clinical Significance of Oscillatory Components in the Rhythmic Structure of Pulse Signal in the Diagnostics of Psychosomatic Disorders in School Age Children.

    Science.gov (United States)

    Desova, A A; Dorofeyuk, A A; Anokhin, A M

    2017-01-01

    We performed a comparative analysis of the types of spectral density typical of various parameters of pulse signal. The experimental material was obtained during the examination of school age children with various psychosomatic disorders. We also performed a typological analysis of the spectral density functions corresponding to the time series of different parameters of a single oscillation of pulse signals; the results of their comparative analysis are presented. We determined the most significant spectral components for two disordersin children: arterial hypertension and mitral valve prolapse.

  18. Poisson pre-processing of nonstationary photonic signals: Signals with equality between mean and variance.

    Science.gov (United States)

    Poplová, Michaela; Sovka, Pavel; Cifra, Michal

    2017-01-01

    Photonic signals are broadly exploited in communication and sensing and they typically exhibit Poisson-like statistics. In a common scenario where the intensity of the photonic signals is low and one needs to remove a nonstationary trend of the signals for any further analysis, one faces an obstacle: due to the dependence between the mean and variance typical for a Poisson-like process, information about the trend remains in the variance even after the trend has been subtracted, possibly yielding artifactual results in further analyses. Commonly available detrending or normalizing methods cannot cope with this issue. To alleviate this issue we developed a suitable pre-processing method for the signals that originate from a Poisson-like process. In this paper, a Poisson pre-processing method for nonstationary time series with Poisson distribution is developed and tested on computer-generated model data and experimental data of chemiluminescence from human neutrophils and mung seeds. The presented method transforms a nonstationary Poisson signal into a stationary signal with a Poisson distribution while preserving the type of photocount distribution and phase-space structure of the signal. The importance of the suggested pre-processing method is shown in Fano factor and Hurst exponent analysis of both computer-generated model signals and experimental photonic signals. It is demonstrated that our pre-processing method is superior to standard detrending-based methods whenever further signal analysis is sensitive to variance of the signal.

  19. 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.

  20. 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.

  1. Integrating a Linear Signal Model with Groundwater and Rainfall time-series on the Characteristic Identification of Groundwater Systems

    Science.gov (United States)

    Chen, Yu-Wen; Wang, Yetmen; Chang, Liang-Cheng

    2017-04-01

    Groundwater resources play a vital role on regional supply. To avoid irreversible environmental impact such as land subsidence, the characteristic identification of groundwater system is crucial before sustainable management of groundwater resource. This study proposes a signal process approach to identify the character of groundwater systems based on long-time hydrologic observations include groundwater level and rainfall. The study process contains two steps. First, a linear signal model (LSM) is constructed and calibrated to simulate the variation of underground hydrology based on the time series of groundwater levels and rainfall. The mass balance equation of the proposed LSM contains three major terms contain net rate of horizontal exchange, rate of rainfall recharge and rate of pumpage and four parameters are required to calibrate. Because reliable records of pumpage is rare, the time-variant groundwater amplitudes of daily frequency (P ) calculated by STFT are assumed as linear indicators of puamage instead of pumpage records. Time series obtained from 39 observation wells and 50 rainfall stations in and around the study area, Pintung Plain, are paired for model construction. Second, the well-calibrated parameters of the linear signal model can be used to interpret the characteristic of groundwater system. For example, the rainfall recharge coefficient (γ) means the transform ratio between rainfall intention and groundwater level raise. The area around the observation well with higher γ means that the saturated zone here is easily affected by rainfall events and the material of unsaturated zone might be gravel or coarse sand with high infiltration ratio. Considering the spatial distribution of γ, the values of γ decrease from the upstream to the downstream of major rivers and also are correlated to the spatial distribution of grain size of surface soil. Via the time-series of groundwater levels and rainfall, the well-calibrated parameters of LSM have

  2. Compressive Sensing: Analysis of Signals in Radio Astronomy

    Directory of Open Access Journals (Sweden)

    Gaigals G.

    2013-12-01

    Full Text Available The compressive sensing (CS theory says that for some kind of signals there is no need to keep or transfer all the data acquired accordingly to the Nyquist criterion. In this work we investigate if the CS approach is applicable for recording and analysis of radio astronomy (RA signals. Since CS methods are applicable for the signals with sparse (and compressible representations, the compressibility of RA signals is verified. As a result, we identify which RA signals can be processed using CS, find the parameters which can improve or degrade CS application to RA results, describe the optimum way how to perform signal filtering in CS applications. Also, a range of virtual LabVIEW instruments are created for the signal analysis with the CS theory.

  3. Biomedical signal analysis

    CERN Document Server

    Rangayyan, Rangaraj M

    2015-01-01

    The book will help assist a reader in the development of techniques for analysis of biomedical signals and computer aided diagnoses with a pedagogical examination of basic and advanced topics accompanied by over 350 figures and illustrations. Wide range of filtering techniques presented to address various applications. 800 mathematical expressions and equations. Practical questions, problems and laboratory exercises. Includes fractals and chaos theory with biomedical applications.

  4. 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.

  5. Signal analysis for failure detection

    International Nuclear Information System (INIS)

    Parpaglione, M.C.; Perez, L.V.; Rubio, D.A.; Czibener, D.; D'Attellis, C.E.; Brudny, P.I.; Ruzzante, J.E.

    1994-01-01

    Several methods for analysis of acoustic emission signals are presented. They are mainly oriented to detection of changes in noisy signals and characterization of higher amplitude discrete pulses or bursts. The aim was to relate changes and events with failure, crack or wear in materials, being the final goal to obtain automatic means of detecting such changes and/or events. Performance evaluation was made using both simulated and laboratory test signals. The methods being presented are the following: 1. Application of the Hopfield Neural Network (NN) model for classifying faults in pipes and detecting wear of a bearing. 2. Application of the Kohonnen and Back Propagation Neural Network model for the same problem. 3. Application of Kalman filtering to determine time occurrence of bursts. 4. Application of a bank of Kalman filters (KF) for failure detection in pipes. 5. Study of amplitude distribution of signals for detecting changes in their shape. 6. Application of the entropy distance to measure differences between signals. (author). 10 refs, 11 figs

  6. Signal analysis of Hindustani classical music

    CERN Document Server

    Datta, Asoke Kumar; Sengupta, Ranjan; Chakraborty, Soubhik; Mahto, Kartik; Patranabis, Anirban

    2017-01-01

    This book presents a comprehensive overview of the basics of Hindustani music and the associated signal analysis and technological developments. It begins with an in-depth introduction to musical signal analysis and its current applications, and then moves on to a detailed discussion of the features involved in understanding the musical meaning of the signal in the context of Hindustani music. The components consist of tones, shruti, scales, pitch duration and stability, raga, gharana and musical instruments. The book covers the various technological developments in this field, supplemented with a number of case studies and their analysis. The book offers new music researchers essential insights into the use of the automatic concept for finding and testing the musical features for their applications. Intended primarily for postgraduate and PhD students working in the area of scientific research on Hindustani music, as well as other genres where the concepts are applicable, it is also a valuable resource for p...

  7. Photoacoustic signal and noise analysis for Si thin plate: signal correction in frequency domain.

    Science.gov (United States)

    Markushev, D D; Rabasović, M D; Todorović, D M; Galović, S; Bialkowski, S E

    2015-03-01

    Methods for photoacoustic signal measurement, rectification, and analysis for 85 μm thin Si samples in the 20-20 000 Hz modulation frequency range are presented. Methods for frequency-dependent amplitude and phase signal rectification in the presence of coherent and incoherent noise as well as distortion due to microphone characteristics are presented. Signal correction is accomplished using inverse system response functions deduced by comparing real to ideal signals for a sample with well-known bulk parameters and dimensions. The system response is a piece-wise construction, each component being due to a particular effect of the measurement system. Heat transfer and elastic effects are modeled using standard Rosencweig-Gersho and elastic-bending theories. Thermal diffusion, thermoelastic, and plasmaelastic signal components are calculated and compared to measurements. The differences between theory and experiment are used to detect and correct signal distortion and to determine detector and sound-card characteristics. Corrected signal analysis is found to faithfully reflect known sample parameters.

  8. Analysis of cross-correlations in electroencephalogram signals as an approach to proactive diagnosis of schizophrenia

    Science.gov (United States)

    Timashev, Serge F.; Panischev, Oleg Yu.; Polyakov, Yuriy S.; Demin, Sergey A.; Kaplan, Alexander Ya.

    2012-02-01

    We apply flicker-noise spectroscopy (FNS), a time series analysis method operating on structure functions and power spectrum estimates, to study the clinical electroencephalogram (EEG) signals recorded in children/adolescents (11 to 14 years of age) with diagnosed schizophrenia-spectrum symptoms at the National Center for Psychiatric Health (NCPH) of the Russian Academy of Medical Sciences. The EEG signals for these subjects were compared with the signals for a control sample of chronically depressed children/adolescents. The purpose of the study is to look for diagnostic signs of subjects' susceptibility to schizophrenia in the FNS parameters for specific electrodes and cross-correlations between the signals simultaneously measured at different points on the scalp. Our analysis of EEG signals from scalp-mounted electrodes at locations F3 and F4, which are symmetrically positioned in the left and right frontal areas of cerebral cortex, respectively, demonstrates an essential role of frequency-phase synchronization, a phenomenon representing specific correlations between the characteristic frequencies and phases of excitations in the brain. We introduce quantitative measures of frequency-phase synchronization and systematize the values of FNS parameters for the EEG data. The comparison of our results with the medical diagnoses for 84 subjects performed at NCPH makes it possible to group the EEG signals into 4 categories corresponding to different risk levels of subjects' susceptibility to schizophrenia. We suggest that the introduced quantitative characteristics and classification of cross-correlations may be used for the diagnosis of schizophrenia at the early stages of its development.

  9. 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

  10. 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.

  11. Knee joint vibroarthrographic signal processing and analysis

    CERN Document Server

    Wu, Yunfeng

    2015-01-01

    This book presents the cutting-edge technologies of knee joint vibroarthrographic signal analysis for the screening and detection of knee joint injuries. It describes a number of effective computer-aided methods for analysis of the nonlinear and nonstationary biomedical signals generated by complex physiological mechanics. This book also introduces several popular machine learning and pattern recognition algorithms for biomedical signal classifications. The book is well-suited for all researchers looking to better understand knee joint biomechanics and the advanced technology for vibration arthrometry. Dr. Yunfeng Wu is an Associate Professor at the School of Information Science and Technology, Xiamen University, Xiamen, Fujian, China.

  12. 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

  13. Multitaper spectral analysis of atmospheric radar signals

    Directory of Open Access Journals (Sweden)

    V. K. Anandan

    2004-11-01

    Full Text Available Multitaper spectral analysis using sinusoidal taper has been carried out on the backscattered signals received from the troposphere and lower stratosphere by the Gadanki Mesosphere-Stratosphere-Troposphere (MST radar under various conditions of the signal-to-noise ratio. Comparison of study is made with sinusoidal taper of the order of three and single tapers of Hanning and rectangular tapers, to understand the relative merits of processing under the scheme. Power spectra plots show that echoes are better identified in the case of multitaper estimation, especially in the region of a weak signal-to-noise ratio. Further analysis is carried out to obtain three lower order moments from three estimation techniques. The results show that multitaper analysis gives a better signal-to-noise ratio or higher detectability. The spectral analysis through multitaper and single tapers is subjected to study of consistency in measurements. Results show that the multitaper estimate is better consistent in Doppler measurements compared to single taper estimates. Doppler width measurements with different approaches were studied and the results show that the estimation was better in the multitaper technique in terms of temporal resolution and estimation accuracy.

  14. 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.

  15. 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...

  16. 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.

  17. The Recording and Quantification of Event-Related Potentials: II. Signal Processing and Analysis

    Directory of Open Access Journals (Sweden)

    Paniz Tavakoli

    2015-06-01

    Full Text Available Event-related potentials are an informative method for measuring the extent of information processing in the brain. The voltage deflections in an ERP waveform reflect the processing of sensory information as well as higher-level processing that involves selective attention, memory, semantic comprehension, and other types of cognitive activity. ERPs provide a non-invasive method of studying, with exceptional temporal resolution, cognitive processes in the human brain. ERPs are extracted from scalp-recorded electroencephalography by a series of signal processing steps. The present tutorial will highlight several of the analysis techniques required to obtain event-related potentials. Some methodological issues that may be encountered will also be discussed.

  18. Efficient algorithm for baseline wander and powerline noise removal from ECG signals based on discrete Fourier series.

    Science.gov (United States)

    Bahaz, Mohamed; Benzid, Redha

    2018-03-01

    Electrocardiogram (ECG) signals are often contaminated with artefacts and noises which can lead to incorrect diagnosis when they are visually inspected by cardiologists. In this paper, the well-known discrete Fourier series (DFS) is re-explored and an efficient DFS-based method is proposed to reduce contribution of both baseline wander (BW) and powerline interference (PLI) noises in ECG records. In the first step, the determination of the exact number of low frequency harmonics contributing in BW is achieved. Next, the baseline drift is estimated by the sum of all associated Fourier sinusoids components. Then, the baseline shift is discarded efficiently by a subtraction of its approximated version from the original biased ECG signal. Concerning the PLI, the subtraction of the contributing harmonics calculated in the same manner reduces efficiently such type of noise. In addition of visual quality results, the proposed algorithm shows superior performance in terms of higher signal-to-noise ratio and smaller mean square error when faced to the DCT-based algorithm.

  19. Effectiveness of Multivariate Time Series Classification Using Shapelets

    Directory of Open Access Journals (Sweden)

    A. P. Karpenko

    2015-01-01

    Full Text Available Typically, time series classifiers require signal pre-processing (filtering signals from noise and artifact removal, etc., enhancement of signal features (amplitude, frequency, spectrum, etc., classification of signal features in space using the classical techniques and classification algorithms of multivariate data. We consider a method of classifying time series, which does not require enhancement of the signal features. The method uses the shapelets of time series (time series shapelets i.e. small fragments of this series, which reflect properties of one of its classes most of all.Despite the significant number of publications on the theory and shapelet applications for classification of time series, the task to evaluate the effectiveness of this technique remains relevant. An objective of this publication is to study the effectiveness of a number of modifications of the original shapelet method as applied to the multivariate series classification that is a littlestudied problem. The paper presents the problem statement of multivariate time series classification using the shapelets and describes the shapelet–based basic method of binary classification, as well as various generalizations and proposed modification of the method. It also offers the software that implements a modified method and results of computational experiments confirming the effectiveness of the algorithmic and software solutions.The paper shows that the modified method and the software to use it allow us to reach the classification accuracy of about 85%, at best. The shapelet search time increases in proportion to input data dimension.

  20. Radar signal analysis and processing using Matlab

    CERN Document Server

    Mahafza, Bassem R

    2008-01-01

    Offering radar-related software for the analysis and design of radar waveform and signal processing, this book provides comprehensive coverage of radar signals and signal processing techniques and algorithms. It contains numerous graphical plots, common radar-related functions, table format outputs, and end-of-chapter problems. The complete set of MATLAB[registered] functions and routines are available for download online.

  1. On semi-classical questions related to signal analysis

    KAUST Repository

    Helffer, Bernard

    2011-12-01

    This study explores the reconstruction of a signal using spectral quantities associated with some self-adjoint realization of an h-dependent Schrödinger operator -h2(d2/dx2)-y(x), h>0, when the parameter h tends to 0. Theoretical results in semi-classical analysis are proved. Some numerical results are also presented. We first consider as a toy model the sech2 function. Then we study a real signal given by arterial blood pressure measurements. This approach seems to be very promising in signal analysis. Indeed it provides new spectral quantities that can give relevant information on some signals as it is the case for arterial blood pressure signal. © 2011 - IOS Press and the authors. All rights reserved.

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

    Directory of Open Access Journals (Sweden)

    Allan Buras

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

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

    Science.gov (United States)

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

    2016-01-01

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

  4. Fractal characterization for noise signal validation in power reactors

    International Nuclear Information System (INIS)

    Aguilar Martinez, Omar

    2003-01-01

    Up to now, a great variety of methods is used for the dynamical characterization of different components of Nuclear Power Plants (NPPs). With this aim, time and spectral analysis are usually considered, and different tools of non-stationary and non-gaussian analysis are also presented. When applying non-lineal dynamics theory for noise signal validation purposes in power reactors, the extraction of fractal echoes plays a main role. Fractal characterization for noise signal validation purposes can be integrated to the task of processing and acquisition of time signals in noise (fluctuation parameters) analysis systems. The possibility of discrimination between deterministic chaotic signals and pure noise signals has been incorporated, as a complement; to noise signals analysis in normal and anomalous operational conditions in NPPs using a fractal approach. In this work the detailed analysis of a neutronic sensor response is considered and the fractal characterization of its dynamics state (i.e. sensor line) for noise signal classification, it is presented. The experiment from where the time series (signals) were obtained, was carried out at the Research Reactor of the Technical University of Budapest, Hungary, during a model experiment for ageing process study of in-core neutron detectors (author)

  5. 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)

  6. The importance of correcting for signal drift in diffusion MRI

    OpenAIRE

    Vos, Sjoerd B; Tax, Chantal M W; Luijten, Peter R; Ourselin, Sebastien; Leemans, Alexander; Froeling, Martijn

    2017-01-01

    PURPOSE: To investigate previously unreported effects of signal drift as a result of temporal scanner instability on diffusion MRI data analysis and to propose a method to correct this signal drift. METHODS: We investigated the signal magnitude of non-diffusion-weighted EPI volumes in a series of diffusion-weighted imaging experiments to determine whether signal magnitude changes over time. Different scan protocols and scanners from multiple vendors were used to verify this on phantom data, a...

  7. 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, ...

  8. 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.

  9. A Review on the Nonlinear Dynamical System Analysis of Electrocardiogram Signal.

    Science.gov (United States)

    Nayak, Suraj K; Bit, Arindam; Dey, Anilesh; Mohapatra, Biswajit; Pal, Kunal

    2018-01-01

    Electrocardiogram (ECG) signal analysis has received special attention of the researchers in the recent past because of its ability to divulge crucial information about the electrophysiology of the heart and the autonomic nervous system activity in a noninvasive manner. Analysis of the ECG signals has been explored using both linear and nonlinear methods. However, the nonlinear methods of ECG signal analysis are gaining popularity because of their robustness in feature extraction and classification. The current study presents a review of the nonlinear signal analysis methods, namely, reconstructed phase space analysis, Lyapunov exponents, correlation dimension, detrended fluctuation analysis (DFA), recurrence plot, Poincaré plot, approximate entropy, and sample entropy along with their recent applications in the ECG signal analysis.

  10. Performance analysis of NOAA tropospheric signal delay model

    International Nuclear Information System (INIS)

    Ibrahim, Hassan E; El-Rabbany, Ahmed

    2011-01-01

    Tropospheric delay is one of the dominant global positioning system (GPS) errors, which degrades the positioning accuracy. Recent development in tropospheric modeling relies on implementation of more accurate numerical weather prediction (NWP) models. In North America one of the NWP-based tropospheric correction models is the NOAA Tropospheric Signal Delay Model (NOAATrop), which was developed by the US National Oceanic and Atmospheric Administration (NOAA). Because of its potential to improve the GPS positioning accuracy, the NOAATrop model became the focus of many researchers. In this paper, we analyzed the performance of the NOAATrop model and examined its effect on ionosphere-free-based precise point positioning (PPP) solution. We generated 3 year long tropospheric zenith total delay (ZTD) data series for the NOAATrop model, Hopfield model, and the International GNSS Services (IGS) final tropospheric correction product, respectively. These data sets were generated at ten IGS reference stations spanning Canada and the United States. We analyzed the NOAATrop ZTD data series and compared them with those of the Hopfield model. The IGS final tropospheric product was used as a reference. The analysis shows that the performance of the NOAATrop model is a function of both season (time of the year) and geographical location. However, its performance was superior to the Hopfield model in all cases. We further investigated the effect of implementing the NOAATrop model on the ionosphere-free-based PPP solution convergence and accuracy. It is shown that the use of the NOAATrop model improved the PPP solution convergence by 1%, 10% and 15% for the latitude, longitude and height components, respectively

  11. Turbulence time series data hole filling using Karhunen-Loeve and ARIMA methods

    International Nuclear Information System (INIS)

    Chang, M P J L; Nazari, H; Font, C O; Gilbreath, G C; Oh, E

    2007-01-01

    Measurements of optical turbulence time series data using unattended instruments over long time intervals inevitably lead to data drop-outs or degraded signals. We present a comparison of methods using both Principal Component Analysis, which is also known as the Karhunen-Loeve decomposition, and ARIMA that seek to correct for these event-induced and mechanically-induced signal drop-outs and degradations. We report on the quality of the correction by examining the Intrinsic Mode Functions generated by Empirical Mode Decomposition. The data studied are optical turbulence parameter time series from a commercial long path length optical anemometer/scintillometer, measured over several hundred metres in outdoor environments

  12. 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.

  13. A Review on the Nonlinear Dynamical System Analysis of Electrocardiogram Signal

    Science.gov (United States)

    Mohapatra, Biswajit

    2018-01-01

    Electrocardiogram (ECG) signal analysis has received special attention of the researchers in the recent past because of its ability to divulge crucial information about the electrophysiology of the heart and the autonomic nervous system activity in a noninvasive manner. Analysis of the ECG signals has been explored using both linear and nonlinear methods. However, the nonlinear methods of ECG signal analysis are gaining popularity because of their robustness in feature extraction and classification. The current study presents a review of the nonlinear signal analysis methods, namely, reconstructed phase space analysis, Lyapunov exponents, correlation dimension, detrended fluctuation analysis (DFA), recurrence plot, Poincaré plot, approximate entropy, and sample entropy along with their recent applications in the ECG signal analysis. PMID:29854361

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

    Energy Technology Data Exchange (ETDEWEB)

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

    1996-12-31

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

  15. Automatic analysis of signals during Eddy currents controls

    International Nuclear Information System (INIS)

    Chiron, D.

    1983-06-01

    A method and the corresponding instrument have been developed for automatic analysis of Eddy currents testing signals. This apparatus enables at the same time the analysis, every 2 milliseconds, of two signals at two different frequencies. It can be used either on line with an Eddy Current testing instrument or with a magnetic tape recorder [fr

  16. 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

  17. 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.

  18. Pattern theory the stochastic analysis of real-world signals

    CERN Document Server

    Mumford, David

    2010-01-01

    Pattern theory is a distinctive approach to the analysis of all forms of real-world signals. At its core is the design of a large variety of probabilistic models whose samples reproduce the look and feel of the real signals, their patterns, and their variability. Bayesian statistical inference then allows you to apply these models in the analysis of new signals. This book treats the mathematical tools, the models themselves, and the computational algorithms for applying statistics to analyze six representative classes of signals of increasing complexity. The book covers patterns in text, sound

  19. Analysis and prediction of leucine-rich nuclear export signals

    DEFF Research Database (Denmark)

    La Cour, T.; Kiemer, Lars; Mølgaard, Anne

    2004-01-01

    We present a thorough analysis of nuclear export signals and a prediction server, which we have made publicly available. The machine learning prediction method is a significant improvement over the generally used consensus patterns. Nuclear export signals (NESs) are extremely important regulators...... this analysis is that the most important properties of NESs are accessibility and flexibility allowing relevant proteins to interact with the signal. Furthermore, we show that not only the known hydrophobic residues are important in defining a nuclear export signals. We employ both neural networks and hidden...

  20. 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

  1. 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, ...

  2. 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

  3. Analysis of multivariate stochastic signals sampled by on-line particle analyzers: Application to the quantitative assessment of occupational exposure to NOAA in multisource industrial scenarios (MSIS)

    International Nuclear Information System (INIS)

    De Ipiña, J M López; Vaquero, C; Gutierrez-Cañas, C; Pui, D Y H

    2015-01-01

    In multisource industrial scenarios (MSIS) coexist NOAA generating activities with other productive sources of airborne particles, such as parallel processes of manufacturing or electrical and diesel machinery. A distinctive characteristic of MSIS is the spatially complex distribution of aerosol sources, as well as their potential differences in dynamics, due to the feasibility of multi-task configuration at a given time. Thus, the background signal is expected to challenge the aerosol analyzers at a probably wide range of concentrations and size distributions, depending of the multisource configuration at a given time. Monitoring and prediction by using statistical analysis of time series captured by on-line particle analyzersin industrial scenarios, have been proven to be feasible in predicting PNC evolution provided a given quality of net signals (difference between signal at source and background). However the analysis and modelling of non-consistent time series, influenced by low levels of SNR (Signal-Noise Ratio) could build a misleading basis for decision making. In this context, this work explores the use of stochastic models based on ARIMA methodology to monitor and predict exposure values (PNC). The study was carried out in a MSIS where an case study focused on the manufacture of perforated tablets of nano-TiO 2 by cold pressing was performed. (paper)

  4. 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.

  5. Orthogonal Projection-Based Harmonic Signal Removal for Operational Modal Analysis

    DEFF Research Database (Denmark)

    Gres, Szymon; Andersen, Palle; Hoen, C.

    2019-01-01

    A presence of a high amplitude periodic signals in the output responses from operating structures often pose a challenge for output-only system identification and, in case of health monitoring, damage detection/localization methods. This paper introduces a pre-processing approach that removes...... the harmonic part from the output signals directly in the time domain. The new method uses orthogonal projections of the harmonic realization of the signal onto the raw time series within the stochastic subspace framework. Proposed algorithm is tested on two experimental examples. First, an aluminum plate...... excited with both random white and periodic excitations. Second, a full-scale industrial case of a ferry excited by a random environmental load with harmonic interference from a rotating machinery on-board. In both cases the proposed method removes the harmonics from the structural responses while leaving...

  6. Reliability analysis for Atucha II reactor protection system signals

    International Nuclear Information System (INIS)

    Roca, Jose Luis

    1996-01-01

    Atucha II is a 745 MW Argentine Power Nuclear Reactor constructed by ENACE SA, Nuclear Argentine Company for Electrical Power Generation and SIEMENS AG KWU, Erlangen, Germany. A preliminary modular logic analysis of RPS (Reactor Protection System) signals was performed by means of the well known Swedish professional risk and reliability software named Risk-Spectrum taking as a basis a reference signal coded as JR17ER003 which command the two moderator loops valves. From the reliability and behavior knowledge for this reference signal follows an estimation of the reliability for the other 97 RPS signals. Because the preliminary character of this analysis Main Important Measures are not performed at this stage. Reliability is by the statistic value named unavailability predicted. The scope of this analysis is restricted from the measurement elements to the RPS buffer outputs. In the present context only one redundancy is analyzed so in the Instrumentation and Control area there no CCF (Common Cause Failures) present for signals. Finally those unavailability values could be introduced in the failure domain for the posterior complete Atucha II reliability analysis which includes all mechanical and electromechanical features. Also an estimation of the spurious frequency of RPS signals defined as faulty by no trip is performed

  7. Reliability analysis for Atucha II reactor protection system signals

    International Nuclear Information System (INIS)

    Roca, Jose L.

