Sample records for speed time series

  1. Wind speed time series reconstruction using a hybrid neural genetic approach

    NASA Astrophysics Data System (ADS)

    Rodriguez, H.; Flores, J. J.; Puig, V.; Morales, L.; Guerra, A.; Calderon, F.

    2017-11-01

    Currently, electric energy is used in practically all modern human activities. Most of the energy produced came from fossil fuels, making irreversible damage to the environment. Lately, there has been an effort by nations to produce energy using clean methods, such as solar and wind energy, among others. Wind energy is one of the cleanest alternatives. However, the wind speed is not constant, making the planning and operation at electric power systems a difficult activity. Knowing in advance the amount of raw material (wind speed) used for energy production allows us to estimate the energy to be generated by the power plant, helping the maintenance planning, the operational management, optimal operational cost. For these reasons, the forecast of wind speed becomes a necessary task. The forecast process involves the use of past observations from the variable to forecast (wind speed). To measure wind speed, weather stations use devices called anemometers, but due to poor maintenance, connection error, or natural wear, they may present false or missing data. In this work, a hybrid methodology is proposed, and it uses a compact genetic algorithm with an artificial neural network to reconstruct wind speed time series. The proposed methodology reconstructs the time series using a ANN defined by a Compact Genetic Algorithm.

  2. Generation and Validation of Spatial Distribution of Hourly Wind Speed Time-Series using Machine Learning

    NASA Astrophysics Data System (ADS)

    Veronesi, F.; Grassi, S.

    2016-09-01

    Wind resource assessment is a key aspect of wind farm planning since it allows to estimate the long term electricity production. Moreover, wind speed time-series at high resolution are helpful to estimate the temporal changes of the electricity generation and indispensable to design stand-alone systems, which are affected by the mismatch of supply and demand. In this work, we present a new generalized statistical methodology to generate the spatial distribution of wind speed time-series, using Switzerland as a case study. This research is based upon a machine learning model and demonstrates that statistical wind resource assessment can successfully be used for estimating wind speed time-series. In fact, this method is able to obtain reliable wind speed estimates and propagate all the sources of uncertainty (from the measurements to the mapping process) in an efficient way, i.e. minimizing computational time and load. This allows not only an accurate estimation, but the creation of precise confidence intervals to map the stochasticity of the wind resource for a particular site. The validation shows that machine learning can minimize the bias of the wind speed hourly estimates. Moreover, for each mapped location this method delivers not only the mean wind speed, but also its confidence interval, which are crucial data for planners.

  3. Two Machine Learning Approaches for Short-Term Wind Speed Time-Series Prediction.

    PubMed

    Ak, Ronay; Fink, Olga; Zio, Enrico

    2016-08-01

    The increasing liberalization of European electricity markets, the growing proportion of intermittent renewable energy being fed into the energy grids, and also new challenges in the patterns of energy consumption (such as electric mobility) require flexible and intelligent power grids capable of providing efficient, reliable, economical, and sustainable energy production and distribution. From the supplier side, particularly, the integration of renewable energy sources (e.g., wind and solar) into the grid imposes an engineering and economic challenge because of the limited ability to control and dispatch these energy sources due to their intermittent characteristics. Time-series prediction of wind speed for wind power production is a particularly important and challenging task, wherein prediction intervals (PIs) are preferable results of the prediction, rather than point estimates, because they provide information on the confidence in the prediction. In this paper, two different machine learning approaches to assess PIs of time-series predictions are considered and compared: 1) multilayer perceptron neural networks trained with a multiobjective genetic algorithm and 2) extreme learning machines combined with the nearest neighbors approach. The proposed approaches are applied for short-term wind speed prediction from a real data set of hourly wind speed measurements for the region of Regina in Saskatchewan, Canada. Both approaches demonstrate good prediction precision and provide complementary advantages with respect to different evaluation criteria.

  4. Subsidence Evaluation of High-Speed Railway in Shenyang Based on Time-Series Insar

    NASA Astrophysics Data System (ADS)

    Zhang, Yun; Wei, Lianhuan; Li, Jiayu; Liu, Shanjun; Mao, Yachun; Wu, Lixin

    2018-04-01

    More and more high-speed railway are under construction in China. The slow settlement along high-speed railway tracks and newly-built stations would lead to inhomogeneous deformation of local area, and the accumulation may be a threat to the safe operation of high-speed rail system. In this paper, surface deformation of the newly-built high-speed railway station as well as the railway lines in Shenyang region will be retrieved by time series InSAR analysis using multi-orbit COSMO-SkyMed images. This paper focuses on the non-uniform subsidence caused by the changing of local environment along the railway. The accuracy of the settlement results can be verified by cross validation of the results obtained from two different orbits during the same period.

  5. Long-range fluctuations and multifractality in connectivity density time series of a wind speed monitoring network

    NASA Astrophysics Data System (ADS)

    Laib, Mohamed; Telesca, Luciano; Kanevski, Mikhail

    2018-03-01

    This paper studies the daily connectivity time series of a wind speed-monitoring network using multifractal detrended fluctuation analysis. It investigates the long-range fluctuation and multifractality in the residuals of the connectivity time series. Our findings reveal that the daily connectivity of the correlation-based network is persistent for any correlation threshold. Further, the multifractality degree is higher for larger absolute values of the correlation threshold.

  6. Multifractal analysis of the time series of daily means of wind speed in complex regions

    NASA Astrophysics Data System (ADS)

    Laib, Mohamed; Golay, Jean; Telesca, Luciano; Kanevski, Mikhail

    2018-04-01

    In this paper, we applied the multifractal detrended fluctuation analysis to the daily means of wind speed measured by 119 weather stations distributed over the territory of Switzerland. The analysis was focused on the inner time fluctuations of wind speed, which could be more linked with the local conditions of the highly varying topography of Switzerland. Our findings point out to a persistent behaviour of all the measured wind speed series (indicated by a Hurst exponent significantly larger than 0.5), and to a high multifractality degree indicating a relative dominance of the large fluctuations in the dynamics of wind speed, especially in the Swiss plateau, which is comprised between the Jura and Alp mountain ranges. The study represents a contribution to the understanding of the dynamical mechanisms of wind speed variability in mountainous regions.

  7. Prevalence of drink driving and speeding in China: a time series analysis from two cities.

    PubMed

    Li, Q; He, H; Duan, L; Wang, Y; Bishai, D M; Hyder, A A

    2017-03-01

    To confront the public health challenge imposed by road traffic injuries in China. A consortium of international partners designed and implemented targeted interventions, such as social media campaigns, advocacy for legislative change and law enforcement training, to reduce the percentage of drink driving and speeding in two Chinese cities, Dalian and Suzhou, from 2010 to 2014. Time series models were developed to detect changes in the prevalence of drink driving and speeding using data collected through four years of observational studies. This analysis, based on 15 rounds of data, shows that from May 2011 to November 2014, the percentage of vehicles driving above the speed limit decreased from 31.8% (95% confidence interval [CI]: 29.2-34.5) to 7.4% (95% CI: 7.0-7.9) in Dalian and from 13.5% (95% CI: 11.7-15.5) to 6.9% (95% CI: 6.4-7.4) in Suzhou. Drink driving decreased from 1.7% (95% CI: 1.1-2.4) in January 2011 to 0.5% (95% CI: 0.2-0.9) in November 2014 in Dalian and from 6.4% (95% CI: 5.4-7.4) to 0.5% (95% CI: 0.1-2.4) in Suzhou during approximately the same period. Time series models confirmed declining trends in both risk factors in both cities (P-value: 0.06 for speeding prevalence in Suzhou; all other P-values are below 0.05). Disaggregated by vehicle type, saloon cars and SUVs were more likely to exceed the posted speed limit than other types of vehicles in both cities. The speeding rate was higher where the posted speed limit is lower. In Dalian, more drivers were driving above the posted speed limit on weekdays than on weekends (11.4% vs 6.8%); Suzhou had a similar pattern, but the difference was smaller (14.0% vs 12.2%). Despite the challenge in accurately attributing the observed changes to one programme, the substantial reduction in the prevalence of the two risk factors suggests that through coordinated actions, internationally recognized best practices in road safety may be effective in improving road traffic safety in China. Copyright © 2016 The

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

    NASA Astrophysics Data System (ADS)

    Laib, Mohamed; Telesca, Luciano; Kanevski, Mikhail

    2018-02-01

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

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

    NASA Astrophysics Data System (ADS)

    Eymen, Abdurrahman; Köylü, Ümran

    2018-02-01

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

  10. PRESEE: An MDL/MML Algorithm to Time-Series Stream Segmenting

    PubMed Central

    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. PMID:23956693

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

    PubMed

    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.

  12. Data Rods: High Speed, Time-Series Analysis of Massive Cryospheric Data Sets Using Object-Oriented Database Methods

    NASA Astrophysics Data System (ADS)

    Liang, Y.; Gallaher, D. W.; Grant, G.; Lv, Q.

    2011-12-01

    Change over time, is the central driver of climate change detection. The goal is to diagnose the underlying causes, and make projections into the future. In an effort to optimize this process we have developed the Data Rod model, an object-oriented approach that provides the ability to query grid cell changes and their relationships to neighboring grid cells through time. The time series data is organized in time-centric structures called "data rods." A single data rod can be pictured as the multi-spectral data history at one grid cell: a vertical column of data through time. This resolves the long-standing problem of managing time-series data and opens new possibilities for temporal data analysis. This structure enables rapid time- centric analysis at any grid cell across multiple sensors and satellite platforms. Collections of data rods can be spatially and temporally filtered, statistically analyzed, and aggregated for use with pattern matching algorithms. Likewise, individual image pixels can be extracted to generate multi-spectral imagery at any spatial and temporal location. The Data Rods project has created a series of prototype databases to store and analyze massive datasets containing multi-modality remote sensing data. Using object-oriented technology, this method overcomes the operational limitations of traditional relational databases. To demonstrate the speed and efficiency of time-centric analysis using the Data Rods model, we have developed a sea ice detection algorithm. This application determines the concentration of sea ice in a small spatial region across a long temporal window. If performed using traditional analytical techniques, this task would typically require extensive data downloads and spatial filtering. Using Data Rods databases, the exact spatio-temporal data set is immediately available No extraneous data is downloaded, and all selected data querying occurs transparently on the server side. Moreover, fundamental statistical

  13. Real-time flutter boundary prediction based on time series models

    NASA Astrophysics Data System (ADS)

    Gu, Wenjing; Zhou, Li

    2018-03-01

    For the purpose of predicting the flutter boundary in real time during flutter flight tests, two time series models accompanied with corresponding stability criterion are adopted in this paper. The first method simplifies a long nonstationary response signal as many contiguous intervals and each is considered to be stationary. The traditional AR model is then established to represent each interval of signal sequence. While the second employs a time-varying AR model to characterize actual measured signals in flutter test with progression variable speed (FTPVS). To predict the flutter boundary, stability parameters are formulated by the identified AR coefficients combined with Jury's stability criterion. The behavior of the parameters is examined using both simulated and wind-tunnel experiment data. The results demonstrate that both methods show significant effectiveness in predicting the flutter boundary at lower speed level. A comparison between the two methods is also given in this paper.

  14. Influence of Sub-Daily Variation on Multi-Fractal Detrended Fluctuation Analysis of Wind Speed Time Series

    PubMed Central

    Li, Weinan; Kong, Yanjun; Cong, Xiangyu

    2016-01-01

    Using multi-fractal detrended fluctuation analysis (MF-DFA), the scaling features of wind speed time series (WSTS) could be explored. In this paper, we discuss the influence of sub-daily variation, which is a natural feature of wind, in MF-DFA of WSTS. First, the choice of the lower bound of the segment length, a significant parameter of MF-DFA, was studied. The results of expanding the lower bound into sub-daily scope shows that an abrupt declination and discrepancy of scaling exponents is caused by the inability to keep the whole diel process of wind in one single segment. Additionally, the specific value, which is effected by the sub-daily feature of local meteo-climatic, might be different. Second, the intra-day temporal order of wind was shuffled to determine the impact of diel variation on scaling exponents of MF-DFA. The results illustrate that disregarding diel variation leads to errors in scaling. We propose that during the MF-DFA of WSTS, the segment length should be longer than 1 day and the diel variation of wind should be maintained to avoid abnormal phenomena and discrepancy in scaling exponents. PMID:26741491

  15. GPS Position Time Series @ JPL

    NASA Technical Reports Server (NTRS)

    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

  16. High-Speed, High-Resolution Time-to-Digital Conversion

    NASA Technical Reports Server (NTRS)

    Katz, Richard; Kleyner, Igor; Garcia, Rafael

    2013-01-01

    This innovation is a series of time-tag pulses from a photomultiplier tube, featuring short time interval between pulses (e.g., 2.5 ns). Using the previous art, dead time between pulses is too long, or too much hardware is required, including a very-high-speed demultiplexer. A faster method is needed. The goal of this work is to provide circuits to time-tag pulses that arrive at a high rate using the hardwired logic in an FPGA - specifically the carry chain - to create what is (in effect) an analog delay line. High-speed pulses travel down the chain in a "wave." For instance, a pulse train has been demonstrated from a 1- GHz source reliably traveling down the carry chain. The size of the carry chain is over 10 ns in the time domain. Thus, multiple pulses will travel down the carry chain in a wave simultaneously. A register clocked by a low-skew clock takes a "snapshot" of the wave. Relatively simple logic can extract the pulses from the snapshot picture by detecting the transitions between logic states. The propagation delay of CMOS (complementary metal oxide semiconductor) logic circuits will differ and/or change as a result of temperature, voltage, age, radiation, and manufacturing variances. The time-to-digital conversion circuits can be calibrated with test signals, or the changes can be nulled by a separate on-die calibration channel, in a closed loop circuit.

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

    PubMed

    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.

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

    PubMed Central

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

    2013-01-01

    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. PMID:23554344

  19. Time-series animation techniques for visualizing urban growth

    USGS Publications Warehouse

    Acevedo, W.; Masuoka, P.

    1997-01-01

    Time-series animation is a visually intuitive way to display urban growth. Animations of landuse change for the Baltimore-Washington region were generated by showing a series of images one after the other in sequential order. Before creating an animation, various issues which will affect the appearance of the animation should be considered, including the number of original data frames to use, the optimal animation display speed, the number of intermediate frames to create between the known frames, and the output media on which the animations will be displayed. To create new frames between the known years of data, the change in each theme (i.e. urban development, water bodies, transportation routes) must be characterized and an algorithm developed to create the in-between frames. Example time-series animations were created using a temporal GIS database of the Baltimore-Washington area. Creating the animations involved generating raster images of the urban development, water bodies, and principal transportation routes; overlaying the raster images on a background image; and importing the frames to a movie file. Three-dimensional perspective animations were created by draping each image over digital elevation data prior to importing the frames to a movie file. ?? 1997 Elsevier Science Ltd.

  20. Assessing the Impact of Different Measurement Time Intervals on Observed Long-Term Wind Speed Trends

    NASA Astrophysics Data System (ADS)

    Azorin-Molina, C.; Vicente-Serrano, S. M.; McVicar, T.; Jerez, S.; Revuelto, J.; López Moreno, J. I.

    2014-12-01

    During the last two decades climate studies have reported a tendency toward a decline in measured near-surface wind speed in some regions of Europe, North America, Asia and Australia. This weakening in observed wind speed has been recently termed "global stilling", showing a worldwide average trend of -0.140 m s-1 dec-1 during last 50-years. The precise cause of the "global stilling" remains largely uncertain and has been hypothetically attributed to several factors, mainly related to: (i) an increasing surface roughness (i.e. forest growth, land use changes, and urbanization); (ii) a slowdown in large-scale atmospheric circulation; (iii) instrumental drifts and technological improvements, maintenance, and shifts in measurements sites and calibration issues; (iv) sunlight dimming due to air pollution; and (v) astronomical changes. This study proposed a novel investigation aimed at analyzing how different measurement time intervals used to calculate a wind speed series can affect the sign and magnitude of long-term wind speed trends. For instance, National Weather Services across the globe estimate daily average wind speed using different time intervals and formulae that may affect the trend results. Firstly, we carried out a comprehensive review of wind studies reporting the sign and magnitude of wind speed trend and the sampling intervals used. Secondly, we analyzed near-surface wind speed trends recorded at 59 land-based stations across Spain comparing monthly mean wind speed series obtained from: (a) daily mean wind speed data averaged from standard 10-min mean observations at 0000, 0700, 1300 and 1800 UTC; and (b) average wind speed of 24 hourly measurements (i.e., wind run measurements) from 0000 to 2400 UTC. Thirdly and finally, we quantified the impact of anemometer drift (i.e. bearing malfunction) by presenting preliminary results (1-year of paired measurements) from a comparison of one new anemometer sensor against one malfunctioned anenometer sensor due

  1. Automatising the analysis of stochastic biochemical time-series

    PubMed Central

    2015-01-01

    Background Mathematical and computational modelling of biochemical systems has seen a lot of effort devoted to the definition and implementation of high-performance mechanistic simulation frameworks. Within these frameworks it is possible to analyse complex models under a variety of configurations, eventually selecting the best setting of, e.g., parameters for a target system. Motivation This operational pipeline relies on the ability to interpret the predictions of a model, often represented as simulation time-series. Thus, an efficient data analysis pipeline is crucial to automatise time-series analyses, bearing in mind that errors in this phase might mislead the modeller's conclusions. Results For this reason we have developed an intuitive framework-independent Python tool to automate analyses common to a variety of modelling approaches. These include assessment of useful non-trivial statistics for simulation ensembles, e.g., estimation of master equations. Intuitive and domain-independent batch scripts will allow the researcher to automatically prepare reports, thus speeding up the usual model-definition, testing and refinement pipeline. PMID:26051821

  2. Regenerating time series from ordinal networks.

    PubMed

    McCullough, Michael; Sakellariou, Konstantinos; Stemler, Thomas; Small, Michael

    2017-03-01

    Recently proposed ordinal networks not only afford novel methods of nonlinear time series analysis but also constitute stochastic approximations of the deterministic flow time series from which the network models are constructed. In this paper, we construct ordinal networks from discrete sampled continuous chaotic time series and then regenerate new time series by taking random walks on the ordinal network. We then investigate the extent to which the dynamics of the original time series are encoded in the ordinal networks and retained through the process of regenerating new time series by using several distinct quantitative approaches. First, we use recurrence quantification analysis on traditional recurrence plots and order recurrence plots to compare the temporal structure of the original time series with random walk surrogate time series. Second, we estimate the largest Lyapunov exponent from the original time series and investigate the extent to which this invariant measure can be estimated from the surrogate time series. Finally, estimates of correlation dimension are computed to compare the topological properties of the original and surrogate time series dynamics. Our findings show that ordinal networks constructed from univariate time series data constitute stochastic models which approximate important dynamical properties of the original systems.

  3. Regenerating time series from ordinal networks

    NASA Astrophysics Data System (ADS)

    McCullough, Michael; Sakellariou, Konstantinos; Stemler, Thomas; Small, Michael

    2017-03-01

    Recently proposed ordinal networks not only afford novel methods of nonlinear time series analysis but also constitute stochastic approximations of the deterministic flow time series from which the network models are constructed. In this paper, we construct ordinal networks from discrete sampled continuous chaotic time series and then regenerate new time series by taking random walks on the ordinal network. We then investigate the extent to which the dynamics of the original time series are encoded in the ordinal networks and retained through the process of regenerating new time series by using several distinct quantitative approaches. First, we use recurrence quantification analysis on traditional recurrence plots and order recurrence plots to compare the temporal structure of the original time series with random walk surrogate time series. Second, we estimate the largest Lyapunov exponent from the original time series and investigate the extent to which this invariant measure can be estimated from the surrogate time series. Finally, estimates of correlation dimension are computed to compare the topological properties of the original and surrogate time series dynamics. Our findings show that ordinal networks constructed from univariate time series data constitute stochastic models which approximate important dynamical properties of the original systems.

  4. From Networks to Time Series

    NASA Astrophysics Data System (ADS)

    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.

  5. An evaluation of Winnipeg's photo enforcement safety program: results of time series analyses and an intersection camera experiment.

    PubMed

    Vanlaar, Ward; Robertson, Robyn; Marcoux, Kyla

    2014-01-01

    The objective of this study was to evaluate the impact of Winnipeg's photo enforcement safety program on speeding, i.e., "speed on green", and red-light running behavior at intersections as well as on crashes resulting from these behaviors. ARIMA time series analyses regarding crashes related to red-light running (right-angle crashes and rear-end crashes) and crashes related to speeding (injury crashes and property damage only crashes) occurring at intersections were conducted using monthly crash counts from 1994 to 2008. A quasi-experimental intersection camera experiment was also conducted using roadside data on speeding and red-light running behavior at intersections. These data were analyzed using logistic regression analysis. The time series analyses showed that for crashes related to red-light running, there had been a 46% decrease in right-angle crashes at camera intersections, but that there had also been an initial 42% increase in rear-end crashes. For crashes related to speeding, analyses revealed that the installation of cameras was not associated with increases or decreases in crashes. Results of the intersection camera experiment show that there were significantly fewer red light running violations at intersections after installation of cameras and that photo enforcement had a protective effect on speeding behavior at intersections. However, the data also suggest photo enforcement may be less effective in preventing serious speeding violations at intersections. Overall, Winnipeg's photo enforcement safety program had a positive net effect on traffic safety. Results from both the ARIMA time series and the quasi-experimental design corroborate one another. However, the protective effect of photo enforcement is not equally pronounced across different conditions so further monitoring is required to improve the delivery of this measure. Results from this study as well as limitations are discussed. Copyright © 2013 Elsevier Ltd. All rights reserved.

  6. Duality between Time Series and Networks

    PubMed Central

    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

  7. As time passes by: Observed motion-speed and psychological time during video playback.

    PubMed

    Nyman, Thomas Jonathan; Karlsson, Eric Per Anders; Antfolk, Jan

    2017-01-01

    Research shows that psychological time (i.e., the subjective experience and assessment of the passage of time) is malleable and that the central nervous system re-calibrates temporal information in accordance with situational factors so that psychological time flows slower or faster. Observed motion-speed (e.g., the visual perception of a rolling ball) is an important situational factor which influences the production of time estimates. The present study examines previous findings showing that observed slow and fast motion-speed during video playback respectively results in over- and underproductions of intervals of time. Here, we investigated through three separate experiments: a) the main effect of observed motion-speed during video playback on a time production task and b) the interactive effect of the frame rate (frames per second; fps) and motion-speed during video playback on a time production task. No main effect of video playback-speed or interactive effect between video playback-speed and frame rate was found on time production.

  8. As time passes by: Observed motion-speed and psychological time during video playback

    PubMed Central

    Karlsson, Eric Per Anders; Antfolk, Jan

    2017-01-01

    Research shows that psychological time (i.e., the subjective experience and assessment of the passage of time) is malleable and that the central nervous system re-calibrates temporal information in accordance with situational factors so that psychological time flows slower or faster. Observed motion-speed (e.g., the visual perception of a rolling ball) is an important situational factor which influences the production of time estimates. The present study examines previous findings showing that observed slow and fast motion-speed during video playback respectively results in over- and underproductions of intervals of time. Here, we investigated through three separate experiments: a) the main effect of observed motion-speed during video playback on a time production task and b) the interactive effect of the frame rate (frames per second; fps) and motion-speed during video playback on a time production task. No main effect of video playback-speed or interactive effect between video playback-speed and frame rate was found on time production. PMID:28614353

  9. Multiple Indicator Stationary Time Series Models.

    ERIC Educational Resources Information Center

    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…

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

    PubMed

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

    2013-11-01

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

  11. Detection of deformation time-series in Miyake-jima using PALSAR/InSAR

    NASA Astrophysics Data System (ADS)

    Ozawa, T.; Ueda, H.

    2010-12-01

    temporal step of deformation was estimated in 2008, and it is not consistent with GPS time-series. We think that the effect of an orbit maneuver in 2008 has appeared. An improvement for such noise is one of next subjects. In the obtained deformation map, contraction around the caldera and uplift along the north-west-south coast were found. It is obvious that this deformation pattern cannot be explained by simple one inflation or deflation source, and its interpretation is also one of next subjects. In the caldera bottom, subsidence with 14cm/yr was found. Though its subsidence speed was constant until 2008, it decelerated to 20cm/yr from 2009. Furthermore subsidence speed in 2010 was 3cm/yr. Around the same time, low-frequency earthquakes increased just under the caldera. Then we speculate that deceleration of subsidence may directly relate with the volcanic activity. Although the result shows volcano deformation in detail, some mis-estimations were obtained. We believe that this InSAR time-series analysis is useful, but more improvements are necessary.

  12. Cost-benefit analysis of the 55-mph speed limit

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Forester, T.H.; McNown, R.F.; Singell, L.D.

    1984-01-01

    This article presents the results of an empirical study which estimates the number of reduced fatalities as a result of the imposed 55-mph speed limit. Time series data for the US from 1952 to 1979 is employed in a regression model capturing the relation between fatalities, average speed, variability of speed, and the speed limit. Also discussed are the alternative approaches to valuing human life and the value of time. Provided is a series of benefit-cost ratios based on alternative measures of the benefits and costs from life saving. The paper concludes that the 55-mph speed limit is not costmore » efficient unless additional time on the highway is valued significantly below levels estimated in the best reasearch on the value of time. 12 references, 1 table.« less

  13. Matching incomplete time series with dynamic time warping: an algorithm and an application to post-stroke rehabilitation.

    PubMed

    Tormene, Paolo; Giorgino, Toni; Quaglini, Silvana; Stefanelli, Mario

    2009-01-01

    The purpose of this study was to assess the performance of a real-time ("open-end") version of the dynamic time warping (DTW) algorithm for the recognition of motor exercises. Given a possibly incomplete input stream of data and a reference time series, the open-end DTW algorithm computes both the size of the prefix of reference which is best matched by the input, and the dissimilarity between the matched portions. The algorithm was used to provide real-time feedback to neurological patients undergoing motor rehabilitation. We acquired a dataset of multivariate time series from a sensorized long-sleeve shirt which contains 29 strain sensors distributed on the upper limb. Seven typical rehabilitation exercises were recorded in several variations, both correctly and incorrectly executed, and at various speeds, totaling a data set of 840 time series. Nearest-neighbour classifiers were built according to the outputs of open-end DTW alignments and their global counterparts on exercise pairs. The classifiers were also tested on well-known public datasets from heterogeneous domains. Nonparametric tests show that (1) on full time series the two algorithms achieve the same classification accuracy (p-value =0.32); (2) on partial time series, classifiers based on open-end DTW have a far higher accuracy (kappa=0.898 versus kappa=0.447;p<10(-5)); and (3) the prediction of the matched fraction follows closely the ground truth (root mean square <10%). The results hold for the motor rehabilitation and the other datasets tested, as well. The open-end variant of the DTW algorithm is suitable for the classification of truncated quantitative time series, even in the presence of noise. Early recognition and accurate class prediction can be achieved, provided that enough variance is available over the time span of the reference. Therefore, the proposed technique expands the use of DTW to a wider range of applications, such as real-time biofeedback systems.

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

    PubMed

    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.

  15. Visibility Graph Based Time Series Analysis

    PubMed Central

    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. PMID:26571115

  16. Visibility Graph Based Time Series Analysis.

    PubMed

    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.

  17. Evaluating the uncertainty of predicting future climate time series at the hourly time scale

    NASA Astrophysics Data System (ADS)

    Caporali, E.; Fatichi, S.; Ivanov, V. Y.

    2011-12-01

    A stochastic downscaling methodology is developed to generate hourly, point-scale time series for several meteorological variables, such as precipitation, cloud cover, shortwave radiation, air temperature, relative humidity, wind speed, and atmospheric pressure. The methodology uses multi-model General Circulation Model (GCM) realizations and an hourly weather generator, AWE-GEN. Probabilistic descriptions of factors of change (a measure of climate change with respect to historic conditions) are computed for several climate statistics and different aggregation times using a Bayesian approach that weights the individual GCM contributions. The Monte Carlo method is applied to sample the factors of change from their respective distributions thereby permitting the generation of time series in an ensemble fashion, which reflects the uncertainty of climate projections of future as well as the uncertainty of the downscaling procedure. Applications of the methodology and probabilistic expressions of certainty in reproducing future climates for the periods, 2000 - 2009, 2046 - 2065 and 2081 - 2100, using the 1962 - 1992 period as the baseline, are discussed for the location of Firenze (Italy). The climate predictions for the period of 2000 - 2009 are tested against observations permitting to assess the reliability and uncertainties of the methodology in reproducing statistics of meteorological variables at different time scales.

  18. Volatility of linear and nonlinear time series

    NASA Astrophysics Data System (ADS)

    Kalisky, Tomer; Ashkenazy, Yosef; Havlin, Shlomo

    2005-07-01

    Previous studies indicated that nonlinear properties of Gaussian distributed time series with long-range correlations, ui , can be detected and quantified by studying the correlations in the magnitude series ∣ui∣ , the “volatility.” However, the origin for this empirical observation still remains unclear and the exact relation between the correlations in ui and the correlations in ∣ui∣ is still unknown. Here we develop analytical relations between the scaling exponent of linear series ui and its magnitude series ∣ui∣ . Moreover, we find that nonlinear time series exhibit stronger (or the same) correlations in the magnitude time series compared with linear time series with the same two-point correlations. Based on these results we propose a simple model that generates multifractal time series by explicitly inserting long range correlations in the magnitude series; the nonlinear multifractal time series is generated by multiplying a long-range correlated time series (that represents the magnitude series) with uncorrelated time series [that represents the sign series sgn(ui) ]. We apply our techniques on daily deep ocean temperature records from the equatorial Pacific, the region of the El-Ninõ phenomenon, and find: (i) long-range correlations from several days to several years with 1/f power spectrum, (ii) significant nonlinear behavior as expressed by long-range correlations of the volatility series, and (iii) broad multifractal spectrum.

  19. Investigation of prospects for forecasting non-linear time series by example of drilling oil and gas wells

    NASA Astrophysics Data System (ADS)

    Vlasenko, A. V.; Sizonenko, A. B.; Zhdanov, A. A.

    2018-05-01

    Discrete time series or mappings are proposed for describing the dynamics of a nonlinear system. The article considers the problems of forecasting the dynamics of the system from the time series generated by it. In particular, the commercial rate of drilling oil and gas wells can be considered as a series where each next value depends on the previous one. The main parameter here is the technical drilling speed. With the aim of eliminating the measurement error and presenting the commercial speed of the object to the current with a good accuracy, future or any of the elapsed time points, the use of the Kalman filter is suggested. For the transition from a deterministic model to a probabilistic one, the use of ensemble modeling is suggested. Ensemble systems can provide a wide range of visual output, which helps the user to evaluate the measure of confidence in the model. In particular, the availability of information on the estimated calendar duration of the construction of oil and gas wells will allow drilling companies to optimize production planning by rationalizing the approach to loading drilling rigs, which ultimately leads to maximization of profit and an increase of their competitiveness.

  20. Network structure of multivariate time series.

    PubMed

    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.

  1. Speed-dependent body weight supported sit-to-stand training in chronic stroke: a case series.

    PubMed

    Boyne, Pierce; Israel, Susan; Dunning, Kari

    2011-12-01

    Body weight support (BWS) and speed-dependent training protocols have each been used for poststroke gait training, but neither approach has been tested in the context of sit-to-stand (STS) training. This study evaluated the feasibility and outcomes of speed-dependent BWS STS training for 2 persons with chronic stroke. Two individuals 68 and 75 years old, and 2.3 and 8.7 years post-ischemic stroke, respectively, participated. Both exhibited right hemiparesis, required moderate (25%-50%) assistance for STS, and ambulated household distances with assistive devices. Participants performed speed-dependent BWS STS training 3 days/week for 45 to 60 minutes until able to perform STS independently. Gait parameters, the Stroke Impact Scale Mobility Domain (SIS-mobility), and the 3-Repetition STS test (3RSTS) were assessed before and after intervention. Each participant completed more than 750 STS repetitions over the course of the intervention, achieving independence in 8 to 11 sessions. Aside from muscle soreness, no adverse effects occurred. Participants also exhibited increased gait velocity (0.17-0.24 m/s and 0.25-0.42 m/s), SIS-mobility score (78-88 and 63-66), and decreased 3RSTS time (18-8 seconds and 40-21 seconds). Speed-dependent BWS STS training appears to be a feasible and promising method to increase STS independence and speed for persons with chronic stroke. In this small case series, a potential transfer effect to gait parameters was also observed. Future randomized controlled study is warranted to evaluate efficacy and long-term effects.

  2. Association mining of dependency between time series

    NASA Astrophysics Data System (ADS)

    Hafez, Alaaeldin

    2001-03-01

    Time series analysis is considered as a crucial component of strategic control over a broad variety of disciplines in business, science and engineering. Time series data is a sequence of observations collected over intervals of time. Each time series describes a phenomenon as a function of time. Analysis on time series data includes discovering trends (or patterns) in a time series sequence. In the last few years, data mining has emerged and been recognized as a new technology for data analysis. Data Mining is the process of discovering potentially valuable patterns, associations, trends, sequences and dependencies in data. Data mining techniques can discover information that many traditional business analysis and statistical techniques fail to deliver. In this paper, we adapt and innovate data mining techniques to analyze time series data. By using data mining techniques, maximal frequent patterns are discovered and used in predicting future sequences or trends, where trends describe the behavior of a sequence. In order to include different types of time series (e.g. irregular and non- systematic), we consider past frequent patterns of the same time sequences (local patterns) and of other dependent time sequences (global patterns). We use the word 'dependent' instead of the word 'similar' for emphasis on real life time series where two time series sequences could be completely different (in values, shapes, etc.), but they still react to the same conditions in a dependent way. In this paper, we propose the Dependence Mining Technique that could be used in predicting time series sequences. The proposed technique consists of three phases: (a) for all time series sequences, generate their trend sequences, (b) discover maximal frequent trend patterns, generate pattern vectors (to keep information of frequent trend patterns), use trend pattern vectors to predict future time series sequences.

  3. A Review of Subsequence Time Series Clustering

    PubMed Central

    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

  4. A review of subsequence time series clustering.

    PubMed

    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.

  5. Smoothing of climate time series revisited

    NASA Astrophysics Data System (ADS)

    Mann, Michael E.

    2008-08-01

    We present an easily implemented method for smoothing climate time series, generalizing upon an approach previously described by Mann (2004). The method adaptively weights the three lowest order time series boundary constraints to optimize the fit with the raw time series. We apply the method to the instrumental global mean temperature series from 1850-2007 and to various surrogate global mean temperature series from 1850-2100 derived from the CMIP3 multimodel intercomparison project. These applications demonstrate that the adaptive method systematically out-performs certain widely used default smoothing methods, and is more likely to yield accurate assessments of long-term warming trends.

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

    PubMed

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

    2010-12-01

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

  7. Time series with tailored nonlinearities

    NASA Astrophysics Data System (ADS)

    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.

  8. Methods for developing time-series climate surfaces to drive topographically distributed energy- and water-balance models

    USGS Publications Warehouse

    Susong, D.; Marks, D.; Garen, D.

    1999-01-01

    Topographically distributed energy- and water-balance models can accurately simulate both the development and melting of a seasonal snowcover in the mountain basins. To do this they require time-series climate surfaces of air temperature, humidity, wind speed, precipitation, and solar and thermal radiation. If data are available, these parameters can be adequately estimated at time steps of one to three hours. Unfortunately, climate monitoring in mountain basins is very limited, and the full range of elevations and exposures that affect climate conditions, snow deposition, and melt is seldom sampled. Detailed time-series climate surfaces have been successfully developed using limited data and relatively simple methods. We present a synopsis of the tools and methods used to combine limited data with simple corrections for the topographic controls to generate high temporal resolution time-series images of these climate parameters. Methods used include simulations, elevational gradients, and detrended kriging. The generated climate surfaces are evaluated at points and spatially to determine if they are reasonable approximations of actual conditions. Recommendations are made for the addition of critical parameters and measurement sites into routine monitoring systems in mountain basins.Topographically distributed energy- and water-balance models can accurately simulate both the development and melting of a seasonal snowcover in the mountain basins. To do this they require time-series climate surfaces of air temperature, humidity, wind speed, precipitation, and solar and thermal radiation. If data are available, these parameters can be adequately estimated at time steps of one to three hours. Unfortunately, climate monitoring in mountain basins is very limited, and the full range of elevations and exposures that affect climate conditions, snow deposition, and melt is seldom sampled. Detailed time-series climate surfaces have been successfully developed using limited

  9. Chaotic Time Series Analysis Method Developed for Stall Precursor Identification in High-Speed Compressors

    NASA Technical Reports Server (NTRS)

    1997-01-01

    A new technique for rotating stall precursor identification in high-speed compressors has been developed at the NASA Lewis Research Center. This pseudo correlation integral method uses a mathematical algorithm based on chaos theory to identify nonlinear dynamic changes in the compressor. Through a study of four various configurations of a high-speed compressor stage, a multistage compressor rig, and an axi-centrifugal engine test, this algorithm, using only a single pressure sensor, has consistently predicted the onset of rotating stall.

  10. Clustering of financial time series

    NASA Astrophysics Data System (ADS)

    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.

  11. Modified DTW for a quantitative estimation of the similarity between rainfall time series

    NASA Astrophysics Data System (ADS)

    Djallel Dilmi, Mohamed; Barthès, Laurent; Mallet, Cécile; Chazottes, Aymeric

    2017-04-01

    interpretation of this inter-correlation is not straightforward. We propose here to use an improvement of the Euclidian distance which integrates the global complexity of the rainfall series. The Dynamic Time Wrapping (DTW) used in speech recognition allows matching two time series instantly different and provide the most probable time lag. However, the original formulation of the DTW suffers from some limitations. In particular, it is not adequate to the rain intermittency. In this study we present an adaptation of the DTW for the analysis of rainfall time series : we used time series from the "Météo France" rain gauge network observed between January 1st, 2007 and December 31st, 2015 on 25 stations located in the Île de France area. Then we analyze the results (eg. The distance, the relationship between the time lag detected by our methods and others measured parameters like speed and direction of the wind…) to show the ability of the proposed similarity to provide usefull information on the rain structure. The possibility of using this measure of similarity to define a quality indicator of a sensor integrated into an observation network is also envisaged.

  12. Time averaging, ageing and delay analysis of financial time series

    NASA Astrophysics Data System (ADS)

    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.

  13. Entropic Analysis of Electromyography Time Series

    NASA Astrophysics Data System (ADS)

    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.

  14. Simulation of Ground Winds Time Series for the NASA Crew Launch Vehicle (CLV)

    NASA Technical Reports Server (NTRS)

    Adelfang, Stanley I.

    2008-01-01

    Simulation of wind time series based on power spectrum density (PSD) and spectral coherence models for ground wind turbulence is described. The wind models, originally developed for the Shuttle program, are based on wind measurements at the NASA 150-m meteorological tower at Cape Canaveral, FL. The current application is for the design and/or protection of the CLV from wind effects during on-pad exposure during periods from as long as days prior to launch, to seconds or minutes just prior to launch and seconds after launch. The evaluation of vehicle response to wind will influence the design and operation of constraint systems for support of the on-pad vehicle. Longitudinal and lateral wind component time series are simulated at critical vehicle locations. The PSD model for wind turbulence is a function of mean wind speed, elevation and temporal frequency. Integration of the PSD equation over a selected frequency range yields the variance of the time series to be simulated. The square root of the PSD defines a low-pass filter that is applied to adjust the components of the Fast Fourier Transform (FFT) of Gaussian white noise. The first simulated time series near the top of the launch vehicle is the inverse transform of the adjusted FFT. Simulation of the wind component time series at the nearest adjacent location (and all other succeeding next nearest locations) is based on a model for the coherence between winds at two locations as a function of frequency and separation distance, where the adjacent locations are separated vertically and/or horizontally. The coherence function is used to calculate a coherence weighted FFT of the wind at the next nearest location, given the FFT of the simulated time series at the previous location and the essentially incoherent FFT of the wind at the selected location derived a priori from the PSD model. The simulated time series at each adjacent location is the inverse Fourier transform of the coherence weighted FFT. For a selected

  15. TOWARD QUANTITATIVE OPTICAL COHERENCE TOMOGRAPHY ANGIOGRAPHY: Visualizing Blood Flow Speeds in Ocular Pathology Using Variable Interscan Time Analysis.

    PubMed

    Ploner, Stefan B; Moult, Eric M; Choi, WooJhon; Waheed, Nadia K; Lee, ByungKun; Novais, Eduardo A; Cole, Emily D; Potsaid, Benjamin; Husvogt, Lennart; Schottenhamml, Julia; Maier, Andreas; Rosenfeld, Philip J; Duker, Jay S; Hornegger, Joachim; Fujimoto, James G

    2016-12-01

    Currently available optical coherence tomography angiography systems provide information about blood flux but only limited information about blood flow speed. The authors develop a method for mapping the previously proposed variable interscan time analysis (VISTA) algorithm into a color display that encodes relative blood flow speed. Optical coherence tomography angiography was performed with a 1,050 nm, 400 kHz A-scan rate, swept source optical coherence tomography system using a 5 repeated B-scan protocol. Variable interscan time analysis was used to compute the optical coherence tomography angiography signal from B-scan pairs having 1.5 millisecond and 3.0 milliseconds interscan times. The resulting VISTA data were then mapped to a color space for display. The authors evaluated the VISTA visualization algorithm in normal eyes (n = 2), nonproliferative diabetic retinopathy eyes (n = 6), proliferative diabetic retinopathy eyes (n = 3), geographic atrophy eyes (n = 4), and exudative age-related macular degeneration eyes (n = 2). All eyes showed blood flow speed variations, and all eyes with pathology showed abnormal blood flow speeds compared with controls. The authors developed a novel method for mapping VISTA into a color display, allowing visualization of relative blood flow speeds. The method was found useful, in a small case series, for visualizing blood flow speeds in a variety of ocular diseases and serves as a step toward quantitative optical coherence tomography angiography.

  16. Homogenising time series: Beliefs, dogmas and facts

    NASA Astrophysics Data System (ADS)

    Domonkos, P.

    2010-09-01

    For obtaining reliable information about climate change and climate variability the use of high quality data series is essentially important, and one basic tool of quality improvements is the statistical homogenisation of observed time series. In the recent decades large number of homogenisation methods has been developed, but the real effects of their application on time series are still not known entirely. The ongoing COST HOME project (COST ES0601) is devoted to reveal the real impacts of homogenisation methods more detailed and with higher confidence than earlier. As 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 to test the wide variety of homogenisation methods, and analyse the real effects of selected theoretical recommendations. The author believes that several old theoretical rules have to be re-evaluated. Some examples of the hot questions, a) Statistically detected change-points can be accepted only with the confirmation of metadata information? b) Do semi-hierarchic algorithms for detecting multiple change-points in time series function effectively in practise? c) Is it good to limit the spatial comparison of candidate series with up to five other series in the neighbourhood? Empirical results - those from the COST benchmark, and other experiments too - show that real observed time series usually include several inhomogeneities of different sizes. Small inhomogeneities seem like part of the climatic variability, thus the pure application of 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. The developers and users of homogenisation methods have to bear in mind that

  17. Quantifying memory in complex physiological time-series.

    PubMed

    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.

  18. Quantifying Memory in Complex Physiological Time-Series

    PubMed Central

    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. PMID:24039811

  19. Homogenising time series: beliefs, dogmas and facts

    NASA Astrophysics Data System (ADS)

    Domonkos, P.

    2011-06-01

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

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

    NASA Technical Reports Server (NTRS)

    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.

  1. Engine control system having speed-based timing

    DOEpatents

    Willi, Martin L [Dunlap, IL; Fiveland, Scott B [Metamora, IL; Montgomery, David T [Edelstein, IL; Gong, Weidong [Dunlap, IL

    2012-02-14

    A control system for an engine having a cylinder is disclosed having an engine valve movable to regulate a fluid flow of the cylinder and an actuator associated with the engine valve. The control system also has a controller in communication with the actuator. The controller is configured to receive a signal indicative of engine speed and compare the engine speed signal with a desired engine speed. The controller is also configured to selectively regulate the actuator to adjust a timing of the engine valve to control an amount of air/fuel mixture delivered to the cylinder based on the comparison.

  2. Multivariate Time Series Decomposition into Oscillation Components.

    PubMed

    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.

  3. Forecasting Enrollments with Fuzzy Time Series.

    ERIC Educational Resources Information Center

    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…

  4. Generate stepper motor linear speed profile in real time

    NASA Astrophysics Data System (ADS)

    Stoychitch, M. Y.

    2018-01-01

    In this paper we consider the problem of realization of linear speed profile of stepper motors in real time. We considered the general case when changes of speed in the phases of acceleration and deceleration are different. The new and practical algorithm of the trajectory planning is given. The algorithms of the real time speed control which are suitable for realization to the microcontroller and FPGA circuits are proposed. The practical realization one of these algorithms, using Arduino platform, is given also.

  5. CHEMICAL TIME-SERIES SAMPLING

    EPA Science Inventory

    The rationale for chemical time-series sampling has its roots in the same fundamental relationships as govern well hydraulics. Samples of ground water are collected as a function of increasing time of pumpage. The most efficient pattern of collection consists of logarithmically s...

  6. Indexed semi-Markov process for wind speed modeling.

    NASA Astrophysics Data System (ADS)

    Petroni, F.; D'Amico, G.; Prattico, F.

    2012-04-01

    -order Markov chain with different number of states, and Weibull distribution. All this model use Markov chains to generate synthetic wind speed time series but the search for a better model is still open. Approaching this issue, we applied new models which are generalization of Markov models. More precisely we applied semi-Markov models to generate synthetic wind speed time series. In a previous work we proposed different semi-Markov models, showing their ability to reproduce the autocorrelation structures of wind speed data. In that paper we showed also that the autocorrelation is higher with respect to the Markov model. Unfortunately this autocorrelation was still too small compared to the empirical one. In order to overcome the problem of low autocorrelation, in this paper we propose an indexed semi-Markov model. More precisely we assume that wind speed is described by a discrete time homogeneous semi-Markov process. We introduce a memory index which takes into account the periods of different wind activities. With this model the statistical characteristics of wind speed are faithfully reproduced. The wind is a very unstable phenomenon characterized by a sequence of lulls and sustained speeds, and a good wind generator must be able to reproduce such sequences. To check the validity of the predictive semi-Markovian model, the persistence of synthetic winds were calculated, then averaged and computed. The model is used to generate synthetic time series for wind speed by means of Monte Carlo simulations and the time lagged autocorrelation is used to compare statistical properties of the proposed models with those of real data and also with a time series generated though a simple Markov chain. [1] A. Shamshad, M.A. Bawadi, W.M.W. Wan Hussin, T.A. Majid, S.A.M. Sanusi, First and second order Markov chain models for synthetic generation of wind speed time series, Energy 30 (2005) 693-708. [2] H. Nfaoui, H. Essiarab, A.A.M. Sayigh, A stochastic Markov chain model for simulating

  7. Time optimal paths for high speed maneuvering

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Reister, D.B.; Lenhart, S.M.

    1993-01-01

    Recent theoretical results have completely solved the problem of determining the minimum length path for a vehicle with a minimum turning radius moving from an initial configuration to a final configuration. Time optimal paths for a constant speed vehicle are a subset of the minimum length paths. This paper uses the Pontryagin maximum principle to find time optimal paths for a constant speed vehicle. The time optimal paths consist of sequences of axes of circles and straight lines. The maximum principle introduces concepts (dual variables, bang-bang solutions, singular solutions, and transversality conditions) that provide important insight into the nature ofmore » the time optimal paths. We explore the properties of the optimal paths and present some experimental results for a mobile robot following an optimal path.« less

  8. Learning time series for intelligent monitoring

    NASA Technical Reports Server (NTRS)

    Manganaris, Stefanos; Fisher, Doug

    1994-01-01

    We address the problem of classifying time series according to their morphological features in the time domain. In a supervised machine-learning framework, we induce a classification procedure from a set of preclassified examples. For each class, we infer a model that captures its morphological features using Bayesian model induction and the minimum message length approach to assign priors. In the performance task, we classify a time series in one of the learned classes when there is enough evidence to support that decision. Time series with sufficiently novel features, belonging to classes not present in the training set, are recognized as such. We report results from experiments in a monitoring domain of interest to NASA.

  9. Modeling of Engine Parameters for Condition-Based Maintenance of the MTU Series 2000 Diesel Engine

    DTIC Science & Technology

    2016-09-01

    are suitable. To model the behavior of the engine, an autoregressive distributed lag (ARDL) time series model of engine speed and exhaust gas... time series model of engine speed and exhaust gas temperature is derived. The lag length for ARDL is determined by whitening of residuals using the...15 B. REGRESSION ANALYSIS ....................................................................15 1. Time Series Analysis

  10. Directionality volatility in electroencephalogram time series

    NASA Astrophysics Data System (ADS)

    Mansor, Mahayaudin M.; Green, David A.; Metcalfe, Andrew V.

