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

Directory of Open Access Journals (Sweden)

Jan Dempewolf

2014-10-01

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

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.

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.

Development of satellite green vegetation fraction time series for use in mesoscale modeling: application to the European heat wave 2006

DEFF Research Database (Denmark)

Nielsen, Joakim Refslund; Dellwik, Ebba; Hahmann, Andrea N.

2014-01-01

A method is presented for development of satellite green vegetation fraction (GVF) time series for use in the Weather Research and Forecasting (WRF) model. The GVF data is in the WRF model used to describe the temporal evolution of many land surface parameters, in addition to the evolution of veg...

Monitoring vegetation recovery in fire-affected areas using temporal profiles of spectral signal from time series MODIS and LANDSAT satellite images

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Georgopoulou, Danai; Koutsias, Nikos

2015-04-01

Vegetation phenology is an important element of vegetation characteristics that can be useful in vegetation monitoring especially when satellite remote sensing observations are used. In that sense temporal profiles extracted from spectral signal of time series MODIS and LANDSAT satellite images can be used to characterize vegetation phenology and thus to be helpful for monitoring vegetation recovery in fire-affected areas. The aim of this study is to explore the vegetation recovery pattern of the catastrophic wildfires that occurred in Peloponnisos, southern Greece, in 2007. These fires caused the loss of 67 lives and were recognized as the most extreme natural disaster in the country's recent history. Satellite remote sensing data from MODIS and LANDSAT satellites in the period from 2000 to 2014 were acquired and processed to extract the temporal profiles of the spectral signal for selected areas within the fire-affected areas. This dataset and time period analyzed together with the time that these fires occurred gave the opportunity to create temporal profiles seven years before and seven years after the fire. The different scale of the data used gave us the chance to understand how vegetation phenology and therefore the recovery patterns are influenced by the spatial resolution of the satellite data used. Different metrics linked to key phenological events have been created and used to assess vegetation recovery in the fire-affected areas. Our analysis was focused in the main land cover types that were mostly affected by the 2007 wildland fires. Based on CORINE land-cover maps these were agricultural lands highly interspersed with large areas of natural vegetation followed by sclerophyllous vegetation, transitional woodland shrubs, complex cultivation patterns and olive groves. Apart of the use of the original spectral data we estimated and used vegetation indices commonly found in vegetation studies as well as in burned area mapping studies. In this study we

Monitoring land surface albedo and vegetation dynamics using high spatial and temporal resolution synthetic time series from Landsat and the MODIS BRDF/NBAR/albedo product

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Wang, Zhuosen; Schaaf, Crystal B.; Sun, Qingsong; Kim, JiHyun; Erb, Angela M.; Gao, Feng; Román, Miguel O.; Yang, Yun; Petroy, Shelley; Taylor, Jeffrey R.; Masek, Jeffrey G.; Morisette, Jeffrey T.; Zhang, Xiaoyang; Papuga, Shirley A.

2017-07-01

Seasonal vegetation phenology can significantly alter surface albedo which in turn affects the global energy balance and the albedo warming/cooling feedbacks that impact climate change. To monitor and quantify the surface dynamics of heterogeneous landscapes, high temporal and spatial resolution synthetic time series of albedo and the enhanced vegetation index (EVI) were generated from the 500 m Moderate Resolution Imaging Spectroradiometer (MODIS) operational Collection V006 daily BRDF/NBAR/albedo products and 30 m Landsat 5 albedo and near-nadir reflectance data through the use of the Spatial and Temporal Adaptive Reflectance Fusion Model (STARFM). The traditional Landsat Albedo (Shuai et al., 2011) makes use of the MODIS BRDF/Albedo products (MCD43) by assigning appropriate BRDFs from coincident MODIS products to each Landsat image to generate a 30 m Landsat albedo product for that acquisition date. The available cloud free Landsat 5 albedos (due to clouds, generated every 16 days at best) were used in conjunction with the daily MODIS albedos to determine the appropriate 30 m albedos for the intervening daily time steps in this study. These enhanced daily 30 m spatial resolution synthetic time series were then used to track albedo and vegetation phenology dynamics over three Ameriflux tower sites (Harvard Forest in 2007, Santa Rita in 2011 and Walker Branch in 2005). These Ameriflux sites were chosen as they are all quite nearby new towers coming on line for the National Ecological Observatory Network (NEON), and thus represent locations which will be served by spatially paired albedo measures in the near future. The availability of data from the NEON towers will greatly expand the sources of tower albedometer data available for evaluation of satellite products. At these three Ameriflux tower sites the synthetic time series of broadband shortwave albedos were evaluated using the tower albedo measurements with a Root Mean Square Error (RMSE) less than 0.013 and a

Analyses of GIMMS NDVI Time Series in Kogi State, Nigeria

Science.gov (United States)

Palka, Jessica; Wessollek, Christine; Karrasch, Pierre

2017-10-01

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

Deriving crop calendar using NDVI time-series

Science.gov (United States)

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

2014-11-01

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

Analysis of vegetation and land cover dynamics in north-western Morocco during the last decade using MODIS NDVI time series data

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C. Höpfner

2011-11-01

Full Text Available Vegetation phenology as well as the current variability and dynamics of vegetation and land cover, including its climatic and human drivers, are examined in a region in north-western Morocco that is nearly 22 700 km² big. A gapless time series of Normalized Differenced Vegetation Index (NDVI composite raster data from 29 September 2000 to 29 September 2009 is utilised. The data have a spatial resolution of 250 m and were acquired by the Moderate Resolution Imaging Spectroradiometer (MODIS sensor.

The presented approach allows to compose and to analyse yearly land cover maps in a widely unknown region with scarce validated ground truth data by deriving phenological parameters. Results show that the high temporal resolution of 16 d is sufficient for (a determining local land cover better than global land cover classifications of Plant Functional Types (PFT and Global Land Cover 2000 (GLC2000 and (b for drawing conclusions on vegetation dynamics and its drivers. Areas of stably classified land cover types (i.e. areas that did not change their land cover type show climatically driven inter- and intra-annual variability with indicated influence of droughts. The presented approach to determine human-driven influence on vegetation dynamics caused by agriculture results in a more than ten times larger area compared with stably classified areas. Change detection based on yearly land cover maps shows a gain of high-productive vegetation (cropland of about 259.3 km². Statistically significant inter-annual trends in vegetation dynamics during the last decade could however not be discovered. A sequence of correlations was respectively carried out to extract the most important periods of rainfall responsible for the production of green biomass and for the extent of land cover types. Results show that mean daily precipitation from 1 October to 15 December has high correlation results (max. r²=0.85 on an intra

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

Science.gov (United States)

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

2016-01-01

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

Webcam network and image database for studies of phenological changes of vegetation and snow cover in Finland, image time series from 2014 to 2016

Science.gov (United States)

Peltoniemi, Mikko; Aurela, Mika; Böttcher, Kristin; Kolari, Pasi; Loehr, John; Karhu, Jouni; Linkosalmi, Maiju; Melih Tanis, Cemal; Tuovinen, Juha-Pekka; Nadir Arslan, Ali

2018-01-01

In recent years, monitoring of the status of ecosystems using low-cost web (IP) or time lapse cameras has received wide interest. With broad spatial coverage and high temporal resolution, networked cameras can provide information about snow cover and vegetation status, serve as ground truths to Earth observations and be useful for gap-filling of cloudy areas in Earth observation time series. Networked cameras can also play an important role in supplementing laborious phenological field surveys and citizen science projects, which also suffer from observer-dependent observation bias. We established a network of digital surveillance cameras for automated monitoring of phenological activity of vegetation and snow cover in the boreal ecosystems of Finland. Cameras were mounted at 14 sites, each site having 1-3 cameras. Here, we document the network, basic camera information and access to images in the permanent data repository (http://www.zenodo.org/communities/phenology_camera/). Individual DOI-referenced image time series consist of half-hourly images collected between 2014 and 2016 (https://doi.org/10.5281/zenodo.1066862). Additionally, we present an example of a colour index time series derived from images from two contrasting sites.

Webcam network and image database for studies of phenological changes of vegetation and snow cover in Finland, image time series from 2014 to 2016

Directory of Open Access Journals (Sweden)

M. Peltoniemi

2018-01-01

Full Text Available In recent years, monitoring of the status of ecosystems using low-cost web (IP or time lapse cameras has received wide interest. With broad spatial coverage and high temporal resolution, networked cameras can provide information about snow cover and vegetation status, serve as ground truths to Earth observations and be useful for gap-filling of cloudy areas in Earth observation time series. Networked cameras can also play an important role in supplementing laborious phenological field surveys and citizen science projects, which also suffer from observer-dependent observation bias. We established a network of digital surveillance cameras for automated monitoring of phenological activity of vegetation and snow cover in the boreal ecosystems of Finland. Cameras were mounted at 14 sites, each site having 1–3 cameras. Here, we document the network, basic camera information and access to images in the permanent data repository (http://www.zenodo.org/communities/phenology_camera/. Individual DOI-referenced image time series consist of half-hourly images collected between 2014 and 2016 (https://doi.org/10.5281/zenodo.1066862. Additionally, we present an example of a colour index time series derived from images from two contrasting sites.

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

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Meng Lu

2017-10-01

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

Tools for Generating Useful Time-series Data from PhenoCam Images

Science.gov (United States)

Milliman, T. E.; Friedl, M. A.; Frolking, S.; Hufkens, K.; Klosterman, S.; Richardson, A. D.; Toomey, M. P.

2012-12-01

The PhenoCam project (http://phenocam.unh.edu/) is tasked with acquiring, processing, and archiving digital repeat photography to be used for scientific studies of vegetation phenological processes. Over the past 5 years the PhenoCam project has collected over 2 million time series images for a total over 700 GB of image data. Several papers have been published describing derived "vegetation indices" (such as green-chromatic-coordinate or gcc) which can be compared to standard measures such as NDVI or EVI. Imagery from our archive is available for download but converting series of images for a particular camera into useful scientific data, while simple in principle, is complicated by a variety of factors. Cameras are often exposed to harsh weather conditions (high wind, rain, ice, snow pile up), which result in images where the field of view (FOV) is partially obscured or completely blocked for periods of time. The FOV can also change for other reasons (mount failures, tower maintenance, etc.) Some of the relatively inexpensive cameras that are being used can also temporarily lose color balance or exposure controls resulting in loss of imagery. All these factors negatively influence the automated analysis of the image time series making this a non-trivial task. Here we discuss the challenges of processing PhenoCam image time-series for vegetation monitoring and the associated data management tasks. We describe our current processing framework and a simple standardized output format for the resulting time-series data. The time-series data in this format will be generated for specific "regions of interest" (ROI's) for each of the cameras in the PhenoCam network. This standardized output (which will be updated daily) can be considered 'the pulse' of a particular camera and will provide a default phenological dynamic for said camera. The time-series data can also be viewed as a higher level product which can be used to generate "vegetation indices", like gcc, for

Applying Markov Chains for NDVI Time Series Forecasting of Latvian Regions

Directory of Open Access Journals (Sweden)

Stepchenko Arthur

2015-12-01

Full Text Available Time series of earth observation based estimates of vegetation inform about variations in vegetation at the scale of Latvia. A vegetation index is an indicator that describes the amount of chlorophyll (the green mass and shows the relative density and health of vegetation. NDVI index is an important variable for vegetation forecasting and management of various problems, such as climate change monitoring, energy usage monitoring, managing the consumption of natural resources, agricultural productivity monitoring, drought monitoring and forest fire detection. In this paper, we make a one-step-ahead prediction of 7-daily time series of NDVI index using Markov chains. The choice of a Markov chain is due to the fact that a Markov chain is a sequence of random variables where each variable is located in some state. And a Markov chain contains probabilities of moving from one state to other.

Markov Chain Modelling for Short-Term NDVI Time Series Forecasting

Directory of Open Access Journals (Sweden)

Stepčenko Artūrs

2016-12-01

Full Text Available In this paper, the NDVI time series forecasting model has been developed based on the use of discrete time, continuous state Markov chain of suitable order. The normalised difference vegetation index (NDVI is an indicator that describes the amount of chlorophyll (the green mass and shows the relative density and health of vegetation; therefore, it is an important variable for vegetation forecasting. A Markov chain is a stochastic process that consists of a state space. This stochastic process undergoes transitions from one state to another in the state space with some probabilities. A Markov chain forecast model is flexible in accommodating various forecast assumptions and structures. The present paper discusses the considerations and techniques in building a Markov chain forecast model at each step. Continuous state Markov chain model is analytically described. Finally, the application of the proposed Markov chain model is illustrated with reference to a set of NDVI time series data.

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

Science.gov (United States)

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

2017-07-01

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

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

Science.gov (United States)

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

2018-03-01

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

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

Directory of Open Access Journals (Sweden)

Osunmadewa Babatunde Adeniyi

2018-03-01

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

The Vegetation Trends and Drivers in Beijing-Tianjing Region from 1982 TO 2013 Based on Time Series Gimms NDVI3g

Science.gov (United States)

Liu, S.; Tian, H.; Wang, X.; Li, H.; He, Y.

2018-04-01

Vegetation plays a leading role in ecosystems. Plant communities are the main components of ecosystems. Green plants in ecosystems are the primary producers, and they provide the living organic matter for the survival of other organisms. The dynamics of most landscapes are driven by both natural processes and human activities. In this study, the growing season GIMMS NDVI3g and climatic data were used to analyse the vegetation trends and drivers in Beijing-Tianjin-Hebei region from 1982 to 2013. Result shows that, the vegetation in Beijing-Tianjin-Hebei region shows overall restoration and partial degradation trend. The significant restoration region accounts for 61.5 % of Beijing-Tianjin-Hebei region, while the significant degradation region accounts for 2.1 %. The dominant climatic factor for time series NDVI were analyzed using the multi-linear regression model. Vegetation growth in 17.9 % of Beijing-Tianjin-Hebei region is dominated by temperature, 35.5 % is dominated by precipitation, and 11.68 % is dominated by solar radiance. Human activities play important role for vegetation restoration in Beijing-Tianjin-Hebei Region, where the large scale forest restoration programs are the main human activities, such as the three-north shelterbelt construction project, Beijing-Tianjin-Hebei sandstorm source control project and grain for green projects.

Local Vegetation Trends in the Sahel of Mali and Senegal Using Long Time Series FAPAR Satellite Products and Field Measurement (1982–2010

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Martin Brandt

2014-03-01

Full Text Available Local vegetation trends in the Sahel of Mali and Senegal from Geoland Version 1 (GEOV1 (5 km and the third generation Global Inventory Modeling and Mapping Studies (GIMMS3g (8 km Fraction of Absorbed Photosynthetically Active Radiation (FAPAR time series are studied over 29 years. For validation and interpretation of observed greenness trends, two methods are applied: (1 a qualitative approach using in-depth knowledge of the study areas and (2 a quantitative approach by time series of biomass observations and rainfall data. Significant greening trends from 1982 to 2010 are consistently observed in both GEOV1 and GIMMS3g FAPAR datasets. Annual rainfall increased significantly during the observed time period, explaining large parts of FAPAR variations at a regional scale. Locally, GEOV1 data reveals a heterogeneous pattern of vegetation change, which is confirmed by long-term ground data and site visits. The spatial variability in the observed vegetation trends in the Sahel area are mainly caused by varying tree- and land-cover, which are controlled by human impact, soil and drought resilience. A large proportion of the positive trends are caused by the increment in leaf biomass of woody species that has almost doubled since the 1980s due to a tree cover regeneration after a dry-period. This confirms the re-greening of the Sahel, however, degradation is also present and sometimes obscured by greening. GEOV1 as compared to GIMMS3g made it possible to better characterize the spatial pattern of trends and identify the degraded areas in the study region.

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

NARCIS (Netherlands)

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

2011-01-01

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

Improving automated disturbance maps using snow-covered landsat time series stacks

Science.gov (United States)

Kirk M. Stueve; Ian W. Housman; Patrick L. Zimmerman; Mark D. Nelson; Jeremy Webb; Charles H. Perry; Robert A. Chastain; Dale D. Gormanson; Chengquan Huang; Sean P. Healey; Warren B. Cohen

2012-01-01

Snow-covered winter Landsat time series stacks are used to develop a nonforest mask to enhance automated disturbance maps produced by the Vegetation Change Tracker (VCT). This method exploits the enhanced spectral separability between forested and nonforested areas that occurs with sufficient snow cover. This method resulted in significant improvements in Vegetation...

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

Science.gov (United States)

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

2014-03-01

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

Assessment of land degradation using time series trend analysis of vegetation indictors in Otindag Sandy land

International Nuclear Information System (INIS)

Wang, H Y; Li, Z Y; Gao, Z H; Wu, J J; Sun, B; Li, C L

2014-01-01

Land condition assessment is a basic prerequisite for finding the degradation of a territory, which might lead to desertification under climatic and human pressures. The temporal change in vegetation productivity is a key indicator of land degradation. In this paper, taking the Otindag Sandy Land as a case, the mean normalized difference vegetation index (NDVI a ), net primary production (NPP) and vegetation rain use efficiency (RUE) dynamic trends during 2001–2010 were analysed. The Mann-Kendall test and the Correlation Analysis method were used and their sensitivities to land degradation were evaluated. The results showed that the three vegetation indicators (NDVI a , NPP and RUE) showed a downward trend with the two methods in the past 10 years and the land was degraded. For the analysis of the three vegetation indicators (NDVI a , NPP and RUE), it indicated a decreasing trend in 62.57%, 74.16% and 88.56% of the study area according to the Mann-Kendall test and in 57.85%, 68.38% and 85.29% according to the correlation analysis method. However, the change trends were not significant, the significant trends at the 95% confidence level only accounted for a small proportion. Analysis of NDVI a , NPP and RUE series showed a significant decreasing trend in 9.21%, 4.81% and 6.51% with the Mann-Kendall test. The NPP change trends showed obvious positive link with the precipitation in the study area. While the effect of the inter-annual variation of the precipitation for RUE was small, the vegetation RUE can provide valuable insights into the status of land condition and had best sensitivity to land degradation

THE VEGETATION TRENDS AND DRIVERS IN BEIJING-TIANJING-HEIBEI REGION FROM 1982 TO 2013 BASED ON TIME SERIES GIMMS NDVI3g

Directory of Open Access Journals (Sweden)

S. Liu

2018-04-01

Full Text Available Vegetation plays a leading role in ecosystems. Plant communities are the main components of ecosystems. Green plants in ecosystems are the primary producers, and they provide the living organic matter for the survival of other organisms. The dynamics of most landscapes are driven by both natural processes and human activities. In this study, the growing season GIMMS NDVI3g and climatic data were used to analyse the vegetation trends and drivers in Beijing-Tianjin-Hebei region from 1982 to 2013. Result shows that, the vegetation in Beijing-Tianjin-Hebei region shows overall restoration and partial degradation trend. The significant restoration region accounts for 61.5 % of Beijing-Tianjin-Hebei region, while the significant degradation region accounts for 2.1 %. The dominant climatic factor for time series NDVI were analyzed using the multi-linear regression model. Vegetation growth in 17.9 % of Beijing-Tianjin-Hebei region is dominated by temperature, 35.5 % is dominated by precipitation, and 11.68 % is dominated by solar radiance. Human activities play important role for vegetation restoration in Beijing-Tianjin-Hebei Region, where the large scale forest restoration programs are the main human activities, such as the three-north shelterbelt construction project, Beijing-Tianjin-Hebei sandstorm source control project and grain for green projects.