    2000-01-01

    Atucha II is a 745 MW Argentine power nuclear reactor constructed by Nuclear Argentine Company for Electric Power Generation S.A. (ENACE S.A.) and SIEMENS AG KWU, Erlangen, Germany. A preliminary modular logic analysis of RPS (Reactor Protection System) signals was performed by means of the well known Swedish professional risk and reliability software named Risk-Spectrum taking as a basis a reference signal coded as JR17ER003 which command the two moderator loops valves. From the reliability and behavior knowledge for this reference signal follows an estimation of the reliability for the other 97 RPS signals. Because the preliminary character of this analysis Main Important Measures are not performed at this stage. Reliability is by the statistic value named unavailability predicted. The scope of this analysis is restricted from the measurement elements to the RPS buffer outputs. In the present context only one redundancy is analyzed so in the Instrumentation and Control area there no CCF (Common Cause Failures) present for signals. Finally those unavailability values could be introduced in the failure domain for the posterior complete Atucha II reliability analysis which includes all mechanical and electromechanical features. Also an estimation of the spurious frequency of RPS signals defined as faulty by no trip is performed. (author)

  8. 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.

  9. 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.

  10. Growth And Export Expansion In Mauritius - A Time Series Analysis ...

    African Journals Online (AJOL)

    Growth And Export Expansion In Mauritius - A Time Series Analysis. ... RV Sannassee, R Pearce ... Using Granger Causality tests, the short-run analysis results revealed that there is significant reciprocal causality between real export earnings ...

  11. 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.

  12. The AutoAssociative Neural Network in signal analysis: II. Application to on-line monitoring of a simulated BWR component

    International Nuclear Information System (INIS)

    Marseguerra, M.; Zoia, A.

    2005-01-01

    In this paper, Robust AutoAssociative Neural Networks (RAANN) are applied to a series of signals produced by the Halden simulator of the 1200MWe BWR Forsmark-3 plant in Sweden. The applications concern: - correction of drifts and gross errors in sensors, for diagnostic and control purposes, - cluster analysis, to individuate a failed component and the intensity of the failure, - forecasting system signals, for safety or economic purposes, - reconstruction of unmeasured signals (virtual sensors). In the attainment of the above results, the geometric interpretation of the mapping performed by the network, propounded in Part I of this work, has provided a reasoned choice of the most critical free parameter, i.e., the number f of nodes of the bottleneck layer, thus allowing a deep understanding of the network functioning and also avoiding the traditional and troubling procedure of selection by trial-and-error. The theoretical basis of this analysis, discussed in details in the companion paper, is founded on the idea of dimension and in particular of fractal dimension, which has been used as a numerical estimator of f

  13. Phosphoproteomics-based systems analysis of signal transduction networks

    Directory of Open Access Journals (Sweden)

    Hiroko eKozuka-Hata

    2012-01-01

    Full Text Available Signal transduction systems coordinate complex cellular information to regulate biological events such as cell proliferation and differentiation. Although the accumulating evidence on widespread association of signaling molecules has revealed essential contribution of phosphorylation-dependent interaction networks to cellular regulation, their dynamic behavior is mostly yet to be analyzed. Recent technological advances regarding mass spectrometry-based quantitative proteomics have enabled us to describe the comprehensive status of phosphorylated molecules in a time-resolved manner. Computational analyses based on the phosphoproteome dynamics accelerate generation of novel methodologies for mathematical analysis of cellular signaling. Phosphoproteomics-based numerical modeling can be used to evaluate regulatory network elements from a statistical point of view. Integration with transcriptome dynamics also uncovers regulatory hubs at the transcriptional level. These omics-based computational methodologies, which have firstly been applied to representative signaling systems such as the epidermal growth factor receptor pathway, have now opened up a gate for systems analysis of signaling networks involved in immune response and cancer.

  14. Signal and image multiresolution analysis

    CERN Document Server

    Ouahabi, Abdelialil

    2012-01-01

    Multiresolution analysis using the wavelet transform has received considerable attention in recent years by researchers in various fields. It is a powerful tool for efficiently representing signals and images at multiple levels of detail with many inherent advantages, including compression, level-of-detail display, progressive transmission, level-of-detail editing, filtering, modeling, fractals and multifractals, etc.This book aims to provide a simple formalization and new clarity on multiresolution analysis, rendering accessible obscure techniques, and merging, unifying or completing

  15. Time Series Analysis of Wheat Futures Reward in China

    Institute of Scientific and Technical Information of China (English)

    2005-01-01

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

  16. Analysis of the finescale timing of repeated signals: does shell rapping in hermit crabs signal stamina?

    Science.gov (United States)

    Briffa; Elwood

    2000-01-01

    Hermit crabs, Pagurus bernhardus, sometimes exchange shells after a period of shell rapping, when the initiating or attacking crab brings its shell rapidly and repeatedly into contact with the shell of the noninitiator or defender in a series of bouts. Bouts are separated by pauses, and raps within bouts are separated by very short periods called 'gaps'. Since within-contest variation is missed when signals are studied by averaging performance rates over entire contests, we analysed the fine within-bout structure of this repeated, aggressive signal. We found that the pattern is consistent with high levels of fatigue in initiators. The duration of the gaps between individual raps increased both within bouts and from bout to bout, and we conclude that this activity is costly to perform. Furthermore, long pauses between bouts is correlated with increased vigour of rapping in the subsequent bout, which suggests that the pause allows for recovery from fatigue induced by rapping. These between-bout pauses may be assessed by noninitiators and provide a signal of stamina. Copyright 2000 The Association for the Study of Animal Behaviour.

  17. Multidimensional Recurrence Quantification Analysis (MdRQA) for the Analysis of Multidimensional Time-Series: A Software Implementation in MATLAB and Its Application to Group-Level Data in Joint Action.

    Science.gov (United States)

    Wallot, Sebastian; Roepstorff, Andreas; Mønster, Dan

    2016-01-01

    We introduce Multidimensional Recurrence Quantification Analysis (MdRQA) as a tool to analyze multidimensional time-series data. We show how MdRQA can be used to capture the dynamics of high-dimensional signals, and how MdRQA can be used to assess coupling between two or more variables. In particular, we describe applications of the method in research on joint and collective action, as it provides a coherent analysis framework to systematically investigate dynamics at different group levels-from individual dynamics, to dyadic dynamics, up to global group-level of arbitrary size. The Appendix in Supplementary Material contains a software implementation in MATLAB to calculate MdRQA measures.

  18. 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

  19. Small-signal stability analysis for two-area interconnected power system with load frequency controller in coordination with FACTS and energy storage device

    Directory of Open Access Journals (Sweden)

    Ravi Shankar

    2016-06-01

    Full Text Available This paper deals with the modelling and small signal stability analysis for the two areas interconnected power system using a load frequency controller. The eigenvalues and the participation factor analysis are used to examine the small signal stability and contribution of different states in a particular eigenvalue of the system, respectively. A load frequency controller is designed to stabilize the frequency deviations which occur due to the small perturbation in the system. In this paper, the proposed control scheme consists of an integral controller in coordination with the Redox Flow Energy Storage System (RFESS and the Static Synchronous Series Compensator (SSSC. The dynamic responses of the overall system have been improved by the proposed controller, which is also verified with the help of eigenvalue and participation factor analysis. This analysis shows that overall system oscillation has been reduced through a proposed controller.

  20. Barcoding T Cell Calcium Response Diversity with Methods for Automated and Accurate Analysis of Cell Signals (MAAACS)

    Science.gov (United States)

    Sergé, Arnauld; Bernard, Anne-Marie; Phélipot, Marie-Claire; Bertaux, Nicolas; Fallet, Mathieu; Grenot, Pierre; Marguet, Didier; He, Hai-Tao; Hamon, Yannick

    2013-01-01

    We introduce a series of experimental procedures enabling sensitive calcium monitoring in T cell populations by confocal video-microscopy. Tracking and post-acquisition analysis was performed using Methods for Automated and Accurate Analysis of Cell Signals (MAAACS), a fully customized program that associates a high throughput tracking algorithm, an intuitive reconnection routine and a statistical platform to provide, at a glance, the calcium barcode of a population of individual T-cells. Combined with a sensitive calcium probe, this method allowed us to unravel the heterogeneity in shape and intensity of the calcium response in T cell populations and especially in naive T cells, which display intracellular calcium oscillations upon stimulation by antigen presenting cells. PMID:24086124

  1. Signal Adaptive System for Space/Spatial-Frequency Analysis

    Directory of Open Access Journals (Sweden)

    Veselin N. Ivanović

    2009-01-01

    Full Text Available This paper outlines the development of a multiple-clock-cycle implementation (MCI of a signal adaptive two-dimensional (2D system for space/spatial-frequency (S/SF signal analysis. The design is based on a method for improved S/SF representation of the analyzed 2D signals, also proposed here. The proposed MCI design optimizes critical design performances related to hardware complexity, making it a suitable system for real time implementation on an integrated chip. Additionally, the design allows the implemented system to take a variable number of clock cycles (CLKs (the only necessary ones regarding desirable—2D Wigner distribution-presentation of autoterms in different frequency-frequency points during the execution. This ability represents a major advantage of the proposed design which helps to optimize the time required for execution and produce an improved, cross-terms-free S/SF signal representation. The design has been verified by a field-programmable gate array (FPGA circuit design, capable of performing S/SF analysis of 2D signals in real time.

  2. Differentiating BOLD and non-BOLD signals in fMRI time series using multi-echo EPI.

    Science.gov (United States)

    Kundu, Prantik; Inati, Souheil J; Evans, Jennifer W; Luh, Wen-Ming; Bandettini, Peter A

    2012-04-15

    A central challenge in the fMRI based study of functional connectivity is distinguishing neuronally related signal fluctuations from the effects of motion, physiology, and other nuisance sources. Conventional techniques for removing nuisance effects include modeling of noise time courses based on external measurements followed by temporal filtering. These techniques have limited effectiveness. Previous studies have shown using multi-echo fMRI that neuronally related fluctuations are Blood Oxygen Level Dependent (BOLD) signals that can be characterized in terms of changes in R(2)* and initial signal intensity (S(0)) based on the analysis of echo-time (TE) dependence. We hypothesized that if TE-dependence could be used to differentiate BOLD and non-BOLD signals, non-BOLD signal could be removed to denoise data without conventional noise modeling. To test this hypothesis, whole brain multi-echo data were acquired at 3 TEs and decomposed with Independent Components Analysis (ICA) after spatially concatenating data across space and TE. Components were analyzed for the degree to which their signal changes fit models for R(2)* and S(0) change, and summary scores were developed to characterize each component as BOLD-like or not BOLD-like. These scores clearly differentiated BOLD-like "functional network" components from non BOLD-like components related to motion, pulsatility, and other nuisance effects. Using non BOLD-like component time courses as noise regressors dramatically improved seed-based correlation mapping by reducing the effects of high and low frequency non-BOLD fluctuations. A comparison with seed-based correlation mapping using conventional noise regressors demonstrated the superiority of the proposed technique for both individual and group level seed-based connectivity analysis, especially in mapping subcortical-cortical connectivity. The differentiation of BOLD and non-BOLD components based on TE-dependence was highly robust, which allowed for the

  3. 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...

  4. 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

  5. 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%.

  6. 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

  7. Source Signals Separation and Reconstruction Following Principal Component Analysis

    Directory of Open Access Journals (Sweden)

    WANG Cheng

    2014-02-01

    Full Text Available For separation and reconstruction of source signals from observed signals problem, the physical significance of blind source separation modal and independent component analysis is not very clear, and its solution is not unique. Aiming at these disadvantages, a new linear and instantaneous mixing model and a novel source signals separation reconstruction solving method from observed signals based on principal component analysis (PCA are put forward. Assumption of this new model is statistically unrelated rather than independent of source signals, which is different from the traditional blind source separation model. A one-to-one relationship between linear and instantaneous mixing matrix of new model and linear compound matrix of PCA, and a one-to-one relationship between unrelated source signals and principal components are demonstrated using the concept of linear separation matrix and unrelated of source signals. Based on this theoretical link, source signals separation and reconstruction problem is changed into PCA of observed signals then. The theoretical derivation and numerical simulation results show that, in despite of Gauss measurement noise, wave form and amplitude information of unrelated source signal can be separated and reconstructed by PCA when linear mixing matrix is column orthogonal and normalized; only wave form information of unrelated source signal can be separated and reconstructed by PCA when linear mixing matrix is column orthogonal but not normalized, unrelated source signal cannot be separated and reconstructed by PCA when mixing matrix is not column orthogonal or linear.

  8. 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.

  9. Energy-Based Wavelet De-Noising of Hydrologic Time Series

    Science.gov (United States)

    Sang, Yan-Fang; Liu, Changming; Wang, Zhonggen; Wen, Jun; Shang, Lunyu

    2014-01-01

    De-noising is a substantial issue in hydrologic time series analysis, but it is a difficult task due to the defect of methods. In this paper an energy-based wavelet de-noising method was proposed. It is to remove noise by comparing energy distribution of series with the background energy distribution, which is established from Monte-Carlo test. Differing from wavelet threshold de-noising (WTD) method with the basis of wavelet coefficient thresholding, the proposed method is based on energy distribution of series. It can distinguish noise from deterministic components in series, and uncertainty of de-noising result can be quantitatively estimated using proper confidence interval, but WTD method cannot do this. Analysis of both synthetic and observed series verified the comparable power of the proposed method and WTD, but de-noising process by the former is more easily operable. The results also indicate the influences of three key factors (wavelet choice, decomposition level choice and noise content) on wavelet de-noising. Wavelet should be carefully chosen when using the proposed method. The suitable decomposition level for wavelet de-noising should correspond to series' deterministic sub-signal which has the smallest temporal scale. If too much noise is included in a series, accurate de-noising result cannot be obtained by the proposed method or WTD, but the series would show pure random but not autocorrelation characters, so de-noising is no longer needed. PMID:25360533

  10. Applications of wavelet transforms for nuclear power plant signal analysis

    International Nuclear Information System (INIS)

    Seker, S.; Turkcan, E.; Upadhyaya, B.R.; Erbay, A.S.

    1998-01-01

    The safety of Nuclear Power Plants (NPPs) may be enhanced by the timely processing of information derived from multiple process signals from NPPs. The most widely used technique in signal analysis applications is the Fourier transform in the frequency domain to generate power spectral densities (PSD). However, the Fourier transform is global in nature and will obscure any non-stationary signal feature. Lately, a powerful technique called the Wavelet Transform, has been developed. This transform uses certain basis functions for representing the data in an effective manner, with capability for sub-band analysis and providing time-frequency localization as needed. This paper presents a brief overview of wavelets applied to the nuclear industry for signal processing and plant monitoring. The basic theory of Wavelets is also summarized. In order to illustrate the application of wavelet transforms data were acquired from the operating nuclear power plant Borssele in the Netherlands. The experimental data consist of various signals in the power plant and are selected from a stationary power operation. Their frequency characteristics and the mutual relations were investigated using MATLAB signal processing and wavelet toolbox for computing their PSDs and coherence functions by multi-resolution analysis. The results indicate that the sub-band PSD matches with the original signal PSD and enhances the estimation of coherence functions. The Wavelet analysis demonstrates the feasibility of application to stationary signals to provide better estimates in the frequency band of interest as compared to the classical FFT approach. (author)

  11. Statistical Analysis of fMRI Time-Series: A Critical Review of the GLM Approach

    Directory of Open Access Journals (Sweden)

    Martin M Monti

    2011-03-01

    Full Text Available Functional Magnetic Resonance Imaging (fMRI is one of the most widely used tools to study the neural underpinnings of human cognition. Standard analysis of fMRI data relies on a General Linear Model (GLM approach to separate stimulus induced signals from noise. Crucially, this approach relies on a number of assumptions about the data which, for inferences to be valid, must be met. The current paper reviews the GLM approach to analysis of fMRI time-series, focusing in particular on the degree to which such data abides by the assumptions of the GLM framework, and on the methods that have been developed to correct for any violation of those assumptions. Rather than biasing estimates of effect size, the major consequence of non-conformity to the assumptions is to introduce bias into estimates of the variance, thus affecting test statistics, power and false positive rates. Furthermore, this bias can have pervasive effects on both individual subject and group-level statistics, potentially yielding qualitatively different results across replications, especially after the thresholding procedures commonly used for inference-making.

  12. Evaluation of agreement between temporal series obtained from electrocardiogram and pulse wave.

    Science.gov (United States)

    Leikan, GM; Rossi, E.; Sanz, MCuadra; Delisle Rodríguez, D.; Mántaras, MC; Nicolet, J.; Zapata, D.; Lapyckyj, I.; Siri, L. Nicola; Perrone, MS

    2016-04-01

    Heart rate variability allows to study the cardiovascular autonomic nervous system modulation. Usually, this signal is obtained from the electrocardiogram (ECG). A simpler method for recording the pulse wave (PW) is by means of finger photoplethysmography (PPG), which also provides information about the duration of the cardiac cycle. In this study, the correlation and agreement between the time series of the intervals between heartbeats obtained from the ECG with those obtained from the PPG, were studied. Signals analyzed were obtained from young, healthy and resting subjects. For statistical analysis, the Pearson correlation coefficient and the Bland and Altman limits of agreement were used. Results show that the time series constructed from the PW would not replace the ones obtained from ECG.

  13. Stochastic modeling of neurobiological time series: Power, coherence, Granger causality, and separation of evoked responses from ongoing activity

    Science.gov (United States)

    Chen, Yonghong; Bressler, Steven L.; Knuth, Kevin H.; Truccolo, Wilson A.; Ding, Mingzhou

    2006-06-01

    In this article we consider the stochastic modeling of neurobiological time series from cognitive experiments. Our starting point is the variable-signal-plus-ongoing-activity model. From this model a differentially variable component analysis strategy is developed from a Bayesian perspective to estimate event-related signals on a single trial basis. After subtracting out the event-related signal from recorded single trial time series, the residual ongoing activity is treated as a piecewise stationary stochastic process and analyzed by an adaptive multivariate autoregressive modeling strategy which yields power, coherence, and Granger causality spectra. Results from applying these methods to local field potential recordings from monkeys performing cognitive tasks are presented.

  14. Analysis of signal acquisition in GPS receiver software

    Directory of Open Access Journals (Sweden)

    Vlada S. Sokolović

    2011-01-01

    Full Text Available This paper presents a critical analysis of the flow signal processing carried out in GPS receiver software, which served as a basis for a critical comparison of different signal processing architectures within the GPS receiver. It is possible to achieve Increased flexibility and reduction of GPS device commercial costs, including those of mobile devices, by using radio technology software (SDR, Software Defined Radio. The SDR application can be realized when certain hardware components in a GPS receiver are replaced. Signal processing in the SDR is implemented using a programmable DSP (Digital Signal Processing or FPGA (Field Programmable Gate Array circuit, which allows a simple change of digital signal processing algorithms and a simple change of the receiver parameters. The starting point of the research is the signal generated on the satellite the structure of which is shown in the paper. Based on the GPS signal structure, a receiver is realized with a task to extract an appropriate signal from the spectrum and detect it. Based on collected navigation data, the receiver calculates the position of the end user. The signal coming from the satellite may be at the carrier frequencies of L1 and L2. Since the SPS is used in the civil service, all the tests shown in the work were performed on the L1 signal. The signal coming to the receiver is generated in the spread spectrum technology and is situated below the level of noise. Such signals often interfere with signals from the environment which presents a difficulty for a receiver to perform proper detection and signal processing. Therefore, signal processing technology is continually being improved, aiming at more accurate and faster signal processing. All tests were carried out on a signal acquired from the satellite using the SE4110 input circuit used for filtering, amplification and signal selection. The samples of the received signal were forwarded to a computer for data post processing, i. e

  15. Evaluating Noise Sensitivity on the Time Series Determination of Lyapunov Exponents Applied to the Nonlinear Pendulum

    Directory of Open Access Journals (Sweden)

    L.F.P. Franca

    2003-01-01

    Full Text Available This contribution presents an investigation on noise sensitivity of some of the most disseminated techniques employed to estimate Lyapunov exponents from time series. Since noise contamination is unavoidable in cases of data acquisition, it is important to recognize techniques that could be employed for a correct identification of chaos. State space reconstruction and the determination of Lyapunov exponents are carried out to investigate the response of a nonlinear pendulum. Signals are generated by numerical integration of the mathematical model, selecting a single variable of the system as a time series. In order to simulate experimental data sets, a random noise is introduced in the signal. Basically, the analyses of periodic and chaotic motions are carried out. Results obtained from mathematical model are compared with the one obtained from time series analysis, evaluating noise sensitivity. This procedure allows the identification of the best techniques to be employed in the analysis of experimental data.

  16. Acceleration Signal Characteristics for Intuitional Mass Analysis of Metallic Loose Parts

    International Nuclear Information System (INIS)

    Lee, Kwang-Hyun; Jung, Chang-Gyu

    2016-01-01

    Nuclear power plants (NPPs) have operated LPMS (Loose Parts Monitoring System) for early detection of the possible presence of metallic parts in the reactor coolant system (RCS); however, analysis of the metallic impact wave characteristics in the LPMS is an important issue because information, such as the mass of the metallic part and the impact location, is not provided. Most studies have concentrated on fieldwork using the frequency characteristics for the analysis of the metallic part mass. Thus, the field engineers cannot analyze signals without special software and access to the system. This paper is intended to introduce a process of intuitional mass analysis using the attenuation rate of the acceleration signal and the intervals between peak signals. Most studies related to mass analysis of a metallic part impact signal in LPMS have used the frequency spectrum. This paper presents a method of using the acceleration signal characteristics for intuitional mass analysis of loose metallic parts. With the method proposed in this paper, because the mass of a metallic part can be understood intuitionally without any special analysis program, intuitional analysis used in parallel with frequency spectrum analysis will be in effect

  17. Acceleration Signal Characteristics for Intuitional Mass Analysis of Metallic Loose Parts

    Energy Technology Data Exchange (ETDEWEB)

    Lee, Kwang-Hyun; Jung, Chang-Gyu [KHNP CRI, Daejeon (Korea, Republic of)

    2016-10-15

    Nuclear power plants (NPPs) have operated LPMS (Loose Parts Monitoring System) for early detection of the possible presence of metallic parts in the reactor coolant system (RCS); however, analysis of the metallic impact wave characteristics in the LPMS is an important issue because information, such as the mass of the metallic part and the impact location, is not provided. Most studies have concentrated on fieldwork using the frequency characteristics for the analysis of the metallic part mass. Thus, the field engineers cannot analyze signals without special software and access to the system. This paper is intended to introduce a process of intuitional mass analysis using the attenuation rate of the acceleration signal and the intervals between peak signals. Most studies related to mass analysis of a metallic part impact signal in LPMS have used the frequency spectrum. This paper presents a method of using the acceleration signal characteristics for intuitional mass analysis of loose metallic parts. With the method proposed in this paper, because the mass of a metallic part can be understood intuitionally without any special analysis program, intuitional analysis used in parallel with frequency spectrum analysis will be in effect.

  18. 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.

  19. 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

  20. [Computers in biomedical research: I. Analysis of bioelectrical signals].

    Science.gov (United States)

    Vivaldi, E A; Maldonado, P

    2001-08-01

    A personal computer equipped with an analog-to-digital conversion card is able to input, store and display signals of biomedical interest. These signals can additionally be submitted to ad-hoc software for analysis and diagnosis. Data acquisition is based on the sampling of a signal at a given rate and amplitude resolution. The automation of signal processing conveys syntactic aspects (data transduction, conditioning and reduction); and semantic aspects (feature extraction to describe and characterize the signal and diagnostic classification). The analytical approach that is at the basis of computer programming allows for the successful resolution of apparently complex tasks. Two basic principles involved are the definition of simple fundamental functions that are then iterated and the modular subdivision of tasks. These two principles are illustrated, respectively, by presenting the algorithm that detects relevant elements for the analysis of a polysomnogram, and the task flow in systems that automate electrocardiographic reports.

  1. Multivariate time series clustering on geophysical data recorded at Mt. Etna from 1996 to 2003

    Science.gov (United States)

    Di Salvo, Roberto; Montalto, Placido; Nunnari, Giuseppe; Neri, Marco; Puglisi, Giuseppe

    2013-02-01

    Time series clustering is an important task in data analysis issues in order to extract implicit, previously unknown, and potentially useful information from a large collection of data. Finding useful similar trends in multivariate time series represents a challenge in several areas including geophysics environment research. While traditional time series analysis methods deal only with univariate time series, multivariate time series analysis is a more suitable approach in the field of research where different kinds of data are available. Moreover, the conventional time series clustering techniques do not provide desired results for geophysical datasets due to the huge amount of data whose sampling rate is different according to the nature of signal. In this paper, a novel approach concerning geophysical multivariate time series clustering is proposed using dynamic time series segmentation and Self Organizing Maps techniques. This method allows finding coupling among trends of different geophysical data recorded from monitoring networks at Mt. Etna spanning from 1996 to 2003, when the transition from summit eruptions to flank eruptions occurred. This information can be used to carry out a more careful evaluation of the state of volcano and to define potential hazard assessment at Mt. Etna.

  2. 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...

  3. Problems in Analyzing Time Series with Gaps and Their Solution with the WinABD Software Package

    Science.gov (United States)

    Desherevskii, A. V.; Zhuravlev, V. I.; Nikolsky, A. N.; Sidorin, A. Ya.

    2017-12-01

    Technologies for the analysis of time series with gaps are considered. Some algorithms of signal extraction (purification) and evaluation of its characteristics, such as rhythmic components, are discussed for series with gaps. Examples are given for the analysis of data obtained during long-term observations at the Garm geophysical test site and in other regions. The technical solutions used in the WinABD software are considered to most efficiently arrange the operation of relevant algorithms in the presence of observational defects.

  4. 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.

  5. 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.

  6. 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.

  7. An oject oriented environment for multi-channel signal analysis and understanding

    Energy Technology Data Exchange (ETDEWEB)

    Maurer, W.J.; Dowla, F.U. [Lawrence Livermore National Lab., CA (United States)

    1994-11-15

    We describe an interactive signal analysis an understanding tool for multichannel signals. The system, written entirely in the C++ language, takes full advantage of the modern workstation GUI tools and integrates traditional signal-processing methods with intelligent domain-specific tools for the exploration and analysis of semistructured problems. By semistructured problems, we mean problems that require a high degree of interactive analysis, and further, the analysis steps are highly adaptive. In other words, a finite number of rules cannot be used to obtain a good solution to the problem.

  8. A review of intelligent systems for heart sound signal analysis.

    Science.gov (United States)

    Nabih-Ali, Mohammed; El-Dahshan, El-Sayed A; Yahia, Ashraf S

    2017-10-01

    Intelligent computer-aided diagnosis (CAD) systems can enhance the diagnostic capabilities of physicians and reduce the time required for accurate diagnosis. CAD systems could provide physicians with a suggestion about the diagnostic of heart diseases. The objective of this paper is to review the recent published preprocessing, feature extraction and classification techniques and their state of the art of phonocardiogram (PCG) signal analysis. Published literature reviewed in this paper shows the potential of machine learning techniques as a design tool in PCG CAD systems and reveals that the CAD systems for PCG signal analysis are still an open problem. Related studies are compared to their datasets, feature extraction techniques and the classifiers they used. Current achievements and limitations in developing CAD systems for PCG signal analysis using machine learning techniques are presented and discussed. In the light of this review, a number of future research directions for PCG signal analysis are provided.