    2016-06-01

    We compare time series of electroencephalograms (EEGs) from healthy volunteers with EEGs from subjects diagnosed with epilepsy. The EEG time series from the healthy group are recorded during awake state with their eyes open and eyes closed, and the records from subjects with epilepsy are taken from three different recording regions of pre-surgical diagnosis: hippocampal, epileptogenic and seizure zone. The comparisons for these 5 categories are in terms of deviations from linear time series models with constant variance Gaussian white noise error inputs. One feature investigated is directionality, and how this can be modelled by either non-linear threshold autoregressive models or non-Gaussian errors. A second feature is volatility, which is modelled by Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) processes. Other features include the proportion of variability accounted for by time series models, and the skewness and the kurtosis of the residuals. The results suggest these comparisons may have diagnostic potential for epilepsy and provide early warning of seizures.

  11. Efficient Bayesian inference for natural time series using ARFIMA processes

    NASA Astrophysics Data System (ADS)

    Graves, T.; Gramacy, R. B.; Franzke, C. L. E.; Watkins, N. W.

    2015-11-01

    Many geophysical quantities, such as atmospheric temperature, water levels in rivers, and wind speeds, have shown evidence of long memory (LM). LM implies that these quantities experience non-trivial temporal memory, which potentially not only enhances their predictability, but also hampers the detection of externally forced trends. Thus, it is important to reliably identify whether or not a system exhibits LM. In this paper we present a modern and systematic approach to the inference of LM. We use the flexible autoregressive fractional integrated moving average (ARFIMA) model, which is widely used in time series analysis, and of increasing interest in climate science. Unlike most previous work on the inference of LM, which is frequentist in nature, we provide a systematic treatment of Bayesian inference. In particular, we provide a new approximate likelihood for efficient parameter inference, and show how nuisance parameters (e.g., short-memory effects) can be integrated over in order to focus on long-memory parameters and hypothesis testing more directly. We illustrate our new methodology on the Nile water level data and the central England temperature (CET) time series, with favorable comparison to the standard estimators. For CET we also extend our method to seasonal long memory.

  12. Clustering Financial Time Series by Network Community Analysis

    NASA Astrophysics Data System (ADS)

    Piccardi, Carlo; Calatroni, Lisa; Bertoni, Fabio

    In this paper, we describe a method for clustering financial time series which is based on community analysis, a recently developed approach for partitioning the nodes of a network (graph). A network with N nodes is associated to the set of N time series. The weight of the link (i, j), which quantifies the similarity between the two corresponding time series, is defined according to a metric based on symbolic time series analysis, which has recently proved effective in the context of financial time series. Then, searching for network communities allows one to identify groups of nodes (and then time series) with strong similarity. A quantitative assessment of the significance of the obtained partition is also provided. The method is applied to two distinct case-studies concerning the US and Italy Stock Exchange, respectively. In the US case, the stability of the partitions over time is also thoroughly investigated. The results favorably compare with those obtained with the standard tools typically used for clustering financial time series, such as the minimal spanning tree and the hierarchical tree.

  13. Visibility Modeling and Forecasting for Abu Dhabi using Time Series Analysis Method

    NASA Astrophysics Data System (ADS)

    Eibedingil, I. G.; Abula, B.; Afshari, A.; Temimi, M.

    2015-12-01

    Land-Atmosphere interactions-their strength, directionality and evolution-are one of the main sources of uncertainty in contemporary climate modeling. A particularly crucial role in sustaining and modulating land-atmosphere interaction is the one of aerosols and dusts. Aerosols are tiny particles suspended in the air ranging from a few nanometers to a few hundred micrometers in diameter. Furthermore, the amount of dust and fog in the atmosphere is an important measure of visibility, which is another dimension of land-atmosphere interactions. Visibility affects all form of traffic, aviation, land and sailing. Being able to predict the change of visibility in the air in advance enables relevant authorities to take necessary actions before the disaster falls. Time Series Analysis (TAS) method is an emerging technique for modeling and forecasting the behavior of land-atmosphere interactions, including visibility. This research assess the dynamics and evolution of visibility around Abu Dhabi International Airport (+24.4320 latitude, +54.6510 longitude, and 27m elevation) using mean daily visibility and mean daily wind speed. TAS has been first used to model and forecast the visibility, and then the Transfer Function Model has been applied, considering the wind speed as an exogenous variable. By considering the Akaike Information Criterion (AIC) and Mean Absolute Percentage Error (MAPE) as a statistical criteria, two forecasting models namely univarite time series model and transfer function model, were developed to forecast the visibility around Abu Dhabi International Airport for three weeks. Transfer function model improved the MAPE of the forecast significantly.

  14. Time Series Model Identification by Estimating Information.

    DTIC Science & Technology

    1982-11-01

    principle, Applications of Statistics, P. R. Krishnaiah , ed., North-Holland: Amsterdam, 27-41. Anderson, T. W. (1971). The Statistical Analysis of Time Series...E. (1969). Multiple Time Series Modeling, Multivariate Analysis II, edited by P. Krishnaiah , Academic Press: New York, 389-409. Parzen, E. (1981...Newton, H. J. (1980). Multiple Time Series Modeling, II Multivariate Analysis - V, edited by P. Krishnaiah , North Holland: Amsterdam, 181-197. Shibata, R

  15. Scale-dependent intrinsic entropies of complex time series.

    PubMed

    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).

  16. An Energy-Based Similarity Measure for Time Series

    NASA Astrophysics Data System (ADS)

    Boudraa, Abdel-Ouahab; Cexus, Jean-Christophe; Groussat, Mathieu; Brunagel, Pierre

    2007-12-01

    A new similarity measure, called SimilB, for time series analysis, based on the cross-[InlineEquation not available: see fulltext.]-energy operator (2004), is introduced. [InlineEquation not available: see fulltext.] 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 [InlineEquation not available: see fulltext.] are presented. Particularly, we show that [InlineEquation not available: see fulltext.] 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.

  17. 77 FR 64029 - Special Conditions: Airbus Model A318, A319, A320, and A321 Series Airplanes; Design Dive Speed

    Federal Register 2010, 2011, 2012, 2013, 2014

    2012-10-18

    ... Series Airplanes; Design Dive Speed AGENCY: Federal Aviation Administration (FAA), DOT. ACTION: Final... Model A318, A319, A320, and A321 series airplanes because of a novel or unusual design feature, special... Unusual Design Features The Airbus Model A318, A319, and A320 series airplanes with modification 160500...

  18. Detecting chaos in irregularly sampled time series.

    PubMed

    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.

  19. Phase walk analysis of leptokurtic time series.

    PubMed

    Schreiber, Korbinian; Modest, Heike I; Räth, Christoph

    2018-06-01

    The Fourier phase information play a key role for the quantified description of nonlinear data. We present a novel tool for time series analysis that identifies nonlinearities by sensitively detecting correlations among the Fourier phases. The method, being called phase walk analysis, is based on well established measures from random walk analysis, which are now applied to the unwrapped Fourier phases of time series. We provide an analytical description of its functionality and demonstrate its capabilities on systematically controlled leptokurtic noise. Hereby, we investigate the properties of leptokurtic time series and their influence on the Fourier phases of time series. The phase walk analysis is applied to measured and simulated intermittent time series, whose probability density distribution is approximated by power laws. We use the day-to-day returns of the Dow-Jones industrial average, a synthetic time series with tailored nonlinearities mimicing the power law behavior of the Dow-Jones and the acceleration of the wind at an Atlantic offshore site. Testing for nonlinearities by means of surrogates shows that the new method yields strong significances for nonlinear behavior. Due to the drastically decreased computing time as compared to embedding space methods, the number of surrogate realizations can be increased by orders of magnitude. Thereby, the probability distribution of the test statistics can very accurately be derived and parameterized, which allows for much more precise tests on nonlinearities.

  20. DC motor speed control using fuzzy logic controller

    NASA Astrophysics Data System (ADS)

    Ismail, N. L.; Zakaria, K. A.; Nazar, N. S. Moh; Syaripuddin, M.; Mokhtar, A. S. N.; Thanakodi, S.

    2018-02-01

    The automatic control has played a vital role in the advance of engineering and science. Nowadays in industries, the control of direct current (DC) motor is a common practice thus the implementation of DC motor controller speed is important. The main purpose of motor speed control is to keep the rotation of the motor at the present speed and to drive a system at the demand speed. The main purpose of this project is to control speed of DC Series Wound Motor using Fuzzy Logic Controller (FLC). The expectation of this project is the Fuzzy Logic Controller will get the best performance compared to dc motor without controller in terms of settling time (Ts), rise time (Tr), peak time (Tp) and percent overshoot (%OS).

  1. FATS: Feature Analysis for Time Series

    NASA Astrophysics Data System (ADS)

    Nun, Isadora; Protopapas, Pavlos; Sim, Brandon; Zhu, Ming; Dave, Rahul; Castro, Nicolas; Pichara, Karim

    2017-11-01

    FATS facilitates and standardizes feature extraction for time series data; it quickly and efficiently calculates a compilation of many existing light curve features. Users can characterize or analyze an astronomical photometric database, though this library is not necessarily restricted to the astronomical domain and can also be applied to any kind of time series data.

  2. Time-dependent limited penetrable visibility graph analysis of nonstationary time series

    NASA Astrophysics Data System (ADS)

    Gao, Zhong-Ke; Cai, Qing; Yang, Yu-Xuan; Dang, Wei-Dong

    2017-06-01

    Recent years have witnessed the development of visibility graph theory, which allows us to analyze a time series from the perspective of complex network. We in this paper develop a novel time-dependent limited penetrable visibility graph (TDLPVG). Two examples using nonstationary time series from RR intervals and gas-liquid flows are provided to demonstrate the effectiveness of our approach. The results of the first example suggest that our TDLPVG method allows characterizing the time-varying behaviors and classifying heart states of healthy, congestive heart failure and atrial fibrillation from RR interval time series. For the second example, we infer TDLPVGs from gas-liquid flow signals and interestingly find that the deviation of node degree of TDLPVGs enables to effectively uncover the time-varying dynamical flow behaviors of gas-liquid slug and bubble flow patterns. All these results render our TDLPVG method particularly powerful for characterizing the time-varying features underlying realistic complex systems from time series.

  3. Efficient Algorithms for Segmentation of Item-Set Time Series

    NASA Astrophysics Data System (ADS)

    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.

  4. Sensor-Generated Time Series Events: A Definition Language

    PubMed Central

    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.

  5. Remote Sensing Time Series Product Tool

    NASA Technical Reports Server (NTRS)

    Predos, Don; Ryan, Robert E.; Ross, Kenton W.

    2006-01-01

    The TSPT (Time Series Product Tool) software was custom-designed for NASA to rapidly create and display single-band and band-combination time series, such as NDVI (Normalized Difference Vegetation Index) images, for wide-area crop surveillance and for other time-critical applications. The TSPT, developed in MATLAB, allows users to create and display various MODIS (Moderate Resolution Imaging Spectroradiometer) or simulated VIIRS (Visible/Infrared Imager Radiometer Suite) products as single images, as time series plots at a selected location, or as temporally processed image videos. Manually creating these types of products is extremely labor intensive; however, the TSPT development tool makes the process simplified and efficient. MODIS is ideal for monitoring large crop areas because of its wide swath (2330 km), its relatively small ground sample distance (250 m), and its high temporal revisit time (twice daily). Furthermore, because MODIS imagery is acquired daily, rapid changes in vegetative health can potentially be detected. The new TSPT technology provides users with the ability to temporally process high-revisit-rate satellite imagery, such as that acquired from MODIS and from its successor, the VIIRS. The TSPT features the important capability of fusing data from both MODIS instruments onboard the Terra and Aqua satellites, which drastically improves cloud statistics. With the TSPT, MODIS metadata is used to find and optionally remove bad and suspect data. Noise removal and temporal processing techniques allow users to create low-noise time series plots and image videos and to select settings and thresholds that tailor particular output products. The TSPT GUI (graphical user interface) provides an interactive environment for crafting what-if scenarios by enabling a user to repeat product generation using different settings and thresholds. The TSPT Application Programming Interface provides more fine-tuned control of product generation, allowing experienced

  6. Extending nonlinear analysis to short ecological time series.

    PubMed

    Hsieh, Chih-hao; Anderson, Christian; Sugihara, George

    2008-01-01

    Nonlinearity is important and ubiquitous in ecology. Though detectable in principle, nonlinear behavior is often difficult to characterize, analyze, and incorporate mechanistically into models of ecosystem function. One obvious reason is that quantitative nonlinear analysis tools are data intensive (require long time series), and time series in ecology are generally short. Here we demonstrate a useful method that circumvents data limitation and reduces sampling error by combining ecologically similar multispecies time series into one long time series. With this technique, individual ecological time series containing as few as 20 data points can be mined for such important information as (1) significantly improved forecast ability, (2) the presence and location of nonlinearity, and (3) the effective dimensionality (the number of relevant variables) of an ecological system.

  7. Financial Time-series Analysis: a Brief Overview

    NASA Astrophysics Data System (ADS)

    Chakraborti, A.; Patriarca, M.; Santhanam, M. S.

    Prices of commodities or assets produce what is called time-series. Different kinds of financial time-series have been recorded and studied for decades. Nowadays, all transactions on a financial market are recorded, leading to a huge amount of data available, either for free in the Internet or commercially. Financial time-series analysis is of great interest to practitioners as well as to theoreticians, for making inferences and predictions. Furthermore, the stochastic uncertainties inherent in financial time-series and the theory needed to deal with them make the subject especially interesting not only to economists, but also to statisticians and physicists [1]. While it would be a formidable task to make an exhaustive review on the topic, with this review we try to give a flavor of some of its aspects.

  8. Estimation of coupling between time-delay systems from time series

    NASA Astrophysics Data System (ADS)

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

    2005-07-01

    We propose a method for estimation of coupling between the systems governed by scalar time-delay differential equations of the Mackey-Glass type from the observed time series data. The method allows one to detect the presence of certain types of linear coupling between two time-delay systems, to define the type, strength, and direction of coupling, and to recover the model equations of coupled time-delay systems from chaotic time series corrupted by noise. We verify our method using both numerical and experimental data.

  9. TSPP - A Collection of FORTRAN Programs for Processing and Manipulating Time Series

    USGS Publications Warehouse

    Boore, David M.

    2008-01-01

    This report lists a number of FORTRAN programs that I have developed over the years for processing and manipulating strong-motion accelerograms. The collection is titled TSPP, which stands for Time Series Processing Programs. I have excluded 'strong-motion accelerograms' from the title, however, as the boundary between 'strong' and 'weak' motion has become blurred with the advent of broadband sensors and high-dynamic range dataloggers, and many of the programs can be used with any evenly spaced time series, not just acceleration time series. This version of the report is relatively brief, consisting primarily of an annotated list of the programs, with two examples of processing, and a few comments on usage. I do not include a parameter-by-parameter guide to the programs. Future versions might include more examples of processing, illustrating the various parameter choices in the programs. Although these programs have been used by the U.S. Geological Survey, no warranty, expressed or implied, is made by the USGS as to the accuracy or functioning of the programs and related program material, nor shall the fact of distribution constitute any such warranty, and no responsibility is assumed by the USGS in connection therewith. The programs are distributed on an 'as is' basis, with no warranty of support from me. These programs were written for my use and are being publically distributed in the hope that others might find them as useful as I have. I would, however, appreciate being informed about bugs, and I always welcome suggestions for improvements to the codes. Please note that I have made little effort to optimize the coding of the programs or to include a user-friendly interface (many of the programs in this collection have been included in the software usdp (Utility Software for Data Processing), being developed by Akkar et al. (personal communication, 2008); usdp includes a graphical user interface). Speed of execution has been sacrificed in favor of a code that

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

    PubMed

    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.

  11. Development of a real-time prediction model of driver behavior at intersections using kinematic time series data.

    PubMed

    Tan, Yaoyuan V; Elliott, Michael R; Flannagan, Carol A C

    2017-09-01

    As connected autonomous vehicles (CAVs) enter the fleet, there will be a long period when these vehicles will have to interact with human drivers. One of the challenges for CAVs is that human drivers do not communicate their decisions well. Fortunately, the kinematic behavior of a human-driven vehicle may be a good predictor of driver intent within a short time frame. We analyzed the kinematic time series data (e.g., speed) for a set of drivers making left turns at intersections to predict whether the driver would stop before executing the turn. We used principal components analysis (PCA) to generate independent dimensions that explain the variation in vehicle speed before a turn. These dimensions remained relatively consistent throughout the maneuver, allowing us to compute independent scores on these dimensions for different time windows throughout the approach to the intersection. We then linked these PCA scores to whether a driver would stop before executing a left turn using the random intercept Bayesian additive regression trees. Five more road and observable vehicle characteristics were included to enhance prediction. Our model achieved an area under the receiver operating characteristic curve (AUC) of 0.84 at 94m away from the center of an intersection and steadily increased to 0.90 by 46m away from the center of an intersection. Copyright © 2017 Elsevier Ltd. All rights reserved.

  12. Comparison of Taxi Time Prediction Performance Using Different Taxi Speed Decision Trees

    NASA Technical Reports Server (NTRS)

    Lee, Hanbong

    2017-01-01

    In the STBO modeler and tactical surface scheduler for ATD-2 project, taxi speed decision trees are used to calculate the unimpeded taxi times of flights taxiing on the airport surface. The initial taxi speed values in these decision trees did not show good prediction accuracy of taxi times. Using the more recent, reliable surveillance data, new taxi speed values in ramp area and movement area were computed. Before integrating these values into the STBO system, we performed test runs using live data from Charlotte airport, with different taxi speed settings: 1) initial taxi speed values and 2) new ones. Taxi time prediction performance was evaluated by comparing various metrics. The results show that the new taxi speed decision trees can calculate the unimpeded taxi-out times more accurately.

  13. Time Series Model Identification and Prediction Variance Horizon.

    DTIC Science & Technology

    1980-06-01

    stationary time series Y(t). -6- In terms of p(v), the definition of the three time series memory types is: No Memory Short Memory Long Memory X IP (v)I 0 0...X lp(v)l < - I IP (v) = v=1 v=l v=l Within short memory time series there are three types whose classification in terms of correlation functions is...1974) "Some Recent Advances in Time Series Modeling", TEEE Transactions on Automatic ControZ, VoZ . AC-19, No. 6, December, 723-730. Parzen, E. (1976) "An

  14. Time series smoother for effect detection.

    PubMed

    You, Cheng; Lin, Dennis K J; Young, S Stanley

    2018-01-01

    In environmental epidemiology, it is often encountered that multiple time series data with a long-term trend, including seasonality, cannot be fully adjusted by the observed covariates. The long-term trend is difficult to separate from abnormal short-term signals of interest. This paper addresses how to estimate the long-term trend in order to recover short-term signals. Our case study demonstrates that the current spline smoothing methods can result in significant positive and negative cross-correlations from the same dataset, depending on how the smoothing parameters are chosen. To circumvent this dilemma, three classes of time series smoothers are proposed to detrend time series data. These smoothers do not require fine tuning of parameters and can be applied to recover short-term signals. The properties of these smoothers are shown with both a case study using a factorial design and a simulation study using datasets generated from the original dataset. General guidelines are provided on how to discover short-term signals from time series with a long-term trend. The benefit of this research is that a problem is identified and characteristics of possible solutions are determined.

  15. Time series smoother for effect detection

    PubMed Central

    Lin, Dennis K. J.; Young, S. Stanley

    2018-01-01

    In environmental epidemiology, it is often encountered that multiple time series data with a long-term trend, including seasonality, cannot be fully adjusted by the observed covariates. The long-term trend is difficult to separate from abnormal short-term signals of interest. This paper addresses how to estimate the long-term trend in order to recover short-term signals. Our case study demonstrates that the current spline smoothing methods can result in significant positive and negative cross-correlations from the same dataset, depending on how the smoothing parameters are chosen. To circumvent this dilemma, three classes of time series smoothers are proposed to detrend time series data. These smoothers do not require fine tuning of parameters and can be applied to recover short-term signals. The properties of these smoothers are shown with both a case study using a factorial design and a simulation study using datasets generated from the original dataset. General guidelines are provided on how to discover short-term signals from time series with a long-term trend. The benefit of this research is that a problem is identified and characteristics of possible solutions are determined. PMID:29684033

  16. A practical comparison of algorithms for the measurement of multiscale entropy in neural time series data.

    PubMed

    Kuntzelman, Karl; Jack Rhodes, L; Harrington, Lillian N; Miskovic, Vladimir

    2018-06-01

    There is a broad family of statistical methods for capturing time series regularity, with increasingly widespread adoption by the neuroscientific community. A common feature of these methods is that they permit investigators to quantify the entropy of brain signals - an index of unpredictability/complexity. Despite the proliferation of algorithms for computing entropy from neural time series data there is scant evidence concerning their relative stability and efficiency. Here we evaluated several different algorithmic implementations (sample, fuzzy, dispersion and permutation) of multiscale entropy in terms of their stability across sessions, internal consistency and computational speed, accuracy and precision using a combination of electroencephalogram (EEG) and synthetic 1/ƒ noise signals. Overall, we report fair to excellent internal consistency and longitudinal stability over a one-week period for the majority of entropy estimates, with several caveats. Computational timing estimates suggest distinct advantages for dispersion and permutation entropy over other entropy estimates. Considered alongside the psychometric evidence, we suggest several ways in which researchers can maximize computational resources (without sacrificing reliability), especially when working with high-density M/EEG data or multivoxel BOLD time series signals. Copyright © 2018 Elsevier Inc. All rights reserved.

  17. Time series modeling in traffic safety research.

    PubMed

    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.

  18. Time series of the northeast Pacific

    NASA Astrophysics Data System (ADS)

    Peña, M. Angelica; Bograd, Steven J.

    2007-10-01

    In July 2006, the North Pacific Marine Science Organization (PICES) and Fisheries & Oceans Canada sponsored the symposium “Time Series of the Northeast Pacific: A symposium to mark the 50th anniversary of Line P”. The symposium, which celebrated 50 years of oceanography along Line P and at Ocean Station Papa (OSP), explored the scientific value of the Line P and other long oceanographic time series of the northeast Pacific (NEP). Overviews of the principal NEP time-series were presented, which facilitated regional comparisons and promoted interaction and exchange of information among investigators working in the NEP. More than 80 scientists from 8 countries attended the symposium. This introductory essay is a brief overview of the symposium and the 10 papers that were selected for this special issue of Progress in Oceanography.

  19. Science Museum Series - Speed, Time, Space, and Flight

    NASA Astrophysics Data System (ADS)

    Wilkinson, Philip

    2004-04-01

    This four-volume set explores some of the most popular areas of science and invention. It is produced in collaboration with the Science Museum in London, which houses one of the most remarkable science collections in the world. Each book takes one area of our inventiveness and reveals our progress through time, highlighting the key developments and ending with the state-of-the-art technology of today. Each story is told with brief, lively text linked to the four-color images and includes a glossary and index.

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

    NASA Astrophysics Data System (ADS)

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

    2015-12-01

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

  1. High-Density Liquid-State Machine Circuitry for Time-Series Forecasting.

    PubMed

    Rosselló, Josep L; Alomar, Miquel L; Morro, Antoni; Oliver, Antoni; Canals, Vincent

    2016-08-01

    Spiking neural networks (SNN) are the last neural network generation that try to mimic the real behavior of biological neurons. Although most research in this area is done through software applications, it is in hardware implementations in which the intrinsic parallelism of these computing systems are more efficiently exploited. Liquid state machines (LSM) have arisen as a strategic technique to implement recurrent designs of SNN with a simple learning methodology. In this work, we show a new low-cost methodology to implement high-density LSM by using Boolean gates. The proposed method is based on the use of probabilistic computing concepts to reduce hardware requirements, thus considerably increasing the neuron count per chip. The result is a highly functional system that is applied to high-speed time series forecasting.

  2. Understanding characteristics in multivariate traffic flow time series from complex network structure

    NASA Astrophysics Data System (ADS)

    Yan, Ying; Zhang, Shen; Tang, Jinjun; Wang, Xiaofei

    2017-07-01

    Discovering dynamic characteristics in traffic flow is the significant step to design effective traffic managing and controlling strategy for relieving traffic congestion in urban cities. A new method based on complex network theory is proposed to study multivariate traffic flow time series. The data were collected from loop detectors on freeway during a year. In order to construct complex network from original traffic flow, a weighted Froenius norm is adopt to estimate similarity between multivariate time series, and Principal Component Analysis is implemented to determine the weights. We discuss how to select optimal critical threshold for networks at different hour in term of cumulative probability distribution of degree. Furthermore, two statistical properties of networks: normalized network structure entropy and cumulative probability of degree, are utilized to explore hourly variation in traffic flow. The results demonstrate these two statistical quantities express similar pattern to traffic flow parameters with morning and evening peak hours. Accordingly, we detect three traffic states: trough, peak and transitional hours, according to the correlation between two aforementioned properties. The classifying results of states can actually represent hourly fluctuation in traffic flow by analyzing annual average hourly values of traffic volume, occupancy and speed in corresponding hours.

  3. Network-linked long-time recording high-speed video camera system

    NASA Astrophysics Data System (ADS)

    Kimura, Seiji; Tsuji, Masataka

    2001-04-01

    This paper describes a network-oriented, long-recording-time high-speed digital video camera system that utilizes an HDD (Hard Disk Drive) as a recording medium. Semiconductor memories (DRAM, etc.) are the most common image data recording media with existing high-speed digital video cameras. They are extensively used because of their advantage of high-speed writing and reading of picture data. The drawback is that their recording time is limited to only several seconds because the data amount is very large. A recording time of several seconds is sufficient for many applications. However, a much longer recording time is required in some applications where an exact prediction of trigger timing is hard to make. In the Late years, the recording density of the HDD has been dramatically improved, which has attracted more attention to its value as a long-recording-time medium. We conceived an idea that we would be able to build a compact system that makes possible a long time recording if the HDD can be used as a memory unit for high-speed digital image recording. However, the data rate of such a system, capable of recording 640 X 480 pixel resolution pictures at 500 frames per second (fps) with 8-bit grayscale is 153.6 Mbyte/sec., and is way beyond the writing speed of the commonly used HDD. So, we developed a dedicated image compression system and verified its capability to lower the data rate from the digital camera to match the HDD writing rate.

  4. Nonlinear parametric model for Granger causality of time series

    NASA Astrophysics Data System (ADS)

    Marinazzo, Daniele; Pellicoro, Mario; Stramaglia, Sebastiano

    2006-06-01

    The notion of Granger causality between two time series examines if the prediction of one series could be improved by incorporating information of the other. In particular, if the prediction error of the first time series is reduced by including measurements from the second time series, then the second time series is said to have a causal influence on the first one. We propose a radial basis function approach to nonlinear Granger causality. The proposed model is not constrained to be additive in variables from the two time series and can approximate any function of these variables, still being suitable to evaluate causality. Usefulness of this measure of causality is shown in two applications. In the first application, a physiological one, we consider time series of heart rate and blood pressure in congestive heart failure patients and patients affected by sepsis: we find that sepsis patients, unlike congestive heart failure patients, show symmetric causal relationships between the two time series. In the second application, we consider the feedback loop in a model of excitatory and inhibitory neurons: we find that in this system causality measures the combined influence of couplings and membrane time constants.

  5. Pearson correlation estimation for irregularly sampled time series

    NASA Astrophysics Data System (ADS)

    Rehfeld, K.; Marwan, N.; Heitzig, J.; Kurths, J.

    2012-04-01

    Many applications in the geosciences call for the joint and objective analysis of irregular time series. For automated processing, robust measures of linear and nonlinear association are needed. Up to now, the standard approach would have been to reconstruct the time series on a regular grid, using linear or spline interpolation. Interpolation, however, comes with systematic side-effects, as it increases the auto-correlation in the time series. We have searched for the best method to estimate Pearson correlation for irregular time series, i.e. the one with the lowest estimation bias and variance. We adapted a kernel-based approach, using Gaussian weights. Pearson correlation is calculated, in principle, as a mean over products of previously centralized observations. In the regularly sampled case, observations in both time series were observed at the same time and thus the allocation of measurement values into pairs of products is straightforward. In the irregularly sampled case, however, measurements were not necessarily observed at the same time. Now, the key idea of the kernel-based method is to calculate weighted means of products, with the weight depending on the time separation between the observations. If the lagged correlation function is desired, the weights depend on the absolute difference between observation time separation and the estimation lag. To assess the applicability of the approach we used extensive simulations to determine the extent of interpolation side-effects with increasing irregularity of time series. We compared different approaches, based on (linear) interpolation, the Lomb-Scargle Fourier Transform, the sinc kernel and the Gaussian kernel. We investigated the role of kernel bandwidth and signal-to-noise ratio in the simulations. We found that the Gaussian kernel approach offers significant advantages and low Root-Mean Square Errors for regular, slightly irregular and very irregular time series. We therefore conclude that it is a good

  6. Characterizing time series via complexity-entropy curves

    NASA Astrophysics Data System (ADS)

    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.

  7. Analysis of Nonstationary Time Series for Biological Rhythms Research.

    PubMed

    Leise, Tanya L

    2017-06-01

    This article is part of a Journal of Biological Rhythms series exploring analysis and statistics topics relevant to researchers in biological rhythms and sleep research. The goal is to provide an overview of the most common issues that arise in the analysis and interpretation of data in these fields. In this article on time series analysis for biological rhythms, we describe some methods for assessing the rhythmic properties of time series, including tests of whether a time series is indeed rhythmic. Because biological rhythms can exhibit significant fluctuations in their period, phase, and amplitude, their analysis may require methods appropriate for nonstationary time series, such as wavelet transforms, which can measure how these rhythmic parameters change over time. We illustrate these methods using simulated and real time series.

  8. Forbidden patterns in financial time series

    NASA Astrophysics Data System (ADS)

    Zanin, Massimiliano

    2008-03-01

    The existence of forbidden patterns, i.e., certain missing sequences in a given time series, is a recently proposed instrument of potential application in the study of time series. Forbidden patterns are related to the permutation entropy, which has the basic properties of classic chaos indicators, such as Lyapunov exponent or Kolmogorov entropy, thus allowing to separate deterministic (usually chaotic) from random series; however, it requires fewer values of the series to be calculated, and it is suitable for using with small datasets. In this paper, the appearance of forbidden patterns is studied in different economical indicators such as stock indices (Dow Jones Industrial Average and Nasdaq Composite), NYSE stocks (IBM and Boeing), and others (ten year Bond interest rate), to find evidence of deterministic behavior in their evolutions. Moreover, the rate of appearance of the forbidden patterns is calculated, and some considerations about the underlying dynamics are suggested.

  9. Naming-Speed Processes, Timing, and Reading: A Conceptual Review.

    ERIC Educational Resources Information Center

    Wolf, Maryanne; Bowers, Patricia Greig; Biddle, Kathleen

    2000-01-01

    This article reviews evidence for seven central questions about the role of naming-speed deficits in developmental reading disabilities. Cross-sectional, longitudinal, and cross-linguistic research on naming-speed processes, timing processes, and reading is presented. An evolving model of visual naming illustrates areas of difference and areas of…

  10. Complex network approach to fractional time series

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Manshour, Pouya

    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 adjacencymore » 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.« less

  11. Advanced spectral methods for climatic time series

    USGS Publications Warehouse

    Ghil, M.; Allen, M.R.; Dettinger, M.D.; Ide, K.; Kondrashov, D.; Mann, M.E.; Robertson, A.W.; Saunders, A.; Tian, Y.; Varadi, F.; Yiou, P.

    2002-01-01

    The analysis of univariate or multivariate time series provides crucial information to describe, understand, and predict climatic variability. The discovery and implementation of a number of novel methods for extracting useful information from time series has recently revitalized this classical field of study. Considerable progress has also been made in interpreting the information so obtained in terms of dynamical systems theory. In this review we describe the connections between time series analysis and nonlinear dynamics, discuss signal- to-noise enhancement, and present some of the novel methods for spectral analysis. The various steps, as well as the advantages and disadvantages of these methods, are illustrated by their application to an important climatic time series, the Southern Oscillation Index. This index captures major features of interannual climate variability and is used extensively in its prediction. Regional and global sea surface temperature data sets are used to illustrate multivariate spectral methods. Open questions and further prospects conclude the review.

  12. High Speed Solution of Spacecraft Trajectory Problems Using Taylor Series Integration

    NASA Technical Reports Server (NTRS)

    Scott, James R.; Martini, Michael C.

    2008-01-01

    Taylor series integration is implemented in a spacecraft trajectory analysis code-the Spacecraft N-body Analysis Program (SNAP) - and compared with the code s existing eighth-order Runge-Kutta Fehlberg time integration scheme. Nine trajectory problems, including near Earth, lunar, Mars and Europa missions, are analyzed. Head-to-head comparison at five different error tolerances shows that, on average, Taylor series is faster than Runge-Kutta Fehlberg by a factor of 15.8. Results further show that Taylor series has superior convergence properties. Taylor series integration proves that it can provide rapid, highly accurate solutions to spacecraft trajectory problems.

  13. Degree-Pruning Dynamic Programming Approaches to Central Time Series Minimizing Dynamic Time Warping Distance.

    PubMed

    Sun, Tao; Liu, Hongbo; Yu, Hong; Chen, C L Philip

    2016-06-28

    The central time series crystallizes the common patterns of the set it represents. In this paper, we propose a global constrained degree-pruning dynamic programming (g(dp)²) approach to obtain the central time series through minimizing dynamic time warping (DTW) distance between two time series. The DTW matching path theory with global constraints is proved theoretically for our degree-pruning strategy, which is helpful to reduce the time complexity and computational cost. Our approach can achieve the optimal solution between two time series. An approximate method to the central time series of multiple time series [called as m_g(dp)²] is presented based on DTW barycenter averaging and our g(dp)² approach by considering hierarchically merging strategy. As illustrated by the experimental results, our approaches provide better within-group sum of squares and robustness than other relevant algorithms.

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

    PubMed

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

    2018-01-01

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

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

    PubMed Central

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

    2018-01-01

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

  16. Time Series Analysis of Technology Trends based on the Internet Resources

    NASA Astrophysics Data System (ADS)

    Kobayashi, Shin-Ichi; Shirai, Yasuyuki; Hiyane, Kazuo; Kumeno, Fumihiro; Inujima, Hiroshi; Yamauchi, Noriyoshi

    Information technology is increasingly important in recent years for the development of our society. IT has brought many changes to everything in our society with incredible speed. Hence, when we investigate R & D themes or plan business strategies in IT, we must understand overall situation around the target technology area besides technology itself. Especially it is crucial to understand overall situation as time series to know what will happen in the near future in the target area. For this purpose, we developed a method to generate Multiple-phased trend maps automatically based on the Internet content. Furthermore, we introduced quantitative indicators to analyze near future possible changes. According to the evaluation of this method we got successful and interesting results.

  17. Stochastic nature of series of waiting times.

    PubMed

    Anvari, Mehrnaz; Aghamohammadi, Cina; Dashti-Naserabadi, H; Salehi, E; Behjat, E; Qorbani, M; Nezhad, M Khazaei; 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.

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

    NASA Astrophysics Data System (ADS)

    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.

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

    PubMed

    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.

  20. Spectral-decomposition techniques for the identification of periodic and anomalous phenomena in radon time-series.

    NASA Astrophysics Data System (ADS)

    Crockett, R. G. M.; Perrier, F.; Richon, P.

    2009-04-01

    Building on independent investigations by research groups at both IPGP, France, and the University of Northampton, UK, hourly-sampled radon time-series of durations exceeding one year have been investigated for periodic and anomalous phenomena using a variety of established and novel techniques. These time-series have been recorded in locations having no routine human behaviour and thus are effectively free of significant anthropogenic influences. With regard to periodic components, the long durations of these time-series allow, in principle, very high frequency resolutions for established spectral-measurement techniques such as Fourier and maximum-entropy. However, as has been widely observed, the stochastic nature of radon emissions from rocks and soils, coupled with sensitivity to a wide variety influences such as temperature, wind-speed and soil moisture-content has made interpretation of the results obtained by such techniques very difficult, with uncertain results, in many cases. We here report developments in the investigation of radon-time series for periodic and anomalous phenomena using spectral-decomposition techniques. These techniques, in variously separating ‘high', ‘middle' and ‘low' frequency components, effectively ‘de-noise' the data by allowing components of interest to be isolated from others which (might) serve to obscure weaker information-containing components. Once isolated, these components can be investigated using a variety of techniques. Whilst this is very much work in early stages of development, spectral decomposition methods have been used successfully to indicate the presence of diurnal and sub-diurnal cycles in radon concentration which we provisionally attribute to tidal influences. Also, these methods have been used to enhance the identification of short-duration anomalies, attributable to a variety of causes including, for example, earthquakes and rapid large-magnitude changes in weather conditions. Keywords: radon

  1. Delay differential analysis of time series.

    PubMed

    Lainscsek, Claudia; Sejnowski, Terrence J

    2015-03-01

    Nonlinear dynamical system analysis based on embedding theory has been used for modeling and prediction, but it also has applications to signal detection and classification of time series. An embedding creates a multidimensional geometrical object from a single time series. Traditionally either delay or derivative embeddings have been used. The delay embedding is composed of delayed versions of the signal, and the derivative embedding is composed of successive derivatives of the signal. The delay embedding has been extended to nonuniform embeddings to take multiple timescales into account. Both embeddings provide information on the underlying dynamical system without having direct access to all the system variables. Delay differential analysis is based on functional embeddings, a combination of the derivative embedding with nonuniform delay embeddings. Small delay differential equation (DDE) models that best represent relevant dynamic features of time series data are selected from a pool of candidate models for detection or classification. We show that the properties of DDEs support spectral analysis in the time domain where nonlinear correlation functions are used to detect frequencies, frequency and phase couplings, and bispectra. These can be efficiently computed with short time windows and are robust to noise. For frequency analysis, this framework is a multivariate extension of discrete Fourier transform (DFT), and for higher-order spectra, it is a linear and multivariate alternative to multidimensional fast Fourier transform of multidimensional correlations. This method can be applied to short or sparse time series and can be extended to cross-trial and cross-channel spectra if multiple short data segments of the same experiment are available. Together, this time-domain toolbox provides higher temporal resolution, increased frequency and phase coupling information, and it allows an easy and straightforward implementation of higher-order spectra across time

  2. GNSS Network time series analysis

    NASA Astrophysics Data System (ADS)

    Normand, M.; Balodis, J.; Janpaule, I.; Haritonova, D.

    2012-12-01

    Time series of GNSS station results of both the EUPOS®-Riga and LatPos networks have been developed at the Institute of Geodesy and Geoinformation (University of Latvia) using Bernese v.5.0 software. The base stations were selected among the EPN and IGS stations in surroundings of Latvia at the distances up to 700 km. The results of time series are analysed and coordinate velocity vectors have been determined. The background of the map of tectonic faults helps to interpret the GNSS station coordinate velocity vector behaviour in proper environment. The outlying situations recognized. The question still aroused on the nature of the some of outlying situations. The dependence from various influences has been tested.

  3. Stochastic nature of series of waiting times

    NASA Astrophysics Data System (ADS)

    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.

  4. Characterizing artifacts in RR stress test time series.

    PubMed

    Astudillo-Salinas, Fabian; Palacio-Baus, Kenneth; Solano-Quinde, Lizandro; Medina, Ruben; Wong, Sara

    2016-08-01

    Electrocardiographic stress test records have a lot of artifacts. In this paper we explore a simple method to characterize the amount of artifacts present in unprocessed RR stress test time series. Four time series classes were defined: Very good lead, Good lead, Low quality lead and Useless lead. 65 ECG, 8 lead, records of stress test series were analyzed. Firstly, RR-time series were annotated by two experts. The automatic methodology is based on dividing the RR-time series in non-overlapping windows. Each window is marked as noisy whenever it exceeds an established standard deviation threshold (SDT). Series are classified according to the percentage of windows that exceeds a given value, based upon the first manual annotation. Different SDT were explored. Results show that SDT close to 20% (as a percentage of the mean) provides the best results. The coincidence between annotators classification is 70.77% whereas, the coincidence between the second annotator and the automatic method providing the best matches is larger than 63%. Leads classified as Very good leads and Good leads could be combined to improve automatic heartbeat labeling.

  5. A novel weight determination method for time series data aggregation

    NASA Astrophysics Data System (ADS)

    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.

  6. Time series, periodograms, and significance

    NASA Astrophysics Data System (ADS)

    Hernandez, G.

    1999-05-01

    The geophysical literature shows a wide and conflicting usage of methods employed to extract meaningful information on coherent oscillations from measurements. This makes it difficult, if not impossible, to relate the findings reported by different authors. Therefore, we have undertaken a critical investigation of the tests and methodology used for determining the presence of statistically significant coherent oscillations in periodograms derived from time series. Statistical significance tests are only valid when performed on the independent frequencies present in a measurement. Both the number of possible independent frequencies in a periodogram and the significance tests are determined by the number of degrees of freedom, which is the number of true independent measurements, present in the time series, rather than the number of sample points in the measurement. The number of degrees of freedom is an intrinsic property of the data, and it must be determined from the serial coherence of the time series. As part of this investigation, a detailed study has been performed which clearly illustrates the deleterious effects that the apparently innocent and commonly used processes of filtering, de-trending, and tapering of data have on periodogram analysis and the consequent difficulties in the interpretation of the statistical significance thus derived. For the sake of clarity, a specific example of actual field measurements containing unevenly-spaced measurements, gaps, etc., as well as synthetic examples, have been used to illustrate the periodogram approach, and pitfalls, leading to the (statistical) significance tests for the presence of coherent oscillations. Among the insights of this investigation are: (1) the concept of a time series being (statistically) band limited by its own serial coherence and thus having a critical sampling rate which defines one of the necessary requirements for the proper statistical design of an experiment; (2) the design of a critical

  7. Entropy of electromyography time series

    NASA Astrophysics Data System (ADS)

    Kaufman, Miron; Zurcher, Ulrich; Sung, Paul S.

    2007-12-01

    A nonlinear analysis based on Renyi entropy is applied to electromyography (EMG) time series from back muscles. The time dependence of the entropy of the EMG signal exhibits a crossover from a subdiffusive regime at short times to a plateau at longer times. We argue that this behavior characterizes complex biological systems. The plateau value of the entropy can be used to differentiate between healthy and low back pain individuals.

  8. Multimodality Prediction of Chaotic Time Series with Sparse Hard-Cut EM Learning of the Gaussian Process Mixture Model

    NASA Astrophysics Data System (ADS)

    Zhou, Ya-Tong; Fan, Yu; Chen, Zi-Yi; Sun, Jian-Cheng

    2017-05-01

    The contribution of this work is twofold: (1) a multimodality prediction method of chaotic time series with the Gaussian process mixture (GPM) model is proposed, which employs a divide and conquer strategy. It automatically divides the chaotic time series into multiple modalities with different extrinsic patterns and intrinsic characteristics, and thus can more precisely fit the chaotic time series. (2) An effective sparse hard-cut expectation maximization (SHC-EM) learning algorithm for the GPM model is proposed to improve the prediction performance. SHC-EM replaces a large learning sample set with fewer pseudo inputs, accelerating model learning based on these pseudo inputs. Experiments on Lorenz and Chua time series demonstrate that the proposed method yields not only accurate multimodality prediction, but also the prediction confidence interval. SHC-EM outperforms the traditional variational learning in terms of both prediction accuracy and speed. In addition, SHC-EM is more robust and insusceptible to noise than variational learning. Supported by the National Natural Science Foundation of China under Grant No 60972106, the China Postdoctoral Science Foundation under Grant No 2014M561053, the Humanity and Social Science Foundation of Ministry of Education of China under Grant No 15YJA630108, and the Hebei Province Natural Science Foundation under Grant No E2016202341.

  9. Recurrent Neural Network Applications for Astronomical Time Series

    NASA Astrophysics Data System (ADS)

    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.

  10. Visualizing frequent patterns in large multivariate time series

    NASA Astrophysics Data System (ADS)

    Hao, M.; Marwah, M.; Janetzko, H.; Sharma, R.; Keim, D. A.; Dayal, U.; Patnaik, D.; Ramakrishnan, N.

    2011-01-01

    The detection of previously unknown, frequently occurring patterns in time series, often called motifs, has been recognized as an important task. However, it is difficult to discover and visualize these motifs as their numbers increase, especially in large multivariate time series. To find frequent motifs, we use several temporal data mining and event encoding techniques to cluster and convert a multivariate time series to a sequence of events. Then we quantify the efficiency of the discovered motifs by linking them with a performance metric. To visualize frequent patterns in a large time series with potentially hundreds of nested motifs on a single display, we introduce three novel visual analytics methods: (1) motif layout, using colored rectangles for visualizing the occurrences and hierarchical relationships of motifs in a multivariate time series, (2) motif distortion, for enlarging or shrinking motifs as appropriate for easy analysis and (3) motif merging, to combine a number of identical adjacent motif instances without cluttering the display. Analysts can interactively optimize the degree of distortion and merging to get the best possible view. A specific motif (e.g., the most efficient or least efficient motif) can be quickly detected from a large time series for further investigation. We have applied these methods to two real-world data sets: data center cooling and oil well production. The results provide important new insights into the recurring patterns.

  11. Robust extrema features for time-series data analysis.

    PubMed

    Vemulapalli, Pramod K; Monga, Vishal; Brennan, Sean N

    2013-06-01

    The extraction of robust features for comparing and analyzing time series is a fundamentally important problem. Research efforts in this area encompass dimensionality reduction using popular signal analysis tools such as the discrete Fourier and wavelet transforms, various distance metrics, and the extraction of interest points from time series. Recently, extrema features for analysis of time-series data have assumed increasing significance because of their natural robustness under a variety of practical distortions, their economy of representation, and their computational benefits. Invariably, the process of encoding extrema features is preceded by filtering of the time series with an intuitively motivated filter (e.g., for smoothing), and subsequent thresholding to identify robust extrema. We define the properties of robustness, uniqueness, and cardinality as a means to identify the design choices available in each step of the feature generation process. Unlike existing methods, which utilize filters "inspired" from either domain knowledge or intuition, we explicitly optimize the filter based on training time series to optimize robustness of the extracted extrema features. We demonstrate further that the underlying filter optimization problem reduces to an eigenvalue problem and has a tractable solution. An encoding technique that enhances control over cardinality and uniqueness is also presented. Experimental results obtained for the problem of time series subsequence matching establish the merits of the proposed algorithm.

  12. The investigation of Martian dune fields using very high resolution photogrammetric measurements and time series analysis

    NASA Astrophysics Data System (ADS)

    Kim, J.; Park, M.; Baik, H. S.; Choi, Y.

    2016-12-01

    At the present time, arguments continue regarding the migration speeds of Martian dune fields and their correlation with atmospheric circulation. However, precisely measuring the spatial translation of Martian dunes has rarely conducted only a very few times Therefore, we developed a generic procedure to precisely measure the migration of dune fields with recently introduced 25-cm resolution High Resolution Imaging Science Experimen (HIRISE) employing a high-accuracy photogrammetric processor and sub-pixel image correlator. The processor was designed to trace estimated dune migration, albeit slight, over the Martian surface by 1) the introduction of very high resolution ortho images and stereo analysis based on hierarchical geodetic control for better initial point settings; 2) positioning error removal throughout the sensor model refinement with a non-rigorous bundle block adjustment, which makes possible the co-alignment of all images in a time series; and 3) improved sub-pixel co-registration algorithms using optical flow with a refinement stage conducted on a pyramidal grid processor and a blunder classifier. Moreover, volumetric changes of Martian dunes were additionally traced by means of stereo analysis and photoclinometry. The established algorithms have been tested using high-resolution HIRISE images over a large number of Martian dune fields covering whole Mars Global Dune Database. Migrations over well-known crater dune fields appeared to be almost static for the considerable temporal periods and were weakly correlated with wind directions estimated by the Mars Climate Database (Millour et al. 2015). Only over a few Martian dune fields, such as Kaiser crater, meaningful migration speeds (>1m/year) compared to phtotogrammetric error residual have been measured. Currently a technical improved processor to compensate error residual using time series observation is under developing and expected to produce the long term migration speed over Martian dune

  13. First and second order semi-Markov chains for wind speed modeling

    NASA Astrophysics Data System (ADS)

    Prattico, F.; Petroni, F.; D'Amico, G.