Analysis of series temporal vegetation obtained by tele detection as tool for a tracking processes of desertification

International Nuclear Information System (INIS)

Melendez-Pastor, I.; Navarro-Pedreno, J.; Gomez, I.; Koch, M.

2009-01-01

This risk of desertification in the Mediterranean Basin, is evident in the southeast of the Iberian Peninsula, where land degradation reaches unsustainable levels. this study aims to analyse the temporal evolution of land covers as an indicator of soil desertification. time series of vegetation indices derived from satellite remote sensing images were analysed. Various climatic variables as possible causes of land covers behaviour were considered. The existence of a large inter-annual and intra-annual variability for all land covers and precipitation was observed. It is showed an association between temporal patterns of vegetation series of different land uses and rainfall. (Author) 8 refs.

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.

Mapping afforestation and its carbon stock using time-series Landsat stacks

Science.gov (United States)

Liu, L.; Wu, Y.

2015-12-01

The Three Norths Shelter Forest Programme (TNSFP) is the largest afforestation reconstruction project in the world. Remote sensing is a crucial tool to map land cover and cover changes, but it is still challenging to accurately quantify the plantation and its carbon stock from time-series satellite images. In this paper, the Yulin district, Shaanxi province, representing a typical afforestation area in the TNSFP region, was selected as the study area, and there were twenty-nine Landsat MSS/TM/ETM+ epochs were collected from 1974 to 2012 to reconstruct the forest changes and carbon stock in last 40 years. Firstly, the Landsat ground surface reflectance (GSR) images from 1974 to 2013 were collected and processed based on 6S atmospheric transfer code and a relative reflectance normalization algorithm. Subsequently, we developed a vegetation change tracking method to reconstruct the forest change history (afforestation and deforestation) from the dense time-series Landsat GSR images based on the integrated forest z-score (IFZ) model, and the afforestation age was successfully retrieved from the Landsat time-series stacks in the last forty years and shown to be consistent with the surveyed tree ages, with a RMSE value of 4.32 years and a determination coefficient (R²) of 0.824. Then, the AGB regression models were successfully developed by integrating vegetation indices and tree age. The simple ratio vegetation index (SR) is the best candidate of the commonly used vegetation indices for estimating forest AGB, and the forest AGB model was significantly improved using the combination of SR and tree age, with R² values from 0.50 to 0.727. Finally, the forest AGB images were mapped at eight epochs from 1985 to 2013 using SR and afforestation age. The total forest AGB in six counties of Yulin District increased by 20.8 G kg, from 5.8 G kg in 1986 to 26.6 G kg in 2013, a total increase of 360%. For the forest area since 1974, the forest AGB density increased from 15.72 t

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

International Nuclear Information System (INIS)

Huang, Kaicheng; Zhou, Tao; Zhao, Xiang

2014-01-01

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

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

Science.gov (United States)

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

2016-12-01

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

Implementation of a Time Series Analysis for the Assessment of the Role of Climate Variability in a Post-Disturbance Savanna System

Science.gov (United States)

Gibbes, C.; Southworth, J.; Waylen, P. R.

2013-05-01

How do climate variability and climate change influence vegetation cover and vegetation change in savannas? A landscape scale investigation of the effect of changes in precipitation on vegetation is undertaken through the employment of a time series analysis. The multi-national study region is located within the Kavango-Zambezi region, and is delineated by the Okavango, Kwando, and Zambezi watersheds. A mean-variance time-series analysis quantifies vegetation dynamics and characterizes vegetation response to climate. The spatially explicit approach used to quantify the persistence of vegetation productivity permits the extraction of information regarding long term climate-landscape dynamics. Results show a pattern of reduced mean annual precipitation and increased precipitation variability across key social and ecological areas within the study region. Despite decreased mean annual precipitation since the mid to late 1970's vegetation trends predominantly indicate increasing biomass. The limited areas which have diminished vegetative cover relate to specific vegetation types, and are associated with declines in precipitation variability. Results indicate that in addition to short term changes in vegetation cover, long term trends in productive biomass are apparent, relate to spatial differences in precipitation variability, and potentially represent shifts vegetation composition. This work highlights the importance of time-series analyses for examining climate-vegetation linkages in a spatially explicit manner within a highly vulnerable region of the world.

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

Science.gov (United States)

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

2016-12-01

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

A tool for NDVI time series extraction from wide-swath remotely sensed images

Science.gov (United States)

Li, Zhishan; Shi, Runhe; Zhou, Cong

2015-09-01

Normalized Difference Vegetation Index (NDVI) is one of the most widely used indicators for monitoring the vegetation coverage in land surface. The time series features of NDVI are capable of reflecting dynamic changes of various ecosystems. Calculating NDVI via Moderate Resolution Imaging Spectrometer (MODIS) and other wide-swath remotely sensed images provides an important way to monitor the spatial and temporal characteristics of large-scale NDVI. However, difficulties are still existed for ecologists to extract such information correctly and efficiently because of the problems in several professional processes on the original remote sensing images including radiometric calibration, geometric correction, multiple data composition and curve smoothing. In this study, we developed an efficient and convenient online toolbox for non-remote sensing professionals who want to extract NDVI time series with a friendly graphic user interface. It is based on Java Web and Web GIS technically. Moreover, Struts, Spring and Hibernate frameworks (SSH) are integrated in the system for the purpose of easy maintenance and expansion. Latitude, longitude and time period are the key inputs that users need to provide, and the NDVI time series are calculated automatically.

Impact of Sensor Degradation on the MODIS NDVI Time Series

Science.gov (United States)

Wang, Dongdong; Morton, Douglas Christopher; Masek, Jeffrey; Wu, Aisheng; Nagol, Jyoteshwar; Xiong, Xiaoxiong; Levy, Robert; Vermote, Eric; Wolfe, Robert

2012-01-01

Time series of satellite data provide unparalleled information on the response of vegetation to climate variability. Detecting subtle changes in vegetation over time requires consistent satellite-based measurements. Here, the impact of sensor degradation on trend detection was evaluated using Collection 5 data from the Moderate Resolution Imaging Spectroradiometer (MODIS) sensors on the Terra and Aqua platforms. For Terra MODIS, the impact of blue band (Band 3, 470 nm) degradation on simulated surface reflectance was most pronounced at near-nadir view angles, leading to a 0.001-0.004 yr-1 decline in Normalized Difference Vegetation Index (NDVI) under a range of simulated aerosol conditions and surface types. Observed trends in MODIS NDVI over North America were consistentwith simulated results,with nearly a threefold difference in negative NDVI trends derived from Terra (17.4%) and Aqua (6.7%) MODIS sensors during 2002-2010. Planned adjustments to Terra MODIS calibration for Collection 6 data reprocessing will largely eliminate this negative bias in detection of NDVI trends.

Satellite Image Time Series Decomposition Based on EEMD

Directory of Open Access Journals (Sweden)

Yun-long Kong

2015-11-01

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

Mapping farmland abandonment and recultivation across Europe using MODIS NDVI time series

DEFF Research Database (Denmark)

Estel, Stephan; Kuemmerle, Tobias; Alcántara, Camilo

2015-01-01

for recultivation hinges on incomplete knowledge about the spatial patterns of fallow and abandoned farmland, especially at broad geographic scales. Our goals were to develop a methodology to map active and fallow land using MODIS Normalized Differenced Vegetation Index (NDVI) time series and to provide the first...

Mapping and Evaluation of NDVI Trends from Synthetic Time Series Obtained by Blending Landsat and MODIS Data around a Coalfield on the Loess Plateau

Directory of Open Access Journals (Sweden)

Kun Wang

2013-09-01

Full Text Available The increasingly intensive and extensive coal mining activities on the Loess Plateau pose a threat to the fragile local ecosystems. Quantifying the effects of coal mining activities on environmental conditions is of great interest for restoring and managing the local ecosystems and resources. This paper generates dense NDVI (Normalized Difference Vegetation Index time series between 2000 and 2011 at a spatial resolution of 30 m by blending Landsat and MODIS (Moderate Resolution Imaging Spectroradiometer data using the Spatial and Temporal Adaptive Reflectance Fusion Model (STARFM and further evaluates its capability for mapping vegetation trends around a typical coalfield on the Loss Plateau. Synthetic NDVI images were generated using (1 STARFM-generated NIR (near infrared and red band reflectance data (scheme 1 and (2 Landsat and MODIS NDVI images directly as inputs for STARFM (scheme 2. By comparing the synthetic NDVI images with the corresponding Landsat NDVI, we found that scheme 2 consistently generated better results (0.70 < R2 < 0.76 than scheme 1 (0.56 < R2 < 0.70 in this study area. Trend analysis was then performed with the synthetic dense NDVI time series and the annual maximum NDVI (NDVImax time series. The accuracy of these trends was evaluated by comparing to those from the corresponding MODIS time series, and it was concluded that both the trends from synthetic/MODIS NDVI dense time series and synthetic/MODIS NDVImax time series (2000–2011 were highly consistent. Compared to trends from MODIS time series, trends from synthetic time series are better able to capture fine scale vegetation changes. STARFM-generated synthetic NDVI time series could be used to quantify the effects of mining activities on vegetation, but the test areas should be selected with caution, as the trends derived from synthetic and MODIS time series may be significantly different in some areas.

Evaluation of Reconstructed Remote Sensing Time Series Data

Science.gov (United States)

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

2011-12-01

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

A global evaluation of harmonic analysis of time series under distrinct gap conditions

NARCIS (Netherlands)

Zhou, J.; Hu, G.; Menenti, M.

2013-01-01

Reconstruction of time series of satellite image data to obtain continuous, consistent and accurate data for downstream applications is playing a crucial role in remote sensing applications such as vegetation dynamics, land cover changes, land-atmosphere interactions and climate changes. Among the

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

Science.gov (United States)

Luo, Qiu; Xin, Wu; Qiming, Xiong

2017-06-01

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

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

Directory of Open Access Journals (Sweden)

Valerie J. Pasquarella

2017-07-01

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

MITRA Virtual laboratory for operative application of satellite time series for land degradation risk estimation

Science.gov (United States)

Nole, Gabriele; Scorza, Francesco; Lanorte, Antonio; Manzi, Teresa; Lasaponara, Rosa

2015-04-01

This paper aims to present the development of a tool to integrate time series from active and passive satellite sensors (such as of MODIS, Vegetation, Landsat, ASTER, COSMO, Sentinel) into a virtual laboratory to support studies on landscape and archaeological landscape, investigation on environmental changes, estimation and monitoring of natural and anthropogenic risks. The virtual laboratory is composed by both data and open source tools specifically developed for the above mentioned applications. Results obtained for investigations carried out using the implemented tools for monitoring land degradation issues and subtle changes ongoing on forestry and natural areas are herein presented. In detail MODIS, SPOT Vegetation and Landsat time series were analyzed comparing results of different statistical analyses and the results integrated with ancillary data and evaluated with field survey. The comparison of the outputs we obtained for the Basilicata Region from satellite data analyses and independent data sets clearly pointed out the reliability for the diverse change analyses we performed, at the pixel level, using MODIS, SPOT Vegetation and Landsat TM data. Next steps are going to be implemented to further advance the current Virtual Laboratory tools, by extending current facilities adding new computational algorithms and applying to other geographic regions. Acknowledgement This research was performed within the framework of the project PO FESR Basilicata 2007/2013 - Progetto di cooperazione internazionale MITRA "Remote Sensing tecnologies for Natural and Cultural heritage Degradation Monitoring for Preservation and valorization" funded by Basilicata Region Reference 1. A. Lanorte, R Lasaponara, M Lovallo, L Telesca 2014 Fisher-Shannon information plane analysis of SPOT/VEGETATION Normalized Difference Vegetation Index (NDVI) time series to characterize vegetation recovery after fire disturbance International Journal of Applied Earth Observation and

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

Science.gov (United States)

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

2015-04-01

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

Monitoring Springs in the Mojave Desert Using Landsat Time Series Analysis

Science.gov (United States)

Potter, Christopher S.

2018-01-01

The purpose of this study, based on Landsat satellite data was to characterize variations and trends over 30 consecutive years (1985-2016) in perennial vegetation green cover at over 400 confirmed Mojave Desert spring locations. These springs were surveyed between in 2015 and 2016 on lands managed in California by the U.S. Bureau of Land Management (BLM) and on several land trusts within the Barstow, Needles, and Ridgecrest BLM Field Offices. The normalized difference vegetation index (NDVI) from July Landsat images was computed at each spring location and a trend model was first fit to the multi-year NDVI time series using least squares linear regression.Â

Assessment of vegetation trends in drylands from time series of earth observation data

NARCIS (Netherlands)

Fensholt, R.; Horion, S.; Tagesson, T.; Ehammer, A.; Grogan, K.; Tian, F.; Huber, S.; Verbesselt, J.; Prince, S.D.; Tucker, C.J.; Rasmussen, K.

2015-01-01

This chapter summarizes approaches to the detection of dryland vegetation change and methods for observing spatio-temporal trends from space. An overview of suitable long-term Earth Observation (EO) based datasets for assessment of global dryland vegetation trends is provided and a status map of

GPS Position Time Series @ JPL

Science.gov (United States)

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

2013-01-01

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

Time series analysis time series analysis methods and applications

CERN Document Server

Rao, Tata Subba; Rao, C R

2012-01-01

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

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

Directory of Open Access Journals (Sweden)

Felix eRembold

2015-07-01

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

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.

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

Using Page’s cumulative sum test on MODIS time series to detect land-cover changes

CSIR Research Space (South Africa)

Grobler, TL

2012-01-01

Full Text Available by natural vegetation using 500-m Moderate Resolution Imaging Spectroradiometer time-series satellite data. The method is a sequential per-pixel change alarm algorithm that can take into account positive detection delay, probability of detection, and false...

Mapping Crop Cycles in China Using MODIS-EVI Time Series

Directory of Open Access Journals (Sweden)

Le Li

2014-03-01

Full Text Available As the Earth’s population continues to grow and demand for food increases, the need for improved and timely information related to the properties and dynamics of global agricultural systems is becoming increasingly important. Global land cover maps derived from satellite data provide indispensable information regarding the geographic distribution and areal extent of global croplands. However, land use information, such as cropping intensity (defined here as the number of cropping cycles per year, is not routinely available over large areas because mapping this information from remote sensing is challenging. In this study, we present a simple but efficient algorithm for automated mapping of cropping intensity based on data from NASA’s (NASA: The National Aeronautics and Space Administration MODerate Resolution Imaging Spectroradiometer (MODIS. The proposed algorithm first applies an adaptive Savitzky-Golay filter to smooth Enhanced Vegetation Index (EVI time series derived from MODIS surface reflectance data. It then uses an iterative moving-window methodology to identify cropping cycles from the smoothed EVI time series. Comparison of results from our algorithm with national survey data at both the provincial and prefectural level in China show that the algorithm provides estimates of gross sown area that agree well with inventory data. Accuracy assessment comparing visually interpreted time series with algorithm results for a random sample of agricultural areas in China indicates an overall accuracy of 91.0% for three classes defined based on the number of cycles observed in EVI time series. The algorithm therefore appears to provide a straightforward and efficient method for mapping cropping intensity from MODIS time series data.

Analysis of series temporal vegetation obtained by tele detection as tool for a tracking processes of desertification; Analisis de series temporales de vegetacion obtenidas mediante teledeteccion como herramienta para el seguimiento de procesos de desertificacion

Energy Technology Data Exchange (ETDEWEB)

Melendez-Pastor, I.; Navarro-Pedreno, J.; Gomez, I.; Koch, M.

2009-07-01

This risk of desertification in the Mediterranean Basin, is evident in the southeast of the Iberian Peninsula, where land degradation reaches unsustainable levels. this study aims to analyse the temporal evolution of land covers as an indicator of soil desertification. time series of vegetation indices derived from satellite remote sensing images were analysed. Various climatic variables as possible causes of land covers behaviour were considered. The existence of a large inter-annual and intra-annual variability for all land covers and precipitation was observed. It is showed an association between temporal patterns of vegetation series of different land uses and rainfall. (Author) 8 refs.

Early drought detection by spectral analysis of satellite time series of precipitation and Normalized Difference Vegetation Index (NDVI)

NARCIS (Netherlands)

Van Hoek, Mattijn; Jia, Li; Zhou, J.; Zheng, Chaolei; Menenti, M.

2016-01-01

The time lag between anomalies in precipitation and vegetation activity plays a critical role in early drought detection as agricultural droughts are caused by precipitation shortages. The aim of this study is to explore a new approach to estimate the time lag between a forcing (precipitation)

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...

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

Energy Technology Data Exchange (ETDEWEB)

Chandola, Varun [ORNL; Vatsavai, Raju [ORNL

2011-01-01

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

From Networks to Time Series

Science.gov (United States)

Shimada, Yutaka; Ikeguchi, Tohru; Shigehara, Takaomi

2012-10-01

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

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

Science.gov (United States)

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

2017-12-01

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

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

Science.gov (United States)

Giorgio, M.; Greco, R.

2009-04-01

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

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

Long time series

DEFF Research Database (Denmark)

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

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

Determining the Points of Change in Time Series of Polarimetric SAR Data

DEFF Research Database (Denmark)

Conradsen, Knut; Nielsen, Allan Aasbjerg; Skriver, Henning

2016-01-01

We present the likelihood ratio test statistic for the homogeneity of several complex variance–covariance matrices that may be used in order to assess whether at least one change has taken place in a time series of SAR data. Furthermore, we give a factorization of this test statistic into a produ....... The pixelwise analyses are applied on homogeneous subareas covered with different vegetation types using the distribution of the observed p-values....