  9. Analyzing a stochastic time series obeying a second-order differential equation.

    Science.gov (United States)

    Lehle, B; Peinke, J

    2015-06-01

    The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second-order differential equation can be analyzed this way by employing a particular embedding approach: To obtain a Markovian process in 2N dimensions from a non-Markovian signal in N dimensions, the system is described in a phase space that is extended by the temporal derivative of the signal. For a discrete time series, however, this derivative can only be calculated by a differencing scheme, which introduces an error. If the effects of this error are not accounted for, this leads to systematic errors in the estimation of the drift and diffusion functions of the process. In this paper we will analyze these errors and we will propose an approach that correctly accounts for them. This approach allows an accurate parameter estimation and, additionally, is able to cope with weak measurement noise, which may be superimposed to a given time series.

  10. Book: Marine Bioacoustic Signal Processing and Analysis

    Science.gov (United States)

    2011-09-30

    physicists , and mathematicians . However, more and more biologists and psychologists are starting to use advanced signal processing techniques and...Book: Marine Bioacoustic Signal Processing and Analysis 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) 5d. PROJECT ...chapters than it should be, since the project must be finished by Dec. 31. I have started setting aside 2 hours of uninterrupted per workday to work

  11. Power system small signal stability analysis and control

    CERN Document Server

    Mondal, Debasish; Sengupta, Aparajita

    2014-01-01

    Power System Small Signal Stability Analysis and Control presents a detailed analysis of the problem of severe outages due to the sustained growth of small signal oscillations in modern interconnected power systems. The ever-expanding nature of power systems and the rapid upgrade to smart grid technologies call for the implementation of robust and optimal controls. Power systems that are forced to operate close to their stability limit have resulted in the use of control devices by utility companies to improve the performance of the transmission system against commonly occurring power system

  12. A large-signal dynamic simulation for the series resonant converter

    Science.gov (United States)

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

    1983-01-01

    A simple nonlinear discrete-time dynamic model for the series resonant dc-dc converter is derived using approximations appropriate to most power converters. This model is useful for the dynamic simulation of a series resonant converter using only a desktop calculator. The model is compared with a laboratory converter for a large transient event.

  13. 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

  14. Detection of anomalous signals in temporally correlated data (Invited)

    Science.gov (United States)

    Langbein, J. O.

    2010-12-01

    -noise random-number generator convolved with a filter whose spectral properties are frequency (f) independent at its highest frequencies, 1/f at the middle frequencies, and 1/f2 at the lowest frequencies. For data sets with no gaps in their time-series, construction of covariance and inverse covariance matrices is extremely efficient. Application of the above algorithm to real data potentially involves several iterations as small, tectonic signals of interest are often indistinguishable from background noise. Consequently, simply plotting the time-series of each GPS site is used to identify the largest outliers and signals independent of their cause. Any analysis of the background noise levels must factor in these other signals while the gross outliers need to be removed.

  15. Using bivariate signal analysis to characterize the epileptic focus: the benefit of surrogates.

    Science.gov (United States)

    Andrzejak, R G; Chicharro, D; Lehnertz, K; Mormann, F

    2011-04-01

    The disease epilepsy is related to hypersynchronous activity of networks of neurons. While acute epileptic seizures are the most extreme manifestation of this hypersynchronous activity, an elevated level of interdependence of neuronal dynamics is thought to persist also during the seizure-free interval. In multichannel recordings from brain areas involved in the epileptic process, this interdependence can be reflected in an increased linear cross correlation but also in signal properties of higher order. Bivariate time series analysis comprises a variety of approaches, each with different degrees of sensitivity and specificity for interdependencies reflected in lower- or higher-order properties of pairs of simultaneously recorded signals. Here we investigate which approach is best suited to detect putatively elevated interdependence levels in signals recorded from brain areas involved in the epileptic process. For this purpose, we use the linear cross correlation that is sensitive to lower-order signatures of interdependence, a nonlinear interdependence measure that integrates both lower- and higher-order properties, and a surrogate-corrected nonlinear interdependence measure that aims to specifically characterize higher-order properties. We analyze intracranial electroencephalographic recordings of the seizure-free interval from 29 patients with an epileptic focus located in the medial temporal lobe. Our results show that all three approaches detect higher levels of interdependence for signals recorded from the brain hemisphere containing the epileptic focus as compared to signals recorded from the opposite hemisphere. For the linear cross correlation, however, these differences are not significant. For the nonlinear interdependence measure, results are significant but only of moderate accuracy with regard to the discriminative power for the focal and nonfocal hemispheres. The highest significance and accuracy is obtained for the surrogate-corrected nonlinear

  16. Proceedings of the IEEE Machine Learning for Signal Processing XVII

    DEFF Research Database (Denmark)

    The seventeenth of a series of workshops sponsored by the IEEE Signal Processing Society and organized by the Machine Learning for Signal Processing Technical Committee (MLSP-TC). The field of machine learning has matured considerably in both methodology and real-world application domains and has...... become particularly important for solution of problems in signal processing. As reflected in this collection, machine learning for signal processing combines many ideas from adaptive signal/image processing, learning theory and models, and statistics in order to solve complex real-world signal processing......, and two papers from the winners of the Data Analysis Competition. The program included papers in the following areas: genomic signal processing, pattern recognition and classification, image and video processing, blind signal processing, models, learning algorithms, and applications of machine learning...

  17. 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.

  18. Spatiotemporal alignment of in utero BOLD-MRI series.

    Science.gov (United States)

    Turk, Esra Abaci; Luo, Jie; Gagoski, Borjan; Pascau, Javier; Bibbo, Carolina; Robinson, Julian N; Grant, P Ellen; Adalsteinsson, Elfar; Golland, Polina; Malpica, Norberto

    2017-08-01

    To present a method for spatiotemporal alignment of in-utero magnetic resonance imaging (MRI) time series acquired during maternal hyperoxia for enabling improved quantitative tracking of blood oxygen level-dependent (BOLD) signal changes that characterize oxygen transport through the placenta to fetal organs. The proposed pipeline for spatiotemporal alignment of images acquired with a single-shot gradient echo echo-planar imaging includes 1) signal nonuniformity correction, 2) intravolume motion correction based on nonrigid registration, 3) correction of motion and nonrigid deformations across volumes, and 4) detection of the outlier volumes to be discarded from subsequent analysis. BOLD MRI time series collected from 10 pregnant women during 3T scans were analyzed using this pipeline. To assess pipeline performance, signal fluctuations between consecutive timepoints were examined. In addition, volume overlap and distance between manual region of interest (ROI) delineations in a subset of frames and the delineations obtained through propagation of the ROIs from the reference frame were used to quantify alignment accuracy. A previously demonstrated rigid registration approach was used for comparison. The proposed pipeline improved anatomical alignment of placenta and fetal organs over the state-of-the-art rigid motion correction methods. In particular, unexpected temporal signal fluctuations during the first normoxia period were significantly decreased (P quantitative studies of placental function by improving spatiotemporal alignment across placenta and fetal organs. 1 Technical Efficacy: Stage 1 J. MAGN. RESON. IMAGING 2017;46:403-412. © 2017 International Society for Magnetic Resonance in Medicine.

  19. Methods for detection and characterization of signals in noisy data with the Hilbert-Huang transform

    International Nuclear Information System (INIS)

    Stroeer, Alexander; Cannizzo, John K.; Camp, Jordan B.; Gagarin, Nicolas

    2009-01-01

    The Hilbert-Huang transform is a novel, adaptive approach to time series analysis that does not make assumptions about the data form. Its adaptive, local character allows the decomposition of nonstationary signals with high time-frequency resolution but also renders it susceptible to degradation from noise. We show that complementing the Hilbert-Huang transform with techniques such as zero-phase filtering, kernel density estimation and Fourier analysis allows it to be used effectively to detect and characterize signals with low signal-to-noise ratios.

  20. Develop advanced nonlinear signal analysis topographical mapping system

    Science.gov (United States)

    1994-01-01

    The Space Shuttle Main Engine (SSME) has been undergoing extensive flight certification and developmental testing, which involves some 250 health monitoring measurements. Under the severe temperature, pressure, and dynamic environments sustained during operation, numerous major component failures have occurred, resulting in extensive engine hardware damage and scheduling losses. To enhance SSME safety and reliability, detailed analysis and evaluation of the measurements signal are mandatory to assess its dynamic characteristics and operational condition. Efficient and reliable signal detection techniques will reduce catastrophic system failure risks and expedite the evaluation of both flight and ground test data, and thereby reduce launch turn-around time. The basic objective of this contract are threefold: (1) develop and validate a hierarchy of innovative signal analysis techniques for nonlinear and nonstationary time-frequency analysis. Performance evaluation will be carried out through detailed analysis of extensive SSME static firing and flight data. These techniques will be incorporated into a fully automated system; (2) develop an advanced nonlinear signal analysis topographical mapping system (ATMS) to generate a Compressed SSME TOPO Data Base (CSTDB). This ATMS system will convert tremendous amount of complex vibration signals from the entire SSME test history into a bank of succinct image-like patterns while retaining all respective phase information. High compression ratio can be achieved to allow minimal storage requirement, while providing fast signature retrieval, pattern comparison, and identification capabilities; and (3) integrate the nonlinear correlation techniques into the CSTDB data base with compatible TOPO input data format. Such integrated ATMS system will provide the large test archives necessary for quick signature comparison. This study will provide timely assessment of SSME component operational status, identify probable causes of

  1. 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)""…

  2. 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.)

  3. Tidal Analysis Using Time–Frequency Signal Processing and Information Clustering

    Directory of Open Access Journals (Sweden)

    Antonio M. Lopes

    2017-07-01

    Full Text Available Geophysical time series have a complex nature that poses challenges to reaching assertive conclusions, and require advanced mathematical and computational tools to unravel embedded information. In this paper, time–frequency methods and hierarchical clustering (HC techniques are combined for processing and visualizing tidal information. In a first phase, the raw data are pre-processed for estimating missing values and obtaining dimensionless reliable time series. In a second phase, the Jensen–Shannon divergence is adopted for measuring dissimilarities between data collected at several stations. The signals are compared in the frequency and time–frequency domains, and the HC is applied to visualize hidden relationships. In a third phase, the long-range behavior of tides is studied by means of power law functions. Numerical examples demonstrate the effectiveness of the approach when dealing with a large volume of real-world data.

  4. 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

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

    Directory of Open Access Journals (Sweden)

    Mingliang Gao

    2018-02-01

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

  6. Performance Improvement of Power Analysis Attacks on AES with Encryption-Related Signals

    Science.gov (United States)

    Lee, You-Seok; Lee, Young-Jun; Han, Dong-Guk; Kim, Ho-Won; Kim, Hyoung-Nam

    A power analysis attack is a well-known side-channel attack but the efficiency of the attack is frequently degraded by the existence of power components, irrelative to the encryption included in signals used for the attack. To enhance the performance of the power analysis attack, we propose a preprocessing method based on extracting encryption-related parts from the measured power signals. Experimental results show that the attacks with the preprocessed signals detect correct keys with much fewer signals, compared to the conventional power analysis attacks.

  7. Gear wear monitoring by modulation signal bispectrum based on motor current signal analysis

    Science.gov (United States)

    Zhang, Ruiliang; Gu, Fengshou; Mansaf, Haram; Wang, Tie; Ball, Andrew D.

    2017-09-01

    Gears are important mechanical components for power transmissions. Tooth wear is one of the most common failure modes, which can present throughout a gear's lifetime. It is significant to accurately monitor gear wear progression in order to take timely predictive maintenances. Motor current signature analysis (MCSA) is an effective and non-intrusive approach which is able to monitor faults from both electrical and mechanical systems. However, little research has been reported in monitoring the gear wear and estimating its severity based on MCSA. This paper presents a novel gear wear monitoring method through a modulation signal bispectrum based motor current signal analysis (MSB-MCSA). For a steady gear transmission, it is inevitable to exist load and speed oscillations due to various errors including wears. These oscillations can induce small modulations in the current signals of the driving motor. MSB is particularly effective in characterising such small modulation signals. Based on these understandings, the monitoring process was implemented based on the current signals from a run-to-failure test of an industrial two stages helical gearbox under a moderate accelerated fatigue process. At the initial operation of the test, MSB analysis results showed that the peak values at the bifrequencies of gear rotations and the power supply can be effective monitoring features for identifying faulty gears and wear severity as they exhibit agreeable changes with gear loads. A monotonically increasing trend established by these features allows a clear indication of the gear wear progression. The dismantle inspection at 477 h of operation, made when one of the monitored features is about 123% higher than its baseline, has found that there are severe scuffing wear marks on a number of tooth surfaces on the driving gear, showing that the gear endures a gradual wear process during its long test operation. Therefore, it is affirmed that the MSB-MSCA approach proposed is reliable

  8. Social Signals, their function, and automatic analysis: A survey

    NARCIS (Netherlands)

    Vinciarelli, Alessandro; Pantic, Maja; Bourlard, Hervé; Pentland, Alex

    2008-01-01

    Social Signal Processing (SSP) aims at the analysis of social behaviour in both Human-Human and Human-Computer interactions. SSP revolves around automatic sensing and interpretation of social signals, complex aggregates of nonverbal behaviours through which individuals express their attitudes

  9. Outlier Detection in Structural Time Series Models

    DEFF Research Database (Denmark)

    Marczak, Martyna; Proietti, Tommaso

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

  10. A Quantitative Analysis of Pulsed Signals Emitted by Wild Bottlenose Dolphins.

    Directory of Open Access Journals (Sweden)

    Ana Rita Luís

    Full Text Available Common bottlenose dolphins (Tursiops truncatus, produce a wide variety of vocal emissions for communication and echolocation, of which the pulsed repertoire has been the most difficult to categorize. Packets of high repetition, broadband pulses are still largely reported under a general designation of burst-pulses, and traditional attempts to classify these emissions rely mainly in their aural characteristics and in graphical aspects of spectrograms. Here, we present a quantitative analysis of pulsed signals emitted by wild bottlenose dolphins, in the Sado estuary, Portugal (2011-2014, and test the reliability of a traditional classification approach. Acoustic parameters (minimum frequency, maximum frequency, peak frequency, duration, repetition rate and inter-click-interval were extracted from 930 pulsed signals, previously categorized using a traditional approach. Discriminant function analysis revealed a high reliability of the traditional classification approach (93.5% of pulsed signals were consistently assigned to their aurally based categories. According to the discriminant function analysis (Wilk's Λ = 0.11, F3, 2.41 = 282.75, P < 0.001, repetition rate is the feature that best enables the discrimination of different pulsed signals (structure coefficient = 0.98. Classification using hierarchical cluster analysis led to a similar categorization pattern: two main signal types with distinct magnitudes of repetition rate were clustered into five groups. The pulsed signals, here described, present significant differences in their time-frequency features, especially repetition rate (P < 0.001, inter-click-interval (P < 0.001 and duration (P < 0.001. We document the occurrence of a distinct signal type-short burst-pulses, and highlight the existence of a diverse repertoire of pulsed vocalizations emitted in graded sequences. The use of quantitative analysis of pulsed signals is essential to improve classifications and to better assess the

  11. Osseous lesions of the pelvis and long tubular bones containing both fat and fluid-like signal intensity: an analysis of 28 patients

    International Nuclear Information System (INIS)

    Chung, Christine B.; Murphey, Mark; Cho, Gina; Schweitzer, Mark; Hodler, Jeurg; Haghihi, Parvis; Resnick, Donald

    2005-01-01

    Purpose: The purpose of this study was to explore the nature of lesions in the pelvis and the long tubular bones that, with MR imaging, were found to contain both fat and fluid-like signal intensity and to correlate these findings with those of radiography, histologic analysis, and clinical and radiographic follow-up. Materials and methods: A retrospective review of the radiologic, clinical and histologic parameters of 28 patients with lesions in the pelvis and long tubular bones comprised of elements that demonstrated both fat and fluid signal intensity characteristics by MR imaging was performed. Several parameters were analyzed. Histologic analysis was available in 12 patients. Clinical and, or imaging follow-up was available in 13 patients. Results: Imaging and histologic findings suggested the presence of fat and fluid and fluid components in all lesions with which could be divided into distinct MR imaging patterns. Histologic analysis suggested the possibility of a shared pathogenesis among several different lesions. Conclusion: All lesions of the long tubular bones in our series revealing both fat and fluid-like signal intensities with MR imaging were nonaggressive on the basis of other imaging findings, follow-up assessment, histologic analysis, or combinations of the three. Histologic findings suggest a relationship among lipomas, fat necrosis and cystic infarct of bone

  12. Improving the quality of a collective signal in a consumer EEG headset.

    Directory of Open Access Journals (Sweden)

    Alejandro Morán

    Full Text Available This work focuses on the experimental data analysis of electroencephalography (EEG data, in which multiple sensors are recording oscillatory voltage time series. The EEG data analyzed in this manuscript has been acquired using a low-cost commercial headset, the Emotiv EPOC+. Our goal is to compare different techniques for the optimal estimation of collective rhythms from EEG data. To this end, a traditional method such as the principal component analysis (PCA is compared to more recent approaches to extract a collective rhythm from phase-synchronized data. Here, we extend the work by Schwabedal and Kantz (PRL 116, 104101 (2016 evaluating the performance of the Kosambi-Hilbert torsion (KHT method to extract a collective rhythm from multivariate oscillatory time series and compare it to results obtained from PCA. The KHT method takes advantage of the singular value decomposition algorithm and accounts for possible phase lags among different time series and allows to focus the analysis on a specific spectral band, optimally amplifying the signal-to-noise ratio of a common rhythm. We evaluate the performance of these methods for two particular sets of data: EEG data recorded with closed eyes and EEG data recorded while observing a screen flickering at 15 Hz. We found an improvement in the signal-to-noise ratio of the collective signal for the KHT over the PCA, particularly when random temporal shifts are added to the channels.

  13. 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

  14. 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.

  15. Quality Control Procedure Based on Partitioning of NMR Time Series

    Directory of Open Access Journals (Sweden)

    Michał Staniszewski

    2018-03-01

    Full Text Available The quality of the magnetic resonance spectroscopy (MRS depends on the stability of magnetic resonance (MR system performance and optimal hardware functioning, which ensure adequate levels of signal-to-noise ratios (SNR as well as good spectral resolution and minimal artifacts in the spectral data. MRS quality control (QC protocols and methodologies are based on phantom measurements that are repeated regularly. In this work, a signal partitioning algorithm based on a dynamic programming (DP method for QC assessment of the spectral data is described. The proposed algorithm allows detection of the change points—the abrupt variations in the time series data. The proposed QC method was tested using the simulated and real phantom data. Simulated data were randomly generated time series distorted by white noise. The real data were taken from the phantom quality control studies of the MRS scanner collected for four and a half years and analyzed by LCModel software. Along with the proposed algorithm, performance of various literature methods was evaluated for the predefined number of change points based on the error values calculated by subtracting the mean values calculated for the periods between the change-points from the original data points. The time series were checked using external software, a set of external methods and the proposed tool, and the obtained results were comparable. The application of dynamic programming in the analysis of the phantom MRS data is a novel approach to QC. The obtained results confirm that the presented change-point-detection tool can be used either for independent analysis of MRS time series (or any other or as a part of quality control.

  16. Frames and operator theory in analysis and signal processing

    CERN Document Server

    Larson, David R; Nashed, Zuhair; Nguyen, Minh Chuong; Papadakis, Manos

    2008-01-01

    This volume contains articles based on talks presented at the Special Session Frames and Operator Theory in Analysis and Signal Processing, held in San Antonio, Texas, in January of 2006. Recently, the field of frames has undergone tremendous advancement. Most of the work in this field is focused on the design and construction of more versatile frames and frames tailored towards specific applications, e.g., finite dimensional uniform frames for cellular communication. In addition, frames are now becoming a hot topic in mathematical research as a part of many engineering applications, e.g., matching pursuits and greedy algorithms for image and signal processing. Topics covered in this book include: Application of several branches of analysis (e.g., PDEs; Fourier, wavelet, and harmonic analysis; transform techniques; data representations) to industrial and engineering problems, specifically image and signal processing. Theoretical and applied aspects of frames and wavelets. Pure aspects of operator theory empha...

  17. Novel Signal Noise Reduction Method through Cluster Analysis, Applied to Photoplethysmography.

    Science.gov (United States)

    Waugh, William; Allen, John; Wightman, James; Sims, Andrew J; Beale, Thomas A W

    2018-01-01

    Physiological signals can often become contaminated by noise from a variety of origins. In this paper, an algorithm is described for the reduction of sporadic noise from a continuous periodic signal. The design can be used where a sample of a periodic signal is required, for example, when an average pulse is needed for pulse wave analysis and characterization. The algorithm is based on cluster analysis for selecting similar repetitions or pulses from a periodic single. This method selects individual pulses without noise, returns a clean pulse signal, and terminates when a sufficiently clean and representative signal is received. The algorithm is designed to be sufficiently compact to be implemented on a microcontroller embedded within a medical device. It has been validated through the removal of noise from an exemplar photoplethysmography (PPG) signal, showing increasing benefit as the noise contamination of the signal increases. The algorithm design is generalised to be applicable for a wide range of physiological (physical) signals.

  18. Sensor signal analysis by neural networks for surveillance in nuclear reactors

    International Nuclear Information System (INIS)

    Keyvan, S.; Rabelo, L.C.

    1992-01-01

    The application of neural networks as a tool for reactor diagnostics is examined here. Reactor pump signals utilized in a wear-out monitoring system developed for early detection of the degradation of a pump shaft are analyzed as a semi-benchmark test to study the feasibility of neural networks for monitoring and surveillance in nuclear reactors. The Adaptive Resonance Theory (ART 2 and ART 2-A) paradigm of neural networks is applied in this study. The signals are collected signals as well as generated signals simulating the wear progress. The wear-out monitoring system applies noise analysis techniques, and is capable of distinguishing these signals apart and providing a measure of the progress of the degradation. This paper presents the results of the analysis of these data, and provides an evaluation on the performance of ART 2-A and ART 2 for reactor signal analysis. The selection of ART 2 is due to its desired design principles such as unsupervised learning, stability-plasticity, search-direct access, and the match-reset tradeoffs

  19. Model for the respiratory modulation of the heart beat-to-beat time interval series

    Science.gov (United States)

    Capurro, Alberto; Diambra, Luis; Malta, C. P.

    2005-09-01

    In this study we present a model for the respiratory modulation of the heart beat-to-beat interval series. The model consists of a set of differential equations used to simulate the membrane potential of a single rabbit sinoatrial node cell, excited with a periodic input signal with added correlated noise. This signal, which simulates the input from the autonomous nervous system to the sinoatrial node, was included in the pacemaker equations as a modulation of the iNaK current pump and the potassium current iK. We focus at modeling the heart beat-to-beat time interval series from normal subjects during meditation of the Kundalini Yoga and Chi techniques. The analysis of the experimental data indicates that while the embedding of pre-meditation and control cases have a roughly circular shape, it acquires a polygonal shape during meditation, triangular for the Kundalini Yoga data and quadrangular in the case of Chi data. The model was used to assess the waveshape of the respiratory signals needed to reproduce the trajectory of the experimental data in the phase space. The embedding of the Chi data could be reproduced using a periodic signal obtained by smoothing a square wave. In the case of Kundalini Yoga data, the embedding was reproduced with a periodic signal obtained by smoothing a triangular wave having a rising branch of longer duration than the decreasing branch. Our study provides an estimation of the respiratory signal using only the heart beat-to-beat time interval series.

  20. 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 ...

  1. 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

  2. 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.

  3. A signal processing analysis of Purkinje cells in vitro

    Directory of Open Access Journals (Sweden)

    Ze'ev R Abrams

    2010-05-01

    Full Text Available Cerebellar Purkinje cells in vitro fire recurrent sequences of Sodium and Calcium spikes. Here, we analyze the Purkinje cell using harmonic analysis, and our experiments reveal that its output signal is comprised of three distinct frequency bands, which are combined using Amplitude and Frequency Modulation (AM/FM. We find that the three characteristic frequencies - Sodium, Calcium and Switching – occur in various combinations in all waveforms observed using whole-cell current clamp recordings. We found that the Calcium frequency can display a frequency doubling of its frequency mode, and the Switching frequency can act as a possible generator of pauses that are typically seen in Purkinje output recordings. Using a reversibly photo-switchable kainate receptor agonist, we demonstrate the external modulation of the Calcium and Switching frequencies. These experiments and Fourier analysis suggest that the Purkinje cell can be understood as a harmonic signal oscillator, enabling a higher level of interpretation of Purkinje signaling based on modern signal processing techniques.

  4. 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)

  5. 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.

  6. 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.

  7. Time Series Analysis of Wheat flour Price Shocks in Pakistan: A Case Analysis

    OpenAIRE

    Asad Raza Abdi; Ali Hassan Halepoto; Aisha Bashir Shah; Faiz M. Shaikh

    2013-01-01

    The current research investigates the wheat flour Price Shocks in Pakistan: A case analysis. Data was collected by using secondary sources by using Time series Analysis, and data were analyzed by using SPSS-20 version. It was revealed that the price of wheat flour increases from last four decades, and trend of price shocks shows that due to certain market variation and supply and demand shocks also play a positive relationship in price shocks in the wheat prices. It was further revealed th...

  8. Time series clustering analysis of health-promoting behavior

    Science.gov (United States)

    Yang, Chi-Ta; Hung, Yu-Shiang; Deng, Guang-Feng

    2013-10-01

    Health promotion must be emphasized to achieve the World Health Organization goal of health for all. Since the global population is aging rapidly, ComCare elder health-promoting service was developed by the Taiwan Institute for Information Industry in 2011. Based on the Pender health promotion model, ComCare service offers five categories of health-promoting functions to address the everyday needs of seniors: nutrition management, social support, exercise management, health responsibility, stress management. To assess the overall ComCare service and to improve understanding of the health-promoting behavior of elders, this study analyzed health-promoting behavioral data automatically collected by the ComCare monitoring system. In the 30638 session records collected for 249 elders from January, 2012 to March, 2013, behavior patterns were identified by fuzzy c-mean time series clustering algorithm combined with autocorrelation-based representation schemes. The analysis showed that time series data for elder health-promoting behavior can be classified into four different clusters. Each type reveals different health-promoting needs, frequencies, function numbers and behaviors. The data analysis result can assist policymakers, health-care providers, and experts in medicine, public health, nursing and psychology and has been provided to Taiwan National Health Insurance Administration to assess the elder health-promoting behavior.

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

    International Nuclear Information System (INIS)

    Flores, R.A.