    2012-04-01

    -order Markov chain with different number of states, and Weibull distribution. All this model use Markov chains to generate synthetic wind speed time series but the search for a better model is still open. Approaching this issue, we applied new models which are generalization of Markov models. More precisely we applied semi-Markov models to generate synthetic wind speed time series. Semi-Markov processes (SMP) are a wide class of stochastic processes which generalize at the same time both Markov chains and renewal processes. Their main advantage is that of using whatever type of waiting time distribution for modeling the time to have a transition from one state to another one. This major flexibility has a price to pay: availability of data to estimate the parameters of the model which are more numerous. Data availability is not an issue in wind speed studies, therefore, semi-Markov models can be used in a statistical efficient way. In this work we present three different semi-Markov chain models: the first one is a first-order SMP where the transition probabilities from two speed states (at time Tn and Tn-1) depend on the initial state (the state at Tn-1), final state (the state at Tn) and on the waiting time (given by t=Tn-Tn-1), the second model is a second order SMP where we consider the transition probabilities as depending also on the state the wind speed was before the initial state (which is the state at Tn-2) and the last one is still a second order SMP where the transition probabilities depends on the three states at Tn-2,Tn-1 and Tn and on the waiting times t_1=Tn-1-Tn-2 and t_2=Tn-Tn-1. The three models are used to generate synthetic time series for wind speed by means of Monte Carlo simulations and the time lagged autocorrelation is used to compare statistical properties of the proposed models with those of real data and also with a time series generated though a simple Markov chain. [1] F. Youcef Ettoumi, H. Sauvageot, A.-E.-H. Adane, Statistical bivariate modeling

  14. Magneto-optical system for high speed real time imaging.

    PubMed

    Baziljevich, M; Barness, D; Sinvani, M; Perel, E; Shaulov, A; Yeshurun, Y

    2012-08-01

    A new magneto-optical system has been developed to expand the range of high speed real time magneto-optical imaging. A special source for the external magnetic field has also been designed, using a pump solenoid to rapidly excite the field coil. Together with careful modifications of the cryostat, to reduce eddy currents, ramping rates reaching 3000 T/s have been achieved. Using a powerful laser as the light source, a custom designed optical assembly, and a high speed digital camera, real time imaging rates up to 30 000 frames per seconds have been demonstrated.

  15. Magneto-optical system for high speed real time imaging

    NASA Astrophysics Data System (ADS)

    Baziljevich, M.; Barness, D.; Sinvani, M.; Perel, E.; Shaulov, A.; Yeshurun, Y.

    2012-08-01

    A new magneto-optical system has been developed to expand the range of high speed real time magneto-optical imaging. A special source for the external magnetic field has also been designed, using a pump solenoid to rapidly excite the field coil. Together with careful modifications of the cryostat, to reduce eddy currents, ramping rates reaching 3000 T/s have been achieved. Using a powerful laser as the light source, a custom designed optical assembly, and a high speed digital camera, real time imaging rates up to 30 000 frames per seconds have been demonstrated.

  16. Analysis and generation of groundwater concentration time series

    NASA Astrophysics Data System (ADS)

    Crăciun, Maria; Vamoş, Călin; Suciu, Nicolae

    2018-01-01

    Concentration time series are provided by simulated concentrations of a nonreactive solute transported in groundwater, integrated over the transverse direction of a two-dimensional computational domain and recorded at the plume center of mass. The analysis of a statistical ensemble of time series reveals subtle features that are not captured by the first two moments which characterize the approximate Gaussian distribution of the two-dimensional concentration fields. The concentration time series exhibit a complex preasymptotic behavior driven by a nonstationary trend and correlated fluctuations with time-variable amplitude. Time series with almost the same statistics are generated by successively adding to a time-dependent trend a sum of linear regression terms, accounting for correlations between fluctuations around the trend and their increments in time, and terms of an amplitude modulated autoregressive noise of order one with time-varying parameter. The algorithm generalizes mixing models used in probability density function approaches. The well-known interaction by exchange with the mean mixing model is a special case consisting of a linear regression with constant coefficients.

  17. Transition Icons for Time-Series Visualization and Exploratory Analysis.

    PubMed

    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.

  18. Multiscale structure of time series revealed by the monotony spectrum.

    PubMed

    Vamoş, Călin

    2017-03-01

    Observation of complex systems produces time series with specific dynamics at different time scales. The majority of the existing numerical methods for multiscale analysis first decompose the time series into several simpler components and the multiscale structure is given by the properties of their components. We present a numerical method which describes the multiscale structure of arbitrary time series without decomposing them. It is based on the monotony spectrum defined as the variation of the mean amplitude of the monotonic segments with respect to the mean local time scale during successive averagings of the time series, the local time scales being the durations of the monotonic segments. The maxima of the monotony spectrum indicate the time scales which dominate the variations of the time series. We show that the monotony spectrum can correctly analyze a diversity of artificial time series and can discriminate the existence of deterministic variations at large time scales from the random fluctuations. As an application we analyze the multifractal structure of some hydrological time series.

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

    PubMed

    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.

  20. Data imputation analysis for Cosmic Rays time series

    NASA Astrophysics Data System (ADS)

    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.

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

    NASA Astrophysics Data System (ADS)

    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.

  2. Algorithm for Compressing Time-Series Data

    NASA Technical Reports Server (NTRS)

    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").

  3. Effect of spatial averaging on multifractal properties of meteorological time series

    NASA Astrophysics Data System (ADS)

    Hoffmann, Holger; Baranowski, Piotr; Krzyszczak, Jaromir; Zubik, Monika

    2016-04-01

    Introduction The process-based models for large-scale simulations require input of agro-meteorological quantities that are often in the form of time series of coarse spatial resolution. Therefore, the knowledge about their scaling properties is fundamental for transferring locally measured fluctuations to larger scales and vice-versa. However, the scaling analysis of these quantities is complicated due to the presence of localized trends and non-stationarities. Here we assess how spatially aggregating meteorological data to coarser resolutions affects the data's temporal scaling properties. While it is known that spatial aggregation may affect spatial data properties (Hoffmann et al., 2015), it is unknown how it affects temporal data properties. Therefore, the objective of this study was to characterize the aggregation effect (AE) with regard to both temporal and spatial input data properties considering scaling properties (i.e. statistical self-similarity) of the chosen agro-meteorological time series through multifractal detrended fluctuation analysis (MFDFA). Materials and Methods Time series coming from years 1982-2011 were spatially averaged from 1 to 10, 25, 50 and 100 km resolution to assess the impact of spatial aggregation. Daily minimum, mean and maximum air temperature (2 m), precipitation, global radiation, wind speed and relative humidity (Zhao et al., 2015) were used. To reveal the multifractal structure of the time series, we used the procedure described in Baranowski et al. (2015). The diversity of the studied multifractals was evaluated by the parameters of time series spectra. In order to analyse differences in multifractal properties to 1 km resolution grids, data of coarser resolutions was disaggregated to 1 km. Results and Conclusions Analysing the spatial averaging on multifractal properties we observed that spatial patterns of the multifractal spectrum (MS) of all meteorological variables differed from 1 km grids and MS-parameters were biased

  4. Layered Ensemble Architecture for Time Series Forecasting.

    PubMed

    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.

  5. Is Plate Tectonics Speeding up with Time?

    NASA Astrophysics Data System (ADS)

    Condie, K. C.; Korenaga, J.; Pisarevsky, S. A.

    2014-12-01

    Cooling of the mantle is often assumed to result in a decrease in average global plate speeds with time. However, deformation in collisional orogens indicates the frequency of craton collisions increases from about 5/100 Myr 2.5 Ga to 10/100 Myr 200 Ma. Likewise, angular plate velocities weighted by craton area increase from an average of 25 deg/100Myr at 2 Ga to about 50 deg/100 Myr in the last 200 Myr. The number of cratons decreases rapidly from > 20 to ≤ 15 between 1.9 and 1.75 Ga as numerous Archean blocks were sutured together. Orogens and passive margins show the same two cycles of ocean basin closing: an early cycle from 2.5-1.9 Ga and a later cycle, which corresponds to the supercontinent cycle ≤ 1.9 Ga. Also recorded in the geologic record during the last 200 Myr is a decrease in the duration of passive continental margins from 400 Myr at 1.2 Ga to < 100 Myr during the last 200 Myr. And finally, assuming Gondwana and Pangea represent stages in the growth of a single supercontinent, the period of the supercontinent cycle has dropped from about 1000 Myr at 1.5 Ga to < 500 Myr in the last 500 Myr. All of these observations are consistent with an increase in average plate speeds with time, which is consistent with the geodynamic model of Korenaga (2006) suggesting that plate tectonics is speeding up with time. This could be due to a decrease in the magnitude of lithosphere dehydration stiffening as ambient mantle temperature falls with time. Alternatively or in addition, gradual hydration of the mantle by subduction may decrease mantle viscosity and increase convection rates.

  6. Time series regression studies in environmental epidemiology.

    PubMed

    Bhaskaran, Krishnan; Gasparrini, Antonio; Hajat, Shakoor; Smeeth, Liam; Armstrong, Ben

    2013-08-01

    Time series regression studies have been widely used in environmental epidemiology, notably in investigating the short-term associations between exposures such as air pollution, weather variables or pollen, and health outcomes such as mortality, myocardial infarction or disease-specific hospital admissions. Typically, for both exposure and outcome, data are available at regular time intervals (e.g. daily pollution levels and daily mortality counts) and the aim is to explore short-term associations between them. In this article, we describe the general features of time series data, and we outline the analysis process, beginning with descriptive analysis, then focusing on issues in time series regression that differ from other regression methods: modelling short-term fluctuations in the presence of seasonal and long-term patterns, dealing with time varying confounding factors and modelling delayed ('lagged') associations between exposure and outcome. We finish with advice on model checking and sensitivity analysis, and some common extensions to the basic model.

  7. Exploratory Causal Analysis in Bivariate Time Series Data

    NASA Astrophysics Data System (ADS)

    McCracken, James M.

    Many scientific disciplines rely on observational data of systems for which it is difficult (or impossible) to implement controlled experiments and data analysis techniques are required for identifying causal information and relationships directly from observational data. This need has lead to the development of many different time series causality approaches and tools including transfer entropy, convergent cross-mapping (CCM), and Granger causality statistics. In this thesis, the existing time series causality method of CCM is extended by introducing a new method called pairwise asymmetric inference (PAI). It is found that CCM may provide counter-intuitive causal inferences for simple dynamics with strong intuitive notions of causality, and the CCM causal inference can be a function of physical parameters that are seemingly unrelated to the existence of a driving relationship in the system. For example, a CCM causal inference might alternate between ''voltage drives current'' and ''current drives voltage'' as the frequency of the voltage signal is changed in a series circuit with a single resistor and inductor. PAI is introduced to address both of these limitations. Many of the current approaches in the times series causality literature are not computationally straightforward to apply, do not follow directly from assumptions of probabilistic causality, depend on assumed models for the time series generating process, or rely on embedding procedures. A new approach, called causal leaning, is introduced in this work to avoid these issues. The leaning is found to provide causal inferences that agree with intuition for both simple systems and more complicated empirical examples, including space weather data sets. The leaning may provide a clearer interpretation of the results than those from existing time series causality tools. A practicing analyst can explore the literature to find many proposals for identifying drivers and causal connections in times series data

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

    PubMed

    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.

  9. Simulation of time series by distorted Gaussian processes

    NASA Technical Reports Server (NTRS)

    Greenhall, C. A.

    1977-01-01

    Distorted stationary Gaussian process can be used to provide computer-generated imitations of experimental time series. A method of analyzing a source time series and synthesizing an imitation is shown, and an example using X-band radiometer data is given.

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

    PubMed

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

    2009-12-01

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

  11. Long-range correlations in time series generated by time-fractional diffusion: A numerical study

    NASA Astrophysics Data System (ADS)

    Barbieri, Davide; Vivoli, Alessandro

    2005-09-01

    Time series models showing power law tails in autocorrelation functions are common in econometrics. A special non-Markovian model for such kind of time series is provided by the random walk introduced by Gorenflo et al. as a discretization of time fractional diffusion. The time series so obtained are analyzed here from a numerical point of view in terms of autocorrelations and covariance matrices.

  12. Trend time-series modeling and forecasting with neural networks.

    PubMed

    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.

  13. Wavelet analysis and scaling properties of time series

    NASA Astrophysics Data System (ADS)

    Manimaran, P.; Panigrahi, Prasanta K.; Parikh, Jitendra C.

    2005-10-01

    We propose a wavelet based method for the characterization of the scaling behavior of nonstationary time series. It makes use of the built-in ability of the wavelets for capturing the trends in a data set, in variable window sizes. Discrete wavelets from the Daubechies family are used to illustrate the efficacy of this procedure. After studying binomial multifractal time series with the present and earlier approaches of detrending for comparison, we analyze the time series of averaged spin density in the 2D Ising model at the critical temperature, along with several experimental data sets possessing multifractal behavior.

  14. Non-parametric characterization of long-term rainfall time series

    NASA Astrophysics Data System (ADS)

    Tiwari, Harinarayan; Pandey, Brij Kishor

    2018-03-01

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

  15. Efficient Bayesian inference for natural time series using ARFIMA processes

    NASA Astrophysics Data System (ADS)

    Graves, Timothy; Gramacy, Robert; Franzke, Christian; Watkins, Nicholas

    2016-04-01

    Many geophysical quantities, such as atmospheric temperature, water levels in rivers, and wind speeds, have shown evidence of long memory (LM). LM implies that these quantities experience non-trivial temporal memory, which potentially not only enhances their predictability, but also hampers the detection of externally forced trends. Thus, it is important to reliably identify whether or not a system exhibits LM. We present a modern and systematic approach to the inference of LM. We use the flexible autoregressive fractional integrated moving average (ARFIMA) model, which is widely used in time series analysis, and of increasing interest in climate science. Unlike most previous work on the inference of LM, which is frequentist in nature, we provide a systematic treatment of Bayesian inference. In particular, we provide a new approximate likelihood for efficient parameter inference, and show how nuisance parameters (e.g., short-memory effects) can be integrated over in order to focus on long-memory parameters and hypothesis testing more directly. We illustrate our new methodology on the Nile water level data and the central England temperature (CET) time series, with favorable comparison to the standard estimators [1]. In addition we show how the method can be used to perform joint inference of the stability exponent and the memory parameter when ARFIMA is extended to allow for alpha-stable innovations. Such models can be used to study systems where heavy tails and long range memory coexist. [1] Graves et al, Nonlin. Processes Geophys., 22, 679-700, 2015; doi:10.5194/npg-22-679-2015.

  16. Microsecond resolved single-molecule FRET time series measurements based on the line confocal optical system combined with hybrid photodetectors.

    PubMed

    Oikawa, Hiroyuki; Takahashi, Takumi; Kamonprasertsuk, Supawich; Takahashi, Satoshi

    2018-01-31

    Single-molecule (sm) fluorescence time series measurements based on the line confocal optical system are a powerful strategy for the investigation of the structure, dynamics, and heterogeneity of biological macromolecules. This method enables the detection of more than several thousands of fluorescence photons per millisecond from single fluorophores, implying that the potential time resolution for measurements of the fluorescence resonance energy transfer (FRET) efficiency is 10 μs. However, the necessity of using imaging photodetectors in the method limits the time resolution in the FRET efficiency measurements to approximately 100 μs. In this investigation, a new photodetector called a hybrid photodetector (HPD) was incorporated into the line confocal system to improve the time resolution without sacrificing the length of the time series detection. Among several settings examined, the system based on a slit width of 10 μm and a high-speed counting device made the best of the features of the line confocal optical system and the HPD. This method achieved a time resolution of 10 μs and an observation time of approximately 5 ms in the sm-FRET time series measurements. The developed device was used for the native state of the B domain of protein A.

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

    PubMed

    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.

  18. Deconvolution of mixing time series on a graph

    PubMed Central

    Blocker, Alexander W.; Airoldi, Edoardo M.

    2013-01-01

    In many applications we are interested in making inference on latent time series from indirect measurements, which are often low-dimensional projections resulting from mixing or aggregation. Positron emission tomography, super-resolution, and network traffic monitoring are some examples. Inference in such settings requires solving a sequence of ill-posed inverse problems, yt = Axt, where the projection mechanism provides information on A. We consider problems in which A specifies mixing on a graph of times series that are bursty and sparse. We develop a multilevel state-space model for mixing times series and an efficient approach to inference. A simple model is used to calibrate regularization parameters that lead to efficient inference in the multilevel state-space model. We apply this method to the problem of estimating point-to-point traffic flows on a network from aggregate measurements. Our solution outperforms existing methods for this problem, and our two-stage approach suggests an efficient inference strategy for multilevel models of multivariate time series. PMID:25309135

  19. RADON CONCENTRATION TIME SERIES MODELING AND APPLICATION DISCUSSION.

    PubMed

    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.

  20. Bearing fault diagnosis under unknown time-varying rotational speed conditions via multiple time-frequency curve extraction

    NASA Astrophysics Data System (ADS)

    Huang, Huan; Baddour, Natalie; Liang, Ming

    2018-02-01

    Under normal operating conditions, bearings often run under time-varying rotational speed conditions. Under such circumstances, the bearing vibrational signal is non-stationary, which renders ineffective the techniques used for bearing fault diagnosis under constant running conditions. One of the conventional methods of bearing fault diagnosis under time-varying speed conditions is resampling the non-stationary signal to a stationary signal via order tracking with the measured variable speed. With the resampled signal, the methods available for constant condition cases are thus applicable. However, the accuracy of the order tracking is often inadequate and the time-varying speed is sometimes not measurable. Thus, resampling-free methods are of interest for bearing fault diagnosis under time-varying rotational speed for use without tachometers. With the development of time-frequency analysis, the time-varying fault character manifests as curves in the time-frequency domain. By extracting the Instantaneous Fault Characteristic Frequency (IFCF) from the Time-Frequency Representation (TFR) and converting the IFCF, its harmonics, and the Instantaneous Shaft Rotational Frequency (ISRF) into straight lines, the bearing fault can be detected and diagnosed without resampling. However, so far, the extraction of the IFCF for bearing fault diagnosis is mostly based on the assumption that at each moment the IFCF has the highest amplitude in the TFR, which is not always true. Hence, a more reliable T-F curve extraction approach should be investigated. Moreover, if the T-F curves including the IFCF, its harmonic, and the ISRF can be all extracted from the TFR directly, no extra processing is needed for fault diagnosis. Therefore, this paper proposes an algorithm for multiple T-F curve extraction from the TFR based on a fast path optimization which is more reliable for T-F curve extraction. Then, a new procedure for bearing fault diagnosis under unknown time-varying speed

  1. Nonstationary time series prediction combined with slow feature analysis

    NASA Astrophysics Data System (ADS)

    Wang, G.; Chen, X.

    2015-07-01

    Almost all climate time series have some degree of nonstationarity due to external driving forces perturbing the observed system. Therefore, these external driving forces should be taken into account when constructing the climate dynamics. This paper presents a new technique of obtaining the driving forces of a time series from the slow feature analysis (SFA) approach, and then introduces them into a predictive model to predict nonstationary time series. The basic theory of the technique is to consider the driving forces as state variables and to incorporate them into the predictive model. Experiments using a modified logistic time series and winter ozone data in Arosa, Switzerland, were conducted to test the model. The results showed improved prediction skills.

  2. Time Series Econometrics for the 21st Century

    ERIC Educational Resources Information Center

    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)…

  3. The examination of headache activity using time-series research designs.

    PubMed

    Houle, Timothy T; Remble, Thomas A; Houle, Thomas A

    2005-05-01

    The majority of research conducted on headache has utilized cross-sectional designs which preclude the examination of dynamic factors and principally rely on group-level effects. The present article describes the application of an individual-oriented process model using time-series analytical techniques. The blending of a time-series approach with an interactive process model allows consideration of the relationships of intra-individual dynamic processes, while not precluding the researcher to examine inter-individual differences. The authors explore the nature of time-series data and present two necessary assumptions underlying the time-series approach. The concept of shock and its contribution to headache activity is also presented. The time-series approach is not without its problems and two such problems are specifically reported: autocorrelation and the distribution of daily observations. The article concludes with the presentation of several analytical techniques suited to examine the time-series interactive process model.

  4. Semi-autonomous remote sensing time series generation tool

    NASA Astrophysics Data System (ADS)

    Babu, Dinesh Kumar; Kaufmann, Christof; Schmidt, Marco; Dhams, Thorsten; Conrad, Christopher

    2017-10-01

    High spatial and temporal resolution data is vital for crop monitoring and phenology change detection. Due to the lack of satellite architecture and frequent cloud cover issues, availability of daily high spatial data is still far from reality. Remote sensing time series generation of high spatial and temporal data by data fusion seems to be a practical alternative. However, it is not an easy process, since it involves multiple steps and also requires multiple tools. In this paper, a framework of Geo Information System (GIS) based tool is presented for semi-autonomous time series generation. This tool will eliminate the difficulties by automating all the steps and enable the users to generate synthetic time series data with ease. Firstly, all the steps required for the time series generation process are identified and grouped into blocks based on their functionalities. Later two main frameworks are created, one to perform all the pre-processing steps on various satellite data and the other one to perform data fusion to generate time series. The two frameworks can be used individually to perform specific tasks or they could be combined to perform both the processes in one go. This tool can handle most of the known geo data formats currently available which makes it a generic tool for time series generation of various remote sensing satellite data. This tool is developed as a common platform with good interface which provides lot of functionalities to enable further development of more remote sensing applications. A detailed description on the capabilities and the advantages of the frameworks are given in this paper.

  5. Time Series Analysis of Insar Data: Methods and Trends

    NASA Technical Reports Server (NTRS)

    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.

  6. Interpretation of a compositional time series

    NASA Astrophysics Data System (ADS)

    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

  7. High-speed line-scan camera with digital time delay integration

    NASA Astrophysics Data System (ADS)

    Bodenstorfer, Ernst; Fürtler, Johannes; Brodersen, Jörg; Mayer, Konrad J.; Eckel, Christian; Gravogl, Klaus; Nachtnebel, Herbert

    2007-02-01

    Dealing with high-speed image acquisition and processing systems, the speed of operation is often limited by the amount of available light, due to short exposure times. Therefore, high-speed applications often use line-scan cameras, based on charge-coupled device (CCD) sensors with time delayed integration (TDI). Synchronous shift and accumulation of photoelectric charges on the CCD chip - according to the objects' movement - result in a longer effective exposure time without introducing additional motion blur. This paper presents a high-speed color line-scan camera based on a commercial complementary metal oxide semiconductor (CMOS) area image sensor with a Bayer filter matrix and a field programmable gate array (FPGA). The camera implements a digital equivalent to the TDI effect exploited with CCD cameras. The proposed design benefits from the high frame rates of CMOS sensors and from the possibility of arbitrarily addressing the rows of the sensor's pixel array. For the digital TDI just a small number of rows are read out from the area sensor which are then shifted and accumulated according to the movement of the inspected objects. This paper gives a detailed description of the digital TDI algorithm implemented on the FPGA. Relevant aspects for the practical application are discussed and key features of the camera are listed.

  8. Reticles, write time, and the need for speed

    NASA Astrophysics Data System (ADS)

    Ackmann, Paul W.; Litt, Lloyd C.; Ning, Guo Xiang

    2014-10-01

    Historical data indicates reticle write times are increasing node-to-node. The cost of mask sets is increasing driven by the tighter requirements and more levels. The regular introduction of new generations of mask patterning tools with improved performance is unable to fully compensate for the increased data and complexity required. Write time is a primary metric that drives mask fabrication speed. Design (Raw data) is only the first step in the process and many interactions between mask and wafer technology such as OPC used, OPC efficiency for writers, fracture engines, and actual field size used drive total write time. Yield, technology, and inspection rules drive the remaining raw cycle time. Yield can be even more critical for speed of delivery as it drives re-writes and wasted time. While intrinsic process yield is important, repair capability is the reason mask delivery is still able to deliver 100% good reticles to the fab. Advanced nodes utilizing several layers of multiple patterning may require mask writer tool dedication to meet image placement specifications. This will increase the effective mask cycle time for a layer mask set and drive the need for additional mask write capability in order to deliver masks at the rate required by the wafer fab production schedules.

  9. Self-affinity in the dengue fever time series

    NASA Astrophysics Data System (ADS)

    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.

  10. Developing consistent time series landsat data products

    USDA-ARS?s Scientific Manuscript database

    The Landsat series satellite has provided earth observation data record continuously since early 1970s. There are increasing demands on having a consistent time series of Landsat data products. In this presentation, I will summarize the work supported by the USGS Landsat Science Team project from 20...

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

    PubMed

    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.

  12. Nonstationary time series prediction combined with slow feature analysis

    NASA Astrophysics Data System (ADS)

    Wang, G.; Chen, X.

    2015-01-01

    Almost all climate time series have some degree of nonstationarity due to external driving forces perturbations of the observed system. Therefore, these external driving forces should be taken into account when reconstructing the climate dynamics. This paper presents a new technique of combining the driving force of a time series obtained using the Slow Feature Analysis (SFA) approach, then introducing the driving force into a predictive model to predict non-stationary time series. In essence, the main idea of the technique is to consider the driving forces as state variables and incorporate them into the prediction model. To test the method, experiments using a modified logistic time series and winter ozone data in Arosa, Switzerland, were conducted. The results showed improved and effective prediction skill.

  13. Reaction time, processing speed and sustained attention in schizophrenia: impact on social functioning.

    PubMed

    Lahera, Guillermo; Ruiz, Alicia; Brañas, Antía; Vicens, María; Orozco, Arantxa

    Previous studies have linked processing speed with social cognition and functioning of patients with schizophrenia. A discriminant analysis is needed to determine the different components of this neuropsychological construct. This paper analyzes the impact of processing speed, reaction time and sustained attention on social functioning. 98 outpatients between 18 and 65 with DSM-5 diagnosis of schizophrenia, with a period of 3 months of clinical stability, were recruited. Sociodemographic and clinical data were collected, and the following variables were measured: processing speed (Trail Making Test [TMT], symbol coding [BACS], verbal fluency), simple and elective reaction time, sustained attention, recognition of facial emotions and global functioning. Processing speed (measured only through the BACS), sustained attention (CPT) and elective reaction time (but not simple) were associated with functioning. Recognizing facial emotions (FEIT) correlated significantly with scores on measures of processing speed (BACS, Animals, TMT), sustained attention (CPT) and reaction time. The linear regression model showed a significant relationship between functioning, emotion recognition (P=.015) and processing speed (P=.029). A deficit in processing speed and facial emotion recognition are associated with worse global functioning in patients with schizophrenia. Copyright © 2017 SEP y SEPB. Publicado por Elsevier España, S.L.U. All rights reserved.

  14. Fast Algorithms for Mining Co-evolving Time Series

    DTIC Science & Technology

    2011-09-01

    Keogh et al., 2001, 2004] and (b) forecasting, like an autoregressive integrated moving average model ( ARIMA ) and related meth- ods [Box et al., 1994...computing hardware? We develop models to mine time series with missing values, to extract compact representation from time sequences, to segment the...sequences, and to do forecasting. For large scale data, we propose algorithms for learning time series models , in particular, including Linear Dynamical

  15. Characterization of time series via Rényi complexity-entropy curves

    NASA Astrophysics Data System (ADS)

    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.

  16. Comparison of Artificial Neural Networks and ARIMA statistical models in simulations of target wind time series

    NASA Astrophysics Data System (ADS)

    Kolokythas, Kostantinos; Vasileios, Salamalikis; Athanassios, Argiriou; Kazantzidis, Andreas

    2015-04-01

    The wind is a result of complex interactions of numerous mechanisms taking place in small or large scales, so, the better knowledge of its behavior is essential in a variety of applications, especially in the field of power production coming from wind turbines. In the literature there is a considerable number of models, either physical or statistical ones, dealing with the problem of simulation and prediction of wind speed. Among others, Artificial Neural Networks (ANNs) are widely used for the purpose of wind forecasting and, in the great majority of cases, outperform other conventional statistical models. In this study, a number of ANNs with different architectures, which have been created and applied in a dataset of wind time series, are compared to Auto Regressive Integrated Moving Average (ARIMA) statistical models. The data consist of mean hourly wind speeds coming from a wind farm on a hilly Greek region and cover a period of one year (2013). The main goal is to evaluate the models ability to simulate successfully the wind speed at a significant point (target). Goodness-of-fit statistics are performed for the comparison of the different methods. In general, the ANN showed the best performance in the estimation of wind speed prevailing over the ARIMA models.

  17. Characterizing Time Series Data Diversity for Wind Forecasting: Preprint

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Hodge, Brian S; Chartan, Erol Kevin; Feng, Cong

    Wind forecasting plays an important role in integrating variable and uncertain wind power into the power grid. Various forecasting models have been developed to improve the forecasting accuracy. However, it is challenging to accurately compare the true forecasting performances from different methods and forecasters due to the lack of diversity in forecasting test datasets. This paper proposes a time series characteristic analysis approach to visualize and quantify wind time series diversity. The developed method first calculates six time series characteristic indices from various perspectives. Then the principal component analysis is performed to reduce the data dimension while preserving the importantmore » information. The diversity of the time series dataset is visualized by the geometric distribution of the newly constructed principal component space. The volume of the 3-dimensional (3D) convex polytope (or the length of 1D number axis, or the area of the 2D convex polygon) is used to quantify the time series data diversity. The method is tested with five datasets with various degrees of diversity.« less

  18. Time series evapotranspiration maps at a regional scale: A methodology, evaluation, and their use in water resources management

    NASA Astrophysics Data System (ADS)

    Gowda, P. H.

    2016-12-01

    Evapotranspiration (ET) is an important process in ecosystems' water budget and closely linked to its productivity. Therefore, regional scale daily time series ET maps developed at high and medium resolutions have large utility in studying the carbon-energy-water nexus and managing water resources. There are efforts to develop such datasets on a regional to global scale but often faced with the limitations of spatial-temporal resolution tradeoffs in satellite remote sensing technology. In this study, we developed frameworks for generating high and medium resolution daily ET maps from Landsat and MODIS (Moderate Resolution Imaging Spectroradiometer) data, respectively. For developing high resolution (30-m) daily time series ET maps with Landsat TM data, the series version of Two Source Energy Balance (TSEB) model was used to compute sensible and latent heat fluxes of soil and canopy separately. Landsat 5 (2000-2011) and Landsat 8 (2013-2014) imageries for row 28/35 and 27/36 covering central Oklahoma was used. MODIS data (2001-2014) covering Oklahoma and Texas Panhandle was used to develop medium resolution (250-m), time series daily ET maps with SEBS (Surface Energy Balance System) model. An extensive network of weather stations managed by Texas High Plains ET Network and Oklahoma Mesonet was used to generate spatially interpolated inputs of air temperature, relative humidity, wind speed, solar radiation, pressure, and reference ET. A linear interpolation sub-model was used to estimate the daily ET between the image acquisition days. Accuracy assessment of daily ET maps were done against eddy covariance data from two grassland sites at El Reno, OK. Statistical results indicated good performance by modeling frameworks developed for deriving time series ET maps. Results indicated that the proposed ET mapping framework is suitable for deriving daily time series ET maps at regional scale with Landsat and MODIS data.

  19. Quantifying Selection with Pool-Seq Time Series Data.

    PubMed

    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.

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

    NASA Astrophysics Data System (ADS)

    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.

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

    PubMed

    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.

  2. Online Conditional Outlier Detection in Nonstationary Time Series.

    PubMed

    Liu, Siqi; Wright, Adam; Hauskrecht, Milos

    2017-05-01

    The objective of this work is to develop methods for detecting outliers in time series data. Such methods can become the key component of various monitoring and alerting systems, where an outlier may be equal to some adverse condition that needs human attention. However, real-world time series are often affected by various sources of variability present in the environment that may influence the quality of detection; they may (1) explain some of the changes in the signal that would otherwise lead to false positive detections, as well as, (2) reduce the sensitivity of the detection algorithm leading to increase in false negatives. To alleviate these problems, we propose a new two-layer outlier detection approach that first tries to model and account for the nonstationarity and periodic variation in the time series, and then tries to use other observable variables in the environment to explain any additional signal variation. Our experiments on several data sets in different domains show that our method provides more accurate modeling of the time series, and that it is able to significantly improve outlier detection performance.

  3. A multidisciplinary database for geophysical time series management

    NASA Astrophysics Data System (ADS)

    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.

  4. Noise analysis of GPS time series in Taiwan

    NASA Astrophysics Data System (ADS)

    Lee, You-Chia; Chang, Wu-Lung

    2017-04-01

    Global positioning system (GPS) usually used for researches of plate tectonics and crustal deformation. In most studies, GPS time series considered only time-independent noises (white noise), but time-dependent noises (flicker noise, random walk noise) which were found by nearly twenty years are also important to the precision of data. The rate uncertainties of stations will be underestimated if the GPS time series are assumed only time-independent noise. Therefore studying the noise properties of GPS time series is necessary in order to realize the precision and reliability of velocity estimates. The lengths of our GPS time series are from over 500 stations around Taiwan with time spans longer than 2.5 years up to 20 years. The GPS stations include different monument types such as deep drill braced, roof, metal tripod, and concrete pier, and the most common type in Taiwan is the metal tripod. We investigated the noise properties of continuous GPS time series by using the spectral index and amplitude of the power law noise. During the process we first remove the data outliers, and then estimate linear trend, size of offsets, and seasonal signals, and finally the amplitudes of the power-law and white noise are estimated simultaneously. Our preliminary results show that the noise amplitudes of the north component are smaller than that of the other two components, and the largest amplitudes are in the vertical. We also find that the amplitudes of white noise and power-law noises are positively correlated in three components. Comparisons of noise amplitudes of different monument types in Taiwan reveal that the deep drill braced monuments have smaller data uncertainties and therefore are more stable than other monuments.

  5. Higher-Order Hurst Signatures: Dynamical Information in Time Series

    NASA Astrophysics Data System (ADS)

    Ferenbaugh, Willis

    2005-10-01

    Understanding and comparing time series from different systems requires characteristic measures of the dynamics embedded in the series. The Hurst exponent is a second-order dynamical measure of a time series which grew up within the blossoming fractal world of Mandelbrot. This characteristic measure is directly related to the behavior of the autocorrelation, the power-spectrum, and other second-order things. And as with these other measures, the Hurst exponent captures and quantifies some but not all of the intrinsic nature of a series. The more elusive characteristics live in the phase spectrum and the higher-order spectra. This research is a continuing quest to (more) fully characterize the dynamical information in time series produced by plasma experiments or models. The goal is to supplement the series information which can be represented by a Hurst exponent, and we would like to develop supplemental techniques in analogy with Hurst's original R/S analysis. These techniques should be another way to plumb the higher-order dynamics.

  6. Speed of Gravity Measured for First Time

    NASA Astrophysics Data System (ADS)

    2003-01-01

    Taking advantage of a rare cosmic alignment, scientists have made the first measurement of the speed at which the force of gravity propagates, giving a numerical value to one of the last unmeasured fundamental constants of physics. "Newton thought that gravity's force was instantaneous. Einstein assumed that it moved at the speed of light, but until now, no one had measured it," said Sergei Kopeikin, a physicist at the University of Missouri-Columbia. VLA Image of Jupiter VLA Image of Jupiter CREDIT: NRAO/AUI/NSF "We have determined that gravity's propagation speed is equal to the speed of light within an accuracy of 20 percent," said Ed Fomalont, an astronomer at the National Radio Astronomy Observatory (NRAO) in Charlottesville, VA. The scientists presented their findings to the American Astronomical Society's meeting in Seattle, WA. The landmark measurement is important to physicists working on unified field theories that attempt to combine particle physics with Einstein's general theory of relativity and electromagnetic theory. "Our measurement puts some strong limits on the theories that propose extra dimensions, such as superstring theory and brane theories," Kopeikin said. "Knowing the speed of gravity can provide an important test of the existence and compactness of these extra dimensions," he added. Superstring theory proposes that the fundamental particles of nature are not pointlike, but rather incredibly small loops or strings, whose properties are determined by different modes of vibration. Branes (a word derived from membranes) are multidimensional surfaces, and some current physical theories propose space-time branes embedded to five dimensions. The scientists used the National Science Foundation's Very Long Baseline Array (VLBA), a continent-wide radio-telescope system, along with the 100-meter radio telescope in Effelsberg, Germany, to make an extremely precise observation when the planet Jupiter passed nearly in front of a bright quasar on

  7. Fast Determination of Distribution-Connected PV Impacts Using a Variable Time-Step Quasi-Static Time-Series Approach: Preprint

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Mather, Barry

    The increasing deployment of distribution-connected photovoltaic (DPV) systems requires utilities to complete complex interconnection studies. Relatively simple interconnection study methods worked well for low penetrations of photovoltaic systems, but more complicated quasi-static time-series (QSTS) analysis is required to make better interconnection decisions as DPV penetration levels increase. Tools and methods must be developed to support this. This paper presents a variable-time-step solver for QSTS analysis that significantly shortens the computational time and effort to complete a detailed analysis of the operation of a distribution circuit with many DPV systems. Specifically, it demonstrates that the proposed variable-time-step solver can reduce themore » required computational time by as much as 84% without introducing any important errors to metrics, such as the highest and lowest voltage occurring on the feeder, number of voltage regulator tap operations, and total amount of losses realized in the distribution circuit during a 1-yr period. Further improvement in computational speed is possible with the introduction of only modest errors in these metrics, such as a 91 percent reduction with less than 5 percent error when predicting voltage regulator operations.« less

  8. Analysis of Time-Series Quasi-Experiments. Final Report.

    ERIC Educational Resources Information Center

    Glass, Gene V.; Maguire, Thomas O.

    The objective of this project was to investigate the adequacy of statistical models developed by G. E. P. Box and G. C. Tiao for the analysis of time-series quasi-experiments: (1) The basic model developed by Box and Tiao is applied to actual time-series experiment data from two separate experiments, one in psychology and one in educational…

  9. A Computer Evolution in Teaching Undergraduate Time Series

    ERIC Educational Resources Information Center

    Hodgess, Erin M.

    2004-01-01

    In teaching undergraduate time series courses, we have used a mixture of various statistical packages. We have finally been able to teach all of the applied concepts within one statistical package; R. This article describes the process that we use to conduct a thorough analysis of a time series. An example with a data set is provided. We compare…

  10. Modeling Time Series Data for Supervised Learning

    ERIC Educational Resources Information Center

    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…

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

    NASA Astrophysics Data System (ADS)

    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.

  12. GNSS Network Time Series Analysis

    NASA Astrophysics Data System (ADS)

    Balodis, J.; Janpaule, I.; Haritonova, D.; Normand, M.; Silabriedis, G.; Zarinjsh, A.; Zvirgzds, J.

    2012-04-01

    Time series of GNSS station results of both the EUPOS®-RIGA and LATPOS networks has been developed at the Institute of Geodesy and Geoinformation (University of Latvia) using Bernese v.5.0 software. The base stations were selected among the EPN and IGS stations in surroundings of Latvia. In various day solutions the base station selection has been miscellaneous. Most frequently 5 - 8 base stations were selected from a set of stations {BOR1, JOEN, JOZE, MDVJ, METS, POLV, PULK, RIGA, TORA, VAAS, VISO, VLNS}. The rejection of "bad base stations" was performed by Bernese software depending on the quality of proper station data in proper day. This caused a reason of miscellaneous base station selection in various days. The results of time series are analysed. The question aroused on the nature of some outlying situations. The seasonal effect of the behaviour of the network has been identified when distance and elevation changes between stations has been analysed. The dependence from various influences has been recognised.

  13. Evaluation of Scaling Invariance Embedded in Short Time Series

    PubMed Central

    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 . Calculations with specified Hurst exponent values of 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 () and sharp confidential interval (standard deviation ). 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. PMID:25549356

  14. Clinical time series prediction: towards a hierarchical dynamical system framework

    PubMed Central

    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

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

    PubMed

    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.

  16. Characterizing time series: when Granger causality triggers complex networks

    NASA Astrophysics Data System (ADS)

    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.

  17. Filter-based multiscale entropy analysis of complex physiological time series.

    PubMed

    Xu, Yuesheng; Zhao, Liang

    2013-08-01

    Multiscale entropy (MSE) has been widely and successfully used in analyzing the complexity of physiological time series. We reinterpret the averaging process in MSE as filtering a time series by a filter of a piecewise constant type. From this viewpoint, we introduce filter-based multiscale entropy (FME), which filters a time series to generate multiple frequency components, and then we compute the blockwise entropy of the resulting components. By choosing filters adapted to the feature of a given time series, FME is able to better capture its multiscale information and to provide more flexibility for studying its complexity. Motivated by the heart rate turbulence theory, which suggests that the human heartbeat interval time series can be described in piecewise linear patterns, we propose piecewise linear filter multiscale entropy (PLFME) for the complexity analysis of the time series. Numerical results from PLFME are more robust to data of various lengths than those from MSE. The numerical performance of the adaptive piecewise constant filter multiscale entropy without prior information is comparable to that of PLFME, whose design takes prior information into account.

  18. Constant power speed range extension of surface mounted PM motors

    DOEpatents

    Lawler, Jack Steward; Bailey, John Milton

    2001-01-01

    A circuit and method for controlling a rotating machine (11) in the constant horsepower range above base speed uses an inverter (15) having SCR's (T1-T6) connected in series with the primary commutation switches (Q1-Q6) to control turn off of the primary commutation switches and to protect the primary commutation switches from faults. The primary commutation switches (Q1-Q6) are controlled by a controller (14), to fire in advance or after a time when the back emf equals the applied voltage, and then to turn off after a precise dwell time, such that suitable power is developed at speeds up to at least six times base speed.

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

    PubMed

    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.

  20. Signatures of ecological processes in microbial community time series.

    PubMed

    Faust, Karoline; Bauchinger, Franziska; Laroche, Béatrice; de Buyl, Sophie; Lahti, Leo; Washburne, Alex D; Gonze, Didier; Widder, Stefanie

    2018-06-28

    Growth rates, interactions between community members, stochasticity, and immigration are important drivers of microbial community dynamics. In sequencing data analysis, such as network construction and community model parameterization, we make implicit assumptions about the nature of these drivers and thereby restrict model outcome. Despite apparent risk of methodological bias, the validity of the assumptions is rarely tested, as comprehensive procedures are lacking. Here, we propose a classification scheme to determine the processes that gave rise to the observed time series and to enable better model selection. We implemented a three-step classification scheme in R that first determines whether dependence between successive time steps (temporal structure) is present in the time series and then assesses with a recently developed neutrality test whether interactions between species are required for the dynamics. If the first and second tests confirm the presence of temporal structure and interactions, then parameters for interaction models are estimated. To quantify the importance of temporal structure, we compute the noise-type profile of the community, which ranges from black in case of strong dependency to white in the absence of any dependency. We applied this scheme to simulated time series generated with the Dirichlet-multinomial (DM) distribution, Hubbell's neutral model, the generalized Lotka-Volterra model and its discrete variant (the Ricker model), and a self-organized instability model, as well as to human stool microbiota time series. The noise-type profiles for all but DM data clearly indicated distinctive structures. The neutrality test correctly classified all but DM and neutral time series as non-neutral. The procedure reliably identified time series for which interaction inference was suitable. Both tests were required, as we demonstrated that all structured time series, including those generated with the neutral model, achieved a moderate to high

  1. Neural network versus classical time series forecasting models

    NASA Astrophysics Data System (ADS)

    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.

  2. Testing for nonlinearity in non-stationary physiological time series.

    PubMed

    Guarín, Diego; Delgado, Edilson; Orozco, Álvaro

    2011-01-01

    Testing for nonlinearity is one of the most important preprocessing steps in nonlinear time series analysis. Typically, this is done by means of the linear surrogate data methods. But it is a known fact that the validity of the results heavily depends on the stationarity of the time series. Since most physiological signals are non-stationary, it is easy to falsely detect nonlinearity using the linear surrogate data methods. In this document, we propose a methodology to extend the procedure for generating constrained surrogate time series in order to assess nonlinearity in non-stationary data. The method is based on the band-phase-randomized surrogates, which consists (contrary to the linear surrogate data methods) in randomizing only a portion of the Fourier phases in the high frequency domain. Analysis of simulated time series showed that in comparison to the linear surrogate data method, our method is able to discriminate between linear stationarity, linear non-stationary and nonlinear time series. Applying our methodology to heart rate variability (HRV) records of five healthy patients, we encountered that nonlinear correlations are present in this non-stationary physiological signals.

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

    PubMed

    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.

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

    PubMed

    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.

  5. Multiresolution analysis of Bursa Malaysia KLCI time series

    NASA Astrophysics Data System (ADS)

    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.

  6. Time series momentum and contrarian effects in the Chinese stock market

    NASA Astrophysics Data System (ADS)

    Shi, Huai-Long; Zhou, Wei-Xing

    2017-10-01

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

  7. Time-Series Analysis: A Cautionary Tale

    NASA Technical Reports Server (NTRS)

    Damadeo, Robert

    2015-01-01

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

  8. Summary Report on the High-Speed Characteristics of Six Model Wings Having NACA 65sub1-Series Sections

    NASA Technical Reports Server (NTRS)

    Hamilton, William T; Nelson, Warren H

    1947-01-01

    A summary of the results of wind-tunnel tests to determine the high-speed aerodynamic characteristics of six model wings having NACA 65sub1-series sections is presented in this report. The 8-percent-thick wings were superior to the 10-percent and 12-percent-thick wings from the standpoint of power economy during level flight for Mach numbers above 0.76. However, airplanes that are to fly at Mach numbers below 0.76 will gain aerodynamically if the percentage thickness of the wing and the aspect ratio are both increased. The lift-curve slopes for the 8-percent-thick wings at 0.85 Mach number were roughly twice their low-speed values.

  9. Alternative predictors in chaotic time series

    NASA Astrophysics Data System (ADS)

    Alves, P. R. L.; Duarte, L. G. S.; da Mota, L. A. C. P.

    2017-06-01

    In the scheme of reconstruction, non-polynomial predictors improve the forecast from chaotic time series. The algebraic manipulation in the Maple environment is the basis for obtaining of accurate predictors. Beyond the different times of prediction, the optional arguments of the computational routines optimize the running and the analysis of global mappings.

  10. Online Conditional Outlier Detection in Nonstationary Time Series

    PubMed Central

    Liu, Siqi; Wright, Adam; Hauskrecht, Milos

    2017-01-01

    The objective of this work is to develop methods for detecting outliers in time series data. Such methods can become the key component of various monitoring and alerting systems, where an outlier may be equal to some adverse condition that needs human attention. However, real-world time series are often affected by various sources of variability present in the environment that may influence the quality of detection; they may (1) explain some of the changes in the signal that would otherwise lead to false positive detections, as well as, (2) reduce the sensitivity of the detection algorithm leading to increase in false negatives. To alleviate these problems, we propose a new two-layer outlier detection approach that first tries to model and account for the nonstationarity and periodic variation in the time series, and then tries to use other observable variables in the environment to explain any additional signal variation. Our experiments on several data sets in different domains show that our method provides more accurate modeling of the time series, and that it is able to significantly improve outlier detection performance. PMID:29644345

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

    PubMed

    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.

  12. Drunk driving detection based on classification of multivariate time series.

    PubMed

    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.

  13. Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.

    PubMed

    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.

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

    PubMed

    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.

  15. Using SAR satellite data time series for regional glacier mapping

    NASA Astrophysics Data System (ADS)

    Winsvold, Solveig H.; Kääb, Andreas; Nuth, Christopher; Andreassen, Liss M.; van Pelt, Ward J. J.; Schellenberger, Thomas

    2018-03-01

    With dense SAR satellite data time series it is possible to map surface and subsurface glacier properties that vary in time. On Sentinel-1A and RADARSAT-2 backscatter time series images over mainland Norway and Svalbard, we outline how to map glaciers using descriptive methods. We present five application scenarios. The first shows potential for tracking transient snow lines with SAR backscatter time series and correlates with both optical satellite images (Sentinel-2A and Landsat 8) and equilibrium line altitudes derived from in situ surface mass balance data. In the second application scenario, time series representation of glacier facies corresponding to SAR glacier zones shows potential for a more accurate delineation of the zones and how they change in time. The third application scenario investigates the firn evolution using dense SAR backscatter time series together with a coupled energy balance and multilayer firn model. We find strong correlation between backscatter signals with both the modeled firn air content and modeled wetness in the firn. In the fourth application scenario, we highlight how winter rain events can be detected in SAR time series, revealing important information about the area extent of internal accumulation. In the last application scenario, averaged summer SAR images were found to have potential in assisting the process of mapping glaciers outlines, especially in the presence of seasonal snow. Altogether we present examples of how to map glaciers and to further understand glaciological processes using the existing and future massive amount of multi-sensor time series data.

  16. Non-linear forecasting in high-frequency financial time series

    NASA Astrophysics Data System (ADS)

    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.

  17. Pseudo-random bit generator based on lag time series

    NASA Astrophysics Data System (ADS)

    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.

  18. miniSEED: The Backbone Data Format for Seismological Time Series

    NASA Astrophysics Data System (ADS)

    Ahern, T. K.; Benson, R. B.; Trabant, C. M.

    2017-12-01

    In 1987, the International Federation of Digital Seismograph Networks (FDSN), adopted the Standard for the Exchange of Earthquake Data (SEED) format to be used for data archiving and exchange of seismological time series data. Since that time, the format has evolved to accommodate new capabilities and features. For example, a notable change in 1992 allowed the format, which includes both the comprehensive metadata and the time series samples, to be used in two additional forms: a container for metadata only called "dataless SEED", and 2) a stand-alone structure for time series called "miniSEED". While specifically designed for seismological data and related metadata, this format has proven to be a useful format for a wide variety of geophysical time series data. Many FDSN data centers now store temperature, pressure, infrasound, tilt and other time series measurements in this internationally used format. Since April 2016, members of the FDSN have been in discussions to design a next generation miniSEED format to accommodate current and future needs, to further generalize the format, and to address a number of historical problems or limitations. We believe the correct approach is to simplify the header, allow for arbitrary header additions, expand the current identifiers, and allow for anticipated future identifiers which are currently unknown. We also believe the primary goal of the format is for efficient archiving, selection and exchange of time series data. By focusing on these goals we avoid trying to generalize the format too broadly into specialized areas such as efficient, low-latency delivery, or including unbounded non-time series data. Our presentation will provide an overview of this format and highlight its most valuable characteristics for time series data from any geophysical domain or beyond.