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

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

DEFF Research Database (Denmark)

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

2015-01-01

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

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

Science.gov (United States)

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

2016-12-01

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

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

Science.gov (United States)

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

2013-01-01

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

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

Science.gov (United States)

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

2013-01-01

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

Kolmogorov Space in Time Series Data

OpenAIRE

Kanjamapornkul, K.; Pinčák, R.

2016-01-01

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

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

OpenAIRE

Trottini, Mario; Vigo, Isabel; Belda, Santiago

2015-01-01

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

Automated Land Cover Change Detection and Mapping from Hidden Parameter Estimates of Normalized Difference Vegetation Index (NDVI) Time-Series

Science.gov (United States)

Chakraborty, S.; Banerjee, A.; Gupta, S. K. S.; Christensen, P. R.; Papandreou-Suppappola, A.

2017-12-01

Multitemporal observations acquired frequently by satellites with short revisit periods such as the Moderate Resolution Imaging Spectroradiometer (MODIS), is an important source for modeling land cover. Due to the inherent seasonality of the land cover, harmonic modeling reveals hidden state parameters characteristic to it, which is used in classifying different land cover types and in detecting changes due to natural or anthropogenic factors. In this work, we use an eight day MODIS composite to create a Normalized Difference Vegetation Index (NDVI) time-series of ten years. Improved hidden parameter estimates of the nonlinear harmonic NDVI model are obtained using the Particle Filter (PF), a sequential Monte Carlo estimator. The nonlinear estimation based on PF is shown to improve parameter estimation for different land cover types compared to existing techniques that use the Extended Kalman Filter (EKF), due to linearization of the harmonic model. As these parameters are representative of a given land cover, its applicability in near real-time detection of land cover change is also studied by formulating a metric that captures parameter deviation due to change. The detection methodology is evaluated by considering change as a rare class problem. This approach is shown to detect change with minimum delay. Additionally, the degree of change within the change perimeter is non-uniform. By clustering the deviation in parameters due to change, this spatial variation in change severity is effectively mapped and validated with high spatial resolution change maps of the given regions.

Multiple Indicator Stationary Time Series Models.

Science.gov (United States)

Sivo, Stephen A.

2001-01-01

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

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

Science.gov (United States)

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

2013-01-01

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

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

Directory of Open Access Journals (Sweden)

E. Nasanbat

2018-04-01

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

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

Science.gov (United States)

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

2018-04-01

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

Time Series Momentum

DEFF Research Database (Denmark)

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

2012-01-01

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

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.

Impacts of vegetation onset time on the net primary productivity in a mountainous island in Pacific Asia

International Nuclear Information System (INIS)

Chang, Chung-Te; Wang, Hsueh-Ching; Huang, Cho-ying

2013-01-01

Vegetation phenology reflects the response of a terrestrial ecosystem to climate change. In this study, we attempt to evaluate the El Niño/La Niña-Southern Oscillation (ENSO)-associated temporal dynamics of the vegetation onset and its influence on the net primary productivity (NPP) in a subtropical island (Taiwan) of Pacific Asia. We utilized a decade-long (2001–2010) time series of photosynthetically active vegetation cover (PV) data, which were derived from the Moderate Resolution Imaging Spectroradiometer (MODIS) reflectance data, to delineate the vegetation phenology. These data served as inputs for the phenological analysis toolbox TIMESAT. The results indicated that the delayed vegetation onset time was directly influenced by a dry spring (February and March) in which less than 40 mm of rainfall was received. This seasonal drought impeded vegetation growth in the subsequent growing season, most likely due to delayed impacts of moisture stress related to the preceding ENSO events. The significant correlations obtained between the annual MODIS NPP and both the vegetation onset time and the length of the growing season may imply that the accumulated rainfall in the spring season governs the annual NPP. The model simulations revealed that the frequency and intensity of the ENSO-related spring droughts might increase, which would result in cascading effects on the ecosystem metabolism. (letter)

Examining Land Cover and Greenness Dynamics in Hangzhou Bay in 1985–2016 Using Landsat Time-Series Data

Directory of Open Access Journals (Sweden)

Dengqiu Li

2017-12-01

Full Text Available Land cover changes significantly influence vegetation greenness in different regions. Dense Landsat time series stacks provide unique opportunity to analyze land cover change and vegetation greenness trends at finer spatial scale. In the past three decades, large reclamation activities have greatly changed land cover and vegetation growth of coastal areas. However, rarely has research investigated these frequently changed coastal areas. In this study, Landsat Normalized Difference Vegetation Index time series (1984–2016 data and the Breaks For Additive Seasonal and Trend algorithm were used to detect the intensity and dates of abrupt changes in a typical coastal area—Hangzhou Bay, China. The prior and posterior land cover categories of each change were classified using phenology information through a Random Forest model. The impacts of land cover change on vegetation greenness trends of the inland and reclaimed areas were analyzed through distinguishing gradual and abrupt changes. The results showed that the intensity and date of land cover change were detected successfully with overall accuracies of 88.7% and 86.1%, respectively. The continuous land cover dynamics were retrieved accurately with an overall accuracy of 91.0% for ten land cover classifications. Coastal reclamation did not alleviate local cropland occupation, but prompted the vegetation greenness of the reclaimed area. Most of the inland area showed a browning trend. The main contributors to the greenness and browning trends were also quantified. These findings will help the natural resource management community generate better understanding of coastal reclamation and make better management decisions.

A normalized difference vegetation index (NDVI) time-series of idle agriculture lands: A preliminary study

NARCIS (Netherlands)

Vaiphasa, C.; Piamduaytham, S.; Vaiphasa, T.; Skidmore, A.K.

2011-01-01

In this paper, the NDVI time-series collected from the study area between year 2003 and 2005 of all land cover types are plotted and compared. The study area is the agricultural zones in Banphai District, Khonkean, Thailand. The LANDSAT satellite images of different dates were first transformed into

Recent Structural Change in Remote Sensing Data Time Series Linked to Farm Management in Horn of Africa (1999-2009)

Science.gov (United States)

Crisci, A.; Vignaroli, P.; Genesio, L.; Grasso, V.; Bacci, M.; Tarchiani, V.; Capecchi, V.

2011-01-01

Food security in East Africa region essentially depends on the stability of rain-fed crops farming, which renders its society vulnerable to climatic fluctuations. These ones in Africa are most widely and directly related to rainfall. In this study, the relation between recent spatial rainfall variability and vegetation dynamics has been investigated for East Africa territories. Satellite raster products SPOT-4 Vegetation 1 km resolution (Saint, 1995) and RFE (rainfall estimates) from Famine Early Warning Systems Network (FEWS NET) are used. The survey is carried out at administrative level scale using 10-day summaries extracted from raster data for each spatial area unit thanks to specific polygonal layers. Time series covers two different periods: 1996-2009 for rainfall estimates and 1999-2009 for NDVI. The first step of the analysis has been to build for each administrative unit a coherent set of data, along the time series, suitable to be processed with state-of-art statistical tools. The analysis is based on the assumption that every structural break in vegetation dynamics could be caused by two alternative/complementary causes, namely: (i) modifications in crop farming systems (adaptation strategy) related to eventual break-shift in rainfall regime and/or (ii) other socio-economic factors. BFAST (Verbesselt et al, 2010) R package are employed to lead a comprehensive breakpoint analysis on 10-day RFE (spatial mean and standard deviation) and 10-day NDVI ones (spatial mean, mode and standard deviation). The cross-viewing of the years where significant breaks have occurred, throughout opportune GIS layering, provides an explorative interpretation of spatial climate/vegetation dynamics in the whole area. Moreover, the spatial and temporal pattern of ecosystem dynamics in response to climatic variability has been investigated using wavelet coherency by SOWAS R package (Maraun, 2007). The wavelet coherency (WCOH) is a normalized time and scale resolved measure for

Stochastic models for time series

CERN Document Server

Doukhan, Paul

2018-01-01

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

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

Science.gov (United States)

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

2014-01-01

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

Vegetation series, curve numbers and soil water availabilities. Application to forest restoration in dry lands; Series de vegetacion, numeros de curva y disponibilidades hidricas. Aplicacion a la restauracion forestal en zonas secas

Energy Technology Data Exchange (ETDEWEB)

Mongil, J.; Martin, L.; Navarro, J.; Martinez de Azagra, A.

2012-11-01

Vegetation series related with plants succession in the ecosystems are associated to hydrologic properties of the land such as runoff curve numbers, runoff thresholds and soil water availability. The most evolved vegetation stages in a successional series usually present better soil and hydrologic conditions. In this way curve numbers decrease meanwhile runoff thresholds increase, and therefore water availability grows in the ecosystem. These postulates are analyzed in this paper using field data (7 sampling points) and a hydrologic model (MODIPE). One vegetation series (specifically: Guadarramico-Iberica (supra-meso) holm oak siliceous series) and its successional stages have been chosen to find out its associated curve numbers and ecosystem water availability using MODIPE model. The objective is to apply these items to hydrologic planning and forest restoration in dry lands, where water floods and water scarcity control urban and ecosystem development and restoration measures. (Author) 37 refs.

Time Series with Long Memory

OpenAIRE

西埜, 晴久

2004-01-01

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

Visibility Graph Based Time Series Analysis.

Science.gov (United States)

Stephen, Mutua; Gu, Changgui; Yang, Huijie

2015-01-01

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

Visibility Graph Based Time Series Analysis.

Directory of Open Access Journals (Sweden)

Mutua Stephen

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

LAI, FAPAR and FCOVER products derived from AVHRR long time series: principles and evaluation

Science.gov (United States)

Verger, A.; Baret, F.; Weiss, M.; Lacaze, R.; Makhmara, H.; Pacholczyk, P.; Smets, B.; Kandasamy, S.; Vermote, E.

2012-04-01

Continuous and long term global monitoring of the terrestrial biosphere has draught an intense interest in the recent years in the context of climate and global change. Developing methodologies for generating historical data records from data collected with different satellite sensors over the past three decades by taking benefits from the improvements identified in the processing of the new generation sensors is a new central issue in remote sensing community. In this context, the Bio-geophysical Parameters (BioPar) service within Geoland2 project (http://www.geoland2.eu) aims at developing pre-operational infrastructures for providing global land products both in near real time and off-line mode with long time series. In this contribution, we describe the principles of the GEOLAND algorithm for generating long term datasets of three key biophysical variables, leaf area index (LAI), Fraction of Absorbed Photosynthetic Active Radiation (FAPAR) and cover fraction (FCOVER), that play a key role in several processes, including photosynthesis, respiration and transpiration. LAI, FAPAR and FCOVER are produced globally from AVHRR Long Term Data Record (LTDR) for the 1981-2000 period at 0.05° spatial resolution and 10 days temporal sampling frequency. The proposed algorithm aims to ensure robustness of the derived long time series and consistency with the ones developed in the recent years, and particularly with GEOLAND products derived from VEGETATION sensor. The approach is based on the capacity of neural networks to learn a particular biophysical product (GEOLAND) from reflectances from another sensor (AVHRR normalized reflectances in the red and near infrared bands). Outliers due to possible cloud contamination or residual atmospheric correction are iteratively eliminated. Prior information based on the climatology is used to get more robust estimates. A specific gap filing and smoothing procedure was applied to generate continuous and smooth time series of decadal

Comparison of Eight Techniques for Reconstructing Multi-Satellite Sensor Time-Series NDVI Data Sets in the Heihe River Basin, China

Directory of Open Access Journals (Sweden)

Liying Geng

2014-03-01

Full Text Available More than 20 techniques have been developed to de-noise time-series vegetation index data from different satellite sensors to reconstruct long time-series data sets. Although many studies have compared Normalized Difference Vegetation Index (NDVI noise-reduction techniques, few studies have compared these techniques systematically and comprehensively. This study tested eight techniques for smoothing different vegetation types using different types of multi-temporal NDVI data (Advanced Very High Resolution Radiometer (AVHRR (Global Inventory Modeling and Map Studies (GIMMS and Pathfinder AVHRR Land (PAL, Satellite Pour l’ Observation de la Terre (SPOT VEGETATION (VGT, and Moderate Resolution Imaging Spectroradiometer (MODIS (Terra with the ultimate purpose of determining the best reconstruction technique for each type of vegetation captured with four satellite sensors. These techniques include the modified best index slope extraction (M-BISE technique, the Savitzky-Golay (S-G technique, the mean value iteration filter (MVI technique, the asymmetric Gaussian (A-G technique, the double logistic (D-L technique, the changing-weight filter (CW technique, the interpolation for data reconstruction (IDR technique, and the Whittaker smoother (WS technique. These techniques were evaluated by calculating the root mean square error (RMSE, the Akaike Information Criterion (AIC, and the Bayesian Information Criterion (BIC. The results indicate that the S-G, CW, and WS techniques perform better than the other tested techniques, while the IDR, M-BISE, and MVI techniques performed worse than the other techniques. The best de-noise technique varies with different vegetation types and NDVI data sources. The S-G performs best in most situations. In addition, the CW and WS are effective techniques that were exceeded only by the S-G technique. The assessment results are consistent in terms of the three evaluation indexes for GIMMS, PAL, and SPOT data in the study

LINKING IN SITU TIME SERIES FOREST CANOPY LAI AND PHENOLOGY METRICS WITH MODIS AND LANDSAT NDVI AND LAI PRODUCTS

Science.gov (United States)

The subject of this presentation is forest vegetation dynamics as observed by the TERRA spacecraft's Moderate-Resolution Imaging Spectroradiometer (MODIS) and Landsat Thematic Mapper, and complimentary in situ time series measurements of forest canopy metrics related to Leaf Area...

Network structure of multivariate time series.

Science.gov (United States)

Lacasa, Lucas; Nicosia, Vincenzo; Latora, Vito

2015-10-21

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

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

NARCIS (Netherlands)

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

2002-01-01

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

Data mining in time series databases

CERN Document Server

Kandel, Abraham; Bunke, Horst

2004-01-01

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

Models for dependent time series

CERN Document Server

Tunnicliffe Wilson, Granville; Haywood, John

2015-01-01

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

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

Science.gov (United States)

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

2013-01-01

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

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...

Monitoring Farmland Loss Caused by Urbanization in Beijing from Modis Time Series Using Hierarchical Hidden Markov Model

Science.gov (United States)

Yuan, Y.; Meng, Y.; Chen, Y. X.; Jiang, C.; Yue, A. Z.

2018-04-01

In this study, we proposed a method to map urban encroachment onto farmland using satellite image time series (SITS) based on the hierarchical hidden Markov model (HHMM). In this method, the farmland change process is decomposed into three hierarchical levels, i.e., the land cover level, the vegetation phenology level, and the SITS level. Then a three-level HHMM is constructed to model the multi-level semantic structure of farmland change process. Once the HHMM is established, a change from farmland to built-up could be detected by inferring the underlying state sequence that is most likely to generate the input time series. The performance of the method is evaluated on MODIS time series in Beijing. Results on both simulated and real datasets demonstrate that our method improves the change detection accuracy compared with the HMM-based method.

A Review of Subsequence Time Series Clustering

Directory of Open Access Journals (Sweden)

Seyedjamal Zolhavarieh

2014-01-01

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

A review of subsequence time series clustering.

Science.gov (United States)

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

2014-01-01

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

A Review of Subsequence Time Series Clustering

Science.gov (United States)

Teh, Ying Wah

2014-01-01

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

Analysis of Heavy-Tailed Time Series

DEFF Research Database (Denmark)

Xie, Xiaolei

This thesis is about analysis of heavy-tailed time series. We discuss tail properties of real-world equity return series and investigate the possibility that a single tail index is shared by all return series of actively traded equities in a market. Conditions for this hypothesis to be true...... are identified. We study the eigenvalues and eigenvectors of sample covariance and sample auto-covariance matrices of multivariate heavy-tailed time series, and particularly for time series with very high dimensions. Asymptotic approximations of the eigenvalues and eigenvectors of such matrices are found...... and expressed in terms of the parameters of the dependence structure, among others. Furthermore, we study an importance sampling method for estimating rare-event probabilities of multivariate heavy-tailed time series generated by matrix recursion. We show that the proposed algorithm is efficient in the sense...

Attribution of trends in global vegetation greenness from 1982 to 2011

Science.gov (United States)

Zhu, Z.; Xu, L.; Bi, J.; Myneni, R.; Knyazikhin, Y.

2012-12-01

Time series of remotely sensed vegetation indices data provide evidence of changes in terrestrial vegetation activity over the past decades in the world. However, it is difficult to attribute cause-and-effect to vegetation trends because variations in vegetation productivity are driven by various factors. This study investigated changes in global vegetation productivity first, and then attributed the global natural vegetation with greening trend. Growing season integrated normalized difference vegetation index (GSI NDVI) derived from the new GIMMS NDVI3g dataset (1982-2011was analyzed. A combined time series analysis model, which was developed from simper linear trend model (SLT), autoregressive integrated moving average model (ARIMA) and Vogelsang's t-PST model shows that productivity of all vegetation types except deciduous broadleaf forest predominantly showed increasing trends through the 30-year period. The evolution of changes in productivity in the last decade was also investigated. Area of greening vegetation monotonically increased through the last decade, and both the browning and no change area monotonically decreased. To attribute the predominant increase trend of productivity of global natural vegetation, trends of eight climate time series datasets (three temperature, three precipitation and two radiation datasets) were analyzed. The attribution of trends in global vegetation greenness was summarized as relaxation of climatic constraints, fertilization and other unknown reasons. Result shows that nearly all the productivity increase of global natural vegetation was driven by relaxation of climatic constraints and fertilization, which play equally important role in driving global vegetation greenness.; Area fraction and productivity change fraction of IGBP vegetation land cover classes showing statistically significant (10% level) trend in GSI NDVIt;

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

Science.gov (United States)

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

2010-12-01

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

Time Series Analysis and Forecasting by Example

CERN Document Server

Bisgaard, Soren

2011-01-01

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

Time series with tailored nonlinearities

Science.gov (United States)

Räth, C.; Laut, I.

2015-10-01

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

Assessment of the abnormal growth of floating macrophytes in Winam Gulf (Kenya) by using MODIS imagery time series

Science.gov (United States)

Fusilli, L.; Collins, M. O.; Laneve, G.; Palombo, A.; Pignatti, S.; Santini, F.