    2007-01-01

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

  10. Time-Frequency Analysis of Signals Generated by Rotating Machines

    Directory of Open Access Journals (Sweden)

    R. Zetik

    1999-06-01

    Full Text Available This contribution is devoted to the higher order time-frequency analyses of signals. Firstly, time-frequency representations of higher order (TFRHO are defined. Then L-Wigner distribution (LWD is given as a special case of TFRHO. Basic properties of LWD are illustrated based on the analysis of mono-component and multi-component synthetic signals and acoustical signals generated by rotating machine. The obtained results confirm usefulness of LWD application for the purpose of rotating machine condition monitoring.

  11. 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

  12. Postprocessing algorithm for automated analysis of pelvic intraoperative neuromonitoring signals

    Directory of Open Access Journals (Sweden)

    Wegner Celine

    2016-09-01

    Full Text Available Two dimensional pelvic intraoperative neuromonitoring (pIONM® is based on electric stimulation of autonomic nerves under observation of electromyography of internal anal sphincter (IAS and manometry of urinary bladder. The method provides nerve identification and verification of its’ functional integrity. Currently pIONM® is gaining increased attention in times where preservation of function is becoming more and more important. Ongoing technical and methodological developments in experimental and clinical settings require further analysis of the obtained signals. This work describes a postprocessing algorithm for pIONM® signals, developed for automated analysis of huge amount of recorded data. The analysis routine includes a graphical representation of the recorded signals in the time and frequency domain, as well as a quantitative evaluation by means of features calculated from the time and frequency domain. The produced plots are summarized automatically in a PowerPoint presentation. The calculated features are filled into a standardized Excel-sheet, ready for statistical analysis.

  13. 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...

  14. Multiband Prediction Model for Financial Time Series with Multivariate Empirical Mode Decomposition

    Directory of Open Access Journals (Sweden)

    Md. Rabiul Islam

    2012-01-01

    Full Text Available This paper presents a subband approach to financial time series prediction. Multivariate empirical mode decomposition (MEMD is employed here for multiband representation of multichannel financial time series together. Autoregressive moving average (ARMA model is used in prediction of individual subband of any time series data. Then all the predicted subband signals are summed up to obtain the overall prediction. The ARMA model works better for stationary signal. With multiband representation, each subband becomes a band-limited (narrow band signal and hence better prediction is achieved. The performance of the proposed MEMD-ARMA model is compared with classical EMD, discrete wavelet transform (DWT, and with full band ARMA model in terms of signal-to-noise ratio (SNR and mean square error (MSE between the original and predicted time series. The simulation results show that the MEMD-ARMA-based method performs better than the other methods.

  15. Signal correlations in biomass combustion. An information theoretic analysis

    Energy Technology Data Exchange (ETDEWEB)

    Ruusunen, M.

    2013-09-01

    Increasing environmental and economic awareness are driving the development of combustion technologies to efficient biomass use and clean burning. To accomplish these goals, quantitative information about combustion variables is needed. However, for small-scale combustion units the existing monitoring methods are often expensive or complex. This study aimed to quantify correlations between flue gas temperatures and combustion variables, namely typical emission components, heat output, and efficiency. For this, data acquired from four small-scale combustion units and a large circulating fluidised bed boiler was studied. The fuel range varied from wood logs, wood chips, and wood pellets to biomass residue. Original signals and a defined set of their mathematical transformations were applied to data analysis. In order to evaluate the strength of the correlations, a multivariate distance measure based on information theory was derived. The analysis further assessed time-varying signal correlations and relative time delays. Ranking of the analysis results was based on the distance measure. The uniformity of the correlations in the different data sets was studied by comparing the 10-quantiles of the measured signal. The method was validated with two benchmark data sets. The flue gas temperatures and the combustion variables measured carried similar information. The strongest correlations were mainly linear with the transformed signal combinations and explicable by the combustion theory. Remarkably, the results showed uniformity of the correlations across the data sets with several signal transformations. This was also indicated by simulations using a linear model with constant structure to monitor carbon dioxide in flue gas. Acceptable performance was observed according to three validation criteria used to quantify modelling error in each data set. In general, the findings demonstrate that the presented signal transformations enable real-time approximation of the studied

  16. 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

  17. 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.

  18. 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.

  19. The speech signal segmentation algorithm using pitch synchronous analysis

    Directory of Open Access Journals (Sweden)

    Amirgaliyev Yedilkhan

    2017-03-01

    Full Text Available Parameterization of the speech signal using the algorithms of analysis synchronized with the pitch frequency is discussed. Speech parameterization is performed by the average number of zero transitions function and the signal energy function. Parameterization results are used to segment the speech signal and to isolate the segments with stable spectral characteristics. Segmentation results can be used to generate a digital voice pattern of a person or be applied in the automatic speech recognition. Stages needed for continuous speech segmentation are described.

  20. 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

  1. 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.

  2. 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...

  3. 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),…

  4. siGnum: graphical user interface for EMG signal analysis.

    Science.gov (United States)

    Kaur, Manvinder; Mathur, Shilpi; Bhatia, Dinesh; Verma, Suresh

    2015-01-01

    Electromyography (EMG) signals that represent the electrical activity of muscles can be used for various clinical and biomedical applications. These are complicated and highly varying signals that are dependent on anatomical location and physiological properties of the muscles. EMG signals acquired from the muscles require advanced methods for detection, decomposition and processing. This paper proposes a novel Graphical User Interface (GUI) siGnum developed in MATLAB that will apply efficient and effective techniques on processing of the raw EMG signals and decompose it in a simpler manner. It could be used independent of MATLAB software by employing a deploy tool. This would enable researcher's to gain good understanding of EMG signal and its analysis procedures that can be utilized for more powerful, flexible and efficient applications in near future.

  5. Response Analysis on Electrical Pulses under Severe Nuclear Accident Temperature Conditions Using an Abnormal Signal Simulation Analysis Module

    Directory of Open Access Journals (Sweden)

    Kil-Mo Koo

    2012-01-01

    Full Text Available Unlike design basis accidents, some inherent uncertainties of the reliability of instrumentations are expected while subjected to harsh environments (e.g., high temperature and pressure, high humidity, and high radioactivity occurring in severe nuclear accident conditions. Even under such conditions, an electrical signal should be within its expected range so that some mitigating actions can be taken based on the signal in the control room. For example, an industrial process control standard requires that the normal signal level for pressure, flow, and resistance temperature detector sensors be in the range of 4~20 mA for most instruments. Whereas, in the case that an abnormal signal is expected from an instrument, such a signal should be refined through a signal validation process so that the refined signal could be available in the control room. For some abnormal signals expected under severe accident conditions, to date, diagnostics and response analysis have been evaluated with an equivalent circuit model of real instruments, which is regarded as the best method. The main objective of this paper is to introduce a program designed to implement a diagnostic and response analysis for equivalent circuit modeling. The program links signal analysis tool code to abnormal signal simulation engine code not only as a one body order system, but also as a part of functions of a PC-based ASSA (abnormal signal simulation analysis module developed to obtain a varying range of the R-C circuit elements in high temperature conditions. As a result, a special function for abnormal pulse signal patterns can be obtained through the program, which in turn makes it possible to analyze the abnormal output pulse signals through a response characteristic of a 4~20 mA circuit model and a range of the elements changing with temperature under an accident condition.

  6. Dividing traffic cluster into parts by signal control

    Science.gov (United States)

    Nagatani, Takashi

    2018-02-01

    When a cluster of vehicles with various speeds moves through the series of signals, the cluster breaks down by stopping at signals and results in smaller groups of vehicles. We present the nonlinear-map model of the motion of vehicles controlled by the signals. We study the breakup of a cluster of vehicles through the series of signals. The cluster of vehicles is divided into various groups by controlling the cycle time of signals. The vehicles within each group move with the same mean velocity. The breakup of the traffic cluster depends highly on the signal control. The dependence of dividing on both cycle time and vehicular speed is clarified. Also, we investigate the effect of the irregular interval between signals on dividing.

  7. Applications of Some Classes of Sequences on Approximation of Functions (Signals by Almost Generalized Nörlund Means of Their Fourier Series

    Directory of Open Access Journals (Sweden)

    Xhevat Z. Krasniqi

    2015-11-01

    Full Text Available In this paper, using rest bounded variation sequences and head bounded variation sequences, some new results on approximation of functions (signals by almost generalized Nörlund means of their Fourier series are obtained. To our best knowledge this the first time to use such classes of sequences on approximations of the type treated in this paper. In addition, several corollaries are derived from our results as well as those obtained previously by others.

  8. 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.

  9. Optimization of the Excitation signal for a novel piezoelectric micro-jet

    Directory of Open Access Journals (Sweden)

    Li Kai

    2016-01-01

    Full Text Available Fourier series expansions of different excitation signals for a novel piezoelectric micro-jet is deducted in this paper. By comparison and analysis of the Fourier series expansions, we find that the motivational effect of square wave is preferable than the sine wave which is better than triangle wave. And by analysing the Fourier series expansion of trapezoidal wave, it indicates that the ratio of the waveform parameters to the period should be studied rather than the numerical value of the parameters for improving the injection performance. The numerical simulations and experiments are carried out, and the results are consistent with theoretical calculations.

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

    Directory of Open Access Journals (Sweden)

    Oldroyd Giles ED

    2011-06-01

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

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

    Science.gov (United States)

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

    2011-06-24

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

  12. Time-series clustering of gene expression in irradiated and bystander fibroblasts: an application of FBPA clustering

    Directory of Open Access Journals (Sweden)

    Markatou Marianthi

    2011-01-01

    Full Text Available Abstract Background The radiation bystander effect is an important component of the overall biological response of tissues and organisms to ionizing radiation, but the signaling mechanisms between irradiated and non-irradiated bystander cells are not fully understood. In this study, we measured a time-series of gene expression after α-particle irradiation and applied the Feature Based Partitioning around medoids Algorithm (FBPA, a new clustering method suitable for sparse time series, to identify signaling modules that act in concert in the response to direct irradiation and bystander signaling. We compared our results with those of an alternate clustering method, Short Time series Expression Miner (STEM. Results While computational evaluations of both clustering results were similar, FBPA provided more biological insight. After irradiation, gene clusters were enriched for signal transduction, cell cycle/cell death and inflammation/immunity processes; but only FBPA separated clusters by function. In bystanders, gene clusters were enriched for cell communication/motility, signal transduction and inflammation processes; but biological functions did not separate as clearly with either clustering method as they did in irradiated samples. Network analysis confirmed p53 and NF-κB transcription factor-regulated gene clusters in irradiated and bystander cells and suggested novel regulators, such as KDM5B/JARID1B (lysine (K-specific demethylase 5B and HDACs (histone deacetylases, which could epigenetically coordinate gene expression after irradiation. Conclusions In this study, we have shown that a new time series clustering method, FBPA, can provide new leads to the mechanisms regulating the dynamic cellular response to radiation. The findings implicate epigenetic control of gene expression in addition to transcription factor networks.

  13. 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.

  14. 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-...

  15. 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

  16. 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

  17. 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].

  18. Characterization of echoes: A Dyson-series representation of individual pulses

    Science.gov (United States)

    Correia, Miguel R.; Cardoso, Vitor

    2018-04-01

    The ability to detect and scrutinize gravitational waves from the merger and coalescence of compact binaries opens up the possibility to perform tests of fundamental physics. One such test concerns the dark nature of compact objects: are they really black holes? It was recently pointed out that the absence of horizons—while keeping the external geometry very close to that of General Relativity—would manifest itself in a series of echoes in gravitational wave signals. The observation of echoes by LIGO/Virgo or upcoming facilities would likely inform us on quantum gravity effects or unseen types of matter. Detection of such signals is in principle feasible with relatively simple tools but would benefit enormously from accurate templates. Here we analytically individualize each echo waveform and show that it can be written as a Dyson series, for arbitrary effective potential and boundary conditions. We further apply the formalism to explicitly determine the echoes of a simple toy model: the Dirac delta potential. Our results allow to read off a few known features of echoes and may find application in the modeling for data analysis.

  19. SURFACE ELECTROMYOGRAPHY IN BIOMECHANICS: APPLICATIONS AND SIGNAL ANALYSIS ASPECTS

    Directory of Open Access Journals (Sweden)

    DEAK GRAłIELA-FLAVIA

    2009-12-01

    Full Text Available Surface electromyography (SEMG is a technique for detecting and recording the electrical activity of the muscles using surface electrodes. The EMG signal is used in biomechanics mainly as an indicator of the initiation of muscle activation, as an indicator of the force produced by a contracting muscle, and as an index ofthe fatigue occurring within a muscle. EMG, used as a method of investigation, can tell us if the muscle is active or not, if the muscle is more or less active, when it is on or off, how much active is it, and finally, if it fatigues.The purpose of this article is to discuss some specific EMG signal analysis aspects with emphasis on comparison type analysis and frequency fatigue analysis.

  20. 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

  1. The Signal and Noise Analysis of Direct Conversion EHM Transceivers

    Directory of Open Access Journals (Sweden)

    Shayegh

    2006-01-01

    Full Text Available A direct conversion modulator-demodulator with even harmonic mixers with emphasis on noise analysis is presented. The circuits consist of even harmonic mixers (EHMs realized with antiparallel diode pairs (APDPs. We evaluate the different levels of I/Q imbalances and DC offsets and use signal space concepts to analyze the bit error rate (BER of the proposed transceiver using M-ary QAM schemes. Moreover, the simultaneous analysis of the signal and noise has been presented.

  2. Resonance detection of EEG signals using two-layer wavelet analysis

    International Nuclear Information System (INIS)

    Abdallah, H. M; Odeh, F.S.

    2000-01-01

    This paper presents the hybrid quadrature mirror filter (HQMF) algorithm applied to the electroencephalogram (EEG) signal during mental activity. The information contents of this signal, i.e., its medical diagnosis, lie in its power spectral density (PSD). The HQMF algorithm is a modified technique that is based on the shape and the details of the signal. If applied efficiently, the HQMF algorithm will produce much better results than conventional wavelet methods in detecting (diagnosing) the information of the EEG signal from its PSD. This technique is applicable not only to EEG signals, but is highly recommended to compression analysis and de noising techniques. (authors). 16 refs., 9 figs

  3. Ripple gate drive circuit for fast operation of series connected IGBTs

    Science.gov (United States)

    Rockot, Joseph H.; Murray, Thomas W.; Bass, Kevin C.

    2005-09-20

    A ripple gate drive circuit includes a plurality of transistors having their power terminals connected in series across an electrical potential. A plurality of control circuits, each associated with one of the transistors, is provided. Each control circuit is responsive to a control signal and an optical signal received from at least one other control circuit for controlling the conduction of electrical current through the power terminals of the associated transistor. The control circuits are responsive to a first state of the control circuit for causing each transistor in series to turn on sequentially and responsive to a second state of the control signal for causing each transistor in series to turn off sequentially.

  4. 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.

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

    Science.gov (United States)

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

    2017-12-01

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

  6. Cellular signaling identifiability analysis: a case study.

    Science.gov (United States)

    Roper, Ryan T; Pia Saccomani, Maria; Vicini, Paolo

    2010-05-21

    Two primary purposes for mathematical modeling in cell biology are (1) simulation for making predictions of experimental outcomes and (2) parameter estimation for drawing inferences from experimental data about unobserved aspects of biological systems. While the former purpose has become common in the biological sciences, the latter is less common, particularly when studying cellular and subcellular phenomena such as signaling-the focus of the current study. Data are difficult to obtain at this level. Therefore, even models of only modest complexity can contain parameters for which the available data are insufficient for estimation. In the present study, we use a set of published cellular signaling models to address issues related to global parameter identifiability. That is, we address the following question: assuming known time courses for some model variables, which parameters is it theoretically impossible to estimate, even with continuous, noise-free data? Following an introduction to this problem and its relevance, we perform a full identifiability analysis on a set of cellular signaling models using DAISY (Differential Algebra for the Identifiability of SYstems). We use our analysis to bring to light important issues related to parameter identifiability in ordinary differential equation (ODE) models. We contend that this is, as of yet, an under-appreciated issue in biological modeling and, more particularly, cell biology. Copyright (c) 2010 Elsevier Ltd. All rights reserved.

  7. 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.

  8. Analysis of Magnetic Resonance Image Signal Fluctuations Acquired During MR-Guided Radiotherapy.

    Science.gov (United States)

    Breto, Adrian L; Padgett, Kyle R; Ford, John C; Kwon, Deukwoo; Chang, Channing; Fuss, Martin; Stoyanova, Radka; Mellon, Eric A

    2018-03-28

    Magnetic resonance-guided radiotherapy (MRgRT) is a new and evolving treatment modality that allows unprecedented visualization of the tumor and surrounding anatomy. MRgRT includes daily 3D magnetic resonance imaging (MRI) for setup and rapidly repeated near real-time MRI scans during treatment for target tracking. One of the more exciting potential benefits of MRgRT is the ability to analyze serial MRIs to monitor treatment response or predict outcomes. A typical radiation treatment (RT) over the span of 10-15 minutes on the MRIdian system (ViewRay, Cleveland, OH) yields thousands of "cine" images, each acquired in 250 ms. This unique data allows for a glimpse in image intensity changes during RT delivery. In this report, we analyze cine images from a single fraction RT of a glioblastoma patient on the ViewRay platform in order to characterize the dynamic signal changes occurring during RT therapy. The individual frames in the cines were saved into DICOM format and read into an MIM image analysis platform (MIM Software, Cleveland, OH) as a time series. The three possible states of the three Cobalt-60 radiation sources-OFF, READY, and ON-were also recorded. An in-house Java plugin for MIM was created in order to perform principal component analysis (PCA) on each of the datasets. The analysis resulted in first PC, related to monotonous signal increase over the course of the treatment fraction. We found several distortion patterns in the data that we postulate result from the perturbation of the magnetic field due to the moving metal parts in the platform while treatment was being administered. The largest variations were detected when all Cobalt-60 sources were OFF. During this phase of the treatment, the gantry and multi-leaf collimators (MLCs) are moving. Conversely, when all Cobalt-60 sources were in the ON position, the image signal fluctuations were minimal, relating to very little mechanical motion. At this phase, the gantry, the MLCs, and sources are fixed

  9. Introduction to applied statistical signal analysis guide to biomedical and electrical engineering applications

    CERN Document Server

    Shiavi, Richard

    2007-01-01

    Introduction to Applied Statistical Signal Analysis is designed for the experienced individual with a basic background in mathematics, science, and computer. With this predisposed knowledge, the reader will coast through the practical introduction and move on to signal analysis techniques, commonly used in a broad range of engineering areas such as biomedical engineering, communications, geophysics, and speech.Introduction to Applied Statistical Signal Analysis intertwines theory and implementation with practical examples and exercises. Topics presented in detail include: mathematical

  10. Reliability of temperature signal in various climate indicators from northern Europe.

    Directory of Open Access Journals (Sweden)

    Pertti Hari

    Full Text Available We collected relevant observational and measured annual-resolution time series dealing with climate in northern Europe, focusing in Finland. We analysed these series for the reliability of their temperature signal at annual and seasonal resolutions. Importantly, we analysed all of the indicators within the same statistical framework, which allows for their meaningful comparison. In this framework, we employed a cross-validation procedure designed to reduce the adverse effects of estimation bias that may inflate the reliability of various temperature indicators, especially when several indicators are used in a multiple regression model. In our data sets, timing of phenological observations and ice break-up were connected with spring, tree ring characteristics (width, density, carbon isotopic composition with summer and ice formation with autumn temperatures. Baltic Sea ice extent and the duration of ice cover in different watercourses were good indicators of winter temperatures. Using combinations of various temperature indicator series resulted in reliable temperature signals for each of the four seasons, as well as a reliable annual temperature signal. The results hence demonstrated that we can obtain reliable temperature information over different seasons, using a careful selection of indicators, combining the results with regression analysis, and by determining the reliability of the obtained indicator.

  11. Refined multiscale fuzzy entropy based on standard deviation for biomedical signal analysis.

    Science.gov (United States)

    Azami, Hamed; Fernández, Alberto; Escudero, Javier

    2017-11-01

    Multiscale entropy (MSE) has been a prevalent algorithm to quantify the complexity of biomedical time series. Recent developments in the field have tried to alleviate the problem of undefined MSE values for short signals. Moreover, there has been a recent interest in using other statistical moments than the mean, i.e., variance, in the coarse-graining step of the MSE. Building on these trends, here we introduce the so-called refined composite multiscale fuzzy entropy based on the standard deviation (RCMFE σ ) and mean (RCMFE μ ) to quantify the dynamical properties of spread and mean, respectively, over multiple time scales. We demonstrate the dependency of the RCMFE σ and RCMFE μ , in comparison with other multiscale approaches, on several straightforward signal processing concepts using a set of synthetic signals. The results evidenced that the RCMFE σ and RCMFE μ values are more stable and reliable than the classical multiscale entropy ones. We also inspect the ability of using the standard deviation as well as the mean in the coarse-graining process using magnetoencephalograms in Alzheimer's disease and publicly available electroencephalograms recorded from focal and non-focal areas in epilepsy. Our results indicated that when the RCMFE μ cannot distinguish different types of dynamics of a particular time series at some scale factors, the RCMFE σ may do so, and vice versa. The results showed that RCMFE σ -based features lead to higher classification accuracies in comparison with the RCMFE μ -based ones. We also made freely available all the Matlab codes used in this study at http://dx.doi.org/10.7488/ds/1477 .

  12. 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.

  13. Hybrid soft computing systems for electromyographic signals analysis: a review.

    Science.gov (United States)

    Xie, Hong-Bo; Guo, Tianruo; Bai, Siwei; Dokos, Socrates

    2014-02-03

    Electromyographic (EMG) is a bio-signal collected on human skeletal muscle. Analysis of EMG signals has been widely used to detect human movement intent, control various human-machine interfaces, diagnose neuromuscular diseases, and model neuromusculoskeletal system. With the advances of artificial intelligence and soft computing, many sophisticated techniques have been proposed for such purpose. Hybrid soft computing system (HSCS), the integration of these different techniques, aims to further improve the effectiveness, efficiency, and accuracy of EMG analysis. This paper reviews and compares key combinations of neural network, support vector machine, fuzzy logic, evolutionary computing, and swarm intelligence for EMG analysis. Our suggestions on the possible future development of HSCS in EMG analysis are also given in terms of basic soft computing techniques, further combination of these techniques, and their other applications in EMG analysis.

  14. Automated Feature Design for Time Series Classification by Genetic Programming

    OpenAIRE

    Harvey, Dustin Yewell

    2014-01-01

    Time series classification (TSC) methods discover and exploit patterns in time series and other one-dimensional signals. Although many accurate, robust classifiers exist for multivariate feature sets, general approaches are needed to extend machine learning techniques to make use of signal inputs. Numerous applications of TSC can be found in structural engineering, especially in the areas of structural health monitoring and non-destructive evaluation. Additionally, the fields of process contr...

  15. Correlation analysis of respiratory signals by using parallel coordinate plots.

    Science.gov (United States)

    Saatci, Esra

    2018-01-01

    The understanding of the bonds and the relationships between the respiratory signals, i.e. the airflow, the mouth pressure, the relative temperature and the relative humidity during breathing may provide the improvement on the measurement methods of respiratory mechanics and sensor designs or the exploration of the several possible applications in the analysis of respiratory disorders. Therefore, the main objective of this study was to propose a new combination of methods in order to determine the relationship between respiratory signals as a multidimensional data. In order to reveal the coupling between the processes two very different methods were used: the well-known statistical correlation analysis (i.e. Pearson's correlation and cross-correlation coefficient) and parallel coordinate plots (PCPs). Curve bundling with the number intersections for the correlation analysis, Least Mean Square Time Delay Estimator (LMS-TDE) for the point delay detection and visual metrics for the recognition of the visual structures were proposed and utilized in PCP. The number of intersections was increased when the correlation coefficient changed from high positive to high negative correlation between the respiratory signals, especially if whole breath was processed. LMS-TDE coefficients plotted in PCP indicated well-matched point delay results to the findings in the correlation analysis. Visual inspection of PCB by visual metrics showed range, dispersions, entropy comparisons and linear and sinusoidal-like relationships between the respiratory signals. It is demonstrated that the basic correlation analysis together with the parallel coordinate plots perceptually motivates the visual metrics in the display and thus can be considered as an aid to the user analysis by providing meaningful views of the data. Copyright © 2017 Elsevier B.V. All rights reserved.

  16. 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.

  17. 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)

  18. BRITS: Bidirectional Recurrent Imputation for Time Series

    OpenAIRE

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

    2018-01-01

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

  19. 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.

  20. Analysis and modelization of short-duration windows of seismic signals

    International Nuclear Information System (INIS)

    Berriani, B.; Lacoume, J.L.; Martin, N.; Cliet, C.; Dubesset, M.

    1987-01-01

    The spectral analysis of a seismic arrival is of a great interest, but unfortunately the common Fourier analysis is unserviceable on short-time windows. So, in order to obtain the spectral characteristics of the dominant components of a seismic signal on a short-time interval, the authors study parametric methods. At first, the autoregressive methods are able to localize a small number of non-stationary pure frequencies. But the amplitude determination is impossible with these methods. So, they develop a combination of AR and Capon's methods. In the Capon's method, the amplitude is conserved for a given frequency, at the very time when the contribution of the other frequencies is minimized. Finally, to characterize completely the different pure-frequency dominant components of the signal and to be able to reconstruct the signal and to be able to reconstruct the signal with these elements, the authors need also the phase and the attenuation; for that, they use the Prony's method where the signal is represented by a sum of damped sinusoids. This last method is used to modelize an offset VSP. It is shown that, using four frequencies and their attributes (amplitude, phase, attenuation), it is possible to modelize quasi-exactly the section. When reconstructing the signal, if one (or more) frequency is eliminated, an efficient filtering can be applied. The AR methods, and Prony's in particular, are efficient tools for signal component decomposition and information compression

  1. 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)

  2. A new similarity index for nonlinear signal analysis based on local extrema patterns

    Science.gov (United States)

    Niknazar, Hamid; Motie Nasrabadi, Ali; Shamsollahi, Mohammad Bagher

    2018-02-01

    Common similarity measures of time domain signals such as cross-correlation and Symbolic Aggregate approximation (SAX) are not appropriate for nonlinear signal analysis. This is because of the high sensitivity of nonlinear systems to initial points. Therefore, a similarity measure for nonlinear signal analysis must be invariant to initial points and quantify the similarity by considering the main dynamics of signals. The statistical behavior of local extrema (SBLE) method was previously proposed to address this problem. The SBLE similarity index uses quantized amplitudes of local extrema to quantify the dynamical similarity of signals by considering patterns of sequential local extrema. By adding time information of local extrema as well as fuzzifying quantized values, this work proposes a new similarity index for nonlinear and long-term signal analysis, which extends the SBLE method. These new features provide more information about signals and reduce noise sensitivity by fuzzifying them. A number of practical tests were performed to demonstrate the ability of the method in nonlinear signal clustering and classification on synthetic data. In addition, epileptic seizure detection based on electroencephalography (EEG) signal processing was done by the proposed similarity to feature the potentials of the method as a real-world application tool.