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

    NASA Astrophysics Data System (ADS)

    Rhodes, Carl; Morari, Manfred

    1997-05-01

    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.

  20. Stationarity and periodicities of linear speed of coronal mass ejection: a statistical signal processing approach

    NASA Astrophysics Data System (ADS)

    Chattopadhyay, Anirban; Khondekar, Mofazzal Hossain; Bhattacharjee, Anup Kumar

    2017-09-01

    In this paper initiative has been taken to search the periodicities of linear speed of Coronal Mass Ejection in solar cycle 23. Double exponential smoothing and Discrete Wavelet Transform are being used for detrending and filtering of the CME linear speed time series. To choose the appropriate statistical methodology for the said purpose, Smoothed Pseudo Wigner-Ville distribution (SPWVD) has been used beforehand to confirm the non-stationarity of the time series. The Time-Frequency representation tool like Hilbert Huang Transform and Empirical Mode decomposition has been implemented to unearth the underneath periodicities in the non-stationary time series of the linear speed of CME. Of all the periodicities having more than 95% Confidence Level, the relevant periodicities have been segregated out using Integral peak detection algorithm. The periodicities observed are of low scale ranging from 2-159 days with some relevant periods like 4 days, 10 days, 11 days, 12 days, 13.7 days, 14.5 and 21.6 days. These short range periodicities indicate the probable origin of the CME is the active longitude and the magnetic flux network of the sun. The results also insinuate about the probable mutual influence and causality with other solar activities (like solar radio emission, Ap index, solar wind speed, etc.) owing to the similitude between their periods and CME linear speed periods. The periodicities of 4 days and 10 days indicate the possible existence of the Rossby-type waves or planetary waves in Sun.

  1. Scalable Prediction of Energy Consumption using Incremental Time Series Clustering

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    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 datamore » points, and show the efficacy of our techniques in improving the prediction error of time series data within polynomial time.« less

  2. A data mining framework for time series estimation.

    PubMed

    Hu, Xiao; Xu, Peng; Wu, Shaozhi; Asgari, Shadnaz; Bergsneider, Marvin

    2010-04-01

    Time series estimation techniques are usually employed in biomedical research to derive variables less accessible from a set of related and more accessible variables. These techniques are traditionally built from systems modeling approaches including simulation, blind decovolution, and state estimation. In this work, we define target time series (TTS) and its related time series (RTS) as the output and input of a time series estimation process, respectively. We then propose a novel data mining framework for time series estimation when TTS and RTS represent different sets of observed variables from the same dynamic system. This is made possible by mining a database of instances of TTS, its simultaneously recorded RTS, and the input/output dynamic models between them. The key mining strategy is to formulate a mapping function for each TTS-RTS pair in the database that translates a feature vector extracted from RTS to the dissimilarity between true TTS and its estimate from the dynamic model associated with the same TTS-RTS pair. At run time, a feature vector is extracted from an inquiry RTS and supplied to the mapping function associated with each TTS-RTS pair to calculate a dissimilarity measure. An optimal TTS-RTS pair is then selected by analyzing these dissimilarity measures. The associated input/output model of the selected TTS-RTS pair is then used to simulate the TTS given the inquiry RTS as an input. An exemplary implementation was built to address a biomedical problem of noninvasive intracranial pressure assessment. The performance of the proposed method was superior to that of a simple training-free approach of finding the optimal TTS-RTS pair by a conventional similarity-based search on RTS features. 2009 Elsevier Inc. All rights reserved.

  3. Using Time-Series Regression to Predict Academic Library Circulations.

    ERIC Educational Resources Information Center

    Brooks, Terrence A.

    1984-01-01

    Four methods were used to forecast monthly circulation totals in 15 midwestern academic libraries: dummy time-series regression, lagged time-series regression, simple average (straight-line forecasting), monthly average (naive forecasting). In tests of forecasting accuracy, dummy regression method and monthly mean method exhibited smallest average…

  4. JWST NIRCam Time Series Observations

    NASA Technical Reports Server (NTRS)

    Greene, Tom; Schlawin, E.

    2017-01-01

    We explain how to make time-series observations with the Near-Infrared camera (NIRCam) science instrument of the James Webb Space Telescope. Both photometric and spectroscopic observations are described. We present the basic capabilities and performance of NIRCam and show examples of how to set its observing parameters using the Space Telescope Science Institute's Astronomer's Proposal Tool (APT).

  5. Time series analysis of InSAR data: Methods and trends

    NASA Astrophysics Data System (ADS)

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

    2016-05-01

    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.

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

    PubMed

    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

  7. Approximate Entropies for Stochastic Time Series and EKG Time Series of Patients with Epilepsy and Pseudoseizures

    NASA Astrophysics Data System (ADS)

    Vyhnalek, Brian; Zurcher, Ulrich; O'Dwyer, Rebecca; Kaufman, Miron

    2009-10-01

    A wide range of heart rate irregularities have been reported in small studies of patients with temporal lobe epilepsy [TLE]. We hypothesize that patients with TLE display cardiac dysautonomia in either a subclinical or clinical manner. In a small study, we have retrospectively identified (2003-8) two groups of patients from the epilepsy monitoring unit [EMU] at the Cleveland Clinic. No patients were diagnosed with cardiovascular morbidities. The control group consisted of patients with confirmed pseudoseizures and the experimental group had confirmed right temporal lobe epilepsy through a seizure free outcome after temporal lobectomy. We quantified the heart rate variability using the approximate entropy [ApEn]. We found similar values of the ApEn in all three states of consciousness (awake, sleep, and proceeding seizure onset). In the TLE group, there is some evidence for greater variability in the awake than in either the sleep or proceeding seizure onset. Here we present results for mathematically-generated time series: the heart rate fluctuations ξ follow the γ statistics i.e., p(ξ)=γ-1(k) ξ^k exp(-ξ). This probability function has well-known properties and its Shannon entropy can be expressed in terms of the γ-function. The parameter k allows us to generate a family of heart rate time series with different statistics. The ApEn calculated for the generated time series for different values of k mimic the properties found for the TLE and pseudoseizure group. Our results suggest that the ApEn is an effective tool to probe differences in statistics of heart rate fluctuations.

  8. Providing web-based tools for time series access and analysis

    NASA Astrophysics Data System (ADS)

    Eberle, Jonas; Hüttich, Christian; Schmullius, Christiane

    2014-05-01

    Time series information is widely used in environmental change analyses and is also an essential information for stakeholders and governmental agencies. However, a challenging issue is the processing of raw data and the execution of time series analysis. In most cases, data has to be found, downloaded, processed and even converted in the correct data format prior to executing time series analysis tools. Data has to be prepared to use it in different existing software packages. Several packages like TIMESAT (Jönnson & Eklundh, 2004) for phenological studies, BFAST (Verbesselt et al., 2010) for breakpoint detection, and GreenBrown (Forkel et al., 2013) for trend calculations are provided as open-source software and can be executed from the command line. This is needed if data pre-processing and time series analysis is being automated. To bring both parts, automated data access and data analysis, together, a web-based system was developed to provide access to satellite based time series data and access to above mentioned analysis tools. Users of the web portal are able to specify a point or a polygon and an available dataset (e.g., Vegetation Indices and Land Surface Temperature datasets from NASA MODIS). The data is then being processed and provided as a time series CSV file. Afterwards the user can select an analysis tool that is being executed on the server. The final data (CSV, plot images, GeoTIFFs) is visualized in the web portal and can be downloaded for further usage. As a first use case, we built up a complimentary web-based system with NASA MODIS products for Germany and parts of Siberia based on the Earth Observation Monitor (www.earth-observation-monitor.net). The aim of this work is to make time series analysis with existing tools as easy as possible that users can focus on the interpretation of the results. References: Jönnson, P. and L. Eklundh (2004). TIMESAT - a program for analysing time-series of satellite sensor data. Computers and Geosciences 30

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

    NASA Astrophysics Data System (ADS)

    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.

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

    NASA Astrophysics Data System (ADS)

    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.

  11. Associations between timing in the baseball pitch and shoulder kinetics, elbow kinetics, and ball speed.

    PubMed

    Urbin, M A; Fleisig, Glenn S; Abebe, Asheber; Andrews, James R

    2013-02-01

    A baseball pitcher's ability to maximize ball speed while avoiding shoulder and elbow injuries is an important determinant of a successful career. Pitching injuries are attributed to microtrauma brought about by the repetitive stress of high-magnitude shoulder and elbow kinetics. Over a number of pitches, variations in timing peak angular velocities of trunk segment rotations will be significantly associated with ball speed and upper extremity kinetic parameters. Descriptive laboratory study. Kinematic and kinetic data were derived from 9 to 15 fastball pitches performed by 16 active, healthy collegiate (n = 8) and professional (n = 8) pitchers via 3-dimensional motion capture (240 Hz). Each pitch was decomposed into 4 phases corresponding to the time between peak angular velocities of sequential body segment rotations. Four mixed models were used to evaluate which phases varied significantly in relation to ball speed, peak shoulder proximal force, peak shoulder internal rotation torque, and peak elbow varus torque. Mixed-model parameter coefficient estimates were used to quantify the influence of these variations in timing on ball speed and upper extremity kinetics. All 4 mixed models were significant (P < .05). The time from stride-foot contact to peak pelvis angular velocity varied significantly in relation to all upper extremity kinetic parameters and ball speed. Increased time in this phase correlated with decreases in all parameters. Decreased ball speed also correlated with increased time between peak upper torso and elbow extension angular velocities. Decreased shoulder proximal force also correlated with increased time between peak pelvis and upper torso angular velocities. There are specific phases that vary in relation to ball speed and upper extremity kinetic parameters, reinforcing the importance of effectively and consistently timing segmental interactions. For the specific interactions that varied significantly, increased phase times were associated

  12. A reward semi-Markov process with memory for wind speed modeling

    NASA Astrophysics Data System (ADS)

    Petroni, F.; D'Amico, G.; Prattico, F.

    2012-04-01

    -order Markov chain with different number of states, and Weibull distribution. All this model use Markov chains to generate synthetic wind speed time series but the search for a better model is still open. Approaching this issue, we applied new models which are generalization of Markov models. More precisely we applied semi-Markov models to generate synthetic wind speed time series. The primary goal of this analysis is the study of the time history of the wind in order to assess its reliability as a source of power and to determine the associated storage levels required. In order to assess this issue we use a probabilistic model based on indexed semi-Markov process [4] to which a reward structure is attached. Our model is used to calculate the expected energy produced by a given turbine and its variability expressed by the variance of the process. Our results can be used to compare different wind farms based on their reward and also on the risk of missed production due to the intrinsic variability of the wind speed process. The model is used to generate synthetic time series for wind speed by means of Monte Carlo simulations and backtesting procedure is used to compare results on first and second oder moments of rewards between real and synthetic data. [1] A. Shamshad, M.A. Bawadi, W.M.W. Wan Hussin, T.A. Majid, S.A.M. Sanusi, First and second order Markov chain models for synthetic gen- eration of wind speed time series, Energy 30 (2005) 693-708. [2] H. Nfaoui, H. Essiarab, A.A.M. Sayigh, A stochastic Markov chain model for simulating wind speed time series at Tangiers, Morocco, Re- newable Energy 29 (2004) 1407-1418. [3] F. Youcef Ettoumi, H. Sauvageot, A.-E.-H. Adane, Statistical bivariate modeling of wind using first-order Markov chain and Weibull distribu- tion, Renewable Energy 28 (2003) 1787-1802. [4]F. Petroni, G. D'Amico, F. Prattico, Indexed semi-Markov process for wind speed modeling. To be submitted.

  13. Constructing the reduced dynamical models of interannual climate variability from spatial-distributed time series

    NASA Astrophysics Data System (ADS)

    Mukhin, Dmitry; Gavrilov, Andrey; Loskutov, Evgeny; Feigin, Alexander

    2016-04-01

    We suggest a method for empirical forecast of climate dynamics basing on the reconstruction of reduced dynamical models in a form of random dynamical systems [1,2] derived from observational time series. The construction of proper embedding - the set of variables determining the phase space the model works in - is no doubt the most important step in such a modeling, but this task is non-trivial due to huge dimension of time series of typical climatic fields. Actually, an appropriate expansion of observational time series is needed yielding the number of principal components considered as phase variables, which are to be efficient for the construction of low-dimensional evolution operator. We emphasize two main features the reduced models should have for capturing the main dynamical properties of the system: (i) taking into account time-lagged teleconnections in the atmosphere-ocean system and (ii) reflecting the nonlinear nature of these teleconnections. In accordance to these principles, in this report we present the methodology which includes the combination of a new way for the construction of an embedding by the spatio-temporal data expansion and nonlinear model construction on the basis of artificial neural networks. The methodology is aplied to NCEP/NCAR reanalysis data including fields of sea level pressure, geopotential height, and wind speed, covering Northern Hemisphere. Its efficiency for the interannual forecast of various climate phenomena including ENSO, PDO, NAO and strong blocking event condition over the mid latitudes, is demonstrated. Also, we investigate the ability of the models to reproduce and predict the evolution of qualitative features of the dynamics, such as spectral peaks, critical transitions and statistics of extremes. This research was supported by the Government of the Russian Federation (Agreement No. 14.Z50.31.0033 with the Institute of Applied Physics RAS) [1] Y. I. Molkov, E. M. Loskutov, D. N. Mukhin, and A. M. Feigin, "Random

  14. CMEs' Speed, Travel Time, and Temperature: A Thermodynamic Approach

    NASA Astrophysics Data System (ADS)

    Durand-Manterola, Hector J.; Flandes, Alberto; Rivera, Ana Leonor; Lara, Alejandro; Niembro, Tatiana

    2017-12-01

    Due to their important role in space weather, coronal mass ejections or CMEs have been thoroughly studied in order to forecast their speed and transit time from the Sun to the Earth. We present a thermodynamic analytical model that describes the dynamics of CMEs. The thermodynamic approach has some advantages with respect to the hydrodynamic approach. First, it deals with the energy involved, which is a scalar quantity. Second, one may calculate the work done by the different forces separately and sum all contributions to determine the changes in speed, which simplifies the problem and allows us to obtain fully rigorous results. Our model considers the drag force, which dominates the dynamics of CMEs and the solar gravitational force, which has a much smaller effect, but it is, still, relevant enough to be considered. We derive an explicit analytical expression for the speed of CMEs in terms of its most relevant parameters and obtain an analytical expression for the CME temperature. The model is tested with a CME observed at three different heliocentric distances with three different spacecraft (SOHO, ACE, and Ulysses); also, with a set of 11 CMEs observed with the SOHO, Wind, and ACE spacecraft and, finally, with two events observed with the STEREO spacecraft. In all cases, we have a consistent agreement between the theoretical and the observed speeds and transit times. Additionally, for the set of 11 events, we estimate their temperatures at their departure position from their temperatures measured near the orbit of the Earth.

  15. Analyses of Inhomogeneities in Radiosonde Temperature and Humidity Time Series.

    NASA Astrophysics Data System (ADS)

    Zhai, Panmao; Eskridge, Robert E.

    1996-04-01

    Twice daily radiosonde data from selected stations in the United States (period 1948 to 1990) and China (period 1958 to 1990) were sorted into time series. These stations have one sounding taken in darkness and the other in sunlight. The analysis shows that the 0000 and 1200 UTC time series are highly correlated. Therefore, the Easterling and Peterson technique was tested on the 0000 and 1200 time series to detect inhomogeneities and to estimate the size of the biases. Discontinuities were detected using the difference series created from the 0000 and 1200 UTC time series. To establish that the detected bias was significant, a t test was performed to confirm that the change occurs in the daytime series but not in the nighttime series.Both U.S. and Chinese radiosonde temperature and humidity data include inhomogeneities caused by changes in radiosonde sensors and observation times. The U.S. humidity data have inhomogeneities that were caused by instrument changes and the censoring of data. The practice of reporting relative humidity as 19% when it is lower than 20% or the temperature is below 40°C is called censoring. This combination of procedural and instrument changes makes the detection of biases and adjustment of the data very difficult. In the Chinese temperatures, them are inhomogeneities related to a change in the radiation correction procedure.Test results demonstrate that a modified Easterling and Peterson method is suitable for use in detecting and adjusting time series radiosonde data.Accurate stations histories are very desirable. Stations histories can confirm that detected inhomogeneities are related to instrument or procedural changes. Adjustments can then he made to the data with some confidence.

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

    PubMed

    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.

  17. Aggregated Indexing of Biomedical Time Series Data

    PubMed Central

    Woodbridge, Jonathan; Mortazavi, Bobak; Sarrafzadeh, Majid; Bui, Alex A.T.

    2016-01-01

    Remote and wearable medical sensing has the potential to create very large and high dimensional datasets. Medical time series databases must be able to efficiently store, index, and mine these datasets to enable medical professionals to effectively analyze data collected from their patients. Conventional high dimensional indexing methods are a two stage process. First, a superset of the true matches is efficiently extracted from the database. Second, supersets are pruned by comparing each of their objects to the query object and rejecting any objects falling outside a predetermined radius. This pruning stage heavily dominates the computational complexity of most conventional search algorithms. Therefore, indexing algorithms can be significantly improved by reducing the amount of pruning. This paper presents an online algorithm to aggregate biomedical times series data to significantly reduce the search space (index size) without compromising the quality of search results. This algorithm is built on the observation that biomedical time series signals are composed of cyclical and often similar patterns. This algorithm takes in a stream of segments and groups them to highly concentrated collections. Locality Sensitive Hashing (LSH) is used to reduce the overall complexity of the algorithm, allowing it to run online. The output of this aggregation is used to populate an index. The proposed algorithm yields logarithmic growth of the index (with respect to the total number of objects) while keeping sensitivity and specificity simultaneously above 98%. Both memory and runtime complexities of time series search are improved when using aggregated indexes. In addition, data mining tasks, such as clustering, exhibit runtimes that are orders of magnitudes faster when run on aggregated indexes. PMID:27617298

  18. [The analytical setting of rotary speed of centrifuge rotor and centrifugation time in chemical, biochemical and microbiological practice].

    PubMed

    Zolotarev, K V

    2012-08-01

    The researchers happen to face with suspensions in their chemical, biochemical and microbiological practice. The suspensions are the disperse systems with solid dispersed phase and liquid dispersion medium and with dispersed phase particle size > 100 nm (10-7 m). Quite often the necessity occurs to separate solid particles from liquid. To use for this purpose the precipitation in gravitation field can make the process to progress too long. In this respect an effective mode is the precipitation in the field of centrifugal forces--the centrifugation. The rotary speed of centrifuge rotor and centrifugation time can be set analytically using regularities of general dynamics and hydrodynamics. To this effect, should be written and transformed the equation of First and Second Newton Laws for suspension particle being in the field of centrifugal forces and forces of resistance of liquid and vessel wall. The force of liquid resistance depends on particle motion condition in liquid. To determine the regimen the Archimedes and Reynolds numerical dimensionless criteria are to be applied. The article demonstrates the results of these transformations as analytical inverse ratio dependence of centrifugation time from rotary speed. The calculation of series of "rate-time" data permits to choose the optimal data pair on the assumption of centrifuge capacity and practical reasonability. The results of calculations are validated by actual experimental data hence the physical mathematical apparatus can be considered as effective one. The setting progress depends both from parameter (Reynolds criterion) and data series calculation. So, the most convenient way to apply this operation is the programming approach. The article proposes to use the program Microsoft Excel and VBA programming language for this purpose. The possibility to download the file from Internet to use it for fast solution is proposed.

  19. Space Object Classification Using Fused Features of Time Series Data

    NASA Astrophysics Data System (ADS)

    Jia, B.; Pham, K. D.; Blasch, E.; Shen, D.; Wang, Z.; Chen, G.

    In this paper, a fused feature vector consisting of raw time series and texture feature information is proposed for space object classification. The time series data includes historical orbit trajectories and asteroid light curves. The texture feature is derived from recurrence plots using Gabor filters for both unsupervised learning and supervised learning algorithms. The simulation results show that the classification algorithms using the fused feature vector achieve better performance than those using raw time series or texture features only.

  20. Indispensable finite time corrections for Fokker-Planck equations from time series data.

    PubMed

    Ragwitz, M; Kantz, H

    2001-12-17

    The reconstruction of Fokker-Planck equations from observed time series data suffers strongly from finite sampling rates. We show that previously published results are degraded considerably by such effects. We present correction terms which yield a robust estimation of the diffusion terms, together with a novel method for one-dimensional problems. We apply these methods to time series data of local surface wind velocities, where the dependence of the diffusion constant on the state variable shows a different behavior than previously suggested.

  1. Relating the large-scale structure of time series and visibility networks.

    PubMed

    Rodríguez, Miguel A

    2017-06-01

    The structure of time series is usually characterized by means of correlations. A new proposal based on visibility networks has been considered recently. Visibility networks are complex networks mapped from surfaces or time series using visibility properties. The structures of time series and visibility networks are closely related, as shown by means of fractional time series in recent works. In these works, a simple relationship between the Hurst exponent H of fractional time series and the exponent of the distribution of edges γ of the corresponding visibility network, which exhibits a power law, is shown. To check and generalize these results, in this paper we delve into this idea of connected structures by defining both structures more properly. In addition to the exponents used before, H and γ, which take into account local properties, we consider two more exponents that, as we will show, characterize global properties. These are the exponent α for time series, which gives the scaling of the variance with the size as var∼T^{2α}, and the exponent κ of their corresponding network, which gives the scaling of the averaged maximum of the number of edges, 〈k_{M}〉∼N^{κ}. With this representation, a more precise connection between the structures of general time series and their associated visibility network is achieved. Similarities and differences are more clearly established, and new scaling forms of complex networks appear in agreement with their respective classes of time series.

  2. Nonlinear time-series-based adaptive control applications

    NASA Technical Reports Server (NTRS)

    Mohler, R. R.; Rajkumar, V.; Zakrzewski, R. R.

    1991-01-01

    A control design methodology based on a nonlinear time-series reference model is presented. It is indicated by highly nonlinear simulations that such designs successfully stabilize troublesome aircraft maneuvers undergoing large changes in angle of attack as well as large electric power transients due to line faults. In both applications, the nonlinear controller was significantly better than the corresponding linear adaptive controller. For the electric power network, a flexible AC transmission system with series capacitor power feedback control is studied. A bilinear autoregressive moving average reference model is identified from system data, and the feedback control is manipulated according to a desired reference state. The control is optimized according to a predictive one-step quadratic performance index. A similar algorithm is derived for control of rapid changes in aircraft angle of attack over a normally unstable flight regime. In the latter case, however, a generalization of a bilinear time-series model reference includes quadratic and cubic terms in angle of attack.

  3. The Prediction of Teacher Turnover Employing Time Series Analysis.

    ERIC Educational Resources Information Center

    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…

  4. Detection of "noisy" chaos in a time series

    NASA Technical Reports Server (NTRS)

    Chon, K. H.; Kanters, J. K.; Cohen, R. J.; Holstein-Rathlou, N. H.

    1997-01-01

    Time series from biological system often displays fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely "noise". The output from most biological systems is probably the result of both the internal dynamics of the systems, and the input to the system from the surroundings. This implies that the system should be viewed as a mixed system with both stochastic and deterministic components. We present a method that appears to be useful in deciding whether determinism is present in a time series, and if this determinism has chaotic attributes. The method relies on fitting a nonlinear autoregressive model to the time series followed by an estimation of the characteristic exponents of the model over the observed probability distribution of states for the system. The method is tested by computer simulations, and applied to heart rate variability data.

  5. The Value of Interrupted Time-Series Experiments for Community Intervention Research

    PubMed Central

    Biglan, Anthony; Ary, Dennis; Wagenaar, Alexander C.

    2015-01-01

    Greater use of interrupted time-series experiments is advocated for community intervention research. Time-series designs enable the development of knowledge about the effects of community interventions and policies in circumstances in which randomized controlled trials are too expensive, premature, or simply impractical. The multiple baseline time-series design typically involves two or more communities that are repeatedly assessed, with the intervention introduced into one community at a time. It is particularly well suited to initial evaluations of community interventions and the refinement of those interventions. This paper describes the main features of multiple baseline designs and related repeated-measures time-series experiments, discusses the threats to internal validity in multiple baseline designs, and outlines techniques for statistical analyses of time-series data. Examples are given of the use of multiple baseline designs in evaluating community interventions and policy changes. PMID:11507793

  6. Safety of High Speed Ground Transportation Systems - Human Factors Phase II: Design and Evaluation of Decision Aids for Control of High-Speed Trains: Experiments and Model

    DOT National Transportation Integrated Search

    1996-12-01

    Although the speed of some guided ground transportation systems continues to : increase, the reaction time and the sensory and information processing : capacities of railroad personnel remain constant. This second report in a : series examining criti...

  7. Recurrent Neural Networks for Multivariate Time Series with Missing Values.

    PubMed

    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.

  8. Inference of scale-free networks from gene expression time series.

    PubMed

    Daisuke, Tominaga; Horton, Paul

    2006-04-01

    Quantitative time-series observation of gene expression is becoming possible, for example by cell array technology. However, there are no practical methods with which to infer network structures using only observed time-series data. As most computational models of biological networks for continuous time-series data have a high degree of freedom, it is almost impossible to infer the correct structures. On the other hand, it has been reported that some kinds of biological networks, such as gene networks and metabolic pathways, may have scale-free properties. We hypothesize that the architecture of inferred biological network models can be restricted to scale-free networks. We developed an inference algorithm for biological networks using only time-series data by introducing such a restriction. We adopt the S-system as the network model, and a distributed genetic algorithm to optimize models to fit its simulated results to observed time series data. We have tested our algorithm on a case study (simulated data). We compared optimization under no restriction, which allows for a fully connected network, and under the restriction that the total number of links must equal that expected from a scale free network. The restriction reduced both false positive and false negative estimation of the links and also the differences between model simulation and the given time-series data.

  9. Characterising experimental time series using local intrinsic dimension

    NASA Astrophysics Data System (ADS)

    Buzug, Thorsten M.; von Stamm, Jens; Pfister, Gerd

    1995-02-01

    Experimental strange attractors are analysed with the averaged local intrinsic dimension proposed by A. Passamante et al. [Phys. Rev. A 39 (1989) 3640] which is based on singular value decomposition of local trajectory matrices. The results are compared to the values of Kaplan-Yorke and the correlation dimension. The attractors, reconstructed with Takens' delay time coordinates from scalar velocity time series, are measured in the hydrodynamic Taylor-Couette system. A period doubling route towards chaos obtained from a very short Taylor-Couette cylinder yields a sequence of experimental time series where the local intrinsic dimension is applied.

  10. Rigorous accuracy assessment for 3D reconstruction using time-series Dual Fluoroscopy (DF) image pairs

    NASA Astrophysics Data System (ADS)

    Al-Durgham, Kaleel; Lichti, Derek D.; Kuntze, Gregor; Ronsky, Janet

    2017-06-01

    High-speed biplanar videoradiography, or clinically referred to as dual fluoroscopy (DF), imaging systems are being used increasingly for skeletal kinematics analysis. Typically, a DF system comprises two X-ray sources, two image intensifiers and two high-speed video cameras. The combination of these elements provides time-series image pairs of articulating bones of a joint, which permits the measurement of bony rotation and translation in 3D at high temporal resolution (e.g., 120-250 Hz). Assessment of the accuracy of 3D measurements derived from DF imaging has been the subject of recent research efforts by several groups, however with methodological limitations. This paper presents a novel and simple accuracy assessment procedure based on using precise photogrammetric tools. We address the fundamental photogrammetry principles for the accuracy evaluation of an imaging system. Bundle adjustment with selfcalibration is used for the estimation of the system parameters. The bundle adjustment calibration uses an appropriate sensor model and applies free-network constraints and relative orientation stability constraints for a precise estimation of the system parameters. A photogrammetric intersection of time-series image pairs is used for the 3D reconstruction of a rotating planar object. A point-based registration method is used to combine the 3D coordinates from the intersection and independently surveyed coordinates. The final DF accuracy measure is reported as the distance between 3D coordinates from image intersection and the independently surveyed coordinates. The accuracy assessment procedure is designed to evaluate the accuracy over the full DF image format and a wide range of object rotation. Experiment of reconstruction of a rotating planar object reported an average positional error of 0.44 +/- 0.2 mm in the derived 3D coordinates (minimum 0.05 and maximum 1.2 mm).

  11. Time series analysis of temporal networks

    NASA Astrophysics Data System (ADS)

    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

  12. Visual analytics techniques for large multi-attribute time series data

    NASA Astrophysics Data System (ADS)

    Hao, Ming C.; Dayal, Umeshwar; Keim, Daniel A.

    2008-01-01

    Time series data commonly occur when variables are monitored over time. Many real-world applications involve the comparison of long time series across multiple variables (multi-attributes). Often business people want to compare this year's monthly sales with last year's sales to make decisions. Data warehouse administrators (DBAs) want to know their daily data loading job performance. DBAs need to detect the outliers early enough to act upon them. In this paper, two new visual analytic techniques are introduced: The color cell-based Visual Time Series Line Charts and Maps highlight significant changes over time in a long time series data and the new Visual Content Query facilitates finding the contents and histories of interesting patterns and anomalies, which leads to root cause identification. We have applied both methods to two real-world applications to mine enterprise data warehouse and customer credit card fraud data to illustrate the wide applicability and usefulness of these techniques.

  13. Dynamical Analysis and Visualization of Tornadoes Time Series

    PubMed Central

    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. PMID:25790281

  14. Dynamical analysis and visualization of tornadoes time series.

    PubMed

    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.

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

    NASA Astrophysics Data System (ADS)

    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).

  16. Modelling road accidents: An approach using structural time series

    NASA Astrophysics Data System (ADS)

    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.

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

    PubMed

    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.

  18. Development of embedded real-time and high-speed vision platform

    NASA Astrophysics Data System (ADS)

    Ouyang, Zhenxing; Dong, Yimin; Yang, Hua

    2015-12-01

    Currently, high-speed vision platforms are widely used in many applications, such as robotics and automation industry. However, a personal computer (PC) whose over-large size is not suitable and applicable in compact systems is an indispensable component for human-computer interaction in traditional high-speed vision platforms. Therefore, this paper develops an embedded real-time and high-speed vision platform, ER-HVP Vision which is able to work completely out of PC. In this new platform, an embedded CPU-based board is designed as substitution for PC and a DSP and FPGA board is developed for implementing image parallel algorithms in FPGA and image sequential algorithms in DSP. Hence, the capability of ER-HVP Vision with size of 320mm x 250mm x 87mm can be presented in more compact condition. Experimental results are also given to indicate that the real-time detection and counting of the moving target at a frame rate of 200 fps at 512 x 512 pixels under the operation of this newly developed vision platform are feasible.

  19. Time series patterns and language support in DBMS

    NASA Astrophysics Data System (ADS)

    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.

  20. Estimation of Parameters from Discrete Random Nonstationary Time Series

    NASA Astrophysics Data System (ADS)

    Takayasu, H.; Nakamura, T.

    For the analysis of nonstationary stochastic time series we introduce a formulation to estimate the underlying time-dependent parameters. This method is designed for random events with small numbers that are out of the applicability range of the normal distribution. The method is demonstrated for numerical data generated by a known system, and applied to time series of traffic accidents, batting average of a baseball player and sales volume of home electronics.

  1. Documentation of a spreadsheet for time-series analysis and drawdown estimation

    USGS Publications Warehouse

    Halford, Keith J.

    2006-01-01

    Drawdowns during aquifer tests can be obscured by barometric pressure changes, earth tides, regional pumping, and recharge events in the water-level record. These stresses can create water-level fluctuations that should be removed from observed water levels prior to estimating drawdowns. Simple models have been developed for estimating unpumped water levels during aquifer tests that are referred to as synthetic water levels. These models sum multiple time series such as barometric pressure, tidal potential, and background water levels to simulate non-pumping water levels. The amplitude and phase of each time series are adjusted so that synthetic water levels match measured water levels during periods unaffected by an aquifer test. Differences between synthetic and measured water levels are minimized with a sum-of-squares objective function. Root-mean-square errors during fitting and prediction periods were compared multiple times at four geographically diverse sites. Prediction error equaled fitting error when fitting periods were greater than or equal to four times prediction periods. The proposed drawdown estimation approach has been implemented in a spreadsheet application. Measured time series are independent so that collection frequencies can differ and sampling times can be asynchronous. Time series can be viewed selectively and magnified easily. Fitting and prediction periods can be defined graphically or entered directly. Synthetic water levels for each observation well are created with earth tides, measured time series, moving averages of time series, and differences between measured and moving averages of time series. Selected series and fitting parameters for synthetic water levels are stored and drawdowns are estimated for prediction periods. Drawdowns can be viewed independently and adjusted visually if an anomaly skews initial drawdowns away from 0. The number of observations in a drawdown time series can be reduced by averaging across user

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

    NASA Astrophysics Data System (ADS)

    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

  3. Running speed during training and percent body fat predict race time in recreational male marathoners

    PubMed Central

    Barandun, Ursula; Knechtle, Beat; Knechtle, Patrizia; Klipstein, Andreas; Rüst, Christoph Alexander; Rosemann, Thomas; Lepers, Romuald

    2012-01-01

    Background Recent studies have shown that personal best marathon time is a strong predictor of race time in male ultramarathoners. We aimed to determine variables predictive of marathon race time in recreational male marathoners by using the same characteristics of anthropometry and training as used for ultramarathoners. Methods Anthropometric and training characteristics of 126 recreational male marathoners were bivariately and multivariately related to marathon race times. Results After multivariate regression, running speed of the training units (β = −0.52, P < 0.0001) and percent body fat (β = 0.27, P < 0.0001) were the two variables most strongly correlated with marathon race times. Marathon race time for recreational male runners may be estimated to some extent by using the following equation (r2 = 0.44): race time ( minutes) = 326.3 + 2.394 × (percent body fat, %) − 12.06 × (speed in training, km/hours). Running speed during training sessions correlated with prerace percent body fat (r = 0.33, P = 0.0002). The model including anthropometric and training variables explained 44% of the variance of marathon race times, whereas running speed during training sessions alone explained 40%. Thus, training speed was more predictive of marathon performance times than anthropometric characteristics. Conclusion The present results suggest that low body fat and running speed during training close to race pace (about 11 km/hour) are two key factors for a fast marathon race time in recreational male marathoner runners. PMID:24198587

  4. Running speed during training and percent body fat predict race time in recreational male marathoners.

    PubMed

    Barandun, Ursula; Knechtle, Beat; Knechtle, Patrizia; Klipstein, Andreas; Rüst, Christoph Alexander; Rosemann, Thomas; Lepers, Romuald

    2012-01-01

    Recent studies have shown that personal best marathon time is a strong predictor of race time in male ultramarathoners. We aimed to determine variables predictive of marathon race time in recreational male marathoners by using the same characteristics of anthropometry and training as used for ultramarathoners. Anthropometric and training characteristics of 126 recreational male marathoners were bivariately and multivariately related to marathon race times. After multivariate regression, running speed of the training units (β = -0.52, P < 0.0001) and percent body fat (β = 0.27, P < 0.0001) were the two variables most strongly correlated with marathon race times. Marathon race time for recreational male runners may be estimated to some extent by using the following equation (r (2) = 0.44): race time ( minutes) = 326.3 + 2.394 × (percent body fat, %) - 12.06 × (speed in training, km/hours). Running speed during training sessions correlated with prerace percent body fat (r = 0.33, P = 0.0002). The model including anthropometric and training variables explained 44% of the variance of marathon race times, whereas running speed during training sessions alone explained 40%. Thus, training speed was more predictive of marathon performance times than anthropometric characteristics. The present results suggest that low body fat and running speed during training close to race pace (about 11 km/hour) are two key factors for a fast marathon race time in recreational male marathoner runners.

  5. Time series, correlation matrices and random matrix models

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Vinayak; Seligman, Thomas H.

    2014-01-08

    In this set of five lectures the authors have presented techniques to analyze open classical and quantum systems using correlation matrices. For diverse reasons we shall see that random matrices play an important role to describe a null hypothesis or a minimum information hypothesis for the description of a quantum system or subsystem. In the former case various forms of correlation matrices of time series associated with the classical observables of some system. The fact that such series are necessarily finite, inevitably introduces noise and this finite time influence lead to a random or stochastic component in these time series.more » By consequence random correlation matrices have a random component, and corresponding ensembles are used. In the latter we use random matrices to describe high temperature environment or uncontrolled perturbations, ensembles of differing chaotic systems etc. The common theme of the lectures is thus the importance of random matrix theory in a wide range of fields in and around physics.« less

  6. A univariate model of river water nitrate time series

    NASA Astrophysics Data System (ADS)

    Worrall, F.; Burt, T. P.

    1999-01-01

    Four time series were taken from three catchments in the North and South of England. The sites chosen included two in predominantly agricultural catchments, one at the tidal limit and one downstream of a sewage treatment works. A time series model was constructed for each of these series as a means of decomposing the elements controlling river water nitrate concentrations and to assess whether this approach could provide a simple management tool for protecting water abstractions. Autoregressive (AR) modelling of the detrended and deseasoned time series showed a "memory effect". This memory effect expressed itself as an increase in the winter-summer difference in nitrate levels that was dependent upon the nitrate concentration 12 or 6 months previously. Autoregressive moving average (ARMA) modelling showed that one of the series contained seasonal, non-stationary elements that appeared as an increasing trend in the winter-summer difference. The ARMA model was used to predict nitrate levels and predictions were tested against data held back from the model construction process - predictions gave average percentage errors of less than 10%. Empirical modelling can therefore provide a simple, efficient method for constructing management models for downstream water abstraction.

  7. High-speed reacting flow simulation using USA-series codes

    NASA Astrophysics Data System (ADS)

    Chakravarthy, S. R.; Palaniswamy, S.

    In this paper, the finite-rate chemistry (FRC) formulation for the USA-series of codes and three sets of validations are presented. USA-series computational fluid dynamics (CFD) codes are based on Unified Solution Algorithms including explicity and implicit formulations, factorization and relaxation approaches, time marching and space marching methodolgies, etc., in order to be able to solve a very wide class of CDF problems using a single framework. Euler or Navier-Stokes equations are solved using a finite-volume treatment with upwind Total Variation Diminishing discretization for the inviscid terms. Perfect and real gas options are available including equilibrium and nonequilibrium chemistry. This capability has been widely used to study various problems including Space Shuttle exhaust plumes, National Aerospace Plane (NASP) designs, etc. (1) Numerical solutions are presented showing the full range of possible solutions to steady detonation wave problems. (2) Comparison between the solution obtained by the USA code and Generalized Kinetics Analysis Program (GKAP) is shown for supersonic combustion in a duct. (3) Simulation of combustion in a supersonic shear layer is shown to have reasonable agreement with experimental observations.

  8. A multiple-fan active control wind tunnel for outdoor wind speed and direction simulation

    NASA Astrophysics Data System (ADS)

    Wang, Jia-Ying; Meng, Qing-Hao; Luo, Bing; Zeng, Ming

    2018-03-01

    This article presents a new type of active controlled multiple-fan wind tunnel. The wind tunnel consists of swivel plates and arrays of direct current fans, and the rotation speed of each fan and the shaft angle of each swivel plate can be controlled independently for simulating different kinds of outdoor wind fields. To measure the similarity between the simulated wind field and the outdoor wind field, wind speed and direction time series of two kinds of wind fields are recorded by nine two-dimensional ultrasonic anemometers, and then statistical properties of the wind signals in different time scales are analyzed based on the empirical mode decomposition. In addition, the complexity of wind speed and direction time series is also investigated using multiscale entropy and multivariate multiscale entropy. Results suggest that the simulated wind field in the multiple-fan wind tunnel has a high degree of similarity with the outdoor wind field.

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

    EPA Science Inventory

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

  10. Symplectic geometry spectrum regression for prediction of noisy time series

    NASA Astrophysics Data System (ADS)

    Xie, Hong-Bo; Dokos, Socrates; Sivakumar, Bellie; Mengersen, Kerrie

    2016-05-01

    We present the symplectic geometry spectrum regression (SGSR) technique as well as a regularized method based on SGSR for prediction of nonlinear time series. The main tool of analysis is the symplectic geometry spectrum analysis, which decomposes a time series into the sum of a small number of independent and interpretable components. The key to successful regularization is to damp higher order symplectic geometry spectrum components. The effectiveness of SGSR and its superiority over local approximation using ordinary least squares are demonstrated through prediction of two noisy synthetic chaotic time series (Lorenz and Rössler series), and then tested for prediction of three real-world data sets (Mississippi River flow data and electromyographic and mechanomyographic signal recorded from human body).

  11. Spectral analysis for GNSS coordinate time series using chirp Fourier transform

    NASA Astrophysics Data System (ADS)

    Feng, Shengtao; Bo, Wanju; Ma, Qingzun; Wang, Zifan

    2017-12-01

    Spectral analysis for global navigation satellite system (GNSS) coordinate time series provides a principal tool to understand the intrinsic mechanism that affects tectonic movements. Spectral analysis methods such as the fast Fourier transform, Lomb-Scargle spectrum, evolutionary power spectrum, wavelet power spectrum, etc. are used to find periodic characteristics in time series. Among spectral analysis methods, the chirp Fourier transform (CFT) with less stringent requirements is tested with synthetic and actual GNSS coordinate time series, which proves the accuracy and efficiency of the method. With the length of series only limited to even numbers, CFT provides a convenient tool for windowed spectral analysis. The results of ideal synthetic data prove CFT accurate and efficient, while the results of actual data show that CFT is usable to derive periodic information from GNSS coordinate time series.

  12. Time-series analysis of delta13C from tree rings. I. Time trends and autocorrelation.

    PubMed

    Monserud, R A; Marshall, J D

    2001-09-01

    Univariate time-series analyses were conducted on stable carbon isotope ratios obtained from tree-ring cellulose. We looked for the presence and structure of autocorrelation. Significant autocorrelation violates the statistical independence assumption and biases hypothesis tests. Its presence would indicate the existence of lagged physiological effects that persist for longer than the current year. We analyzed data from 28 trees (60-85 years old; mean = 73 years) of western white pine (Pinus monticola Dougl.), ponderosa pine (Pinus ponderosa Laws.), and Douglas-fir (Pseudotsuga menziesii (Mirb.) Franco var. glauca) growing in northern Idaho. Material was obtained by the stem analysis method from rings laid down in the upper portion of the crown throughout each tree's life. The sampling protocol minimized variation caused by changing light regimes within each tree. Autoregressive moving average (ARMA) models were used to describe the autocorrelation structure over time. Three time series were analyzed for each tree: the stable carbon isotope ratio (delta(13)C); discrimination (delta); and the difference between ambient and internal CO(2) concentrations (c(a) - c(i)). The effect of converting from ring cellulose to whole-leaf tissue did not affect the analysis because it was almost completely removed by the detrending that precedes time-series analysis. A simple linear or quadratic model adequately described the time trend. The residuals from the trend had a constant mean and variance, thus ensuring stationarity, a requirement for autocorrelation analysis. The trend over time for c(a) - c(i) was particularly strong (R(2) = 0.29-0.84). Autoregressive moving average analyses of the residuals from these trends indicated that two-thirds of the individual tree series contained significant autocorrelation, whereas the remaining third were random (white noise) over time. We were unable to distinguish between individuals with and without significant autocorrelation

  13. Ozone Time Series From GOMOS and SAGE II Measurements

    NASA Astrophysics Data System (ADS)

    Kyrola, E. T.; Laine, M.; Tukiainen, S.; Sofieva, V.; Zawodny, J. M.; Thomason, L. W.

    2011-12-01

    Satellite measurements are essential for monitoring changes in the global stratospheric ozone distribution. Both the natural variation and anthropogenic change are strongly dependent on altitude. Stratospheric ozone has been measured from space with good vertical resolution since 1985 by the SAGE II solar occultation instrument. The advantage of the occultation measurement principle is the self-calibration, which is essential to ensuring stable time series. SAGE II measurements in 1985-2005 have been a valuable data set in investigations of trends in the vertical distribution of ozone. This time series can now be extended by the GOMOS measurements started in 2002. GOMOS is a stellar occultation instrument and offers, therefore, a natural continuation of SAGE II measurements. In this paper we study how well GOMOS and SAGE II measurements agree with each other in the period 2002-2005 when both instruments were measuring. We detail how the different spatial and temporal sampling of these two instruments affect the conformity of measurements. We study also how the retrieval specifics like absorption cross sections and assumed aerosol modeling affect the results. Various combined time series are constructed using different estimators and latitude-time grids. We also show preliminary results from a novel time series analysis based on Markov chain Monte Carlo approach.

  14. Sequential Monte Carlo for inference of latent ARMA time-series with innovations correlated in time

    NASA Astrophysics Data System (ADS)

    Urteaga, Iñigo; Bugallo, Mónica F.; Djurić, Petar M.

    2017-12-01

    We consider the problem of sequential inference of latent time-series with innovations correlated in time and observed via nonlinear functions. We accommodate time-varying phenomena with diverse properties by means of a flexible mathematical representation of the data. We characterize statistically such time-series by a Bayesian analysis of their densities. The density that describes the transition of the state from time t to the next time instant t+1 is used for implementation of novel sequential Monte Carlo (SMC) methods. We present a set of SMC methods for inference of latent ARMA time-series with innovations correlated in time for different assumptions in knowledge of parameters. The methods operate in a unified and consistent manner for data with diverse memory properties. We show the validity of the proposed approach by comprehensive simulations of the challenging stochastic volatility model.

  15. Driver's behavioral adaptation to adaptive cruise control (ACC): the case of speed and time headway.

    PubMed

    Bianchi Piccinini, Giulio Francesco; Rodrigues, Carlos Manuel; Leitão, Miguel; Simões, Anabela

    2014-06-01

    The Adaptive Cruise Control is an Advanced Driver Assistance System (ADAS) that allows maintaining given headway and speed, according to settings pre-defined by the users. Despite the potential benefits associated to the utilization of ACC, previous studies warned against negative behavioral adaptations that might occur while driving with the system activated. Unfortunately, up to now, there are no unanimous results about the effects induced by the usage of ACC on speed and time headway to the vehicle in front. Also, few studies were performed including actual users of ACC among the subjects. This research aimed to investigate the effect of the experience gained with ACC on speed and time headway for a group of users of the system. In addition, it explored the impact of ACC usage on speed and time headway for ACC users and regular drivers. A matched sample driving simulator study was planned as a two-way (2×2) repeated measures mixed design, with the experience with ACC as between-subjects factor and the driving condition (with ACC and manually) as within-subjects factor. The results show that the usage of ACC brought a small but not significant reduction of speed and, especially, the maintenance of safer time headways, being the latter result greater for ACC users, probably as a consequence of their experience in using the system. The usage of ACC did not cause any negative behavioral adaptations to the system regarding speed and time headway. Based on this research work, the Adaptive Cruise Control showed the potential to improve road safety for what concerns the speed and the time headway maintained by the drivers. The speed of the surrounding traffic and the minimum time headway settable through the ACC seem to have an important effect on the road safety improvement achievable with the system. Copyright © 2014 Elsevier Ltd. All rights reserved.

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

    NASA Astrophysics Data System (ADS)

    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

  17. Generalized Riemann hypothesis and stochastic time series

    NASA Astrophysics Data System (ADS)

    Mussardo, Giuseppe; LeClair, André

    2018-06-01

    Using the Dirichlet theorem on the equidistribution of residue classes modulo q and the Lemke Oliver–Soundararajan conjecture on the distribution of pairs of residues on consecutive primes, we show that the domain of convergence of the infinite product of Dirichlet L-functions of non-principal characters can be extended from down to , without encountering any zeros before reaching this critical line. The possibility of doing so can be traced back to a universal diffusive random walk behavior of a series C N over the primes which underlies the convergence of the infinite product of the Dirichlet functions. The series C N presents several aspects in common with stochastic time series and its control requires to address a problem similar to the single Brownian trajectory problem in statistical mechanics. In the case of the Dirichlet functions of non principal characters, we show that this problem can be solved in terms of a self-averaging procedure based on an ensemble of block variables computed on extended intervals of primes. Those intervals, called inertial intervals, ensure the ergodicity and stationarity of the time series underlying the quantity C N . The infinity of primes also ensures the absence of rare events which would have been responsible for a different scaling behavior than the universal law of the random walks.

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

    PubMed

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

    2016-02-01

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

  19. A simple and fast representation space for classifying complex time series

    NASA Astrophysics Data System (ADS)

    Zunino, Luciano; Olivares, Felipe; Bariviera, Aurelio F.; Rosso, Osvaldo A.