2013-02-01

The objective of this research study is to assess the capability of time-series of MODIS imagery to provide information suitable for enhancing the understanding of the temporal cycles shown by the abnormal growth of the floating macrophytes in order to support monitoring and management action of Lake Victoria water resources. The proliferation of invasive plants and aquatic weeds is of growing concern. Starting from 1989, Lake Victoria has been interested by the high infestation of water hyacinth with significant socio-economic impact on riparian populations. In this paper, we describe an approach based on the time-series of MODIS to derive the temporal behaviour, the abundance and distribution of the floating macrophytes in the Winam Gulf (Kenyan portion of the Lake Victoria) and its possible links to the concentrations of the main water constituencies. To this end, we consider the NDVI values computed from the MODIS imagery time-series from 2000 to 2009 to identify the floating macrophytes cover and an appropriate bio-optical model to retrieve, by means of an inverse procedure, the concentrations of chlorophyll a, coloured dissolved organic matter and total suspended solid. The maps of the floating vegetation based on the NDVI values allow us to assess the spatial and temporal dynamics of the weeds with high time resolution. A floating vegetation index (FVI) has been introduced for describing the weeds pollution level. The results of the analysis show a consistent temporal relation between the water constituent concentrations within the Winam Gulf and the FVI, especially in the proximity of the greatest proliferation of floating vegetation in the last 10 years that occurred between the second half of 2006 and the first half of 2007.The adopted approach will be useful to implement an automatic system for monitoring and predicting the floating macrophytes proliferation in Lake Victoria.

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

Directory of Open Access Journals (Sweden)

Sebastian van der Linden

2013-05-01

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

Clustering of financial time series

Science.gov (United States)

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

2013-05-01

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

Tracking Large Area Mangrove Deforestation with Time-Series of High Fidelity MODIS Imagery

Science.gov (United States)

Rahman, A. F.; Dragoni, D.; Didan, K.

2011-12-01

Mangrove forests are important coastal ecosystems of the tropical and subtropical regions. These forests provide critical ecosystem services, fulfill important socio-economic and environmental functions, and support coastal livelihoods. But these forest are also among the most vulnerable ecosystems, both to anthropogenic disturbance and climate change. Yet, there exists no map or published study showing detailed spatiotemporal trends of mangrove deforestation at local to regional scales. There is an immediate need of producing such detailed maps to further study the drivers, impacts and feedbacks of anthropogenic and climate factors on mangrove deforestation, and to develop local and regional scale adaptation/mitigation strategies. In this study we use a time-series of high fidelity imagery from NASA's Moderate Resolution Imaging Spectroradiometer (MODIS) for tracking changes in the greenness of mangrove forests of Kalimantan Island of Indonesia. A novel method of filtering satellite data for cloud, aerosol, and view angle effects was used to produce high fidelity MODIS time-series images at 250-meter spatial resolution and three-month temporal resolution for the period of 2000-2010. Enhanced Vegetation Index 2 (EVI2), a measure of vegetation greenness, was calculated from these images for each pixel at each time interval. Temporal variations in the EVI2 of each pixel were tracked as a proxy to deforestaton of mangroves using the statistical method of change-point analysis. Results of these change detection were validated using Monte Carlo simulation, photographs from Google-Earth, finer spatial resolution images from Landsat satellite, and ground based GIS data.

Data Mining Smart Energy Time Series

Directory of Open Access Journals (Sweden)

Janina POPEANGA

2015-07-01

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

Predicting chaotic time series

International Nuclear Information System (INIS)

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

1987-01-01

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

Historical Fire Detection of Tropical Forest from NDVI Time-series Data: Case Study on Jambi, Indonesia

Directory of Open Access Journals (Sweden)

Dyah R. Panuju

2010-03-01

Full Text Available In addition to forest encroachment, forest fire is a serious problem in Indonesia. Attempts at managing its widespread and frequent occurrence has led to intensive use of remote sensing data. Coarse resolution images have been employed to derive hot spots as an indicator of forest fire. However, most efforts to verify the hot spot data and to verify fire accidents have been restricted to the use of medium or high resolution data. At present, it is difficult to verify solely upon those data due to severe cloud cover and low revisit time. In this paper, we present a method to validate forest fire using NDVI time series data. With the freely available NDVI data from SPOT VEGETATION, we successfully detected changes in time series data which were associated with fire accidents.

Measuring multiscaling in financial time-series

International Nuclear Information System (INIS)

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

2016-01-01

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

Time series analysis of satellite multi-sensors imagery to study the recursive abnormal grow of floating macrophyte in the lake victoria (central Africa)

Science.gov (United States)

Fusilli, Lorenzo; Cavalli, Rosa Maria; Laneve, Giovanni; Pignatti, Stefano; Santilli, Giancarlo; Santini, Federico

2010-05-01

Remote sensing allows multi-temporal mapping and monitoring of large water bodies. The importance of remote sensing for wetland and inland water inventory and monitoring at all scales was emphasized several times by the Ramsar Convention on Wetlands and from EU projects like SALMON and ROSALMA, e.g. by (Finlayson et al., 1999) and (Lowry and Finlayson, 2004). This paper aims at assessing the capability of time series of satellite imagery to provide information suitable for enhancing the understanding of the temporal cycles shown by the macrophytes growing in order to support the monitor and management of the lake Victoria water resources. The lake Victoria coastal areas are facing a number of challenges related to water resource management which include growing population, water scarcity, climate variability and water resource degradation, invasive species, water pollution. The proliferation of invasive plants and aquatic weeds, is of growing concern. In particular, let us recall some of the problems caused by the aquatic weeds growing: Ø interference with human activities such as fishing, and boating; Ø inhibition or interference with a balanced fish population; Ø fish killing due to removal of too much oxygen from the water; Ø production of quiet water areas that are ideal for mosquito breeding. In this context, an integrated use of medium/high resolution images from sensors like MODIS, ASTER, LANDSAT/TM and whenever available CHRIS offers the possibility of creating a congruent time series allowing the analysis of the floating vegetation dynamic on an extended temporal basis. Although MODIS imagery is acquired daily, cloudiness and other sources of noise can greatly reduce the effective temporal resolution, further its spatial resolution can results not always adequate to map the extension of floating plants. Therefore, the integrated use of sensors with different spatial resolution, were used to map across seasons the evolution of the phenomena. The

Time averaging, ageing and delay analysis of financial time series

Science.gov (United States)

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

2017-06-01

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

Applied time series analysis

CERN Document Server

Woodward, Wayne A; Elliott, Alan C

2011-01-01

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

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.

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

Directory of Open Access Journals (Sweden)

Abdoul Aziz Diouf

2015-07-01

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

Quantifying memory in complex physiological time-series.

Science.gov (United States)

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

2013-01-01

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

An empirical method for approximating stream baseflow time series using groundwater table fluctuations

Science.gov (United States)

Meshgi, Ali; Schmitter, Petra; Babovic, Vladan; Chui, Ting Fong May

2014-11-01

Developing reliable methods to estimate stream baseflow has been a subject of interest due to its importance in catchment response and sustainable watershed management. However, to date, in the absence of complex numerical models, baseflow is most commonly estimated using statistically derived empirical approaches that do not directly incorporate physically-meaningful information. On the other hand, Artificial Intelligence (AI) tools such as Genetic Programming (GP) offer unique capabilities to reduce the complexities of hydrological systems without losing relevant physical information. This study presents a simple-to-use empirical equation to estimate baseflow time series using GP so that minimal data is required and physical information is preserved. A groundwater numerical model was first adopted to simulate baseflow for a small semi-urban catchment (0.043 km2) located in Singapore. GP was then used to derive an empirical equation relating baseflow time series to time series of groundwater table fluctuations, which are relatively easily measured and are physically related to baseflow generation. The equation was then generalized for approximating baseflow in other catchments and validated for a larger vegetation-dominated basin located in the US (24 km2). Overall, this study used GP to propose a simple-to-use equation to predict baseflow time series based on only three parameters: minimum daily baseflow of the entire period, area of the catchment and groundwater table fluctuations. It serves as an alternative approach for baseflow estimation in un-gauged systems when only groundwater table and soil information is available, and is thus complementary to other methods that require discharge measurements.

Effective Feature Preprocessing for Time Series Forecasting

DEFF Research Database (Denmark)

Zhao, Junhua; Dong, Zhaoyang; Xu, Zhao

2006-01-01

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

Effects of Telecoupling on Global Vegetation Dynamics

Science.gov (United States)

Viña, A.; Liu, J.

2016-12-01

With the ever increasing trend in telecoupling processes, such as international trade, all countries around the world are becoming more interdependent. However, the effects of this growing interdependence on vegetation (e.g., shifts in the geographic extent and distribution) remain unknown even though vegetation dynamics are crucially important for food production, carbon sequestration, provision of other ecosystem services, and biodiversity conservation. In this study we evaluate the effects of international trade on the spatio-temporal trajectories of vegetation at national and global scales, using vegetation index imagery collected over more than three decades by the Advanced Very High Resolution Radiometer (AVHRR) satellite sensor series together with concurrent national and international data on international trade (and its associated movement of people, goods, services and information). The spatio-temporal trajectories of vegetation are obtained using the scale of fluctuation technique, which is based on the decomposition of the AVHRR image time series to obtain information on its spatial dependence structure over time. Similar to the correlation length, the scale of fluctuation corresponds to the range over which fluctuations in the vegetation index are spatially correlated. Results indicate that global vegetation has changed drastically over the last three decades. These changes are not uniform across space, with hotspots in active trading countries. This study not only has direct implications for understanding global vegetation dynamics, but also sheds important insights on the complexity of human-nature interactions across telecoupled systems.

Statistical criteria for characterizing irradiance time series.

Energy Technology Data Exchange (ETDEWEB)

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

2010-10-01

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

Homogenising time series: beliefs, dogmas and facts

Science.gov (United States)

Domonkos, P.

2011-06-01

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

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

Science.gov (United States)

Michaels, Anthony F.; Knap, Anthony H.

1992-01-01

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

Multivariate Time Series Decomposition into Oscillation Components.

Science.gov (United States)

Matsuda, Takeru; Komaki, Fumiyasu

2017-08-01

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

Forecasting Enrollments with Fuzzy Time Series.

Science.gov (United States)

Song, Qiang; Chissom, Brad S.

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

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

Science.gov (United States)

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

2013-12-01

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

Forecasting Cryptocurrencies Financial Time Series

DEFF Research Database (Denmark)

Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco

2018-01-01

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

Forecasting Cryptocurrencies Financial Time Series

OpenAIRE

Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco

2018-01-01

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

VEGETATION MAPPING IN WETLANDS

Directory of Open Access Journals (Sweden)

F. PEDROTTI

2004-01-01

Full Text Available The current work examines the main aspects of wetland vegetation mapping, which can be summarized as analysis of the ecological-vegetational (ecotone gradients; vegetation complexes; relationships between vegetation distribution and geomorphology; vegetation of the hydrographic basin lo which the wetland in question belongs; vegetation monitoring with help of four vegetation maps: phytosociological map of the real and potential vegetation, map of vegetation dynamical tendencies, map of vegetation series.

Time series modeling, computation, and inference

CERN Document Server

Prado, Raquel

2010-01-01

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

Time Series Analysis Forecasting and Control

CERN Document Server

Box, George E P; Reinsel, Gregory C

2011-01-01

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

Costationarity of Locally Stationary Time Series Using costat

OpenAIRE

Cardinali, Alessandro; Nason, Guy P.

2013-01-01

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

Importance of vegetation, topography and flow paths for water transit times of base flow in alpine headwater catchments

Directory of Open Access Journals (Sweden)

M. H. Mueller

2013-04-01

Full Text Available The mean transit time (MTT of water in a catchment gives information about storage, flow paths, sources of water and thus also about retention and release of solutes in a catchment. To our knowledge there are only a few catchment studies on the influence of vegetation cover changes on base flow MTTs. The main changes in vegetation cover in the Swiss Alps are massive shrub encroachment and forest expansion into formerly open habitats. Four small and relatively steep headwater catchments in the Swiss Alps (Ursern Valley were investigated to relate different vegetation cover to water transit times. Time series of water stable isotopes were used to calculate MTTs. The high temporal variation of the stable isotope signals in precipitation was strongly dampened in stream base flow samples. MTTs of the four catchments were 70 to 102 weeks. The strong dampening of the stable isotope input signal as well as stream water geochemistry points to deeper flow paths and mixing of waters of different ages at the catchments' outlets. MTTs were neither related to topographic indices nor vegetation cover. The major part of the quickly infiltrating precipitation likely percolates through fractured and partially karstified deeper rock zones, which increases the control of bedrock flow paths on MTT. Snow accumulation and the timing of its melt play an important role for stable isotope dynamics during spring and early summer. We conclude that, in mountainous headwater catchments with relatively shallow soil layers, the hydrogeological and geochemical patterns (i.e. geochemistry, porosity and hydraulic conductivity of rocks and snow dynamics influence storage, mixing and release of water in a stronger way than vegetation cover or topography do.

Detecting nonlinear structure in time series

International Nuclear Information System (INIS)

Theiler, J.

1991-01-01

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

Introduction to time series and forecasting

CERN Document Server

Brockwell, Peter J

2016-01-01

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

CLASSIFICATION OF CROPLANDS THROUGH FUSION OF OPTICAL AND SAR TIME SERIES DATA

Directory of Open Access Journals (Sweden)

S. Park

2016-06-01

Full Text Available Many satellite sensors including Landsat series have been extensively used for land cover classification. Studies have been conducted to mitigate classification problems associated with the use of single data (e.g., such as cloud contamination through multi-sensor data fusion and the use of time series data. This study investigated two areas with different environment and climate conditions: one in South Korea and the other in US. Cropland classification was conducted by using multi-temporal Landsat 5, Radarsat-1 and digital elevation models (DEM based on two machine learning approaches (i.e., random forest and support vector machines. Seven classification scenarios were examined and evaluated through accuracy assessment. Results show that SVM produced the best performance (overall accuracy of 93.87% when using all temporal and spectral data as input variables. Normalized Difference Water Index (NDWI, SAR backscattering, and Normalized Difference Vegetation Index (NDVI were identified as more contributing variables than the others for cropland classification.

Using Landsat Spectral Indices in Time-Series to Assess Wildfire Disturbance and Recovery

Directory of Open Access Journals (Sweden)

Samuel Hislop

2018-03-01

Full Text Available Satellite earth observation is being increasingly used to monitor forests across the world. Freely available Landsat data stretching back four decades, coupled with advances in computer processing capabilities, has enabled new time-series techniques for analyzing forest change. Typically, these methods track individual pixel values over time, through the use of various spectral indices. This study examines the utility of eight spectral indices for characterizing fire disturbance and recovery in sclerophyll forests, in order to determine their relative merits in the context of Landsat time-series. Although existing research into Landsat indices is comprehensive, this study presents a new approach, by comparing the distributions of pre and post-fire pixels using Glass’s delta, for evaluating indices without the need of detailed field information. Our results show that in the sclerophyll forests of southeast Australia, common indices, such as the Normalized Difference Vegetation Index (NDVI and the Normalized Burn Ratio (NBR, both accurately capture wildfire disturbance in a pixel-based time-series approach, especially if images from soon after the disturbance are available. However, for tracking forest regrowth and recovery, indices, such as NDVI, which typically capture chlorophyll concentration or canopy ‘greenness’, are not as reliable, with values returning to pre-fire levels in 3–5 years. In comparison, indices that are more sensitive to forest moisture and structure, such as NBR, indicate much longer (8–10 years recovery timeframes. This finding is consistent with studies that were conducted in other forest types. We also demonstrate that additional information regarding forest condition, particularly in relation to recovery, can be extracted from less well known indices, such as NBR2, as well as textural indices incorporating spatial variance. With Landsat time-series gaining in popularity in recent years, it is critical to

TIME SERIES ANALYSIS USING A UNIQUE MODEL OF TRANSFORMATION

Directory of Open Access Journals (Sweden)

Goran Klepac

2007-12-01

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

Frontiers in Time Series and Financial Econometrics

OpenAIRE

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

2015-01-01

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

Scale-dependent intrinsic entropies of complex time series.

Science.gov (United States)

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

2016-04-13

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

Elements of nonlinear time series analysis and forecasting

CERN Document Server

De Gooijer, Jan G

2017-01-01

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

An Energy-Based Similarity Measure for Time Series

Directory of Open Access Journals (Sweden)

Pierre Brunagel

2007-11-01

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

Detecting chaos in irregularly sampled time series.

Science.gov (United States)

Kulp, C W

2013-09-01

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

Building Chaotic Model From Incomplete Time Series

Science.gov (United States)

Siek, Michael; Solomatine, Dimitri

2010-05-01

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

Multivariate Time Series Search

Data.gov (United States)

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

Analysing Stable Time Series

National Research Council Canada - National Science Library

Adler, Robert

1997-01-01

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

An interactive toolkit to extract phenological time series data from digital repeat photography

Science.gov (United States)

Seyednasrollah, B.; Milliman, T. E.; Hufkens, K.; Kosmala, M.; Richardson, A. D.

2017-12-01

Near-surface remote sensing and in situ photography are powerful tools to study how climate change and climate variability influence vegetation phenology and the associated seasonal rhythms of green-up and senescence. The rapidly-growing PhenoCam network has been using in situ digital repeat photography to study phenology in almost 500 locations around the world, with an emphasis on North America. However, extracting time series data from multiple years of half-hourly imagery - while each set of images may contain several regions of interest (ROI's), corresponding to different species or vegetation types - is not always straightforward. Large volumes of data require substantial processing time, and changes (either intentional or accidental) in camera field of view requires adjustment of ROI masks. Here, we introduce and present "DrawROI" as an interactive web-based application for imagery from PhenoCam. DrawROI can also be used offline, as a fully independent toolkit that significantly facilitates extraction of phenological data from any stack of digital repeat photography images. DrawROI provides a responsive environment for phenological scientists to interactively a) delineate ROIs, b) handle field of view (FOV) shifts, and c) extract and export time series data characterizing image color (i.e. red, green and blue channel digital numbers for the defined ROI). The application utilizes artificial intelligence and advanced machine learning techniques and gives user the opportunity to redraw new ROIs every time an FOV shift occurs. DrawROI also offers a quality control flag to indicate noisy data and images with low quality due to presence of foggy weather or snow conditions. The web-based application significantly accelerates the process of creating new ROIs and modifying pre-existing ROI in the PhenoCam database. The offline toolkit is presented as an open source R-package that can be used with similar datasets with time-lapse photography to obtain more data for

Neural Network Models for Time Series Forecasts

OpenAIRE

Tim Hill; Marcus O'Connor; William Remus

1996-01-01

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

Time Series Observations in the North Indian Ocean

Digital Repository Service at National Institute of Oceanography (India)

Shenoy, D.M.; Naik, H.; Kurian, S.; Naqvi, S.W.A.; Khare, N.