  3. Time-Frequency Analysis and Hermite Projection Method Applied to Swallowing Accelerometry Signals

    Directory of Open Access Journals (Sweden)

    Ervin Sejdić

    2010-01-01

    Full Text Available Fast Hermite projections have been often used in image-processing procedures such as image database retrieval, projection filtering, and texture analysis. In this paper, we propose an innovative approach for the analysis of one-dimensional biomedical signals that combines the Hermite projection method with time-frequency analysis. In particular, we propose a two-step approach to characterize vibrations of various origins in swallowing accelerometry signals. First, by using time-frequency analysis we obtain the energy distribution of signal frequency content in time. Second, by using fast Hermite projections we characterize whether the analyzed time-frequency regions are associated with swallowing or other phenomena (vocalization, noise, bursts, etc.. The numerical analysis of the proposed scheme clearly shows that by using a few Hermite functions, vibrations of various origins are distinguishable. These results will be the basis for further analysis of swallowing accelerometry to detect swallowing difficulties.

  4. 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

  5. Searching for Chaos Evidence in Eye Movement Signals

    Directory of Open Access Journals (Sweden)

    Katarzyna Harezlak

    2018-01-01

    Full Text Available Most naturally-occurring physical phenomena are examples of nonlinear dynamic systems, the functioning of which attracts many researchers seeking to unveil their nature. The research presented in this paper is aimed at exploring eye movement dynamic features in terms of the existence of chaotic nature. Nonlinear time series analysis methods were used for this purpose. Two time series features were studied: fractal dimension and entropy, by utilising the embedding theory. The methods were applied to the data collected during the experiment with “jumping point” stimulus. Eye movements were registered by means of the Jazz-novo eye tracker. One thousand three hundred and ninety two (1392 time series were defined, based on the horizontal velocity of eye movements registered during imposed, prolonged fixations. In order to conduct detailed analysis of the signal and identify differences contributing to the observed patterns of behaviour in time scale, fractal dimension and entropy were evaluated in various time series intervals. The influence of the noise contained in the data and the impact of the utilized filter on the obtained results were also studied. The low pass filter was used for the purpose of noise reduction with a 50 Hz cut-off frequency, estimated by means of the Fourier transform and all concerned methods were applied to time series before and after noise reduction. These studies provided some premises, which allow perceiving eye movements as observed chaotic data: characteristic of a space-time separation plot, low and non-integer time series dimension, and the time series entropy characteristic for chaotic systems.

  6. Hybrid soft computing systems for electromyographic signals analysis: a review

    Science.gov (United States)

    2014-01-01

    Electromyographic (EMG) is a bio-signal collected on human skeletal muscle. Analysis of EMG signals has been widely used to detect human movement intent, control various human-machine interfaces, diagnose neuromuscular diseases, and model neuromusculoskeletal system. With the advances of artificial intelligence and soft computing, many sophisticated techniques have been proposed for such purpose. Hybrid soft computing system (HSCS), the integration of these different techniques, aims to further improve the effectiveness, efficiency, and accuracy of EMG analysis. This paper reviews and compares key combinations of neural network, support vector machine, fuzzy logic, evolutionary computing, and swarm intelligence for EMG analysis. Our suggestions on the possible future development of HSCS in EMG analysis are also given in terms of basic soft computing techniques, further combination of these techniques, and their other applications in EMG analysis. PMID:24490979

  7. Comparison of causality analysis on simultaneously measured fMRI and NIRS signals during motor tasks.

    Science.gov (United States)

    Anwar, Abdul Rauf; Muthalib, Makii; Perrey, Stephane; Galka, Andreas; Granert, Oliver; Wolff, Stephan; Deuschl, Guenther; Raethjen, Jan; Heute, Ulrich; Muthuraman, Muthuraman

    2013-01-01

    Brain activity can be measured using different modalities. Since most of the modalities tend to complement each other, it seems promising to measure them simultaneously. In to be presented research, the data recorded from Functional Magnetic Resonance Imaging (fMRI) and Near Infrared Spectroscopy (NIRS), simultaneously, are subjected to causality analysis using time-resolved partial directed coherence (tPDC). Time-resolved partial directed coherence uses the principle of state space modelling to estimate Multivariate Autoregressive (MVAR) coefficients. This method is useful to visualize both frequency and time dynamics of causality between the time series. Afterwards, causality results from different modalities are compared by estimating the Spearman correlation. In to be presented study, we used directionality vectors to analyze correlation, rather than actual signal vectors. Results show that causality analysis of the fMRI correlates more closely to causality results of oxy-NIRS as compared to deoxy-NIRS in case of a finger sequencing task. However, in case of simple finger tapping, no clear difference between oxy-fMRI and deoxy-fMRI correlation is identified.

  8. Detecting dynamical changes in time series by using the Jensen Shannon divergence

    Science.gov (United States)

    Mateos, D. M.; Riveaud, L. E.; Lamberti, P. W.

    2017-08-01

    Most of the time series in nature are a mixture of signals with deterministic and random dynamics. Thus the distinction between these two characteristics becomes important. Distinguishing between chaotic and aleatory signals is difficult because they have a common wide band power spectrum, a delta like autocorrelation function, and share other features as well. In general, signals are presented as continuous records and require to be discretized for being analyzed. In this work, we introduce different schemes for discretizing and for detecting dynamical changes in time series. One of the main motivations is to detect transitions between the chaotic and random regime. The tools here used here originate from the Information Theory. The schemes proposed are applied to simulated and real life signals, showing in all cases a high proficiency for detecting changes in the dynamics of the associated time series.

  9. Analysis of room transfer function and reverberant signal statistics

    DEFF Research Database (Denmark)

    Georganti, Eleftheria; Mourjopoulos, John; Jacobsen, Finn

    2008-01-01

    For some time now, statistical analysis has been a valuable tool in analyzing room transfer functions (RTFs). This work examines existing statistical time-frequency models and techniques for RTF analysis (e.g., Schroeder's stochastic model and the standard deviation over frequency bands for the RTF...... magnitude and phase). RTF fractional octave smoothing, as with 1-slash 3 octave analysis, may lead to RTF simplifications that can be useful for several audio applications, like room compensation, room modeling, auralisation purposes. The aim of this work is to identify the relationship of optimal response...... and the corresponding ratio of the direct and reverberant signal. In addition, this work examines the statistical quantities for speech and audio signals prior to their reproduction within rooms and when recorded in rooms. Histograms and other statistical distributions are used to compare RTF minima of typical...

  10. Nonlinear Analysis of Auscultation Signals in TCM Using the Combination of Wavelet Packet Transform and Sample Entropy

    Directory of Open Access Journals (Sweden)

    Jian-Jun Yan

    2012-01-01

    Full Text Available Auscultation signals are nonstationary in nature. Wavelet packet transform (WPT has currently become a very useful tool in analyzing nonstationary signals. Sample entropy (SampEn has recently been proposed to act as a measurement for quantifying regularity and complexity of time series data. WPT and SampEn were combined in this paper to analyze auscultation signals in traditional Chinese medicine (TCM. SampEns for WPT coefficients were computed to quantify the signals from qi- and yin-deficient, as well as healthy, subjects. The complexity of the signal can be evaluated with this scheme in different time-frequency resolutions. First, the voice signals were decomposed into approximated and detailed WPT coefficients. Then, SampEn values for approximated and detailed coefficients were calculated. Finally, SampEn values with significant differences in the three kinds of samples were chosen as the feature parameters for the support vector machine to identify the three types of auscultation signals. The recognition accuracy rates were higher than 90%.

  11. Time-frequency analysis of phonocardiogram signals using wavelet transform: a comparative study.

    Science.gov (United States)

    Ergen, Burhan; Tatar, Yetkin; Gulcur, Halil Ozcan

    2012-01-01

    Analysis of phonocardiogram (PCG) signals provides a non-invasive means to determine the abnormalities caused by cardiovascular system pathology. In general, time-frequency representation (TFR) methods are used to study the PCG signal because it is one of the non-stationary bio-signals. The continuous wavelet transform (CWT) is especially suitable for the analysis of non-stationary signals and to obtain the TFR, due to its high resolution, both in time and in frequency and has recently become a favourite tool. It decomposes a signal in terms of elementary contributions called wavelets, which are shifted and dilated copies of a fixed mother wavelet function, and yields a joint TFR. Although the basic characteristics of the wavelets are similar, each type of the wavelets produces a different TFR. In this study, eight real types of the most known wavelets are examined on typical PCG signals indicating heart abnormalities in order to determine the best wavelet to obtain a reliable TFR. For this purpose, the wavelet energy and frequency spectrum estimations based on the CWT and the spectra of the chosen wavelets were compared with the energy distribution and the autoregressive frequency spectra in order to determine the most suitable wavelet. The results show that Morlet wavelet is the most reliable wavelet for the time-frequency analysis of PCG signals.

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

    Science.gov (United States)

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

    2015-01-01

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

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

    Science.gov (United States)

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

    2015-01-01

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

  14. Fourier series, Fourier transform and their applications to mathematical physics

    CERN Document Server

    Serov, Valery

    2017-01-01

    This text serves as an introduction to the modern theory of analysis and differential equations with applications in mathematical physics and engineering sciences.  Having outgrown from a series of half-semester courses given at University of Oulu, this book consists of four self-contained parts. The first part, Fourier Series and the Discrete Fourier Transform, is devoted to the classical one-dimensional trigonometric Fourier series with some applications to PDEs and signal processing.  The second part, Fourier Transform and Distributions, is concerned with distribution theory of L. Schwartz and its applications to the Schrödinger and magnetic Schrödinger operations.  The third part, Operator Theory and Integral Equations, is devoted mostly to the self-adjoint but unbounded operators in Hilbert spaces and their applications to integral equations in such spaces. The fourth and final part, Introduction to Partial Differential Equations, serves as an introduction to modern methods for classical theory o...

  15. A Multivariate Time Series Method for Monte Carlo Reactor Analysis

    International Nuclear Information System (INIS)

    Taro Ueki

    2008-01-01

    A robust multivariate time series method has been established for the Monte Carlo calculation of neutron multiplication problems. The method is termed Coarse Mesh Projection Method (CMPM) and can be implemented using the coarse statistical bins for acquisition of nuclear fission source data. A novel aspect of CMPM is the combination of the general technical principle of projection pursuit in the signal processing discipline and the neutron multiplication eigenvalue problem in the nuclear engineering discipline. CMPM enables reactor physicists to accurately evaluate major eigenvalue separations of nuclear reactors with continuous energy Monte Carlo calculation. CMPM was incorporated in the MCNP Monte Carlo particle transport code of Los Alamos National Laboratory. The great advantage of CMPM over the traditional Fission Matrix method is demonstrated for the three space-dimensional modeling of the initial core of a pressurized water reactor

  16. 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

  17. 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.

  18. Scattering Analysis of a Compact Dipole Array with Series and Parallel Feed Network including Mutual Coupling Effect

    Directory of Open Access Journals (Sweden)

    H. L. Sneha

    2013-01-01

    Full Text Available The current focus in defense arena is towards the stealth technology with an emphasis to control the radar cross-section (RCS. The scattering from the antennas mounted over the platform is of prime importance especially for a low-observable aerospace vehicle. This paper presents the analysis of the scattering cross section of a uniformly spaced linear dipole array. Two types of feed networks, that is, series and parallel feed networks, are considered. The total RCS of phased array with either kind of feed network is obtained by following the signal as it enters through the aperture and travels through the feed network. The RCS estimation of array is done including the mutual coupling effect between the dipole elements in three configurations, that is, side-by-side, collinear, and parallel-in-echelon. The results presented can be useful while designing a phased array with optimum performance towards low observability.

  19. Application of wavelet analysis to signal processing methods for eddy-current test

    International Nuclear Information System (INIS)

    Chen, G.; Yoneyama, H.; Yamaguchi, A.; Uesugi, N.

    1998-01-01

    This study deals with the application of wavelet analysis to detection and characterization of defects from eddy-current and ultrasonic testing signals of a low signal-to-noise ratio. Presented in this paper are the methods for processing eddy-current testing signals of heat exchanger tubes of a steam generator in a nuclear power plant. The results of processing eddy-current testing signals of tube testpieces with artificial flaws show that the flaw signals corrupted by noise and/or non-defect signals can be effectively detected and characterized by using the wavelet methods. (author)

  20. An electromagnetic signals monitoring and analysis wireless platform employing personal digital assistants and pattern analysis techniques

    Science.gov (United States)

    Ninos, K.; Georgiadis, P.; Cavouras, D.; Nomicos, C.

    2010-05-01

    This study presents the design and development of a mobile wireless platform to be used for monitoring and analysis of seismic events and related electromagnetic (EM) signals, employing Personal Digital Assistants (PDAs). A prototype custom-developed application was deployed on a 3G enabled PDA that could connect to the FTP server of the Institute of Geodynamics of the National Observatory of Athens and receive and display EM signals at 4 receiver frequencies (3 KHz (E-W, N-S), 10 KHz (E-W, N-S), 41 MHz and 46 MHz). Signals may originate from any one of the 16 field-stations located around the Greek territory. Employing continuous recordings of EM signals gathered from January 2003 till December 2007, a Support Vector Machines (SVM)-based classification system was designed to distinguish EM precursor signals within noisy background. EM-signals corresponding to recordings preceding major seismic events (Ms≥5R) were segmented, by an experienced scientist, and five features (mean, variance, skewness, kurtosis, and a wavelet based feature), derived from the EM-signals were calculated. These features were used to train the SVM-based classification scheme. The performance of the system was evaluated by the exhaustive search and leave-one-out methods giving 87.2% overall classification accuracy, in correctly identifying EM precursor signals within noisy background employing all calculated features. Due to the insufficient processing power of the PDAs, this task was performed on a typical desktop computer. This optimal trained context of the SVM classifier was then integrated in the PDA based application rendering the platform capable to discriminate between EM precursor signals and noise. System's efficiency was evaluated by an expert who reviewed 1/ multiple EM-signals, up to 18 days prior to corresponding past seismic events, and 2/ the possible EM-activity of a specific region employing the trained SVM classifier. Additionally, the proposed architecture can form a

  1. Blind source separation problem in GPS time series

    Science.gov (United States)

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

    2016-04-01

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

  2. Wavelet analysis as a tool to characteriseand remove environmental noisefrom self-potential time series

    OpenAIRE

    Chianese, D.; Colangelo, G.; D'Emilio, M.; Lanfredi, M.; Lapenna, V.; Ragosta, M.; Macchiato, M. F.

    2004-01-01

    Multiresolution wavelet analysis of self-potential signals and rainfall levels is performed for extracting fluctuations in electrical signals, which might be addressed to meteorological variability. In the time-scale domain of the wavelet transform, rain data are used as markers to single out those wavelet coefficients of the electric signal which can be considered relevant to the environmental disturbance. Then these coefficients are filtered out and the signal is recovered by anti...

  3. Analysis of Satellite-Based Navigation Signal Reflectometry: Simulations and Observations

    DEFF Research Database (Denmark)

    von Benzon, Hans-Henrik; Høeg, Per; Durgonics, Tibor

    2016-01-01

    on different ocean characteristics. The spectra of the simulated surface reflections are analyzed, and the results from the simulations are compared to measured GPS surface reflections. The measurements were performed using a space-qualified GPS receiver placed on a mountain at the Haleakala observatory...... on the Hawaiian island of Maui. The GPS receiver was during the experiments running in an open-loop configuration. The analysis of both the simulated surface-reflection signals and the measured reflection signals will in general reveal spectral structures of the reflected signals that can lead to extraction...

  4. Linearization and Control of Series-Series Compensated Inductive Power Transfer System Based on Extended Describing Function Concept

    Directory of Open Access Journals (Sweden)

    Kunwar Aditya

    2016-11-01

    Full Text Available The extended describing function (EDF is a well-known method for modelling resonant converters due to its high accuracy. However, it requires complex mathematical formulation effort. This paper presents a simplified non-linear mathematical model of series-series (SS compensated inductive power transfer (IPT system, considering zero-voltage switching in the inverter. This simplified mathematical model permits the user to derive the small-signal model using the EDF method, with less computational effort, while maintaining the accuracy of an actual physical model. The derived model has been verified using a frequency sweep method in PLECS. The small-signal model has been used to design the voltage loop controller for a SS compensated IPT system. The designed controller was implemented on a 3.6 kW experimental setup, to test its robustness.

  5. Principal component analysis of MSBAS DInSAR time series from Campi Flegrei, Italy

    Science.gov (United States)

    Tiampo, Kristy F.; González, Pablo J.; Samsonov, Sergey; Fernández, Jose; Camacho, Antonio

    2017-09-01

    Because of its proximity to the city of Naples and with a population of nearly 1 million people within its caldera, Campi Flegrei is one of the highest risk volcanic areas in the world. Since the last major eruption in 1538, the caldera has undergone frequent episodes of ground subsidence and uplift accompanied by seismic activity that has been interpreted as the result of a stationary, deeper source below the caldera that feeds shallower eruptions. However, the location and depth of the deeper source is not well-characterized and its relationship to current activity is poorly understood. Recently, a significant increase in the uplift rate has occurred, resulting in almost 13 cm of uplift by 2013 (De Martino et al., 2014; Samsonov et al., 2014b; Di Vito et al., 2016). Here we apply a principal component decomposition to high resolution time series from the region produced by the advanced Multidimensional SBAS DInSAR technique in order to better delineate both the deeper source and the recent shallow activity. We analyzed both a period of substantial subsidence (1993-1999) and a second of significant uplift (2007-2013) and inverted the associated vertical surface displacement for the most likely source models. Results suggest that the underlying dynamics of the caldera changed in the late 1990s, from one in which the primary signal arises from a shallow deflating source above a deeper, expanding source to one dominated by a shallow inflating source. In general, the shallow source lies between 2700 and 3400 m below the caldera while the deeper source lies at 7600 m or more in depth. The combination of principal component analysis with high resolution MSBAS time series data allows for these new insights and confirms the applicability of both to areas at risk from dynamic natural hazards.

  6. 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.

  7. Measurement of complex RF susceptibility using a series Q-meter

    International Nuclear Information System (INIS)

    Kisselev, Yu.F.; Dulya, C.M.; Niinikoski, T.O.

    1995-01-01

    In this paper we have for the first time derived closed form expressions for the nuclear magnetic susceptibility in terms of the series Q-meter output voltage. We discuss the corrections involved in determining nuclear polarization from NMR signals by using the deuteron and proton spin systems as examples. Deuteron signals are shown to exhibit a false asymmetry, while proton signals have substantial shape distortions. Moreover, for the first time the importance of making a phase correction is demonstrated. We conclude that the series Q-meter with real part detection is not sufficient to produce an output voltage from which the nuclear susceptibility can be determined. An additional phase-sensitive detector is proposed for obtaining the imaginary part of the signal required for unambiguous extraction of the complex RF susceptibility. ((orig.))

  8. 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.

  9. 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

  10. Large-signal analysis of DC motor drive system using state-space averaging technique

    International Nuclear Information System (INIS)

    Bekir Yildiz, Ali

    2008-01-01

    The analysis of a separately excited DC motor driven by DC-DC converter is realized by using state-space averaging technique. Firstly, a general and unified large-signal averaged circuit model for DC-DC converters is given. The method converts power electronic systems, which are periodic time-variant because of their switching operation, to unified and time independent systems. Using the averaged circuit model enables us to combine the different topologies of converters. Thus, all analysis and design processes about DC motor can be easily realized by using the unified averaged model which is valid during whole period. Some large-signal variations such as speed and current relating to DC motor, steady-state analysis, large-signal and small-signal transfer functions are easily obtained by using the averaged circuit model

  11. Signalign: An Ontology of DNA as Signal for Comparative Gene Structure Prediction Using Information-Coding-and-Processing Techniques.

    Science.gov (United States)

    Yu, Ning; Guo, Xuan; Gu, Feng; Pan, Yi

    2016-03-01

    Conventional character-analysis-based techniques in genome analysis manifest three main shortcomings-inefficiency, inflexibility, and incompatibility. In our previous research, a general framework, called DNA As X was proposed for character-analysis-free techniques to overcome these shortcomings, where X is the intermediates, such as digit, code, signal, vector, tree, graph network, and so on. In this paper, we further implement an ontology of DNA As Signal, by designing a tool named Signalign for comparative gene structure analysis, in which DNA sequences are converted into signal series, processed by modified method of dynamic time warping and measured by signal-to-noise ratio (SNR). The ontology of DNA As Signal integrates the principles and concepts of other disciplines including information coding theory and signal processing into sequence analysis and processing. Comparing with conventional character-analysis-based methods, Signalign can not only have the equivalent or superior performance, but also enrich the tools and the knowledge library of computational biology by extending the domain from character/string to diverse areas. The evaluation results validate the success of the character-analysis-free technique for improved performances in comparative gene structure prediction.

  12. Signal and noise modeling in confocal laser scanning fluorescence microscopy.

    Science.gov (United States)

    Herberich, Gerlind; Windoffer, Reinhard; Leube, Rudolf E; Aach, Til

    2012-01-01

    Fluorescence confocal laser scanning microscopy (CLSM) has revolutionized imaging of subcellular structures in biomedical research by enabling the acquisition of 3D time-series of fluorescently-tagged proteins in living cells, hence forming the basis for an automated quantification of their morphological and dynamic characteristics. Due to the inherently weak fluorescence, CLSM images exhibit a low SNR. We present a novel model for the transfer of signal and noise in CLSM that is both theoretically sound as well as corroborated by a rigorous analysis of the pixel intensity statistics via measurement of the 3D noise power spectra, signal-dependence and distribution. Our model provides a better fit to the data than previously proposed models. Further, it forms the basis for (i) the simulation of the CLSM imaging process indispensable for the quantitative evaluation of CLSM image analysis algorithms, (ii) the application of Poisson denoising algorithms and (iii) the reconstruction of the fluorescence signal.

  13. Modelling and Analysis of Biochemical Signalling Pathway Cross-talk

    Directory of Open Access Journals (Sweden)

    Robin Donaldson

    2010-02-01

    Full Text Available Signalling pathways are abstractions that help life scientists structure the coordination of cellular activity. Cross-talk between pathways accounts for many of the complex behaviours exhibited by signalling pathways and is often critical in producing the correct signal-response relationship. Formal models of signalling pathways and cross-talk in particular can aid understanding and drive experimentation. We define an approach to modelling based on the concept that a pathway is the (synchronising parallel composition of instances of generic modules (with internal and external labels. Pathways are then composed by (synchronising parallel composition and renaming; different types of cross-talk result from different combinations of synchronisation and renaming. We define a number of generic modules in PRISM and five types of cross-talk: signal flow, substrate availability, receptor function, gene expression and intracellular communication. We show that Continuous Stochastic Logic properties can both detect and distinguish the types of cross-talk. The approach is illustrated with small examples and an analysis of the cross-talk between the TGF-b/BMP, WNT and MAPK pathways.

  14. Volterra Series Based Distortion Effect

    DEFF Research Database (Denmark)

    Agerkvist, Finn T.

    2010-01-01

    A large part of the characteristic sound of the electric guitar comes from nonlinearities in the signal path. Such nonlinearities may come from the input- or output-stage of the amplier, which is often equipped with vacuum tubes or a dedicated distortion pedal. In this paper the Volterra series...... expansion for non linear systems is investigated with respect to generating good distortion. The Volterra series allows for unlimited adjustment of the level and frequency dependency of each distortion component. Subjectively relevant ways of linking the dierent orders are discussed....

  15. 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.

  16. 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…

  17. CERN Technical Training 2003: Learning for the LHC ! DISP-2003  -  Digital Signal Processing

    CERN Multimedia

    2003-01-01

    DISP-2003 is a two-term course given by CERN and University of Lausanne (UNIL) experts within the framework of the Technical Training Programme. The course will review the current techniques dealing with Digital Signal Processing. The DISP-2003 lecture series is composed of two Terms, and it is intended for an audience who work or will work on digital signal processing aspects, and who need an introductory or refresher/update course. The course will be in English, with questions and answers also in French. Spring 1 Term: DISP-2003: Introduction to Digital Signal Processing 20 February 2003 - 3 April 2003, 7 lectures, Thursdays (attendance cost: 70.- CHF, registration required) Lecturers: Maria Elena Angoletta, AB-BDI; Guy Baribaud, AB-BDI; Philippe Baudrenghien, AB-RF; Laurent Deniau, AT-MTM Programme: 'Classical' digital signal processing. Fourier analysis. The Laplace transform. The z-transform. Digital filters. Statistics for Signal Processing. Signal Estimation and Spectral Analysis. Spring 2 T...

  18. Driver behavior analysis for right-turn drivers at signalized intersections using SHRP 2 naturalistic driving study data.

    Science.gov (United States)

    Wu, Jianqing; Xu, Hao

    2017-12-01

    Understanding driver behavior is important for traffic safety and operation, especially at intersections where different traffic movements conflict. While most driver-behavior studies are based on simulation, this paper documents the analysis of driver-behavior at signalized intersections with the SHRP 2 Naturalistic Driving Study (NDS) data. This study analyzes the different influencing factors on the operation (speed control) and observation of right-turn drivers. A total of 300 NDS trips at six signalized intersections were used, including the NDS time-series sensor data, the forward videos and driver face videos. Different factors of drivers, vehicles, roads and environments were studied for their influence on driver behavior. An influencing index function was developed and the index was calculated for each influencing factor to quantitatively describe its influencing level. The influencing index was applied to prioritize the factors, which facilitates development and selection of safety countermeasures to improve intersection safety. Drivers' speed control was analyzed under different conditions with consideration of the prioritized influencing factors. Vehicle type, traffic signal status, conflicting traffic, conflicting pedestrian and driver age group were identified as the five major influencing factors on driver observation. This research revealed that drivers have high acceleration and low observation frequency under Right-Turn-On-Red (RTOR), which constituted potential danger for other roadway users, especially for pedestrians. As speed has a direct influence on crash rates and severities, the revealed speed patterns of the different situations also benefit selection of safety countermeasures at signalized intersections. Published by Elsevier Ltd.

  19. 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.

  20. Self-affinity in the dengue fever time series

    Science.gov (United States)

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

    2016-06-01

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

  1. Detection of Transient Signals in Doppler Spectra

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — Signal processing is used to detect transient signals in the presence of noise. Two embodiments are disclosed. In both embodiments, the time series from a remote...

  2. Study of interhemispheric asymmetries in electroencephalographic signals by frequency analysis

    International Nuclear Information System (INIS)

    Zapata, J F; Garzon, J

    2011-01-01

    This study provides a new method for the detection of interhemispheric asymmetries in patients with continuous video-electroencephalography (EEG) monitoring at Intensive Care Unit (ICU), using wavelet energy. We obtained the registration of EEG signals in 42 patients with different pathologies, and then we proceeded to perform signal processing using the Matlab program, we compared the abnormalities recorded in the report by the neurophysiologist, the images of each patient and the result of signals analysis with the Discrete Wavelet Transform (DWT). Conclusions: there exists correspondence between the abnormalities found in the processing of the signal with the clinical reports of findings in patients; according to previous conclusion, the methodology used can be a useful tool for diagnosis and early quantitative detection of interhemispheric asymmetries.