    2017-03-01

    In the context of time series analysis considerable effort has been directed towards the implementation of efficient discriminating statistical quantifiers. Very recently, a simple and fast representation space has been introduced, namely the number of turning points versus the Abbe value. It is able to separate time series from stationary and non-stationary processes with long-range dependences. In this work we show that this bidimensional approach is useful for distinguishing complex time series: different sets of financial and physiological data are efficiently discriminated. Additionally, a multiscale generalization that takes into account the multiple time scales often involved in complex systems has been also proposed. This multiscale analysis is essential to reach a higher discriminative power between physiological time series in health and disease.

  20. Performance of twist-coupled blades on variable speed rotors

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Lobitz, D.W.; Veers, P.S.; Laino, D.J.

    1999-12-07

    The load mitigation and energy capture characteristics of twist-coupled HAWT blades that are mounted on a variable speed rotor are investigated in this paper. These blades are designed to twist toward feather as they bend with pretwist set to achieve a desirable twist distribution at rated power. For this investigation, the ADAMS-WT software has been modified to include blade models with bending-twist coupling. Using twist-coupled and uncoupled models, the ADAMS software is exercised for steady wind environments to generate C{sub p} curves at a number of operating speeds to compare the efficiencies of the two models. The ADAMS software ismore » also used to generate the response of a twist-coupled variable speed rotor to a spectrum of stochastic wind time series. This spectrum contains time series with two mean wind speeds at two turbulence levels. Power control is achieved by imposing a reactive torque on the low speed shaft proportional to the RPM squared with the coefficient specified so that the rotor operates at peak efficiency in the linear aerodynamic range, and by limiting the maximum RPM to take advantage of the stall controlled nature of the rotor. Fatigue calculations are done for the generated load histories using a range of material exponents that represent materials from welded steel to aluminum to composites, and results are compared with the damage computed for the rotor without twist-coupling. Results indicate that significant reductions in damage are achieved across the spectrum of applied wind loading without any degradation in power production.« less

  1. Biogeochemistry from Gliders at the Hawaii Ocean Times-Series

    NASA Astrophysics Data System (ADS)

    Nicholson, D. P.; Barone, B.; Karl, D. M.

    2016-02-01

    At the Hawaii Ocean Time-series (HOT) autonomous, underwater gliders equipped with biogeochemical sensors observe the oceans for months at a time, sampling spatiotemporal scales missed by the ship-based programs. Over the last decade, glider data augmented by a foundation of time-series observations have shed light on biogeochemical dynamics occuring spatially at meso- and submesoscales and temporally on scales from diel to annual. We present insights gained from the synergy between glider observations, time-series measurements and remote sensing in the subtropical North Pacific. We focus on diel variability observed in dissolved oxygen and bio-optics and approaches to autonomously quantify net community production and gross primary production (GPP) as developed during the 2012 Hawaii Ocean Experiment - DYnamics of Light And Nutrients (HOE-DYLAN). Glider-based GPP measurements were extended to explore the relationship between GPP and mesoscale context over multiple years of Seaglider deployments.

  2. Complex dynamic in ecological time series

    Treesearch

    Peter Turchin; Andrew D. Taylor

    1992-01-01

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

  3. The role of reading time complexity and reading speed in text comprehension.

    PubMed

    Wallot, Sebastian; O'Brien, Beth A; Haussmann, Anna; Kloos, Heidi; Lyby, Marlene S

    2014-11-01

    Reading speed is commonly used as an index of reading fluency. However, reading speed is not a consistent predictor of text comprehension, when speed and comprehension are measured on the same text within the same reader. This might be due to the somewhat ambiguous nature of reading speed, which is sometimes regarded as a feature of the reading process, and sometimes as a product of that process. We argue that both reading speed and comprehension should be seen as the result of the reading process, and that the process of fluent text reading can instead be described by complexity metrics that quantify aspects of the stability of the reading process. In this article, we introduce complexity metrics in the context of reading and apply them to data from a self-paced reading study. In this study, children and adults read a text silently or aloud and answered comprehension questions after reading. Our results show that recurrence metrics that quantify the degree of temporal structure in reading times yield better prediction of text comprehension compared to reading speed. However, the results for fractal metrics are less clear. Furthermore, prediction of text comprehension is generally strongest and most consistent across silent and oral reading when comprehension scores are normalized by reading speed. Analyses of word length and word frequency indicate that the observed complexity in reading times is not a simple function of the lexical properties of the text, suggesting that text reading might work differently compared to reading of isolated word or sentences. PsycINFO Database Record (c) 2014 APA, all rights reserved.

  4. High speed multiphoton imaging

    NASA Astrophysics Data System (ADS)

    Li, Yongxiao; Brustle, Anne; Gautam, Vini; Cockburn, Ian; Gillespie, Cathy; Gaus, Katharina; Lee, Woei Ming

    2016-12-01

    Intravital multiphoton microscopy has emerged as a powerful technique to visualize cellular processes in-vivo. Real time processes revealed through live imaging provided many opportunities to capture cellular activities in living animals. The typical parameters that determine the performance of multiphoton microscopy are speed, field of view, 3D imaging and imaging depth; many of these are important to achieving data from in-vivo. Here, we provide a full exposition of the flexible polygon mirror based high speed laser scanning multiphoton imaging system, PCI-6110 card (National Instruments) and high speed analog frame grabber card (Matrox Solios eA/XA), which allows for rapid adjustments between frame rates i.e. 5 Hz to 50 Hz with 512 × 512 pixels. Furthermore, a motion correction algorithm is also used to mitigate motion artifacts. A customized control software called Pscan 1.0 is developed for the system. This is then followed by calibration of the imaging performance of the system and a series of quantitative in-vitro and in-vivo imaging in neuronal tissues and mice.

  5. Improvements to surrogate data methods for nonstationary time series.

    PubMed

    Lucio, J H; Valdés, R; Rodríguez, L R

    2012-05-01

    The method of surrogate data has been extensively applied to hypothesis testing of system linearity, when only one realization of the system, a time series, is known. Normally, surrogate data should preserve the linear stochastic structure and the amplitude distribution of the original series. Classical surrogate data methods (such as random permutation, amplitude adjusted Fourier transform, or iterative amplitude adjusted Fourier transform) are successful at preserving one or both of these features in stationary cases. However, they always produce stationary surrogates, hence existing nonstationarity could be interpreted as dynamic nonlinearity. Certain modifications have been proposed that additionally preserve some nonstationarity, at the expense of reproducing a great deal of nonlinearity. However, even those methods generally fail to preserve the trend (i.e., global nonstationarity in the mean) of the original series. This is the case of time series with unit roots in their autoregressive structure. Additionally, those methods, based on Fourier transform, either need first and last values in the original series to match, or they need to select a piece of the original series with matching ends. These conditions are often inapplicable and the resulting surrogates are adversely affected by the well-known artefact problem. In this study, we propose a simple technique that, applied within existing Fourier-transform-based methods, generates surrogate data that jointly preserve the aforementioned characteristics of the original series, including (even strong) trends. Moreover, our technique avoids the negative effects of end mismatch. Several artificial and real, stationary and nonstationary, linear and nonlinear time series are examined, in order to demonstrate the advantages of the methods. Corresponding surrogate data are produced with the classical and with the proposed methods, and the results are compared.

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

    ERIC Educational Resources Information Center

    Braden, Jeffery P.; And Others

    1990-01-01

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

  7. OceanSITES: Sustained Ocean Time Series Observations in the Global Ocean.

    NASA Astrophysics Data System (ADS)

    Weller, R. A.; Gallage, C.; Send, U.; Lampitt, R. S.; Lukas, R.

    2016-02-01

    Time series observations at critical or representative locations are an essential element of a global ocean observing system that is unique and complements other approaches to sustained observing. OceanSITES is an international group of oceanographers associated with such time series sites. OceanSITES exists to promote the continuation and extension of ocean time series sites around the globe. It also exists to plan and oversee the global array of sites in order to address the needs of research, climate change detection, operational applications, and policy makers. OceanSITES is a voluntary group that sits as an Action Group of the JCOMM-OPS Data Buoy Cooperation Panel, where JCOMM-OPS is the operational ocean observing oversight group of the Joint Commission on Oceanography and Marine Meteorology of the International Oceanographic Commission and the World Meteorological Organization. The way forward includes working to complete the global array, moving toward multidisciplinary instrumentation on a subset of the sites, and increasing utilization of the time series data, which are freely available from two Global Data Assembly Centers, one at the National Data Buoy Center and one at Coriolis at IFREMER. One recnet OceanSITES initiative and several results from OceanSITES time series sites are presented. The recent initiative was the assembly of a pool of temperature/conductivity recorders fro provision to OceanSITES sites in order to provide deep ocean temperature and salinity time series. Examples from specific sites include: a 15-year record of surface meteorology and air-sea fluxes from off northern Chile that shows evidence of long-term trends in surface forcing; change in upper ocean salinity and stratification in association with regional change in the hydrological cycle can be seen at the Hawaii time series site; results from monitoring Atlantic meridional transport; and results from a European multidisciplinary time series site.

  8. A hybrid-domain approach for modeling climate data time series

    NASA Astrophysics Data System (ADS)

    Wen, Qiuzi H.; Wang, Xiaolan L.; Wong, Augustine

    2011-09-01

    In order to model climate data time series that often contain periodic variations, trends, and sudden changes in mean (mean shifts, mostly artificial), this study proposes a hybrid-domain (HD) algorithm, which incorporates a time domain test and a newly developed frequency domain test through an iterative procedure that is analogue to the well known backfitting algorithm. A two-phase competition procedure is developed to address the confounding issue between modeling periodic variations and mean shifts. A variety of distinctive features of climate data time series, including trends, periodic variations, mean shifts, and a dependent noise structure, can be modeled in tandem using the HD algorithm. This is particularly important for homogenization of climate data from a low density observing network in which reference series are not available to help preserve climatic trends and long-term periodic variations, preventing them from being mistaken as artificial shifts. The HD algorithm is also powerful in estimating trend and periodicity in a homogeneous data time series (i.e., in the absence of any mean shift). The performance of the HD algorithm (in terms of false alarm rate and hit rate in detecting shifts/cycles, and estimation accuracy) is assessed via a simulation study. Its power is further illustrated through its application to a few climate data time series.

  9. Nonlinear Analysis of Surface EMG Time Series

    NASA Astrophysics Data System (ADS)

    Zurcher, Ulrich; Kaufman, Miron; Sung, Paul

    2004-04-01

    Applications of nonlinear analysis of surface electromyography time series of patients with and without low back pain are presented. Limitations of the standard methods based on the power spectrum are discussed.

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

    NASA Astrophysics Data System (ADS)

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

    2018-04-01

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

  11. High speed real-time wavefront processing system for a solid-state laser system

    NASA Astrophysics Data System (ADS)

    Liu, Yuan; Yang, Ping; Chen, Shanqiu; Ma, Lifang; Xu, Bing

    2008-03-01

    A high speed real-time wavefront processing system for a solid-state laser beam cleanup system has been built. This system consists of a core2 Industrial PC (IPC) using Linux and real-time Linux (RT-Linux) operation system (OS), a PCI image grabber, a D/A card. More often than not, the phase aberrations of the output beam from solid-state lasers vary fast with intracavity thermal effects and environmental influence. To compensate the phase aberrations of solid-state lasers successfully, a high speed real-time wavefront processing system is presented. Compared to former systems, this system can improve the speed efficiently. In the new system, the acquisition of image data, the output of control voltage data and the implementation of reconstructor control algorithm are treated as real-time tasks in kernel-space, the display of wavefront information and man-machine conversation are treated as non real-time tasks in user-space. The parallel processing of real-time tasks in Symmetric Multi Processors (SMP) mode is the main strategy of improving the speed. In this paper, the performance and efficiency of this wavefront processing system are analyzed. The opened-loop experimental results show that the sampling frequency of this system is up to 3300Hz, and this system can well deal with phase aberrations from solid-state lasers.

  12. A Method for Comparing Multivariate Time Series with Different Dimensions

    PubMed Central

    Tapinos, Avraam; Mendes, Pedro

    2013-01-01

    In many situations it is desirable to compare dynamical systems based on their behavior. Similarity of behavior often implies similarity of internal mechanisms or dependency on common extrinsic factors. While there are widely used methods for comparing univariate time series, most dynamical systems are characterized by multivariate time series. Yet, comparison of multivariate time series has been limited to cases where they share a common dimensionality. A semi-metric is a distance function that has the properties of non-negativity, symmetry and reflexivity, but not sub-additivity. Here we develop a semi-metric – SMETS – that can be used for comparing groups of time series that may have different dimensions. To demonstrate its utility, the method is applied to dynamic models of biochemical networks and to portfolios of shares. The former is an example of a case where the dependencies between system variables are known, while in the latter the system is treated (and behaves) as a black box. PMID:23393554

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

    NASA Astrophysics Data System (ADS)

    Hatami, Nima; Gavet, Yann; Debayle, Johan

    2018-04-01

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

  14. Classification of time series patterns from complex dynamic systems

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Schryver, J.C.; Rao, N.

    1998-07-01

    An increasing availability of high-performance computing and data storage media at decreasing cost is making possible the proliferation of large-scale numerical databases and data warehouses. Numeric warehousing enterprises on the order of hundreds of gigabytes to terabytes are a reality in many fields such as finance, retail sales, process systems monitoring, biomedical monitoring, surveillance and transportation. Large-scale databases are becoming more accessible to larger user communities through the internet, web-based applications and database connectivity. Consequently, most researchers now have access to a variety of massive datasets. This trend will probably only continue to grow over the next several years. Unfortunately,more » the availability of integrated tools to explore, analyze and understand the data warehoused in these archives is lagging far behind the ability to gain access to the same data. In particular, locating and identifying patterns of interest in numerical time series data is an increasingly important problem for which there are few available techniques. Temporal pattern recognition poses many interesting problems in classification, segmentation, prediction, diagnosis and anomaly detection. This research focuses on the problem of classification or characterization of numerical time series data. Highway vehicles and their drivers are examples of complex dynamic systems (CDS) which are being used by transportation agencies for field testing to generate large-scale time series datasets. Tools for effective analysis of numerical time series in databases generated by highway vehicle systems are not yet available, or have not been adapted to the target problem domain. However, analysis tools from similar domains may be adapted to the problem of classification of numerical time series data.« less

  15. Cloud masking and removal in remote sensing image time series

    NASA Astrophysics Data System (ADS)

    Gómez-Chova, Luis; Amorós-López, Julia; Mateo-García, Gonzalo; Muñoz-Marí, Jordi; Camps-Valls, Gustau

    2017-01-01

    Automatic cloud masking of Earth observation images is one of the first required steps in optical remote sensing data processing since the operational use and product generation from satellite image time series might be hampered by undetected clouds. The high temporal revisit of current and forthcoming missions and the scarcity of labeled data force us to cast cloud screening as an unsupervised change detection problem in the temporal domain. We introduce a cloud screening method based on detecting abrupt changes along the time dimension. The main assumption is that image time series follow smooth variations over land (background) and abrupt changes will be mainly due to the presence of clouds. The method estimates the background surface changes using the information in the time series. In particular, we propose linear and nonlinear least squares regression algorithms that minimize both the prediction and the estimation error simultaneously. Then, significant differences in the image of interest with respect to the estimated background are identified as clouds. The use of kernel methods allows the generalization of the algorithm to account for higher-order (nonlinear) feature relations. After the proposed cloud masking and cloud removal, cloud-free time series at high spatial resolution can be used to obtain a better monitoring of land cover dynamics and to generate more elaborated products. The method is tested in a dataset with 5-day revisit time series from SPOT-4 at high resolution and with Landsat-8 time series. Experimental results show that the proposed method yields more accurate cloud masks when confronted with state-of-the-art approaches typically used in operational settings. In addition, the algorithm has been implemented in the Google Earth Engine platform, which allows us to access the full Landsat-8 catalog and work in a parallel distributed platform to extend its applicability to a global planetary scale.

  16. Sensitivity analysis of machine-learning models of hydrologic time series

    NASA Astrophysics Data System (ADS)

    O'Reilly, A. M.

    2017-12-01

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

  17. Joint optimization of green vehicle scheduling and routing problem with time-varying speeds.

    PubMed

    Zhang, Dezhi; Wang, Xin; Li, Shuangyan; Ni, Nan; Zhang, Zhuo

    2018-01-01

    Based on an analysis of the congestion effect and changes in the speed of vehicle flow during morning and evening peaks in a large- or medium-sized city, the piecewise function is used to capture the rules of the time-varying speed of vehicles, which are very important in modelling their fuel consumption and CO2 emission. A joint optimization model of the green vehicle scheduling and routing problem with time-varying speeds is presented in this study. Extra wages during nonworking periods and soft time-window constraints are considered. A heuristic algorithm based on the adaptive large neighborhood search algorithm is also presented. Finally, a numerical simulation example is provided to illustrate the optimization model and its algorithm. Results show that, (1) the shortest route is not necessarily the route that consumes the least energy, (2) the departure time influences the vehicle fuel consumption and CO2 emissions and the optimal departure time saves on fuel consumption and reduces CO2 emissions by up to 5.4%, and (3) extra driver wages have significant effects on routing and departure time slot decisions.

  18. Koopman Operator Framework for Time Series Modeling and Analysis

    NASA Astrophysics Data System (ADS)

    Surana, Amit

    2018-01-01

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

  19. Testing for intracycle determinism in pseudoperiodic time series.

    PubMed

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

    2008-06-01

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

  20. Integrated method for chaotic time series analysis

    DOEpatents

    Hively, Lee M.; Ng, Esmond G.

    1998-01-01

    Methods and apparatus for automatically detecting differences between similar but different states in a nonlinear process monitor nonlinear data. Steps include: acquiring the data; digitizing the data; obtaining nonlinear measures of the data via chaotic time series analysis; obtaining time serial trends in the nonlinear measures; and determining by comparison whether differences between similar but different states are indicated.

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

    NASA Astrophysics Data System (ADS)

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

    2018-04-01

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

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

    NASA Astrophysics Data System (ADS)

    zhang, L.

    2011-12-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2018-04-01

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

  4. Time Series Analysis of SOLSTICE Measurements

    NASA Astrophysics Data System (ADS)

    Wen, G.; Cahalan, R. F.

    2003-12-01

    Solar radiation is the major energy source for the Earth's biosphere and atmospheric and ocean circulations. Variations of solar irradiance have been a major concern of scientists both in solar physics and atmospheric sciences. A number of missions have been carried out to monitor changes in total solar irradiance (TSI) [see Fröhlich and Lean, 1998 for review] and spectral solar irradiance (SSI) [e.g., SOLSTICE on UARS and VIRGO on SOHO]. Observations over a long time period reveal the connection between variations in solar irradiance and surface magnetic fields of the Sun [Lean1997]. This connection provides a guide to scientists in modeling solar irradiances [e.g., Fontenla et al., 1999; Krivova et al., 2003]. Solar spectral observations have now been made over a relatively long time period, allowing statistical analysis. This paper focuses on predictability of solar spectral irradiance using observed SSI from SOLSTICE . Analysis of predictability is based on nonlinear dynamics using an artificial neural network in a reconstructed phase space [Abarbanel et al., 1993]. In the analysis, we first examine the average mutual information of the observed time series and a delayed time series. The time delay that gives local minimum of mutual information is chosen as the time-delay for phase space reconstruction [Fraser and Swinney, 1986]. The embedding dimension of the reconstructed phase space is determined using the false neighbors and false strands method [Kennel and Abarbanel, 2002]. Subsequently, we use a multi-layer feed-forward network with back propagation scheme [e.g., Haykin, 1994] to model the time series. The predictability of solar irradiance as a function of wavelength is considered. References Abarbanel, H. D. I., R. Brown, J. J. Sidorowich, and L. Sh. Tsimring, Rev. Mod. Phys. 65, 1331, 1993. Fraser, A. M. and H. L. Swinney, Phys. Rev. 33A, 1134, 1986. Fontenla, J., O. R. White, P. Fox, E. H. Avrett and R. L. Kurucz, The Astrophysical Journal, 518, 480

  5. Measurements of Turbulent Convection Speeds in Multistream Jets Using Time-Resolved PIV

    NASA Technical Reports Server (NTRS)

    Bridges, James; Wernet, Mark P.

    2017-01-01

    Convection speeds of turbulent velocities in jets, including multi-stream jets with and without flight stream, were measured using an innovative application of time-resolved particle image velocimetry. The paper describes the unique instrumentation and data analysis that allows the measurement to be made. Extensive data is shown that relates convection speed, mean velocity, and turbulent velocities for multiple jet cases. These data support the overall observation that the local turbulent convection speed is roughly that of the local mean velocity, biased by the relative intensity of turbulence.

  6. Measurements of Turbulence Convection Speeds in Multistream Jets Using Time-Resolved PIV

    NASA Technical Reports Server (NTRS)

    Bridges, James; Wernet, Mark P.

    2017-01-01

    Convection speeds of turbulent velocities in jets, including multi-stream jets with and without flight stream, were measured using an innovative application of time-resolved particle image velocimetry. The paper describes the unique instrumentation and data analysis that allows the measurement to be made. Extensive data is shown that relates convection speed, mean velocity, and turbulent velocities for multiple jet cases. These data support the overall observation that the local turbulent convection speed is roughly that of the local mean velocity, biased by the relative intensity of turbulence.

  7. Entropy of space-time outcome in a movement speed-accuracy task.

    PubMed

    Hsieh, Tsung-Yu; Pacheco, Matheus Maia; Newell, Karl M

    2015-12-01

    The experiment reported was set-up to investigate the space-time entropy of movement outcome as a function of a range of spatial (10, 20 and 30 cm) and temporal (250-2500 ms) criteria in a discrete aiming task. The variability and information entropy of the movement spatial and temporal errors considered separately increased and decreased on the respective dimension as a function of an increment of movement velocity. However, the joint space-time entropy was lowest when the relative contribution of spatial and temporal task criteria was comparable (i.e., mid-range of space-time constraints), and it increased with a greater trade-off between spatial or temporal task demands, revealing a U-shaped function across space-time task criteria. The traditional speed-accuracy functions of spatial error and temporal error considered independently mapped to this joint space-time U-shaped entropy function. The trade-off in movement tasks with joint space-time criteria is between spatial error and timing error, rather than movement speed and accuracy. Copyright © 2015 Elsevier B.V. All rights reserved.

  8. Compounding approach for univariate time series with nonstationary variances

    NASA Astrophysics Data System (ADS)

    Schäfer, Rudi; Barkhofen, Sonja; Guhr, Thomas; Stöckmann, Hans-Jürgen; Kuhl, Ulrich

    2015-12-01

    A defining feature of nonstationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for long time horizons, however, averages over the time-dependent variances. To model the long-term statistical behavior, we compound the local distribution with the distribution of its parameters. Here, we consider two concrete, but diverse, examples of such nonstationary systems: the turbulent air flow of a fan and a time series of foreign exchange rates. Our main focus is to empirically determine the appropriate parameter distribution for the compounding approach. To this end, we extract the relevant time scales by decomposing the time signals into windows and determine the distribution function of the thus obtained local variances.

  9. Compounding approach for univariate time series with nonstationary variances.

    PubMed

    Schäfer, Rudi; Barkhofen, Sonja; Guhr, Thomas; Stöckmann, Hans-Jürgen; Kuhl, Ulrich

    2015-12-01

    A defining feature of nonstationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for long time horizons, however, averages over the time-dependent variances. To model the long-term statistical behavior, we compound the local distribution with the distribution of its parameters. Here, we consider two concrete, but diverse, examples of such nonstationary systems: the turbulent air flow of a fan and a time series of foreign exchange rates. Our main focus is to empirically determine the appropriate parameter distribution for the compounding approach. To this end, we extract the relevant time scales by decomposing the time signals into windows and determine the distribution function of the thus obtained local variances.

  10. Click trains and the rate of information processing: does "speeding up" subjective time make other psychological processes run faster?

    PubMed

    Jones, Luke A; Allely, Clare S; Wearden, John H

    2011-02-01

    A series of experiments demonstrated that a 5-s train of clicks that have been shown in previous studies to increase the subjective duration of tones they precede (in a manner consistent with "speeding up" timing processes) could also have an effect on information-processing rate. Experiments used studies of simple and choice reaction time (Experiment 1), or mental arithmetic (Experiment 2). In general, preceding trials by clicks made response times significantly shorter than those for trials without clicks, but white noise had no effects on response times. Experiments 3 and 4 investigated the effects of clicks on performance on memory tasks, using variants of two classic experiments of cognitive psychology: Sperling's (1960) iconic memory task and Loftus, Johnson, and Shimamura's (1985) iconic masking task. In both experiments participants were able to recall or recognize significantly more information from stimuli preceded by clicks than those preceded by silence.

  11. What Time-Series Designs May Have to Offer Educational Researchers.

    ERIC Educational Resources Information Center

    Kratochwill, Thomas R.; Levin, Joel R.

    1978-01-01

    The promise of time-series designs for educational research and evaluation is reviewed. Ten time-series designs are presented and discussed in the context of threats to internal and external validity. The advantages and disadvantages of various visual and statistical data-analysis techniques are presented. A bibliography is appended. (Author/RD)

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

    PubMed

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

    2016-01-01

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

  13. Multifractality Signatures in Quasars Time Series. I. 3C 273

    NASA Astrophysics Data System (ADS)

    Belete, A. Bewketu; Bravo, J. P.; Canto Martins, B. L.; Leão, I. C.; De Araujo, J. M.; De Medeiros, J. R.

    2018-05-01

    The presence of multifractality in a time series shows different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. The identification of a multifractal nature allows for a characterization of the dynamics and of the intermittency of the fluctuations in non-linear and complex systems. In this study, we search for a possible multifractal structure (multifractality signature) of the flux variability in the quasar 3C 273 time series for all electromagnetic wavebands at different observation points, and the origins for the observed multifractality. This study is intended to highlight how the scaling behaves across the different bands of the selected candidate which can be used as an additional new technique to group quasars based on the fractal signature observed in their time series and determine whether quasars are non-linear physical systems or not. The Multifractal Detrended Moving Average algorithm (MFDMA) has been used to study the scaling in non-linear, complex and dynamic systems. To achieve this goal, we applied the backward (θ = 0) MFDMA method for one-dimensional signals. We observe weak multifractal (close to monofractal) behaviour in some of the time series of our candidate except in the mm, UV and X-ray bands. The non-linear temporal correlation is the main source of the observed multifractality in the time series whereas the heaviness of the distribution contributes less.

  14. Mobile Visualization and Analysis Tools for Spatial Time-Series Data

    NASA Astrophysics Data System (ADS)

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

    2013-12-01

    The Siberian Earth System Science Cluster (SIB-ESS-C) provides access and analysis services for spatial time-series data build on products from the Moderate Resolution Imaging Spectroradiometer (MODIS) and climate data from meteorological stations. Until now a webportal for data access, visualization and analysis with standard-compliant web services was developed for SIB-ESS-C. As a further enhancement a mobile app was developed to provide an easy access to these time-series data for field campaigns. The app sends the current position from the GPS receiver and a specific dataset (like land surface temperature or vegetation indices) - selected by the user - to our SIB-ESS-C web service and gets the requested time-series data for the identified pixel back in real-time. The data is then being plotted directly in the app. Furthermore the user has possibilities to analyze the time-series data for breaking points and other phenological values. These processings are executed on demand of the user on our SIB-ESS-C web server and results are transfered to the app. Any processing can also be done at the SIB-ESS-C webportal. The aim of this work is to make spatial time-series data and analysis functions available for end users without the need of data processing. In this presentation the author gives an overview on this new mobile app, the functionalities, the technical infrastructure as well as technological issues (how the app was developed, our made experiences).

  15. Monitoring of tissue ablation using time series of ultrasound RF data.

    PubMed

    Imani, Farhad; Wu, Mark Z; Lasso, Andras; Burdette, Everett C; Daoud, Mohammad; Fitchinger, Gabor; Abolmaesumi, Purang; Mousavi, Parvin

    2011-01-01

    This paper is the first report on the monitoring of tissue ablation using ultrasound RF echo time series. We calcuate frequency and time domain features of time series of RF echoes from stationary tissue and transducer, and correlate them with ablated and non-ablated tissue properties. We combine these features in a nonlinear classification framework and demonstrate up to 99% classification accuracy in distinguishing ablated and non-ablated regions of tissue, in areas as small as 12mm2 in size. We also demonstrate significant improvement of ablated tissue classification using RF time series compared to the conventional approach of using single RF scan lines. The results of this study suggest RF echo time series as a promising approach for monitoring ablation, and capturing the changes in the tissue microstructure as a result of heat-induced necrosis.

  16. Normalization methods in time series of platelet function assays

    PubMed Central

    Van Poucke, Sven; Zhang, Zhongheng; Roest, Mark; Vukicevic, Milan; Beran, Maud; Lauwereins, Bart; Zheng, Ming-Hua; Henskens, Yvonne; Lancé, Marcus; Marcus, Abraham

    2016-01-01

    Abstract Platelet function can be quantitatively assessed by specific assays such as light-transmission aggregometry, multiple-electrode aggregometry measuring the response to adenosine diphosphate (ADP), arachidonic acid, collagen, and thrombin-receptor activating peptide and viscoelastic tests such as rotational thromboelastometry (ROTEM). The task of extracting meaningful statistical and clinical information from high-dimensional data spaces in temporal multivariate clinical data represented in multivariate time series is complex. Building insightful visualizations for multivariate time series demands adequate usage of normalization techniques. In this article, various methods for data normalization (z-transformation, range transformation, proportion transformation, and interquartile range) are presented and visualized discussing the most suited approach for platelet function data series. Normalization was calculated per assay (test) for all time points and per time point for all tests. Interquartile range, range transformation, and z-transformation demonstrated the correlation as calculated by the Spearman correlation test, when normalized per assay (test) for all time points. When normalizing per time point for all tests, no correlation could be abstracted from the charts as was the case when using all data as 1 dataset for normalization. PMID:27428217

  17. Examining Distracted Drivers' Underestimation of Time and Overestimation of Speed

    DOT National Transportation Integrated Search

    2017-09-01

    Thirty-four drivers participated in a driving simulator experiment that investigated time and speed perception as it related to cognitive workload resulting from secondary tasks. Each participant drove the virtual drive twice, once with either an aud...

  18. Development and application of a modified dynamic time warping algorithm (DTW-S) to analyses of primate brain expression time series

    PubMed Central

    2011-01-01

    Background Comparing biological time series data across different conditions, or different specimens, is a common but still challenging task. Algorithms aligning two time series represent a valuable tool for such comparisons. While many powerful computation tools for time series alignment have been developed, they do not provide significance estimates for time shift measurements. Results Here, we present an extended version of the original DTW algorithm that allows us to determine the significance of time shift estimates in time series alignments, the DTW-Significance (DTW-S) algorithm. The DTW-S combines important properties of the original algorithm and other published time series alignment tools: DTW-S calculates the optimal alignment for each time point of each gene, it uses interpolated time points for time shift estimation, and it does not require alignment of the time-series end points. As a new feature, we implement a simulation procedure based on parameters estimated from real time series data, on a series-by-series basis, allowing us to determine the false positive rate (FPR) and the significance of the estimated time shift values. We assess the performance of our method using simulation data and real expression time series from two published primate brain expression datasets. Our results show that this method can provide accurate and robust time shift estimates for each time point on a gene-by-gene basis. Using these estimates, we are able to uncover novel features of the biological processes underlying human brain development and maturation. Conclusions The DTW-S provides a convenient tool for calculating accurate and robust time shift estimates at each time point for each gene, based on time series data. The estimates can be used to uncover novel biological features of the system being studied. The DTW-S is freely available as an R package TimeShift at http://www.picb.ac.cn/Comparative/data.html. PMID:21851598

  19. Development and application of a modified dynamic time warping algorithm (DTW-S) to analyses of primate brain expression time series.

    PubMed

    Yuan, Yuan; Chen, Yi-Ping Phoebe; Ni, Shengyu; Xu, Augix Guohua; Tang, Lin; Vingron, Martin; Somel, Mehmet; Khaitovich, Philipp

    2011-08-18

    Comparing biological time series data across different conditions, or different specimens, is a common but still challenging task. Algorithms aligning two time series represent a valuable tool for such comparisons. While many powerful computation tools for time series alignment have been developed, they do not provide significance estimates for time shift measurements. Here, we present an extended version of the original DTW algorithm that allows us to determine the significance of time shift estimates in time series alignments, the DTW-Significance (DTW-S) algorithm. The DTW-S combines important properties of the original algorithm and other published time series alignment tools: DTW-S calculates the optimal alignment for each time point of each gene, it uses interpolated time points for time shift estimation, and it does not require alignment of the time-series end points. As a new feature, we implement a simulation procedure based on parameters estimated from real time series data, on a series-by-series basis, allowing us to determine the false positive rate (FPR) and the significance of the estimated time shift values. We assess the performance of our method using simulation data and real expression time series from two published primate brain expression datasets. Our results show that this method can provide accurate and robust time shift estimates for each time point on a gene-by-gene basis. Using these estimates, we are able to uncover novel features of the biological processes underlying human brain development and maturation. The DTW-S provides a convenient tool for calculating accurate and robust time shift estimates at each time point for each gene, based on time series data. The estimates can be used to uncover novel biological features of the system being studied. The DTW-S is freely available as an R package TimeShift at http://www.picb.ac.cn/Comparative/data.html.

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

    PubMed

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

    2011-06-24

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

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

    PubMed Central

    2011-01-01

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

  2. Integrating stochastic time-dependent travel speed in solution methods for the dynamic dial-a-ride problem.

    PubMed

    Schilde, M; Doerner, K F; Hartl, R F

    2014-10-01

    In urban areas, logistic transportation operations often run into problems because travel speeds change, depending on the current traffic situation. If not accounted for, time-dependent and stochastic travel speeds frequently lead to missed time windows and thus poorer service. Especially in the case of passenger transportation, it often leads to excessive passenger ride times as well. Therefore, time-dependent and stochastic influences on travel speeds are relevant for finding feasible and reliable solutions. This study considers the effect of exploiting statistical information available about historical accidents, using stochastic solution approaches for the dynamic dial-a-ride problem (dynamic DARP). The authors propose two pairs of metaheuristic solution approaches, each consisting of a deterministic method (average time-dependent travel speeds for planning) and its corresponding stochastic version (exploiting stochastic information while planning). The results, using test instances with up to 762 requests based on a real-world road network, show that in certain conditions, exploiting stochastic information about travel speeds leads to significant improvements over deterministic approaches.

  3. hctsa: A Computational Framework for Automated Time-Series Phenotyping Using Massive Feature Extraction.

    PubMed

    Fulcher, Ben D; Jones, Nick S

    2017-11-22

    Phenotype measurements frequently take the form of time series, but we currently lack a systematic method for relating these complex data streams to scientifically meaningful outcomes, such as relating the movement dynamics of organisms to their genotype or measurements of brain dynamics of a patient to their disease diagnosis. Previous work addressed this problem by comparing implementations of thousands of diverse scientific time-series analysis methods in an approach termed highly comparative time-series analysis. Here, we introduce hctsa, a software tool for applying this methodological approach to data. hctsa includes an architecture for computing over 7,700 time-series features and a suite of analysis and visualization algorithms to automatically select useful and interpretable time-series features for a given application. Using exemplar applications to high-throughput phenotyping experiments, we show how hctsa allows researchers to leverage decades of time-series research to quantify and understand informative structure in time-series data. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.

  4. Small Sample Properties of Bayesian Multivariate Autoregressive Time Series Models

    ERIC Educational Resources Information Center

    Price, Larry R.

    2012-01-01

    The aim of this study was to compare the small sample (N = 1, 3, 5, 10, 15) performance of a Bayesian multivariate vector autoregressive (BVAR-SEM) time series model relative to frequentist power and parameter estimation bias. A multivariate autoregressive model was developed based on correlated autoregressive time series vectors of varying…

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

    PubMed

    Thompson, William Hedley; Fransson, Peter

    2016-12-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2014-09-01

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

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

    PubMed Central

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

    2014-01-01

    There are many types of autoregressive patterns in financial time series, and they form a transmission process. Here, we define autoregressive patterns quantitatively through an econometrical regression model. We present a computational algorithm that sets the autoregressive patterns as nodes and transmissions between patterns as edges, and then converts the transmission process of autoregressive patterns in a time series into a network. We utilised daily Shanghai (securities) composite index time series to study the transmission characteristics of autoregressive patterns. We found statistically significant evidence that the financial market is not random and that there are similar characteristics between parts and whole time series. A few types of autoregressive sub-patterns and transmission patterns drive the oscillations of the financial market. A clustering effect on fluctuations appears in the transmission process, and certain non-major autoregressive sub-patterns have high media capabilities in the financial time series. Different stock indexes exhibit similar characteristics in the transmission of fluctuation information. This work not only proposes a distinctive perspective for analysing financial time series but also provides important information for investors. PMID:25189200

  8. A Review of Some Aspects of Robust Inference for Time Series.

    DTIC Science & Technology

    1984-09-01

    REVIEW OF SOME ASPECTSOF ROBUST INFERNCE FOR TIME SERIES by Ad . Dougla Main TE "iAL REPOW No. 63 Septermber 1984 Department of Statistics University of ...clear. One cannot hope to have a good method for dealing with outliers in time series by using only an instantaneous nonlinear transformation of the data...AI.49 716 A REVIEWd OF SOME ASPECTS OF ROBUST INFERENCE FOR TIME 1/1 SERIES(U) WASHINGTON UNIV SEATTLE DEPT OF STATISTICS R D MARTIN SEP 84 TR-53

  9. Refined composite multiscale weighted-permutation entropy of financial time series

    NASA Astrophysics Data System (ADS)

    Zhang, Yongping; Shang, Pengjian

    2018-04-01

    For quantifying the complexity of nonlinear systems, multiscale weighted-permutation entropy (MWPE) has recently been proposed. MWPE has incorporated amplitude information and been applied to account for the multiple inherent dynamics of time series. However, MWPE may be unreliable, because its estimated values show large fluctuation for slight variation of the data locations, and a significant distinction only for the different length of time series. Therefore, we propose the refined composite multiscale weighted-permutation entropy (RCMWPE). By comparing the RCMWPE results with other methods' results on both synthetic data and financial time series, RCMWPE method shows not only the advantages inherited from MWPE but also lower sensitivity to the data locations, more stable and much less dependent on the length of time series. Moreover, we present and discuss the results of RCMWPE method on the daily price return series from Asian and European stock markets. There are significant differences between Asian markets and European markets, and the entropy values of Hang Seng Index (HSI) are close to but higher than those of European markets. The reliability of the proposed RCMWPE method has been supported by simulations on generated and real data. It could be applied to a variety of fields to quantify the complexity of the systems over multiple scales more accurately.

  10. A Space Affine Matching Approach to fMRI Time Series Analysis.

    PubMed

    Chen, Liang; Zhang, Weishi; Liu, Hongbo; Feng, Shigang; Chen, C L Philip; Wang, Huili

    2016-07-01

    For fMRI time series analysis, an important challenge is to overcome the potential delay between hemodynamic response signal and cognitive stimuli signal, namely the same frequency but different phase (SFDP) problem. In this paper, a novel space affine matching feature is presented by introducing the time domain and frequency domain features. The time domain feature is used to discern different stimuli, while the frequency domain feature to eliminate the delay. And then we propose a space affine matching (SAM) algorithm to match fMRI time series by our affine feature, in which a normal vector is estimated using gradient descent to explore the time series matching optimally. The experimental results illustrate that the SAM algorithm is insensitive to the delay between the hemodynamic response signal and the cognitive stimuli signal. Our approach significantly outperforms GLM method while there exists the delay. The approach can help us solve the SFDP problem in fMRI time series matching and thus of great promise to reveal brain dynamics.

  11. Parametric, nonparametric and parametric modelling of a chaotic circuit time series

    NASA Astrophysics Data System (ADS)

    Timmer, J.; Rust, H.; Horbelt, W.; Voss, H. U.

    2000-09-01

    The determination of a differential equation underlying a measured time series is a frequently arising task in nonlinear time series analysis. In the validation of a proposed model one often faces the dilemma that it is hard to decide whether possible discrepancies between the time series and model output are caused by an inappropriate model or by bad estimates of parameters in a correct type of model, or both. We propose a combination of parametric modelling based on Bock's multiple shooting algorithm and nonparametric modelling based on optimal transformations as a strategy to test proposed models and if rejected suggest and test new ones. We exemplify this strategy on an experimental time series from a chaotic circuit where we obtain an extremely accurate reconstruction of the observed attractor.

  12. Integrated method for chaotic time series analysis

    DOEpatents

    Hively, L.M.; Ng, E.G.

    1998-09-29

    Methods and apparatus for automatically detecting differences between similar but different states in a nonlinear process monitor nonlinear data are disclosed. Steps include: acquiring the data; digitizing the data; obtaining nonlinear measures of the data via chaotic time series analysis; obtaining time serial trends in the nonlinear measures; and determining by comparison whether differences between similar but different states are indicated. 8 figs.

  13. Departure Energies, Trip Times and Entry Speeds for Human Mars Missions

    NASA Technical Reports Server (NTRS)

    Munk, Michelle M.

    1999-01-01

    The study examines how the mission design variables departure energy, entry speed, and trip time vary for round-trip conjunction-class Mars missions. These three parameters must be balanced in order to produce a mission that is acceptable in terms of mass, cost, and risk. For the analysis, a simple, massless- planet trajectory program was employed. The premise of this work is that if the trans-Mars and trans-Earth injection stages are designed for the most stringent opportunity in the energy cycle, then there is extra energy capability in the "easier" opportunities which can be used to decrease the planetary entry speed, or shorten the trip time. Both of these effects are desirable for a human exploration program.

  14. Departure Energies, Trip Times and Entry Speeds for Human Mars Missions

    NASA Technical Reports Server (NTRS)

    Munk, Michelle M.

    1999-01-01

    The study examines how the mission design variables departure energy, entry speed, and trip time vary for round-trip conjunction-class Mars missions. These three parameters must be balanced in order to produce a mission that is acceptable in terms of mass, cost, and risk. For the analysis, a simple, massless-planet trajectory program was employed. The premise of this work is that if the trans-Mars and trans-Earth injection stages are designed for the most stringent opportunity in the energy cycle, then there is extra energy capability in the "easier" opportunities which can be used to decrease the planetary entry speed, or shorten the trip time. Both of these effects are desirable for a human exploration program.

  15. Time irreversibility of financial time series based on higher moments and multiscale Kullback-Leibler divergence

    NASA Astrophysics Data System (ADS)

    Li, Jinyang; Shang, Pengjian

    2018-07-01

    Irreversibility is an important property of time series. In this paper, we propose the higher moments and multiscale Kullback-Leibler divergence to analyze time series irreversibility. The higher moments Kullback-Leibler divergence (HMKLD) can amplify irreversibility and make the irreversibility variation more obvious. Therefore, many time series whose irreversibility is hard to be found are also able to show the variations. We employ simulated data and financial stock data to test and verify this method, and find that HMKLD of stock data is growing in the form of fluctuations. As for multiscale Kullback-Leibler divergence (MKLD), it is very complex in the dynamic system, so that exploring the law of simulation and stock system is difficult. In conventional multiscale entropy method, the coarse-graining process is non-overlapping, however we apply a different coarse-graining process and obtain a surprising discovery. The result shows when the scales are 4 and 5, their entropy is nearly similar, which demonstrates MKLD is efficient to display characteristics of time series irreversibility.

  16. Cross-sample entropy of foreign exchange time series

    NASA Astrophysics Data System (ADS)

    Liu, Li-Zhi; Qian, Xi-Yuan; Lu, Heng-Yao

    2010-11-01

    The correlation of foreign exchange rates in currency markets is investigated based on the empirical data of DKK/USD, NOK/USD, CAD/USD, JPY/USD, KRW/USD, SGD/USD, THB/USD and TWD/USD for a period from 1995 to 2002. Cross-SampEn (cross-sample entropy) method is used to compare the returns of every two exchange rate time series to assess their degree of asynchrony. The calculation method of confidence interval of SampEn is extended and applied to cross-SampEn. The cross-SampEn and its confidence interval for every two of the exchange rate time series in periods 1995-1998 (before the Asian currency crisis) and 1999-2002 (after the Asian currency crisis) are calculated. The results show that the cross-SampEn of every two of these exchange rates becomes higher after the Asian currency crisis, indicating a higher asynchrony between the exchange rates. Especially for Singapore, Thailand and Taiwan, the cross-SampEn values after the Asian currency crisis are significantly higher than those before the Asian currency crisis. Comparison with the correlation coefficient shows that cross-SampEn is superior to describe the correlation between time series.

  17. Clustering Multivariate Time Series Using Hidden Markov Models

    PubMed Central

    Ghassempour, Shima; Girosi, Federico; Maeder, Anthony

    2014-01-01

    In this paper we describe an algorithm for clustering multivariate time series with variables taking both categorical and continuous values. Time series of this type are frequent in health care, where they represent the health trajectories of individuals. The problem is challenging because categorical variables make it difficult to define a meaningful distance between trajectories. We propose an approach based on Hidden Markov Models (HMMs), where we first map each trajectory into an HMM, then define a suitable distance between HMMs and finally proceed to cluster the HMMs with a method based on a distance matrix. We test our approach on a simulated, but realistic, data set of 1,255 trajectories of individuals of age 45 and over, on a synthetic validation set with known clustering structure, and on a smaller set of 268 trajectories extracted from the longitudinal Health and Retirement Survey. The proposed method can be implemented quite simply using standard packages in R and Matlab and may be a good candidate for solving the difficult problem of clustering multivariate time series with categorical variables using tools that do not require advanced statistic knowledge, and therefore are accessible to a wide range of researchers. PMID:24662996

  18. Multiscale multifractal detrended cross-correlation analysis of financial time series

    NASA Astrophysics Data System (ADS)

    Shi, Wenbin; Shang, Pengjian; Wang, Jing; Lin, Aijing

    2014-06-01

    In this paper, we introduce a method called multiscale multifractal detrended cross-correlation analysis (MM-DCCA). The method allows us to extend the description of the cross-correlation properties between two time series. MM-DCCA may provide new ways of measuring the nonlinearity of two signals, and it helps to present much richer information than multifractal detrended cross-correlation analysis (MF-DCCA) by sweeping all the range of scale at which the multifractal structures of complex system are discussed. Moreover, to illustrate the advantages of this approach we make use of the MM-DCCA to analyze the cross-correlation properties between financial time series. We show that this new method can be adapted to investigate stock markets under investigation. It can provide a more faithful and more interpretable description of the dynamic mechanism between financial time series than traditional MF-DCCA. We also propose to reduce the scale ranges to analyze short time series, and some inherent properties which remain hidden when a wide range is used may exhibit perfectly in this way.

  19. A study of stationarity in time series by using wavelet transform

    NASA Astrophysics Data System (ADS)

    Dghais, Amel Abdoullah Ahmed; Ismail, Mohd Tahir

    2014-07-01

    In this work the core objective is to apply discrete wavelet transform (DWT) functions namely Haar, Daubechies, Symmlet, Coiflet and discrete approximation of the meyer wavelets in non-stationary financial time series data from US stock market (DJIA30). The data consists of 2048 daily data of closing index starting from December 17, 2004 until October 23, 2012. From the unit root test the results show that the data is non stationary in the level. In order to study the stationarity of a time series, the autocorrelation function (ACF) is used. Results indicate that, Haar function is the lowest function to obtain noisy series as compared to Daubechies, Symmlet, Coiflet and discrete approximation of the meyer wavelets. In addition, the original data after decomposition by DWT is less noisy series than decomposition by DWT for return time series.

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

    PubMed

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

    2017-12-01

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

  1. A framework for relating the structures and recovery statistics in pressure time-series surveys for dust devils

    NASA Astrophysics Data System (ADS)

    Jackson, Brian; Lorenz, Ralph; Davis, Karan

    2018-01-01

    Dust devils are likely the dominant source of dust for the martian atmosphere, but the amount and frequency of dust-lifting depend on the statistical distribution of dust devil parameters. Dust devils exhibit pressure perturbations and, if they pass near a barometric sensor, they may register as a discernible dip in a pressure time-series. Leveraging this fact, several surveys using barometric sensors on landed spacecraft have revealed dust devil structures and occurrence rates. However powerful they are, though, such surveys suffer from non-trivial biases that skew the inferred dust devil properties. For example, such surveys are most sensitive to dust devils with the widest and deepest pressure profiles, but the recovered profiles will be distorted, broader and shallow than the actual profiles. In addition, such surveys often do not provide wind speed measurements alongside the pressure time series, and so the durations of the dust devil signals in the time series cannot be directly converted to profile widths. Fortunately, simple statistical and geometric considerations can de-bias these surveys, allowing conversion of the duration of dust devil signals into physical widths, given only a distribution of likely translation velocities, and the recovery of the underlying distributions of physical parameters. In this study, we develop a scheme for de-biasing such surveys. Applying our model to an in-situ survey using data from the Phoenix lander suggests a larger dust flux and a dust devil occurrence rate about ten times larger than previously inferred. Comparing our results to dust devil track surveys suggests only about one in five low-pressure cells lifts sufficient dust to leave a visible track.