Ocean and the ongoing time series study (Candolim Time Series; CaTS) off Goa. In addition, this article also focuses on the new time series initiative in the Arabian Sea and the Bay of Bengal under Sustained Indian Ocean Biogeochemistry and Ecosystem...

Relationships between declining summer sea ice, increasing temperatures and changing vegetation in the Siberian Arctic tundra from MODIS time series (2000–11)

International Nuclear Information System (INIS)

Dutrieux, L P; Bartholomeus, H; Herold, M; Verbesselt, J

2012-01-01

The concern about Arctic greening has grown recently as the phenomenon is thought to have significant influence on global climate via atmospheric carbon emissions. Earlier work on Arctic vegetation highlighted the role of summer sea ice decline in the enhanced warming and greening phenomena observed in the region, but did not contain enough details for spatially characterizing the interactions between sea ice, temperature and vegetation photosynthetic absorption. By using 1 km resolution data from the Moderate Resolution Imaging Spectrometer (MODIS) as a primary data source, this study presents detailed maps of vegetation and temperature trends for the Siberian Arctic region, using the time integrated normalized difference vegetation index (TI-NDVI) and summer warmth index (SWI) calculated for the period 2000–11 to represent vegetation greenness and temperature respectively. Spatio-temporal relationships between the two indices and summer sea ice conditions were investigated with transects at eight locations using sea ice concentration data from the Special Sensor Microwave/Imager (SSM/I). In addition, the derived vegetation and temperature trends were compared among major Arctic vegetation types and bioclimate subzones. The fine resolution trend map produced confirms the overall greening (+1% yr −1 ) and warming (+0.27% yr −1 ) of the region, reported in previous studies, but also reveals browning areas. The causes of such local decreases in vegetation, while surrounding areas are experiencing the opposite reaction to changing conditions, are still unclear. Overall correlations between sea ice concentration and SWI as well as TI-NDVI decreased in strength with increasing distance from the coast, with a particularly pronounced pattern in the case of SWI. SWI appears to be driving TI-NDVI in many cases, but not systematically, highlighting the presence of limiting factors other than temperature for plant growth in the region. Further unravelling those limiting

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

Science.gov (United States)

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

2011-01-01

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

Geometric noise reduction for multivariate time series.

Science.gov (United States)

Mera, M Eugenia; Morán, Manuel

2006-03-01

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

BRITS: Bidirectional Recurrent Imputation for Time Series

OpenAIRE

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

2018-01-01

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

Monitoring the Effects of Forest Restoration Treatments on Post-Fire Vegetation Recovery with MODIS Multitemporal Data

Directory of Open Access Journals (Sweden)

Willem J. D. van Leeuwen

2008-03-01

Full Text Available This study examines how satellite based time-series vegetation greenness data and phenological measurements can be used to monitor and quantify vegetation recovery after wildfire disturbances and examine how pre-fire fuel reduction restoration treatments impact fire severity and impact vegetation recovery trajectories. Pairs of wildfire affected sites and a nearby unburned reference site were chosen to measure the post-disturbance recovery in relation to climate variation. All site pairs were chosen in forested uplands in Arizona and were restricted to the area of the Rodeo-Chediski fire that occurred in 2002. Fuel reduction treatments were performed in 1999 and 2001. The inter-annual and seasonal vegetation dynamics before, during, and after wildfire events can be monitored using a time series of biweekly composited MODIS NDVI (Moderate Resolution Imaging Spectroradiometer - Normalized Difference Vegetation Index data. Time series analysis methods included difference metrics, smoothing filters, and fitting functions that were applied to extract seasonal and inter-annual change and phenological metrics from the NDVI time series data from 2000 to 2007. Pre- and post-fire Landsat data were used to compute the Normalized Burn Ratio (NBR and examine burn severity at the selected sites. The phenological metrics (pheno-metrics included the timing and greenness (i.e. NDVI for the start, peak and end of the growing season as well as proxy measures for the rate of green-up and senescence and the annual vegetation productivity. Pre-fire fuel reduction treatments resulted in lower fire severity, which reduced annual productivity much less than untreated areas within the Rodeo-Chediski fire perimeter. The seasonal metrics were shown to be useful for estimating the rate of post-fire disturbance recovery and the timing of phenological greenness phases. The use of satellite time series NDVI data and derived pheno-metrics show potential for tracking vegetation

Efficient Algorithms for Segmentation of Item-Set Time Series

Science.gov (United States)

Chundi, Parvathi; Rosenkrantz, Daniel J.

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

Studies on time series applications in environmental sciences

CERN Document Server

Bărbulescu, Alina

2016-01-01

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

Global Population Density Grid Time Series Estimates

Data.gov (United States)

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

Prediction and Geometry of Chaotic Time Series

National Research Council Canada - National Science Library

Leonardi, Mary

1997-01-01

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

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

Directory of Open Access Journals (Sweden)

Paul H. Evangelista

2009-08-01

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

Sensor-Generated Time Series Events: A Definition Language

Science.gov (United States)

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

2012-01-01

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

Normalization of time-series satellite reflectance data to a standard sun-target-sensor geometry using a semi-empirical model

Science.gov (United States)

Zhao, Yongguang; Li, Chuanrong; Ma, Lingling; Tang, Lingli; Wang, Ning; Zhou, Chuncheng; Qian, Yonggang

2017-10-01

Time series of satellite reflectance data have been widely used to characterize environmental phenomena, describe trends in vegetation dynamics and study climate change. However, several sensors with wide spatial coverage and high observation frequency are usually designed to have large field of view (FOV), which cause variations in the sun-targetsensor geometry in time-series reflectance data. In this study, on the basis of semiempirical kernel-driven BRDF model, a new semi-empirical model was proposed to normalize the sun-target-sensor geometry of remote sensing image. To evaluate the proposed model, bidirectional reflectance under different canopy growth conditions simulated by Discrete Anisotropic Radiative Transfer (DART) model were used. The semi-empirical model was first fitted by using all simulated bidirectional reflectance. Experimental result showed a good fit between the bidirectional reflectance estimated by the proposed model and the simulated value. Then, MODIS time-series reflectance data was normalized to a common sun-target-sensor geometry by the proposed model. The experimental results showed the proposed model yielded good fits between the observed and estimated values. The noise-like fluctuations in time-series reflectance data was also reduced after the sun-target-sensor normalization process.

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.

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

Directory of Open Access Journals (Sweden)

Xudong Guan

2016-01-01

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

Time Series Forecasting with Missing Values

Directory of Open Access Journals (Sweden)

Shin-Fu Wu

2015-11-01

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

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

Science.gov (United States)

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

2014-06-01

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

Improving artificial forest biomass estimates using afforestation age information from time series Landsat stacks.

Science.gov (United States)

Liu, Liangyun; Peng, Dailiang; Wang, Zhihui; Hu, Yong

2014-11-01

China maintains the largest artificial forest area in the world. Studying the dynamic variation of forest biomass and carbon stock is important to the sustainable use of forest resources and understanding of the artificial forest carbon budget in China. In this study, we investigated the potential of Landsat time series stacks for aboveground biomass (AGB) estimation in Yulin District, a key region of the Three-North Shelter region of China. Firstly, the afforestation age was successfully retrieved from the Landsat time series stacks in the last 40 years (from 1974 to 2013) and shown to be consistent with the surveyed tree ages, with a root-mean-square error (RMSE) value of 4.32 years and a determination coefficient (R (2)) of 0.824. Then, the AGB regression models were successfully developed by integrating vegetation indices and tree age. The simple ratio vegetation index (SR) is the best candidate of the commonly used vegetation indices for estimating forest AGB, and the forest AGB model was significantly improved using the combination of SR and tree age, with R (2) values from 0.50 to 0.727. Finally, the forest AGB images were mapped at eight epochs from 1985 to 2013 using SR and afforestation age. The total forest AGB in seven counties of Yulin District increased by 20.8 G kg, from 5.8 G kg in 1986 to 26.6 G kg in 2013, a total increase of 360 %. For the persistent forest area since 1974, the forest AGB density increased from 15.72 t/ha in 1986 to 44.53 t/ha in 2013, with an annual rate of about 0.98 t/ha. For the artificial forest planted after 1974, the AGB density increased about 1.03 t/ha a year from 1974 to 2013. The results present a noticeable carbon increment for the planted artificial forest in Yulin District over the last four decades.

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...

Reconstructing disturbance history for an intensively mined region by time-series analysis of Landsat imagery.

Science.gov (United States)

Li, Jing; Zipper, Carl E; Donovan, Patricia F; Wynne, Randolph H; Oliphant, Adam J

2015-09-01

Surface mining disturbances have attracted attention globally due to extensive influence on topography, land use, ecosystems, and human populations in mineral-rich regions. We analyzed a time series of Landsat satellite imagery to produce a 28-year disturbance history for surface coal mining in a segment of eastern USA's central Appalachian coalfield, southwestern Virginia. The method was developed and applied as a three-step sequence: vegetation index selection, persistent vegetation identification, and mined-land delineation by year of disturbance. The overall classification accuracy and kappa coefficient were 0.9350 and 0.9252, respectively. Most surface coal mines were identified correctly by location and by time of initial disturbance. More than 8 % of southwestern Virginia's >4000-km(2) coalfield area was disturbed by surface coal mining over the 28-year period. Approximately 19.5 % of the Appalachian coalfield surface within the most intensively mined county (Wise County) has been disturbed by mining. Mining disturbances expanded steadily and progressively over the study period. Information generated can be applied to gain further insight concerning mining influences on ecosystems and other essential environmental features.

Time series modeling in traffic safety research.

Science.gov (United States)

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

2018-08-01

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

Investigation on the Patterns of Global Vegetation Change Using a Satellite-Sensed Vegetation Index

Directory of Open Access Journals (Sweden)

Ainong Li

2010-06-01

Full Text Available The pattern of vegetation change in response to global change still remains a controversial issue. A Normalized Difference Vegetation Index (NDVI dataset compiled by the Global Inventory Modeling and Mapping Studies (GIMMS was used for analysis. For the period 1982–2006, GIMMS-NDVI analysis indicated that monthly NDVI changes show homogenous trends in middle and high latitude areas in the northern hemisphere and within, or near, the Tropic of Cancer and Capricorn; with obvious spatio-temporal heterogeneity on a global scale over the past two decades. The former areas featured increasing vegetation activity during growth seasons, and the latter areas experienced an even greater amplitude in places where precipitation is adequate. The discussion suggests that one should be cautious of using the NDVI time-series to analyze local vegetation dynamics because of its coarse resolution and uncertainties.

Time series prediction: statistical and neural techniques

Science.gov (United States)

Zahirniak, Daniel R.; DeSimio, Martin P.

1996-03-01

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

Effectiveness of Multivariate Time Series Classification Using Shapelets

Directory of Open Access Journals (Sweden)

A. P. Karpenko

2015-01-01

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

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

International Nuclear Information System (INIS)

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

1982-05-01

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

Perspectives on monitoring gradual change across the continuity of Landsat sensors using time-series data

Science.gov (United States)

Vogelmann, James; Gallant, Alisa L.; Shi, Hua; Zhu, Zhe

2016-01-01

There are many types of changes occurring over the Earth's landscapes that can be detected and monitored using Landsat data. Here we focus on monitoring “within-state,” gradual changes in vegetation in contrast with traditional monitoring of “abrupt” land-cover conversions. Gradual changes result from a variety of processes, such as vegetation growth and succession, damage from insects and disease, responses to shifts in climate, and other factors. Despite the prevalence of gradual changes across the landscape, they are largely ignored by the remote sensing community. Gradual changes are best characterized and monitored using time-series analysis, and with the successful launch of Landsat 8 we now have appreciable data continuity that extends the Landsat legacy across the previous 43 years. In this study, we conducted three related analyses: (1) comparison of spectral values acquired by Landsats 7 and 8, separated by eight days, to ensure compatibility for time-series evaluation; (2) tracking of multitemporal signatures for different change processes across Landsat 5, 7, and 8 sensors using anniversary-date imagery; and (3) tracking the same type of processes using all available acquisitions. In this investigation, we found that data representing natural vegetation from Landsats 5, 7, and 8 were comparable and did not indicate a need for major modification prior to use for long-term monitoring. Analyses using anniversary-date imagery can be very effective for assessing long term patterns and trends occurring across the landscape, and are especially good for providing insights regarding trends related to long-term and continuous trends of growth or decline. We found that use of all available data provided a much more comprehensive level of understanding of the trends occurring, providing information about rate, duration, and intra- and inter-annual variability that could not be readily gleaned from the anniversary date analyses. We observed that using all

Clinical and epidemiological rounds. Time series

Directory of Open Access Journals (Sweden)

León-Álvarez, Alba Luz

2016-07-01

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

Integer-valued time series

NARCIS (Netherlands)

van den Akker, R.

2007-01-01

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

Robust Forecasting of Non-Stationary Time Series

NARCIS (Netherlands)

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

2010-01-01

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

Characterizing time series via complexity-entropy curves

Science.gov (United States)

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

2017-06-01

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

Complex network approach to fractional time series

Energy Technology Data Exchange (ETDEWEB)

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

2015-10-15

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

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.

Updated vegetation information in high resolution WRF simulations

DEFF Research Database (Denmark)

Nielsen, Joakim Refslund; Dellwik, Ebba; Hahmann, Andrea N.

2013-01-01

modify the energy distribution at the land surface. In weather and climate models it is important to represent the vegetation variability accurately to obtain reliable results. The weather research and forecasting (WRF) model uses green vegetation fraction (GVF) time series to represent vegetation...... seasonality. The GVF of each grid cell is additionally used to scale other parameters such as LAI, roughness, emissivity and albedo within predefined intervals. However, the default GYP used by WRF does not reflect recent climatic changes or change in management practices since it was derived more than 20...

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

Science.gov (United States)

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

2018-01-01

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

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

Science.gov (United States)

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

2018-01-01

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

The foundations of modern time series analysis

CERN Document Server

Mills, Terence C

2011-01-01

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

Time series clustering in large data sets

Directory of Open Access Journals (Sweden)

Jiří Fejfar

2011-01-01

Full Text Available The clustering of time series is a widely researched area. There are many methods for dealing with this task. We are actually using the Self-organizing map (SOM with the unsupervised learning algorithm for clustering of time series. After the first experiment (Fejfar, Weinlichová, Šťastný, 2009 it seems that the whole concept of the clustering algorithm is correct but that we have to perform time series clustering on much larger dataset to obtain more accurate results and to find the correlation between configured parameters and results more precisely. The second requirement arose in a need for a well-defined evaluation of results. It seems useful to use sound recordings as instances of time series again. There are many recordings to use in digital libraries, many interesting features and patterns can be found in this area. We are searching for recordings with the similar development of information density in this experiment. It can be used for musical form investigation, cover songs detection and many others applications.The objective of the presented paper is to compare clustering results made with different parameters of feature vectors and the SOM itself. We are describing time series in a simplistic way evaluating standard deviations for separated parts of recordings. The resulting feature vectors are clustered with the SOM in batch training mode with different topologies varying from few neurons to large maps.There are other algorithms discussed, usable for finding similarities between time series and finally conclusions for further research are presented. We also present an overview of the related actual literature and projects.

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

Science.gov (United States)

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

2014-07-01

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

Lag space estimation in time series modelling

DEFF Research Database (Denmark)

Goutte, Cyril

1997-01-01

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

Time-series prediction and applications a machine intelligence approach

CERN Document Server

Konar, Amit

2017-01-01

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

Vegetation productivity responses to drought on tribal lands in the four corners region of the Southwest USA

Science.gov (United States)

El-Vilaly, Mohamed Abd Salam; Didan, Kamel; Marsh, Stuart E.; van Leeuwen, Willem J. D.; Crimmins, Michael A.; Munoz, Armando Barreto

2018-03-01

For more than a decade, the Four Corners Region has faced extensive and persistent drought conditions that have impacted vegetation communities and local water resources while exacerbating soil erosion. These persistent droughts threaten ecosystem services, agriculture, and livestock activities, and expose the hypersensitivity of this region to inter-annual climate variability and change. Much of the intermountainWestern United States has sparse climate and vegetation monitoring stations, making fine-scale drought assessments difficult. Remote sensing data offers the opportunity to assess the impacts of the recent droughts on vegetation productivity across these areas. Here, we propose a drought assessment approach that integrates climate and topographical data with remote sensing vegetation index time series. Multisensor Normalized Difference Vegetation Index (NDVI) time series data from 1989 to 2010 at 5.6 km were analyzed to characterize the vegetation productivity changes and responses to the ongoing drought. A multi-linear regression was applied to metrics of vegetation productivity derived from the NDVI time series to detect vegetation productivity, an ecosystem service proxy, and changes. The results show that around 60.13% of the study area is observing a general decline of greenness ( pchallenges to the region's already stressed ecosystems. Whereas the results provide additional insights into this isolated and vulnerable region, the drought assessment approach used in this study may be adapted for application in other regions where surface-based climate and vegetation monitoring record is spatially and temporally limited.

A Time Series Forecasting Method

Directory of Open Access Journals (Sweden)

Wang Zhao-Yu

2017-01-01

Full Text Available This paper proposes a novel time series forecasting method based on a weighted self-constructing clustering technique. The weighted self-constructing clustering processes all the data patterns incrementally. If a data pattern is not similar enough to an existing cluster, it forms a new cluster of its own. However, if a data pattern is similar enough to an existing cluster, it is removed from the cluster it currently belongs to and added to the most similar cluster. During the clustering process, weights are learned for each cluster. Given a series of time-stamped data up to time t, we divide it into a set of training patterns. By using the weighted self-constructing clustering, the training patterns are grouped into a set of clusters. To estimate the value at time t + 1, we find the k nearest neighbors of the input pattern and use these k neighbors to decide the estimation. Experimental results are shown to demonstrate the effectiveness of the proposed approach.

Stochastic nature of series of waiting times

Science.gov (United States)

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

2013-06-01

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

Efficient Approximate OLAP Querying Over Time Series

DEFF Research Database (Denmark)

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

2016-01-01

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

The PRIMAP-hist national historical emissions time series

Science.gov (United States)

Gütschow, Johannes; Jeffery, M. Louise; Gieseke, Robert; Gebel, Ronja; Stevens, David; Krapp, Mario; Rocha, Marcia

2016-11-01

To assess the history of greenhouse gas emissions and individual countries' contributions to emissions and climate change, detailed historical data are needed. We combine several published datasets to create a comprehensive set of emissions pathways for each country and Kyoto gas, covering the years 1850 to 2014 with yearly values, for all UNFCCC member states and most non-UNFCCC territories. The sectoral resolution is that of the main IPCC 1996 categories. Additional time series of CO2 are available for energy and industry subsectors. Country-resolved data are combined from different sources and supplemented using year-to-year growth rates from regionally resolved sources and numerical extrapolations to complete the dataset. Regional deforestation emissions are downscaled to country level using estimates of the deforested area obtained from potential vegetation and simulations of agricultural land. In this paper, we discuss the data sources and methods used and present the resulting dataset, including its limitations and uncertainties. The dataset is available from doi:10.5880/PIK.2016.003 and can be viewed on the website accompanying this paper (de/primap-live/primap-hist/" target="_blank">http://www.pik-potsdam.de/primap-live/primap-hist/).