  3. 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.

  4. Development of a methodology for analysis of delayed-neutron signals

    International Nuclear Information System (INIS)

    Gross, K.C.; Strain, R.V.; Fryer, R.M.

    1980-02-01

    Experimental and analytical techniques have been developed for analysis and characterization of delayed-neutron (DN) signals that can provide diagnostic information to augment data from cover-gas analyses in the detection and identification of breached elements in an LMFBR. Eleven flow-reduction tests have been run in EBR-II to provide base data support for predicting DN signal characteristics during exposed-fuel operation. Results from the tests demonstrate the feasibility and practicability of response-analysis techniques for determining (a) the transit time, T/sub tr/, for DN emitters traveling from the core to the detector and (b) the isotropic holdup time, T/sub h/, of DN precursors in the fuel element

  5. Stationary analysis of signals and ratio decay determination in BWR type reactors by neuronal network

    International Nuclear Information System (INIS)

    Sanchis, R.; Palomo, M. J.; Munoz-Cobo, J. L.

    1998-01-01

    The signals registered in the nuclear plants have non stationary characteristics, in numerous times. This made difficult the application of the methods of analysis. There are determinate temporal intervals in that the signal is stationary with determinate mean, value together of zones with corrupt registers, and other zones with mean value distinct, but stationary during a temporal interval. The methodology consist in a stationary analysis to the signal received of the nuclear plant. With the Gabor Transformation are determined the temporal intervals of the stationary signals, synthesised it, as previous phase to the application of the methods of the analysis of stability parameters with methods ARMA, SVD, Neural Net,... to the reconstructed signal. 4 refs. (Author)

  6. A procedure to derive intra-and inter-annual changes on vegetation from NDVI time series. A case study in Spain

    International Nuclear Information System (INIS)

    Gilabert, M. A; Martinez, B.; Melia, J.

    2009-01-01

    The objective of this work is to study the spatial patterns of vegetation activity over spain and its temporal variability throughout the period 1989-2002. A multi-resolution analysis (MRA) bases on the wavelet transform has been implemented on NDVI time series from the MEDOKADS database. The MRA decomposes the original signal as a sum of series associated with temporal scales. Specifically, the intra-annual series is processed to define several key features in relation with the vegetation penology. In contras, the inter-annual components of the signal is used to detect trends by means of a Mann-Kendall test and map the magnitude of the land-cover change. Finally, a comprehensive identification of the areas presenting a negative value of the magnitude of change is carried out to select those linked to land degradation processes. Results show a major presence of these areas the Southeast of Spain. (Author) 5 refs.

  7. A procedure to derive intra-and inter-annual changes on vegetation from NDVI time series. A case study in Spain

    Energy Technology Data Exchange (ETDEWEB)

    Gilabert, M. A; Martinez, B.; Melia, J.

    2009-07-01

    The objective of this work is to study the spatial patterns of vegetation activity over spain and its temporal variability throughout the period 1989-2002. A multi-resolution analysis (MRA) bases on the wavelet transform has been implemented on NDVI time series from the MEDOKADS database. The MRA decomposes the original signal as a sum of series associated with temporal scales. Specifically, the intra-annual series is processed to define several key features in relation with the vegetation penology. In contras, the inter-annual components of the signal is used to detect trends by means of a Mann-Kendall test and map the magnitude of the land-cover change. Finally, a comprehensive identification of the areas presenting a negative value of the magnitude of change is carried out to select those linked to land degradation processes. Results show a major presence of these areas the Southeast of Spain. (Author) 5 refs.

  8. Application of «Sensor signal analysis network» complex for distributed, time synchronized analysis of electromagnetic radiation

    Science.gov (United States)

    Mochalov, Vladimir; Mochalova, Anastasia

    2017-10-01

    The paper considers a developing software-hardware complex «Sensor signal analysis network» for distributed and time synchronized analysis of electromagnetic radiations. The areas of application and the main features of the complex are described. An example of application of the complex to monitor natural electromagnetic radiation sources is considered based on the data recorded in VLF range. A generalized functional scheme of stream analysis of signals by a complex functional node is suggested and its application for stream detection of atmospherics, whistlers and tweaks is considered.

  9. 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.

  10. The short time Fourier transform and local signals

    Science.gov (United States)

    Okumura, Shuhei

    In this thesis, I examine the theoretical properties of the short time discrete Fourier transform (STFT). The STFT is obtained by applying the Fourier transform by a fixed-sized, moving window to input series. We move the window by one time point at a time, so we have overlapping windows. I present several theoretical properties of the STFT, applied to various types of complex-valued, univariate time series inputs, and their outputs in closed forms. In particular, just like the discrete Fourier transform, the STFT's modulus time series takes large positive values when the input is a periodic signal. One main point is that a white noise time series input results in the STFT output being a complex-valued stationary time series and we can derive the time and time-frequency dependency structure such as the cross-covariance functions. Our primary focus is the detection of local periodic signals. I present a method to detect local signals by computing the probability that the squared modulus STFT time series has consecutive large values exceeding some threshold after one exceeding observation following one observation less than the threshold. We discuss a method to reduce the computation of such probabilities by the Box-Cox transformation and the delta method, and show that it works well in comparison to the Monte Carlo simulation method.

  11. 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 ...

  12. 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)

  13. 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.

  14. 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...

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

    Directory of Open Access Journals (Sweden)

    Xue Pan

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

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

    Science.gov (United States)

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

    2014-01-01

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

  17. 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)

  18. 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.

  19. Joint time frequency analysis in digital signal processing

    DEFF Research Database (Denmark)

    Pedersen, Flemming

    with this technique is that the resolution is limited because of distortion. To overcome the resolution limitations of the Fourier Spectogram, many new distributions have been developed. In spite of this the Fourier Spectogram is by far the prime method for the analysis of signals whose spectral content is varying...

  20. Analysis Sparse Representation for Nonnegative Signals Based on Determinant Measure by DC Programming

    Directory of Open Access Journals (Sweden)

    Yujie Li

    2018-01-01

    Full Text Available Analysis sparse representation has recently emerged as an alternative approach to the synthesis sparse model. Most existing algorithms typically employ the l0-norm, which is generally NP-hard. Other existing algorithms employ the l1-norm to relax the l0-norm, which sometimes cannot promote adequate sparsity. Most of these existing algorithms focus on general signals and are not suitable for nonnegative signals. However, many signals are necessarily nonnegative such as spectral data. In this paper, we present a novel and efficient analysis dictionary learning algorithm for nonnegative signals with the determinant-type sparsity measure which is convex and differentiable. The analysis sparse representation can be cast in three subproblems, sparse coding, dictionary update, and signal update, because the determinant-type sparsity measure would result in a complex nonconvex optimization problem, which cannot be easily solved by standard convex optimization methods. Therefore, in the proposed algorithms, we use a difference of convex (DC programming scheme for solving the nonconvex problem. According to our theoretical analysis and simulation study, the main advantage of the proposed algorithm is its greater dictionary learning efficiency, particularly compared with state-of-the-art algorithms. In addition, our proposed algorithm performs well in image denoising.

  1. Transduction motif analysis of gastric cancer based on a human signaling network

    Energy Technology Data Exchange (ETDEWEB)

    Liu, G.; Li, D.Z.; Jiang, C.S.; Wang, W. [Fuzhou General Hospital of Nanjing Command, Department of Gastroenterology, Fuzhou, China, Department of Gastroenterology, Fuzhou General Hospital of Nanjing Command, Fuzhou (China)

    2014-04-04

    To investigate signal regulation models of gastric cancer, databases and literature were used to construct the signaling network in humans. Topological characteristics of the network were analyzed by CytoScape. After marking gastric cancer-related genes extracted from the CancerResource, GeneRIF, and COSMIC databases, the FANMOD software was used for the mining of gastric cancer-related motifs in a network with three vertices. The significant motif difference method was adopted to identify significantly different motifs in the normal and cancer states. Finally, we conducted a series of analyses of the significantly different motifs, including gene ontology, function annotation of genes, and model classification. A human signaling network was constructed, with 1643 nodes and 5089 regulating interactions. The network was configured to have the characteristics of other biological networks. There were 57,942 motifs marked with gastric cancer-related genes out of a total of 69,492 motifs, and 264 motifs were selected as significantly different motifs by calculating the significant motif difference (SMD) scores. Genes in significantly different motifs were mainly enriched in functions associated with cancer genesis, such as regulation of cell death, amino acid phosphorylation of proteins, and intracellular signaling cascades. The top five significantly different motifs were mainly cascade and positive feedback types. Almost all genes in the five motifs were cancer related, including EPOR, MAPK14, BCL2L1, KRT18, PTPN6, CASP3, TGFBR2, AR, and CASP7. The development of cancer might be curbed by inhibiting signal transductions upstream and downstream of the selected motifs.

  2. Visualization of synchronization of the uterine contraction signals: running cross-correlation and wavelet running cross-correlation methods.

    Science.gov (United States)

    Oczeretko, Edward; Swiatecka, Jolanta; Kitlas, Agnieszka; Laudanski, Tadeusz; Pierzynski, Piotr

    2006-01-01

    In physiological research, we often study multivariate data sets, containing two or more simultaneously recorded time series. The aim of this paper is to present the cross-correlation and the wavelet cross-correlation methods to assess synchronization between contractions in different topographic regions of the uterus. From a medical point of view, it is important to identify time delays between contractions, which may be of potential diagnostic significance in various pathologies. The cross-correlation was computed in a moving window with a width corresponding to approximately two or three contractions. As a result, the running cross-correlation function was obtained. The propagation% parameter assessed from this function allows quantitative description of synchronization in bivariate time series. In general, the uterine contraction signals are very complicated. Wavelet transforms provide insight into the structure of the time series at various frequencies (scales). To show the changes of the propagation% parameter along scales, a wavelet running cross-correlation was used. At first, the continuous wavelet transforms as the uterine contraction signals were received and afterwards, a running cross-correlation analysis was conducted for each pair of transformed time series. The findings show that running functions are very useful in the analysis of uterine contractions.

  3. Bearing defect signature analysis using advanced nonlinear signal analysis in a controlled environment

    Science.gov (United States)

    Zoladz, T.; Earhart, E.; Fiorucci, T.

    1995-01-01

    Utilizing high-frequency data from a highly instrumented rotor assembly, seeded bearing defect signatures are characterized using both conventional linear approaches, such as power spectral density analysis, and recently developed nonlinear techniques such as bicoherence analysis. Traditional low-frequency (less than 20 kHz) analysis and high-frequency envelope analysis of both accelerometer and acoustic emission data are used to recover characteristic bearing distress information buried deeply in acquired data. The successful coupling of newly developed nonlinear signal analysis with recovered wideband envelope data from accelerometers and acoustic emission sensors is the innovative focus of this research.

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

    Science.gov (United States)

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

    2016-03-01

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

  5. Analysis of a dynamic model of guard cell signaling reveals the stability of signal propagation

    Science.gov (United States)

    Gan, Xiao; Albert, RéKa

    Analyzing the long-term behaviors (attractors) of dynamic models of biological systems can provide valuable insight into biological phenotypes and their stability. We identified the long-term behaviors of a multi-level, 70-node discrete dynamic model of the stomatal opening process in plants. We reduce the model's huge state space by reducing unregulated nodes and simple mediator nodes, and by simplifying the regulatory functions of selected nodes while keeping the model consistent with experimental observations. We perform attractor analysis on the resulting 32-node reduced model by two methods: 1. converting it into a Boolean model, then applying two attractor-finding algorithms; 2. theoretical analysis of the regulatory functions. We conclude that all nodes except two in the reduced model have a single attractor; and only two nodes can admit oscillations. The multistability or oscillations do not affect the stomatal opening level in any situation. This conclusion applies to the original model as well in all the biologically meaningful cases. We further demonstrate the robustness of signal propagation by showing that a large percentage of single-node knockouts does not affect the stomatal opening level. Thus, we conclude that the complex structure of this signal transduction network provides multiple information propagation pathways while not allowing extensive multistability or oscillations, resulting in robust signal propagation. Our innovative combination of methods offers a promising way to analyze multi-level models.

  6. An example of utilization of Kalman filters in time series analysis

    International Nuclear Information System (INIS)

    Marseguerra, M.; Porceddu, C.M.

    1987-01-01

    In reactor noise analysis the fluctuation of many interesting signals may be described by linear models such as the AR, ARMA or ARMAX ones. Another interesting approach of increasing importance is the Kalman filter methodology. In the this paper a linear system described by an autoregressive AR(2) model is considered and it is investigated whether the Kalman filter is capable of correctly estimating parameters together with their accuracies both in the stationary state and in the case of sudden variation of the parameters. In addition a more complex situation in which a stationary system under investigation feeds the sensor which delivers the observed signal. Assuming the system obeying on AR(2) model and the sensor a simpler AR(1) model, the problem is that of recovering the system output from the measured signal

  7. Analysis of monochromatic signals by using data from the detector of Allegro gravitational waves

    International Nuclear Information System (INIS)

    Oliveira, Fernanda Gomes de

    2010-01-01

    The present work is developed in the searching for monochromatic gravitational waves signals in ALLEGRO's data. We have two procedures for data analysis based on the periodogram of Welch, which a method for the detection of monochromatic signals in the middle of noise which basically makes power spectrum estimates using averaged modified periodograms. By using this method it was possible to obtain a power spectrum for the data which reinforce peaks due to monochromatic signals. The two procedures of analysis for the years 1997 and 1999, were focused on monitoring a peak that appears in the spectral density of ALLEGRO's detector, so called 'mystery mode' (near 887 Hz). We look for variations in the frequency of the mystery mode that agree with the variation of the Doppler effect. In the rst analysis we have used by the variation of daily and annual Doppler shift. For the second one, we have only searched annual Doppler shift. We have applied the periodogram of Welch in both tests in the raw data of the detector in the search for a real signal and we found some peaks that can be candidates of gravitational radiation only the second analysis. In order to test the method we used in both analysis a simulated gravitational wave signal modulated by the Doppler effect injected in the data. We detected in both methods the artificial signal of GW simulated. Therefore we have reason to conclude that both methods are efficient in the search for monochromatic signals. (author)

  8. Comparison Study of Power System Small Signal Stability Improvement Using SSSC and STATCOM

    DEFF Research Database (Denmark)

    Hu, Weihao; Su, Chi; Fang, Jiakun

    2013-01-01

    the connected power system, both SSSC and STATCOM are able to participate in the power system inter-area oscillation damping by changing the compensated reactance or the provided reactive power. This paper analyses the influence of SSSC and STATCOM on power system small signal stability. The damping controller...... schemes for SSSC and STATCOM are presented and discussed. The IEEE 39-bus New England system model as the test system is built in DIgSIELNT PowerFactory, in which the damping control strategies for both SSSC and STATCOM are validated by time domain simulations and modal analysis. Furthermore, comparison......A static synchronous series compensator (SSSC) has the ability to emulate a reactance in series with the connected transmission line. A static synchronous compensator (STATCOM) is able to provide the reactive power to an electricity network. When fed with some supplementary signals from...

  9. The Acoustic and Peceptual Effects of Series and Parallel Processing

    Directory of Open Access Journals (Sweden)

    Melinda C. Anderson

    2009-01-01

    Full Text Available Temporal envelope (TE cues provide a great deal of speech information. This paper explores how spectral subtraction and dynamic-range compression gain modifications affect TE fluctuations for parallel and series configurations. In parallel processing, algorithms compute gains based on the same input signal, and the gains in dB are summed. In series processing, output from the first algorithm forms the input to the second algorithm. Acoustic measurements show that the parallel arrangement produces more gain fluctuations, introducing more changes to the TE than the series configurations. Intelligibility tests for normal-hearing (NH and hearing-impaired (HI listeners show (1 parallel processing gives significantly poorer speech understanding than an unprocessed (UNP signal and the series arrangement and (2 series processing and UNP yield similar results. Speech quality tests show that UNP is preferred to both parallel and series arrangements, although spectral subtraction is the most preferred. No significant differences exist in sound quality between the series and parallel arrangements, or between the NH group and the HI group. These results indicate that gain modifications affect intelligibility and sound quality differently. Listeners appear to have a higher tolerance for gain modifications with regard to intelligibility, while judgments for sound quality appear to be more affected by smaller amounts of gain modification.

  10. An introduction to audio content analysis applications in signal processing and music informatics

    CERN Document Server

    Lerch, Alexander

    2012-01-01

    "With the proliferation of digital audio distribution over digital media, audio content analysis is fast becoming a requirement for designers of intelligent signal-adaptive audio processing systems. Written by a well-known expert in the field, this book provides quick access to different analysis algorithms and allows comparison between different approaches to the same task, making it useful for newcomers to audio signal processing and industry experts alike. A review of relevant fundamentals in audio signal processing, psychoacoustics, and music theory, as well as downloadable MATLAB files are also included"--

  11. 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

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

    Science.gov (United States)

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

    2016-12-01

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

  13. Signal analysis and processing for SmartPET

    International Nuclear Information System (INIS)

    Scraggs, David; Boston, Andrew; Boston, Helen; Cooper, Reynold; Hall, Chris; Mather, Andy; Nolan, Paul; Turk, Gerard

    2007-01-01

    Measurement of induced transient charges on spectator electrodes is a critical requirement of the SmartPET project. Such a task requires the precise measurement of small amplitude pulses. Induced charge magnitudes on the SmartPET detectors were therefore studied and the suitability of wavelet analysis applied to de-noising signals was investigated. It was found that the absolute net maximum induced charge magnitudes from the two adjacent electrodes to the collecting electrode is 17% of the real charge magnitude for the AC side and 20% for the DC side. It was also found that wavelet analysis could identify induced charges of comparable magnitude to system noise

  14. Spectral Estimation of UV-Vis Absorbance Time Series for Water Quality Monitoring

    Directory of Open Access Journals (Sweden)

    Leonardo Plazas-Nossa

    2017-05-01

    Full Text Available Context: Signals recorded as multivariate time series by UV-Vis absorbance captors installed in urban sewer systems, can be non-stationary, yielding complications in the analysis of water quality monitoring. This work proposes to perform spectral estimation using the Box-Cox transformation and differentiation in order to obtain stationary multivariate time series in a wide sense. Additionally, Principal Component Analysis (PCA is applied to reduce their dimensionality. Method: Three different UV-Vis absorbance time series for different Colombian locations were studied: (i El-Salitre Wastewater Treatment Plant (WWTP in Bogotá; (ii Gibraltar Pumping Station (GPS in Bogotá; and (iii San-Fernando WWTP in Itagüí. Each UV-Vis absorbance time series had equal sample number (5705. The esti-mation of the spectral power density is obtained using the average of modified periodograms with rectangular window and an overlap of 50%, with the 20 most important harmonics from the Discrete Fourier Transform (DFT and Inverse Fast Fourier Transform (IFFT. Results: Absorbance time series dimensionality reduction using PCA, resulted in 6, 8 and 7 principal components for each study site respectively, altogether explaining more than 97% of their variability. Values of differences below 30% for the UV range were obtained for the three study sites, while for the visible range the maximum differences obtained were: (i 35% for El-Salitre WWTP; (ii 61% for GPS; and (iii 75% for San-Fernando WWTP. Conclusions: The Box-Cox transformation and the differentiation process applied to the UV-Vis absorbance time series for the study sites (El-Salitre, GPS and San-Fernando, allowed to reduce variance and to eliminate ten-dency of the time series. A pre-processing of UV-Vis absorbance time series is recommended to detect and remove outliers and then apply the proposed process for spectral estimation. Language: Spanish.

  15. Application on technique of joint time-frequency analysis of seismic signal's first arrival estimation

    International Nuclear Information System (INIS)

    Xu Chaoyang; Liu Junmin; Fan Yanfang; Ji Guohua

    2008-01-01

    Joint time-frequency analysis is conducted to construct one joint density function of time and frequency. It can open out one signal's frequency components and their evolvements. It is the new evolvement of Fourier analysis. In this paper, according to the characteristic of seismic signal's noise, one estimation method of seismic signal's first arrival based on triple correlation of joint time-frequency spectrum is introduced, and the results of experiment and conclusion are presented. (authors)

  16. 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.

  17. Cascaded analysis of signal and noise propagation through a heterogeneous breast model

    International Nuclear Information System (INIS)

    Mainprize, James G.; Yaffe, Martin J.

    2010-01-01

    Purpose: The detectability of lesions in radiographic images can be impaired by patterns caused by the surrounding anatomic structures. The presence of such patterns is often referred to as anatomic noise. Others have previously extended signal and noise propagation theory to include variable background structure as an additional noise term and used in simulations for analysis by human and ideal observers. Here, the analytic forms of the signal and noise transfer are derived to obtain an exact expression for any input random distribution and the ''power law'' filter used to generate the texture of the tissue distribution. Methods: A cascaded analysis of propagation through a heterogeneous model is derived for x-ray projection through simulated heterogeneous backgrounds. This is achieved by considering transmission through the breast as a correlated amplification point process. The analytic forms of the cascaded analysis were compared to monoenergetic Monte Carlo simulations of x-ray propagation through power law structured backgrounds. Results: As expected, it was found that although the quantum noise power component scales linearly with the x-ray signal, the anatomic noise will scale with the square of the x-ray signal. There was a good agreement between results obtained using analytic expressions for the noise power and those from Monte Carlo simulations for different background textures, random input functions, and x-ray fluence. Conclusions: Analytic equations for the signal and noise properties of heterogeneous backgrounds were derived. These may be used in direct analysis or as a tool to validate simulations in evaluating detectability.

  18. Random signal tomographical analysis of two-phase flow

    International Nuclear Information System (INIS)

    Han, P.; Wesser, U.

    1990-01-01

    This paper reports on radiation tomography which is a useful tool for studying the internal structures of two-phase flow. However, general tomography analysis gives only time-averaged results, hence much information is lost. As a result, it is sometimes difficult to identify the flow regime; for example, the time-averaged picture does not significantly change as an annual flow develops from a slug flow. A two-phase flow diagnostic technique based on random signal tomographical analysis is developed. It extracts more information by studying the statistical variation of the measured signal with time. Local statistical parameters, including mean value, variance, skewness and flatness etc., are reconstructed from the information obtained by a general tomography technique. More important information are provided by the results. Not only the void fraction can be easily calculated, but also the flow pattern can be identified more objectively and more accurately. The experimental setup is introduced. It consisted of a two-phase flow loop, an X-ray system, a fan-like five-beam detector system and a signal acquisition and processing system. In the experiment, for both horizontal and vertical test sections (aluminum and steel tube with Di/Do = 40/45 mm), different flow situations are realized by independently adjusting air and water mass flow. Through a glass tube connected with the test section, some typical flow patterns are visualized and used for comparing with the reconstruction results

  19. Early Detection of Amyotrophic Lateral Sclerosis (ALS using the Gait Motor Signal Frequency Analysis

    Directory of Open Access Journals (Sweden)

    Behzad Abedi

    2016-06-01

    Full Text Available Abstract Background: ALS is a progressive neuro-muscular disease, which is characterized by motor neuron loss in the Central Nervous System (CNS and Peripheral Nervous System (PNS. Up to now, no accurate clinical method for diagnosis of the disease have been provided. In most cases, ALS patients are unable to walk normally due to abnormalities in the nervous system. For this reason, one of the most appropriate methods in the diagnosis of ALS from other neurological diseases or from healthy volunteers is the gait motor signal analysis. Materials and Methods: In this study, gait signals available in Physionet database have been used. The database consists of 13 patients with ALS (ALS1, ALS2, …, ALS13 and 16 normal subjects (CO1, CO2, …, CO16. The patients participating in this study had no history of any psychiatric disorders and did not use any assistive device for walking, like wheelchair. The power spectrum of stride, swing, and stance of normal subjects and patients was computed for both left and right legs. To provide appropriate inputs for the classifier, the frequency band of the power spectrum of all signals was divided into eight equal parts. The area of all regions was computed. Three frequency band of the lower range of power spectra selected as inputs of the classifier. Results: In this study, power spectra, as frequency attributes, were used to explore probable differences of time series in both patients and healthy subjects. Conclusion: Artificial Neural Network was used to classify normal and ALS groups with the accuracy of 83% for the test data set. It seems that the present algorithm can be used in discriminating patients from normal subjects in the early stages of the disease.

  20. 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...

  1. 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.

  2. Comparison of data transformation procedures to enhance topographical accuracy in time-series analysis of the human EEG.

    Science.gov (United States)

    Hauk, O; Keil, A; Elbert, T; Müller, M M

    2002-01-30

    We describe a methodology to apply current source density (CSD) and minimum norm (MN) estimation as pre-processing tools for time-series analysis of single trial EEG data. The performance of these methods is compared for the case of wavelet time-frequency analysis of simulated gamma-band activity. A reasonable comparison of CSD and MN on the single trial level requires regularization such that the corresponding transformed data sets have similar signal-to-noise ratios (SNRs). For region-of-interest approaches, it should be possible to optimize the SNR for single estimates rather than for the whole distributed solution. An effective implementation of the MN method is described. Simulated data sets were created by modulating the strengths of a radial and a tangential test dipole with wavelets in the frequency range of the gamma band, superimposed with simulated spatially uncorrelated noise. The MN and CSD transformed data sets as well as the average reference (AR) representation were subjected to wavelet frequency-domain analysis, and power spectra were mapped for relevant frequency bands. For both CSD and MN, the influence of noise can be sufficiently suppressed by regularization to yield meaningful information, but only MN represents both radial and tangential dipole sources appropriately as single peaks. Therefore, when relating wavelet power spectrum topographies to their neuronal generators, MN should be preferred.

  3. Teaching graphical simulations of Fourier series expansion of some periodic waves using spreadsheets

    Science.gov (United States)

    Singh, Iqbal; Kaur, Bikramjeet

    2018-05-01

    The present article demonstrates a way of programming using an Excel spreadsheet to teach Fourier series expansion in school/colleges without the knowledge of any typical programming language. By using this, a student learns to approximate partial sum of the n terms of Fourier series for some periodic signals such as square wave, saw tooth wave, half wave rectifier and full wave rectifier signals.

  4. Advanced Time-Frequency Representation in Voice Signal Analysis

    Directory of Open Access Journals (Sweden)

    Dariusz Mika

    2018-03-01

    Full Text Available The most commonly used time-frequency representation of the analysis in voice signal is spectrogram. This representation belongs in general to Cohen's class, the class of time-frequency energy distributions. From the standpoint of properties of the resolution spectrogram representation is not optimal. In Cohen class representations are known which have a better resolution properties. All of them are created by smoothing the Wigner-Ville'a (WVD distribution characterized by the best resolution, however, the biggest harmful interference. Used smoothing functions decide about a compromise between the properties of resolution and eliminating harmful interference term. Another class of time-frequency energy distributions is the affine class of distributions. From the point of view of readability of analysis the best properties are known so called Redistribution of energy caused by the use of a general methodology referred to as reassignment to any time-frequency representation. Reassigned distributions efficiently combine a reduction of the interference terms provided by a well adapted smoothing kernel and an increased concentration of the signal components.

  5. 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

  6. 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.