  2. Causal strength induction from time series data.

    PubMed

    Soo, Kevin W; Rottman, Benjamin M

    2018-04-01

    One challenge when inferring the strength of cause-effect relations from time series data is that the cause and/or effect can exhibit temporal trends. If temporal trends are not accounted for, a learner could infer that a causal relation exists when it does not, or even infer that there is a positive causal relation when the relation is negative, or vice versa. We propose that learners use a simple heuristic to control for temporal trends-that they focus not on the states of the cause and effect at a given instant, but on how the cause and effect change from one observation to the next, which we call transitions. Six experiments were conducted to understand how people infer causal strength from time series data. We found that participants indeed use transitions in addition to states, which helps them to reach more accurate causal judgments (Experiments 1A and 1B). Participants use transitions more when the stimuli are presented in a naturalistic visual format than a numerical format (Experiment 2), and the effect of transitions is not driven by primacy or recency effects (Experiment 3). Finally, we found that participants primarily use the direction in which variables change rather than the magnitude of the change for estimating causal strength (Experiments 4 and 5). Collectively, these studies provide evidence that people often use a simple yet effective heuristic for inferring causal strength from time series data. (PsycINFO Database Record (c) 2018 APA, all rights reserved).

  3. Interpretable Categorization of Heterogeneous Time Series Data

    NASA Technical Reports Server (NTRS)

    Lee, Ritchie; Kochenderfer, Mykel J.; Mengshoel, Ole J.; Silbermann, Joshua

    2017-01-01

    We analyze data from simulated aircraft encounters to validate and inform the development of a prototype aircraft collision avoidance system. The high-dimensional and heterogeneous time series dataset is analyzed to discover properties of near mid-air collisions (NMACs) and categorize the NMAC encounters. Domain experts use these properties to better organize and understand NMAC occurrences. Existing solutions either are not capable of handling high-dimensional and heterogeneous time series datasets or do not provide explanations that are interpretable by a domain expert. The latter is critical to the acceptance and deployment of safety-critical systems. To address this gap, we propose grammar-based decision trees along with a learning algorithm. Our approach extends decision trees with a grammar framework for classifying heterogeneous time series data. A context-free grammar is used to derive decision expressions that are interpretable, application-specific, and support heterogeneous data types. In addition to classification, we show how grammar-based decision trees can also be used for categorization, which is a combination of clustering and generating interpretable explanations for each cluster. We apply grammar-based decision trees to a simulated aircraft encounter dataset and evaluate the performance of four variants of our learning algorithm. The best algorithm is used to analyze and categorize near mid-air collisions in the aircraft encounter dataset. We describe each discovered category in detail and discuss its relevance to aircraft collision avoidance.

  4. Minimum entropy density method for the time series analysis

    NASA Astrophysics Data System (ADS)

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

    2009-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Zhuang, Enyu; Small, Michael; Feng, Gang

    2014-09-01

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

  6. Mount Etna InSAR Time Series Animation

    NASA Image and Video Library

    2012-02-06

    This animation depicts a time-series of ground deformation at Mount Etna Volcano between 1992 and 2001. The deformation results from changes in the volume of a shallow chamber centered approximately 5 km 3 miles below sea level.

  7. A cluster merging method for time series microarray with production values.

    PubMed

    Chira, Camelia; Sedano, Javier; Camara, Monica; Prieto, Carlos; Villar, Jose R; Corchado, Emilio

    2014-09-01

    A challenging task in time-course microarray data analysis is to cluster genes meaningfully combining the information provided by multiple replicates covering the same key time points. This paper proposes a novel cluster merging method to accomplish this goal obtaining groups with highly correlated genes. The main idea behind the proposed method is to generate a clustering starting from groups created based on individual temporal series (representing different biological replicates measured in the same time points) and merging them by taking into account the frequency by which two genes are assembled together in each clustering. The gene groups at the level of individual time series are generated using several shape-based clustering methods. This study is focused on a real-world time series microarray task with the aim to find co-expressed genes related to the production and growth of a certain bacteria. The shape-based clustering methods used at the level of individual time series rely on identifying similar gene expression patterns over time which, in some models, are further matched to the pattern of production/growth. The proposed cluster merging method is able to produce meaningful gene groups which can be naturally ranked by the level of agreement on the clustering among individual time series. The list of clusters and genes is further sorted based on the information correlation coefficient and new problem-specific relevant measures. Computational experiments and results of the cluster merging method are analyzed from a biological perspective and further compared with the clustering generated based on the mean value of time series and the same shape-based algorithm.

  8. Reconstructing multi-mode networks from multivariate time series

    NASA Astrophysics Data System (ADS)

    Gao, Zhong-Ke; Yang, Yu-Xuan; Dang, Wei-Dong; Cai, Qing; Wang, Zhen; Marwan, Norbert; Boccaletti, Stefano; Kurths, Jürgen

    2017-09-01

    Unveiling the dynamics hidden in multivariate time series is a task of the utmost importance in a broad variety of areas in physics. We here propose a method that leads to the construction of a novel functional network, a multi-mode weighted graph combined with an empirical mode decomposition, and to the realization of multi-information fusion of multivariate time series. The method is illustrated in a couple of successful applications (a multi-phase flow and an epileptic electro-encephalogram), which demonstrate its powerfulness in revealing the dynamical behaviors underlying the transitions of different flow patterns, and enabling to differentiate brain states of seizure and non-seizure.

  9. Mutual information estimation for irregularly sampled time series

    NASA Astrophysics Data System (ADS)

    Rehfeld, K.; Marwan, N.; Heitzig, J.; Kurths, J.

    2012-04-01

    For the automated, objective and joint analysis of time series, similarity measures are crucial. Used in the analysis of climate records, they allow for a complimentary, unbiased view onto sparse datasets. The irregular sampling of many of these time series, however, makes it necessary to either perform signal reconstruction (e.g. interpolation) or to develop and use adapted measures. Standard linear interpolation comes with an inevitable loss of information and bias effects. We have recently developed a Gaussian kernel-based correlation algorithm with which the interpolation error can be substantially lowered, but this would not work should the functional relationship in a bivariate setting be non-linear. We therefore propose an algorithm to estimate lagged auto and cross mutual information from irregularly sampled time series. We have extended the standard and adaptive binning histogram estimators and use Gaussian distributed weights in the estimation of the (joint) probabilities. To test our method we have simulated linear and nonlinear auto-regressive processes with Gamma-distributed inter-sampling intervals. We have then performed a sensitivity analysis for the estimation of actual coupling length, the lag of coupling and the decorrelation time in the synthetic time series and contrast our results to the performance of a signal reconstruction scheme. Finally we applied our estimator to speleothem records. We compare the estimated memory (or decorrelation time) to that from a least-squares estimator based on fitting an auto-regressive process of order 1. The calculated (cross) mutual information results are compared for the different estimators (standard or adaptive binning) and contrasted with results from signal reconstruction. We find that the kernel-based estimator has a significantly lower root mean square error and less systematic sampling bias than the interpolation-based method. It is possible that these encouraging results could be further improved by

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

    PubMed Central

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

    2016-01-01

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

  11. Constructing networks from a dynamical system perspective for multivariate nonlinear time series.

    PubMed

    Nakamura, Tomomichi; Tanizawa, Toshihiro; Small, Michael

    2016-03-01

    We describe a method for constructing networks for multivariate nonlinear time series. We approach the interaction between the various scalar time series from a deterministic dynamical system perspective and provide a generic and algorithmic test for whether the interaction between two measured time series is statistically significant. The method can be applied even when the data exhibit no obvious qualitative similarity: a situation in which the naive method utilizing the cross correlation function directly cannot correctly identify connectivity. To establish the connectivity between nodes we apply the previously proposed small-shuffle surrogate (SSS) method, which can investigate whether there are correlation structures in short-term variabilities (irregular fluctuations) between two data sets from the viewpoint of deterministic dynamical systems. The procedure to construct networks based on this idea is composed of three steps: (i) each time series is considered as a basic node of a network, (ii) the SSS method is applied to verify the connectivity between each pair of time series taken from the whole multivariate time series, and (iii) the pair of nodes is connected with an undirected edge when the null hypothesis cannot be rejected. The network constructed by the proposed method indicates the intrinsic (essential) connectivity of the elements included in the system or the underlying (assumed) system. The method is demonstrated for numerical data sets generated by known systems and applied to several experimental time series.

  12. Financial time series analysis based on information categorization method

    NASA Astrophysics Data System (ADS)

    Tian, Qiang; Shang, Pengjian; Feng, Guochen

    2014-12-01

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

  13. Challenges to validity in single-group interrupted time series analysis.

    PubMed

    Linden, Ariel

    2017-04-01

    Single-group interrupted time series analysis (ITSA) is a popular evaluation methodology in which a single unit of observation is studied; the outcome variable is serially ordered as a time series, and the intervention is expected to "interrupt" the level and/or trend of the time series, subsequent to its introduction. The most common threat to validity is history-the possibility that some other event caused the observed effect in the time series. Although history limits the ability to draw causal inferences from single ITSA models, it can be controlled for by using a comparable control group to serve as the counterfactual. Time series data from 2 natural experiments (effect of Florida's 2000 repeal of its motorcycle helmet law on motorcycle fatalities and California's 1988 Proposition 99 to reduce cigarette sales) are used to illustrate how history biases results of single-group ITSA results-as opposed to when that group's results are contrasted to those of a comparable control group. In the first example, an external event occurring at the same time as the helmet repeal appeared to be the cause of a rise in motorcycle deaths, but was only revealed when Florida was contrasted with comparable control states. Conversely, in the second example, a decreasing trend in cigarette sales prior to the intervention raised question about a treatment effect attributed to Proposition 99, but was reinforced when California was contrasted with comparable control states. Results of single-group ITSA should be considered preliminary, and interpreted with caution, until a more robust study design can be implemented. © 2016 John Wiley & Sons, Ltd.

  14. Classification of biosensor time series using dynamic time warping: applications in screening cancer cells with characteristic biomarkers.

    PubMed

    Rai, Shesh N; Trainor, Patrick J; Khosravi, Farhad; Kloecker, Goetz; Panchapakesan, Balaji

    2016-01-01

    The development of biosensors that produce time series data will facilitate improvements in biomedical diagnostics and in personalized medicine. The time series produced by these devices often contains characteristic features arising from biochemical interactions between the sample and the sensor. To use such characteristic features for determining sample class, similarity-based classifiers can be utilized. However, the construction of such classifiers is complicated by the variability in the time domains of such series that renders the traditional distance metrics such as Euclidean distance ineffective in distinguishing between biological variance and time domain variance. The dynamic time warping (DTW) algorithm is a sequence alignment algorithm that can be used to align two or more series to facilitate quantifying similarity. In this article, we evaluated the performance of DTW distance-based similarity classifiers for classifying time series that mimics electrical signals produced by nanotube biosensors. Simulation studies demonstrated the positive performance of such classifiers in discriminating between time series containing characteristic features that are obscured by noise in the intensity and time domains. We then applied a DTW distance-based k -nearest neighbors classifier to distinguish the presence/absence of mesenchymal biomarker in cancer cells in buffy coats in a blinded test. Using a train-test approach, we find that the classifier had high sensitivity (90.9%) and specificity (81.8%) in differentiating between EpCAM-positive MCF7 cells spiked in buffy coats and those in plain buffy coats.

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

    PubMed

    Deng, Weihui; Wang, Guoyin

    2017-07-01

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

  16. Joint optimization of green vehicle scheduling and routing problem with time-varying speeds

    PubMed Central

    Zhang, Dezhi; Wang, Xin; Ni, Nan; Zhang, Zhuo

    2018-01-01

    Based on an analysis of the congestion effect and changes in the speed of vehicle flow during morning and evening peaks in a large- or medium-sized city, the piecewise function is used to capture the rules of the time-varying speed of vehicles, which are very important in modelling their fuel consumption and CO2 emission. A joint optimization model of the green vehicle scheduling and routing problem with time-varying speeds is presented in this study. Extra wages during nonworking periods and soft time-window constraints are considered. A heuristic algorithm based on the adaptive large neighborhood search algorithm is also presented. Finally, a numerical simulation example is provided to illustrate the optimization model and its algorithm. Results show that, (1) the shortest route is not necessarily the route that consumes the least energy, (2) the departure time influences the vehicle fuel consumption and CO2 emissions and the optimal departure time saves on fuel consumption and reduces CO2 emissions by up to 5.4%, and (3) extra driver wages have significant effects on routing and departure time slot decisions. PMID:29466370

  17. Testing for nonlinearity in time series: The method of surrogate data

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Theiler, J.; Galdrikian, B.; Longtin, A.

    1991-01-01

    We describe a statistical approach for identifying nonlinearity in time series; in particular, we want to avoid claims of chaos when simpler models (such as linearly correlated noise) can explain the data. The method requires a careful statement of the 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 themore » 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. We present algorithms for generating surrogate data under various null hypotheses, and we show the results of numerical experiments on artificial data using correlation dimension, Lyapunov exponent, and forecasting error as discriminating statistics. Finally, we consider a number of experimental time series -- including sunspots, electroencephalogram (EEG) signals, and fluid convection -- and evaluate the statistical significance of the evidence for nonlinear structure in each case. 56 refs., 8 figs.« less

  18. Analysis of Site Position Time Series Derived From Space Geodetic Solutions

    NASA Astrophysics Data System (ADS)

    Angermann, D.; Meisel, B.; Kruegel, M.; Tesmer, V.; Miller, R.; Drewes, H.

    2003-12-01

    This presentation deals with the analysis of station coordinate time series obtained from VLBI, SLR, GPS and DORIS solutions. We also present time series for the origin and scale derived from these solutions and discuss their contribution to the realization of the terrestrial reference frame. For these investigations we used SLR and VLBI solutions computed at DGFI with the software systems DOGS (SLR) and OCCAM (VLBI). The GPS and DORIS time series were obtained from weekly station coordinates solutions provided by the IGS, and from the joint DORIS analysis center (IGN-JPL). We analysed the time series with respect to various aspects, such as non-linear motions, periodic signals and systematic differences (biases). A major focus is on a comparison of the results at co-location sites in order to identify technique- and/or solution related problems. This may also help to separate and quantify possible effects, and to understand the origin of still existing discrepancies. Technique-related systematic effects (biases) should be reduced to the highest possible extent, before using the space geodetic solutions for a geophysical interpretation of seasonal signals in site position time series.

  19. Using Time Series Analysis to Predict Cardiac Arrest in a PICU.

    PubMed

    Kennedy, Curtis E; Aoki, Noriaki; Mariscalco, Michele; Turley, James P

    2015-11-01

    To build and test cardiac arrest prediction models in a PICU, using time series analysis as input, and to measure changes in prediction accuracy attributable to different classes of time series data. Retrospective cohort study. Thirty-one bed academic PICU that provides care for medical and general surgical (not congenital heart surgery) patients. Patients experiencing a cardiac arrest in the PICU and requiring external cardiac massage for at least 2 minutes. None. One hundred three cases of cardiac arrest and 109 control cases were used to prepare a baseline dataset that consisted of 1,025 variables in four data classes: multivariate, raw time series, clinical calculations, and time series trend analysis. We trained 20 arrest prediction models using a matrix of five feature sets (combinations of data classes) with four modeling algorithms: linear regression, decision tree, neural network, and support vector machine. The reference model (multivariate data with regression algorithm) had an accuracy of 78% and 87% area under the receiver operating characteristic curve. The best model (multivariate + trend analysis data with support vector machine algorithm) had an accuracy of 94% and 98% area under the receiver operating characteristic curve. Cardiac arrest predictions based on a traditional model built with multivariate data and a regression algorithm misclassified cases 3.7 times more frequently than predictions that included time series trend analysis and built with a support vector machine algorithm. Although the final model lacks the specificity necessary for clinical application, we have demonstrated how information from time series data can be used to increase the accuracy of clinical prediction models.

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

    PubMed Central

    Fransson, Peter

    2016-01-01

    Abstract Assessment of dynamic functional brain connectivity based on functional magnetic resonance imaging (fMRI) data is an increasingly popular strategy to investigate temporal dynamics of the brain's large-scale network architecture. Current practice when deriving connectivity estimates over time is to use the Fisher transformation, which aims to stabilize the variance of correlation values that fluctuate around varying true correlation values. It is, however, unclear how well the stabilization of signal variance performed by the Fisher transformation works for each connectivity time series, when the true correlation is assumed to be fluctuating. This is of importance because many subsequent analyses either assume or perform better when the time series have stable variance or adheres to an approximate Gaussian distribution. In this article, using simulations and analysis of resting-state fMRI data, we analyze the effect of applying different variance stabilization strategies on connectivity time series. We focus our investigation on the Fisher transformation, the Box–Cox (BC) transformation and an approach that combines both transformations. Our results show that, if the intention of stabilizing the variance is to use metrics on the time series, where stable variance or a Gaussian distribution is desired (e.g., clustering), the Fisher transformation is not optimal and may even skew connectivity time series away from being Gaussian. Furthermore, we show that the suboptimal performance of the Fisher transformation can be substantially improved by including an additional BC transformation after the dynamic functional connectivity time series has been Fisher transformed. PMID:27784176

  1. Model-based Clustering of Categorical Time Series with Multinomial Logit Classification

    NASA Astrophysics Data System (ADS)

    Frühwirth-Schnatter, Sylvia; Pamminger, Christoph; Winter-Ebmer, Rudolf; Weber, Andrea

    2010-09-01

    A common problem in many areas of applied statistics is to identify groups of similar time series in a panel of time series. However, distance-based clustering methods cannot easily be extended to time series data, where an appropriate distance-measure is rather difficult to define, particularly for discrete-valued time series. Markov chain clustering, proposed by Pamminger and Frühwirth-Schnatter [6], is an approach for clustering discrete-valued time series obtained by observing a categorical variable with several states. This model-based clustering method is based on finite mixtures of first-order time-homogeneous Markov chain models. In order to further explain group membership we present an extension to the approach of Pamminger and Frühwirth-Schnatter [6] by formulating a probabilistic model for the latent group indicators within the Bayesian classification rule by using a multinomial logit model. The parameters are estimated for a fixed number of clusters within a Bayesian framework using an Markov chain Monte Carlo (MCMC) sampling scheme representing a (full) Gibbs-type sampler which involves only draws from standard distributions. Finally, an application to a panel of Austrian wage mobility data is presented which leads to an interesting segmentation of the Austrian labour market.

  2. Power estimation using simulations for air pollution time-series studies

    PubMed Central

    2012-01-01

    Background Estimation of power to assess associations of interest can be challenging for time-series studies of the acute health effects of air pollution because there are two dimensions of sample size (time-series length and daily outcome counts), and because these studies often use generalized linear models to control for complex patterns of covariation between pollutants and time trends, meteorology and possibly other pollutants. In general, statistical software packages for power estimation rely on simplifying assumptions that may not adequately capture this complexity. Here we examine the impact of various factors affecting power using simulations, with comparison of power estimates obtained from simulations with those obtained using statistical software. Methods Power was estimated for various analyses within a time-series study of air pollution and emergency department visits using simulations for specified scenarios. Mean daily emergency department visit counts, model parameter value estimates and daily values for air pollution and meteorological variables from actual data (8/1/98 to 7/31/99 in Atlanta) were used to generate simulated daily outcome counts with specified temporal associations with air pollutants and randomly generated error based on a Poisson distribution. Power was estimated by conducting analyses of the association between simulated daily outcome counts and air pollution in 2000 data sets for each scenario. Power estimates from simulations and statistical software (G*Power and PASS) were compared. Results In the simulation results, increasing time-series length and average daily outcome counts both increased power to a similar extent. Our results also illustrate the low power that can result from using outcomes with low daily counts or short time series, and the reduction in power that can accompany use of multipollutant models. Power estimates obtained using standard statistical software were very similar to those from the simulations

  3. Power estimation using simulations for air pollution time-series studies.

    PubMed

    Winquist, Andrea; Klein, Mitchel; Tolbert, Paige; Sarnat, Stefanie Ebelt

    2012-09-20

    Estimation of power to assess associations of interest can be challenging for time-series studies of the acute health effects of air pollution because there are two dimensions of sample size (time-series length and daily outcome counts), and because these studies often use generalized linear models to control for complex patterns of covariation between pollutants and time trends, meteorology and possibly other pollutants. In general, statistical software packages for power estimation rely on simplifying assumptions that may not adequately capture this complexity. Here we examine the impact of various factors affecting power using simulations, with comparison of power estimates obtained from simulations with those obtained using statistical software. Power was estimated for various analyses within a time-series study of air pollution and emergency department visits using simulations for specified scenarios. Mean daily emergency department visit counts, model parameter value estimates and daily values for air pollution and meteorological variables from actual data (8/1/98 to 7/31/99 in Atlanta) were used to generate simulated daily outcome counts with specified temporal associations with air pollutants and randomly generated error based on a Poisson distribution. Power was estimated by conducting analyses of the association between simulated daily outcome counts and air pollution in 2000 data sets for each scenario. Power estimates from simulations and statistical software (G*Power and PASS) were compared. In the simulation results, increasing time-series length and average daily outcome counts both increased power to a similar extent. Our results also illustrate the low power that can result from using outcomes with low daily counts or short time series, and the reduction in power that can accompany use of multipollutant models. Power estimates obtained using standard statistical software were very similar to those from the simulations when properly implemented

  4. Time Series Discord Detection in Medical Data using a Parallel Relational Database

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Woodbridge, Diane; Rintoul, Mark Daniel; Wilson, Andrew T.

    Recent advances in sensor technology have made continuous real-time health monitoring available in both hospital and non-hospital settings. Since data collected from high frequency medical sensors includes a huge amount of data, storing and processing continuous medical data is an emerging big data area. Especially detecting anomaly in real time is important for patients’ emergency detection and prevention. A time series discord indicates a subsequence that has the maximum difference to the rest of the time series subsequences, meaning that it has abnormal or unusual data trends. In this study, we implemented two versions of time series discord detection algorithmsmore » on a high performance parallel database management system (DBMS) and applied them to 240 Hz waveform data collected from 9,723 patients. The initial brute force version of the discord detection algorithm takes each possible subsequence and calculates a distance to the nearest non-self match to find the biggest discords in time series. For the heuristic version of the algorithm, a combination of an array and a trie structure was applied to order time series data for enhancing time efficiency. The study results showed efficient data loading, decoding and discord searches in a large amount of data, benefiting from the time series discord detection algorithm and the architectural characteristics of the parallel DBMS including data compression, data pipe-lining, and task scheduling.« less

  5. Evaluation of nonlinearity and validity of nonlinear modeling for complex time series.

    PubMed

    Suzuki, Tomoya; Ikeguchi, Tohru; Suzuki, Masuo

    2007-10-01

    Even if an original time series exhibits nonlinearity, it is not always effective to approximate the time series by a nonlinear model because such nonlinear models have high complexity from the viewpoint of information criteria. Therefore, we propose two measures to evaluate both the nonlinearity of a time series and validity of nonlinear modeling applied to it by nonlinear predictability and information criteria. Through numerical simulations, we confirm that the proposed measures effectively detect the nonlinearity of an observed time series and evaluate the validity of the nonlinear model. The measures are also robust against observational noises. We also analyze some real time series: the difference of the number of chickenpox and measles patients, the number of sunspots, five Japanese vowels, and the chaotic laser. We can confirm that the nonlinear model is effective for the Japanese vowel /a/, the difference of the number of measles patients, and the chaotic laser.

  6. Evaluation of nonlinearity and validity of nonlinear modeling for complex time series

    NASA Astrophysics Data System (ADS)

    Suzuki, Tomoya; Ikeguchi, Tohru; Suzuki, Masuo

    2007-10-01

    Even if an original time series exhibits nonlinearity, it is not always effective to approximate the time series by a nonlinear model because such nonlinear models have high complexity from the viewpoint of information criteria. Therefore, we propose two measures to evaluate both the nonlinearity of a time series and validity of nonlinear modeling applied to it by nonlinear predictability and information criteria. Through numerical simulations, we confirm that the proposed measures effectively detect the nonlinearity of an observed time series and evaluate the validity of the nonlinear model. The measures are also robust against observational noises. We also analyze some real time series: the difference of the number of chickenpox and measles patients, the number of sunspots, five Japanese vowels, and the chaotic laser. We can confirm that the nonlinear model is effective for the Japanese vowel /a/, the difference of the number of measles patients, and the chaotic laser.

  7. Complexity quantification of cardiac variability time series using improved sample entropy (I-SampEn).

    PubMed

    Marwaha, Puneeta; Sunkaria, Ramesh Kumar

    2016-09-01

    The sample entropy (SampEn) has been widely used to quantify the complexity of RR-interval time series. It is a fact that higher complexity, and hence, entropy is associated with the RR-interval time series of healthy subjects. But, SampEn suffers from the disadvantage that it assigns higher entropy to the randomized surrogate time series as well as to certain pathological time series, which is a misleading observation. This wrong estimation of the complexity of a time series may be due to the fact that the existing SampEn technique updates the threshold value as a function of long-term standard deviation (SD) of a time series. However, time series of certain pathologies exhibits substantial variability in beat-to-beat fluctuations. So the SD of the first order difference (short term SD) of the time series should be considered while updating threshold value, to account for period-to-period variations inherited in a time series. In the present work, improved sample entropy (I-SampEn), a new methodology has been proposed in which threshold value is updated by considering the period-to-period variations of a time series. The I-SampEn technique results in assigning higher entropy value to age-matched healthy subjects than patients suffering atrial fibrillation (AF) and diabetes mellitus (DM). Our results are in agreement with the theory of reduction in complexity of RR-interval time series in patients suffering from chronic cardiovascular and non-cardiovascular diseases.

  8. Integrating stochastic time-dependent travel speed in solution methods for the dynamic dial-a-ride problem

    PubMed Central

    Schilde, M.; Doerner, K.F.; Hartl, R.F.

    2014-01-01

    In urban areas, logistic transportation operations often run into problems because travel speeds change, depending on the current traffic situation. If not accounted for, time-dependent and stochastic travel speeds frequently lead to missed time windows and thus poorer service. Especially in the case of passenger transportation, it often leads to excessive passenger ride times as well. Therefore, time-dependent and stochastic influences on travel speeds are relevant for finding feasible and reliable solutions. This study considers the effect of exploiting statistical information available about historical accidents, using stochastic solution approaches for the dynamic dial-a-ride problem (dynamic DARP). The authors propose two pairs of metaheuristic solution approaches, each consisting of a deterministic method (average time-dependent travel speeds for planning) and its corresponding stochastic version (exploiting stochastic information while planning). The results, using test instances with up to 762 requests based on a real-world road network, show that in certain conditions, exploiting stochastic information about travel speeds leads to significant improvements over deterministic approaches. PMID:25844013

  9. Use of Visual and Proprioceptive Feedback to Improve Gait Speed and Spatiotemporal Symmetry Following Chronic Stroke: A Case Series

    PubMed Central

    Feasel, Jeff; Wentz, Erin; Brooks, Frederick P.; Whitton, Mary C.

    2012-01-01

    Background and Purpose Persistent deficits in gait speed and spatiotemporal symmetry are prevalent following stroke and can limit the achievement of community mobility goals. Rehabilitation can improve gait speed, but has shown limited ability to improve spatiotemporal symmetry. The incorporation of combined visual and proprioceptive feedback regarding spatiotemporal symmetry has the potential to be effective at improving gait. Case Description A 60-year-old man (18 months poststroke) and a 53-year-old woman (21 months poststroke) each participated in gait training to improve gait speed and spatiotemporal symmetry. Each patient performed 18 sessions (6 weeks) of combined treadmill-based gait training followed by overground practice. To assist with relearning spatiotemporal symmetry, treadmill-based training for both patients was augmented with continuous, real-time visual and proprioceptive feedback from an immersive virtual environment and a dual belt treadmill, respectively. Outcomes Both patients improved gait speed (patient 1: 0.35 m/s improvement; patient 2: 0.26 m/s improvement) and spatiotemporal symmetry. Patient 1, who trained with step-length symmetry feedback, improved his step-length symmetry ratio, but not his stance-time symmetry ratio. Patient 2, who trained with stance-time symmetry feedback, improved her stance-time symmetry ratio. She had no step-length asymmetry before training. Discussion Both patients made improvements in gait speed and spatiotemporal symmetry that exceeded those reported in the literature. Further work is needed to ascertain the role of combined visual and proprioceptive feedback for improving gait speed and spatiotemporal symmetry after chronic stroke. PMID:22228605

  10. A controlled study on batted ball speed and available pitcher reaction time in slowpitch softball

    PubMed Central

    McDowell, M; Ciocco, M

    2005-01-01

    Objectives: To investigate safety risks in slowpitch softball by conducting laboratory and experimental studies on the performance of high tech softball bats with polyurethane softballs. To compare the results with the recommended safety standards. Methods: ASTM standard compression testing of seven softball models was conducted. Using these seven softball models, bat/ball impact testing was performed using seven adult male softball players and six high tech softball bat models to determine mean batted ball speeds. Over 500 bat/ball impact measurements were recorded and analysed. Available pitcher reaction time was calculated from the mean batted ball speed measurements. Results: According to the United States Specialty Sports Association and the Amateur Softball Association, the maximum initial batted ball speed should be 137.2 km/h, which corresponds to a minimum pitcher reaction time of 0.420 second. These experiments produced mean batted ball speeds of 134.0–159.7 km/h, which correspond to available pitcher reaction times of 0.409–0.361 second. Conclusion: The use of high tech softball bats with polyurethane softballs can result in batted ball speeds that exceed the recommended safety limits, which correspond to decreased available pitcher reaction times. PMID:15793092

  11. Solar-Terrestrial Signal Record in Tree Ring Width Time Series from Brazil

    NASA Astrophysics Data System (ADS)

    Rigozo, Nivaor Rodolfo; Lisi, Cláudio Sergio; Filho, Mário Tomazello; Prestes, Alan; Nordemann, Daniel Jean Roger; de Souza Echer, Mariza Pereira; Echer, Ezequiel; da Silva, Heitor Evangelista; Rigozo, Valderez F.

    2012-12-01

    This work investigates the behavior of the sunspot number and Southern Oscillation Index (SOI) signal recorded in the tree ring time series for three different locations in Brazil: Humaitá in Amazônia State, Porto Ferreira in São Paulo State, and Passo Fundo in Rio Grande do Sul State, using wavelet and cross-wavelet analysis techniques. The wavelet spectra of tree ring time series showed signs of 11 and 22 years, possibly related to the solar activity, and periods of 2-8 years, possibly related to El Niño events. The cross-wavelet spectra for all tree ring time series from Brazil present a significant response to the 11-year solar cycle in the time interval between 1921 to after 1981. These tree ring time series still have a response to the second harmonic of the solar cycle (5.5 years), but in different time intervals. The cross-wavelet maps also showed that the relationship between the SOI x tree ring time series is more intense, for oscillation in the range of 4-8 years.

  12. A Framework and Algorithms for Multivariate Time Series Analytics (MTSA): Learning, Monitoring, and Recommendation

    ERIC Educational Resources Information Center

    Ngan, Chun-Kit

    2013-01-01

    Making decisions over multivariate time series is an important topic which has gained significant interest in the past decade. A time series is a sequence of data points which are measured and ordered over uniform time intervals. A multivariate time series is a set of multiple, related time series in a particular domain in which domain experts…

  13. Inattentional blindness is influenced by exposure time not motion speed.

    PubMed

    Kreitz, Carina; Furley, Philip; Memmert, Daniel

    2016-01-01

    Inattentional blindness is a striking phenomenon in which a salient object within the visual field goes unnoticed because it is unexpected, and attention is focused elsewhere. Several attributes of the unexpected object, such as size and animacy, have been shown to influence the probability of inattentional blindness. At present it is unclear whether or how the speed of a moving unexpected object influences inattentional blindness. We demonstrated that inattentional blindness rates are considerably lower if the unexpected object moves more slowly, suggesting that it is the mere exposure time of the object rather than a higher saliency potentially induced by higher speed that determines the likelihood of its detection. Alternative explanations could be ruled out: The effect is not based on a pop-out effect arising from different motion speeds in relation to the primary-task stimuli (Experiment 2), nor is it based on a higher saliency of slow-moving unexpected objects (Experiment 3).

  14. Rényi’s information transfer between financial time series

    NASA Astrophysics Data System (ADS)

    Jizba, Petr; Kleinert, Hagen; Shefaat, Mohammad

    2012-05-01

    In this paper, we quantify the statistical coherence between financial time series by means of the Rényi entropy. With the help of Campbell’s coding theorem, we show that the Rényi entropy selectively emphasizes only certain sectors of the underlying empirical distribution while strongly suppressing others. This accentuation is controlled with Rényi’s parameter q. To tackle the issue of the information flow between time series, we formulate the concept of Rényi’s transfer entropy as a measure of information that is transferred only between certain parts of underlying distributions. This is particularly pertinent in financial time series, where the knowledge of marginal events such as spikes or sudden jumps is of a crucial importance. We apply the Rényian information flow to stock market time series from 11 world stock indices as sampled at a daily rate in the time period 02.01.1990-31.12.2009. Corresponding heat maps and net information flows are represented graphically. A detailed discussion of the transfer entropy between the DAX and S&P500 indices based on minute tick data gathered in the period 02.04.2008-11.09.2009 is also provided. Our analysis shows that the bivariate information flow between world markets is strongly asymmetric with a distinct information surplus flowing from the Asia-Pacific region to both European and US markets. An important yet less dramatic excess of information also flows from Europe to the US. This is particularly clearly seen from a careful analysis of Rényi information flow between the DAX and S&P500 indices.

  15. Time-series analysis of energetic electron fluxes (1. 2 - 16 MeV) at geosynchronous altitude. Master's thesis

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Halpin, M.P.

    This project used a Box and Jenkins time-series analysis of energetic electron fluxes measured at geosynchronous orbit in an effort to derive prediction models for the flux in each of five energy channels. In addition, the technique of transfer function modeling described by Box and Jenkins was used in an attempt to derive input-output relationships between the flux channels (viewed as the output) and the solar-wind speed or interplanetary magnetic field (IMF) north-south component, Bz, (viewed as the input). The transfer function modeling was done in order to investigate the theoretical dynamic relationship which is believed to exist between themore » solar wind, the IMF Bz, and the energetic electron flux in the magnetosphere. The models derived from the transfer-function techniques employed were also intended to be used in the prediction of flux values. The results from this study indicate that the energetic electron flux changes in the various channels are dependent on more than simply the solar-wind speed or the IMF Bz.« less

  16. An introduction to chaotic and random time series analysis

    NASA Technical Reports Server (NTRS)

    Scargle, Jeffrey D.

    1989-01-01

    The origin of chaotic behavior and the relation of chaos to randomness are explained. Two mathematical results are described: (1) a representation theorem guarantees the existence of a specific time-domain model for chaos and addresses the relation between chaotic, random, and strictly deterministic processes; (2) a theorem assures that information on the behavior of a physical system in its complete state space can be extracted from time-series data on a single observable. Focus is placed on an important connection between the dynamical state space and an observable time series. These two results lead to a practical deconvolution technique combining standard random process modeling methods with new embedded techniques.

  17. Measuring Complexity and Predictability of Time Series with Flexible Multiscale Entropy for Sensor Networks

    PubMed Central

    Zhou, Renjie; Yang, Chen; Wan, Jian; Zhang, Wei; Guan, Bo; Xiong, Naixue

    2017-01-01

    Measurement of time series complexity and predictability is sometimes the cornerstone for proposing solutions to topology and congestion control problems in sensor networks. As a method of measuring time series complexity and predictability, multiscale entropy (MSE) has been widely applied in many fields. However, sample entropy, which is the fundamental component of MSE, measures the similarity of two subsequences of a time series with either zero or one, but without in-between values, which causes sudden changes of entropy values even if the time series embraces small changes. This problem becomes especially severe when the length of time series is getting short. For solving such the problem, we propose flexible multiscale entropy (FMSE), which introduces a novel similarity function measuring the similarity of two subsequences with full-range values from zero to one, and thus increases the reliability and stability of measuring time series complexity. The proposed method is evaluated on both synthetic and real time series, including white noise, 1/f noise and real vibration signals. The evaluation results demonstrate that FMSE has a significant improvement in reliability and stability of measuring complexity of time series, especially when the length of time series is short, compared to MSE and composite multiscale entropy (CMSE). The proposed method FMSE is capable of improving the performance of time series analysis based topology and traffic congestion control techniques. PMID:28383496

  18. Measuring Complexity and Predictability of Time Series with Flexible Multiscale Entropy for Sensor Networks.

    PubMed

    Zhou, Renjie; Yang, Chen; Wan, Jian; Zhang, Wei; Guan, Bo; Xiong, Naixue

    2017-04-06

    Measurement of time series complexity and predictability is sometimes the cornerstone for proposing solutions to topology and congestion control problems in sensor networks. As a method of measuring time series complexity and predictability, multiscale entropy (MSE) has been widely applied in many fields. However, sample entropy, which is the fundamental component of MSE, measures the similarity of two subsequences of a time series with either zero or one, but without in-between values, which causes sudden changes of entropy values even if the time series embraces small changes. This problem becomes especially severe when the length of time series is getting short. For solving such the problem, we propose flexible multiscale entropy (FMSE), which introduces a novel similarity function measuring the similarity of two subsequences with full-range values from zero to one, and thus increases the reliability and stability of measuring time series complexity. The proposed method is evaluated on both synthetic and real time series, including white noise, 1/f noise and real vibration signals. The evaluation results demonstrate that FMSE has a significant improvement in reliability and stability of measuring complexity of time series, especially when the length of time series is short, compared to MSE and composite multiscale entropy (CMSE). The proposed method FMSE is capable of improving the performance of time series analysis based topology and traffic congestion control techniques.

  19. An advanced robust method for speed control of switched reluctance motor

    NASA Astrophysics Data System (ADS)

    Zhang, Chao; Ming, Zhengfeng; Su, Zhanping; Cai, Zhuang

    2018-05-01

    This paper presents an advanced robust controller for the speed system of a switched reluctance motor (SRM) in the presence of nonlinearities, speed ripple, and external disturbances. It proposes that the adaptive fuzzy control is applied to regulate the motor speed in the outer loop, and the detector is used to obtain rotor detection in the inner loop. The new fuzzy logic tuning rules are achieved from the experience of the operator and the knowledge of the specialist. The fuzzy parameters are automatically adjusted online according to the error and its change of speed in the transient period. The designed detector can obtain the rotor's position accurately in each phase module. Furthermore, a series of contrastive simulations are completed between the proposed controller and proportion integration differentiation controller including low speed, medium speed, and high speed. Simulations show that the proposed robust controller enables the system reduced by at least 3% in overshoot, 6% in rise time, and 20% in setting time, respectively, and especially under external disturbances. Moreover, an actual SRM control system is constructed at 220 V 370 W. The experiment results further prove that the proposed robust controller has excellent dynamic performance and strong robustness.

  20. Advanced interferometric synthetic aperture radar (InSAR) time series analysis using interferograms of multiple-orbit tracks: A case study on Miyake-jima

    NASA Astrophysics Data System (ADS)

    Ozawa, Taku; Ueda, Hideki

    2011-12-01

    InSAR time series analysis is an effective tool for detecting spatially and temporally complicated volcanic deformation. To obtain details of such deformation, we developed an advanced InSAR time series analysis using interferograms of multiple-orbit tracks. Considering only right- (or only left-) looking SAR observations, incidence directions for different orbit tracks are mostly included in a common plane. Therefore, slant-range changes in their interferograms can be expressed by two components in the plane. This approach estimates the time series of their components from interferograms of multiple-orbit tracks by the least squares analysis, and higher accuracy is obtained if many interferograms of different orbit tracks are available. Additionally, this analysis can combine interferograms for different incidence angles. In a case study on Miyake-jima, we obtained a deformation time series corresponding to GPS observations from PALSAR interferograms of six orbit tracks. The obtained accuracy was better than that with the SBAS approach, demonstrating its effectiveness. Furthermore, it is expected that higher accuracy would be obtained if SAR observations were carried out more frequently in all orbit tracks. The deformation obtained in the case study indicates uplift along the west coast and subsidence with contraction around the caldera. The speed of the uplift was almost constant, but the subsidence around the caldera decelerated from 2009. A flat deformation source was estimated near sea level under the caldera, implying that deceleration of subsidence was related to interaction between volcanic thermal activity and the aquifer.

  1. A Multilevel Multiset Time-Series Model for Describing Complex Developmental Processes

    PubMed Central

    Ma, Xin; Shen, Jianping

    2017-01-01

    The authors sought to develop an analytical platform where multiple sets of time series can be examined simultaneously. This multivariate platform capable of testing interaction effects among multiple sets of time series can be very useful in empirical research. The authors demonstrated that the multilevel framework can readily accommodate this analytical capacity. Given their intention to use the multilevel multiset time-series model to pursue complicated research purposes, their resulting model is relatively simple to specify, to run, and to interpret. These advantages make the adoption of their model relatively effortless as long as researchers have the basic knowledge and skills in working with multilevel growth modeling. With multiple potential extensions of their model, the establishment of this analytical platform for analysis of multiple sets of time series can inspire researchers to pursue far more advanced research designs to address complex developmental processes in reality. PMID:29881094

  2. A new algorithm for automatic Outlier Detection in GPS Time Series

    NASA Astrophysics Data System (ADS)

    Cannavo', Flavio; Mattia, Mario; Rossi, Massimo; Palano, Mimmo; Bruno, Valentina

    2010-05-01

    Nowadays continuous GPS time series are considered a crucial product of GPS permanent networks, useful in many geo-science fields, such as active tectonics, seismology, crustal deformation and volcano monitoring (Altamimi et al. 2002, Elósegui et al. 2006, Aloisi et al. 2009). Although the GPS data elaboration software has increased in reliability, the time series are still affected by different kind of noise, from the intrinsic noise (e.g. thropospheric delay) to the un-modeled noise (e.g. cycle slips, satellite faults, parameters changing). Typically GPS Time Series present characteristic noise that is a linear combination of white noise and correlated colored noise, and this characteristic is fractal in the sense that is evident for every considered time scale or sampling rate. The un-modeled noise sources result in spikes, outliers and steps. These kind of errors can appreciably influence the estimation of velocities of the monitored sites. The outlier detection in generic time series is a widely treated problem in literature (Wei, 2005), while is not fully developed for the specific kind of GPS series. We propose a robust automatic procedure for cleaning the GPS time series from the outliers and, especially for long daily series, steps due to strong seismic or volcanic events or merely instrumentation changing such as antenna and receiver upgrades. The procedure is basically divided in two steps: a first step for the colored noise reduction and a second step for outlier detection through adaptive series segmentation. Both algorithms present novel ideas and are nearly unsupervised. In particular, we propose an algorithm to estimate an autoregressive model for colored noise in GPS time series in order to subtract the effect of non Gaussian noise on the series. This step is useful for the subsequent step (i.e. adaptive segmentation) which requires the hypothesis of Gaussian noise. The proposed algorithms are tested in a benchmark case study and the results

  3. Analysis of Vlbi, Slr and GPS Site Position Time Series

    NASA Astrophysics Data System (ADS)

    Angermann, D.; Krügel, M.; Meisel, B.; Müller, H.; Tesmer, V.

    Conventionally the IERS terrestrial reference frame (ITRF) is realized by the adoption of a set of epoch coordinates and linear velocities for a set of global tracking stations. Due to the remarkable progress of the space geodetic observation techniques (e.g. VLBI, SLR, GPS) the accuracy and consistency of the ITRF increased continuously. The accuracy achieved today is mainly limited by technique-related systematic errors, which are often poorly characterized or quantified. Therefore it is essential to analyze the individual techniques' solutions with respect to systematic differences, models, parameters, datum definition, etc. Main subject of this presentation is the analysis of GPS, SLR and VLBI time series of site positions. The investigations are based on SLR and VLBI solutions computed at DGFI with the software systems DOGS (SLR) and OCCAM (VLBI). The GPS time series are based on weekly IGS station coordinates solutions. We analyze the time series with respect to the issues mentioned above. In particular we characterize the noise in the time series, identify periodic signals, and investigate non-linear effects that complicate the assignment of linear velocities for global tracking sites. One important aspect is the comparison of results obtained by different techniques at colocation sites.

  4. Improving GNSS time series for volcano monitoring: application to Canary Islands (Spain)

    NASA Astrophysics Data System (ADS)

    García-Cañada, Laura; Sevilla, Miguel J.; Pereda de Pablo, Jorge; Domínguez Cerdeña, Itahiza

    2017-04-01

    The number of permanent GNSS stations has increased significantly in recent years for different geodetic applications such as volcano monitoring, which require a high precision. Recently we have started to have coordinates time series long enough so that we can apply different analysis and filters that allow us to improve the GNSS coordinates results. Following this idea we have processed data from GNSS permanent stations used by the Spanish Instituto Geográfico Nacional (IGN) for volcano monitoring in Canary Islands to obtained time series by double difference processing method with Bernese v5.0 for the period 2007-2014. We have identified the characteristics of these time series and obtained models to estimate velocities with greater accuracy and more realistic uncertainties. In order to improve the results we have used two kinds of filters to improve the time series. The first, a spatial filter, has been computed using the series of residuals of all stations in the Canary Islands without an anomalous behaviour after removing a linear trend. This allows us to apply this filter to all sets of coordinates of the permanent stations reducing their dispersion. The second filter takes account of the temporal correlation in the coordinate time series for each station individually. A research about the evolution of the velocity depending on the series length has been carried out and it has demonstrated the need for using time series of at least four years. Therefore, in those stations with more than four years of data, we calculated the velocity and the characteristic parameters in order to have time series of residuals. This methodology has been applied to the GNSS data network in El Hierro (Canary Islands) during the 2011-2012 eruption and the subsequent magmatic intrusions (2012-2014). The results show that in the new series it is easier to detect anomalous behaviours in the coordinates, so they are most useful to detect crustal deformations in volcano monitoring.

  5. Complexity analysis of the turbulent environmental fluid flow time series

    NASA Astrophysics Data System (ADS)

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

    2014-02-01

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

  6. Motivations for speeding : additional data analysis : traffic tech : technology transfer series.

    DOT National Transportation Integrated Search

    2016-03-01

    NHTSAs naturalistic driving study, Motivations for Speeding (Richard et al., 2013), examined motivations and situations conducive to speeding behavior. The study collected data from 88 drivers in Seattle, Washington, and 76 drivers in College Stat...

  7. Toward automatic time-series forecasting using neural networks.

    PubMed

    Yan, Weizhong

    2012-07-01

    Over the past few decades, application of artificial neural networks (ANN) to time-series forecasting (TSF) has been growing rapidly due to several unique features of ANN models. However, to date, a consistent ANN performance over different studies has not been achieved. Many factors contribute to the inconsistency in the performance of neural network models. One such factor is that ANN modeling involves determining a large number of design parameters, and the current design practice is essentially heuristic and ad hoc, this does not exploit the full potential of neural networks. Systematic ANN modeling processes and strategies for TSF are, therefore, greatly needed. Motivated by this need, this paper attempts to develop an automatic ANN modeling scheme. It is based on the generalized regression neural network (GRNN), a special type of neural network. By taking advantage of several GRNN properties (i.e., a single design parameter and fast learning) and by incorporating several design strategies (e.g., fusing multiple GRNNs), we have been able to make the proposed modeling scheme to be effective for modeling large-scale business time series. The initial model was entered into the NN3 time-series competition. It was awarded the best prediction on the reduced dataset among approximately 60 different models submitted by scholars worldwide.

  8. Irreversibility of financial time series: A graph-theoretical approach

    NASA Astrophysics Data System (ADS)

    Flanagan, Ryan; Lacasa, Lucas

    2016-04-01

    The relation between time series irreversibility and entropy production has been recently investigated in thermodynamic systems operating away from equilibrium. In this work we explore this concept in the context of financial time series. We make use of visibility algorithms to quantify, in graph-theoretical terms, time irreversibility of 35 financial indices evolving over the period 1998-2012. We show that this metric is complementary to standard measures based on volatility and exploit it to both classify periods of financial stress and to rank companies accordingly. We then validate this approach by finding that a projection in principal components space of financial years, based on time irreversibility features, clusters together periods of financial stress from stable periods. Relations between irreversibility, efficiency and predictability are briefly discussed.

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

    PubMed Central

    Albers, D. J.; Hripcsak, George

    2012-01-01

    A method to estimate the time-dependent correlation via an empirical bias estimate of the time-delayed mutual information for a time-series is proposed. In particular, the bias of the time-delayed mutual information is shown to often be equivalent to the mutual information between two distributions of points from the same system separated by infinite time. Thus intuitively, estimation of the bias is reduced to estimation of the mutual information between distributions of data points separated by large time intervals. The proposed bias estimation techniques are shown to work for Lorenz equations data and glucose time series data of three patients from the Columbia University Medical Center database. PMID:22536009

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

    NASA Astrophysics Data System (ADS)

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

    2017-12-01

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

  11. Introduction to Time Series Analysis

    NASA Technical Reports Server (NTRS)

    Hardin, J. C.