A Dynamic Fuzzy Cluster Algorithm for Time Series

Directory of Open Access Journals (Sweden)

Min Ji

2013-01-01

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

A novel weight determination method for time series data aggregation

Science.gov (United States)

Xu, Paiheng; Zhang, Rong; Deng, Yong

2017-09-01

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

Foundations of Sequence-to-Sequence Modeling for Time Series

OpenAIRE

Kuznetsov, Vitaly; Mariet, Zelda

2018-01-01

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

Climate Prediction Center (CPC) Global Precipitation Time Series

Data.gov (United States)

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

Climate Prediction Center (CPC) Global Temperature Time Series

Data.gov (United States)

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

Recurrent Neural Network Applications for Astronomical Time Series

Science.gov (United States)

Protopapas, Pavlos

2017-06-01

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

Transition Icons for Time-Series Visualization and Exploratory Analysis.

Science.gov (United States)

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

2018-03-01

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

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

Science.gov (United States)

Czechowski, Zbigniew; Lovallo, Michele; Telesca, Luciano

2016-02-01

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

Spectral entropy as a mean to quantify water stress history for natural vegetation and irrigated agriculture in a water-stressed tropical environment

Science.gov (United States)

Kim, Y.; Johnson, M. S.

2017-12-01

Spectral entropy (Hs) is an index which can be used to measure the structural complexity of time series data. When a time series is made up of one periodic function, the Hs value becomes smaller, while Hs becomes larger when a time series is composed of several periodic functions. We hypothesized that this characteristic of the Hs could be used to quantify the water stress history of vegetation. For the ideal condition for which sufficient water is supplied to an agricultural crop or natural vegetation, there should be a single distinct phenological cycle represented in a vegetation index time series (e.g., NDVI and EVI). However, time series data for a vegetation area that repeatedly experiences water stress may include several fluctuations that can be observed in addition to the predominant phenological cycle. This is because the process of experiencing water stress and recovering from it generates small fluctuations in phenological characteristics. Consequently, the value of Hs increases when vegetation experiences several water shortages. Therefore, the Hs could be used as an indicator for water stress history. To test this hypothesis, we analyzed Moderate Resolution Imaging Spectroradiometer (MODIS) Normalized Difference Vegetation Index (NDVI) data for a natural area in comparison to a nearby sugarcane area in seasonally-dry western Costa Rica. In this presentation we will illustrate the use of spectral entropy to evaluate the vegetative responses of natural vegetation (dry tropical forest) and sugarcane under three different irrigation techniques (center pivot irrigation, drip irrigation and flood irrigation). Through this comparative analysis, the utility of Hs as an indicator will be tested. Furthermore, crop response to the different irrigation methods will be discussed in terms of Hs, NDVI and yield.

Mathematical foundations of time series analysis a concise introduction

CERN Document Server

Beran, Jan

2017-01-01

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

Time series analysis in the social sciences the fundamentals

CERN Document Server

Shin, Youseop

2017-01-01

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

Data imputation analysis for Cosmic Rays time series

Science.gov (United States)

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

2017-05-01

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

Algorithm for Compressing Time-Series Data

Science.gov (United States)

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

2012-01-01

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

Modeling of Volatility with Non-linear Time Series Model

OpenAIRE

Kim Song Yon; Kim Mun Chol

2013-01-01

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

United States Forest Disturbance Trends Observed Using Landsat Time Series

Science.gov (United States)

Masek, Jeffrey G.; Goward, Samuel N.; Kennedy, Robert E.; Cohen, Warren B.; Moisen, Gretchen G.; Schleeweis, Karen; Huang, Chengquan

2013-01-01

Disturbance events strongly affect the composition, structure, and function of forest ecosystems; however, existing U.S. land management inventories were not designed to monitor disturbance. To begin addressing this gap, the North American Forest Dynamics (NAFD) project has examined a geographic sample of 50 Landsat satellite image time series to assess trends in forest disturbance across the conterminous United States for 1985-2005. The geographic sample design used a probability-based scheme to encompass major forest types and maximize geographic dispersion. For each sample location disturbance was identified in the Landsat series using the Vegetation Change Tracker (VCT) algorithm. The NAFD analysis indicates that, on average, 2.77 Mha/yr of forests were disturbed annually, representing 1.09%/yr of US forestland. These satellite-based national disturbance rates estimates tend to be lower than those derived from land management inventories, reflecting both methodological and definitional differences. In particular the VCT approach used with a biennial time step has limited sensitivity to low-intensity disturbances. Unlike prior satellite studies, our biennial forest disturbance rates vary by nearly a factor of two between high and low years. High western US disturbance rates were associated with active fire years and insect activity, while variability in the east is more strongly related to harvest rates in managed forests. We note that generating a geographic sample based on representing forest type and variability may be problematic since the spatial pattern of disturbance does not necessarily correlate with forest type. We also find that the prevalence of diffuse, non-stand clearing disturbance in US forests makes the application of a biennial geographic sample problematic. Future satellite-based studies of disturbance at regional and national scales should focus on wall-to-wall analyses with annual time step for improved accuracy.

Layered Ensemble Architecture for Time Series Forecasting.

Science.gov (United States)

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

2016-01-01

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

Estimating vegetation dryness to optimize fire risk assessment with spot vegetation satellite data in savanna ecosystems

Science.gov (United States)

Verbesselt, J.; Somers, B.; Lhermitte, S.; van Aardt, J.; Jonckheere, I.; Coppin, P.

2005-10-01

The lack of information on vegetation dryness prior to the use of fire as a management tool often leads to a significant deterioration of the savanna ecosystem. This paper therefore evaluated the capacity of SPOT VEGETATION time-series to monitor the vegetation dryness (i.e., vegetation moisture content per vegetation amount) in order to optimize fire risk assessment in the savanna ecosystem of Kruger National Park in South Africa. The integrated Relative Vegetation Index approach (iRVI) to quantify the amount of herbaceous biomass at the end of the rain season and the Accumulated Relative Normalized Difference vegetation index decrement (ARND) related to vegetation moisture content were selected. The iRVI and ARND related to vegetation amount and moisture content, respectively, were combined in order to monitor vegetation dryness and optimize fire risk assessment in the savanna ecosystems. In situ fire activity data was used to evaluate the significance of the iRVI and ARND to monitor vegetation dryness for fire risk assessment. Results from the binary logistic regression analysis confirmed that the assessment of fire risk was optimized by integration of both the vegetation quantity (iRVI) and vegetation moisture content (ARND) as statistically significant explanatory variables. Consequently, the integrated use of both iRVI and ARND to monitor vegetation dryness provides a more suitable tool for fire management and suppression compared to other traditional satellite-based fire risk assessment methods, only related to vegetation moisture content.

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

Science.gov (United States)

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

2018-02-01

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

Post-fire vegetation recovery in Portugal based on spot/vegetation data

Science.gov (United States)

Gouveia, C.; Dacamara, C. C.; Trigo, R. M.

2010-04-01

A procedure is presented that allows identifying large burned scars and the monitoring of vegetation recovery in the years following major fire episodes. The procedure relies on 10-day fields of Maximum Value Composites of Normalized Difference Vegetation Index (MVC-NDVI), with a 1 km×1 km spatial resolution obtained from the VEGETATION instrument. The identification of fire scars during the extremely severe 2003 fire season is performed based on cluster analysis of NDVI anomalies that persist during the vegetative cycle of the year following the fire event. Two regions containing very large burned scars were selected, located in Central and Southwestern Portugal, respectively, and time series of MVC-NDVI analysed before the fire events took place and throughout the post-fire period. It is shown that post-fire vegetation dynamics in the two selected regions may be characterised based on maps of recovery rates as estimated by fitting a monoparametric model of vegetation recovery to MVC-NDVI data over each burned scar. Results indicated that the recovery process in the region located in Central Portugal is mostly related to fire damage rather than to vegetation density before 2003, whereas the latter seems to have a more prominent role than vegetation conditions after the fire episode, e.g. in the case of the region in Southwestern Portugal. These differences are consistent with the respective predominant types of vegetation. The burned area located in Central Portugal is dominated by Pinus Pinaster whose natural regeneration crucially depends on the destruction of seeds present on the soil surface during the fire, whereas the burned scar in Southwestern Portugal was populated by Eucalyptus that may quickly re-sprout from buds after fire. Besides its simplicity, the monoparametric model of vegetation recovery has the advantage of being easily adapted to other low-resolution satellite data, as well as to other types of vegetation indices.

Using endmembers in AVIRIS images to estimate changes in vegetative biomass

Science.gov (United States)

Smith, Milton O.; Adams, John B.; Ustin, Susan L.; Roberts, Dar A.

1992-01-01

Field techniques for estimating vegetative biomass are labor intensive, and rarely are used to monitor changes in biomass over time. Remote-sensing offers an attractive alternative to field measurements; however, because there is no simple correspondence between encoded radiance in multispectral images and biomass, it is not possible to measure vegetative biomass directly from AVIRIS images. Ways to estimate vegetative biomass by identifying community types and then applying biomass scalars derived from field measurements are investigated. Field measurements of community-scale vegetative biomass can be made, at least for local areas, but it is not always possible to identify vegetation communities unambiguously using remote measurements and conventional image-processing techniques. Furthermore, even when communities are well characterized in a single image, it typically is difficult to assess the extent and nature of changes in a time series of images, owing to uncertainties introduced by variations in illumination geometry, atmospheric attenuation, and instrumental responses. Our objective is to develop an improved method based on spectral mixture analysis to characterize and identify vegetative communities, that can be applied to multi-temporal AVIRIS and other types of images. In previous studies, multi-temporal data sets (AVIRIS and TM) of Owens Valley, CA were analyzed and vegetation communities were defined in terms of fractions of reference (laboratory and field) endmember spectra. An advantage of converting an image to fractions of reference endmembers is that, although fractions in a given pixel may vary from image to image in a time series, the endmembers themselves typically are constant, thus providing a consistent frame of reference.

A window-based time series feature extraction method.

Science.gov (United States)

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

2017-10-01

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

Estimating and Analyzing Savannah Phenology with a Lagged Time Series Model

DEFF Research Database (Denmark)

Boke-Olen, Niklas; Lehsten, Veiko; Ardo, Jonas

2016-01-01

cycle due to their areal coverage and can have an effect on the food security in regions that depend on subsistence farming. In this study we investigate how soil moisture, mean annual precipitation, and day length control savannah phenology by developing a lagged time series model. The model uses...... climate data for 15 flux tower sites across four continents, and normalized difference vegetation index from satellite to optimize a statistical phenological model. We show that all three variables can be used to estimate savannah phenology on a global scale. However, it was not possible to create...... a simplified savannah model that works equally well for all sites on the global scale without inclusion of more site specific parameters. The simplified model showed no bias towards tree cover or between continents and resulted in a cross-validated r2 of 0.6 and root mean squared error of 0.1. We therefore...

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

Science.gov (United States)

Razavi, Saman; Vogel, Richard

2018-02-01

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

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

Directory of Open Access Journals (Sweden)

Andrej Halabuk

2015-05-01

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

DTW-APPROACH FOR UNCORRELATED MULTIVARIATE TIME SERIES IMPUTATION

OpenAIRE

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

2017-01-01

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

Variable Selection in Time Series Forecasting Using Random Forests

Directory of Open Access Journals (Sweden)

Hristos Tyralis

2017-10-01

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

Analysis of Trends in Vegetation Avhrr-Ndvi Data Across Sokoto ...

African Journals Online (AJOL)

The current situation in vegetation productivity across Nigeria and indeed in Sokoto State is being affected by climatic change and other unfavourable environmental conditions. Time-series Remotely Sensed data within Geographic Information System (GIS) environment can be utilized to timely monitor the trajectory in ...

Trend time-series modeling and forecasting with neural networks.

Science.gov (United States)

Qi, Min; Zhang, G Peter

2008-05-01

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

Detecting leaf pulvinar movements on NDVI time series of desert trees: a new approach for water stress detection.

Directory of Open Access Journals (Sweden)

Roberto O Chávez

Full Text Available Heliotropic leaf movement or leaf 'solar tracking' occurs for a wide variety of plants, including many desert species and some crops. This has an important effect on the canopy spectral reflectance as measured from satellites. For this reason, monitoring systems based on spectral vegetation indices, such as the normalized difference vegetation index (NDVI, should account for heliotropic movements when evaluating the health condition of such species. In the hyper-arid Atacama Desert, Northern Chile, we studied seasonal and diurnal variations of MODIS and Landsat NDVI time series of plantation stands of the endemic species Prosopis tamarugo Phil., subject to different levels of groundwater depletion. As solar irradiation increased during the day and also during the summer, the paraheliotropic leaves of Tamarugo moved to an erectophile position (parallel to the sun rays making the NDVI signal to drop. This way, Tamarugo stands with no water stress showed a positive NDVI difference between morning and midday (ΔNDVI mo-mi and between winter and summer (ΔNDVI W-S. In this paper, we showed that the ΔNDVI mo-mi of Tamarugo stands can be detected using MODIS Terra and Aqua images, and the ΔNDVI W-S using Landsat or MODIS Terra images. Because pulvinar movement is triggered by changes in cell turgor, the effects of water stress caused by groundwater depletion can be assessed and monitored using ΔNDVI mo-mi and ΔNDVI W-S. For an 11-year time series without rainfall events, Landsat ΔNDVI W-S of Tamarugo stands showed a positive linear relationship with cumulative groundwater depletion. We conclude that both ΔNDVI mo-mi and ΔNDVI W-S have potential to detect early water stress of paraheliotropic vegetation.

Detecting leaf pulvinar movements on NDVI time series of desert trees: a new approach for water stress detection.

Science.gov (United States)

Chávez, Roberto O; Clevers, Jan G P W; Verbesselt, Jan; Naulin, Paulette I; Herold, Martin

2014-01-01

Heliotropic leaf movement or leaf 'solar tracking' occurs for a wide variety of plants, including many desert species and some crops. This has an important effect on the canopy spectral reflectance as measured from satellites. For this reason, monitoring systems based on spectral vegetation indices, such as the normalized difference vegetation index (NDVI), should account for heliotropic movements when evaluating the health condition of such species. In the hyper-arid Atacama Desert, Northern Chile, we studied seasonal and diurnal variations of MODIS and Landsat NDVI time series of plantation stands of the endemic species Prosopis tamarugo Phil., subject to different levels of groundwater depletion. As solar irradiation increased during the day and also during the summer, the paraheliotropic leaves of Tamarugo moved to an erectophile position (parallel to the sun rays) making the NDVI signal to drop. This way, Tamarugo stands with no water stress showed a positive NDVI difference between morning and midday (ΔNDVI mo-mi) and between winter and summer (ΔNDVI W-S). In this paper, we showed that the ΔNDVI mo-mi of Tamarugo stands can be detected using MODIS Terra and Aqua images, and the ΔNDVI W-S using Landsat or MODIS Terra images. Because pulvinar movement is triggered by changes in cell turgor, the effects of water stress caused by groundwater depletion can be assessed and monitored using ΔNDVI mo-mi and ΔNDVI W-S. For an 11-year time series without rainfall events, Landsat ΔNDVI W-S of Tamarugo stands showed a positive linear relationship with cumulative groundwater depletion. We conclude that both ΔNDVI mo-mi and ΔNDVI W-S have potential to detect early water stress of paraheliotropic vegetation.

Characterisation of macrophyte phenology in the Doñana marshland using MODIS NDVI time series from 2000 to 2015

Science.gov (United States)

Fernandez-Carrillo, A.; Rodriguez-Galiano, V. F.; Sanchez-Rodriguez, E.

2017-10-01

The study of the interaction between vegetation development and climate factors is paramount for the management of protected natural areas. Data provided by remote-sensing satellites and derivative products, such as vegetation indices, permit the extraction of basic information regarding the functioning of vegetation masses and their interaction with certain environmental factors. This paper carries out an approach regarding the behaviour of radiation intercepted by aquatic macrophytes present in the Doñana National Park marshland, represented by the plant association Bolboschoenetum maritimi. Based on MODIS NDVI (Normalised Difference Vegetation Index) data, the temporal dynamics of these vegetation masses were studied over a 16-year period (2000-2015), as was their typical annual behaviour, thereby deriving different indicators for seasonal dynamics (NDVI-I, RREL, MAX, MIN, MMAX and MMIN), which help to understand the basic functional characteristics for this type of vegetation. Afterwards, different regression analyses were performed between precipitation and the indicators derived from the NDVI time series. The obtained results indicated that the examined association has a strong dependence on the marshland's flooding processes, requiring a minimum annual precipitation volume (350 mm/year) for proper flooding and vegetation growth development. Furthermore, a strong correlation (r2 =0.70; <0.05) was found between seasonal nature of the vegetation masses, measured via RREL, and precipitation, as well as slightly weaker relationships between precipitation and other indicators, such as the maximum and minimum annual NDVI (r2 =0.43 and r2 =0.61; p<0.05 and p<0.05, respectively).

Segmentation of Nonstationary Time Series with Geometric Clustering

DEFF Research Database (Denmark)

Bocharov, Alexei; Thiesson, Bo

2013-01-01

We introduce a non-parametric method for segmentation in regimeswitching time-series models. The approach is based on spectral clustering of target-regressor tuples and derives a switching regression tree, where regime switches are modeled by oblique splits. Such models can be learned efficiently...... from data, where clustering is used to propose one single split candidate at each split level. We use the class of ART time series models to serve as illustration, but because of the non-parametric nature of our segmentation approach, it readily generalizes to a wide range of time-series models that go...