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

    Science.gov (United States)

    Hatami, Nima; Gavet, Yann; Debayle, Johan

    2018-04-01

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

  8. Signal Based Mixing Analysis for the magnetohydrodynamic mode reconstruction from homodyne microwave reflectometry

    International Nuclear Information System (INIS)

    Ejiri, Akira; Sakakibara, Satoru; Kawahata, Kazuo.

    1995-03-01

    A new method 'Signal Based Mixing Analysis', to extract the components which are coherent to a certain reference signal from a noisy signal, has been developed. The method is applied to homodyne microwave reflectometry to reconstruct the radial structure of a magnetohydrodynamic (MHD) mode in heliotron/torsatron Compact Helical System (CHS) [K. Matsuoka et al. Plasma Phys. Control. Nuclear Fusion Research 1988 Vol. 2, IAEA, Vienna 411 (1989)]. In CHS plasmas, MHD fluctuations measured with magnetic probes show bursts, in which the amplitude and frequency quasi-periodically vary. The signal based mixing analysis uses a set of functions which have the same amplitude and the harmonic frequency as those of the magnetic fluctuations. The product (mixing) of the signal of reflectometer and the functions yields the amplitude and phase of the coherent components. When the plasma density gradually increases, the measuring position moves radially outward. Thus, the radial structure of MHD modes can be obtained by this method. The analysis indicates several peaks and nodes inside the resonance surface of the MHD mode. In addition, the structure does not propagate radially during a burst. (author)

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

    Science.gov (United States)

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

    2014-05-01

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

  10. Can Technical Analysis Signals Detect Price Reactions Around Earnings Announcement?: Evidence from Indonesia

    OpenAIRE

    Dedhy Sulistiawan; Jogiyanto Hartono

    2014-01-01

    This study examines whether technical analysis signals can detect price reactions before and after earnings announcement dates in Indonesian stock market. Earnings announcements produce reactions, both before and after the announcements. Informed investors may use private information before earnings announcements (Christophe, Ferri and Angel, 2004; Porter, 1992). Using technical analysis signals, this study expects that retail investors (uninformed investors) can detect preannouncements react...

  11. 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.

  12. 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.

  13. 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

  14. Analysis of radiometric signal in sedimentating suspension flow in open channel

    Directory of Open Access Journals (Sweden)

    Zych Marcin

    2015-01-01

    Full Text Available The article discusses issues related to the estimation of the sedimentating solid particles average flow velocity in an open channel using radiometric methods. Due to the composition of the compound, which formed water and diatomite, received data have a very weak signal to noise ratio. In the process analysis the known determining of the solid phase transportation time delay the classical cross-correlation function is the most reliable method. The use of advanced frequency analysis based on mutual spectral density function and wavelet transform of recorded signals allows a reduction of the noise contribution.

  15. Analysis of Muscle Fatigue Progression using Cyclostationary Property of Surface Electromyography Signals.

    Science.gov (United States)

    Karthick, P A; Venugopal, G; Ramakrishnan, S

    2016-01-01

    Analysis of neuromuscular fatigue finds various applications ranging from clinical studies to biomechanics. Surface electromyography (sEMG) signals are widely used for these studies due to its non-invasiveness. During cyclic dynamic contractions, these signals are nonstationary and cyclostationary. In recent years, several nonstationary methods have been employed for the muscle fatigue analysis. However, cyclostationary based approach is not well established for the assessment of muscle fatigue. In this work, cyclostationarity associated with the biceps brachii muscle fatigue progression is analyzed using sEMG signals and Spectral Correlation Density (SCD) functions. Signals are recorded from fifty healthy adult volunteers during dynamic contractions under a prescribed protocol. These signals are preprocessed and are divided into three segments, namely, non-fatigue, first muscle discomfort and fatigue zones. Then SCD is estimated using fast Fourier transform accumulation method. Further, Cyclic Frequency Spectral Density (CFSD) is calculated from the SCD spectrum. Two features, namely, cyclic frequency spectral area (CFSA) and cyclic frequency spectral entropy (CFSE) are proposed to study the progression of muscle fatigue. Additionally, degree of cyclostationarity (DCS) is computed to quantify the amount of cyclostationarity present in the signals. Results show that there is a progressive increase in cyclostationary during the progression of muscle fatigue. CFSA shows an increasing trend in muscle fatiguing contraction. However, CFSE shows a decreasing trend. It is observed that when the muscle progresses from non-fatigue to fatigue condition, the mean DCS of fifty subjects increases from 0.016 to 0.99. All the extracted features found to be distinct and statistically significant in the three zones of muscle contraction (p < 0.05). It appears that these SCD features could be useful in the automated analysis of sEMG signals for different neuromuscular conditions.

  16. 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.

  17. Whole-Volume Clustering of Time Series Data from Zebrafish Brain Calcium Images via Mixture Modeling.

    Science.gov (United States)

    Nguyen, Hien D; Ullmann, Jeremy F P; McLachlan, Geoffrey J; Voleti, Venkatakaushik; Li, Wenze; Hillman, Elizabeth M C; Reutens, David C; Janke, Andrew L

    2018-02-01

    Calcium is a ubiquitous messenger in neural signaling events. An increasing number of techniques are enabling visualization of neurological activity in animal models via luminescent proteins that bind to calcium ions. These techniques generate large volumes of spatially correlated time series. A model-based functional data analysis methodology via Gaussian mixtures is suggested for the clustering of data from such visualizations is proposed. The methodology is theoretically justified and a computationally efficient approach to estimation is suggested. An example analysis of a zebrafish imaging experiment is presented.

  18. Identifying artificial selection signals in the chicken genome.

    Directory of Open Access Journals (Sweden)

    Yunlong Ma

    Full Text Available Identifying the signals of artificial selection can contribute to further shaping economically important traits. Here, a chicken 600k SNP-array was employed to detect the signals of artificial selection using 331 individuals from 9 breeds, including Jingfen (JF, Jinghong (JH, Araucanas (AR, White Leghorn (WL, Pekin-Bantam (PB, Shamo (SH, Gallus-Gallus-Spadiceus (GA, Rheinlander (RH and Vorwerkhuhn (VO. Per the population genetic structure, 9 breeds were combined into 5 breed-pools, and a 'two-step' strategy was used to reveal the signals of artificial selection. GA, which has little artificial selection, was defined as the reference population, and a total of 204, 155, 305 and 323 potential artificial selection signals were identified in AR_VO, PB, RH_WL and JH_JF, respectively. We also found signals derived from standing and de-novo genetic variations have contributed to adaptive evolution during artificial selection. Further enrichment analysis suggests that the genomic regions of artificial selection signals harbour genes, including THSR, PTHLH and PMCH, responsible for economic traits, such as fertility, growth and immunization. Overall, this study found a series of genes that contribute to the improvement of chicken breeds and revealed the genetic mechanisms of adaptive evolution, which can be used as fundamental information in future chicken functional genomics study.

  19. 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.

  20. An overview of data acquisition, signal coding and data analysis techniques for MST radars

    Science.gov (United States)

    Rastogi, P. K.

    1986-01-01

    An overview is given of the data acquisition, signal processing, and data analysis techniques that are currently in use with high power MST/ST (mesosphere stratosphere troposphere/stratosphere troposphere) radars. This review supplements the works of Rastogi (1983) and Farley (1984) presented at previous MAP workshops. A general description is given of data acquisition and signal processing operations and they are characterized on the basis of their disparate time scales. Then signal coding, a brief description of frequently used codes, and their limitations are discussed, and finally, several aspects of statistical data processing such as signal statistics, power spectrum and autocovariance analysis, outlier removal techniques are discussed.

  1. 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.

  2. Design and Analysis of a New Hair Sensor for Multi-Physical Signal Measurement

    Directory of Open Access Journals (Sweden)

    Bo Yang

    2016-07-01

    Full Text Available A new hair sensor for multi-physical signal measurements, including acceleration, angular velocity and air flow, is presented in this paper. The entire structure consists of a hair post, a torsional frame and a resonant signal transducer. The hair post is utilized to sense and deliver the physical signals of the acceleration and the air flow rate. The physical signals are converted into frequency signals by the resonant transducer. The structure is optimized through finite element analysis. The simulation results demonstrate that the hair sensor has a frequency of 240 Hz in the first mode for the acceleration or the air flow sense, 3115 Hz in the third and fourth modes for the resonant conversion, and 3467 Hz in the fifth and sixth modes for the angular velocity transformation, respectively. All the above frequencies present in a reasonable modal distribution and are separated from interference modes. The input-output analysis of the new hair sensor demonstrates that the scale factor of the acceleration is 12.35 Hz/g, the scale factor of the angular velocity is 0.404 nm/deg/s and the sensitivity of the air flow is 1.075 Hz/(m/s2, which verifies the multifunction sensitive characteristics of the hair sensor. Besides, the structural optimization of the hair post is used to improve the sensitivity of the air flow rate and the acceleration. The analysis results illustrate that the hollow circular hair post can increase the sensitivity of the air flow and the II-shape hair post can increase the sensitivity of the acceleration. Moreover, the thermal analysis confirms the scheme of the frequency difference for the resonant transducer can prominently eliminate the temperature influences on the measurement accuracy. The air flow analysis indicates that the surface area increase of hair post is significantly beneficial for the efficiency improvement of the signal transmission. In summary, the structure of the new hair sensor is proved to be feasible by

  3. A data-driven approach for denoising GNSS position time series

    Science.gov (United States)

    Li, Yanyan; Xu, Caijun; Yi, Lei; Fang, Rongxin

    2017-12-01

    Global navigation satellite system (GNSS) datasets suffer from common mode error (CME) and other unmodeled errors. To decrease the noise level in GNSS positioning, we propose a new data-driven adaptive multiscale denoising method in this paper. Both synthetic and real-world long-term GNSS datasets were employed to assess the performance of the proposed method, and its results were compared with those of stacking filtering, principal component analysis (PCA) and the recently developed multiscale multiway PCA. It is found that the proposed method can significantly eliminate the high-frequency white noise and remove the low-frequency CME. Furthermore, the proposed method is more precise for denoising GNSS signals than the other denoising methods. For example, in the real-world example, our method reduces the mean standard deviation of the north, east and vertical components from 1.54 to 0.26, 1.64 to 0.21 and 4.80 to 0.72 mm, respectively. Noise analysis indicates that for the original signals, a combination of power-law plus white noise model can be identified as the best noise model. For the filtered time series using our method, the generalized Gauss-Markov model is the best noise model with the spectral indices close to - 3, indicating that flicker walk noise can be identified. Moreover, the common mode error in the unfiltered time series is significantly reduced by the proposed method. After filtering with our method, a combination of power-law plus white noise model is the best noise model for the CMEs in the study region.

  4. 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.

  5. DEAP: A Database for Emotion Analysis Using Physiological Signals

    NARCIS (Netherlands)

    Koelstra, Sander; Mühl, C.; Soleymani, Mohammad; Lee, Jung Seok; Yazdani, Ashkan; Ebrahimi, Touradj; Pun, Thierry; Nijholt, Antinus; Patras, Ioannis

    2012-01-01

    We present a multimodal dataset for the analysis of human affective states. The electroencephalogram (EEG) and peripheral physiological signals of 32 participants were recorded as each watched 40 one-minute long excerpts of music videos. Participants rated each video in terms of the levels of

  6. 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.

  7. 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.

  8. Analysis and Simulation of Multi-target Echo Signals from a Phased Array Radar

    OpenAIRE

    Jia Zhen; Zhou Rui

    2017-01-01

    The construction of digital radar simulation systems has been a research hotspot of the radar field. This paper focuses on theoretical analysis and simulation of multi-target echo signals produced in a phased array radar system, and constructs an array antenna element and a signal generation environment. The antenna element is able to simulate planar arrays and optimizes these arrays by adding window functions. And the signal environment can model and simulate radar transmission signals, rada...

  9. Nonlinear degradation of a visible-light communication link: A Volterra-series approach

    Science.gov (United States)

    Kamalakis, Thomas; Dede, Georgia

    2018-06-01

    Visible light communications can be used to provide illumination and data communication at the same time. In this paper, a reverse-engineering approach is presented for assessing the impact of nonlinear signal distortion in visible light communication links. The approach is based on the Volterra series expansion and has the advantage of accurately accounting for memory effects in contrast to the static nonlinear models that are popular in the literature. Volterra kernels describe the end-to-end system response and can be inferred from measurements. Consequently, this approach does not rely on any particular physical models and assumptions regarding the individual link components. We provide the necessary framework for estimating the nonlinear distortion on the symbol estimates of a discrete multitone modulated link. Various design aspects such as waveform clipping and predistortion are also incorporated in the analysis. Using this framework, the nonlinear signal-to-interference is calculated for the system at hand. It is shown that at high signal amplitudes, the nonlinear signal-to-interference can be less than 25 dB.

  10. 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.

  11. 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.)

  12. Stacked Transformer for Driver Gain and Receive Signal Splitting

    Science.gov (United States)

    Driscoll, Kevin R.

    2013-01-01

    In a high-speed signal transmission system that uses transformer coupling, there is a need to provide increased transmitted signal strength without adding active components. This invention uses additional transformers to achieve the needed gain. The prior art uses stronger drivers (which require an IC redesign and a higher power supply voltage), or the addition of another active component (which can decrease reliability, increase power consumption, reduce the beneficial effect of serializer/deserializer preemphasis or deemphasis, and/or interfere with fault containment mechanisms), or uses a different transformer winding ratio (which requires redesign of the transformer and may not be feasible with high-speed signals that require a 1:1 winding ratio). This invention achieves the required gain by connecting the secondaries of multiple transformers in series. The primaries of these transformers are currently either connected in parallel or are connected to multiple drivers. There is also a need to split a receive signal to multiple destinations with minimal signal loss. Additional transformers can achieve the split. The prior art uses impedance-matching series resistors that cause a loss of signal. Instead of causing a loss, most instantiations of this invention would actually provide gain. Multiple transformers are used instead of multiple windings on a single transformer because multiple windings on the same transformer would require a redesign of the transformer, and may not be feasible with high-speed transformers that usually require a bifilar winding with a 1:1 ratio. This invention creates the split by connecting the primaries of multiple transformers in series. The secondary of each transformer is connected to one of the intended destinations without the use of impedance-matching series resistors.

  13. 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

  14. SVM-Based Spectral Analysis for Heart Rate from Multi-Channel WPPG Sensor Signals.

    Science.gov (United States)

    Xiong, Jiping; Cai, Lisang; Wang, Fei; He, Xiaowei

    2017-03-03

    Although wrist-type photoplethysmographic (hereafter referred to as WPPG) sensor signals can measure heart rate quite conveniently, the subjects' hand movements can cause strong motion artifacts, and then the motion artifacts will heavily contaminate WPPG signals. Hence, it is challenging for us to accurately estimate heart rate from WPPG signals during intense physical activities. The WWPG method has attracted more attention thanks to the popularity of wrist-worn wearable devices. In this paper, a mixed approach called Mix-SVM is proposed, it can use multi-channel WPPG sensor signals and simultaneous acceleration signals to measurement heart rate. Firstly, we combine the principle component analysis and adaptive filter to remove a part of the motion artifacts. Due to the strong relativity between motion artifacts and acceleration signals, the further denoising problem is regarded as a sparse signals reconstruction problem. Then, we use a spectrum subtraction method to eliminate motion artifacts effectively. Finally, the spectral peak corresponding to heart rate is sought by an SVM-based spectral analysis method. Through the public PPG database in the 2015 IEEE Signal Processing Cup, we acquire the experimental results, i.e., the average absolute error was 1.01 beat per minute, and the Pearson correlation was 0.9972. These results also confirm that the proposed Mix-SVM approach has potential for multi-channel WPPG-based heart rate estimation in the presence of intense physical exercise.

  15. On Generalized Fractional Differentiator Signals

    Directory of Open Access Journals (Sweden)

    Hamid A. Jalab

    2013-01-01

    Full Text Available By employing the generalized fractional differential operator, we introduce a system of fractional order derivative for a uniformly sampled polynomial signal. The calculation of the bring in signal depends on the additive combination of the weighted bring-in of N cascaded digital differentiators. The weights are imposed in a closed formula containing the Stirling numbers of the first kind. The approach taken in this work is to consider that signal function in terms of Newton series. The convergence of the system to a fractional time differentiator is discussed.

  16. Time-Frequency Analysis of Non-Stationary Biological Signals with Sparse Linear Regression Based Fourier Linear Combiner

    Directory of Open Access Journals (Sweden)

    Yubo Wang

    2017-06-01

    Full Text Available It is often difficult to analyze biological signals because of their nonlinear and non-stationary characteristics. This necessitates the usage of time-frequency decomposition methods for analyzing the subtle changes in these signals that are often connected to an underlying phenomena. This paper presents a new approach to analyze the time-varying characteristics of such signals by employing a simple truncated Fourier series model, namely the band-limited multiple Fourier linear combiner (BMFLC. In contrast to the earlier designs, we first identified the sparsity imposed on the signal model in order to reformulate the model to a sparse linear regression model. The coefficients of the proposed model are then estimated by a convex optimization algorithm. The performance of the proposed method was analyzed with benchmark test signals. An energy ratio metric is employed to quantify the spectral performance and results show that the proposed method Sparse-BMFLC has high mean energy (0.9976 ratio and outperforms existing methods such as short-time Fourier transfrom (STFT, continuous Wavelet transform (CWT and BMFLC Kalman Smoother. Furthermore, the proposed method provides an overall 6.22% in reconstruction error.

  17. Time-Frequency Analysis of Non-Stationary Biological Signals with Sparse Linear Regression Based Fourier Linear Combiner.

    Science.gov (United States)

    Wang, Yubo; Veluvolu, Kalyana C

    2017-06-14

    It is often difficult to analyze biological signals because of their nonlinear and non-stationary characteristics. This necessitates the usage of time-frequency decomposition methods for analyzing the subtle changes in these signals that are often connected to an underlying phenomena. This paper presents a new approach to analyze the time-varying characteristics of such signals by employing a simple truncated Fourier series model, namely the band-limited multiple Fourier linear combiner (BMFLC). In contrast to the earlier designs, we first identified the sparsity imposed on the signal model in order to reformulate the model to a sparse linear regression model. The coefficients of the proposed model are then estimated by a convex optimization algorithm. The performance of the proposed method was analyzed with benchmark test signals. An energy ratio metric is employed to quantify the spectral performance and results show that the proposed method Sparse-BMFLC has high mean energy (0.9976) ratio and outperforms existing methods such as short-time Fourier transfrom (STFT), continuous Wavelet transform (CWT) and BMFLC Kalman Smoother. Furthermore, the proposed method provides an overall 6.22% in reconstruction error.

  18. Investigation and experimental data de-noising of Damavand tokamak by using fourier series expansion and wavelet code

    International Nuclear Information System (INIS)

    Sadeghi, Y.

    2006-01-01

    Computer Programs are important tools in physics. Analysis of the experimental data and the control of complex handle physical phenomenon and the solution of numerical problem in physics help scientist to the behavior and simulate the process. In this paper, calculation of several Fourier series gives us a visual and analytic impression of data analyses from Fourier series. One of important aspect in data analyses is to find optimum method for de-noising. Wavelets are mathematical functions that cut up data into different frequency components, and then study each component with a resolution corresponding to its scale. They have advantages over usual traditional methods in analyzing physical situations where the signal contains discontinuities and sharp spikes. Transformed data by wavelets in frequency space has time information and can clearly show the exact location in time of the discontinuity. This aspect makes wavelets an excellent tool in the field of data analysis. In this paper, we show how Fourier series and wavelets can analyses data in Damavand tokamak. ?

  19. 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 ...

  20. Unveiling Hidden Dynamics of Hippo Signalling: A Systems Analysis

    Directory of Open Access Journals (Sweden)

    Sung-Young Shin

    2016-08-01

    Full Text Available The Hippo signalling pathway has recently emerged as an important regulator of cell apoptosis and proliferation with significant implications in human diseases. In mammals, the pathway contains the core kinases MST1/2, which phosphorylate and activate LATS1/2 kinases. The pro-apoptotic function of the MST/LATS signalling axis was previously linked to the Akt and ERK MAPK pathways, demonstrating that the Hippo pathway does not act alone but crosstalks with other signalling pathways to coordinate network dynamics and cellular outcomes. These crosstalks were characterised by a multitude of complex regulatory mechanisms involving competitive protein-protein interactions and phosphorylation mediated feedback loops. However, how these different mechanisms interplay in different cellular contexts to drive the context-specific network dynamics of Hippo-ERK signalling remains elusive. Using mathematical modelling and computational analysis, we uncovered that the Hippo-ERK network can generate highly diverse dynamical profiles that can be clustered into distinct dose-response patterns. For each pattern, we offered mechanistic explanation that defines when and how the observed phenomenon can arise. We demonstrated that Akt displays opposing, dose-dependent functions towards ERK, which are mediated by the balance between the Raf-1/MST2 protein interaction module and the LATS1 mediated feedback regulation. Moreover, Ras displays a multi-functional role and drives biphasic responses of both MST2 and ERK activities; which are critically governed by the competitive protein interaction between MST2 and Raf-1. Our study represents the first in-depth and systematic analysis of the Hippo-ERK network dynamics and provides a concrete foundation for future studies.

  1. Sensitivity analysis of intracellular signaling pathway kinetics predicts targets for stem cell fate control.

    Directory of Open Access Journals (Sweden)

    Alborz Mahdavi

    2007-07-01

    Full Text Available Directing stem cell fate requires knowledge of how signaling networks integrate temporally and spatially segregated stimuli. We developed and validated a computational model of signal transducer and activator of transcription-3 (Stat3 pathway kinetics, a signaling network involved in embryonic stem cell (ESC self-renewal. Our analysis identified novel pathway responses; for example, overexpression of the receptor glycoprotein-130 results in reduced pathway activation and increased ESC differentiation. We used a systematic in silico screen to identify novel targets and protein interactions involved in Stat3 activation. Our analysis demonstrates that signaling activation and desensitization (the inability to respond to ligand restimulation is regulated by balancing the activation state of a distributed set of parameters including nuclear export of Stat3, nuclear phosphatase activity, inhibition by suppressor of cytokine signaling, and receptor trafficking. This knowledge was used to devise a temporally modulated ligand delivery strategy that maximizes signaling activation and leads to enhanced ESC self-renewal.

  2. Multifractal signal reconstruction based on singularity power spectrum

    International Nuclear Information System (INIS)

    Xiong, Gang; Yu, Wenxian; Xia, Wenxiang; Zhang, Shuning

    2016-01-01

    Highlights: • We propose a novel multifractal reconstruction method based on singularity power spectrum analysis (MFR-SPS). • The proposed MFR-SPS method has better power characteristic than the algorithm in Fraclab. • Further, the SPS-ISE algorithm performs better than the SPS-MFS algorithm. • Based on the proposed MFR-SPS method, we can restructure singularity white fractal noise (SWFN) and linear singularity modulation (LSM) multifractal signal, in equivalent sense, similar with the linear frequency modulation(LFM) signal and WGN in the Fourier domain. - Abstract: Fractal reconstruction (FR) and multifractal reconstruction (MFR) can be considered as the inverse problem of singularity spectrum analysis, and it is challenging to reconstruct fractal signal in accord with multifractal spectrum (MFS). Due to the multiple solutions of fractal reconstruction, the traditional methods of FR/MFR, such as FBM based method, wavelet based method, random wavelet series, fail to reconstruct fractal signal deterministically, and besides, those methods neglect the power spectral distribution in the singular domain. In this paper, we propose a novel MFR method based singularity power spectrum (SPS). Supposing the consistent uniform covering of multifractal measurement, we control the traditional power law of each scale of wavelet coefficients based on the instantaneous singularity exponents (ISE) or MFS, simultaneously control the singularity power law based on the SPS, and deduce the principle and algorithm of MFR based on SPS. Reconstruction simulation and error analysis of estimated ISE, MFS and SPS show the effectiveness and the improvement of the proposed methods compared to those obtained by the Fraclab package.

  3. 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.

  4. Decadal strain along creeping faults in the Needles District, Paradox Basin Utah determined with InSAR Time Series Analysis

    Science.gov (United States)

    Kravitz, K.; Furuya, M.; Mueller, K. J.

    2013-12-01

    The Needles District, in Canyonlands National Park in Utah exposes an array of actively creeping normal faults that accommodate gravity-driven extension above a plastically deforming substrate of evaporite deposits. Previous interferogram stacking and InSAR analysis of faults in the Needles District using 35 ERS satellite scenes from 1992 to 2002 showed line-of-sight deformation rates of ~1-2 mm/yr along active normal faults, with a wide strain gradient along the eastern margin of the deforming region. More rapid subsidence of ~2-2.5 mm/yr was also evident south of the main fault array across a broad platform bounded by the Colorado River and a single fault scarp to the south. In this study, time series analysis was performed on SAR scenes from Envisat, PALSAR, and ERS satellites ranging from 1992 to 2010 to expand upon previous results. Both persistent scatterer and small baseline methods were implemented using StaMPS. Preliminary results from Envisat data indicate equally distributed slip rates along the length of faults within the Needles District and very little subsidence in the broad region further southwest identified in previous work. A phase ramp that appears to be present within the initial interferograms creates uncertainty in the current analysis and future work is aimed at removing this artifact. Our new results suggest, however that a clear deformation signal is present along a number of large grabens in the northern part of the region at higher rates of up to 3-4 mm/yr. Little to no creep is evident along the single fault zone that bounds the southern Needles, in spite of the presence of a large and apparently active fault. This includes a segment of this fault that is instrumented by a creepmeter that yields slip rates on the order of ~1mm/yr. Further work using time series analysis and a larger sampling of SAR scenes will be used in an effort to determine why differences exist between previous and current work and to test mechanics-based modeling

  5. 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.

  6. Non-destructive testing of full-length bonded rock bolts based on HHT signal analysis

    Science.gov (United States)

    Shi, Z. M.; Liu, L.; Peng, M.; Liu, C. C.; Tao, F. J.; Liu, C. S.