    1986-01-01

    The field of time series analysis is explored from its logical foundations to the most modern data analysis techniques. The presentation is developed, as far as possible, for continuous data, so that the inevitable use of discrete mathematics is postponed until the reader has gained some familiarity with the concepts. The monograph seeks to provide the reader with both the theoretical overview and the practical details necessary to correctly apply the full range of these powerful techniques. In addition, the last chapter introduces many specialized areas where research is currently in progress.

  12. A 15-Year Time-series Study of Tooth Extraction in Brazil

    PubMed Central

    Cunha, Maria Aparecida Goncalves de Melo; Lino, Patrícia Azevedo; dos Santos, Thiago Rezende; Vasconcelos, Mara; Lucas, Simone Dutra; de Abreu, Mauro Henrique Nogueira Guimarães

    2015-01-01

    Abstract Tooth loss is considered to be a public health problem. Time-series studies that assess the influence of social conditions and access to health services on tooth loss are scarce. This study aimed to examine the time-series of permanent tooth extraction in Brazil between 1998 and 2012 and to compare these series in municipalities with different Human Development Index (HDI) scores and with different access to distinct primary and secondary care. The time-series study was performed between 1998 and 2012, using data from the Brazilian National Health Information System. Time-series study was performed between 1998 and 2012. Two annual rates of tooth extraction were calculated and evaluated separately according to 3 parameters: the HDI, the presence of a Dental Specialty Center, and coverage by Oral Health Teams. The time-series was analyzed using a linear regression model. An overall decrease in the tooth-loss tendencies during this period was observed, particularly in the tooth-extraction rate during primary care procedures. In the municipalities with an HDI that was lower than the median, the average tooth-loss rates were higher than in the municipalities with a higher HDI. The municipalities with lower rates of Oral Health Team coverage also showed lower extraction rates than the municipalities with higher coverage rates. In general, Brazil has shown a decrease in the trend to extract permanent teeth during these 15 years. Increased human development and access to dental services have influenced tooth-extraction rates. PMID:26632688

  13. Complex-valued time-series correlation increases sensitivity in FMRI analysis.

    PubMed

    Kociuba, Mary C; Rowe, Daniel B

    2016-07-01

    To develop a linear matrix representation of correlation between complex-valued (CV) time-series in the temporal Fourier frequency domain, and demonstrate its increased sensitivity over correlation between magnitude-only (MO) time-series in functional MRI (fMRI) analysis. The standard in fMRI is to discard the phase before the statistical analysis of the data, despite evidence of task related change in the phase time-series. With a real-valued isomorphism representation of Fourier reconstruction, correlation is computed in the temporal frequency domain with CV time-series data, rather than with the standard of MO data. A MATLAB simulation compares the Fisher-z transform of MO and CV correlations for varying degrees of task related magnitude and phase amplitude change in the time-series. The increased sensitivity of the complex-valued Fourier representation of correlation is also demonstrated with experimental human data. Since the correlation description in the temporal frequency domain is represented as a summation of second order temporal frequencies, the correlation is easily divided into experimentally relevant frequency bands for each voxel's temporal frequency spectrum. The MO and CV correlations for the experimental human data are analyzed for four voxels of interest (VOIs) to show the framework with high and low contrast-to-noise ratios in the motor cortex and the supplementary motor cortex. The simulation demonstrates the increased strength of CV correlations over MO correlations for low magnitude contrast-to-noise time-series. In the experimental human data, the MO correlation maps are noisier than the CV maps, and it is more difficult to distinguish the motor cortex in the MO correlation maps after spatial processing. Including both magnitude and phase in the spatial correlation computations more accurately defines the correlated left and right motor cortices. Sensitivity in correlation analysis is important to preserve the signal of interest in f

  14. Microbial oceanography and the Hawaii Ocean Time-series programme.

    PubMed

    Karl, David M; Church, Matthew J

    2014-10-01

    The Hawaii Ocean Time-series (HOT) programme has been tracking microbial and biogeochemical processes in the North Pacific Subtropical Gyre since October 1988. The near-monthly time series observations have revealed previously undocumented phenomena within a temporally dynamic ecosystem that is vulnerable to climate change. Novel microorganisms, genes and unexpected metabolic pathways have been discovered and are being integrated into our evolving ecological paradigms. Continued research, including higher-frequency observations and at-sea experimentation, will help to provide a comprehensive scientific understanding of microbial processes in the largest biome on Earth.

  15. The time series approach to short term load forecasting

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Hagan, M.T.; Behr, S.M.

    The application of time series analysis methods to load forecasting is reviewed. It is shown than Box and Jenkins time series models, in particular, are well suited to this application. The logical and organized procedures for model development using the autocorrelation function make these models particularly attractive. One of the drawbacks of these models is the inability to accurately represent the nonlinear relationship between load and temperature. A simple procedure for overcoming this difficulty is introduced, and several Box and Jenkins models are compared with a forecasting procedure currently used by a utility company.

  16. High-speed massively parallel scanning

    DOEpatents

    Decker, Derek E [Byron, CA

    2010-07-06

    A new technique for recording a series of images of a high-speed event (such as, but not limited to: ballistics, explosives, laser induced changes in materials, etc.) is presented. Such technique(s) makes use of a lenslet array to take image picture elements (pixels) and concentrate light from each pixel into a spot that is much smaller than the pixel. This array of spots illuminates a detector region (e.g., film, as one embodiment) which is scanned transverse to the light, creating tracks of exposed regions. Each track is a time history of the light intensity for a single pixel. By appropriately configuring the array of concentrated spots with respect to the scanning direction of the detection material, different tracks fit between pixels and sufficient lengths are possible which can be of interest in several high-speed imaging applications.

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

    NASA Astrophysics Data System (ADS)

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

    2013-12-01

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

  18. There Is Time for Calculation in Speed Chess, and Calculation Accuracy Increases With Expertise.

    PubMed

    Chang, Yu-Hsuan A; Lane, David M

    2016-01-01

    The recognition-action theory of chess skill holds that expertise in chess is due primarily to the ability to recognize familiar patterns of pieces. Despite its widespread acclaim, empirical evidence for this theory is indirect. One source of indirect evidence is that there is a high correlation between speed chess and standard chess. Assuming that there is little or no time for calculation in speed chess, this high correlation implies that calculation is not the primary factor in standard chess. Two studies were conducted analyzing 100 games of speed chess. In Study 1, we examined the distributions of move times, and the key finding was that players often spent considerable time on a few moves. Moreover, stronger players were more likely than weaker players to do so. Study 2 examined skill differences in calculation by examining poor moves. The stronger players made proportionally fewer blunders (moves that a 2-ply search would have revealed to be errors). Overall, the poor moves made by the weaker players would have required a less extensive search to be revealed as poor moves than the poor moves made by the stronger players. Apparently, the stronger players are searching deeper and more accurately. These results are difficult to reconcile with the view that speed chess does not allow players time to calculate extensively and call into question the assertion that the high correlation between speed chess and standard chess supports recognition-action theory.

  19. GrammarViz 3.0: Interactive Discovery of Variable-Length Time Series Patterns

    DOE PAGES

    Senin, Pavel; Lin, Jessica; Wang, Xing; ...

    2018-02-23

    The problems of recurrent and anomalous pattern discovery in time series, e.g., motifs and discords, respectively, have received a lot of attention from researchers in the past decade. However, since the pattern search space is usually intractable, most existing detection algorithms require that the patterns have discriminative characteristics and have its length known in advance and provided as input, which is an unreasonable requirement for many real-world problems. In addition, patterns of similar structure, but of different lengths may co-exist in a time series. In order to address these issues, we have developed algorithms for variable-length time series pattern discoverymore » that are based on symbolic discretization and grammar inference—two techniques whose combination enables the structured reduction of the search space and discovery of the candidate patterns in linear time. In this work, we present GrammarViz 3.0—a software package that provides implementations of proposed algorithms and graphical user interface for interactive variable-length time series pattern discovery. The current version of the software provides an alternative grammar inference algorithm that improves the time series motif discovery workflow, and introduces an experimental procedure for automated discretization parameter selection that builds upon the minimum cardinality maximum cover principle and aids the time series recurrent and anomalous pattern discovery.« less

  20. GrammarViz 3.0: Interactive Discovery of Variable-Length Time Series Patterns

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Senin, Pavel; Lin, Jessica; Wang, Xing

    The problems of recurrent and anomalous pattern discovery in time series, e.g., motifs and discords, respectively, have received a lot of attention from researchers in the past decade. However, since the pattern search space is usually intractable, most existing detection algorithms require that the patterns have discriminative characteristics and have its length known in advance and provided as input, which is an unreasonable requirement for many real-world problems. In addition, patterns of similar structure, but of different lengths may co-exist in a time series. In order to address these issues, we have developed algorithms for variable-length time series pattern discoverymore » that are based on symbolic discretization and grammar inference—two techniques whose combination enables the structured reduction of the search space and discovery of the candidate patterns in linear time. In this work, we present GrammarViz 3.0—a software package that provides implementations of proposed algorithms and graphical user interface for interactive variable-length time series pattern discovery. The current version of the software provides an alternative grammar inference algorithm that improves the time series motif discovery workflow, and introduces an experimental procedure for automated discretization parameter selection that builds upon the minimum cardinality maximum cover principle and aids the time series recurrent and anomalous pattern discovery.« less

  1. Robust, automatic GPS station velocities and velocity time series

    NASA Astrophysics Data System (ADS)

    Blewitt, G.; Kreemer, C.; Hammond, W. C.

    2014-12-01

    Automation in GPS coordinate time series analysis makes results more objective and reproducible, but not necessarily as robust as the human eye to detect problems. Moreover, it is not a realistic option to manually scan our current load of >20,000 time series per day. This motivates us to find an automatic way to estimate station velocities that is robust to outliers, discontinuities, seasonality, and noise characteristics (e.g., heteroscedasticity). Here we present a non-parametric method based on the Theil-Sen estimator, defined as the median of velocities vij=(xj-xi)/(tj-ti) computed between all pairs (i, j). Theil-Sen estimators produce statistically identical solutions to ordinary least squares for normally distributed data, but they can tolerate up to 29% of data being problematic. To mitigate seasonality, our proposed estimator only uses pairs approximately separated by an integer number of years (N-δt)<(tj-ti )<(N+δt), where δt is chosen to be small enough to capture seasonality, yet large enough to reduce random error. We fix N=1 to maximally protect against discontinuities. In addition to estimating an overall velocity, we also use these pairs to estimate velocity time series. To test our methods, we process real data sets that have already been used with velocities published in the NA12 reference frame. Accuracy can be tested by the scatter of horizontal velocities in the North American plate interior, which is known to be stable to ~0.3 mm/yr. This presents new opportunities for time series interpretation. For example, the pattern of velocity variations at the interannual scale can help separate tectonic from hydrological processes. Without any step detection, velocity estimates prove to be robust for stations affected by the Mw7.2 2010 El Mayor-Cucapah earthquake, and velocity time series show a clear change after the earthquake, without any of the usual parametric constraints, such as relaxation of postseismic velocities to their preseismic values.

  2. Detection of a sudden change of the field time series based on the Lorenz system

    PubMed Central

    Li, Fang; Shen, BingLu; Yan, PengCheng; Song, Jian; Ma, DeShan

    2017-01-01

    We conducted an exploratory study of the detection of a sudden change of the field time series based on the numerical solution of the Lorenz system. First, the time when the Lorenz path jumped between the regions on the left and right of the equilibrium point of the Lorenz system was quantitatively marked and the sudden change time of the Lorenz system was obtained. Second, the numerical solution of the Lorenz system was regarded as a vector; thus, this solution could be considered as a vector time series. We transformed the vector time series into a time series using the vector inner product, considering the geometric and topological features of the Lorenz system path. Third, the sudden change of the resulting time series was detected using the sliding t-test method. Comparing the test results with the quantitatively marked time indicated that the method could detect every sudden change of the Lorenz path, thus the method is effective. Finally, we used the method to detect the sudden change of the pressure field time series and temperature field time series, and obtained good results for both series, which indicates that the method can apply to high-dimension vector time series. Mathematically, there is no essential difference between the field time series and vector time series; thus, we provide a new method for the detection of the sudden change of the field time series. PMID:28141832

  3. Detection of a sudden change of the field time series based on the Lorenz system.

    PubMed

    Da, ChaoJiu; Li, Fang; Shen, BingLu; Yan, PengCheng; Song, Jian; Ma, DeShan

    2017-01-01

    We conducted an exploratory study of the detection of a sudden change of the field time series based on the numerical solution of the Lorenz system. First, the time when the Lorenz path jumped between the regions on the left and right of the equilibrium point of the Lorenz system was quantitatively marked and the sudden change time of the Lorenz system was obtained. Second, the numerical solution of the Lorenz system was regarded as a vector; thus, this solution could be considered as a vector time series. We transformed the vector time series into a time series using the vector inner product, considering the geometric and topological features of the Lorenz system path. Third, the sudden change of the resulting time series was detected using the sliding t-test method. Comparing the test results with the quantitatively marked time indicated that the method could detect every sudden change of the Lorenz path, thus the method is effective. Finally, we used the method to detect the sudden change of the pressure field time series and temperature field time series, and obtained good results for both series, which indicates that the method can apply to high-dimension vector time series. Mathematically, there is no essential difference between the field time series and vector time series; thus, we provide a new method for the detection of the sudden change of the field time series.

  4. Expression Templates for Truncated Power Series

    NASA Astrophysics Data System (ADS)

    Cary, John R.; Shasharina, Svetlana G.

    1997-05-01

    Truncated power series are used extensively in accelerator transport modeling for rapid tracking and analysis of nonlinearity. Such mathematical objects are naturally represented computationally as objects in C++. This is more intuitive and produces more transparent code through operator overloading. However, C++ object use often comes with a computational speed loss due, e.g., to the creation of temporaries. We have developed a subset of truncated power series expression templates(http://monet.uwaterloo.ca/blitz/). Such expression templates use the powerful template processing facility of C++ to combine complicated expressions into series operations that exectute more rapidly. We compare computational speeds with existing truncated power series libraries.

  5. Memory and betweenness preference in temporal networks induced from time series

    NASA Astrophysics Data System (ADS)

    Weng, Tongfeng; Zhang, Jie; Small, Michael; Zheng, Rui; Hui, Pan

    2017-02-01

    We construct temporal networks from time series via unfolding the temporal information into an additional topological dimension of the networks. Thus, we are able to introduce memory entropy analysis to unravel the memory effect within the considered signal. We find distinct patterns in the entropy growth rate of the aggregate network at different memory scales for time series with different dynamics ranging from white noise, 1/f noise, autoregressive process, periodic to chaotic dynamics. Interestingly, for a chaotic time series, an exponential scaling emerges in the memory entropy analysis. We demonstrate that the memory exponent can successfully characterize bifurcation phenomenon, and differentiate the human cardiac system in healthy and pathological states. Moreover, we show that the betweenness preference analysis of these temporal networks can further characterize dynamical systems and separate distinct electrocardiogram recordings. Our work explores the memory effect and betweenness preference in temporal networks constructed from time series data, providing a new perspective to understand the underlying dynamical systems.

  6. Size speed bias or size arrival effect-How judgments of vehicles' approach speed and time to arrival are influenced by the vehicles' size.

    PubMed

    Petzoldt, Tibor

    2016-10-01

    Crashes at railway level crossings are a key problem for railway operations. It has been suggested that a potential explanation for such crashes might lie in a so-called size speed bias, which describes the phenomenon that observers underestimate the speed of larger objects, such as aircraft or trains. While there is some evidence that this size speed bias indeed exists, it is somewhat at odds with another well researched phenomenon, the size arrival effect. When asked to judge the time it takes an approaching object to arrive at a predefined position (time to arrival, TTA), observers tend to provide lower estimates for larger objects. In that case, road users' crossing decisions when confronted with larger vehicles should be rather conservative, which has been confirmed in multiple studies on gap acceptance. The aim of the experiment reported in this paper was to clarify the relationship between size speed bias and size arrival effect. Employing a relative judgment task, both speed and TTA estimates were assessed for virtual depictions of a train and a truck, using a car as a reference to compare against. The results confirmed the size speed bias for the speed judgments, with both train and truck being perceived as travelling slower than the car. A comparable bias was also present in the TTA estimates for the truck. In contrast, no size arrival effect could be found for the train or the truck, neither in the speed nor the TTA judgments. This finding is inconsistent with the fact that crossing behaviour when confronted with larger vehicles appears to be consistently more conservative. This discrepancy might be interpreted as an indication that factors other than perceived speed or TTA play an important role for the differences in gap acceptance between different types of vehicles. Copyright © 2016 Elsevier Ltd. All rights reserved.

  7. Time-dependent recovery of microcrack damage and seismic wave speeds in deformed limestone

    NASA Astrophysics Data System (ADS)

    Brantut, Nicolas

    2015-12-01

    Limestone samples were deformed up to 5% inelastic axial strain at an effective confining pressure Peff=50 MPa in the cataclastic flow regime and subsequently maintained under constant static stress conditions (either isostatic of triaxial) for extended periods of time while elastic wave speeds and permeability were continuously monitored. During deformation, both seismic wave speeds and permeability decrease with increasing strain, due to the growth of subvertical microcracks and inelastic porosity reduction. During the static hold period under water-saturated conditions, the seismic wave speeds recovered gradually, typically by around 5% (relative to their initial value) after 2 days, while permeability remained constant. The recovery in wave speed increases with increasing confining pressure but decreases with increasing applied differential stress. The recovery is markedly lower when the samples are saturated with an inert fluid as opposed to water. The evolution in wave speed is interpreted quantitatively in terms of microcrack density, which shows that the post-deformation recovery is associated with a decrease in effective microcrack length, typically of the order to 10% after 2 days. The proposed mechanism for the observed damage recovery is microcrack closure due to a combination of backsliding on wing cracks driven by time-dependent friction and closure due to pressure solution at contacts between propping particles or asperities and microcrack walls. The recovery rates observed in the experiments, and the proposed underlying mechanisms, are compatible with seismological observations of seismic wave speed recovery along faults following earthquakes.

  8. Time series models on analysing mortality rates and acute childhood lymphoid leukaemia.

    PubMed

    Kis, Maria

    2005-01-01

    In this paper we demonstrate applying time series models on medical research. The Hungarian mortality rates were analysed by autoregressive integrated moving average models and seasonal time series models examined the data of acute childhood lymphoid leukaemia.The mortality data may be analysed by time series methods such as autoregressive integrated moving average (ARIMA) modelling. This method is demonstrated by two examples: analysis of the mortality rates of ischemic heart diseases and analysis of the mortality rates of cancer of digestive system. Mathematical expressions are given for the results of analysis. The relationships between time series of mortality rates were studied with ARIMA models. Calculations of confidence intervals for autoregressive parameters by tree methods: standard normal distribution as estimation and estimation of the White's theory and the continuous time case estimation. Analysing the confidence intervals of the first order autoregressive parameters we may conclude that the confidence intervals were much smaller than other estimations by applying the continuous time estimation model.We present a new approach to analysing the occurrence of acute childhood lymphoid leukaemia. We decompose time series into components. The periodicity of acute childhood lymphoid leukaemia in Hungary was examined using seasonal decomposition time series method. The cyclic trend of the dates of diagnosis revealed that a higher percent of the peaks fell within the winter months than in the other seasons. This proves the seasonal occurrence of the childhood leukaemia in Hungary.

  9. Visibility graphlet approach to chaotic time series

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Mutua, Stephen; Computer Science Department, Masinde Muliro University of Science and Technology, P.O. Box 190-50100, Kakamega; Gu, Changgui, E-mail: gu-changgui@163.com, E-mail: hjyang@ustc.edu.cn

    Many novel methods have been proposed for mapping time series into complex networks. Although some dynamical behaviors can be effectively captured by existing approaches, the preservation and tracking of the temporal behaviors of a chaotic system remains an open problem. In this work, we extended the visibility graphlet approach to investigate both discrete and continuous chaotic time series. We applied visibility graphlets to capture the reconstructed local states, so that each is treated as a node and tracked downstream to create a temporal chain link. Our empirical findings show that the approach accurately captures the dynamical properties of chaotic systems.more » Networks constructed from periodic dynamic phases all converge to regular networks and to unique network structures for each model in the chaotic zones. Furthermore, our results show that the characterization of chaotic and non-chaotic zones in the Lorenz system corresponds to the maximal Lyapunov exponent, thus providing a simple and straightforward way to analyze chaotic systems.« less

  10. Dimensionless embedding for nonlinear time series analysis

    NASA Astrophysics Data System (ADS)

    Hirata, Yoshito; Aihara, Kazuyuki

    2017-09-01

    Recently, infinite-dimensional delay coordinates (InDDeCs) have been proposed for predicting high-dimensional dynamics instead of conventional delay coordinates. Although InDDeCs can realize faster computation and more accurate short-term prediction, it is still not well-known whether InDDeCs can be used in other applications of nonlinear time series analysis in which reconstruction is needed for the underlying dynamics from a scalar time series generated from a dynamical system. Here, we give theoretical support for justifying the use of InDDeCs and provide numerical examples to show that InDDeCs can be used for various applications for obtaining the recurrence plots, correlation dimensions, and maximal Lyapunov exponents, as well as testing directional couplings and extracting slow-driving forces. We demonstrate performance of the InDDeCs using the weather data. Thus, InDDeCs can eventually realize "dimensionless embedding" while we enjoy faster and more reliable computations.

  11. Time Series Model Identification by Estimating Information, Memory, and Quantiles.

    DTIC Science & Technology

    1983-07-01

    Standards, Sect. D, 68D, 937-951. Parzen, Emanuel (1969) "Multiple time series modeling" Multivariate Analysis - II, edited by P. Krishnaiah , Academic... Krishnaiah , North Holland: Amsterdam, 283-295. Parzen, Emanuel (1979) "Forecasting and Whitening Filter Estimation" TIMS Studies in the Management...principle. Applications of Statistics, P. R. Krishnaiah , ed. North Holland: Amsterdam, 27-41. Box, G. E. P. and Jenkins, G. M. (1970) Time Series Analysis

  12. Radar/Sonar and Time Series Analysis

    DTIC Science & Technology

    1991-04-08

    Fourier and Likelihood Analysis in NMR Spectroscopy .......... David Brillinger and Reinhold Kaiser Resampling Techniques for Stationary Time-series... Meyer The parabolic Fock theory foi a convex dielectric Georgia Tech. scatterer Abstract. This talk deals with a high frequency as) mptotic m~thod for...Malesky Inst. of Physics, Moscow Jun 11 - Jun 15 Victor P. Maslov MIEIM, USSR May 29 - Jun 15 Robert P. Meyer University of Wisconsin Jun 11 - Jun 15

  13. Cyberpark 2000: Protected Areas Management Pilot Project. Satellite time series vegetation monitoring

    NASA Astrophysics Data System (ADS)

    Monteleone, M.; Lanorte, A.; Lasaponara, R.

    2009-04-01

    Cyberpark 2000 is a project funded by the UE Regional Operating Program of the Apulia Region (2000-2006). The main objective of the Cyberpark 2000 project is to develop a new assessment model for the management and monitoring of protected areas in Foggia Province (Apulia Region) based on Information and Communication Technologies. The results herein described are placed inside the research activities finalized to develop an environmental monitoring system knowledge based on the use of satellite time series. This study include: - A- satellite time series of high spatial resolution data for supporting the analysis of fire static risk factors through land use mapping and spectral/quantitative characterization of vegetation fuels; - B- satellite time series of MODIS for supporting fire dynamic risk evaluation of study area - Integrated fire detection by using thermal imaging cameras placed on panoramic view-points; - C - integrated high spatial and high temporal satellite time series for supporting studies in change detection factors or anomalies in vegetation covers; - D - satellite time-series for monitoring: (i) post fire vegetation recovery and (ii) spatio/temporal vegetation dynamics in unburned and burned vegetation covers.

  14. Deriving Daily Time Series Evapotranspiration, Evaporation and Transpiration Maps With Landsat Data

    NASA Astrophysics Data System (ADS)

    Paul, G.; Gowda, P. H.; Marek, T.; Xiao, X.; Basara, J. B.

    2014-12-01

    Mapping high resolution evapotranspiration (ET) over large region at daily time step is complex and computationally intensive. Utility of high resolution daily ET maps are large ranging from crop water management to watershed management. The aim of this work is to generate daily time series (10 years) ET and its components vegetation transpiration (T) and soil water evaporation (E) maps using Landsat 5 satellite data for Southern Great Plains forage-rangeland-winter wheat production system in Oklahoma (OK). Framework for generating these products included the two source energy balance (TSEB) algorithm and other important features were: (a) atmospheric correction algorithm; (b) spatially interpolated weather inputs; (c) functions for varying Priestley-Taylor coefficient; and (d) ET, E and T extrapolating algorithm utilizing reference ET. An extensive network of 140 weather stations managed by Oklahoma Mesonet was utilized to generate spatially interpolated inputs of air temperature, relative humidity, wind speed, solar radiation, pressure, and reference ET. Validation of the ET maps were done against eddy covariance data from two grassland sites at El Reno, OK suggested good performance (Table 1). Figure 1 illustrates a daily ET map for a very small subset of 18thJuly 2006 ET map, where difference in ET among different land uses such as the irrigated cropland, vegetation along drainage, and grassland is very distinct. Results indicated that the proposed ET mapping framework is suitable for deriving high resolution time series daily ET maps at regional scale with Landsat Thematic Mapper data. . Table 1: Daily actual ET performance statistics for two grassland locations at El Reno OK for year 2005 . Management Type Mean (obs) (mm d-1) Mean (est) (mm d-1) MBE (mm d-1) % MBE (%) RMSE (mm d-1) RMSE (%) MAE (mm d-1) MAPD (%) NSE R2 Control 2.2 1.8 -0.43 -19.4 0.87 38.9 0.65 29.5 0.71 0.79 Burnt 2.0 1.8 -0.15 -7.7 0.80 39.8 0.62 30.7 0.73 0.77

  15. A new methodological approach for worldwide beryllium-7 time series analysis

    NASA Astrophysics Data System (ADS)

    Bianchi, Stefano; Longo, Alessandro; Plastino, Wolfango

    2018-07-01

    Time series analyses of cosmogenic radionuclide 7Be and 22Na atmospheric activity concentrations and meteorological data observed at twenty-five International Monitoring System (IMS) stations of the Comprehensive Nuclear-Test-Ban Treaty Organisation (CTBTO) have shown great variability in terms of noise structures, harmonic content, cross-correlation patterns and local Hurst exponent behaviour. Noise content and its structure has been extracted and characterised for the two radionuclides time series. It has been found that the yearly component, which is present in most of the time series, is not stationary, but has a percentage weight that varies with time. Analysis of atmospheric activity concentrations of 7Be, measured at IMS stations, has shown them to be influenced by distinct meteorological patterns, mainly by atmospheric pressure and temperature.

  16. A time-series approach to dynamical systems from classical and quantum worlds

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Fossion, Ruben

    2014-01-08

    This contribution discusses some recent applications of time-series analysis in Random Matrix Theory (RMT), and applications of RMT in the statistial analysis of eigenspectra of correlation matrices of multivariate time series.

  17. Time series of ground reaction forces following a single leg drop jump landing in elite youth soccer players consist of four distinct phases.

    PubMed

    Fransz, Duncan P; Huurnink, Arnold; de Boode, Vosse A; Kingma, Idsart; van Dieën, Jaap H

    2016-10-01

    The single leg drop jump landing test may assess dynamic and static balance abilities in different phases of the landing. However objective definitions of different phases following landing and associated reliability are lacking. Therefore, we determined the existence of possible distinct phases of single leg drop jump landing on a force plate in 82 elite youth soccer players. Three outcome measures were calculated over moving windows of five sizes: center of pressure (COP) speed, COP sway and horizontal ground reaction force (GRF). Per outcome measure, a Factor Analysis was employed with all windows as input variables. It showed that four factors (patterns of variance) largely (>75%) explained the variance across subjects/trials along the 12s time series. Each factor was highly associated with a distinct phase of the time series signal: dynamic (0.4-2.7s), late dynamic (2.5-5.0s), static 1 (5.0-8.3s) and static 2 (8.1-11.7s). Intra-class correlations (ICC) between trials were lower for the dynamic phases (0.45-0.68) than for the static phases (0.60-0.86). The COP speed showed higher ICC's (0.63-0.86) than COP sway (0.45-0.61) and GRF (0.57-0.71) for all four phases. In conclusion, following a drop jump landing unique information is available in four distinct phases. The COP speed is most reliable, with higher reliability in the static phases compared to the dynamic phases. Future studies should assess the sensitivity of information from dynamic, late dynamic and static phases. Copyright © 2016 Elsevier B.V. All rights reserved.

  18. The Consequences of Model Misidentification in the Interrupted Time-Series Experiment.

    ERIC Educational Resources Information Center

    Padia, William L.

    Campbell (l969) argued for the interrupted time-series experiment as a useful methodology for testing intervention effects in the social sciences. The validity of the statistical hypothesis testing of time-series, is, however, dependent upon the proper identification of the underlying stochastic nature of the data. Several types of model…

  19. Predicting long-term catchment nutrient export: the use of nonlinear time series models

    NASA Astrophysics Data System (ADS)

    Valent, Peter; Howden, Nicholas J. K.; Szolgay, Jan; Komornikova, Magda

    2010-05-01

    After the Second World War the nitrate concentrations in European water bodies changed significantly as the result of increased nitrogen fertilizer use and changes in land use. However, in the last decades, as a consequence of the implementation of nitrate-reducing measures in Europe, the nitrate concentrations in water bodies slowly decrease. This causes that the mean and variance of the observed time series also changes with time (nonstationarity and heteroscedascity). In order to detect changes and properly describe the behaviour of such time series by time series analysis, linear models (such as autoregressive (AR), moving average (MA) and autoregressive moving average models (ARMA)), are no more suitable. Time series with sudden changes in statistical characteristics can cause various problems in the calibration of traditional water quality models and thus give biased predictions. Proper statistical analysis of these non-stationary and heteroscedastic time series with the aim of detecting and subsequently explaining the variations in their statistical characteristics requires the use of nonlinear time series models. This information can be then used to improve the model building and calibration of conceptual water quality model or to select right calibration periods in order to produce reliable predictions. The objective of this contribution is to analyze two long time series of nitrate concentrations of the rivers Ouse and Stour with advanced nonlinear statistical modelling techniques and compare their performance with traditional linear models of the ARMA class in order to identify changes in the time series characteristics. The time series were analysed with nonlinear models with multiple regimes represented by self-exciting threshold autoregressive (SETAR) and Markov-switching models (MSW). The analysis showed that, based on the value of residual sum of squares (RSS) in both datasets, SETAR and MSW models described the time-series better than models of the

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

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Charakopoulos, A. K.; Karakasidis, T. E., E-mail: thkarak@uth.gr; Liakopoulos, A.

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

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

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Charakopoulos, A. K.; Karakasidis, T. E., E-mail: thkarak@uth.gr; Liakopoulos, A.

    2014-06-15

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

  2. A Four-Stage Hybrid Model for Hydrological Time Series Forecasting

    PubMed Central

    Di, Chongli; Yang, Xiaohua; Wang, Xiaochao

    2014-01-01

    Hydrological time series forecasting remains a difficult task due to its complicated nonlinear, non-stationary and multi-scale characteristics. To solve this difficulty and improve the prediction accuracy, a novel four-stage hybrid model is proposed for hydrological time series forecasting based on the principle of ‘denoising, decomposition and ensemble’. The proposed model has four stages, i.e., denoising, decomposition, components prediction and ensemble. In the denoising stage, the empirical mode decomposition (EMD) method is utilized to reduce the noises in the hydrological time series. Then, an improved method of EMD, the ensemble empirical mode decomposition (EEMD), is applied to decompose the denoised series into a number of intrinsic mode function (IMF) components and one residual component. Next, the radial basis function neural network (RBFNN) is adopted to predict the trend of all of the components obtained in the decomposition stage. In the final ensemble prediction stage, the forecasting results of all of the IMF and residual components obtained in the third stage are combined to generate the final prediction results, using a linear neural network (LNN) model. For illustration and verification, six hydrological cases with different characteristics are used to test the effectiveness of the proposed model. The proposed hybrid model performs better than conventional single models, the hybrid models without denoising or decomposition and the hybrid models based on other methods, such as the wavelet analysis (WA)-based hybrid models. In addition, the denoising and decomposition strategies decrease the complexity of the series and reduce the difficulties of the forecasting. With its effective denoising and accurate decomposition ability, high prediction precision and wide applicability, the new model is very promising for complex time series forecasting. This new forecast model is an extension of nonlinear prediction models. PMID:25111782

  3. A four-stage hybrid model for hydrological time series forecasting.

    PubMed

    Di, Chongli; Yang, Xiaohua; Wang, Xiaochao

    2014-01-01

    Hydrological time series forecasting remains a difficult task due to its complicated nonlinear, non-stationary and multi-scale characteristics. To solve this difficulty and improve the prediction accuracy, a novel four-stage hybrid model is proposed for hydrological time series forecasting based on the principle of 'denoising, decomposition and ensemble'. The proposed model has four stages, i.e., denoising, decomposition, components prediction and ensemble. In the denoising stage, the empirical mode decomposition (EMD) method is utilized to reduce the noises in the hydrological time series. Then, an improved method of EMD, the ensemble empirical mode decomposition (EEMD), is applied to decompose the denoised series into a number of intrinsic mode function (IMF) components and one residual component. Next, the radial basis function neural network (RBFNN) is adopted to predict the trend of all of the components obtained in the decomposition stage. In the final ensemble prediction stage, the forecasting results of all of the IMF and residual components obtained in the third stage are combined to generate the final prediction results, using a linear neural network (LNN) model. For illustration and verification, six hydrological cases with different characteristics are used to test the effectiveness of the proposed model. The proposed hybrid model performs better than conventional single models, the hybrid models without denoising or decomposition and the hybrid models based on other methods, such as the wavelet analysis (WA)-based hybrid models. In addition, the denoising and decomposition strategies decrease the complexity of the series and reduce the difficulties of the forecasting. With its effective denoising and accurate decomposition ability, high prediction precision and wide applicability, the new model is very promising for complex time series forecasting. This new forecast model is an extension of nonlinear prediction models.

  4. Biomechanical characteristics of skeletal muscles and associations between running speed and contraction time in 8- to 13-year-old children.

    PubMed

    Završnik, Jernej; Pišot, Rado; Šimunič, Boštjan; Kokol, Peter; Blažun Vošner, Helena

    2017-02-01

    Objective To investigate associations between running speeds and contraction times in 8- to 13-year-old children. Method This longitudinal study analyzed tensiomyographic measurements of vastus lateralis and biceps femoris muscles' contraction times and maximum running speeds in 107 children (53 boys, 54 girls). Data were evaluated using multiple correspondence analysis. Results A gender difference existed between the vastus lateralis contraction times and running speeds. The running speed was less dependent on vastus lateralis contraction times in boys than in girls. Analysis of biceps femoris contraction times and running speeds revealed that running speeds of boys were much more structurally associated with contraction times than those of girls, for whom the association seemed chaotic. Conclusion Joint category plots showed that contraction times of biceps femoris were associated much more closely with running speed than those of the vastus lateralis muscle. These results provide insight into a new dimension of children's development.

  5. Coastline detection with time series of SAR images

    NASA Astrophysics Data System (ADS)

    Ao, Dongyang; Dumitru, Octavian; Schwarz, Gottfried; Datcu, Mihai

    2017-10-01

    For maritime remote sensing, coastline detection is a vital task. With continuous coastline detection results from satellite image time series, the actual shoreline, the sea level, and environmental parameters can be observed to support coastal management and disaster warning. Established coastline detection methods are often based on SAR images and wellknown image processing approaches. These methods involve a lot of complicated data processing, which is a big challenge for remote sensing time series. Additionally, a number of SAR satellites operating with polarimetric capabilities have been launched in recent years, and many investigations of target characteristics in radar polarization have been performed. In this paper, a fast and efficient coastline detection method is proposed which comprises three steps. First, we calculate a modified correlation coefficient of two SAR images of different polarization. This coefficient differs from the traditional computation where normalization is needed. Through this modified approach, the separation between sea and land becomes more prominent. Second, we set a histogram-based threshold to distinguish between sea and land within the given image. The histogram is derived from the statistical distribution of the polarized SAR image pixel amplitudes. Third, we extract continuous coastlines using a Canny image edge detector that is rather immune to speckle noise. Finally, the individual coastlines derived from time series of .SAR images can be checked for changes.

  6. Data visualization in interactive maps and time series

    NASA Astrophysics Data System (ADS)

    Maigne, Vanessa; Evano, Pascal; Brockmann, Patrick; Peylin, Philippe; Ciais, Philippe

    2014-05-01

    State-of-the-art data visualization has nothing to do with plots and maps we used few years ago. Many opensource tools are now available to provide access to scientific data and implement accessible, interactive, and flexible web applications. Here we will present a web site opened November 2013 to create custom global and regional maps and time series from research models and datasets. For maps, we explore and get access to data sources from a THREDDS Data Server (TDS) with the OGC WMS protocol (using the ncWMS implementation) then create interactive maps with the OpenLayers javascript library and extra information layers from a GeoServer. Maps become dynamic, zoomable, synchroneaously connected to each other, and exportable to Google Earth. For time series, we extract data from a TDS with the Netcdf Subset Service (NCSS) then display interactive graphs with a custom library based on the Data Driven Documents javascript library (D3.js). This time series application provides dynamic functionalities such as interpolation, interactive zoom on different axes, display of point values, and export to different formats. These tools were implemented for the Global Carbon Atlas (http://www.globalcarbonatlas.org): a web portal to explore, visualize, and interpret global and regional carbon fluxes from various model simulations arising from both human activities and natural processes, a work led by the Global Carbon Project.

  7. Using missing ordinal patterns to detect nonlinearity in time series data.

    PubMed

    Kulp, Christopher W; Zunino, Luciano; Osborne, Thomas; Zawadzki, Brianna

    2017-08-01

    The number of missing ordinal patterns (NMP) is the number of ordinal patterns that do not appear in a series after it has been symbolized using the Bandt and Pompe methodology. In this paper, the NMP is demonstrated as a test for nonlinearity using a surrogate framework in order to see if the NMP for a series is statistically different from the NMP of iterative amplitude adjusted Fourier transform (IAAFT) surrogates. It is found that the NMP works well as a test statistic for nonlinearity, even in the cases of very short time series. Both model and experimental time series are used to demonstrate the efficacy of the NMP as a test for nonlinearity.

  8. Rotation in the Dynamic Factor Modeling of Multivariate Stationary Time Series.

    ERIC Educational Resources Information Center

    Molenaar, Peter C. M.; Nesselroade, John R.

    2001-01-01

    Proposes a special rotation procedure for the exploratory dynamic factor model for stationary multivariate time series. The rotation procedure applies separately to each univariate component series of a q-variate latent factor series and transforms such a component, initially represented as white noise, into a univariate moving-average.…

  9. Predictive Mining of Time Series Data

    NASA Astrophysics Data System (ADS)

    Java, A.; Perlman, E. S.

    2002-05-01

    All-sky monitors are a relatively new development in astronomy, and their data represent a largely untapped resource. Proper utilization of this resource could lead to important discoveries not only in the physics of variable objects, but in how one observes such objects. We discuss the development of a Java toolbox for astronomical time series data. Rather than using methods conventional in astronomy (e.g., power spectrum and cross-correlation analysis) we employ rule discovery techniques commonly used in analyzing stock-market data. By clustering patterns found within the data, rule discovery allows one to build predictive models, allowing one to forecast when a given event might occur or whether the occurrence of one event will trigger a second. We have tested the toolbox and accompanying display tool on datasets (representing several classes of objects) from the RXTE All Sky Monitor. We use these datasets to illustrate the methods and functionality of the toolbox. We have found predictive patterns in several ASM datasets. We also discuss problems faced in the development process, particularly the difficulties of dealing with discretized and irregularly sampled data. A possible application would be in scheduling target of opportunity observations where the astronomer wants to observe an object when a certain event or series of events occurs. By combining such a toolbox with an automatic, Java query tool which regularly gathers data on objects of interest, the astronomer or telescope operator could use the real-time datastream to efficiently predict the occurrence of (for example) a flare or other event. By combining the toolbox with dynamic time warping data-mining tools, one could predict events which may happen on variable time scales.

  10. Updating Landsat time series of surface-reflectance composites and forest change products with new observations

    NASA Astrophysics Data System (ADS)

    Hermosilla, Txomin; Wulder, Michael A.; White, Joanne C.; Coops, Nicholas C.; Hobart, Geordie W.

    2017-12-01

    The use of time series satellite data allows for the temporally dense, systematic, transparent, and synoptic capture of land dynamics over time. Subsequent to the opening of the Landsat archive, several time series approaches for characterizing landscape change have been developed, often representing a particular analytical time window. The information richness and widespread utility of these time series data have created a need to maintain the currency of time series information via the addition of new data, as it becomes available. When an existing time series is temporally extended, it is critical that previously generated change information remains consistent, thereby not altering reported change statistics or science outcomes based on that change information. In this research, we investigate the impacts and implications of adding additional years to an existing 29-year annual Landsat time series for forest change. To do so, we undertook a spatially explicit comparison of the 29 overlapping years of a time series representing 1984-2012, with a time series representing 1984-2016. Surface reflectance values, and presence, year, and type of change were compared. We found that the addition of years to extend the time series had minimal effect on the annual surface reflectance composites, with slight band-specific differences (r ≥ 0.1) in the final years of the original time series being updated. The area of stand replacing disturbances and determination of change year are virtually unchanged for the overlapping period between the two time-series products. Over the overlapping temporal period (1984-2012), the total area of change differs by 0.53%, equating to an annual difference in change area of 0.019%. Overall, the spatial and temporal agreement of the changes detected by both time series was 96%. Further, our findings suggest that the entire pre-existing historic time series does not need to be re-processed during the update process. Critically, given the time

  11. A New Modified Histogram Matching Normalization for Time Series Microarray Analysis.

    PubMed

    Astola, Laura; Molenaar, Jaap

    2014-07-01

    Microarray data is often utilized in inferring regulatory networks. Quantile normalization (QN) is a popular method to reduce array-to-array variation. We show that in the context of time series measurements QN may not be the best choice for this task, especially not if the inference is based on continuous time ODE model. We propose an alternative normalization method that is better suited for network inference from time series data.

  12. Quantifying evolutionary dynamics from variant-frequency time series

    NASA Astrophysics Data System (ADS)

    Khatri, Bhavin S.

    2016-09-01

    From Kimura’s neutral theory of protein evolution to Hubbell’s neutral theory of biodiversity, quantifying the relative importance of neutrality versus selection has long been a basic question in evolutionary biology and ecology. With deep sequencing technologies, this question is taking on a new form: given a time-series of the frequency of different variants in a population, what is the likelihood that the observation has arisen due to selection or neutrality? To tackle the 2-variant case, we exploit Fisher’s angular transformation, which despite being discovered by Ronald Fisher a century ago, has remained an intellectual curiosity. We show together with a heuristic approach it provides a simple solution for the transition probability density at short times, including drift, selection and mutation. Our results show under that under strong selection and sufficiently frequent sampling these evolutionary parameters can be accurately determined from simulation data and so they provide a theoretical basis for techniques to detect selection from variant or polymorphism frequency time-series.

  13. Quantifying evolutionary dynamics from variant-frequency time series.

    PubMed

    Khatri, Bhavin S

    2016-09-12

    From Kimura's neutral theory of protein evolution to Hubbell's neutral theory of biodiversity, quantifying the relative importance of neutrality versus selection has long been a basic question in evolutionary biology and ecology. With deep sequencing technologies, this question is taking on a new form: given a time-series of the frequency of different variants in a population, what is the likelihood that the observation has arisen due to selection or neutrality? To tackle the 2-variant case, we exploit Fisher's angular transformation, which despite being discovered by Ronald Fisher a century ago, has remained an intellectual curiosity. We show together with a heuristic approach it provides a simple solution for the transition probability density at short times, including drift, selection and mutation. Our results show under that under strong selection and sufficiently frequent sampling these evolutionary parameters can be accurately determined from simulation data and so they provide a theoretical basis for techniques to detect selection from variant or polymorphism frequency time-series.

  14. RankExplorer: Visualization of Ranking Changes in Large Time Series Data.

    PubMed

    Shi, Conglei; Cui, Weiwei; Liu, Shixia; Xu, Panpan; Chen, Wei; Qu, Huamin

    2012-12-01

    For many applications involving time series data, people are often interested in the changes of item values over time as well as their ranking changes. For example, people search many words via search engines like Google and Bing every day. Analysts are interested in both the absolute searching number for each word as well as their relative rankings. Both sets of statistics may change over time. For very large time series data with thousands of items, how to visually present ranking changes is an interesting challenge. In this paper, we propose RankExplorer, a novel visualization method based on ThemeRiver to reveal the ranking changes. Our method consists of four major components: 1) a segmentation method which partitions a large set of time series curves into a manageable number of ranking categories; 2) an extended ThemeRiver view with embedded color bars and changing glyphs to show the evolution of aggregation values related to each ranking category over time as well as the content changes in each ranking category; 3) a trend curve to show the degree of ranking changes over time; 4) rich user interactions to support interactive exploration of ranking changes. We have applied our method to some real time series data and the case studies demonstrate that our method can reveal the underlying patterns related to ranking changes which might otherwise be obscured in traditional visualizations.

  15. A hybrid algorithm for clustering of time series data based on affinity search technique.

    PubMed

    Aghabozorgi, Saeed; Ying Wah, Teh; Herawan, Tutut; Jalab, Hamid A; Shaygan, Mohammad Amin; Jalali, Alireza

    2014-01-01

    Time series clustering is an important solution to various problems in numerous fields of research, including business, medical science, and finance. However, conventional clustering algorithms are not practical for time series data because they are essentially designed for static data. This impracticality results in poor clustering accuracy in several systems. In this paper, a new hybrid clustering algorithm is proposed based on the similarity in shape of time series data. Time series data are first grouped as subclusters based on similarity in time. The subclusters are then merged using the k-Medoids algorithm based on similarity in shape. This model has two contributions: (1) it is more accurate than other conventional and hybrid approaches and (2) it determines the similarity in shape among time series data with a low complexity. To evaluate the accuracy of the proposed model, the model is tested extensively using syntactic and real-world time series datasets.

  16. On the equivalence of case-crossover and time series methods in environmental epidemiology.

    PubMed

    Lu, Yun; Zeger, Scott L

    2007-04-01

    The case-crossover design was introduced in epidemiology 15 years ago as a method for studying the effects of a risk factor on a health event using only cases. The idea is to compare a case's exposure immediately prior to or during the case-defining event with that same person's exposure at otherwise similar "reference" times. An alternative approach to the analysis of daily exposure and case-only data is time series analysis. Here, log-linear regression models express the expected total number of events on each day as a function of the exposure level and potential confounding variables. In time series analyses of air pollution, smooth functions of time and weather are the main confounders. Time series and case-crossover methods are often viewed as competing methods. In this paper, we show that case-crossover using conditional logistic regression is a special case of time series analysis when there is a common exposure such as in air pollution studies. This equivalence provides computational convenience for case-crossover analyses and a better understanding of time series models. Time series log-linear regression accounts for overdispersion of the Poisson variance, while case-crossover analyses typically do not. This equivalence also permits model checking for case-crossover data using standard log-linear model diagnostics.

  17. Wavelet entropy of BOLD time series: An application to Rolandic epilepsy.

    PubMed

    Gupta, Lalit; Jansen, Jacobus F A; Hofman, Paul A M; Besseling, René M H; de Louw, Anton J A; Aldenkamp, Albert P; Backes, Walter H

    2017-12-01

    To assess the wavelet entropy for the characterization of intrinsic aberrant temporal irregularities in the time series of resting-state blood-oxygen-level-dependent (BOLD) signal fluctuations. Further, to evaluate the temporal irregularities (disorder/order) on a voxel-by-voxel basis in the brains of children with Rolandic epilepsy. The BOLD time series was decomposed using the discrete wavelet transform and the wavelet entropy was calculated. Using a model time series consisting of multiple harmonics and nonstationary components, the wavelet entropy was compared with Shannon and spectral (Fourier-based) entropy. As an application, the wavelet entropy in 22 children with Rolandic epilepsy was compared to 22 age-matched healthy controls. The images were obtained by performing resting-state functional magnetic resonance imaging (fMRI) using a 3T system, an 8-element receive-only head coil, and an echo planar imaging pulse sequence ( T2*-weighted). The wavelet entropy was also compared to spectral entropy, regional homogeneity, and Shannon entropy. Wavelet entropy was found to identify the nonstationary components of the model time series. In Rolandic epilepsy patients, a significantly elevated wavelet entropy was observed relative to controls for the whole cerebrum (P = 0.03). Spectral entropy (P = 0.41), regional homogeneity (P = 0.52), and Shannon entropy (P = 0.32) did not reveal significant differences. The wavelet entropy measure appeared more sensitive to detect abnormalities in cerebral fluctuations represented by nonstationary effects in the BOLD time series than more conventional measures. This effect was observed in the model time series as well as in Rolandic epilepsy. These observations suggest that the brains of children with Rolandic epilepsy exhibit stronger nonstationary temporal signal fluctuations than controls. 2 Technical Efficacy: Stage 3 J. Magn. Reson. Imaging 2017;46:1728-1737. © 2017 International Society for Magnetic

  18. Variability in the Speed of the Brewer-Dobson Circulation as Observed by Aura/MLS

    NASA Technical Reports Server (NTRS)

    Flury, Thomas; Wu, Dong L.; Read, W. G.