Non-parametric characterization of long-term rainfall time series

Science.gov (United States)

Tiwari, Harinarayan; Pandey, Brij Kishor

2018-03-01

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

CHANGE DETECTION IN LAND-USE AND LAND-COVER DYNAMICS AT A REGIONAL SCALE FROM MODIS TIME-SERIES IMAGERY

Directory of Open Access Journals (Sweden)

Y. Setiawan

2012-07-01

Full Text Available Remote sensing has long been used as a means of detecting and classifying changes on the land. Analysis of multi-year time series of land surface attributes and their seasonal change indicates a complexity of land use land cover change (LULCC. This paper explores the temporal complexity of land change considering temporal vegetation dynamics, in other words, distinguishing the changes regarding to their properties in long-term image analysis. This study is based on the hypothesis that land cover might be dynamics; however, consistent land use has a typical, distinct and repeated temporal pattern of vegetation index inter-annually. Therefore, pixels represent a change when the inter-annual temporal dynamics is changed. We analysed the dynamics pattern of long-term image data of wavelet-filtered MODIS EVI from 2001 to 2007. The change of temporal vegetation dynamics was detected by differentiating distance between two successive annual EVI patterns. Moreover, we defined the type of changes using the clustering method, which were then validated by ground check points and secondary data sets.

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

Directory of Open Access Journals (Sweden)

Álvaro Moreno

2014-08-01

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

Time Series Decomposition into Oscillation Components and Phase Estimation.

Science.gov (United States)

Matsuda, Takeru; Komaki, Fumiyasu

2017-02-01

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

Introduction to time series analysis and forecasting

CERN Document Server

Montgomery, Douglas C; Kulahci, Murat

2015-01-01

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

Multi-Scale Dissemination of Time Series Data

DEFF Research Database (Denmark)

Guo, Qingsong; Zhou, Yongluan; Su, Li

2013-01-01

In this paper, we consider the problem of continuous dissemination of time series data, such as sensor measurements, to a large number of subscribers. These subscribers fall into multiple subscription levels, where each subscription level is specified by the bandwidth constraint of a subscriber......, which is an abstract indicator for both the physical limits and the amount of data that the subscriber would like to handle. To handle this problem, we propose a system framework for multi-scale time series data dissemination that employs a typical tree-based dissemination network and existing time...

RADON CONCENTRATION TIME SERIES MODELING AND APPLICATION DISCUSSION.

Science.gov (United States)

Stránský, V; Thinová, L

2017-11-01

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

Similarity estimators for irregular and age uncertain time series

Science.gov (United States)

Rehfeld, K.; Kurths, J.

2013-09-01

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

Similarity estimators for irregular and age-uncertain time series

Science.gov (United States)

Rehfeld, K.; Kurths, J.

2014-01-01

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

Robust Forecasting of Non-Stationary Time Series

OpenAIRE

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

2010-01-01

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

Time Series Econometrics for the 21st Century

Science.gov (United States)

Hansen, Bruce E.

2017-01-01

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

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

Science.gov (United States)

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

2017-04-01

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

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

African Journals Online (AJOL)

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

Landsat time series analysis documents beaver migration into permafrost landscapes of arctic Alaska

Science.gov (United States)

Jones, B. M.; Tape, K. D.; Nitze, I.; Arp, C. D.; Grosse, G.; Zimmerman, C. E.

2017-12-01

Landscape-scale impacts of climate change in the Arctic include increases in growing season length, shrubby vegetation, winter river discharge, snowfall, summer and winter water temperatures, and decreases in river and lake ice thickness. Combined, these changes may have created conditions that are suitable for beaver colonization of low Arctic tundra regions. We developed a semi-automated workflow that analyzes Landsat imagery time series to determine the extent to which beavers may have colonized permafrost landscapes in arctic Alaska since 1999. We tested this approach on the Lower Noatak, Wulik, and Kivalina river watersheds in northwest Alaska and identified 83 locations representing potential beaver activity. Seventy locations indicated wetting trends and 13 indicated drying trends. Verification of each site using high-resolution satellite imagery showed that 80 % of the wetting locations represented beaver activity (damming and pond formation), 11 % were unrelated to beavers, and 9 % could not readily be distinguished as being beaver related or not. For the drying locations, 31 % represented beaver activity (pond drying due to dam abandonment), 62 % were unrelated to beavers, and 7 % were undetermined. Comparison of the beaver activity database with historic aerial photography from ca. 1950 and ca. 1980 indicates that beavers have recently colonized or recolonized riparian corridors in northwest Alaska. Remote sensing time series observations associated with the migration of beavers in permafrost landscapes in arctic Alaska include thermokarst lake expansion and drainage, thaw slump initiation, ice wedge degradation, thermokarst shore fen development, and possibly development of lake and river taliks. Additionally, beaver colonization in the Arctic may alter channel courses, thermal regimes, hyporheic flow, riparian vegetation, and winter ice regimes that could impact ecosystem structure and function in this region. In particular, the combination of beaver

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.

Interpretation of a compositional time series

Science.gov (United States)

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

2012-04-01

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

The Earth Observation Monitor - Automated monitoring and alerting for spatial time-series data based on OGC web services

Science.gov (United States)

Eberle, J.; Hüttich, C.; Schmullius, C.

2014-12-01

Spatial time series data are freely available around the globe from earth observation satellites and meteorological stations for many years until now. They provide useful and important information to detect ongoing changes of the environment; but for end-users it is often too complex to extract this information out of the original time series datasets. This issue led to the development of the Earth Observation Monitor (EOM), an operational framework and research project to provide simple access, analysis and monitoring tools for global spatial time series data. A multi-source data processing middleware in the backend is linked to MODIS data from Land Processes Distributed Archive Center (LP DAAC) and Google Earth Engine as well as daily climate station data from NOAA National Climatic Data Center. OGC Web Processing Services are used to integrate datasets from linked data providers or external OGC-compliant interfaces to the EOM. Users can either use the web portal (webEOM) or the mobile application (mobileEOM) to execute these processing services and to retrieve the requested data for a given point or polygon in userfriendly file formats (CSV, GeoTiff). Beside providing just data access tools, users can also do further time series analyses like trend calculations, breakpoint detections or the derivation of phenological parameters from vegetation time series data. Furthermore data from climate stations can be aggregated over a given time interval. Calculated results can be visualized in the client and downloaded for offline usage. Automated monitoring and alerting of the time series data integrated by the user is provided by an OGC Sensor Observation Service with a coupled OGC Web Notification Service. Users can decide which datasets and parameters are monitored with a given filter expression (e.g., precipitation value higher than x millimeter per day, occurrence of a MODIS Fire point, detection of a time series anomaly). Datasets integrated in the SOS service are

Capturing Structure Implicitly from Time-Series having Limited Data

OpenAIRE

Emaasit, Daniel; Johnson, Matthew

2018-01-01

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

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

Science.gov (United States)

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

2018-01-31

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

Monitoring post-wildfire vegetation response with remotely sensed time-series data in Spain, USA and Israel

Science.gov (United States)

Willem J.D. van Leeuwen; Grant M. Casady; Daniel G. Neary; Susana Bautista; Jose Antonio Alloza; Yohay Carmel; Lea Wittenberg; Dan Malkinson; Barron J. Orr

2010-01-01

Due to the challenges faced by resource managers in maintaining post-fire ecosystem health, there is a need for methods to assess the ecological consequences of disturbances. This research examines an approach for assessing changes in post-fire vegetation dynamics for sites in Spain, Israel and the USA that burned in 1998, 1999 and 2002 respectively. Moderate...

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.

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

African Journals Online (AJOL)

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

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

Science.gov (United States)

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

2015-08-01

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

Time series prediction of apple scab using meteorological ...

African Journals Online (AJOL)

A new prediction model for the early warning of apple scab is proposed in this study. The method is based on artificial intelligence and time series prediction. The infection period of apple scab was evaluated as the time series prediction model instead of summation of wetness duration. Also, the relations of different ...

Characterization of time series via Rényi complexity-entropy curves

Science.gov (United States)

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

2018-05-01

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

Quantifying Selection with Pool-Seq Time Series Data.

Science.gov (United States)

Taus, Thomas; Futschik, Andreas; Schlötterer, Christian

2017-11-01

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

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

Science.gov (United States)

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

2015-06-01

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

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

Science.gov (United States)

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

2015-06-01

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

A multidisciplinary database for geophysical time series management

Science.gov (United States)

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

2013-12-01

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

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

Science.gov (United States)

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

2011-12-01

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

Modeling financial time series with S-plus

CERN Document Server

Zivot, Eric

2003-01-01

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

Modeling Time Series Data for Supervised Learning

Science.gov (United States)

Baydogan, Mustafa Gokce

2012-01-01

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

Empirical method to measure stochasticity and multifractality in nonlinear time series

Science.gov (United States)

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

2013-12-01

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

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

Science.gov (United States)

Liu, Zitao; Hauskrecht, Milos

2015-09-01

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

Clinical time series prediction: towards a hierarchical dynamical system framework

Science.gov (United States)

Liu, Zitao; Hauskrecht, Milos

2014-01-01

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

Turbulencelike Behavior of Seismic Time Series

International Nuclear Information System (INIS)

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

2009-01-01

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

Characterizing time series: when Granger causality triggers complex networks

Science.gov (United States)

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

2012-08-01

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

Characterizing time series: when Granger causality triggers complex networks

International Nuclear Information System (INIS)

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

2012-01-01

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

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

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

Science.gov (United States)

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

2015-09-01

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

Updating stand-level forest inventories using airborne laser scanning and Landsat time series data

Science.gov (United States)

Bolton, Douglas K.; White, Joanne C.; Wulder, Michael A.; Coops, Nicholas C.; Hermosilla, Txomin; Yuan, Xiaoping

2018-04-01

Vertical forest structure can be mapped over large areas by combining samples of airborne laser scanning (ALS) data with wall-to-wall spatial data, such as Landsat imagery. Here, we use samples of ALS data and Landsat time-series metrics to produce estimates of top height, basal area, and net stem volume for two timber supply areas near Kamloops, British Columbia, Canada, using an imputation approach. Both single-year and time series metrics were calculated from annual, gap-free Landsat reflectance composites representing 1984-2014. Metrics included long-term means of vegetation indices, as well as measures of the variance and slope of the indices through time. Terrain metrics, generated from a 30 m digital elevation model, were also included as predictors. We found that imputation models improved with the inclusion of Landsat time series metrics when compared to single-year Landsat metrics (relative RMSE decreased from 22.8% to 16.5% for top height, from 32.1% to 23.3% for basal area, and from 45.6% to 34.1% for net stem volume). Landsat metrics that characterized 30-years of stand history resulted in more accurate models (for all three structural attributes) than Landsat metrics that characterized only the most recent 10 or 20 years of stand history. To test model transferability, we compared imputed attributes against ALS-based estimates in nearby forest blocks (>150,000 ha) that were not included in model training or testing. Landsat-imputed attributes correlated strongly to ALS-based estimates in these blocks (R2 = 0.62 and relative RMSE = 13.1% for top height, R2 = 0.75 and relative RMSE = 17.8% for basal area, and R2 = 0.67 and relative RMSE = 26.5% for net stem volume), indicating model transferability. These findings suggest that in areas containing spatially-limited ALS data acquisitions, imputation models, and Landsat time series and terrain metrics can be effectively used to produce wall-to-wall estimates of key inventory attributes, providing an

Stochastic time series analysis of hydrology data for water resources

Science.gov (United States)

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

2017-11-01

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

Neural network versus classical time series forecasting models

Science.gov (United States)

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

2017-05-01

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

Nonlinear time series analysis of the human electrocardiogram

International Nuclear Information System (INIS)

Perc, Matjaz

2005-01-01

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

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

Science.gov (United States)

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

2014-11-01

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

Hidden Markov Models for Time Series An Introduction Using R

CERN Document Server

Zucchini, Walter

2009-01-01

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

Constructing ordinal partition transition networks from multivariate time series.

Science.gov (United States)

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

2017-08-10

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

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

Science.gov (United States)

Little, Douglas J; Kane, Deb M

2016-08-01

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

Multiresolution analysis of Bursa Malaysia KLCI time series

Science.gov (United States)

Ismail, Mohd Tahir; Dghais, Amel Abdoullah Ahmed

2017-05-01

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

Modelling bursty time series

International Nuclear Information System (INIS)

Vajna, Szabolcs; Kertész, János; Tóth, Bálint

2013-01-01

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

Timing calibration and spectral cleaning of LOFAR time series data

NARCIS (Netherlands)

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

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

Time series momentum and contrarian effects in the Chinese stock market

Science.gov (United States)

Shi, Huai-Long; Zhou, Wei-Xing

2017-10-01

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

Time-Series Analysis: A Cautionary Tale

Science.gov (United States)

Damadeo, Robert

2015-01-01

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

Characterizing interdependencies of multiple time series theory and applications

CERN Document Server

Hosoya, Yuzo; Takimoto, Taro; Kinoshita, Ryo

2017-01-01

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

Classification of Small-Scale Eucalyptus Plantations Based on NDVI Time Series Obtained from Multiple High-Resolution Datasets

Directory of Open Access Journals (Sweden)

Hailang Qiao

2016-02-01

Full Text Available Eucalyptus, a short-rotation plantation, has been expanding rapidly in southeast China in recent years owing to its short growth cycle and high yield of wood. Effective identification of eucalyptus, therefore, is important for monitoring land use changes and investigating environmental quality. For this article, we used remote sensing images over 15 years (one per year with a 30-m spatial resolution, including Landsat 5 thematic mapper images, Landsat 7-enhanced thematic mapper images, and HJ 1A/1B images. These data were used to construct a 15-year Normalized Difference Vegetation Index (NDVI time series for several cities in Guangdong Province, China. Eucalyptus reference NDVI time series sub-sequences were acquired, including one-year-long and two-year-long growing periods, using invested eucalyptus samples in the study region. In order to compensate for the discontinuity of the NDVI time series that is a consequence of the relatively coarse temporal resolution, we developed an inverted triangle area methodology. Using this methodology, the images were classified on the basis of the matching degree of the NDVI time series and two reference NDVI time series sub-sequences during the growing period of the eucalyptus rotations. Three additional methodologies (Bounding Envelope, City Block, and Standardized Euclidian Distance were also tested and used as a comparison group. Threshold coefficients for the algorithms were adjusted using commission–omission error criteria. The results show that the triangle area methodology out-performed the other methodologies in classifying eucalyptus plantations. Threshold coefficients and an optimal discriminant function were determined using a mosaic photograph that had been taken by an unmanned aerial vehicle platform. Good stability was found as we performed further validation using multiple-year data from the high-resolution Gaofen Satellite 1 (GF-1 observations of larger regions. Eucalyptus planting dates

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

Science.gov (United States)

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

2017-04-01

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

Drunk driving detection based on classification of multivariate time series.

Science.gov (United States)

Li, Zhenlong; Jin, Xue; Zhao, Xiaohua

2015-09-01

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

Irrigated Grassland Monitoring Using a Time Series of TerraSAR-X and COSMO-SkyMed X-Band SAR Data

Directory of Open Access Journals (Sweden)

Mohammad El Hajj

2014-10-01

Full Text Available The objective of this study was to analyze the sensitivity of radar signals in the X-band in irrigated grassland conditions. The backscattered radar signals were analyzed according to soil moisture and vegetation parameters using linear regression models. A time series of radar (TerraSAR-X and COSMO-SkyMed and optical (SPOT and LANDSAT images was acquired at a high temporal frequency in 2013 over a small agricultural region in southeastern France. Ground measurements were conducted simultaneously with the satellite data acquisitions during several grassland growing cycles to monitor the evolution of the soil and vegetation characteristics. The comparison between the Normalized Difference Vegetation Index (NDVI computed from optical images and the in situ Leaf Area Index (LAI showed a logarithmic relationship with a greater scattering for the dates corresponding to vegetation well developed before the harvest. The correlation between the NDVI and the vegetation parameters (LAI, vegetation height, biomass, and vegetation water content was high at the beginning of the growth cycle. This correlation became insensitive at a certain threshold corresponding to high vegetation (LAI ~2.5 m2/m2. Results showed that the radar signal depends on variations in soil moisture, with a higher sensitivity to soil moisture for biomass lower than 1 kg/m². HH and HV polarizations had approximately similar sensitivities to soil moisture. The penetration depth of the radar wave in the X-band was high, even for dense and high vegetation; flooded areas were visible in the images with higher detection potential in HH polarization than in HV polarization, even for vegetation heights reaching 1 m. Lower sensitivity was observed at the X-band between the radar signal and the vegetation parameters with very limited potential of the X-band to monitor grassland growth. These results showed that it is possible to track gravity irrigation and soil moisture variations from SAR

Evaluation of scaling invariance embedded in short time series.

Directory of Open Access Journals (Sweden)

Xue Pan

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

Evaluation of scaling invariance embedded in short time series.

Science.gov (United States)

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

2014-01-01

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

Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.

Science.gov (United States)

Xu, Zhiguang; MacEachern, Steven; Xu, Xinyi

2015-02-01

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

Geomechanical time series and its singularity spectrum analysis

Czech Academy of Sciences Publication Activity Database

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

2012-01-01

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

Pseudo-random bit generator based on lag time series

Science.gov (United States)

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

2014-12-01

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

Non-linear forecasting in high-frequency financial time series

Science.gov (United States)

Strozzi, F.; Zaldívar, J. M.

2005-08-01

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

Analysis of JET ELMy time series

International Nuclear Information System (INIS)

Zvejnieks, G.; Kuzovkov, V.N.

2005-01-01

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

The Statistical Analysis of Time Series

CERN Document Server

Anderson, T W

2011-01-01

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

Analysis of time series and size of equivalent sample

International Nuclear Information System (INIS)

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

2004-01-01

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

A System for Acquisition, Processing and Visualization of Image Time Series from Multiple Camera Networks

Directory of Open Access Journals (Sweden)

Cemal Melih Tanis

2018-06-01

Full Text Available A system for multiple camera networks is proposed for continuous monitoring of ecosystems by processing image time series. The system is built around the Finnish Meteorological Image PROcessing Toolbox (FMIPROT, which includes data acquisition, processing and visualization from multiple camera networks. The toolbox has a user-friendly graphical user interface (GUI for which only minimal computer knowledge and skills are required to use it. Images from camera networks are acquired and handled automatically according to the common communication protocols, e.g., File Transfer Protocol (FTP. Processing features include GUI based selection of the region of interest (ROI, automatic analysis chain, extraction of ROI based indices such as the green fraction index (GF, red fraction index (RF, blue fraction index (BF, green-red vegetation index (GRVI, and green excess (GEI index, as well as a custom index defined by a user-provided mathematical formula. Analysis results are visualized on interactive plots both on the GUI and hypertext markup language (HTML reports. The users can implement their own developed algorithms to extract information from digital image series for any purpose. The toolbox can also be run in non-GUI mode, which allows running series of analyses in servers unattended and scheduled. The system is demonstrated using an environmental camera network in Finland.