    2018-04-01

    Full-length bonded rock bolts are commonly used in mining, tunneling and slope engineering because of their simple design and resistance to corrosion. However, the length of a rock bolt and grouting quality do not often meet the required design standards in practice because of the concealment and complexity of bolt construction. Non-destructive testing is preferred when testing a rock bolt's quality because of the convenience, low cost and wide detection range. In this paper, a signal analysis method for the non-destructive sound wave testing of full-length bonded rock bolts is presented, which is based on the Hilbert-Huang transform (HHT). First, we introduce the HHT analysis method to calculate the bolt length and identify defect locations based on sound wave reflection test signals, which includes decomposing the test signal via empirical mode decomposition (EMD), selecting the intrinsic mode functions (IMF) using the Pearson Correlation Index (PCI) and calculating the instantaneous phase and frequency via the Hilbert transform (HT). Second, six model tests are conducted using different grouting defects and bolt protruding lengths to verify the effectiveness of the HHT analysis method. Lastly, the influence of the bolt protruding length on the test signal, identification of multiple reflections from defects, bolt end and protruding end, and mode mixing from EMD are discussed. The HHT analysis method can identify the bolt length and grouting defect locations from signals that contain noise at multiple reflected interfaces. The reflection from the long protruding end creates an irregular test signal with many frequency peaks on the spectrum. The reflections from defects barely change the original signal because they are low energy, which cannot be adequately resolved using existing methods. The HHT analysis method can identify reflections from the long protruding end of the bolt and multiple reflections from grouting defects based on mutations in the instantaneous

  7. CERN Technical Training 2003: Learning for the LHC ! DISP-2003 - Digital Signal Processing

    CERN Multimedia

    2003-01-01

    DISP-2003 - Digital Signal Processing DISP-2003 is a two-term course given by CERN and University of Lausanne (UNIL) experts within the framework of the Technical Training Programme. The course will review the current techniques dealing with Digital Signal Processing, and it is intended for an audience who work or will work on digital signal processing aspects, and who need an introductory or refresher/update course. The course will be in English, with question and answers also in French. Spring 2 Term: DISP-2003: Advanced Digital Signal Processing 30 April 2003 - 21 May 2003, 4 lectures, Wednesdays afternoon (attendance cost: 40.- CHF, registration required) Lecturers: Léonard Studer, UNIL; Laurent Deniau, AT-MTM; Elena Wildner, AT-MAS Programme: Intelligent signal processing (ISP). Non-linear time series analysis. Image processing. Wavelets. (Basic concepts and definitions have been introduced during the previous Spring 1 Term: DISP-2003: Introduction to Digital Signal Processing). DISP-2003 is open...

  8. 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.

  9. Continuous EEG signal analysis for asynchronous BCI application.

    Science.gov (United States)

    Hsu, Wei-Yen

    2011-08-01

    In this study, we propose a two-stage recognition system for continuous analysis of electroencephalogram (EEG) signals. An independent component analysis (ICA) and correlation coefficient are used to automatically eliminate the electrooculography (EOG) artifacts. Based on the continuous wavelet transform (CWT) and Student's two-sample t-statistics, active segment selection then detects the location of active segment in the time-frequency domain. Next, multiresolution fractal feature vectors (MFFVs) are extracted with the proposed modified fractal dimension from wavelet data. Finally, the support vector machine (SVM) is adopted for the robust classification of MFFVs. The EEG signals are continuously analyzed in 1-s segments, and every 0.5 second moves forward to simulate asynchronous BCI works in the two-stage recognition architecture. The segment is first recognized as lifted or not in the first stage, and then is classified as left or right finger lifting at stage two if the segment is recognized as lifting in the first stage. Several statistical analyses are used to evaluate the performance of the proposed system. The results indicate that it is a promising system in the applications of asynchronous BCI work.

  10. Fuzzy Inference System Approach for Locating Series, Shunt, and Simultaneous Series-Shunt Faults in Double Circuit Transmission Lines.

    Science.gov (United States)

    Swetapadma, Aleena; Yadav, Anamika

    2015-01-01

    Many schemes are reported for shunt fault location estimation, but fault location estimation of series or open conductor faults has not been dealt with so far. The existing numerical relays only detect the open conductor (series) fault and give the indication of the faulty phase(s), but they are unable to locate the series fault. The repair crew needs to patrol the complete line to find the location of series fault. In this paper fuzzy based fault detection/classification and location schemes in time domain are proposed for both series faults, shunt faults, and simultaneous series and shunt faults. The fault simulation studies and fault location algorithm have been developed using Matlab/Simulink. Synchronized phasors of voltage and current signals of both the ends of the line have been used as input to the proposed fuzzy based fault location scheme. Percentage of error in location of series fault is within 1% and shunt fault is 5% for all the tested fault cases. Validation of percentage of error in location estimation is done using Chi square test with both 1% and 5% level of significance.

  11. 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.

  12. 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.

  13. 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%.

  14. 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.

  15. Hedgehog signaling acts with the temporal cascade to promote neuroblast cell cycle exit.

    Directory of Open Access Journals (Sweden)

    Phing Chian Chai

    Full Text Available In Drosophila postembryonic neuroblasts, transition in gene expression programs of a cascade of transcription factors (also known as the temporal series acts together with the asymmetric division machinery to generate diverse neurons with distinct identities and regulate the end of neuroblast proliferation. However, the underlying mechanism of how this "temporal series" acts during development remains unclear. Here, we show that Hh signaling in the postembryonic brain is temporally regulated; excess (earlier onset of Hh signaling causes premature neuroblast cell cycle exit and under-proliferation, whereas loss of Hh signaling causes delayed cell cycle exit and excess proliferation. Moreover, the Hh pathway functions downstream of Castor but upstream of Grainyhead, two components of the temporal series, to schedule neuroblast cell cycle exit. Interestingly, hh is likely a target of Castor. Hence, Hh signaling provides a link between the temporal series and the asymmetric division machinery in scheduling the end of neurogenesis.

  16. Analysis Spectrum of ECG Signal and QRS Detection during Running on Treadmill

    Science.gov (United States)

    Agung Suhendra, M.; Ilham R., M.; Simbolon, Artha I.; Faizal A., M.; Munandar, A.

    2018-03-01

    The heart is an important organ in our metabolism in which it controls circulatory and oxygen. The heart exercise is needed one of them using the treadmill to prevent health. To analysis, it using electrocardiograph (ECG) to investigating and diagnosing anomalies of the heart. In this paper, we would like to analysis ECG signals during running on the treadmill with kinds of speeds. There are two analysis ECG signals i.e. QRS detection and power spectrum density (PSD). The result of PSD showed that subject 3 has highly for all subject and the result of QRS detection using pan Tomkins algorithm that a percentage of failed detection is an approaching to 0 % for all subject.

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

    Science.gov (United States)

    Thompson, William Hedley; Fransson, Peter

    2016-12-01

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

  18. Methods for the Analysis of Protein Phosphorylation-Mediated Cellular Signaling Networks

    Science.gov (United States)

    White, Forest M.; Wolf-Yadlin, Alejandro

    2016-06-01

    Protein phosphorylation-mediated cellular signaling networks regulate almost all aspects of cell biology, including the responses to cellular stimulation and environmental alterations. These networks are highly complex and comprise hundreds of proteins and potentially thousands of phosphorylation sites. Multiple analytical methods have been developed over the past several decades to identify proteins and protein phosphorylation sites regulating cellular signaling, and to quantify the dynamic response of these sites to different cellular stimulation. Here we provide an overview of these methods, including the fundamental principles governing each method, their relative strengths and weaknesses, and some examples of how each method has been applied to the analysis of complex signaling networks. When applied correctly, each of these techniques can provide insight into the topology, dynamics, and regulation of protein phosphorylation signaling networks.

  19. Recurrence network analysis of experimental signals from bubbly oil-in-water flows

    Energy Technology Data Exchange (ETDEWEB)

    Gao, Zhong-Ke; Zhang, Xin-Wang; Du, Meng [School of Electrical Engineering and Automation, Tianjin University, Tianjin 300072 (China); Jin, Ning-De, E-mail: ndjin@tju.edu.cn [School of Electrical Engineering and Automation, Tianjin University, Tianjin 300072 (China)

    2013-02-04

    Based on the signals from oil–water two-phase flow experiment, we construct and analyze recurrence networks to characterize the dynamic behavior of different flow patterns. We first take a chaotic time series as an example to demonstrate that the local property of recurrence network allows characterizing chaotic dynamics. Then we construct recurrence networks for different oil-in-water flow patterns and investigate the local property of each constructed network, respectively. The results indicate that the local topological statistic of recurrence network is very sensitive to the transitions of flow patterns and allows uncovering the dynamic flow behavior associated with chaotic unstable periodic orbits.

  20. Recurrence network analysis of experimental signals from bubbly oil-in-water flows

    International Nuclear Information System (INIS)

    Gao, Zhong-Ke; Zhang, Xin-Wang; Du, Meng; Jin, Ning-De

    2013-01-01

    Based on the signals from oil–water two-phase flow experiment, we construct and analyze recurrence networks to characterize the dynamic behavior of different flow patterns. We first take a chaotic time series as an example to demonstrate that the local property of recurrence network allows characterizing chaotic dynamics. Then we construct recurrence networks for different oil-in-water flow patterns and investigate the local property of each constructed network, respectively. The results indicate that the local topological statistic of recurrence network is very sensitive to the transitions of flow patterns and allows uncovering the dynamic flow behavior associated with chaotic unstable periodic orbits.

  1. Dynamic strain analysis of structures employing digital signal processing, storage and display

    Energy Technology Data Exchange (ETDEWEB)

    Patwardhan, P K; Misra, V M; Kumar, Surendra

    1975-01-01

    A multi-channel digital technique has been adopted for analysing wave patterns of stresses and strains in structures, particularly under dynamic conditions. This technique provides adequate signal to noise discrimination and high sensitivity for very small (few milli-volts) and slow varying signals (few Hz to 100 Hz.), and A-D conversion accompined by live display during the course of data gathering and computer compatible output. This system also provides fast response because of inherent 50 MHz digitising speed and a large dynamic range of 1024 discrete signal steps. The signals can be suitably fed to the A-D converter (50 MHz) or can be analysed employing frequency modulation techniques and time mode operation of the analyser. The data can be gathered in the field on cassette tapes and replayed in the laboratory for detailed analysis. This technique would provide a versatile system for dynamic analysis of structures under varying conditions. e.g. structures in nuclear power systems, such as testing of end fittings, calandria, vibration testing and measurements exploying pressure transducers.

  2. Dynamic strain analysis of structures employing digital signal processing, storage and display

    International Nuclear Information System (INIS)

    Patwardhan, P.K.; Misra, V.M.; Kumar, Surendra

    1975-01-01

    A multi-channel digital technique has been adopted for analysing wave patterns of stresses and strains in structures, particularly under dynamic conditions. This technique provides adequate signal to noise discrimination and high sensitivity for very small (few milli-volts) and slow varying signals (few Hz to 100 Hz.), A-D conversion accompined by live display during the course of data gathering and computer compatible output. This system also provides fast response because of inherent 50 MHz digitising speed and a large dynamic range of 1024 discrete signal steps. The signals can be suitably fed to the A-D converter (50 MHz) or can be analysed employing frequency modulation techniques and time mode operation of the analyser. The data can be gathered in the field on cassette tapes and replayed in the laboratory for detailed analysis. This technique would provide a versatile system for dynamic analysis of structures under varying conditions. e.g. structures in nuclear power systems, such as testing of end fittings, calandria, vibration testing and measurements exploying pressure transducers. (author)

  3. Wavelet analysis as a tool to characteriseand remove environmental noisefrom self-potential time series

    Directory of Open Access Journals (Sweden)

    M. Ragosta

    2004-06-01

    Full Text Available Multiresolution wavelet analysis of self-potential signals and rainfall levels is performed for extracting fluctuations in electrical signals, which might be addressed to meteorological variability. In the time-scale domain of the wavelet transform, rain data are used as markers to single out those wavelet coefficients of the electric signal which can be considered relevant to the environmental disturbance. Then these coefficients are filtered out and the signal is recovered by anti-transforming the retained coefficients. Such methodological approach might be applied to characterise unwanted environmental noise. It also can be considered as a practical technique to remove noise that can hamper the correct assessment and use of electrical techniques for the monitoring of geophysical phenomena.

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

    Science.gov (United States)

    Visser, H.; Molenaar, J.

    1995-05-01

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

  5. MATtrack: A MATLAB-Based Quantitative Image Analysis Platform for Investigating Real-Time Photo-Converted Fluorescent Signals in Live Cells.

    Science.gov (United States)

    Courtney, Jane; Woods, Elena; Scholz, Dimitri; Hall, William W; Gautier, Virginie W

    2015-01-01

    We introduce here MATtrack, an open source MATLAB-based computational platform developed to process multi-Tiff files produced by a photo-conversion time lapse protocol for live cell fluorescent microscopy. MATtrack automatically performs a series of steps required for image processing, including extraction and import of numerical values from Multi-Tiff files, red/green image classification using gating parameters, noise filtering, background extraction, contrast stretching and temporal smoothing. MATtrack also integrates a series of algorithms for quantitative image analysis enabling the construction of mean and standard deviation images, clustering and classification of subcellular regions and injection point approximation. In addition, MATtrack features a simple user interface, which enables monitoring of Fluorescent Signal Intensity in multiple Regions of Interest, over time. The latter encapsulates a region growing method to automatically delineate the contours of Regions of Interest selected by the user, and performs background and regional Average Fluorescence Tracking, and automatic plotting. Finally, MATtrack computes convenient visualization and exploration tools including a migration map, which provides an overview of the protein intracellular trajectories and accumulation areas. In conclusion, MATtrack is an open source MATLAB-based software package tailored to facilitate the analysis and visualization of large data files derived from real-time live cell fluorescent microscopy using photoconvertible proteins. It is flexible, user friendly, compatible with Windows, Mac, and Linux, and a wide range of data acquisition software. MATtrack is freely available for download at eleceng.dit.ie/courtney/MATtrack.zip.

  6. A neuro-fuzzy computing technique for modeling hydrological time series

    Science.gov (United States)

    Nayak, P. C.; Sudheer, K. P.; Rangan, D. M.; Ramasastri, K. S.

    2004-05-01

    Intelligent computing tools such as artificial neural network (ANN) and fuzzy logic approaches are proven to be efficient when applied individually to a variety of problems. Recently there has been a growing interest in combining both these approaches, and as a result, neuro-fuzzy computing techniques have evolved. This approach has been tested and evaluated in the field of signal processing and related areas, but researchers have only begun evaluating the potential of this neuro-fuzzy hybrid approach in hydrologic modeling studies. This paper presents the application of an adaptive neuro fuzzy inference system (ANFIS) to hydrologic time series modeling, and is illustrated by an application to model the river flow of Baitarani River in Orissa state, India. An introduction to the ANFIS modeling approach is also presented. The advantage of the method is that it does not require the model structure to be known a priori, in contrast to most of the time series modeling techniques. The results showed that the ANFIS forecasted flow series preserves the statistical properties of the original flow series. The model showed good performance in terms of various statistical indices. The results are highly promising, and a comparative analysis suggests that the proposed modeling approach outperforms ANNs and other traditional time series models in terms of computational speed, forecast errors, efficiency, peak flow estimation etc. It was observed that the ANFIS model preserves the potential of the ANN approach fully, and eases the model building process.

  7. Design and prototyping of a wristband-type wireless photoplethysmographic device for heart rate variability signal analysis.

    Science.gov (United States)

    Ghamari, M; Soltanpur, C; Cabrera, S; Romero, R; Martinek, R; Nazeran, H

    2016-08-01

    Heart Rate Variability (HRV) signal analysis provides a quantitative marker of the Autonomic Nervous System (ANS) function. A wristband-type wireless photoplethysmographic (PPG) device was custom-designed to collect and analyze the arterial pulse in the wrist. The proposed device is comprised of an optical sensor to monitor arterial pulse, a signal conditioning unit to filter and amplify the analog PPG signal, a microcontroller to digitize the analog PPG signal, and a Bluetooth module to transfer the data to a smart device. This paper proposes a novel model to represent the PPG signal as the summation of two Gaussian functions. The paper concludes with a verification procedure for HRV signal analysis during sedentary activities.

  8. 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.

  9. SVM-Based Spectral Analysis for Heart Rate from Multi-Channel WPPG Sensor Signals

    Directory of Open Access Journals (Sweden)

    Jiping Xiong

    2017-03-01

    Full Text Available Although wrist-type photoplethysmographic (hereafter referred to as WPPG sensor signals can measure heart rate quite conveniently, the subjects’ hand movements can cause strong motion artifacts, and then the motion artifacts will heavily contaminate WPPG signals. Hence, it is challenging for us to accurately estimate heart rate from WPPG signals during intense physical activities. The WWPG method has attracted more attention thanks to the popularity of wrist-worn wearable devices. In this paper, a mixed approach called Mix-SVM is proposed, it can use multi-channel WPPG sensor signals and simultaneous acceleration signals to measurement heart rate. Firstly, we combine the principle component analysis and adaptive filter to remove a part of the motion artifacts. Due to the strong relativity between motion artifacts and acceleration signals, the further denoising problem is regarded as a sparse signals reconstruction problem. Then, we use a spectrum subtraction method to eliminate motion artifacts effectively. Finally, the spectral peak corresponding to heart rate is sought by an SVM-based spectral analysis method. Through the public PPG database in the 2015 IEEE Signal Processing Cup, we acquire the experimental results, i.e., the average absolute error was 1.01 beat per minute, and the Pearson correlation was 0.9972. These results also confirm that the proposed Mix-SVM approach has potential for multi-channel WPPG-based heart rate estimation in the presence of intense physical exercise.

  10. Correcting for Blood Arrival Time in Global Mean Regression Enhances Functional Connectivity Analysis of Resting State fMRI-BOLD Signals.

    Science.gov (United States)

    Erdoğan, Sinem B; Tong, Yunjie; Hocke, Lia M; Lindsey, Kimberly P; deB Frederick, Blaise

    2016-01-01

    Resting state functional connectivity analysis is a widely used method for mapping intrinsic functional organization of the brain. Global signal regression (GSR) is commonly employed for removing systemic global variance from resting state BOLD-fMRI data; however, recent studies have demonstrated that GSR may introduce spurious negative correlations within and between functional networks, calling into question the meaning of anticorrelations reported between some networks. In the present study, we propose that global signal from resting state fMRI is composed primarily of systemic low frequency oscillations (sLFOs) that propagate with cerebral blood circulation throughout the brain. We introduce a novel systemic noise removal strategy for resting state fMRI data, "dynamic global signal regression" (dGSR), which applies a voxel-specific optimal time delay to the global signal prior to regression from voxel-wise time series. We test our hypothesis on two functional systems that are suggested to be intrinsically organized into anticorrelated networks: the default mode network (DMN) and task positive network (TPN). We evaluate the efficacy of dGSR and compare its performance with the conventional "static" global regression (sGSR) method in terms of (i) explaining systemic variance in the data and (ii) enhancing specificity and sensitivity of functional connectivity measures. dGSR increases the amount of BOLD signal variance being modeled and removed relative to sGSR while reducing spurious negative correlations introduced in reference regions by sGSR, and attenuating inflated positive connectivity measures. We conclude that incorporating time delay information for sLFOs into global noise removal strategies is of crucial importance for optimal noise removal from resting state functional connectivity maps.

  11. EMD-Based Symbolic Dynamic Analysis for the Recognition of Human and Nonhuman Pyroelectric Infrared Signals

    Directory of Open Access Journals (Sweden)

    Jiaduo Zhao

    2016-01-01

    Full Text Available In this paper, we propose an effective human and nonhuman pyroelectric infrared (PIR signal recognition method to reduce PIR detector false alarms. First, using the mathematical model of the PIR detector, we analyze the physical characteristics of the human and nonhuman PIR signals; second, based on the analysis results, we propose an empirical mode decomposition (EMD-based symbolic dynamic analysis method for the recognition of human and nonhuman PIR signals. In the proposed method, first, we extract the detailed features of a PIR signal into five symbol sequences using an EMD-based symbolization method, then, we generate five feature descriptors for each PIR signal through constructing five probabilistic finite state automata with the symbol sequences. Finally, we use a weighted voting classification strategy to classify the PIR signals with their feature descriptors. Comparative experiments show that the proposed method can effectively classify the human and nonhuman PIR signals and reduce PIR detector’s false alarms.

  12. EMD-Based Symbolic Dynamic Analysis for the Recognition of Human and Nonhuman Pyroelectric Infrared Signals.

    Science.gov (United States)

    Zhao, Jiaduo; Gong, Weiguo; Tang, Yuzhen; Li, Weihong

    2016-01-20

    In this paper, we propose an effective human and nonhuman pyroelectric infrared (PIR) signal recognition method to reduce PIR detector false alarms. First, using the mathematical model of the PIR detector, we analyze the physical characteristics of the human and nonhuman PIR signals; second, based on the analysis results, we propose an empirical mode decomposition (EMD)-based symbolic dynamic analysis method for the recognition of human and nonhuman PIR signals. In the proposed method, first, we extract the detailed features of a PIR signal into five symbol sequences using an EMD-based symbolization method, then, we generate five feature descriptors for each PIR signal through constructing five probabilistic finite state automata with the symbol sequences. Finally, we use a weighted voting classification strategy to classify the PIR signals with their feature descriptors. Comparative experiments show that the proposed method can effectively classify the human and nonhuman PIR signals and reduce PIR detector's false alarms.

  13. Statistical features of seismoelectric signals prior to M7.4 Guerrero-Oaxaca earthquake (México

    Directory of Open Access Journals (Sweden)

    A. Ramírez-Rojas

    2008-09-01

    Full Text Available In this paper a statistical analysis of seismoelectric ULF signals prior to the M7.4 Guerrero-Oaxaca earthquake (EQ occurred at the Mexican Pacific coast on 14 September 1995, has been performed. The signals were simultaneously recorded at three monitoring stations from the last months of 1994 until July of 1996. The nonlinear time series methods of Higuchi fractal dimension (HFD and detrended fluctuation analysis (DFA have been used. In the three data sets we found some complex dynamical behaviors that seemingly reflect a relaxation-EQ preparation-main shock-relaxation process. In particular, clear spike-like anomalies in both DFA- and HFD-exponents some months before the main shock are revealed.

  14. 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

  15. Investigation of mental fatigue through EEG signal processing based on nonlinear analysis: Symbolic dynamics

    International Nuclear Information System (INIS)

    Azarnoosh, Mahdi; Motie Nasrabadi, Ali; Mohammadi, Mohammad Reza; Firoozabadi, Mohammad

    2011-01-01

    Highlights: Mental fatigue indices’ variation discussed during simple long-term attentive task. Symbolic dynamics of reaction time and EEG signal determine mental state variation. Nonlinear quantifiers such as entropy can display chaotic behaviors of the brain. Frontal and central lobes of the brain are effective in attention investigations. Mental fatigue causes a reduction in the complexity of the brain’s activity. Abstract: To investigate nonlinear analysis of attention physiological indices this study used a simple repetitive attentive task in four consecutive trials that resulted in mental fatigue. Traditional performance indices, such as reaction time, error responses, and EEG signals, were simultaneously recorded to evaluate differences between the trials. Performance indices analysis demonstrated that a selected task leads to mental fatigue. In addition, the study aimed to find a method to determine mental fatigue based on nonlinear analysis of EEG signals. Symbolic dynamics was selected as a qualitative method used to extract some quantitative qualifiers such as entropy. This method was executed on the reaction time of responses, and EEG signals to distinguish mental states. The results revealed that nonlinear analysis of reaction time, and EEG signals of the frontal and central lobes of the brain could differentiate between attention, and occurrence of mental fatigue in trials. In addition, the trend of entropy variation displayed a reduction in the complexity of mental activity as fatigue occurred.

  16. Beyond Fractals and 1/f Noise: Multifractal Analysis of Complex Physiological Time Series

    Science.gov (United States)

    Ivanov, Plamen Ch.; Amaral, Luis A. N.; Ashkenazy, Yosef; Stanley, H. Eugene; Goldberger, Ary L.; Hausdorff, Jeffrey M.; Yoneyama, Mitsuru; Arai, Kuniharu

    2001-03-01

    We investigate time series with 1/f-like spectra generated by two physiologic control systems --- the human heartbeat and human gait. We show that physiological fluctuations exhibit unexpected ``hidden'' structures often described by scaling laws. In particular, our studies indicate that when analyzed on different time scales the heartbeat fluctuations exhibit cascades of branching patterns with self-similar (fractal) properties, characterized by long-range power-law anticorrelations. We find that these scaling features change during sleep and wake phases, and with pathological perturbations. Further, by means of a new wavelet-based technique, we find evidence of multifractality in the healthy human heartbeat even under resting conditions, and show that the multifractal character and nonlinear properties of the healthy heart are encoded in the Fourier phases. We uncover a loss of multifractality for a life-threatening condition, congestive heart failure. In contrast to the heartbeat, we find that the interstride interval time series of healthy human gait, a voluntary process under neural regulation, is described by a single fractal dimension (such as classical 1/f noise) indicating monofractal behavior. Thus our approach can help distinguish physiological and physical signals with comparable frequency spectra and two-point correlations, and guide modeling of their control mechanisms.

  17. 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.

  18. Meta-analysis of melanin-concentrating hormone signaling-deficient mice on behavioral and metabolic phenotypes.

    Directory of Open Access Journals (Sweden)

    Kenkichi Takase

    Full Text Available The demand for meta-analyses in basic biomedical research has been increasing because the phenotyping of genetically modified mice does not always produce consistent results. Melanin-concentrating hormone (MCH has been reported to be involved in a variety of behaviors that include feeding, body-weight regulation, anxiety, sleep, and reward behavior. However, the reported behavioral and metabolic characteristics of MCH signaling-deficient mice, such as MCH-deficient mice and MCH receptor 1 (MCHR1-deficient mice, are not consistent with each other. In the present study, we performed a meta-analysis of the published data related to MCH-deficient and MCHR1-deficient mice to obtain robust conclusions about the role of MCH signaling. Overall, the meta-analysis revealed that the deletion of MCH signaling enhanced wakefulness, locomotor activity, aggression, and male sexual behavior and that MCH signaling deficiency suppressed non-REM sleep, anxiety, responses to novelty, startle responses, and conditioned place preferences. In contrast to the acute orexigenic effect of MCH, MCH signaling deficiency significantly increased food intake. Overall, the meta-analysis also revealed that the deletion of MCH signaling suppressed the body weight, fat mass, and plasma leptin, while MCH signaling deficiency increased the body temperature, oxygen consumption, heart rate, and mean arterial pressure. The lean phenotype of the MCH signaling-deficient mice was also confirmed in separate meta-analyses that were specific to sex and background strain (i.e., C57BL/6 and 129Sv. MCH signaling deficiency caused a weak anxiolytic effect as assessed with the elevated plus maze and the open field test but also caused a weak anxiogenic effect as assessed with the emergence test. MCH signaling-deficient mice also exhibited increased plasma corticosterone under non-stressed conditions, which suggests enhanced activity of the hypothalamic-pituitary-adrenal axis. To the best of our

  19. High-Selectivity Filter Banks for Spectral Analysis of Music Signals

    Directory of Open Access Journals (Sweden)

    Luiz W. P. Biscainho

    2007-01-01

    Full Text Available This paper approaches, under a unified framework, several algorithms for the spectral analysis of musical signals. Such algorithms include the fast Fourier transform (FFT, the fast filter bank (FFB, the constant-Q transform (CQT, and the bounded-Q transform (BQT, previously known from the associated literature. Two new methods are then introduced, namely, the constant-Q fast filter bank (CQFFB and the bounded-Q fast filter bank (BQFFB, combining the positive characteristics of the previously mentioned algorithms. The provided analyses indicate that the proposed BQFFB achieves an excellent compromise between the reduced computational effort of the FFT, the high selectivity of each output channel of the FFB, and the efficient distribution of frequency channels associated to the CQT and BQT methods. Examples are included to illustrate the performances of these methods in the spectral analysis of music signals.

  20. 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.