    2013-01-01

    We use Aura/MLS stratospheric water vapour (H2O) measurements as tracer for dynamics and infer interannual variations in the speed of the Brewer-Dobson circulation (BDC) from 2004 to 2011. We correlate one-year time series of H2O in the lower stratosphere at two subsequent pressure levels (68 hPa, approx.18.8 km and 56 hPa, approx 19.9 km at the Equator) and determine the time lag for best correlation. The same calculation is made on the horizontal on the 100 hPa (approx 16.6 km) level by correlating the H2O time series at the Equator with the ones at 40 N and 40 S. From these lag coefficients we derive the vertical and horizontal speeds of the BDC in the tropics and extra-tropics, respectively. We observe a clear interannual variability of the vertical and horizontal branch. The variability reflects signatures of the Quasi Biennial Oscillation (QBO). Our measurements confirm the QBO meridional circulation anomalies and show that the speed variations in the two branches of the BDC are out of phase and fairly well anti-correlated. Maximum ascent rates are found during the QBO easterly phase. We also find that transport of H2O towards the Northern Hemisphere (NH) is on the average two times faster than to the Southern Hemisphere (SH) with a mean speed of 1.15m/s at 100 hPa. Furthermore, the speed towards the NH shows much more interannual variability with an amplitude of about 21% whilst the speed towards the SH varies by only 10 %. An amplitude of 21% is also observed in the variability of the ascent rate at the Equator which is on the average 0.2mm/s.

  19. A Mechanism for Error Detection in Speeded Response Time Tasks

    ERIC Educational Resources Information Center

    Holroyd, Clay B.; Yeung, Nick; Coles, Michael G. H.; Cohen, Jonathan D.

    2005-01-01

    The concept of error detection plays a central role in theories of executive control. In this article, the authors present a mechanism that can rapidly detect errors in speeded response time tasks. This error monitor assigns values to the output of cognitive processes involved in stimulus categorization and response generation and detects errors…

  20. Detection of chaotic determinism in time series from randomly forced maps

    NASA Technical Reports Server (NTRS)

    Chon, K. H.; Kanters, J. K.; Cohen, R. J.; Holstein-Rathlou, N. H.

    1997-01-01

    Time series from biological system often display fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely "noise". Despite this effort, it has been difficult to establish the presence of chaos in time series from biological sytems. The output from a biological system is probably the result of both its internal dynamics, and the input to the system from the surroundings. This implies that the system should be viewed as a mixed system with both stochastic and deterministic components. We present a method that appears to be useful in deciding whether determinism is present in a time series, and if this determinism has chaotic attributes, i.e., a positive characteristic exponent that leads to sensitivity to initial conditions. The method relies on fitting a nonlinear autoregressive model to the time series followed by an estimation of the characteristic exponents of the model over the observed probability distribution of states for the system. The method is tested by computer simulations, and applied to heart rate variability data.

  1. Time Series Imputation via L1 Norm-Based Singular Spectrum Analysis

    NASA Astrophysics Data System (ADS)

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

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

  2. A novel time series link prediction method: Learning automata approach

    NASA Astrophysics Data System (ADS)

    Moradabadi, Behnaz; Meybodi, Mohammad Reza

    2017-09-01

    Link prediction is a main social network challenge that uses the network structure to predict future links. The common link prediction approaches to predict hidden links use a static graph representation where a snapshot of the network is analyzed to find hidden or future links. For example, similarity metric based link predictions are a common traditional approach that calculates the similarity metric for each non-connected link and sort the links based on their similarity metrics and label the links with higher similarity scores as the future links. Because people activities in social networks are dynamic and uncertainty, and the structure of the networks changes over time, using deterministic graphs for modeling and analysis of the social network may not be appropriate. In the time-series link prediction problem, the time series link occurrences are used to predict the future links In this paper, we propose a new time series link prediction based on learning automata. In the proposed algorithm for each link that must be predicted there is one learning automaton and each learning automaton tries to predict the existence or non-existence of the corresponding link. To predict the link occurrence in time T, there is a chain consists of stages 1 through T - 1 and the learning automaton passes from these stages to learn the existence or non-existence of the corresponding link. Our preliminary link prediction experiments with co-authorship and email networks have provided satisfactory results when time series link occurrences are considered.

  3. Topological data analysis of financial time series: Landscapes of crashes

    NASA Astrophysics Data System (ADS)

    Gidea, Marian; Katz, Yuri

    2018-02-01

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

  4. A time series based sequence prediction algorithm to detect activities of daily living in smart home.

    PubMed

    Marufuzzaman, M; Reaz, M B I; Ali, M A M; Rahman, L F

    2015-01-01

    The goal of smart homes is to create an intelligent environment adapting the inhabitants need and assisting the person who needs special care and safety in their daily life. This can be reached by collecting the ADL (activities of daily living) data and further analysis within existing computing elements. In this research, a very recent algorithm named sequence prediction via enhanced episode discovery (SPEED) is modified and in order to improve accuracy time component is included. The modified SPEED or M-SPEED is a sequence prediction algorithm, which modified the previous SPEED algorithm by using time duration of appliance's ON-OFF states to decide the next state. M-SPEED discovered periodic episodes of inhabitant behavior, trained it with learned episodes, and made decisions based on the obtained knowledge. The results showed that M-SPEED achieves 96.8% prediction accuracy, which is better than other time prediction algorithms like PUBS, ALZ with temporal rules and the previous SPEED. Since human behavior shows natural temporal patterns, duration times can be used to predict future events more accurately. This inhabitant activity prediction system will certainly improve the smart homes by ensuring safety and better care for elderly and handicapped people.

  5. Modelling short time series in metabolomics: a functional data analysis approach.

    PubMed

    Montana, Giovanni; Berk, Maurice; Ebbels, Tim

    2011-01-01

    Metabolomics is the study of the complement of small molecule metabolites in cells, biofluids and tissues. Many metabolomic experiments are designed to compare changes observed over time under two or more experimental conditions (e.g. a control and drug-treated group), thus producing time course data. Models from traditional time series analysis are often unsuitable because, by design, only very few time points are available and there are a high number of missing values. We propose a functional data analysis approach for modelling short time series arising in metabolomic studies which overcomes these obstacles. Our model assumes that each observed time series is a smooth random curve, and we propose a statistical approach for inferring this curve from repeated measurements taken on the experimental units. A test statistic for detecting differences between temporal profiles associated with two experimental conditions is then presented. The methodology has been applied to NMR spectroscopy data collected in a pre-clinical toxicology study.

  6. Multivariate time series analysis of neuroscience data: some challenges and opportunities.

    PubMed

    Pourahmadi, Mohsen; Noorbaloochi, Siamak

    2016-04-01

    Neuroimaging data may be viewed as high-dimensional multivariate time series, and analyzed using techniques from regression analysis, time series analysis and spatiotemporal analysis. We discuss issues related to data quality, model specification, estimation, interpretation, dimensionality and causality. Some recent research areas addressing aspects of some recurring challenges are introduced. Copyright © 2015 Elsevier Ltd. All rights reserved.

  7. Process fault detection and nonlinear time series analysis for anomaly detection in safeguards

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Burr, T.L.; Mullen, M.F.; Wangen, L.E.

    In this paper we discuss two advanced techniques, process fault detection and nonlinear time series analysis, and apply them to the analysis of vector-valued and single-valued time-series data. We investigate model-based process fault detection methods for analyzing simulated, multivariate, time-series data from a three-tank system. The model-predictions are compared with simulated measurements of the same variables to form residual vectors that are tested for the presence of faults (possible diversions in safeguards terminology). We evaluate two methods, testing all individual residuals with a univariate z-score and testing all variables simultaneously with the Mahalanobis distance, for their ability to detect lossmore » of material from two different leak scenarios from the three-tank system: a leak without and with replacement of the lost volume. Nonlinear time-series analysis tools were compared with the linear methods popularized by Box and Jenkins. We compare prediction results using three nonlinear and two linear modeling methods on each of six simulated time series: two nonlinear and four linear. The nonlinear methods performed better at predicting the nonlinear time series and did as well as the linear methods at predicting the linear values.« less

  8. One- to two-month oscillations in SSMI surface wind speed in western tropical Pacific Ocean

    NASA Technical Reports Server (NTRS)

    Collins, Michael L.; Stanford, John L.; Halpern, David

    1994-01-01

    The 10-m wind speed over the ocean can be estimated from microwave brightness temperature measurements recorded by the Special Sensor Microwave Imager (SSMI) instrument mounted on a polar-orbiting spacecraft. Four-year (1988-1991) time series of average daily 1 deg x 1 deg SSMI wind speeds were analyzed at selected sites in the western tropical Pacific Ocean. One- to two-month period wind speed oscillations with amplitudes statistically significant at the 95% confidence level were observed near Kanton, Eniwetok, Guam, and Truk. This is the first report of such an oscillation in SSMI wind speeds.

  9. A Hybrid Algorithm for Clustering of Time Series Data Based on Affinity Search Technique

    PubMed Central

    Aghabozorgi, Saeed; Ying Wah, Teh; Herawan, Tutut; Jalab, Hamid A.; Shaygan, Mohammad Amin; Jalali, Alireza

    2014-01-01

    Time series clustering is an important solution to various problems in numerous fields of research, including business, medical science, and finance. However, conventional clustering algorithms are not practical for time series data because they are essentially designed for static data. This impracticality results in poor clustering accuracy in several systems. In this paper, a new hybrid clustering algorithm is proposed based on the similarity in shape of time series data. Time series data are first grouped as subclusters based on similarity in time. The subclusters are then merged using the k-Medoids algorithm based on similarity in shape. This model has two contributions: (1) it is more accurate than other conventional and hybrid approaches and (2) it determines the similarity in shape among time series data with a low complexity. To evaluate the accuracy of the proposed model, the model is tested extensively using syntactic and real-world time series datasets. PMID:24982966

  10. A New Modified Histogram Matching Normalization for Time Series Microarray Analysis

    PubMed Central

    Astola, Laura; Molenaar, Jaap

    2014-01-01

    Microarray data is often utilized in inferring regulatory networks. Quantile normalization (QN) is a popular method to reduce array-to-array variation. We show that in the context of time series measurements QN may not be the best choice for this task, especially not if the inference is based on continuous time ODE model. We propose an alternative normalization method that is better suited for network inference from time series data. PMID:27600344

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

    PubMed

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

    2015-10-01

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

  12. Wavelet transform approach for fitting financial time series data

    NASA Astrophysics Data System (ADS)

    Ahmed, Amel Abdoullah; Ismail, Mohd Tahir

    2015-10-01

    This study investigates a newly developed technique; a combined wavelet filtering and VEC model, to study the dynamic relationship among financial time series. Wavelet filter has been used to annihilate noise data in daily data set of NASDAQ stock market of US, and three stock markets of Middle East and North Africa (MENA) region, namely, Egypt, Jordan, and Istanbul. The data covered is from 6/29/2001 to 5/5/2009. After that, the returns of generated series by wavelet filter and original series are analyzed by cointegration test and VEC model. The results show that the cointegration test affirms the existence of cointegration between the studied series, and there is a long-term relationship between the US, stock markets and MENA stock markets. A comparison between the proposed model and traditional model demonstrates that, the proposed model (DWT with VEC model) outperforms traditional model (VEC model) to fit the financial stock markets series well, and shows real information about these relationships among the stock markets.

  13. Evolution of the Sunspot Number and Solar Wind B Time Series

    NASA Astrophysics Data System (ADS)

    Cliver, Edward W.; Herbst, Konstantin

    2018-03-01

    The past two decades have witnessed significant changes in our knowledge of long-term solar and solar wind activity. The sunspot number time series (1700-present) developed by Rudolf Wolf during the second half of the 19th century was revised and extended by the group sunspot number series (1610-1995) of Hoyt and Schatten during the 1990s. The group sunspot number is significantly lower than the Wolf series before ˜1885. An effort from 2011-2015 to understand and remove differences between these two series via a series of workshops had the unintended consequence of prompting several alternative constructions of the sunspot number. Thus it has been necessary to expand and extend the sunspot number reconciliation process. On the solar wind side, after a decade of controversy, an ISSI International Team used geomagnetic and sunspot data to obtain a high-confidence time series of the solar wind magnetic field strength (B) from 1750-present that can be compared with two independent long-term (> ˜600 year) series of annual B-values based on cosmogenic nuclides. In this paper, we trace the twists and turns leading to our current understanding of long-term solar and solar wind activity.

  14. Designing train-speed trajectory with energy efficiency and service quality

    NASA Astrophysics Data System (ADS)

    Jia, Jiannan; Yang, Kai; Yang, Lixing; Gao, Yuan; Li, Shukai

    2018-05-01

    With the development of automatic train operations, optimal trajectory design is significant to the performance of train operations in railway transportation systems. Considering energy efficiency and service quality, this article formulates a bi-objective train-speed trajectory optimization model to minimize simultaneously the energy consumption and travel time in an inter-station section. This article is distinct from previous studies in that more sophisticated train driving strategies characterized by the acceleration/deceleration gear, the cruising speed, and the speed-shift site are specifically considered. For obtaining an optimal train-speed trajectory which has equal satisfactory degree on both objectives, a fuzzy linear programming approach is applied to reformulate the objectives. In addition, a genetic algorithm is developed to solve the proposed train-speed trajectory optimization problem. Finally, a series of numerical experiments based on a real-world instance of Beijing-Tianjin Intercity Railway are implemented to illustrate the practicability of the proposed model as well as the effectiveness of the solution methodology.

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

    NASA Astrophysics Data System (ADS)

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

    2018-06-01

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

  16. Speed, speed variation and crash relationships for urban arterials.

    PubMed

    Wang, Xuesong; Zhou, Qingya; Quddus, Mohammed; Fan, Tianxiang; Fang, Shou'en

    2018-04-01

    Speed and speed variation are closely associated with traffic safety. There is, however, a dearth of research on this subject for the case of urban arterials in general, and in the context of developing nations. In downtown Shanghai, the traffic conditions in each direction are very different by time of day, and speed characteristics during peak hours are also greatly different from those during off-peak hours. Considering that traffic demand changes with time and in different directions, arterials in this study were divided into one-way segments by the direction of flow, and time of day was differentiated and controlled for. In terms of data collection, traditional fixed-based methods have been widely used in previous studies, but they fail to capture the spatio-temporal distributions of speed along a road. A new approach is introduced to estimate speed variation by integrating spatio-temporal speed fluctuation of a single vehicle with speed differences between vehicles using taxi-based high frequency GPS data. With this approach, this paper aims to comprehensively establish a relationship between mean speed, speed variation and traffic crashes for the purpose of formulating effective speed management measures, specifically using an urban dataset. From a total of 234 one-way road segments from eight arterials in Shanghai, mean speed, speed variation, geometric design features, traffic volume, and crash data were collected. Because the safety effects of mean speed and speed variation may vary at different segment lengths, arterials with similar signal spacing density were grouped together. To account for potential correlations among these segments, a hierarchical Poisson log-normal model with random effects was developed. Results show that a 1% increase in mean speed on urban arterials was associated with a 0.7% increase in total crashes, and larger speed variation was also associated with increased crash frequency. Copyright © 2018 Elsevier Ltd. All rights

  17. Simulation of Ground Winds Time Series

    NASA Technical Reports Server (NTRS)

    Adelfang, S. I.

    2008-01-01

    A simulation process has been developed for generation of the longitudinal and lateral components of ground wind atmospheric turbulence as a function of mean wind speed, elevation, temporal frequency range and distance between locations. The distance between locations influences the spectral coherence between the simulated series at adjacent locations. Short distances reduce correlation only at high frequencies; as distances increase correlation is reduced over a wider range of frequencies. The choice of values for the constants d1 and d3 in the PSD model is the subject of work in progress. An improved knowledge of the values for zO as a function of wind direction at the ARES-1 launch pads is necessary for definition of d1. Results of other studies at other locations may be helpful as summarized in Fichtl's recent correspondence. Ideally, further research is needed based on measurements of ground wind turbulence with high resolution anemometers at a number of altitudes at a new KSC tower located closer to the ARES-1 launch pad .The proposed research would be based on turbulence measurements that may be influenced by surface terrain roughness that may be significantly different from roughness prior to 1970 in Fichtl's measurements. Significant improvements in instrumentation, data storage end processing will greatly enhance the capability to model ground wind profiles and ground wind turbulence.

  18. Recursive Bayesian recurrent neural networks for time-series modeling.

    PubMed

    Mirikitani, Derrick T; Nikolaev, Nikolay

    2010-02-01

    This paper develops a probabilistic approach to recursive second-order training of recurrent neural networks (RNNs) for improved time-series modeling. A general recursive Bayesian Levenberg-Marquardt algorithm is derived to sequentially update the weights and the covariance (Hessian) matrix. The main strengths of the approach are a principled handling of the regularization hyperparameters that leads to better generalization, and stable numerical performance. The framework involves the adaptation of a noise hyperparameter and local weight prior hyperparameters, which represent the noise in the data and the uncertainties in the model parameters. Experimental investigations using artificial and real-world data sets show that RNNs equipped with the proposed approach outperform standard real-time recurrent learning and extended Kalman training algorithms for recurrent networks, as well as other contemporary nonlinear neural models, on time-series modeling.

  19. Time is an affliction: Why ecology cannot be as predictive as physics and why it needs time series

    NASA Astrophysics Data System (ADS)

    Boero, F.; Kraberg, A. C.; Krause, G.; Wiltshire, K. H.

    2015-07-01

    Ecological systems depend on both constraints and historical contingencies, both of which shape their present observable system state. In contrast to ahistorical systems, which are governed solely by constraints (i.e. laws), historical systems and their dynamics can be understood only if properly described, in the course of time. Describing these dynamics and understanding long-term variability can be seen as the mission of long time series measuring not only simple abiotic features but also complex biological variables, such as species diversity and abundances, allowing deep insights in the functioning of food webs and ecosystems in general. Long time-series are irreplaceable for understanding change, and crucially inherent system variability and thus envisaging future scenarios. This notwithstanding current policies in funding and evaluating scientific research discourage the maintenance of long term series, despite a clear need for long-term strategies to cope with climate change. Time series are crucial for a pursuit of the much invoked Ecosystem Approach and to the passage from simple monitoring programs of large-scale and long-term Earth observatories - thus promoting a better understanding of the causes and effects of change in ecosystems. The few ongoing long time series in European waters must be integrated and networked so as to facilitate the formation of nodes of a series of observatories which, together, should allow the long-term management of the features and characteristics of European waters. Human capacity building in this region of expertise and a stronger societal involvement are also urgently needed, since the expertise in recognizing and describing species and therefore recording them reliably in the context of time series is rapidly vanishing from the European Scientific community.

  20. High-Speed Solution of Spacecraft Trajectory Problems Using Taylor Series Integration

    NASA Technical Reports Server (NTRS)

    Scott, James R.; Martini, Michael C.

    2010-01-01

    It has been known for some time that Taylor series (TS) integration is among the most efficient and accurate numerical methods in solving differential equations. However, the full benefit of the method has yet to be realized in calculating spacecraft trajectories, for two main reasons. First, most applications of Taylor series to trajectory propagation have focused on relatively simple problems of orbital motion or on specific problems and have not provided general applicability. Second, applications that have been more general have required use of a preprocessor, which inevitably imposes constraints on computational efficiency. The latter approach includes the work of Berryman et al., who solved the planetary n-body problem with relativistic effects. Their work specifically noted the computational inefficiencies arising from use of a preprocessor and pointed out the potential benefit of manually coding derivative routines. In this Engineering Note, we report on a systematic effort to directly implement Taylor series integration in an operational trajectory propagation code: the Spacecraft N-Body Analysis Program (SNAP). The present Taylor series implementation is unique in that it applies to spacecraft virtually anywhere in the solar system and can be used interchangeably with another integration method. SNAP is a high-fidelity trajectory propagator that includes force models for central body gravitation with N X N harmonics, other body gravitation with N X N harmonics, solar radiation pressure, atmospheric drag (for Earth orbits), and spacecraft thrusting (including shadowing). The governing equations are solved using an eighth-order Runge-Kutta Fehlberg (RKF) single-step method with variable step size control. In the present effort, TS is implemented by way of highly integrated subroutines that can be used interchangeably with RKF. This makes it possible to turn TS on or off during various phases of a mission. Current TS force models include central body

  1. Academic Workload and Working Time: Retrospective Perceptions versus Time-Series Data

    ERIC Educational Resources Information Center

    Kyvik, Svein

    2013-01-01

    The purpose of this article is to examine the validity of perceptions by academic staff about their past and present workload and working hours. Retrospective assessments are compared with time-series data. The data are drawn from four mail surveys among academic staff in Norwegian universities undertaken in the period 1982-2008. The findings show…

  2. Interrupted Time Series Versus Statistical Process Control in Quality Improvement Projects.

    PubMed

    Andersson Hagiwara, Magnus; Andersson Gäre, Boel; Elg, Mattias

    2016-01-01

    To measure the effect of quality improvement interventions, it is appropriate to use analysis methods that measure data over time. Examples of such methods include statistical process control analysis and interrupted time series with segmented regression analysis. This article compares the use of statistical process control analysis and interrupted time series with segmented regression analysis for evaluating the longitudinal effects of quality improvement interventions, using an example study on an evaluation of a computerized decision support system.

  3. PSO-MISMO modeling strategy for multistep-ahead time series prediction.

    PubMed

    Bao, Yukun; Xiong, Tao; Hu, Zhongyi

    2014-05-01

    Multistep-ahead time series prediction is one of the most challenging research topics in the field of time series modeling and prediction, and is continually under research. Recently, the multiple-input several multiple-outputs (MISMO) modeling strategy has been proposed as a promising alternative for multistep-ahead time series prediction, exhibiting advantages compared with the two currently dominating strategies, the iterated and the direct strategies. Built on the established MISMO strategy, this paper proposes a particle swarm optimization (PSO)-based MISMO modeling strategy, which is capable of determining the number of sub-models in a self-adaptive mode, with varying prediction horizons. Rather than deriving crisp divides with equal-size s prediction horizons from the established MISMO, the proposed PSO-MISMO strategy, implemented with neural networks, employs a heuristic to create flexible divides with varying sizes of prediction horizons and to generate corresponding sub-models, providing considerable flexibility in model construction, which has been validated with simulated and real datasets.

  4. Slow Speed--Fast Motion: Time-Lapse Recordings in Physics Education

    ERIC Educational Resources Information Center

    Vollmer, Michael; Möllmann, Klaus-Peter

    2018-01-01

    Video analysis with a 30 Hz frame rate is the standard tool in physics education. The development of affordable high-speed-cameras has extended the capabilities of the tool for much smaller time scales to the 1 ms range, using frame rates of typically up to 1000 frames s[superscript -1], allowing us to study transient physics phenomena happening…

  5. TEMPORAL SIGNATURES OF AIR QUALITY OBSERVATIONS AND MODEL OUTPUTS: DO TIME SERIES DECOMPOSITION METHODS CAPTURE RELEVANT TIME SCALES?

    EPA Science Inventory

    Time series decomposition methods were applied to meteorological and air quality data and their numerical model estimates. Decomposition techniques express a time series as the sum of a small number of independent modes which hypothetically represent identifiable forcings, thereb...

  6. Time series analysis of ozone data in Isfahan

    NASA Astrophysics Data System (ADS)

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

    2008-07-01

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

  7. Nonlinear Time Series Analysis via Neural Networks

    NASA Astrophysics Data System (ADS)

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

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

  8. Statistical inference of seabed sound-speed structure in the Gulf of Oman Basin.

    PubMed

    Sagers, Jason D; Knobles, David P

    2014-06-01

    Addressed is the statistical inference of the sound-speed depth profile of a thick soft seabed from broadband sound propagation data recorded in the Gulf of Oman Basin in 1977. The acoustic data are in the form of time series signals recorded on a sparse vertical line array and generated by explosive sources deployed along a 280 km track. The acoustic data offer a unique opportunity to study a deep-water bottom-limited thickly sedimented environment because of the large number of time series measurements, very low seabed attenuation, and auxiliary measurements. A maximum entropy method is employed to obtain a conditional posterior probability distribution (PPD) for the sound-speed ratio and the near-surface sound-speed gradient. The multiple data samples allow for a determination of the average error constraint value required to uniquely specify the PPD for each data sample. Two complicating features of the statistical inference study are addressed: (1) the need to develop an error function that can both utilize the measured multipath arrival structure and mitigate the effects of data errors and (2) the effect of small bathymetric slopes on the structure of the bottom interacting arrivals.

  9. Design Specification Issues in Time-Series Intervention Models.

    ERIC Educational Resources Information Center

    Huitema, Bradley E.; McKean, Joseph W.

    2000-01-01

    Presents examples of egregious errors of interpretation in time-series intervention models and makes recommendations regarding the correct specification of the design matrix. Discusses the profound effects of variants of the slope change variable in the design matrix. (SLD)

  10. Superstatistical fluctuations in time series: Applications to share-price dynamics and turbulence

    NASA Astrophysics Data System (ADS)

    van der Straeten, Erik; Beck, Christian

    2009-09-01

    We report a general technique to study a given experimental time series with superstatistics. Crucial for the applicability of the superstatistics concept is the existence of a parameter β that fluctuates on a large time scale as compared to the other time scales of the complex system under consideration. The proposed method extracts the main superstatistical parameters out of a given data set and examines the validity of the superstatistical model assumptions. We test the method thoroughly with surrogate data sets. Then the applicability of the superstatistical approach is illustrated using real experimental data. We study two examples, velocity time series measured in turbulent Taylor-Couette flows and time series of log returns of the closing prices of some stock market indices.

  11. Ridge Polynomial Neural Network with Error Feedback for Time Series Forecasting

    PubMed Central

    Ghazali, Rozaida; Herawan, Tutut

    2016-01-01

    Time series forecasting has gained much attention due to its many practical applications. Higher-order neural network with recurrent feedback is a powerful technique that has been used successfully for time series forecasting. It maintains fast learning and the ability to learn the dynamics of the time series over time. Network output feedback is the most common recurrent feedback for many recurrent neural network models. However, not much attention has been paid to the use of network error feedback instead of network output feedback. In this study, we propose a novel model, called Ridge Polynomial Neural Network with Error Feedback (RPNN-EF) that incorporates higher order terms, recurrence and error feedback. To evaluate the performance of RPNN-EF, we used four univariate time series with different forecasting horizons, namely star brightness, monthly smoothed sunspot numbers, daily Euro/Dollar exchange rate, and Mackey-Glass time-delay differential equation. We compared the forecasting performance of RPNN-EF with the ordinary Ridge Polynomial Neural Network (RPNN) and the Dynamic Ridge Polynomial Neural Network (DRPNN). Simulation results showed an average 23.34% improvement in Root Mean Square Error (RMSE) with respect to RPNN and an average 10.74% improvement with respect to DRPNN. That means that using network errors during training helps enhance the overall forecasting performance for the network. PMID:27959927

  12. Ridge Polynomial Neural Network with Error Feedback for Time Series Forecasting.

    PubMed

    Waheeb, Waddah; Ghazali, Rozaida; Herawan, Tutut

    2016-01-01

    Time series forecasting has gained much attention due to its many practical applications. Higher-order neural network with recurrent feedback is a powerful technique that has been used successfully for time series forecasting. It maintains fast learning and the ability to learn the dynamics of the time series over time. Network output feedback is the most common recurrent feedback for many recurrent neural network models. However, not much attention has been paid to the use of network error feedback instead of network output feedback. In this study, we propose a novel model, called Ridge Polynomial Neural Network with Error Feedback (RPNN-EF) that incorporates higher order terms, recurrence and error feedback. To evaluate the performance of RPNN-EF, we used four univariate time series with different forecasting horizons, namely star brightness, monthly smoothed sunspot numbers, daily Euro/Dollar exchange rate, and Mackey-Glass time-delay differential equation. We compared the forecasting performance of RPNN-EF with the ordinary Ridge Polynomial Neural Network (RPNN) and the Dynamic Ridge Polynomial Neural Network (DRPNN). Simulation results showed an average 23.34% improvement in Root Mean Square Error (RMSE) with respect to RPNN and an average 10.74% improvement with respect to DRPNN. That means that using network errors during training helps enhance the overall forecasting performance for the network.

  13. Multi-step-ahead Method for Wind Speed Prediction Correction Based on Numerical Weather Prediction and Historical Measurement Data

    NASA Astrophysics Data System (ADS)

    Wang, Han; Yan, Jie; Liu, Yongqian; Han, Shuang; Li, Li; Zhao, Jing

    2017-11-01

    Increasing the accuracy of wind speed prediction lays solid foundation to the reliability of wind power forecasting. Most traditional correction methods for wind speed prediction establish the mapping relationship between wind speed of the numerical weather prediction (NWP) and the historical measurement data (HMD) at the corresponding time slot, which is free of time-dependent impacts of wind speed time series. In this paper, a multi-step-ahead wind speed prediction correction method is proposed with consideration of the passing effects from wind speed at the previous time slot. To this end, the proposed method employs both NWP and HMD as model inputs and the training labels. First, the probabilistic analysis of the NWP deviation for different wind speed bins is calculated to illustrate the inadequacy of the traditional time-independent mapping strategy. Then, support vector machine (SVM) is utilized as example to implement the proposed mapping strategy and to establish the correction model for all the wind speed bins. One Chinese wind farm in northern part of China is taken as example to validate the proposed method. Three benchmark methods of wind speed prediction are used to compare the performance. The results show that the proposed model has the best performance under different time horizons.

  14. Use of the Box and Jenkins time series technique in traffic forecasting

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Nihan, N.L.; Holmesland, K.O.

    The use of recently developed time series techniques for short-term traffic volume forecasting is examined. A data set containing monthly volumes on a freeway segment for 1968-76 is used to fit a time series model. The resultant model is used to forecast volumes for 1977. The forecast volumes are then compared with actual volumes in 1977. Time series techniques can be used to develop highly accurate and inexpensive short-term forecasts. The feasibility of using these models to evaluate the effects of policy changes or other outside impacts is considered. (1 diagram, 1 map, 14 references,2 tables)

  15. Time-of-Flight Measurement of the Speed of Sound in Water

    ERIC Educational Resources Information Center

    Ganci, Salvatore

    2016-01-01

    A simple setup is designed to investigate a "time-of-flight" measurement of the speed of sound in water. This experiment only requires low cost components and is also very simple to understand by students. It could be easily used as a demonstration experiment.

  16. Causal Inference and the Comparative Interrupted Time Series Design: Findings from Within-Study Comparisons

    ERIC Educational Resources Information Center

    St. Clair, Travis; Hallberg, Kelly; Cook, Thomas D.

    2014-01-01

    Researchers are increasingly using comparative interrupted time series (CITS) designs to estimate the effects of programs and policies when randomized controlled trials are not feasible. In a simple interrupted time series design, researchers compare the pre-treatment values of a treatment group time series to post-treatment values in order to…

  17. Artificial neural networks applied to forecasting time series.

    PubMed

    Montaño Moreno, Juan J; Palmer Pol, Alfonso; Muñoz Gracia, Pilar

    2011-04-01

    This study offers a description and comparison of the main models of Artificial Neural Networks (ANN) which have proved to be useful in time series forecasting, and also a standard procedure for the practical application of ANN in this type of task. The Multilayer Perceptron (MLP), Radial Base Function (RBF), Generalized Regression Neural Network (GRNN), and Recurrent Neural Network (RNN) models are analyzed. With this aim in mind, we use a time series made up of 244 time points. A comparative study establishes that the error made by the four neural network models analyzed is less than 10%. In accordance with the interpretation criteria of this performance, it can be concluded that the neural network models show a close fit regarding their forecasting capacity. The model with the best performance is the RBF, followed by the RNN and MLP. The GRNN model is the one with the worst performance. Finally, we analyze the advantages and limitations of ANN, the possible solutions to these limitations, and provide an orientation towards future research.

  18. A general statistical test for correlations in a finite-length time series.

    PubMed

    Hanson, Jeffery A; Yang, Haw

    2008-06-07

    The statistical properties of the autocorrelation function from a time series composed of independently and identically distributed stochastic variables has been studied. Analytical expressions for the autocorrelation function's variance have been derived. It has been found that two common ways of calculating the autocorrelation, moving-average and Fourier transform, exhibit different uncertainty characteristics. For periodic time series, the Fourier transform method is preferred because it gives smaller uncertainties that are uniform through all time lags. Based on these analytical results, a statistically robust method has been proposed to test the existence of correlations in a time series. The statistical test is verified by computer simulations and an application to single-molecule fluorescence spectroscopy is discussed.

  19. Deriving crop calendar using NDVI time-series

    NASA Astrophysics Data System (ADS)

    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.

  20. Verification of the helioseismology travel-time measurement technique and the inversion procedure for sound speed using artificial data

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Parchevsky, K. V.; Zhao, J.; Hartlep, T.

    We performed three-dimensional numerical simulations of the solar surface acoustic wave field for the quiet Sun and for three models with different localized sound-speed perturbations in the interior with deep, shallow, and two-layer structures. We used the simulated data generated by two solar acoustics codes that employ the same standard solar model as a background model, but utilize different integration techniques and different models of stochastic wave excitation. Acoustic travel times were measured using a time-distance helioseismology technique, and compared with predictions from ray theory frequently used for helioseismic travel-time inversions. It is found that the measured travel-time shifts agreemore » well with the helioseismic theory for sound-speed perturbations, and for the measurement procedure with and without phase-speed filtering of the oscillation signals. This testing verifies the whole measuring-filtering-inversion procedure for static sound-speed anomalies with small amplitude inside the Sun outside regions of strong magnetic field. It is shown that the phase-speed filtering, frequently used to extract specific wave packets and improve the signal-to-noise ratio, does not introduce significant systematic errors. Results of the sound-speed inversion procedure show good agreement with the perturbation models in all cases. Due to its smoothing nature, the inversion procedure may overestimate sound-speed variations in regions with sharp gradients of the sound-speed profile.« less

  1. Speed-Accuracy Response Models: Scoring Rules Based on Response Time and Accuracy

    ERIC Educational Resources Information Center

    Maris, Gunter; van der Maas, Han

    2012-01-01

    Starting from an explicit scoring rule for time limit tasks incorporating both response time and accuracy, and a definite trade-off between speed and accuracy, a response model is derived. Since the scoring rule is interpreted as a sufficient statistic, the model belongs to the exponential family. The various marginal and conditional distributions…

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

    NASA Astrophysics Data System (ADS)

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

    2017-04-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2013-02-01

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

  4. Sample entropy applied to the analysis of synthetic time series and tachograms

    NASA Astrophysics Data System (ADS)

    Muñoz-Diosdado, A.; Gálvez-Coyt, G. G.; Solís-Montufar, E.

    2017-01-01

    Entropy is a method of non-linear analysis that allows an estimate of the irregularity of a system, however, there are different types of computational entropy that were considered and tested in order to obtain one that would give an index of signals complexity taking into account the data number of the analysed time series, the computational resources demanded by the method, and the accuracy of the calculation. An algorithm for the generation of fractal time-series with a certain value of β was used for the characterization of the different entropy algorithms. We obtained a significant variation for most of the algorithms in terms of the series size, which could result counterproductive for the study of real signals of different lengths. The chosen method was sample entropy, which shows great independence of the series size. With this method, time series of heart interbeat intervals or tachograms of healthy subjects and patients with congestive heart failure were analysed. The calculation of sample entropy was carried out for 24-hour tachograms and time subseries of 6-hours for sleepiness and wakefulness. The comparison between the two populations shows a significant difference that is accentuated when the patient is sleeping.

  5. More on Time Series Designs: A Reanalysis of Mayer and Kozlow's Data.

    ERIC Educational Resources Information Center

    Willson, Victor L.

    1982-01-01

    Differentiating between time-series design and time-series analysis, examines design considerations and reanalyzes data previously reported by Mayer and Kozlow in this journal. The current analysis supports the analysis performed by Mayer and Kozlow but puts the results on a somewhat firmer statistical footing. (Author/JN)

  6. Representative locations from time series of soil water content using time stability and wavelet analysis.

    PubMed

    Rivera, Diego; Lillo, Mario; Granda, Stalin

    2014-12-01

    The concept of time stability has been widely used in the design and assessment of monitoring networks of soil moisture, as well as in hydrological studies, because it is as a technique that allows identifying of particular locations having the property of representing mean values of soil moisture in the field. In this work, we assess the effect of time stability calculations as new information is added and how time stability calculations are affected at shorter periods, subsampled from the original time series, containing different amounts of precipitation. In doing so, we defined two experiments to explore the time stability behavior. The first experiment sequentially adds new data to the previous time series to investigate the long-term influence of new data in the results. The second experiment applies a windowing approach, taking sequential subsamples from the entire time series to investigate the influence of short-term changes associated with the precipitation in each window. Our results from an operating network (seven monitoring points equipped with four sensors each in a 2-ha blueberry field) show that as information is added to the time series, there are changes in the location of the most stable point (MSP), and that taking the moving 21-day windows, it is clear that most of the variability of soil water content changes is associated with both the amount and intensity of rainfall. The changes of the MSP over each window depend on the amount of water entering the soil and the previous state of the soil water content. For our case study, the upper strata are proxies for hourly to daily changes in soil water content, while the deeper strata are proxies for medium-range stored water. Thus, different locations and depths are representative of processes at different time scales. This situation must be taken into account when water management depends on soil water content values from fixed locations.

  7. Multiscale limited penetrable horizontal visibility graph for analyzing nonlinear time series

    NASA Astrophysics Data System (ADS)

    Gao, Zhong-Ke; Cai, Qing; Yang, Yu-Xuan; Dang, Wei-Dong; Zhang, Shan-Shan

    2016-10-01

    Visibility graph has established itself as a powerful tool for analyzing time series. We in this paper develop a novel multiscale limited penetrable horizontal visibility graph (MLPHVG). We use nonlinear time series from two typical complex systems, i.e., EEG signals and two-phase flow signals, to demonstrate the effectiveness of our method. Combining MLPHVG and support vector machine, we detect epileptic seizures from the EEG signals recorded from healthy subjects and epilepsy patients and the classification accuracy is 100%. In addition, we derive MLPHVGs from oil-water two-phase flow signals and find that the average clustering coefficient at different scales allows faithfully identifying and characterizing three typical oil-water flow patterns. These findings render our MLPHVG method particularly useful for analyzing nonlinear time series from the perspective of multiscale network analysis.

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

    PubMed Central

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

    2014-01-01

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

  9. Pacing Strategy, Muscle Fatigue, and Technique in 1500-m Speed-Skating and Cycling Time Trials.

    PubMed

    Stoter, Inge K; MacIntosh, Brian R; Fletcher, Jared R; Pootz, Spencer; Zijdewind, Inge; Hettinga, Florentina J

    2016-04-01

    To evaluate pacing behavior and peripheral and central contributions to muscle fatigue in 1500-m speed-skating and cycling time trials when a faster or slower start is instructed. Nine speed skaters and 9 cyclists, all competing at regional or national level, performed two 1500-m time trials in their sport. Athletes were instructed to start faster than usual in 1 trial and slower in the other. Mean velocity was measured per 100 m. Blood lactate concentrations were measured. Maximal voluntary contraction (MVC), voluntary activation (VA), and potentiated twitch (PT) of the quadriceps muscles were measured to estimate central and peripheral contributions to muscle fatigue. In speed skating, knee, hip, and trunk angles were measured to evaluate technique. Cyclists showed a more explosive start than speed skaters in the fast-start time trial (cyclists performed first 300 m in 24.70 ± 1.73 s, speed skaters in 26.18 ± 0.79 s). Both trials resulted in reduced MVC (12.0% ± 14.5%), VA (2.4% ± 5.0%), and PT (25.4% ± 15.2%). Blood lactate concentrations after the time trial and the decrease in PT were greater in the fast-start than in the slow-start trial. Speed skaters showed higher trunk angles in the fast-start than in the slow-start trial, while knee angles remained similar. Despite similar instructions, behavioral adaptations in pacing differed between the 2 sports, resulting in equal central and peripheral contributions to muscle fatigue in both sports. This provides evidence for the importance of neurophysiological aspects in the regulation of pacing. It also stresses the notion that optimal pacing needs to be studied sport specifically, and coaches should be aware of this.

  10. feets: feATURE eXTRACTOR for tIME sERIES

    NASA Astrophysics Data System (ADS)

    Cabral, Juan; Sanchez, Bruno; Ramos, Felipe; Gurovich, Sebastián; Granitto, Pablo; VanderPlas, Jake

    2018-06-01

    feets characterizes and analyzes light-curves from astronomical photometric databases for modelling, classification, data cleaning, outlier detection and data analysis. It uses machine learning algorithms to determine the numerical descriptors that characterize and distinguish the different variability classes of light-curves; these range from basic statistical measures such as the mean or standard deviation to complex time-series characteristics such as the autocorrelation function. The library is not restricted to the astronomical field and could also be applied to any kind of time series. This project is a derivative work of FATS (ascl:1711.017).

  11. Spectral Unmixing Analysis of Time Series Landsat 8 Images

    NASA Astrophysics Data System (ADS)

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

    2018-05-01

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

  12. Reconstruction of network topology using status-time-series data

    NASA Astrophysics Data System (ADS)

    Pandey, Pradumn Kumar; Badarla, Venkataramana

    2018-01-01

    Uncovering the heterogeneous connection pattern of a networked system from the available status-time-series (STS) data of a dynamical process on the network is of great interest in network science and known as a reverse engineering problem. Dynamical processes on a network are affected by the structure of the network. The dependency between the diffusion dynamics and structure of the network can be utilized to retrieve the connection pattern from the diffusion data. Information of the network structure can help to devise the control of dynamics on the network. In this paper, we consider the problem of network reconstruction from the available status-time-series (STS) data using matrix analysis. The proposed method of network reconstruction from the STS data is tested successfully under susceptible-infected-susceptible (SIS) diffusion dynamics on real-world and computer-generated benchmark networks. High accuracy and efficiency of the proposed reconstruction procedure from the status-time-series data define the novelty of the method. Our proposed method outperforms compressed sensing theory (CST) based method of network reconstruction using STS data. Further, the same procedure of network reconstruction is applied to the weighted networks. The ordering of the edges in the weighted networks is identified with high accuracy.

  13. Study of Track Irregularity Time Series Calibration and Variation Pattern at Unit Section

    PubMed Central

    Jia, Chaolong; Wei, Lili; Wang, Hanning; Yang, Jiulin

    2014-01-01

    Focusing on problems existing in track irregularity time series data quality, this paper first presents abnormal data identification, data offset correction algorithm, local outlier data identification, and noise cancellation algorithms. And then proposes track irregularity time series decomposition and reconstruction through the wavelet decomposition and reconstruction approach. Finally, the patterns and features of track irregularity standard deviation data sequence in unit sections are studied, and the changing trend of track irregularity time series is discovered and described. PMID:25435869

  14. A Time Series Design Study of Neurologically Impaired Children.

    ERIC Educational Resources Information Center

    St. John, Patricia

    1992-01-01

    Used time series design, Change-over-Time, study to determine usefulness of four tasks in distinguishing maturational factors and neurological characteristics of eight boys diagnosed as neurologically impaired. Results indicated that tasks were characterized by use of regular art materials, interest to subjects, ability to be replicated, and…

  15. Russian State Time and Earth Rotation Service: Observations, Eop Series, Prediction

    NASA Astrophysics Data System (ADS)

    Kaufman, M.; Pasynok, S.

    2010-01-01

    Russian State Time, Frequency and Earth Rotation Service provides the official EOP data and time for use in scientific, technical and metrological works in Russia. The observations of GLONASS and GPS on 30 stations in Russia, and also the Russian and worldwide observations data of VLBI (35 stations) and SLR (20 stations) are used now. To these three series of EOP the data calculated in two other Russian analysis centers are added: IAA (VLBI, GPS and SLR series) and MCC (SLR). Joint processing of these 7 series is carried out every day (the operational EOP data for the last day and the predicted values for 50 days). The EOP values are weekly refined and systematic errors of every individual series are corrected. The combined results become accessible on the VNIIFTRI server (ftp.imvp.ru) approximately at 6h UT daily.

  16. a Method of Time-Series Change Detection Using Full Polsar Images from Different Sensors

    NASA Astrophysics Data System (ADS)

    Liu, W.; Yang, J.; Zhao, J.; Shi, H.; Yang, L.

    2018-04-01

    Most of the existing change detection methods using full polarimetric synthetic aperture radar (PolSAR) are limited to detecting change between two points in time. In this paper, a novel method was proposed to detect the change based on time-series data from different sensors. Firstly, the overall difference image of a time-series PolSAR was calculated by ominous statistic test. Secondly, difference images between any two images in different times ware acquired by Rj statistic test. Generalized Gaussian mixture model (GGMM) was used to obtain time-series change detection maps in the last step for the proposed method. To verify the effectiveness of the proposed method, we carried out the experiment of change detection by using the time-series PolSAR images acquired by Radarsat-2 and Gaofen-3 over the city of Wuhan, in China. Results show that the proposed method can detect the time-series change from different sensors.

  17. Time-Series Analysis of Supergranule Characterstics at Solar Minimum

    NASA Technical Reports Server (NTRS)

    Williams, Peter E.; Pesnell, W. Dean

    2013-01-01

    Sixty days of Doppler images from the Solar and Heliospheric Observatory (SOHO) / Michelson Doppler Imager (MDI) investigation during the 1996 and 2008 solar minima have been analyzed to show that certain supergranule characteristics (size, size range, and horizontal velocity) exhibit fluctuations of three to five days. Cross-correlating parameters showed a good, positive correlation between supergranulation size and size range, and a moderate, negative correlation between size range and velocity. The size and velocity do exhibit a moderate, negative correlation, but with a small time lag (less than 12 hours). Supergranule sizes during five days of co-temporal data from MDI and the Solar Dynamics Observatory (SDO) / Helioseismic Magnetic Imager (HMI) exhibit similar fluctuations with a high level of correlation between them. This verifies the solar origin of the fluctuations, which cannot be caused by instrumental artifacts according to these observations. Similar fluctuations are also observed in data simulations that model the evolution of the MDI Doppler pattern over a 60-day period. Correlations between the supergranule size and size range time-series derived from the simulated data are similar to those seen in MDI data. A simple toy-model using cumulative, uncorrelated exponential growth and decay patterns at random emergence times produces a time-series similar to the data simulations. The qualitative similarities between the simulated and the observed time-series suggest that the fluctuations arise from stochastic processes occurring within the solar convection zone. This behavior, propagating to surface manifestations of supergranulation, may assist our understanding of magnetic-field-line advection, evolution, and interaction.

  18. Reconstruction of the modified discrete Langevin equation from persistent time series

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Czechowski, Zbigniew

    The discrete Langevin-type equation, which can describe persistent processes, was introduced. The procedure of reconstruction of the equation from time series was proposed and tested on synthetic data, with short and long-tail distributions, generated by different Langevin equations. Corrections due to the finite sampling rates were derived. For an exemplary meteorological time series, an appropriate Langevin equation, which constitutes a stochastic macroscopic model of the phenomenon, was reconstructed.

  19. Real-time Series Resistance Monitoring in PV Systems; NREL (National Renewable Energy Laboratory)

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Deceglie, M. G.; Silverman, T. J.; Marion, B.

    We apply the physical principles of a familiar method, suns-Voc, to a new application: the real-time detection of series resistance changes in modules and systems operating outside. The real-time series resistance (RTSR) method that we describe avoids the need for collecting IV curves or constructing full series-resistance-free IV curves. RTSR is most readily deployable at the module level on apply the physical principles of a familiar method, suns-Voc, to a new application: the real-time detection of series resistance changes in modules and systems operating outside. The real-time series resistance (RTSR) method that we describe avoids the need for collecting IVmore » curves or constructing full series-resistance-free IV curves. RTSR is most readily deployable at the module level on micro-inverters or module-integrated electronics, but it can also be extended to full strings. Automated detection of series resistance increases can provide early warnings of some of the most common reliability issues, which also pose fire risks, including broken ribbons, broken solder bonds, and contact problems in the junction or combiner box. We describe the method in detail and describe a sample application to data collected from modules operating in the field.« less

  20. The method of trend analysis of parameters time series of gas-turbine engine state

    NASA Astrophysics Data System (ADS)

    Hvozdeva, I.; Myrhorod, V.; Derenh, Y.

    2017-10-01

    This research substantiates an approach to interval estimation of time series trend component. The well-known methods of spectral and trend analysis are used for multidimensional data arrays. The interval estimation of trend component is proposed for the time series whose autocorrelation matrix possesses a prevailing eigenvalue. The properties of time series autocorrelation matrix are identified.