Synergy between Sentinel-1 radar time series and Sentinel-2 optical for the mapping of restored areas in Danube delta

Science.gov (United States)

Niculescu, Simona; Lardeux, Cédric; Hanganu, Jenica

2018-05-01

Wetlands are important and valuable ecosystems, yet, since 1900, more than 50 % of wetlands have been lost worldwide. An example of altered and partially restored coastal wetlands is the Danube Delta in Romania. Over time, human intervention has manifested itself in more than a quarter of the entire Danube surface. This intervention was brutal and has rendered ecosystem restoration very difficult. Studies for the rehabilitation / re-vegetation were started immediately after the Danube Delta was declared as a Biosphere Reservation in 1990. Remote sensing offers accurate methods for detecting and mapping change in restored wetlands. Vegetation change detection is a powerful indicator of restoration success. The restoration projects use vegetative cover as an important indicator of restoration success. To follow the evolution of the vegetation cover of the restored areas, satellite images radar and optical of last generation have been used, such as Sentinel-1 and Sentinel-2. Indeed the sensor sensitivity to the landscape depends on the wavelength what- ever radar or optical data and their polarization for radar data. Combining this kind of data is particularly relevant for the classification of wetland vegetation, which are associated with the density and size of the vegetation. In addition, the high temporal acquisition frequency of Sentinel-1 which are not sensitive to cloud cover al- low to use temporal signature of the different land cover. Thus we analyse the polarimetric and temporal signature of Sentinel-1 data in order to better understand the signature of the different study classes. In a second phase, we performed classifications based on the Random Forest supervised classification algorithm involving the entire Sentinel-1 time series, then starting from a Sentinel-2 collection and finally involving combinations of Sentinel-1 and -2 data.

Scalable Prediction of Energy Consumption using Incremental Time Series Clustering

Energy Technology Data Exchange (ETDEWEB)

Simmhan, Yogesh; Noor, Muhammad Usman

2013-10-09

Time series datasets are a canonical form of high velocity Big Data, and often generated by pervasive sensors, such as found in smart infrastructure. Performing predictive analytics on time series data can be computationally complex, and requires approximation techniques. In this paper, we motivate this problem using a real application from the smart grid domain. We propose an incremental clustering technique, along with a novel affinity score for determining cluster similarity, which help reduce the prediction error for cumulative time series within a cluster. We evaluate this technique, along with optimizations, using real datasets from smart meters, totaling ~700,000 data points, and show the efficacy of our techniques in improving the prediction error of time series data within polynomial time.

Forecasting with nonlinear time series models

DEFF Research Database (Denmark)

Kock, Anders Bredahl; Teräsvirta, Timo

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

Post-fire vegetation recovery in Portugal based ewline on spot/vegetation data

Directory of Open Access Journals (Sweden)

C. Gouveia

2010-04-01

Full Text Available A procedure is presented that allows identifying large burned scars and the monitoring of vegetation recovery in the years following major fire episodes. The procedure relies on 10-day fields of Maximum Value Composites of Normalized Difference Vegetation Index (MVC-NDVI, with a 1 km×1 km spatial resolution obtained from the VEGETATION instrument. The identification of fire scars during the extremely severe 2003 fire season is performed based on cluster analysis of NDVI anomalies that persist during the vegetative cycle of the year following the fire event. Two regions containing very large burned scars were selected, located in Central and Southwestern Portugal, respectively, and time series of MVC-NDVI analysed before the fire events took place and throughout the post-fire period. It is shown that post-fire vegetation dynamics in the two selected regions may be characterised based on maps of recovery rates as estimated by fitting a monoparametric model of vegetation recovery to MVC-NDVI data over each burned scar. Results indicated that the recovery process in the region located in Central Portugal is mostly related to fire damage rather than to vegetation density before 2003, whereas the latter seems to have a more prominent role than vegetation conditions after the fire episode, e.g. in the case of the region in Southwestern Portugal. These differences are consistent with the respective predominant types of vegetation. The burned area located in Central Portugal is dominated by Pinus Pinaster whose natural regeneration crucially depends on the destruction of seeds present on the soil surface during the fire, whereas the burned scar in Southwestern Portugal was populated by Eucalyptus that may quickly re-sprout from buds after fire. Besides its simplicity, the monoparametric model of vegetation recovery has the advantage of being easily adapted to other low-resolution satellite data, as well as to other types of vegetation

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.

Estimation of daily maximum and minimum air temperatures in urban landscapes using MODIS time series satellite data

Science.gov (United States)

Yoo, Cheolhee; Im, Jungho; Park, Seonyoung; Quackenbush, Lindi J.

2018-03-01

Urban air temperature is considered a significant variable for a variety of urban issues, and analyzing the spatial patterns of air temperature is important for urban planning and management. However, insufficient weather stations limit accurate spatial representation of temperature within a heterogeneous city. This study used a random forest machine learning approach to estimate daily maximum and minimum air temperatures (Tmax and Tmin) for two megacities with different climate characteristics: Los Angeles, USA, and Seoul, South Korea. This study used eight time-series land surface temperature (LST) data from Moderate Resolution Imaging Spectroradiometer (MODIS), with seven auxiliary variables: elevation, solar radiation, normalized difference vegetation index, latitude, longitude, aspect, and the percentage of impervious area. We found different relationships between the eight time-series LSTs with Tmax/Tmin for the two cities, and designed eight schemes with different input LST variables. The schemes were evaluated using the coefficient of determination (R2) and Root Mean Square Error (RMSE) from 10-fold cross-validation. The best schemes produced R2 of 0.850 and 0.777 and RMSE of 1.7 °C and 1.2 °C for Tmax and Tmin in Los Angeles, and R2 of 0.728 and 0.767 and RMSE of 1.1 °C and 1.2 °C for Tmax and Tmin in Seoul, respectively. LSTs obtained the day before were crucial for estimating daily urban air temperature. Estimated air temperature patterns showed that Tmax was highly dependent on the geographic factors (e.g., sea breeze, mountains) of the two cities, while Tmin showed marginally distinct temperature differences between built-up and vegetated areas in the two cities.

Nonparametric factor analysis of time series

OpenAIRE

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

1998-01-01

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

Time Series Outlier Detection Based on Sliding Window Prediction

Directory of Open Access Journals (Sweden)

Yufeng Yu

2014-01-01

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

Metagenomics meets time series analysis: unraveling microbial community dynamics

NARCIS (Netherlands)

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

2015-01-01

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

Time series forecasting based on deep extreme learning machine

NARCIS (Netherlands)

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

2017-01-01

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

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

International Nuclear Information System (INIS)

Rhodes, C.; Morari, M.

1997-01-01

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

Time Series of Images to Improve Tree Species Classification

Science.gov (United States)

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

2017-10-01

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

CauseMap: fast inference of causality from complex time series.

Science.gov (United States)

Maher, M Cyrus; Hernandez, Ryan D

2015-01-01

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

CauseMap: fast inference of causality from complex time series

Directory of Open Access Journals (Sweden)

M. Cyrus Maher

2015-03-01

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

Time domain series system definition and gear set reliability modeling

International Nuclear Information System (INIS)

Xie, Liyang; Wu, Ningxiang; Qian, Wenxue

2016-01-01

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

Trend analysis of GIMMS and MODIS NDVI time series for establishing a land degradation neutrality national baseline

Science.gov (United States)

Gichenje, Helene; Godinho, Sergio

2017-04-01

Land degradation is a key global environment and development problem that is recognized as a priority by the international development community. The Sustainable Development Goals (SDGs) were adopted by the global community in 2015, and include a goal related to land degradation and the accompanying target to achieve a land degradation-neutral (LDN) world by 2030. The LDN concept encompasses two joint actions of reducing the rate of degradation and increasing the rate of restoration. Using Kenya as the study area, this study aims to develop and test a spatially explicit methodology for assessing and monitoring the operationalization of a land degradation neutrality scheme at the national level. Time series analysis is applied to Normalized Difference Vegetation Index (NDVI) satellite data records, based on the hypothesis that the resulting NDVI residual trend would enable successful detection of changes in vegetation photosynthetic capacity and thus serve as a proxy for land degradation and regeneration processes. Two NDVI data sets are used to identify the spatial and temporal distribution of degraded and regenerated areas: the long term coarse resolution (8km, 1982-2015) third generation Global Inventory Modeling and Mapping Studies (GIMMS) NDVI3g data record; and the shorter-term finer resolution (250m, 2001-2015) Moderate Resolution Imaging Spectroradiometer (MODIS) derived NDVI data record. Climate data (rainfall, temperature and soil moisture) are used to separate areas of human-induced vegetation productivity decline from those driven by climate dynamics. Further, weekly vegetation health (VH) indexes (4km, 1982-2015) developed by National Oceanic and Atmospheric Administration (NOAA), are assessed as indicators for early detection and monitoring of land degradation by estimating vegetation stress (moisture, thermal and combined conditions).

Track Irregularity Time Series Analysis and Trend Forecasting

Directory of Open Access Journals (Sweden)

Jia Chaolong

2012-01-01

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

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

Science.gov (United States)

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

2013-01-01

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

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

Science.gov (United States)

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

2009-03-01

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

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

Science.gov (United States)

Schäfer, Rudi; Guhr, Thomas

2010-09-01

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

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

Science.gov (United States)

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

2007-07-01

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

Land Cover Change Detection Using Autocorrelation Analysis on MODIS Time-Series Data: Detection of New Human Settlements in the Gauteng Province of South Africa

CSIR Research Space (South Africa)

Kleynhans, Waldo

2012-01-01

Full Text Available [5]. A land cover change was then simulated using no-change examples of typical natural vegetation and settlement time-se- ries data. Both the no-change and simulated change datasets are then used to determine a set of parameters in an off-line opti... be applied to any land cover change where the reflectance time-se- ries start and end class shows a significant change in the mean and/or amplitude. It should however be noted that when dealing with complex landscapes, the time-series in itself could have a...

Vegetation Response to Climate Change in the Southern Part of Qinghai-Tibet Plateau at Basinal Scale

Science.gov (United States)

Liu, X.; Liu, C.; Kang, Q.; Yin, B.

2018-04-01

Global climate change has significantly affected vegetation variation in the third-polar region of the world - the Qinghai-Tibet Plateau. As one of the most important indicators of vegetation variation (growth, coverage and tempo-spatial change), the Normalized Difference Vegetation Index (NDVI) is widely employed to study the response of vegetation to climate change. However, a long-term series analysis cannot be achieved because a single data source is constrained by time sequence. Therefore, a new framework was presented in this paper to extend the product series of monthly NDVI, taking as an example the Yarlung Zangbo River Basin, one of the most important river basins in the Qinghai-Tibet Plateau. NDVI products were acquired from two public sources: Global Inventory Modeling and Mapping Studies (GIMMS) Advanced Very High Resolution Radiometer (AVHRR) and Moderate-Resolution Imaging spectroradiometer (MODIS). After having been extended using the new framework, the new time series of NDVI covers a 384 months period (1982-2013), 84 months longer than previous time series of NDVI product, greatly facilitating NDVI related scientific research. In the new framework, the Gauss Filtering Method was employed to filter out noise in the NDVI product. Next, the standard method was introduced to enhance the comparability of the two data sources, and a pixel-based regression method was used to construct NDVI-extending models with one pixel after another. The extended series of NDVI fit well with original AVHRR-NDVI. With the extended time-series, temporal trends and spatial heterogeneity of NDVI in the study area were studied. Principal influencing factors on NDVI were further determined. The monthly NDVI is highly correlated with air temperature and precipitation in terms of climatic change wherein the spatially averaged NDVI slightly increases in the summer and has increased in temperature and decreased in precipitation in the 32 years period. The spatial heterogeneity of

Parameterizing unconditional skewness in models for financial time series

DEFF Research Database (Denmark)

He, Changli; Silvennoinen, Annastiina; Teräsvirta, Timo

In this paper we consider the third-moment structure of a class of time series models. It is often argued that the marginal distribution of financial time series such as returns is skewed. Therefore it is of importance to know what properties a model should possess if it is to accommodate...

Self-organising mixture autoregressive model for non-stationary time series modelling.

Science.gov (United States)

Ni, He; Yin, Hujun

2008-12-01

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

Discharge/Stage Relations in Vegetated Danish Streams

DEFF Research Database (Denmark)

Larsen, Torben; Frier, Jens-Ole; Vestergaard, Kristian

1990-01-01

This paper describes how the friction in danish streams varies as function of the vegetation. The major species of vegetation are represented. A series of laboratory and field experiments are described, and a hypothesis for the influence of the vegetation on the Manning's n is discussed....

Monitoring LongBao Wetland Ecosystem in Tibetan Plateau using time-series SAR and Optical dataset

Science.gov (United States)

Brisco, B.; Wei, Q.; Xie, C.; Shao, Y.; Tian, B.; Li, K.

2017-12-01

As a highly productive and sensitive ecosystem, plateau wetlands provide indispensable habitats for the black-necked crane, an endangered species of crane. In this research, we focus on Longbao plateau wetland, the only habitat of black-necked crane in Tibetan Plateau, located in Yushu, Qinghai province, with an area of about 100 km2 and elevation about 4100 4200m. Monitoring Longbao wetland during the past 30 years using time series SAR and optical dataset and analysis its effect on black-necked crane have great significance for endangered species protection. Water and vegetation resources are two important indicators of wetland productivity. In this study, we aim at providing the open water area dynamics and the variation of vegetation during the past 30 years using SAR and optical imageries and analyzing their effect on black-necked cranes. The changes of the open water area and NDVI reflect the environment variety of Longbao wetland. And the relationship between these biological parameters and climates were analyzed, especially their influence on the black-necked cranes, which is the only kind of crane in the world that grows and breeds in the plateau. The method of level set segmentation with KummerU distribution was applied to open water bodies (wetlands) delimitation using time series SAR dataset, including Envisat-ASAR acquired from 2003 to 2010 and Radasat-2 from 2013 to 2014. Also the NDVI is calculated from Landsat images (acquired during 2003-2015) using google earth engine which is a cloud-based platform for planetary-scale environmental data analysis.The results indicate that the open water area fluctuates with seasons and reaches the maximum in summer. While in the spring and winter the wetland is usually covered by ice and snow. The highest values of NDVI occurred in years with a sufficient amount of precipitation. The abundant vegetation, water and suitable temperature of Longbao wetland in summer effectively promote the boost and growth of the

The Prediction of Teacher Turnover Employing Time Series Analysis.

Science.gov (United States)

Costa, Crist H.

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

Stacked Heterogeneous Neural Networks for Time Series Forecasting

Directory of Open Access Journals (Sweden)

Florin Leon

2010-01-01

Full Text Available A hybrid model for time series forecasting is proposed. It is a stacked neural network, containing one normal multilayer perceptron with bipolar sigmoid activation functions, and the other with an exponential activation function in the output layer. As shown by the case studies, the proposed stacked hybrid neural model performs well on a variety of benchmark time series. The combination of weights of the two stack components that leads to optimal performance is also studied.

Chaotic time series prediction: From one to another

International Nuclear Information System (INIS)

Zhao Pengfei; Xing Lei; Yu Jun

2009-01-01

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

Grammar-based feature generation for time-series prediction

CERN Document Server

De Silva, Anthony Mihirana

2015-01-01

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

Forecasting autoregressive time series under changing persistence

DEFF Research Database (Denmark)

Kruse, Robinson

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

Recurrent Neural Networks for Multivariate Time Series with Missing Values.

Science.gov (United States)

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

2018-04-17

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

Conditional time series forecasting with convolutional neural networks

NARCIS (Netherlands)

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

2017-01-01

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

Time Series Analysis of Wheat Futures Reward in China

Institute of Scientific and Technical Information of China (English)

无

2005-01-01

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

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

Directory of Open Access Journals (Sweden)

Haoteng Zhao

2018-03-01

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

forecasting with nonlinear time series model: a monte-carlo

African Journals Online (AJOL)

PUBLICATIONS1

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

Time series analysis of temporal networks

Science.gov (United States)

Sikdar, Sandipan; Ganguly, Niloy; Mukherjee, Animesh

2016-01-01

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

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

KAUST Repository

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

2018-01-01

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

Notes on economic time series analysis system theoretic perspectives

CERN Document Server

Aoki, Masanao

1983-01-01

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

Dynamical analysis and visualization of tornadoes time series.

Directory of Open Access Journals (Sweden)

António M Lopes

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

Dynamical analysis and visualization of tornadoes time series.

Science.gov (United States)

Lopes, António M; Tenreiro Machado, J A

2015-01-01

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

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

Science.gov (United States)

Andronov, I. L.

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

Modelling road accidents: An approach using structural time series

Science.gov (United States)

Junus, Noor Wahida Md; Ismail, Mohd Tahir

2014-09-01

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

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

Science.gov (United States)

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

2016-02-09

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

Time series patterns and language support in DBMS

Science.gov (United States)

Telnarova, Zdenka

2017-07-01

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

Two-fractal overlap time series: Earthquakes and market crashes

Indian Academy of Sciences (India)

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

Using simulated historical time series to prioritize fuel treatments on landscapes across the United States: The LANDFIRE prototype project

Science.gov (United States)

Keane, Robert E.; Rollins, Matthew; Zhu, Zhi-Liang

2007-01-01

Canopy and surface fuels in many fire-prone forests of the United States have increased over the last 70 years as a result of modern fire exclusion policies, grazing, and other land management activities. The Healthy Forest Restoration Act and National Fire Plan establish a national commitment to reduce fire hazard and restore fire-adapted ecosystems across the USA. The primary index used to prioritize treatment areas across the nation is Fire Regime Condition Class (FRCC) computed as departures of current conditions from the historical fire and landscape conditions. This paper describes a process that uses an extensive set of ecological models to map FRCC from a departure statistic computed from simulated time series of historical landscape composition. This mapping process uses a data-driven, biophysical approach where georeferenced field data, biogeochemical simulation models, and spatial data libraries are integrated using spatial statistical modeling to map environmental gradients that are then used to predict vegetation and fuels characteristics over space. These characteristics are then fed into a landscape fire and succession simulation model to simulate a time series of historical landscape compositions that are then compared to the composition of current landscapes to compute departure, and the FRCC values. Intermediate products from this process are then used to create ancillary vegetation, fuels, and fire regime layers that are useful in the eventual planning and implementation of fuel and restoration treatments at local scales. The complex integration of varied ecological models at different scales is described and problems encountered during the implementation of this process in the LANDFIRE prototype project are addressed.

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...

InSAR Deformation Time Series Processed On-Demand in the Cloud

Science.gov (United States)

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

2017-12-01

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

Monitoring of reforestation on burnt areas in Western Russia using Landsat time series